N-CSR

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number: 811-07589

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

5 Radnor Corporate Center, Suite 300, 100 Matsonford Road, Radnor, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Alice A. Pellegrino

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, Pennsylvania 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: October 31

Date of reporting period: October 31, 2016

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

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

Item 1. Reports to Stockholders.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

During the year ended October 31, 2016, the period of this report, stocks endured a correction, then recovered and, despite periodic gyrations, managed

to remain generally in positive territory for the remainder of the period. Even with the bouts of uncertainty the market experienced, the current bull market continued into its seventh year, making it the second-longest bull market on record, as measured by the S&P 500 Index.¹ From November 1, 2015 through October 31, 2016, the S&P 500 generated a 4.51% total return.

The market reacted to a handful of concerns during the course of the year, including worries about low oil prices, weakness in the Chinese economy, a surprise vote for the U.K. to leave the European Union (dubbed Brexit), the beginning of a rate increase cycle by the U.S. Federal Reserve (Fed), and a contentious U.S. presidential election cycle.

There were also more positive influences, including generally positive jobs reports over the course of the period, which helped the unemployment rate fall to pre-recession levels. In addition, growth of the domestic economy, while slow, has remained steady. This has helped limit the Fed’s actions; they’ve kept rate increases very gradual, which helps markets better digest and account for such changes.

While the election results didn’t factor into returns for the period this report covers, President-elect Trump’s inauguration in 2017 is likely to play a key role in market movements for the new year and beyond. While it is difficult to assess the full potential impact of changing political policies, markets seem to consider his policies pro-growth, which could bode well for investors. However, change to the status quo can often result in volatility in the markets.

As we enter 2017, we encourage you to maintain a strong relationship with a financial advisor who can help guide you through shifting markets with confidence. If there’s one certain thing about markets, it’s that movements can be hard to anticipate, especially in the short term. So it’s important to proactively build a portfolio that takes that unknown into account along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of more than 50 mutual funds as you work toward those goals.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

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

Domestic Equity Funds

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	50
Financial Statements:
Schedules of Investments:
The Hartford Capital Appreciation Fund	55
Hartford Core Equity Fund	62
The Hartford Dividend and Growth Fund	66
The Hartford Equity Income Fund	70
The Hartford Growth Opportunities Fund	73
The Hartford Healthcare Fund	78
The Hartford MidCap Fund	82
The Hartford MidCap Value Fund	86
Hartford Small Cap Core Fund	90
The Hartford Small Cap Growth Fund	95
The Hartford Small Company Fund	101
The Hartford Value Opportunities Fund	106
Statements of Assets and Liabilities	112
Statements of Operations	118
Statements of Changes in Net Assets	122
Financial Highlights	127
Notes to Financial Statements	140
Report of Independent Registered Public Accounting Firm	177
Shareholder Meeting Results (Unaudited)	178
Directors and Officers of the Companies	182
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	189
Quarterly Portfolio Holdings Information (Unaudited)	189
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	190

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

The Hartford Capital Appreciation Fund inception 07/22/1996

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Capital Appreciation A1		-0.97%		12.33%		5.19%
Capital Appreciation A2		-6.42%		11.07%		4.60%
Capital Appreciation B1		-1.82%		11.38%		4.50%	3
Capital Appreciation B2		-6.22%		11.11%		4.50%	3
Capital Appreciation C1		-1.65%		11.55%		4.45%
Capital Appreciation C2		-2.53%		11.55%		4.45%
Capital Appreciation I1		-0.65%		12.69%		5.51%
Capital Appreciation R31		-1.26%		12.02%		4.90%
Capital Appreciation R41		-0.95%		12.36%		5.23%
Capital Appreciation R51		-0.65%		12.69%		5.53%
Capital Appreciation R61		-0.56%		12.79%		5.63%
Capital Appreciation Y1		-0.55%		12.80%		5.64%
Russell 3000 Index		4.24%		13.35%		6.76%
S&P 500 Index		4.51%		13.57%		6.70%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

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

You cannot invest directly in an index.

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

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

2

The Hartford Capital Appreciation Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Capital Appreciation Class A		1.09%		1.09%
Capital Appreciation Class B		1.97%		1.97%
Capital Appreciation Class C		1.81%		1.81%
Capital Appreciation Class I		0.78%		0.78%
Capital Appreciation Class R3		1.40%		1.40%
Capital Appreciation Class R4		1.10%		1.10%
Capital Appreciation Class R5		0.80%		0.80%
Capital Appreciation Class R6		0.75%		0.76%
Capital Appreciation Class Y		0.70%		0.70%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Saul J. Pannell, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Kent M. Stahl, CFA

Senior Managing Director and Director, Investment Strategy and Risk

Wellington Management Company LLP

Gregg R. Thomas, CFA

Senior Managing Director and Associate Director, Investment Strategy and Risk

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Capital Appreciation Fund returned -0.97%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmarks, the Russell 3000 Index and the S&P 500 Index, which returned 4.24% and 4.51%, respectively, for the same period. The Fund underperformed the 1.85% average return of the Lipper Multi-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (“Brexit”), which caused equities to sell off,

only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December 2015. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equity markets plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March

3

The Hartford Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equity markets continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Indices, which returned 6.26% and 4.51%, respectively, outperformed small-cap equities, as measured by the Russell 2000 Index which returned 4.11% during the same period.

Eight of eleven sectors in the Russell 3000 Index posted positive returns during the period. Strong performers included the Utilities (+18%), Telecommunication Services (+11%), and Information Technology (+10%) sectors, while the Real Estate¹ (-7%), Healthcare (-4%) and Consumer Discretionary (-2%) sectors lagged on a relative basis.

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

Top detractors from performance relative to the Russell 3000 Index included SunPower (Information Technology), Herc Holdings (Industrials), and Bristol-Myers Squibb (Healthcare). Shares of SunPower, a U.S.-based energy company focused on solar power, fell following the renewal of investment tax credits in late 2015, which elongated demand into future years. Herc Holdings is the newly formed parent company of Herc Rentals following a spinoff

between Hertz’s car rental and equipment rental companies. During the time when the Fund held the stock in the period, the price of Hertz fell as the company released quarterly earnings which were below consensus expectations. The stock price of Bristol-Myers Squibb, a U.S.-based biopharmaceutical company, fell as the company’s trial for immuno-oncology drug Opdivo failed during the third quarter of 2016. OneMain Holdings (Financials) detracted from performance on an absolute basis over the period.

Samsung (Information Technology), NXP Semiconductors (Information Technology), and Ivanhoe Mines (Materials) contributed positively to returns relative to the Russell 3000 Index over the period. The share price of Samsung, a Korean-based manufacturer of consumer electronic products, rose over the period as it announced quarterly results that beat market expectations from strong mobile phone demand, though shares pulled back slightly in September due the recall of its Galaxy Note 7 phone. Shares of NXP Semiconductors, a Dutch semiconductor manufacturing company, rose on merger and acquisition (M&A) activity during the period. Most notably, in the third quarter of 2016, credible rumors that Qualcomm would bid for NXP were leaked and later confirmed. Ivanhoe Mines, a Canadian mineral exploration and development company, saw its stock price rise after announcing a copper discovery early in 2016 and receiving unsolicited interest in the company. Merck (Healthcare) and Facebook (Information Technology) were top contributors to absolute returns over the period.

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

What is the outlook?

We believe the outlook for the U.S. economy looks solid with a combination of stabilizing capital expenditures, an end to inventory destocking, and a still decent, albeit selective, consumer supporting that view. The growing importance of fiscal policies in the policy mix in many developed economies, including the U.S., lends weight to a solid outlook for growth. As of October 31, 2016, we viewed the U.S. Presidential election and Fed interest rate decisions as the key potentially transforming events of the fourth quarter. In addition, expectations of a December rate increase appear to be well entrenched as of the end of October. We believe understanding the sequence of policy options for each candidate will be integral to understanding the broader economic impact of the election. We believe December’s Italian constitutional reform referendum in Italy could also re-awaken European Union break up fears. Looking into 2017, we would see the shape of the new U.S. administration and the ability of China to extend its current economic cycle, together with political developments in Germany and France as key events to watch.

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

4

The Hartford Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

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

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.6	%
Consumer Staples		6.0
Energy		4.6
Financials		16.7
Health Care		15.6
Industrials		10.7
Information Technology		24.3
Materials		4.5
Real Estate		1.4
Telecommunication Services		1.0
Utilities		2.2
Total		98.6	%
Fixed Income Securities
Corporate Bonds		0.0	%
Short-Term Investments		0.7
Other Assets & Liabilities		0.7
Total		100.0	%

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

5

Hartford Core Equity Fund inception 04/30/1998

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year			5 Years			10 Years
Core Equity A1		1.21	%		14.42	%		6.99	%
Core Equity A2		-4.35	%		13.13	%		6.39	%
Core Equity B1		0.43	%		13.54	%		6.41	%3
Core Equity B2		-4.50	%		13.30	%		6.41	%3
Core Equity C1		0.47	%		13.60	%		6.21	%
Core Equity C2		-0.51	%		13.60	%		6.21	%
Core Equity I1		1.47	%		14.52	%		7.03	%
Core Equity R31		0.89	%		14.16	%		6.77	%
Core Equity R41		1.21	%		14.52	%		7.07	%
Core Equity R51		1.52	%		14.86	%		7.40	%
Core Equity R61		1.55	%		14.89	%		7.47	%
Core Equity Y1		1.58	%		14.90	%		7.47	%
S&P 500 Index		4.51	%		13.57	%		6.70	%

¹  Without sales charge

² With sales charge

³ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R6 shares commenced operations on 3/31/15 and performance prior to that date is that of the Fund’s Class Y shares.

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

You cannot invest directly in an index.

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

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

6

Hartford Core Equity Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Core Equity Class A		0.80%		0.98%
Core Equity Class B		1.55%		2.13%
Core Equity Class C		1.55%		1.68%
Core Equity Class I		0.55%		0.61%
Core Equity Class R3		1.10%		1.29%
Core Equity Class R4		0.80%		0.93%
Core Equity Class R5		0.50%		0.59%
Core Equity Class R6		0.46%		0.52%
Core Equity Class Y		0.50%		0.52%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Core Equity Fund returned 1.21%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the S&P 500 Index, which returned 4.51% for the same period. The Fund also underperformed the 2.79% average return of the Lipper Large-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (“Brexit”), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed)

delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat

7

Hartford Core Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Eight out of eleven sectors in the S&P 500 Index rose during the period, with Utilities (+17%), Information Technology (+11%), and Telecommunication Services (+11%) performing the best. Real Estate¹ (-7%) and Healthcare (-4%) lagged on a relative basis during the period.

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

The top detractors from performance relative to the S&P 500 Index included Allergan (Healthcare), Bristol-Myers Squibb (Healthcare), and McKesson (Healthcare). Shares of Allergan, a global pharmaceutical company, declined during the period on news that the company’s highly publicized merger with Pfizer fell through following the U.S. Treasury Department’s release of changes to corporate tax inversion laws. Shares of Bristol-Myers Squibb, a biopharmaceutical company, fell sharply after clinical trial results for Opdivo as monotherapy (the use of a single drug) for treatment of first-line lung cancer were disappointing. Shares of McKesson, a U.S.-based pharmaceutical distributor and health care informational technology company, dropped as a result of concerns that drug price pressure (generic and brand) is likely to remain an overhang on drug distributors this year.

The top contributors to performance relative to the S&P 500 Index were Airgas (Materials), NextEra Energy (Utilities), and Wells Fargo (Financials). Shares of Airgas, a U.S.-based distributor of industrial, medical, and specialty gases, moved higher on news that the company had agreed to merge into Air Liquide to create one of the world’s largest industrial gas companies. NextEra Energy, a U.S.-based electric power provider, agreed to buy Oncor Electric, a utility in Texas, in a deal valued at about $18.4 billion. Not owning Wells Fargo, a U.S.-based diversified bank, was beneficial to relative performance during the period as the company is in the midst of regulatory investigations into unethical retail bank activities that we

believe may multiply in which case the company may absorb significant future penalties.

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

What is the outlook?

We believe the U.S. economy remains on solid footing with continued moderate economic growth. Gross Domestic Product growth is tracking a little better in the third quarter of 2016 and the momentum may continue into 2017, with participation from investment, consumption, and housing. We believe the U.S. housing market continues to look solid and employment trends remain steady. We think the Fed will do its best not to disrupt the housing market so a gradual pace of Fed tightening appears most likely. The U.S. labor pool is tightening, which eventually could lead to inflation if it accelerates and quickens the Fed’s pace; we have not seen this yet but it is something we are keeping our eye on.

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

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

A Word about Risk

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

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

8

Hartford Core Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.1	%
Consumer Staples		13.6
Energy		3.3
Financials		14.1
Health Care		13.4
Industrials		10.1
Information Technology		19.4
Materials		3.6
Utilities		5.0
Total		95.6	%
Short-Term Investments		3.8
Other Assets & Liabilities		0.6
Total		100.0	%

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

9

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

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Year
Dividend & Growth A1		4.12%		12.06%		6.42%
Dividend & Growth A2		-1.61%		10.80%		5.82%
Dividend & Growth B1		3.12%		11.03%		5.68%	3
Dividend & Growth B2		-1.57%		10.77%		5.68%	3
Dividend & Growth C1		3.31%		11.21%		5.63%
Dividend & Growth C2		2.37%		11.21%		5.63%
Dividend & Growth I1		4.31%		12.29%		6.71%
Dividend & Growth R31		3.78%		11.71%		6.09%
Dividend & Growth R41		4.10%		12.04%		6.44%
Dividend & Growth R51		4.41%		12.38%		6.75%
Dividend & Growth R61		4.48%		12.47%		6.85%
Dividend & Growth Y1		4.50%		12.49%		6.86%
S&P 500 Index		4.51%		13.57%		6.70%
Russell 1000 Value Index		6.37%		13.31%		5.35%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shownreflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

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

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

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

10

The Hartford Dividend and Growth Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net	Gross
Dividend and Growth Class A	1.02%		1.02%
Dividend and Growth Class B	1.92%		1.97%
Dividend and Growth Class C	1.76%		1.76%
Dividend and Growth Class I	0.81%		0.81%
Dividend and Growth Class R3	1.35%		1.35%
Dividend and Growth Class R4	1.04%		1.04%
Dividend and Growth Class R5	0.74%		0.74%
Dividend and Growth Class R6	0.70%		0.71%
Dividend and Growth Class Y	0.64%		0.64%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Edward P. Bousa, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Donald J. Kilbride

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Matthew G. Baker

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Dividend and Growth Fund returned 4.12%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the S&P 500 Index, which returned 4.51% for the same period. The Fund underperformed the Russell 1000 Value Index, the Fund’s other benchmark, which returned 6.37% for the same period. The Fund underperformed the 5.42% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in

late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (“Brexit”), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and

11

The Hartford Dividend and Growth Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Indices, which returned 6.26% and 4.51%, respectively, outperformed small-cap equities, as measured by the Russell 2000 Index which returned 4.11% during the period.

Eight out of eleven sectors in the S&P 500 Index rose during the period, with Utilities (+17%), Information Technology (+11%), and Telecommunication Services (+11%) performing the best. Real Estate¹ (-7%), Healthcare (-4%), and Consumer Discretionary (-2%) lagged on a relative basis during the period.

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

The Fund’s top detractors from performance relative to the S&P 500 Index included Wells Fargo (Financials), Bristol-Myers Squibb (Healthcare), and Facebook (Information Technology). Shares of

Wells Fargo, a U.S.-based financial services company, fell during the period, as investors became increasingly concerned that interest rates will not move higher quickly enough to support near-term profitability for the bank and following allegations that bank employees opened more than two million unauthorized accounts to hit sales targets. The stock price of Bristol-Myers Squibb, a U.S.-based biopharmaceutical company, fell following the release of their Opdivo lung cancer drug trial results, which did not achieve the primary endpoint. Not owning benchmark constituent Facebook, a U.S.-based social networking service, detracted from benchmark-relative performance as the company’s shares outperformed following the release of stronger-than-expected earnings results supported by higher advertising revenue growth and better margins. Citigroup (Financials) was among the top absolute detractors during the period.

The Fund’s top contributors to performance relative to the S&P 500 Index during the period were Gilead Sciences (Healthcare), NextEra Energy (Utilities), and Allergan (Healthcare). Not owning benchmark constituent Gilead, a U.S.-based biopharmaceutical company, contributed positively to benchmark-relative performance during the period, as uncertainty over pharmaceutical pricing regulation and lackluster earnings reports among biotech companies increased negative investor sentiment toward the biotechnology industry. Shares of NextEra Energy, a U.S.-based clean energy company, rose during the period on strong earnings that beat consensus expectations. Not owning benchmark constituent Allergan, a U.S.-based pharmaceutical company, also contributed positively to relative performance over the period, as shares declined on news that the company’s highly publicized merger with Pfizer fell through following the U.S. Treasury Department’s release of changes to corporate tax inversion laws. Top absolute performers during the period included Microsoft (Information Technology) and Chevron (Energy).

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

What is the outlook?

We continue to rely on our process to seek to identify underappreciated companies with stable earnings that are trading at attractive valuations. We are now looking in other areas of the market for companies with solid cash flow, safe dividend yield, and reasonable valuations. Businesses, such as defense, that are seen as cyclical, but which have stable earnings, are currently attractively valued due to cyclical stocks being out of favor in our view. This example of our capital cycle framework illustrates how we aim to add value by investing in companies in industries that are underappreciated by the market.

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

12

The Hartford Dividend and Growth Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

We are looking for opportunities to take advantage of ongoing volatility and expect the market may continue to be driven by macroeconomic drivers more than fundamentals for the near future as key questions about elections and monetary policy are resolved. In this volatile market context, we are focused on identifying company-specific investment catalysts and mispriced individual securities, rather than investing based on broad themes. We remain disciplined in our application of our investment process.

Our sector positioning results from our bottom up stock selection process did not change meaningfully during the period. Optically, the most significant shift was an increase in the Fund’s Financials overweight following the reclassification of Real Estate as a sector category separate from Financials. We maintained an underweight allocation to Real Estate, and this caused an increase in the Fund’s relative Financials exposure. The Fund’s positioning did not change dramatically in Financials sector though the new sector classification system would suggest it has. At the end of the period, the Fund remained most overweight banks and insurance where we see favorable valuations and businesses that are becoming efficient in a challenging revenue environment driven by low interest rates in our view. At the end of the period, we remained most underweight Information Technology and Consumer Discretionary based on where we are finding opportunities that fit our investment approach. We believe valuations appear stretched for many of the companies in these sectors, dividends tend to be below the market average, and we find other sectors tend to offer stronger and more stable earnings stories relative to expectations.

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		6.8	%
Consumer Staples		6.6
Energy		10.0
Financials		23.2
Health Care		14.6
Industrials		10.2
Information Technology		14.8
Materials		3.7
Real Estate		0.3
Telecommunication Services		2.1
Utilities		5.0
Total		97.3	%
Short-Term Investments		2.5
Other Assets & Liabilities		0.2
Total		100.0	%

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

13

The Hartford Equity Income Fund inception 08/28/2003

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Equity Income A1		6.13%		12.31%		6.97%
Equity Income A2		0.30%		11.04%		6.36%
Equity Income B1		6.01%		11.90%		6.38%	3
Equity Income B2		1.20%		11.65%		6.38%	3
Equity Income C1		5.45%		11.50%		6.19%
Equity Income C2		4.49%		11.50%		6.19%
Equity Income I1		6.45%		12.61%		7.26%
Equity Income R31		5.77%		11.94%		6.63%
Equity Income R41		6.14%		12.27%		6.95%
Equity Income R51		6.42%		12.62%		7.28%
Equity Income R61		6.57%		12.73%		7.40%
Equity Income Y1		6.57%		12.73%		7.40%
Russell 1000 Value Index		6.37%		13.31%		5.35%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

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

14

The Hartford Equity Income Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Equity Income Class A		1.02%		1.02%
Equity Income Class B		1.91%		1.91%
Equity Income Class C		1.76%		1.76%
Equity Income Class I		0.76%		0.76%
Equity Income Class R3		1.36%		1.36%
Equity Income Class R4		1.06%		1.06%
Equity Income Class R5		0.76%		0.76%
Equity Income Class R6		0.69%		0.69%
Equity Income Class Y		0.66%		0.66%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

W. Michael Reckmeyer, III, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Karen H. Grimes, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Ian R. Link, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Equity Income Fund returned 6.13% before sales charge for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned 6.37% for the same period. The Fund outperformed the 5.42% average return of the Lipper Equity Income Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (“Brexit”), which caused equities to sell off,

only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal

15

The Hartford Equity Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Indices, which returned 6.26% and 4.51%, respectively, outperformed small-cap equities, as measured by the Russell 2000 Index which returned 4.11% during the same period.

During the period nine out of eleven sectors within the Russell 1000 Value Index posted positive absolute returns, with Utilities (+18%), Information Technology (+15%), and Materials (+15%) performing the best. Real Estate¹ (-7%) and Consumer Discretionary (-3%) lagged the Russell 1000 Value Index during the period.

Overall, underperformance relative to the Russell 1000 Value Index was driven by security selection, primarily within the Healthcare and Information Technology sectors. This more than offset stronger stock selection within Energy and Consumer Discretionary. Sector allocation, a result of the Fund’s bottom-up stock selection process, contributed positively during the period primarily due to an overweight to Utilities and an underweight to Real Estate. This was partially offset by an underweight to Materials, which detracted from performance.

Top detractors from performance relative to the Russell 1000 Value Index during the period included Marathon Oil (Energy), Novartis (Healthcare), and Bristol-Myers Squibb (Healthcare). Shares of Marathon Oil, a U.S.-based energy company, fell as the company reported a net loss due to weakness in energy markets in late 2015. The Fund exited the position in early 2016. Novartis is a Switzerland-based pharmaceutical company. During the period, the shares of the company fell as it reported quarterly results below

consensus expectations due to disappointing performance in eye care and generic pharmaceuticals. The stock price of Bristol-Myers Squibb, a U.S.-based biopharmaceutical company, fell as the company’s trial for immuno-oncology drug Opdivo failed during the third quarter of 2016. We continued to hold the position based on what we consider to be a favorable view on the long-term potential of immuno-oncology and the company’s strong positon in the space. A top detractor from absolute performance was Wells Fargo (Financials).

Top contributors to returns relative to the Russell 1000 Value Index included Microsoft (Information Technology), Allergan (Healthcare), and Marsh & McLennan (Financials). The stock price of Microsoft, a U.S.-based technology company that develops and licenses a range of services, software and devices, rose over the period as the company posted better than expected second quarter earnings results, driven by increased recurring revenue from Azure and Office 365, strong sales of Surface tablets, and cost reduction measures. We believe Microsoft is a high quality business with growth opportunities within the cloud computing business, has a skilled management team, and strong capital returns. The shares of Allergan, an Ireland-headquartered pharmaceutical company, fell over the period as recent changes to tax inversion rules by the U.S. Treasury Department caused Pfizer to walk away from a proposed merger. Not owning the stock was additive. Shares of Marsh & McLennan, a U.S.-based company of various specialty consultants, rose over the period on the back of consecutive positive quarterly earnings results and better than expected revenue growth. Top absolute contributors for the period included Johnson & Johnson (Healthcare) and Chevron (Energy).

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

What is the outlook?

The U.S. economy remains in a period of slow, but steady growth. New home sales and mortgage applications continue to grow year-over-year, suggesting continued strength in the housing market. Labor market conditions remain solid and inventory destocking, which has impacted economic growth in the last year, appears to be coming to an end. Consumer spending is slowing modestly, but consumer confidence remains high, in our view.

We continue to seek balance in the portfolio to allow for upside potential while avoiding excess exposure to a specific economic scenario. With uncertainties around the U.S. election, the timing and actions of global monetary authorities, and commodities pricing, we believe the best course of action is to be disciplined in our investment process and continue to look for opportunities in high quality companies with good yields trading at discounted valuations.

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

16

The Hartford Equity Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

We believe the portfolio is well positioned, and we are optimistic on fundamentals as we look forward to the end of 2016 and into the next year.

At the end of the period, the Fund’s largest overweights were to the Industrials, Information Technology, and Healthcare sectors, while the Fund’s largest underweights were to the Real Estate and Consumer Discretionary sectors, relative to the Russell 1000 Value Index.

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		4.0	%
Consumer Staples		8.7
Energy		13.2
Financials		23.6
Health Care		12.4
Industrials		12.3
Information Technology		11.6
Materials		2.1
Telecommunication Services		3.0
Utilities		7.1
Total		98.0	%
Short-Term Investments		1.9
Other Assets & Liabilities		0.1
Total		100.0	%

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

17

The Hartford Growth Opportunities Fund inception 03/31/1963

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Growth Opportunities A1		1.04%		14.81%		8.03%
Growth Opportunities A2		-4.52%		13.52%		7.42%
Growth Opportunities B1		0.09%		13.85%		7.37%	3
Growth Opportunities B2		-4.33%		13.61%		7.37%	3
Growth Opportunities C1		0.28%		13.98%		7.27%
Growth Opportunities C2		-0.61%		13.98%		7.27%
Growth Opportunities I1		1.25%		15.08%		8.36%
Growth Opportunities R31		0.71%		14.47%		7.76%
Growth Opportunities R41		1.02%		14.82%		8.10%
Growth Opportunities R51		1.30%		15.15%		8.41%
Growth Opportunities R61		1.40%		15.26%		8.51%
Growth Opportunities Y1		1.40%		15.27%		8.52%
Russell 3000 Growth Index		2.08%		13.47%		8.11%
Russell 1000 Growth Index		2.28%		13.65%		8.22%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 3000 Growth Index is an unmanaged index that measures the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Growth Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would

pay on Fund distributions or the redemption of Fund shares.

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

18

The Hartford Growth Opportunities Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net	Gross
Growth Opportunities Class A	1.12%		1.12%
Growth Opportunities Class B	2.03%		2.04%
Growth Opportunities Class C	1.86%		1.86%
Growth Opportunities Class I	0.89%		0.89%
Growth Opportunities Class R3	1.45%		1.45%
Growth Opportunities Class R4	1.15%		1.15%
Growth Opportunities Class R5	0.84%		0.84%
Growth Opportunities Class R6	0.82%		0.82%
Growth Opportunities Class Y	0.75%		0.75%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Michael T. Carmen, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Stephen Mortimer

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mario E. Abularach, CFA

Senior Managing Director and Equity Research Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Growth Opportunities Fund returned 1.04%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmarks, the Russell 3000 Growth Index and the Russell 1000 Growth Index, which returned 2.08% and 2.28%, respectively, for the same period. The Fund outperformed the -0.83% average return of the Lipper Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the

U.K.’s exit from the E.U. (“Brexit”), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal

19

The Hartford Growth Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Indices, which returned 6.26% and 4.51%, respectively, outperformed small-cap equities, as measured by the Russell 2000 Index which returned 4.11% during the same period.

Seven of the eleven sectors in the Russell 3000 Growth Index rose during the period. The Utilities (+16%), Telecommunication Services (+11%), and Information Technology (+9%) sectors posted the strongest gains during the period, while Energy (-12%), Healthcare (-9%), and Real Estate¹ (-6%) fell the most.

Sector allocation, a result of our bottom-up stock selection process, was the primary driver of underperformance relative to the Russell 3000 Growth Index during the period, due to an overweight to Healthcare and underweights to Telecommunication Services and Consumer Staples. This was only partially offset by the positive impact of an overweight to Energy and Information Technology. Security selection modestly contributed positively to benchmark-relative performance during the period, with strong selection in Consumer Discretionary, Energy, and Industrials, which was partially offset by weaker selection within Financials, Healthcare, and Consumer Staples.

Top detractors from performance relative to the Russell 3000 Growth Index during the period included McKesson (Healthcare), Microsoft (Information Technology), and Tableau Software (Information Technology). Shares of McKesson, a U.S.-based pharmaceutical and medical supply company, declined during the

period as concerns about pharmaceutical pricing remained prominent. The stock price of Microsoft, a U.S.-based technology company that develops and licenses a range of services, software and devices, rose over the period as the company posted better than expected second quarter earnings results, driven by increased recurring revenue from Azure and Office 365, strong sales of Surface tablets, and cost reduction measures. Not owning this benchmark constituent detracted from performance relative to the Russell 3000 Growth Index. Shares of Tableau Software, an analytics and data visualization software company, suffered due to competition concerns, after the company reported slower-than-expected customer growth and disappointing operating margins. Apple (Information Technology) was a top absolute detractor during the period.

Top contributors to performance relative to the Russell 3000 Growth Index during the period included Netflix (Consumer Discretionary), Amazon (Consumer Discretionary), and Tencent Holdings (Information Technology). The stock price of Netflix, a U.S.-based entertainment company, rose during the period after it reported earnings and subscriber growth that exceeded market expectations. Shares of Amazon, a U.S.-based electronic commerce and cloud computing company, rose during the period, as the company continued to expand its categories and grow its Prime program membership base. Shares of Tencent Holdings, a China-based internet media company, rose after posting strong profits from its music streaming services. Facebook (Information Technology) was a top absolute contributor during the period.

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

What is the outlook?

We believe rising protectionism, record debt levels and a continuing economic malaise in wealthy countries may continue to strain global growth, and will likely support increased market volatility in the short to medium term. Additionally, we expect investors to remain focused on the Fed and when the next rate increase will occur along with the uncertainty surrounding the U.S. presidential election. While we do not see a major catalyst on the horizon to boost U.S. economic growth, the prior constraints to growth are dissipating, and we continue to seek to identify companies that fit the Fund’s investment criteria by employing our bottom-up investment process. In the third quarter of 2016, we initiated three new positions in the Energy sector, where we have a differentiated view of companies’ earnings potential. We are seeing improvement in oil prices relative to the first half of 2016.

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

20

The Hartford Growth Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

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

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		16.6	%
Consumer Staples		3.4
Energy		5.8
Financials		3.3
Health Care		18.5
Industrials		9.6
Information Technology		37.0
Materials		1.2
Real Estate		2.9
Total		98.3	%
Fixed Income Securities
Corporate Bonds		0.1	%
Short-Term Investments		0.0
Other Assets & Liabilities		1.6
Total		100.0	%

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

21

The Hartford Healthcare Fund inception 05/01/2000

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Healthcare A1		-8.11%		17.77%		9.67%
Healthcare A2		-13.16%		16.45%		9.05%
Healthcare B1		-8.94%		16.77%		8.96%	3
Healthcare B2		-12.87%		16.55%		8.96%	3
Healthcare C1		-8.78%		16.94%		8.88%
Healthcare C2		-9.56%		16.94%		8.88%
Healthcare I1		-7.86%		18.14%		10.01%
Healthcare R31		-8.38%		17.46%		9.38%
Healthcare R41		-8.09%		17.83%		9.75%
Healthcare R51		-7.82%		18.17%		10.07%
Healthcare Y1		-7.72%		18.28%		10.16%
S&P Composite 1500 Health Care Index		-3.50%		17.31%		9.75%
S&P 500 Index		4.51%		13.57%		6.70%
Spliced Index		-5.53%		17.28%		10.03%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued. Effective May 2, 2016, the S&P North American Health Care Sector Index was discontinued

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

S&P Composite 1500 Health Care Index is an unmanaged capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS^®) health care sector.

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

S&P North American Health Care Sector Index was a modified capitalization-weighted index based on United States headquartered health care companies.

Spliced Index is calculated by Hartford Funds Management Company, LLC (HFMC) and returns from April 1, 2016 to October 31, 2016 represent the S&P Composite 1500 Health Care Index and returns prior to April 1, 2016 represent the S&P North American Health Care Sector Index.

You cannot invest directly in an index.

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

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

22

The Hartford Healthcare Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Healthcare Class A		1.29%		1.29%
Healthcare Class B		2.16%		2.16%
Healthcare Class C		2.03%		2.03%
Healthcare Class I		1.02%		1.02%
Healthcare Class R3		1.62%		1.62%
Healthcare Class R4		1.31%		1.31%
Healthcare Class R5		1.02%		1.02%
Healthcare Class Y		0.91%		0.91%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Jean M. Hynes, CFA

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Ann C. Gallo

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Kirk J. Mayer, CFA

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

Robert L. Deresiewicz

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Healthcare Fund returned -8.11%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, Spliced Index*, which returned -5.53% for the same period. The Fund also underperformed the S&P 500 Index, which returned 4.51% for the same period. The Fund outperformed the -10.64% average return of the Lipper Global Health and Biotechnology peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Health care equities (-3.6%) underperformed both the broader U.S. equity market (+4.5%) and the global equity market (+2.6%) during the period, as measured by the S&P 500 Health care, S&P 500, and the MSCI World Indices, respectively. The sector has been volatile over the past twelve months as more headlines around drug pricing were prominent.

Within the Fund’s benchmark, four of the five sub-sectors posted negative absolute returns during the period. Small-cap (-39%), mid-cap (-38%), and large-cap (-10%) biopharma, as well as healthcare

* Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued. Benchmark returns represent the S&P North American Health Care Sector Index from October 31, 2015 through March 31, 2016 and the S&P Composite 1500 Health Care Index from April 1, 2016 to October 31, 2016.

23

The Hartford Healthcare Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

services (-5%) declined during the period, while medical technology (+12%) posted gains.

Sector allocation was the primary detractor from performance relative to the S&P Composite 1500 Health Care Index during the period, while security selection contributed positively to relative returns. An overweight allocation to mid-cap and small-cap biopharma names detracted most from relative performance during the period, and was only partially offset by the positive impact of an underweight to large-cap biopharma and overweights to medical technology and health care services. Security selection was strongest in mid-cap and small-cap biopharma names during the period, while selection in large-cap biopharma and medical technology detracted from performance.

Johnson & Johnson (biopharma), Merck (biopharma), and Allergan PLC (biopharma) were the top detractors from benchmark-relative performance over the period. A significant underweight to Johnson & Johnson, a U.S. based medical device and pharmaceutical manufacturer, detracted from benchmark-relative returns during the period as the stock held up well given the defensive nature of its broadly diversified business. A significant underweight to Merck, a U.S.-based pharmaceutical company, detracted from relative results as the stock has performed well following Bristol-Myers Squibb’s poor trial results for Opdivo in first-line treatment for lung cancer. Given the strength in the stock we decided to eliminate the position during the period. Allergan, a global pharmaceutical company, saw its stock price fall as the company’s highly publicized merger with Pfizer was abandoned following the U.S. Treasury Department’s release of changes to corporate tax inversion laws in April. Regeneron (biopharma) was a top absolute detractor over the period.

TESARO (biopharma), Gilead Sciences (biopharma), and Valeant Pharmaceuticals (biopharma) contributed positively to benchmark-relative results. The stock price of TESARO, a U.S.-based oncology-focused biopharmaceutical company, rose after the company posted positive phase 3 data for its ovarian cancer drug. Gilead Sciences, a research-based biopharmaceutical company, was a top relative contributor as it was eliminated from the portfolio in early February and has been weak for most of the year. Shares of Valeant Pharmaceuticals, a global specialty drugs manufacturer, declined significantly during the period, as lower earnings and financial forecasts and concerns over potential bond defaults led to a sharp sell-off. Not owning this benchmark constituent contributed positively to benchmark-relative performance over the period. UnitedHealth Group and Medtronic were top absolute contributors during the period.

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

What is the outlook?

Over the long term, conditions such as innovation, an aging population, and the globalization of demand for cutting-edge Western-style health care are expected to continue to drive growth of the sector. We believe that we are well-equipped with an investment team of health care experts that can aptly navigate trends within the sector and that we are favorably-positioned to capitalize on that growth. We expect more volatility as we get closer to the November U.S. Presidential election, which has been a large source of uncertainty in the sector in 2016.

Despite the recent period of market turmoil, we continue to believe in our long-term strategy of seeking to identify innovative companies delivering meaningful value to the healthcare system. In the biopharmaceutical area, the portfolio currently tilts toward more mature companies with growing revenues, ample cash, and exciting pipelines. Nevertheless, small, nimble, innovative companies will likely always garner some degree of our interest. In the Healthcare services sector, we continue to seek companies that we believe will benefit from and/or facilitate the transition to a fee-for-value-based health care system from the historic fee-for-service-based system.

We remain optimistic about the Healthcare sector. Biomedical innovation appears to be as robust as it has ever been and should fuel a decade or more of strong earnings growth for the most successful biopharmaceutical companies. Evolving structures of health care markets globally should create clear performance separation between the best and the worst health care services companies. We believe that our approach of evaluating secular themes across a long time horizon will enable us to capitalize on these trends. As is our practice, we will aim to trim equities on strength and to add on weakness in order to seek to generate favorable returns and minimize risk.

A Word about Risk

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

24

The Hartford Healthcare Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		0.2	%
Consumer Staples		0.4
Health Care		97.9
Information Technology		0.4
Total		98.9	%
Short-Term Investments		2.0
Other Assets & Liabilities		(0.9	)
Total		100.0	%

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

25

The Hartford MidCap Fund inception 12/31/1997

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
MidCap A1		-0.79%		13.37%		8.00%
MidCap A2		-6.24%		12.09%		7.39%
MidCap B1		-1.66%		12.37%		7.30%	3
MidCap B2		-6.08%		12.12%		7.30%	3
MidCap C1		-1.50%		12.55%		7.25%
MidCap C2		-2.39%		12.55%		7.25%
MidCap I1		-0.57%		13.64%		8.23%
MidCap R31		-1.07%		13.03%		7.91%
MidCap R41		-0.76%		13.38%		8.16%
MidCap R51		-0.47%		13.72%		8.40%
MidCap R61		-0.36%		13.85%		8.49%
MidCap Y1		-0.36%		13.84%		8.48%
S&P MidCap 400 Index		6.26%		12.92%		8.38%

¹  Without sales charge

²  With sales charge

³ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/27/09. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 5/29/09. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

S&P MidCap 400 Index is an unmanaged index of common stocks of companies chosen by S&P designed to represent price movements in the mid-cap U.S. equity market.

You cannot invest directly in an index.

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

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

26

The Hartford MidCap Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
MidCap Class A		1.14%		1.14%
MidCap Class B		2.03%		2.03%
MidCap Class C		1.88%		1.88%
MidCap Class I		0.87%		0.87%
MidCap Class R3		1.47%		1.47%
MidCap Class R4		1.16%		1.16%
MidCap Class R5		0.86%		0.86%
MidCap Class R6		0.77%		0.77%
MidCap Class Y		0.76%		0.76%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Philip W. Ruedi, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mark A. Whitaker, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford MidCap Fund returned -0.79%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the S&P MidCap 400 Index, which returned 6.26% for the same period. The Fund underperformed the -0.60% average return of the Lipper MidCap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter 2016, despite the unexpected approval of the United Kingdom’s (U.K.) exit from the European Union (E.U.) (Brexit) , which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November 2015, that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March 2016 statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged

27

The Hartford MidCap Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding Brexit as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Index respectively, outperformed small-cap equities, as measured by the Russell 2000 Index.

Within the S&P MidCap 400 Index, seven of the eleven sectors posted positive returns during the period. The Utilities (+21%), Materials (+19%), and Financials¹ (+10%) sectors performed best while Energy (-18%) and Telecommunication Services (-8%) lagged.

The Fund underperformed the S&P MidCap 400 Index during the period primarily as a result of weak security selection. Stock selection was weakest in the Healthcare, Industrials, and Consumer Discretionary sectors, but was partially offset by positive stock selection in Energy and Consumer Staples. Sector allocation, a result of the Fund’s bottom up stock selection process, also detracted from returns during the period due primarily to an overweight to Energy and an underweight to the Materials and Utilities sectors. The Fund’s underweight to Real Estate and overweight to Industrials contributed positively relative to the S&P MidCap 400 Index.

Top absolute and relative detractors from performance included Advance Auto Parts (Consumer Discretionary), Robert Half International (Industrials), and Alkermes (Healthcare). Advance Auto Parts, a U.S.-based automotive parts supplier, underperformed after the company reported second quarter 2016 results below expectations, driven in part by ongoing disruption related to its Carquest acquisition. Shares of Robert Half International, a global staffing provider, declined during the period due to a slowdown in secular growth in the markets it serves. Shares of Alkermes, a U.S.-based biopharmaceutical company, underperformed after it announced discouraging results from one of its trials early in the year, which focused on creating slow-release drugs to treat various forms of mental illness.

Top contributors to performance relative to the S&P MidCap 400 Index included HollyFrontier (Energy), FEI Company (Information Technology), and Equifax (Industrials). Shares of HollyFrontier, a U.S.-based independent petroleum refining company, underperformed as their refining operations are concentrated in the mid-continent region and can be expected to bear the brunt of falling U.S. production- including declining spreads. Not holding this benchmark constituent contributed positively to performance relative to the S&P MidCap 400 Index. Shares of FEI Company, a U.S.-based company that designs, manufactures, and supports microscope technology, rose during the period after they agreed to be acquired by Thermo Fisher Scientific. Shares of Equifax, a U.S.-based credit rating agency, outperformed during the period due to acceleration in growth of all its business segments, favorable mortgage market conditions, and the smooth integration of recent acquisitions. Top absolute contributors for the period included Waste Connections (Industrials) and UGI Corp (Utilities).

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

What is the outlook?

At the end of the period, the Fund was most overweight the Industrials, Healthcare, Energy, and Information Technology sectors, and underweight Real Estate, Materials, Consumer Staples, and Utilities sectors relative to the S&P MidCap 400 Index. The Hartford MidCap Fund is not positioned for any particular election result or geopolitical event. While we do not see a major catalyst on the horizon to boost U.S. economic growth, the prior impediments to growth, particularly from the significant slowdown in energy, appear to be dissipating. We continue to believe this diversified portfolio of quality, blue-chip, and market-leading mid-cap companies is well positioned to outperform over the long run.

A Word about Risk

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

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

28

The Hartford MidCap Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		10.4	%
Consumer Staples		0.7
Energy		8.2
Financials		15.8
Health Care		12.7
Industrials		23.4
Information Technology		22.7
Materials		3.4
Utilities		2.5
Total		99.8	%
Short-Term Investments		0.4
Other Assets & Liabilities		(0.2	)
Total		100.0	%

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

29

The Hartford MidCap Value Fund inception 04/30/2001

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
MidCap Value A1		0.18%		12.30%		6.36%
MidCap Value A2		-5.33%		11.04%		5.76%
MidCap Value B1		-0.57%		11.40%		5.74%	3
MidCap Value B2		-5.11%		11.14%		5.74%	3
MidCap Value C1		-0.42%		11.53%		5.59%
MidCap Value C2		-1.33%		11.53%		5.59%
MidCap Value I1		0.48%		12.69%		6.60%
MidCap Value R31		-0.07%		12.04%		6.36%
MidCap Value R41		0.30%		12.39%		6.58%
MidCap Value R51		0.54%		12.71%		6.78%
MidCap Value Y1		0.63%		12.83%		6.84%
Russell 2500 Value Index		7.78%		12.61%		6.11%
Russell MidCap Value Index		7.84%		14.07%		7.19%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shownreflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses.

Russell 2500 Value Index is an unmanaged index that measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index is an unmanaged index that measures the performance of the 2,500 smallest U.S. companies based on total market capitalization.

Russell MidCap Value Index measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.

You cannot invest directly in an index.

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

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

30

The Hartford MidCap Value Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
MidCap Value Class A		1.25%		1.25%
MidCap Value Class B		2.09%		2.28%
MidCap Value Class C		1.97%		1.97%
MidCap Value Class I		0.92%		0.92%
MidCap Value Class R3		1.52%		1.52%
MidCap Value Class R4		1.21%		1.21%
MidCap Value Class R5		0.92%		0.92%
MidCap Value Class Y		0.81%		0.81%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

James N. Mordy

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford MidCap Value Fund returned 0.18% for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmarks, the Russell 2500 Value Index and the Russell MidCap Value Index, which returned 7.78% and 7.84%, respectively, for the same period. The Fund also underperformed the 3.14% average return of the Lipper MidCap Core Fund peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter 2016, despite the unexpected approval of the United Kingdom’s (U.K.) exit from the European Union (E.U.) referendum (Brexit) result, which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November 2015 that finished relatively flat but data releases continued to paint a promising picture for the U.S.

economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March 2016 statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding Brexit as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and

31

The Hartford MidCap Value Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. Presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Index respectively, outperformed small-cap equities, as measured by the Russell 2000 Index.

Six of the eleven sectors in the Russell 2500 Value Index gained during the period, with Materials (+21%), Utilities (+19%), and Consumer Staples (+14%) performing the best, while Energy (-12%), Real Estate¹ (-7%), and Telecommunication Services (-6%) lagged during the period.

The Fund’s underperformance relative to the Russell 2500 Value Index over the twelve-month period was driven primarily by weaker security selection within Consumer Discretionary, Materials, and Information Technology, which was partially offset by stronger stock selection within Energy and Utilities. Sector allocation, a result of the stock selection process, also detracted from returns relative to the Russell 2500 Value Index, in part due to an underweight to the Utilities sector and an overweight to Consumer Discretionary. Overweights to the Materials and Information Technology sectors contributed positively to benchmark-relative performance during the period.

Top detractors from returns relative to the Russell 2500 Value Index included Performance Sports Group (Consumer Discretionary), Norwegian Cruise Lines (Consumer Discretionary), and Global Brands Group (Consumer Discretionary). Shares of Performance Sports Group (PSG), a Canada-based manufacturer of sports equipment, fell during the period as PSG announced a significant sales and earnings miss in their Easton baseball equipment business. Shares of Norwegian Cruise Lines, a U.S.-based international cruise operator, fell due to uncertainty regarding how Brexit will affect the travel and leisure industry, in addition to first quarter 2016 earnings below market expectations citing recent terror attacks in Paris, Brussels, and Istanbul as a drag on European cruise revenue. Shares of Global Brands Group, a Hong Kong-based company that designs and markets fashion apparel, fell during the period. While the decline is not attributable to anything specific to the company’s operations, the biggest obstacle is a lack of investor attention due to its Hong Kong listing. Cobalt International (Energy) was a top absolute detractor during the period.

Top contributors to returns relative to the Russell 2500 Value Index included Ono Pharmaceutical (Healthcare), Equity Lifestyle (Real

Estate), and Ingredion (Consumer Staples). Ono Pharmaceutical, a Japan-based pharmaceutical company, raised its operating forecast during the period, citing strong sales of its blockbuster cancer treatment drug, Opdivo. Equity Lifestyle, a U.S.-based owner and operator of manufactured home communities announced several quarters of stronger-than-expected net operating income led by net occupancy gains. Shares of U.S.-based global producer of corn-derived ingredients, Ingredion, rose after its purchase of Penford, a producer of potato starch, which was fully incorporated into Ingredion’s North American operations during the period creating operational cost-synergies. The company also benefited from secular drivers such as the growth in health and wellness trends and increased women in the workforce in developing countries, which bolstered demand for both healthy snacks and convenience foods. Diamondback Energy (Energy) and UGI Corporation (Utilities) were top absolute contributors during the period.

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

What is the outlook?

Looking forward, we continue to expect the subdued global growth environment to continue. In the U.S., the composite Purchasing Managers’ Index, an indicator of the economic health of the manufacturing sector, has recently lifted, inventories have been pared over the past five quarters, housing remains healthy, and employment continues to grow. On the other hand, election and policy uncertainty weigh on business investment, sluggish productivity and tepid revenue growth have pressured corporate profits, and we expect another 0.25% Fed rate increase in December 2016. At the end of the period, the Fund’s largest overweight allocations relative to the Russell 2500 Value Index were in Information Technology, Materials, and Consumer Discretionary, while the Fund’s largest underweights were in the Real Estate and Financials sectors.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

32

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

The Hartford MidCap Value Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.5	%
Consumer Staples		2.5
Energy		7.7
Financials		19.4
Health Care		3.4
Industrials		14.5
Information Technology		14.4
Materials		9.2
Real Estate		8.9
Telecommunication Services		0.8
Utilities		5.7
Total		98.0	%
Short-Term Investments		2.0
Other Assets & Liabilities		0.0
Total		100.0	%

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

33

Hartford Small Cap Core Fund inception 01/01/2005

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Small Cap Core A1		-0.22%		9.76%		5.56%
Small Cap Core A2		-5.71%		8.52%		4.97%
Small Cap Core B1		-0.93%		8.94%		5.03%	3
Small Cap Core B2		-5.57%		8.66%		5.03%	3
Small Cap Core C1		-0.94%		8.93%		4.81%
Small Cap Core C2		-1.87%		8.93%		4.81%
Small Cap Core I1		0.05%		9.95%		5.65%
Small Cap Core R31		-0.43%		9.55%		5.66%
Small Cap Core R41		-0.09%		9.87%		5.83%
Small Cap Core R51		0.16%		10.19%		5.98%
Small Cap Core Y1		0.31%		10.24%		6.00%
Russell 2000 Index		4.11%		11.51%		5.96%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of June 4, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and NASDAQ.

You cannot invest directly in an index.

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

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

34

Hartford Small Cap Core Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Small Cap Core Class A		1.38%		1.48%
Small Cap Core Class B		2.13%		2.36%
Small Cap Core Class C		2.13%		2.22%
Small Cap Core Class I		1.13%		1.20%
Small Cap Core Class R3		1.58%		1.78%
Small Cap Core Class R4		1.28%		1.45%
Small Cap Core Class R5		0.98%		1.14%
Small Cap Core Class Y		0.93%		1.04%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

David J. Elliott, CFA

Senior Managing Director, Co-Director, Quantitative Investments and Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Small Cap Core Fund returned -0.22%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Russell 2000 Index, which returned 4.11% for the same period. The Fund underperformed the 3.03% average return of the Lipper Small-Cap Core Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (Brexit), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December 2015. The

Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A

35

Hartford Small Cap Core Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Indices, which returned 6.26% and 4.51%, respectively, outperformed small-cap equities, as measured by the Russell 2000 Index which returned 4.11% during the same period.

Seven of the eleven sectors in the Russell 2000 Index rose during the period, with Materials (+18%), Utilities (+18%), and Information Technology (+11%) performing the best. Energy (-15%), Real Estate¹ (-7%), and Healthcare (-7%) lagged on a relative basis during the period.

Security selection detracted from performance relative to the Russell 2000 Index during the period, due to weaker stock selection in Healthcare, Energy, and Information Technology, which was partially offset by stronger stock selection in the Consumer Discretionary and Utilities sectors. From a sector allocation perspective, underweight allocations to Utilities detracted most from benchmark-relative performance. This was only partially offset by an underweight to Consumer Discretionary and overweight to Materials.

The largest detractors from performance relative to the Russell 2000 Index over the period were First NBC Bank (Financials), Myriad Genetics (Healthcare), and CVR Energy (Energy). Shares of First NBC Bank, a U.S.-based bank holding company, declined over the period as a number of firms announced investigations on behalf of investors concerning the company and its officers’ possible violation of securities laws. In addition, in March the company announced that it would need to delay the filing of its Form 10-K due to internal accounting errors, further weighing on the stock price. Shares of Myriad Genetics, a U.S.-based molecular diagnostic company, fell over the period after a study came out showing that Myriad’s companion diagnostic test is not necessary prior to treating patients with a drug developed by pharmaceutical company TESARO where it was previously thought every patient needed to be tested. Shares of CVR Energy, a U.S.-based diversified holding company primarily engaged in the petroleum refining and nitrogen fertilizer manufacturing industries, fell during the period on fears that distribution payments from the company’s partnerships would be lower in the coming quarters. We exited our position as the stock selection model no longer favored the stock. FleetMatics Group (Information Technology) and Imperva (Information Technology) detracted from absolute returns over the period.

The largest contributors to performance relative to the Russell 2000 Index during the period were Wix.com (Information Technology),

Quad/Graphics (Industrials), and Ubiquiti Networks (Information Technology). Shares of Wix.com, an Israel-based web development platform, rose during the period as it continued to report strong revenue growth. Shares of Quad/Graphics, a U.S.-based marketing and print services company, rebounded from a rough 2015 by cutting internal costs and diversifying its revenue and adapting to changing market conditions. Shares of Ubiquiti Networks, a U.S.-based manufacturer of wireless data communication products, rose during the period in part due to announcing a new retail partnership with Amazon for some of its products. We initiated our position as the stock selection model favored the stock based on its valuation, quality and momentum. Select Income (Real Estate) and Joy Global (Industrials) contributed positively to absolute returns over the period.

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

What is the outlook?

The Fund seeks to add value by utilizing Wellington Management’s proprietary quantitative research and investment tools in a highly disciplined framework. The Fund focuses on stock selection as the key driver of returns and uses quantitative portfolio optimization techniques to seek to minimize unintended and uncompensated risks. Based on the Fund’s long-term time horizon, we continue to find what we consider to be opportunities created by the trading and pricing inefficiencies frequently found among small-cap equities. As a result of individual stock decisions, the Fund ended the period most overweight the Materials, Industrials, and Information Technology sectors, and most underweight the Utilities, Financials, and Healthcare sectors relative to the Russell 2000 Index.

A Word about Risk

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

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

36

Hartford Small Cap Core Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.4	%
Consumer Staples		3.3
Energy		3.2
Financials		17.4
Health Care		12.7
Industrials		15.5
Information Technology		18.5
Materials		6.1
Real Estate		8.0
Telecommunication Services		0.7
Utilities		1.6
Total		99.4	%
Short-Term Investments		0.6
Other Assets & Liabilities		0.0
Total		100.0	%

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

37

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

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Small Cap Growth A1		0.02%		11.79%		6.92%
Small Cap Growth A2		-5.48%		10.53%		6.32%
Small Cap Growth B1		-0.84%		10.91%		6.33%	3
Small Cap Growth B2		-5.29%		10.64%		6.33%	3
Small Cap Growth C1		-0.65%		11.01%		6.12%
Small Cap Growth C2		-1.54%		11.01%		6.12%
Small Cap Growth I1		0.28%		12.13%		7.17%
Small Cap Growth R31		-0.24%		11.53%		6.65%
Small Cap Growth R41		0.09%		11.88%		6.95%
Small Cap Growth R51		0.40%		12.22%		7.26%
Small Cap Growth R61		0.46%		12.30%		7.34%
Small Cap Growth Y1		0.50%		12.32%		7.35%
Russell 2000 Growth Index		-0.49%		11.34%		6.92%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Hartford Investment Management Company became an additional sub-adviser to the Fund effective November 13, 2006. Performance information prior to that date represents performance of only Wellington Management Company LLP. As of July 21, 2010, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

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

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

Effective March 6, 2015, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

38

The Hartford Small Cap Growth Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Small Cap Growth Class A		1.22%		1.22%
Small Cap Growth Class B		2.04%		2.21%
Small Cap Growth Class C		1.92%		1.92%
Small Cap Growth Class I		0.93%		0.93%
Small Cap Growth Class R3		1.49%		1.49%
Small Cap Growth Class R4		1.18%		1.18%
Small Cap Growth Class R5		0.88%		0.88%
Small Cap Growth Class R6		0.88%		0.88%
Small Cap Growth Class Y		0.78%		0.78%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

David J. Elliott, CFA

Senior Managing Director, Co-Director, Quantitative Investments and Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Small Cap Growth Fund returned 0.02%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned -0.49%. For the same period, the Fund outperformed the average return of the Lipper Small-Cap Growth Funds peer group -0.07%, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (Brexit), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December 2015. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged

39

The Hartford Small Cap Growth Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid-cap (+6%) and large-cap (+5%) equities, as measured by the S&P MidCap 400 and S&P 500 Indices, respectively, outperformed small-cap equities (+4%), as measured by the Russell 2000 Index. Small cap growth (0%) equities underperformed small cap value (+9%) equities during the period, as measured by the Russell 2000 Growth and Russell 2000 Value Indices, respectively.

Six out of eleven sectors in the Russell 2000 Growth Index had positive returns during the period. The Information Technology (+9%), Materials (+8%), and Telecommunication Services (+6%) sectors increased the most while Energy (-10%), Healthcare (-8%), and Real Estate¹ (-6%) lagged the broader index.

Security selection was the primary driver of outperformance relative to the Russell 2000 Growth Index during the period. Selection was strongest within Healthcare, Financials, Consumer Discretionary, and Industrials, but was slightly offset by weaker selection in Materials, Information Technology, and Consumer Staples. Sector allocation, driven by the Fund’s bottom-up stock selection, modestly contributed to relative returns during the period. Underweights to the Consumer Discretionary and Healthcare sectors contributed positively to benchmark-relative performance during the period. An underweight to Information Technology detracted from benchmark-relative results.

The top performance contributors relative to the Russell 2000 Growth Index were TESARO Inc (Healthcare), Five9 (Information Technology), and Burlington Stores (Consumer Discretionary). The stock price of TESARO, a U.S-based oncology-focused biopharmaceutical company, rose after the company posted positive phase 3 data for its ovarian cancer drug. Shares of Five9, a provider of cloud software for contract centers, surged after the company reported better-than-expected second quarter earnings, driven by another quarter of strong enterprise bookings. Burlington Stores struggled late last year as many investors thought the company

would be overly exposed to warm winter weather; however, the company was able to dispel those fears after reporting strong fourth quarter earnings. We believe that there is still a lot of share left to be taken from department stores by off-price retailers and Burlington is well positioned to benefit.

The top relative detractors relative to the Russell 2000 Growth Index included Natural Grocers (Consumer Staples), G-III Apparel (Consumer Discretionary), and Portola Pharmaceuticals (Healthcare). Shares of Natural Grocers, a specialty retailer of natural and organic groceries and dietary supplements, underperformed after management reduced same store sales guidance for the second quarter due to cannibalization and the negative impact from oil-related areas. The share price of G-III Apparel, a manufacturer and marketer of a broad range of men’s and women’s apparel to department and specialty stores, went down on capital allocations that were questioned by the market. We believe they made an overpriced offer for Donna Karen (a division of LVMH); therefore, we trimmed our position but did not eliminate it because we think the stock could have some upside in the near term due to lapping of the disastrous winter from last year and improving fundamentals overall. Portola Pharmaceuticals, a biopharmaceutical company, suffered after the company announced disappointing data for the Phase 3 study of its anti-coagulant, Betrixaban. However we continue to hold the stock as we still see value in its drug portfolio, including its antidote for factor Xa inhibitors, Andexanet. Another top absolute detractor for the period was Novavax (Healthcare).

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

What is the outlook?

We believe the U.S. economy remains on solid footing with continued moderate economic growth. Gross domestic product growth is tracking a little better in the third quarter and the momentum may continue into 2017, with participation from investment, consumption, and housing. Given that the U.S. expansion is the most mature globally, we believe that it is likely that the U.S. dollar will resume its upward trend, which in turn implies that the Fed can be measured in its tightening cycle. The U.S. housing market continues to look solid and employment trends remain steady. We think the Fed will do its best not to disrupt the housing market so a gradual pace of Fed tightening appears most likely. The U.S. labor pool is tightening, which eventually could lead to inflation if it accelerates and quicken the Fed’s pace; we have not seen this yet but it is something we are monitoring.

At the end of the period, the Fund’s largest overweights were to the Financials, Energy, and Consumer Discretionary, while the Fund’s

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

40

The Hartford Small Cap Growth Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

largest underweights were to the Real Estate and Healthcare sectors, relative to the Russell 2000 Growth Index.

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		15.4	%
Consumer Staples		3.6
Energy		1.7
Financials		8.6
Health Care		20.4
Industrials		15.9
Information Technology		25.7
Materials		4.4
Real Estate		2.7
Telecommunication Services		0.8
Utilities		0.1
Total		99.3	%
Short-Term Investments		0.6
Other Assets & Liabilities		0.1
Total		100.0	%

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

41

The Hartford Small Company Fund inception 07/22/1996

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Small Company A1		-5.73%		7.86%		4.85%
Small Company A2		-10.91%		6.65%		4.26%
Small Company B1		-6.40%		7.03%		4.26%	3
Small Company B2		-10.25%		6.82%		4.26%	3
Small Company C1		-6.41%		7.10%		4.09%
Small Company C2		-7.18%		7.10%		4.09%
Small Company I1		-5.45%		8.13%		5.12%
Small Company R31		-5.83%		7.67%		4.64%
Small Company R41		-5.58%		8.00%		4.97%
Small Company R51		-5.27%		8.32%		5.27%
Small Company R61		-5.18%		8.42%		5.38%
Small Company Y1		-5.18%		8.42%		5.38%
Russell 2000 Growth Index		-0.49%		11.34%		6.92%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shownreflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

As of July 21, 2010, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

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

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

42

The Hartford Small Company Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Small Company Class A		1.35%		1.35%
Small Company Class B		2.14%		2.31%
Small Company Class C		2.05%		2.05%
Small Company Class I		1.12%		1.12%
Small Company Class R3		1.55%		1.55%
Small Company Class R4		1.25%		1.25%
Small Company Class R5		0.96%		0.98%
Small Company Class R6		0.91%		0.92%
Small Company Class Y		0.86%		0.86%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Steven C. Angeli, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Mammen Chally, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Small Company Fund returned -5.73% before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Russell 2000 Growth Index which returned -0.49% for the same period. The Fund also underperformed the -0.07% average return of the Lipper Small Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (Brexit), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December 2015. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged

43

The Hartford Small Company Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid-cap (+6%) and large-cap (+5%) equities, as measured by the S&P MidCap 400 and S&P 500 Indices, respectively, outperformed small-cap equities (+4%), as measured by the Russell 2000 Index. Small cap growth (0%) equities underperformed small cap value (+9%) equities during the period, as measured by the Russell 2000 Growth and Russell 2000 Value Indices, respectively.

Six out of eleven sectors in the Russell 2000 Growth Index had positive returns during the period. The Information Technology (+9%), Materials (+8%), and Telecommunication Services (+6%) sectors performed the best while Energy (-10%), Healthcare (-8%), and Real Estate¹ (-6%) lagged the broader index.

During the period, security selection was the primary driver of the Fund’s underperformance relative to the Russell 2000 Growth Index. Selection was weakest in the Information Technology, Materials, and Consumer Staples sectors, which more than offset stronger selection in the Healthcare and Energy sectors. Sector allocation, which is the result of bottom-up stock selection, contributed positively to benchmark-relative returns during the period; an overweight to Information Technology and an underweight to Healthcare contributed positively to relative results. Underweights to the Consumer Staples and Materials sectors detracted from benchmark-relative performance during the period.

Top detractors from performance relative to the Russell 2000 Growth Index during the period included Acadia Healthcare (Healthcare), SunPower (Information Technology), and Advanced Drainage Systems (Industrials). Acadia Healthcare, an operator of U.S. inpatient behavioral and Healthcare services, saw its stock price decline after its acquisition of assets in the U.K. were negatively impacted by the Brexit vote. Shares of SunPower, a U.S.-based solar energy company, fell as Chinese competition eager to sell excess inventory drove down pricing. The share price of Advanced Drainage Systems, a leading U.S.-based manufacturer of water management products and solutions for non-residential,

residential, infrastructure and agricultural applications, declined as it failed to file its amended Fiscal 2015 10-K on time in early 2016, raising further concerns about accounting errors that its management identified with respect to the company’s Mexico joint venture affiliate. Top absolute detractors also included KapStone Paper (Materials) and Tableau Software (Information Technology).

Top contributors to performance relative to the Russell 2000 Growth Index during the period included TESARO (Healthcare), Veeva Systems (Healthcare), and Five Prime Therapeutics (Healthcare). The stock price of TESARO, a U.S.-based oncology-focused biopharmaceutical company, rose after the company posted positive phase 3 data for its ovarian cancer drug. Veeva Systems, a U.S.-based provider of customer relationship management software for the pharmaceutical and life sciences industries, saw its share price increase during the period after announcing strong quarterly results and a further expansion of its technology platform into some non-life science verticals. Shares of Five Prime Therapeutics, a clinical-stage biotechnology company specializing in the development of novel protein therapeutics, rose during this period following an announcement that it would enter into a partnership with Bristol-Myers Squibb to develop and commercialize immunoncology products. Under the terms of the agreement, Bristol-Myers Squibb will make an upfront payment of $350 million to Five Prime Therapeutics followed by significant additional contingent payments. Top absolute contributors also included MarketAxxess Holdings (Financials).

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

What is the outlook?

We continue to construct the Fund on a bottom-up basis drawing on deep fundamental research. Using this process, we identified what we feel are a number of promising new opportunities during the period, particularly within the software space. We initiated positions in several equities including BroadSoft, a cloud-based, unified communication platform, Just Eat, the leading food ordering platform in many countries globally, and Stamps.com, an online postage service. We also sold several names out of the Fund, including Landstar System, a logistics provider which had reached our target price. As we approach the end of a challenging year, the team continues to focus on effectively executing our bottom-up process. We remain confident in our investment process, and specifically our focus on emerging and re-emerging growth businesses, with sustainable growth, superior management, and positive operating momentum, will be successful in generating excess returns over the longer-term.

As a residual of our bottom-up, stock-by-stock investment decisions, the Fund ended the period most overweight to the Information

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

44

The Hartford Small Company Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Technology and Energy sectors, relative to the Russell 2000 Growth Index. The Fund ended the period most underweight Healthcare and Real Estate.

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.1	%
Consumer Staples		1.2
Energy		2.6
Financials		5.2
Health Care		18.5
Industrials		14.0
Information Technology		34.2
Materials		3.3
Real Estate		3.1
Telecommunication Services		0.8
Utilities		0.5
Total		97.5	%
Short-Term Investments		2.3
Other Assets & Liabilities		0.2
Total		100.0	%

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

45

The Hartford Value Opportunities Fund inception 01/02/1996

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Value Opportunities A1		4.71%		11.41%		4.72%
Value Opportunities A2		-1.05%		10.16%		4.13%
Value Opportunities B1		3.75%		10.56%		4.16%	3
Value Opportunities B2		-1.03%		10.29%		4.16%	3
Value Opportunities C1		3.93%		10.59%		3.94%
Value Opportunities C2		2.98%		10.59%		3.94%
Value Opportunities I1		5.03%		11.77%		5.02%
Value Opportunities R31		4.39%		11.14%		4.43%
Value Opportunities R41		4.73%		11.51%		4.76%
Value Opportunities R51		5.04%		11.81%		5.06%
Value Opportunities Y1		5.14%		11.86%		5.14%
Russell 3000 Value Index		6.55%		13.17%		5.31%
Russell 1000 Value Index		6.37%		13.31%		5.35%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Russell 3000 Value Index is an unmanaged index that measures the performance of those Russell 3000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

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

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

46

The Hartford Value Opportunities Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Value Opportunities Class A		1.21%		1.21%
Value Opportunities Class B		2.04%		2.28%
Value Opportunities Class C		1.93%		1.93%
Value Opportunities Class I		0.88%		0.88%
Value Opportunities Class R3		1.52%		1.52%
Value Opportunities Class R4		1.19%		1.19%
Value Opportunities Class R5		0.90%		0.90%
Value Opportunities Class Y		0.79%		0.79%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

David W. Palmer, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

James N. Mordy

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Value Opportunities Fund, before sales charge, returned 4.71% for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Russell 3000 Value Index, which returned 6.55% for the same period. The Fund also underperformed the Russell 1000 Value Index, the Fund’s other benchmark, which returned 6.37% for the same period. The Fund outperformed the 3.73% average return of the Lipper Multi-Cap Value Fund peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (Brexit), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December 2015. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic

47

The Hartford Value Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Returns varied by market-cap, as mid- and large-cap equities, as measured by the S&P MidCap 400 and S&P 500 Indices, which returned 6.26% and 4.51%, respectively, outperformed small-cap equities, as measured by the Russell 2000 Index which returned 4.11% during the same period.

Nine of eleven sectors within the Russell 3000 Value Index posted positive returns during the period. Utilities (+18%), Materials (+16%), and Information Technology (+15%) were top performers while Real Estate¹ (-7%) and Consumer Discretionary (-3%) lagged on a relative basis.

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

The top detractors from performance relative to the Russell 3000 Value Index were Mylan (Healthcare), Cobalt International Energy (Energy), and Bristol-Myers Squibb (Healthcare). Shares of Mylan, a U.K.-based global pharmaceutical company, fell as the company came under fire for aggressively raising the price on its branded EpiPen injector. Cobalt International Energy, a U.S.-based oil exploration and production company, saw its share price decline as it faced delays in the sale of its Angolan assets. The stock price of Bristol-Myers Squibb, a U.S.-based biopharmaceutical company, fell as the company’s trial for immuno-oncology drug Opdivo failed during the third quarter of 2016. Global Brands Group (Consumer Discretionary) was also a top absolute detractor.

The largest contributors to performance relative to the Russell 3000 Value Index were TESARO (Healthcare), Wells Fargo (Financials),

and Cepheid (Healthcare). The stock price of TESARO, a U.S.-based oncology-focused biopharmaceutical company, rose after the company posted positive phase 3 data for their ovarian cancer drug. Shares of Wells Fargo, a U.S.-based financial services company, rose during the period that it was held in the Fund; the stock price rebounded in October after the shares had fallen sharply following allegations that bank employees opened more than two million unauthorized accounts to hit sales targets. The stock price of Cepheid, a U.S.-based molecular diagnostic company, rose after it was announced in September that the company would be acquired by Danaher, a company whose products are focused in the fields of design, manufacturing, and marketing of industrial and consumer products, for a premium. Exelon (Utilities) and Reliance Steel & Aluminum (Materials) were top absolute contributors to performance during the period.

Currency forwards are used to hedge a portion of the currency risk in this Fund. Over the period, the currency hedges contributed positively to performance.

What is the outlook?

We believe that global monetary conditions remain relatively accommodative, U.S. wages and consumer spending are growing at a measured pace, and the Chinese have managed to cushion their structural growth slowdown through fiscal stimulus. While we believe this outlook should bode well for the holdings in the Fund, we continue to monitor the debt levels and liquidity access of the Fund’s holdings, given what we view as the potential for external events or policy missteps that could take the economy off track.

In the aggregate, the overall Fund factor exposures are consistent with their historical ranges since inception, and we continue to find what we consider to be attractively priced equities without assuming what we believe to be uncompensated risks. The exposure to volatility is towards the upper end of its historic band, although it has come in slightly from highs recorded over the summer. We believe risk tolerances, in terms of individual stock-, sector- and factor-measures of active risk, are at appropriate levels to achieve favorable future results.

At the end of the period, the Fund was most overweight Healthcare, Materials, and Consumer Discretionary, and most underweight Consumer Staples, Industrials, and Telecommunication Services, relative to the Russell 3000 Value Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

48

The Hartford Value Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

relevant benchmarks. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		8.0	%
Consumer Staples		2.4
Energy		12.8
Financials		24.3
Health Care		13.6
Industrials		7.7
Information Technology		10.9
Materials		5.7
Real Estate		6.2
Telecommunication Services		1.7
Utilities		6.1
Total		99.4	%
Short-Term Investments		0.5
Other Assets & Liabilities		0.1
Total		100.0	%

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

49

Domestic Equity Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2016 through October 31, 2016.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/366 (to reflect the one-half year period).

The Hartford Capital Appreciation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,021.60	$	5.59	$	1,000.00	$	1,019.61	$	5.58		1.10	%		184		366
Class B	$	1,000.00	$	1,017.20	$	9.94	$	1,000.00	$	1,015.28	$	9.93		1.96	%		184		366
Class C	$	1,000.00	$	1,017.90	$	9.23	$	1,000.00	$	1,015.99	$	9.22		1.82	%		184		366
Class I	$	1,000.00	$	1,023.00	$	4.07	$	1,000.00	$	1,021.12	$	4.06		0.80	%		184		366
Class R3	$	1,000.00	$	1,019.90	$	7.11	$	1,000.00	$	1,018.10	$	7.10		1.40	%		184		366
Class R4	$	1,000.00	$	1,021.60	$	5.59	$	1,000.00	$	1,019.61	$	5.58		1.10	%		184		366
Class R5	$	1,000.00	$	1,023.00	$	4.12	$	1,000.00	$	1,021.06	$	4.12		0.81	%		184		366
Class R6	$	1,000.00	$	1,023.70	$	3.61	$	1,000.00	$	1,021.57	$	3.61		0.71	%		184		366
Class Y	$	1,000.00	$	1,023.70	$	3.61	$	1,000.00	$	1,021.57	$	3.61		0.71	%		184		366

50

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

Hartford Core Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,017.50	$	4.01	$	1,000.00	$	1,021.17	$	4.01		0.79	%		184		366
Class B	$	1,000.00	$	1,013.40	$	7.69	$	1,000.00	$	1,017.50	$	7.71		1.52	%		184		366
Class C	$	1,000.00	$	1,013.40	$	7.79	$	1,000.00	$	1,017.40	$	7.81		1.54	%		184		366
Class I	$	1,000.00	$	1,018.30	$	2.79	$	1,000.00	$	1,022.37	$	2.80		0.55	%		184		366
Class R3	$	1,000.00	$	1,015.50	$	5.52	$	1,000.00	$	1,019.66	$	5.53		1.09	%		184		366
Class R4	$	1,000.00	$	1,017.00	$	4.01	$	1,000.00	$	1,021.17	$	4.01		0.79	%		184		366
Class R5	$	1,000.00	$	1,018.60	$	2.49	$	1,000.00	$	1,022.67	$	2.49		0.49	%		184		366
Class R6	$	1,000.00	$	1,019.00	$	2.18	$	1,000.00	$	1,022.98	$	2.19		0.43	%		184		366
Class Y	$	1,000.00	$	1,019.40	$	2.08	$	1,000.00	$	1,023.08	$	2.08		0.41	%		184		366

⁽¹⁾ Ratios do not include acquired fund fees and expenses.

The Hartford Dividend and Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,032.50	$	5.21	$	1,000.00	$	1,020.01	$	5.18		1.02	%		184		366
Class B	$	1,000.00	$	1,027.20	$	9.89	$	1,000.00	$	1,015.38	$	9.83		1.94	%		184		366
Class C	$	1,000.00	$	1,028.40	$	8.92	$	1,000.00	$	1,016.34	$	8.87		1.75	%		184		366
Class I	$	1,000.00	$	1,033.30	$	4.19	$	1,000.00	$	1,021.01	$	4.17		0.82	%		184		366
Class R3	$	1,000.00	$	1,030.80	$	6.89	$	1,000.00	$	1,018.35	$	6.85		1.35	%		184		366
Class R4	$	1,000.00	$	1,032.20	$	5.36	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class R5	$	1,000.00	$	1,033.80	$	3.78	$	1,000.00	$	1,021.42	$	3.76		0.74	%		184		366
Class R6	$	1,000.00	$	1,034.20	$	3.37	$	1,000.00	$	1,021.82	$	3.35		0.66	%		184		366
Class Y	$	1,000.00	$	1,034.20	$	3.32	$	1,000.00	$	1,021.87	$	3.30		0.65	%		184		366

The Hartford Equity Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,033.70	$	5.21	$	1,000.00	$	1,020.01	$	5.18		1.02	%		184		366
Class B	$	1,000.00	$	1,033.90	$	5.78	$	1,000.00	$	1,019.46	$	5.74		1.13	%		184		366
Class C	$	1,000.00	$	1,030.80	$	8.88	$	1,000.00	$	1,016.39	$	8.82		1.74	%		184		366
Class I	$	1,000.00	$	1,035.30	$	3.94	$	1,000.00	$	1,021.27	$	3.91		0.77	%		184		366
Class R3	$	1,000.00	$	1,031.90	$	7.00	$	1,000.00	$	1,018.25	$	6.95		1.37	%		184		366
Class R4	$	1,000.00	$	1,034.10	$	5.42	$	1,000.00	$	1,019.81	$	5.38		1.06	%		184		366
Class R5	$	1,000.00	$	1,035.50	$	3.89	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366
Class R6	$	1,000.00	$	1,035.90	$	3.38	$	1,000.00	$	1,021.82	$	3.35		0.66	%		184		366
Class Y	$	1,000.00	$	1,035.90	$	3.38	$	1,000.00	$	1,021.82	$	3.35		0.66	%		184		366

51

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Growth Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,042.30	$	5.85	$	1,000.00	$	1,019.41	$	5.79		1.14	%		184		366
Class B	$	1,000.00	$	1,037.10	$	10.55	$	1,000.00	$	1,014.78	$	10.43		2.06	%		184		366
Class C	$	1,000.00	$	1,038.30	$	9.63	$	1,000.00	$	1,015.69	$	9.53		1.88	%		184		366
Class I	$	1,000.00	$	1,043.30	$	4.78	$	1,000.00	$	1,020.46	$	4.72		0.93	%		184		366
Class R3	$	1,000.00	$	1,040.60	$	7.44	$	1,000.00	$	1,017.85	$	7.35		1.45	%		184		366
Class R4	$	1,000.00	$	1,042.20	$	5.95	$	1,000.00	$	1,019.31	$	5.89		1.16	%		184		366
Class R5	$	1,000.00	$	1,043.50	$	4.42	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class R6	$	1,000.00	$	1,044.10	$	3.96	$	1,000.00	$	1,021.27	$	3.91		0.77	%		184		366
Class Y	$	1,000.00	$	1,044.10	$	3.91	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366

The Hartford Healthcare Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	980.10	$	6.62	$	1,000.00	$	1,018.45	$	6.75		1.33	%		184		366
Class B	$	1,000.00	$	975.80	$	11.03	$	1,000.00	$	1,013.98	$	11.24		2.22	%		184		366
Class C	$	1,000.00	$	976.60	$	10.24	$	1,000.00	$	1,014.78	$	10.43		2.06	%		184		366
Class I	$	1,000.00	$	981.70	$	5.38	$	1,000.00	$	1,019.71	$	5.48		1.08	%		184		366
Class R3	$	1,000.00	$	978.80	$	8.06	$	1,000.00	$	1,016.99	$	8.21		1.62	%		184		366
Class R4	$	1,000.00	$	980.50	$	6.57	$	1,000.00	$	1,018.50	$	6.70		1.32	%		184		366
Class R5	$	1,000.00	$	981.90	$	5.13	$	1,000.00	$	1,019.96	$	5.23		1.03	%		184		366
Class Y	$	1,000.00	$	982.40	$	4.58	$	1,000.00	$	1,020.51	$	4.67		0.92	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford MidCap Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,021.50	$	5.89	$	1,000.00	$	1,019.31	$	5.89		1.16	%		184		366
Class B	$	1,000.00	$	1,017.10	$	10.34	$	1,000.00	$	1,014.88	$	10.33		2.04	%		184		366
Class C	$	1,000.00	$	1,017.70	$	9.54	$	1,000.00	$	1,015.69	$	9.53		1.88	%		184		366
Class I	$	1,000.00	$	1,022.30	$	5.34	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class R3	$	1,000.00	$	1,020.10	$	7.46	$	1,000.00	$	1,017.75	$	7.46		1.47	%		184		366
Class R4	$	1,000.00	$	1,021.80	$	5.95	$	1,000.00	$	1,019.26	$	5.94		1.17	%		184		366
Class R5	$	1,000.00	$	1,023.60	$	4.37	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class R6	$	1,000.00	$	1,023.70	$	3.92	$	1,000.00	$	1,021.27	$	3.91		0.77	%		184		366
Class Y	$	1,000.00	$	1,023.80	$	3.87	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366

52

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford MidCap Value Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,024.90	$	6.62	$	1,000.00	$	1,018.60	$	6.60		1.30	%		184		366
Class B	$	1,000.00	$	1,021.40	$	10.67	$	1,000.00	$	1,014.58	$	10.63		2.10	%		184		366
Class C	$	1,000.00	$	1,022.30	$	10.27	$	1,000.00	$	1,014.98	$	10.23		2.02	%		184		366
Class I	$	1,000.00	$	1,026.20	$	5.60	$	1,000.00	$	1,019.61	$	5.58		1.10	%		184		366
Class R3	$	1,000.00	$	1,023.70	$	7.94	$	1,000.00	$	1,017.29	$	7.91		1.56	%		184		366
Class R4	$	1,000.00	$	1,026.20	$	6.37	$	1,000.00	$	1,018.85	$	6.34		1.25	%		184		366
Class R5	$	1,000.00	$	1,027.30	$	4.84	$	1,000.00	$	1,020.36	$	4.82		0.95	%		184		366
Class Y	$	1,000.00	$	1,027.30	$	4.33	$	1,000.00	$	1,020.86	$	4.32		0.85	%		184		366

Hartford Small Cap Core Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,025.70	$	6.57	$	1,000.00	$	1,018.65	$	6.55		1.29	%		184		366
Class B	$	1,000.00	$	1,021.90	$	10.32	$	1,000.00	$	1,014.93	$	10.28		2.03	%		184		366
Class C	$	1,000.00	$	1,022.20	$	10.37	$	1,000.00	$	1,014.88	$	10.33		2.04	%		184		366
Class I	$	1,000.00	$	1,027.50	$	4.99	$	1,000.00	$	1,020.21	$	4.98		0.98	%		184		366
Class R3	$	1,000.00	$	1,025.00	$	7.58	$	1,000.00	$	1,017.65	$	7.56		1.49	%		184		366
Class R4	$	1,000.00	$	1,026.70	$	6.01	$	1,000.00	$	1,019.20	$	5.99		1.18	%		184		366
Class R5	$	1,000.00	$	1,027.50	$	4.38	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class Y	$	1,000.00	$	1,028.30	$	4.33	$	1,000.00	$	1,020.86	$	4.32		0.85	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford Small Cap Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,051.50	$	6.34	$	1,000.00	$	1,018.95	$	6.24		1.23	%		184		366
Class B	$	1,000.00	$	1,046.90	$	10.70	$	1,000.00	$	1,014.68	$	10.53		2.08	%		184		366
Class C	$	1,000.00	$	1,047.90	$	9.94	$	1,000.00	$	1,015.43	$	9.78		1.93	%		184		366
Class I	$	1,000.00	$	1,052.90	$	5.01	$	1,000.00	$	1,020.26	$	4.93		0.97	%		184		366
Class R3	$	1,000.00	$	1,050.10	$	7.73	$	1,000.00	$	1,017.60	$	7.61		1.50	%		184		366
Class R4	$	1,000.00	$	1,051.80	$	6.14	$	1,000.00	$	1,019.15	$	6.04		1.19	%		184		366
Class R5	$	1,000.00	$	1,053.40	$	4.59	$	1,000.00	$	1,020.66	$	4.52		0.89	%		184		366
Class R6	$	1,000.00	$	1,053.90	$	4.08	$	1,000.00	$	1,021.17	$	4.01		0.79	%		184		366
Class Y	$	1,000.00	$	1,053.80	$	4.08	$	1,000.00	$	1,021.17	$	4.01		0.79	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

53

Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford Small Company Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,037.60	$	7.32	$	1,000.00	$	1,017.95	$	7.25		1.43	%		184		366
Class B	$	1,000.00	$	1,033.80	$	11.09	$	1,000.00	$	1,014.23	$	10.99		2.17	%		184		366
Class C	$	1,000.00	$	1,033.90	$	10.99	$	1,000.00	$	1,014.33	$	10.89		2.15	%		184		366
Class I	$	1,000.00	$	1,039.20	$	6.05	$	1,000.00	$	1,019.20	$	5.99		1.18	%		184		366
Class R3	$	1,000.00	$	1,037.10	$	8.09	$	1,000.00	$	1,017.19	$	8.01		1.58	%		184		366
Class R4	$	1,000.00	$	1,038.30	$	6.56	$	1,000.00	$	1,018.70	$	6.50		1.28	%		184		366
Class R5	$	1,000.00	$	1,040.10	$	4.92	$	1,000.00	$	1,020.31	$	4.88		0.96	%		184		366
Class R6	$	1,000.00	$	1,040.50	$	4.46	$	1,000.00	$	1,020.76	$	4.42		0.87	%		184		366
Class Y	$	1,000.00	$	1,040.50	$	4.67	$	1,000.00	$	1,020.56	$	4.62		0.91	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford Value Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,044.80	$	6.37	$	1,000.00	$	1,018.90	$	6.29		1.24	%		184		366
Class B	$	1,000.00	$	1,039.70	$	10.82	$	1,000.00	$	1,014.53	$	10.68		2.11	%		184		366
Class C	$	1,000.00	$	1,040.90	$	10.06	$	1,000.00	$	1,015.28	$	9.93		1.96	%		184		366
Class I	$	1,000.00	$	1,046.60	$	4.63	$	1,000.00	$	1,020.61	$	4.57		0.90	%		184		366
Class R3	$	1,000.00	$	1,043.20	$	7.86	$	1,000.00	$	1,017.45	$	7.76		1.53	%		184		366
Class R4	$	1,000.00	$	1,045.00	$	6.27	$	1,000.00	$	1,019.00	$	6.19		1.22	%		184		366
Class R5	$	1,000.00	$	1,046.40	$	4.73	$	1,000.00	$	1,020.51	$	4.67		0.92	%		184		366
Class Y	$	1,000.00	$	1,046.80	$	4.17	$	1,000.00	$	1,021.06	$	4.12		0.81	%		184		366

54

The Hartford Capital Appreciation Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.0%
		Automobiles & Components - 1.8%
	1,253,623	Delphi Automotive plc	$	81,573,249
	2,264,687	Goodyear Tire & Rubber Co.		65,743,864
	264,680	Magna International, Inc.		10,867,015
				158,184,128
		Banks - 7.8%
	1,814,937	Banco Santander S.A.		8,893,238
	1,300,800	Bank of America Corp.		21,463,200
	2,015,091	CaixaBank S.A.		6,080,310
	1,994,050	Citigroup, Inc.		98,007,558
	1,601,521	FinecoBank Banca Fineco S.p.A.		9,359,218
	1,993,080	ICICI Bank Ltd.		8,290,088
	5,369,400	ICICI Bank Ltd. ADR		44,512,326
	6,602,970	Itau Unibanco Holding S.A. ADR		78,773,432
	2,735,747	JP Morgan Chase & Co.		189,477,837
	142,149	M&T Bank Corp.		17,445,947
	1,076,735	PNC Financial Services Group, Inc.		102,935,866
	5,802,000	Sberbank of Russia PJSC ADR		54,951,844
	658,199	Wells Fargo & Co.		30,283,736
				670,474,600
		Capital Goods - 4.2%
	160,960	3M Co.		26,606,688
	1,499,018	AerCap Holdings N.V.*		61,624,630
	208,992	Airbus Group SE		12,409,918
	503,619	Eaton Corp. plc		32,115,784
	224,213	Fortive Corp.		11,446,074
	87,800	General Dynamics Corp.		13,234,972
	806,800	HF Global, Inc.*(1)(2)(3)		11,859,960
	489,295	Honeywell International, Inc.		53,665,876
	94,243	Lockheed Martin Corp.		23,219,590
	108,356	Middleby Corp.*		12,147,791
	437,517	Owens Corning		21,342,079
	983,440	Sanwa Holdings Corp.		9,794,411
	395,607	Siemens AG		44,947,816
	80,264	TransDigm Group, Inc.		21,868,729
				356,284,318
		Commercial & Professional Services - 1.0%
	93,100	Dun & Bradstreet Corp.		11,623,535
	109,202	Equifax, Inc.		13,537,772
	1,466,184	IHS Markit Ltd.*		53,940,909
	4,595	Klarna Holding AB(1)(2)(3)		489,854
	124,880	Nielsen Holdings plc		5,622,098
				85,214,168
		Consumer Durables & Apparel - 2.5%
	46,281,420	Global Brands Group Holding Ltd.*		5,242,099
	193,801	Harman International Industries, Inc.		15,447,878
	793,173	Lennar Corp. Class A		33,067,382
	430,600	Newell Brands, Inc.		20,677,412
	991,251	NIKE, Inc. Class B		49,740,975
	409,521	Pandora A/S		53,260,456
	599,901	PulteGroup, Inc.		11,158,159
	114,527	Ralph Lauren Corp.		11,235,099
	433,040	Toll Brothers, Inc.*		11,882,617
				211,712,077
		Consumer Services - 0.8%
	526,515	Hilton Worldwide Holdings, Inc.		11,899,239
	331,904	Las Vegas Sands Corp.		19,210,603
	227,038	McDonald’s Corp.		25,557,668

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.0% - (continued)
		Consumer Services - 0.8% - (continued)
	39,006	Panera Bread Co. Class A*	$	7,440,785
				64,108,295
		Diversified Financials - 3.0%
	516,554	American Express Co.		34,309,517
	271,158	Banca Generali S.p.A.		6,029,632
	148,418	BlackRock, Inc.		50,646,158
	594,000	Gores Holdings, Inc. Class A*		6,765,660
	70,974	Intercontinental Exchange, Inc.		19,190,660
	4,024,367	LendingClub Corp. PIPE*		19,840,129
	1,295,640	OneMain Holdings, Inc.*		36,718,438
	442,032	Raymond James Financial, Inc.		26,574,964
	359,481	S&P Global, Inc.		43,802,760
	1,250,000	Saban Capital Acquisition Corp. UNIT*		12,812,500
	438,190	WisdomTree Investments, Inc.		3,759,670
				260,450,088
		Energy - 4.6%
	447,052	Anadarko Petroleum Corp.		26,572,771
	319,547	Baker Hughes, Inc.		17,702,904
	676,813	Cabot Oil & Gas Corp.		14,131,855
	437,214	Canadian Natural Resources Ltd.		13,864,056
	298,630	Chevron Corp.		31,281,493
	291,586	Continental Resources, Inc.*		14,261,471
	217,914	Diamondback Energy, Inc.*		19,893,369
	456,394	Eni S.p.A.		6,623,307
	482,092	Halliburton Co.		22,176,232
	132,219	Helmerich & Payne, Inc.		8,344,341
	124,900	Hess Corp.		5,991,453
	439,851	HollyFrontier Corp.		10,974,282
	783,989	Kinder Morgan, Inc.		16,016,895
	987,336	Marathon Oil Corp.		13,013,089
	130,605	Newfield Exploration Co.*		5,301,257
	196,703	Petroleo Brasileiro S.A. ADR*		2,295,524
	378,400	Phillips 66		30,707,160
	199,882	Pioneer Natural Resources Co.		35,782,876
	957,847	Repsol S.A.		13,373,929
	9,386,047	Rosneft PJSC GDR		51,042,844
	1,128,161	Suncor Energy, Inc.		33,867,393
	385,050	WPX Energy, Inc.*		4,181,643
				397,400,144
		Food & Staples Retailing - 1.1%
	575,062	Costco Wholesale Corp.		85,034,418
	250,230	Seven & I Holdings Co., Ltd.		10,444,427
				95,478,845
		Food, Beverage & Tobacco - 3.9%
	1,795,700	BRF S.A. ADR		30,024,104
	317,338	British American Tobacco plc		18,187,572
	727,891	Coca-Cola Co.		30,862,578
	662,260	Molson Coors Brewing Co. Class B		68,749,211
	1,505,674	Mondelez International, Inc. Class A		67,664,990
	184,689	Monster Beverage Corp.*		26,658,010
	480,176	Nomad Foods Ltd.*		5,901,363
	308,161	PepsiCo, Inc.		33,034,859
	356,800	Philip Morris International, Inc.		34,409,792
	288,800	Post Holdings, Inc.*		22,015,224
				337,507,703
		Health Care Equipment & Services - 5.7%
	59,593	ABIOMED, Inc.*		6,256,669

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

55

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.0% - (continued)
		Health Care Equipment & Services - 5.7% - (continued)
	1,212,100	Acadia Healthcare Co., Inc.*	$	43,587,116
	121,459	Align Technology, Inc.*		10,435,757
	83,061	athenahealth, Inc.*		8,581,863
	246,320	Becton Dickinson and Co.		41,359,591
	1,441,875	Boston Scientific Corp.*		31,721,250
	344,105	Cardinal Health, Inc.		23,636,572
	248,567	DENTSPLY SIRONA, Inc.		14,310,002
	158,756	DexCom, Inc.*		12,421,069
	137,894	Edwards Lifesciences Corp.*		13,130,267
	708,883	Envision Healthcare Holdings, Inc.*		14,021,706
	81,478	Essilor International S.A.		9,155,962
	1,578,467	HCA Holdings, Inc.*		120,800,080
	510,895	Invuity, Inc.*		5,185,584
	544,811	McKesson Corp.		69,283,615
	466,555	Medtronic plc		38,266,841
	210,744	UnitedHealth Group, Inc.		29,784,450
				491,938,394
		Household & Personal Products - 1.0%
	125,201	Beiersdorf AG		11,037,677
	585,236	Colgate-Palmolive Co.		41,762,441
	732,102	Coty, Inc. Class A*		16,831,025
	144,207	Estee Lauder Cos., Inc. Class A		12,564,756
				82,195,899
		Insurance - 5.7%
	410,097	American International Group, Inc.		25,302,985
	395,804	Arthur J Gallagher & Co.		19,089,627
	1,575,668	Chubb Ltd.		200,109,836
	14,490	Markel Corp.*		12,713,961
	434,853	Marsh & McLennan Cos., Inc.		27,565,331
	1,420,082	MetLife, Inc.		66,687,051
	385,887	Principal Financial Group, Inc.		21,069,430
	969,900	Prudential Financial, Inc.		82,237,821
	288,750	Tokio Marine Holdings, Inc.		11,389,268
	362,987	Unum Group		12,849,740
	225,400	XL Group Ltd.		7,821,380
				486,836,430
		Materials - 4.5%
	1	AdvanSix, Inc.*		16
	914,201	Anglo American plc*		12,688,383
	2,731,845	BHP Billiton plc		41,078,928
	365,975	Celanese Corp. Series A		26,686,897
	497,495	CF Industries Holdings, Inc.		11,944,855
	367,598	CRH plc		11,895,348
	1,070,600	Dow Chemical Co.		57,608,986
	19,041,418	Glencore plc*		58,287,795
	24,068,947	Ivanhoe Mines Ltd. Class A*		37,503,988
	300,707	LafargeHolcim Ltd.*		16,039,926
	1,380,400	Methanex Corp.		50,171,102
	733,780	Platform Specialty Products Corp.*		5,349,256
	145,166	Praxair, Inc.		16,993,132
	245,504	Reliance Steel & Aluminum Co.		16,885,765
	269,895	Wacker Chemie AG		24,078,405
				387,212,782
		Media - 1.5%
	215,363	John Wiley & Sons, Inc. Class A		11,112,731
	797,947	SES S.A.		18,357,650
	5,211,942	Sky plc		52,105,066
	1,652,400	Twenty-First Century Fox, Inc. Class A		43,408,548

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.0% - (continued)
		Media - 1.5% - (continued)
	25,200	Weinstein Co. LLC*(1)(2)(3)	$	—
				124,983,995
		Pharmaceuticals, Biotechnology & Life Sciences - 9.8%
	313,736	Alkermes plc*		15,815,432
	625,363	Allergan plc*		130,663,345
	34,442	Biogen, Inc.*		9,649,960
	3,874,518	Bristol-Myers Squibb Co.		197,251,711
	227,700	Celgene Corp.*		23,266,386
	1,275,036	Hikma Pharmaceuticals plc		27,347,378
	141,500	Illumina, Inc.*		19,263,810
	195,023	Incyte Corp.*		16,961,150
	496,108	Johnson & Johnson		57,543,567
	1,670,921	Merck & Co., Inc.		98,116,481
	38,635	Mettler-Toledo International, Inc.*		15,611,631
	823,777	Mylan N.V.*		30,067,861
	1,346,550	Novavax, Inc.*		2,046,756
	1,628,100	Ono Pharmaceutical Co., Ltd.		41,278,304
	242,384	Regeneron Pharmaceuticals, Inc.*		83,627,328
	6,341	Samsung Biologics Co., Ltd.*		753,660
	99,193	TESARO, Inc.*		11,990,450
	333,070	Teva Pharmaceutical Industries Ltd. ADR		14,235,412
	290,800	Thermo Fisher Scientific, Inc.		42,756,324
				838,246,946
		Real Estate - 1.5%
	343,327	American Tower Corp. REIT		40,234,491
	645,760	Columbia Property Trust, Inc. REIT		13,612,621
	1,002,536	Host Hotels & Resorts, Inc. REIT		15,519,257
	123,425	Public Storage REIT		26,378,391
	526,728	STORE Capital Corp. REIT		14,374,407
	293,415	Vonovia SE		10,344,312
	153,417	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)		7,700,344
				128,163,823
		Retailing - 4.6%
	14,526	Amazon.com, Inc.*		11,472,925
	268,923	CarMax, Inc.*		13,430,015
	506,361	Expedia, Inc.		65,437,032
	205,581	Home Depot, Inc.		25,082,938
	12,011	Honest Co.*(1)(2)(3)		450,532
	10,615	JAND, Inc. Class A*(1)(2)(3)		91,607
	64,809	L Brands, Inc.		4,678,562
	308,880	Lowe’s Cos., Inc.		20,586,852
	903,149	Netflix, Inc.*		112,776,216
	14,983	Priceline Group, Inc.*		22,088,388
	349,615	Signet Jewelers Ltd.		28,409,715
	349,417	TJX Cos., Inc.		25,769,504
	770,636	Tory Burch LLC*(1)(2)(3)		37,529,953
	249,336	TripAdvisor, Inc.*		16,077,185
	297,336	Wayfair, Inc. Class A*		9,910,209
				393,791,633
		Semiconductors & Semiconductor Equipment - 3.3%
	138,320	Analog Devices, Inc.		8,866,312
	351,755	Broadcom Ltd.		59,896,842
	1,298,363	Intel Corp.		45,273,918
	143,060	Microchip Technology, Inc.		8,662,283
	893,470	NXP Semiconductors N.V.*		89,347,000
	121,894	Silicon Motion Technology Corp. ADR		4,950,115
	272,211	SK Hynix, Inc.		9,736,067
	321,780	Skyworks Solutions, Inc.		24,757,753

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

56

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.0% - (continued)
		Semiconductors & Semiconductor Equipment - 3.3% - (continued)
	3,842,263	SunPower Corp.*	$	27,817,984
				279,308,274
		Software & Services - 15.3%
	215,440	58.com, Inc. ADR*		9,016,164
	225,392	Accenture plc Class A		26,199,566
	1,414,774	Activision Blizzard, Inc.		61,075,794
	481,631	Adobe Systems, Inc.*		51,780,149
	250,638	Akamai Technologies, Inc.*		17,411,822
	1,147,219	Alibaba Group Holding Ltd. ADR*		116,660,700
	27,933	Alliance Data Systems Corp.*		5,711,461
	27,520	Alphabet, Inc. Class A*		22,288,448
	218,773	Alphabet, Inc. Class C*		171,636,169
	623,209	Autodesk, Inc.*		45,045,547
	273,438	Automatic Data Processing, Inc.		23,805,512
	2,574,379	Cadence Design Systems, Inc.*		65,852,615
	107,398	Capgemini S.A.		8,894,363
	1,017,000	Cognizant Technology Solutions Corp. Class A*		52,222,950
	51,845	CoStar Group, Inc.*		9,701,236
	244,378	Envestnet, Inc.*		8,638,762
	1,121,910	Facebook, Inc. Class A*		146,958,991
	48,557	FleetCor Technologies, Inc.*		8,512,042
	1,104,822	Genpact Ltd.*		25,399,858
	1,350,733	Global Payments, Inc.		97,955,157
	1,121,064	Just Eat plc*		7,700,941
	1,660,220	Microsoft Corp.		99,480,382
	1,215,765	Mobileye N.V.*		45,202,143
	96,500	Nintendo Co., Ltd.		23,262,309
	39,622	Quotient Technology, Inc.*		419,993
	127,070	Salesforce.com, Inc.*		9,550,581
	492,895	ServiceNow, Inc.*		43,330,400
	411,728	SS&C Technologies Holdings, Inc.		13,146,475
	2,600	Trade Desk, Inc. Class A*		65,468
	3,100	Ultimate Software Group, Inc.*		654,069
	216,720	VeriSign, Inc.*		18,208,814
	324,762	Visa, Inc. Class A		26,796,113
	358,504	Workday, Inc. Class A*		31,075,127
	462,248	Zillow Group, Inc. Class A*		15,268,051
	52,552	Zillow Group, Inc. Class C*		1,753,135
				1,310,681,307
		Technology Hardware & Equipment - 3.6%
	226,450	Amphenol Corp. Class A		14,929,848
	1,814,679	Cisco Systems, Inc.		55,674,352
	4,172,600	Flex Ltd.*		59,209,194
	463,600	Motorola Solutions, Inc.		33,648,088
	85,691	ParkerVision, Inc.*		323,055
	1,033,928	Pure Storage, Inc. Class A*		12,758,672
	67,387	Samsung Electronics Co., Ltd.		96,385,521
	576,147	Trimble, Inc.*		15,924,703
	284,309	Western Digital Corp.		16,615,018
				305,468,451
		Telecommunication Services - 1.0%
	7,000,848	Bharti Infratel Ltd.		36,464,582
	797,035	Verizon Communications, Inc.		38,337,384
	9,427,772	Zegona Communications plc		13,385,935
				88,187,901
		Transportation - 4.6%
	201,313	Alaska Air Group, Inc.		14,538,825

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.0% - (continued)
		Transportation - 4.6% - (continued)
	1,605,300	American Airlines Group, Inc.	$	65,175,180
	464,415	Canadian National Railway Co.		29,195,163
	925,465	CSX Corp.		28,235,937
	553,376	FedEx Corp.		96,464,504
	256,650	Genesee & Wyoming, Inc. Class A*		17,436,801
	164,144	J.B. Hunt Transport Services, Inc.		13,395,792
	1,502,627	Swift Transportation Co.*		33,628,792
	624,082	Union Pacific Corp.		55,031,551
	362,293	United Parcel Service, Inc. Class B		39,040,694
				392,143,239
		Utilities - 2.2%
	259,200	Avangrid, Inc.		10,215,072
	51,634,000	China Longyuan Power Group Corp. Ltd. Class H		39,368,256
	413,178	Dominion Resources, Inc.		31,070,986
	561,271	Exelon Corp.		19,122,503
	271	Innogy SE*(3)		10,762
	253,560	NextEra Energy, Inc.		32,455,680
	415,699	OGE Energy Corp.		12,903,297
	347,921	PG&E Corp.		21,612,852
	472,041	RWE AG*		7,509,787
	106,400	Sempra Energy		11,395,440
				185,664,635
		Total Common Stocks (cost $7,826,040,862)	$	8,131,638,075
CORPORATE BONDS - 0.0%
		Internet - 0.0%
$	157,087	DraftKings, Inc. 5.00%, 12/23/2016(1)(2)(3)	$	157,087
		Total Corporate Bonds (cost $157,087)	$	157,087
EXCHANGE TRADED FUNDS - 0.2%
		Other Investment Pools & Funds - 0.2%
	62,794	SPDR S&P 500 ETF Trust	$	13,346,865
		Total Exchange Traded Funds (cost $13,612,737)	$	13,346,865
PREFERRED STOCKS - 3.4%
		Capital Goods - 0.0%
	372,334	Lithium Technology Corp.*(1)(2)(3)	$	1,973,370
		Commercial & Professional Services - 0.0%
	33,739	Rubicon Global Holdings LLC *(1)(2)(3)		673,431
		Consumer Durables & Apparel - 0.0%
	83,332	One Kings Lane, Inc.*(1)(2)(3)		86,665
		Consumer Services - 0.2%
	10,074	Airbnb, Inc. Series E*(1)(2)(3)		1,057,770
	244,180	DraftKings, Inc.*(1)(2)(3)		468,826
	952,691	DraftKings, Inc. Series D*(1)(2)(3)		3,782,183
	1,939,742	DraftKings, Inc. Series D-1*(1)(2)(3)		10,125,453
				15,434,232
		Diversified Financials - 0.2%
	1,161,507	Social Finance, Inc.*(1)(2)(3)		18,324,283

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

57

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 3.4% - (continued)
		Health Care Equipment & Services - 0.1%
	956,830	Moderna Therapeutics, Inc. Series E*(1)(2)(3)	$	8,400,967
		Real Estate - 0.8%
	245,862	Redfin Corp. Series G*(1)(2)(3)		953,945
	762,484	WeWork Companies, Inc. Class D-1*(1)(2)(3)		38,270,787
	599,094	WeWork Companies, Inc. Class D-2*(1)(2)(3)		30,069,876
				69,294,608
		Retailing - 0.2%
	44,867	Forward Ventures, Inc.*(1)(2)(3)		1,966,072
	278,194	Honest Co.*(1)(2)(3)		10,435,057
	23,702	JAND, Inc. Series D*(1)(2)(3)		204,548
				12,605,677
		Software & Services - 1.6%
	143,626	Birst, Inc. Series F*(1)(2)(3)		764,090
	25,867	Cloudera, Inc.*(1)(2)(3)		451,896
	18,389	Dropbox, Inc. Series C*(1)(2)(3)		318,314
	566,622	Essence Group Holdings Corp.*(1)(2)(3)		1,099,247
	52,337	ForeScout Technologies, Inc.*(1)(2)(3)		636,418
	12,426	General Assembly Space, Inc.*(1)(2)(3)		609,134
	77,707	Lookout, Inc. Series F*(1)(2)(3)		616,216
	95,031	MarkLogic Corp. Series F*(1)(2)(3)		977,869
	118,110	Nutanix, Inc.*(1)(2)		2,654,161
	2,286,050	Pinterest, Inc. Series G*(1)(2)(3)		13,899,184
	47,064	Sharecare*(1)(2)(3)		11,759,882
	33,135	Trade Desk, Inc. Series C*(1)(2)		769,446
	2,000,820	Uber Technologies, Inc.*(1)(2)(3)		97,584,449
	58,205	Veracode, Inc.*(1)(2)(3)		1,392,264
	306,876	Zuora, Inc. Series F*(1)(2)(3)		1,245,917
				134,778,487
		Technology Hardware & Equipment - 0.3%
	5,362,869	Rethink Robotics, Inc.*(1)(2)(3)		28,423,206
		Telecommunication Services - 0.0%
	1,923	DocuSign, Inc. Series B*(1)(2)(3)		37,325
	576	DocuSign, Inc. Series B-1*(1)(2)(3)		11,180
	1,383	DocuSign, Inc. Series D*(1)(2)(3)		26,844
	29,941	DocuSign, Inc. Series E*(1)(2)(3)		581,155
				656,504
		Total Preferred Stocks (cost $170,301,987)	$	290,651,430
CONVERTIBLE PREFERRED STOCKS - 0.0%
		Retailing - 0.0%
	28,025	Honest Co. Series C*(1)(2)(3)	$	1,051,218
		Total Convertible Preferred Stocks (cost $758,281)	$	1,051,218
		Total Long-Term Investments (cost $8,010,870,954)	$	8,436,844,675

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 0.7%
		Other Investment Pools & Funds - 0.7%
	59,133,049	Fidelity Institutional Government Fund, Institutional Class	$	59,133,049
		Total Short-Term Investments (cost $59,133,049)	$	59,133,049

Total Investments (cost $8,070,004,003)^	99.3	%	$	8,495,977,724
Other Assets and Liabilities	0.7	%		63,786,788
Total Net Assets	100.0	%	$	8,559,764,512

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

58

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $8,212,408,741 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	812,859,369
Unrealized Depreciation		(529,290,386	)
Net Unrealized Appreciation	$	283,568,983

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $349,981,985, which represents 4.1% 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.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost Basis
	07/2015		10,074	Airbnb, Inc. Series E Preferred	$	937,833
	03/2015		143,626	Birst, Inc. Series F Preferred		838,905
	02/2014		25,867	Cloudera, Inc. Preferred		376,623
	02/2014		1,923	DocuSign, Inc. Series B Preferred		25,254
	02/2014		576	DocuSign, Inc. Series B-1 Preferred		7,564
	02/2014		1,383	DocuSign, Inc. Series D Preferred		18,162
	02/2014		29,941	DocuSign, Inc. Series E Preferred		393,197
	12/2015		157,087	DraftKings, Inc.		157,087
	12/2014		244,180	DraftKings, Inc. Preferred		439,837
	08/2015		952,691	DraftKings, Inc. Series D Preferred		5,131,092
	08/2015		1,939,742	DraftKings, Inc. Series D-1 Preferred		14,868,916
	01/2014		18,389	Dropbox, Inc. Series C Preferred		351,252
	05/2014		566,622	Essence Group Holdings Corp. Preferred		895,999
	11/2015		52,337	ForeScout Technologies, Inc. Preferred		621,083
	11/2014		44,867	Forward Ventures, Inc. Preferred		1,396,764
	07/2015		12,426	General Assembly Space, Inc. Preferred		609,134
	06/2015		806,800	HF Global, Inc.		10,846,942
	01/2015		12,011	Honest Co.		324,985
	08/2015		278,194	Honest Co. Preferred		12,728,766
	08/2014		28,025	Honest Co. Series C Convertible Preferred		758,281
	04/2015		10,615	JAND, Inc. Class A		121,917
	04/2015		23,702	JAND, Inc. Series D Preferred		272,225
	08/2015		4,595	Klarna Holding AB		503,982
	08/2014		372,334	Lithium Technology Corp. Preferred		1,814,756
	07/2014		77,707	Lookout, Inc. Series F Preferred		887,655
	04/2015		95,031	MarkLogic Corp. Series F Preferred		1,103,709
	12/2014		956,830	Moderna Therapeutics, Inc. Series E Preferred		5,900,771
	08/2014		118,110	Nutanix, Inc. Preferred		1,582,261
	01/2014		83,332	One Kings Lane, Inc. Preferred		1,284,729
	03/2015		2,286,050	Pinterest, Inc. Series G Preferred		16,411,763
	12/2014		245,862	Redfin Corp. Series G Preferred		810,779

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

59

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Period Acquired		Shares/Par		Security	Cost Basis
	03/2015		5,362,869	Rethink Robotics, Inc. Preferred	$	13,365,342
	09/2015		33,739	Rubicon Global Holdings LLC Preferred		673,447
	03/2015		47,064	Sharecare Preferred		11,759,882
	09/2015		1,161,507	Social Finance, Inc. Preferred		18,324,283
	11/2013		770,636	Tory Burch LLC		60,399,726
	02/2016		33,135	Trade Desk, Inc. Series C Preferred		518,608
	06/2014		2,000,820	Uber Technologies, Inc. Preferred		31,038,821
	08/2014		58,205	Veracode, Inc. Preferred		1,074,808
	12/2014		153,417	WeWork Companies, Inc. Class A, REIT		2,554,571
	12/2014		762,484	WeWork Companies, Inc. Class D-1 Preferred		12,696,243
	12/2014		599,094	WeWork Companies, Inc. Class D-2 Preferred		9,975,610
	10/2005		25,200	Weinstein Co. LLC		23,636,380
	01/2015		306,876	Zuora, Inc. Series F Preferred		1,165,914
					$	269,605,858

At October 31, 2016, the aggregate value of these securities was $349,981,985, which represents 4.1% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $346,569,140, which represents 4.0% of total net assets.

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		12/21/16	CSFB	$	14,651,802	$	14,309,687	$	342,115
EUR	Sell		12/21/16	CBA		14,651,216		14,309,687		341,529
EUR	Sell		12/21/16	SSG		14,648,356		14,309,687		338,669
EUR	Sell		12/21/16	RBC		14,645,989		14,309,687		336,302
GBP	Sell		12/21/16	BCLY		5,746,870		5,280,987		465,883
Total									$	1,824,498

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
CBA	Commonwealth Bank of Australia
CSFB	Credit Suisse First Boston Corp.
RBC	RBC Dominion Securities, Inc.
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
ADR	American Depositary Receipt
ETF	Exchange Traded Fund
GDR	Global Depositary Receipt
PIPE	Private Investment in Public Equity
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust
SPDR	Standard & Poor’s Depositary Receipt

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

60

The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	158,184,128	$	158,184,128	$	—	$	—
Banks		670,474,600		582,899,902		87,574,698		—
Capital Goods		356,284,318		277,272,213		67,152,145		11,859,960
Commercial & Professional Services		85,214,168		84,724,314		—		489,854
Consumer Durables & Apparel		211,712,077		153,209,522		58,502,555		—
Consumer Services		64,108,295		64,108,295		—		—
Diversified Financials		260,450,088		254,420,456		6,029,632		—
Energy		397,400,144		326,360,064		71,040,080		—
Food & Staples Retailing		95,478,845		85,034,418		10,444,427		—
Food, Beverage & Tobacco		337,507,703		319,320,131		18,187,572		—
Health Care Equipment & Services		491,938,394		482,782,432		9,155,962		—
Household & Personal Products		82,195,899		71,158,222		11,037,677		—
Insurance		486,836,430		475,447,162		11,389,268		—
Materials		387,212,782		223,143,997		164,068,785		—
Media		124,983,995		54,521,279		70,462,716		—
Pharmaceuticals, Biotechnology & Life Sciences		838,246,946		769,621,264		68,625,682		—
Real Estate		128,163,823		110,119,167		10,344,312		7,700,344
Retailing		393,791,633		355,719,541		—		38,072,092
Semiconductors & Semiconductor Equipment		279,308,274		269,572,207		9,736,067		—
Software & Services		1,310,681,307		1,270,823,694		39,857,613		—
Technology Hardware & Equipment		305,468,451		209,082,930		96,385,521		—
Telecommunication Services		88,187,901		51,723,319		36,464,582		—
Transportation		392,143,239		392,143,239		—		—
Utilities		185,664,635		138,786,592		46,878,043		—
Corporate Bonds		157,087		—		—		157,087
Exchange Traded Funds		13,346,865		13,346,865		—		—
Preferred Stocks		290,651,430		—		—		290,651,430
Convertible Preferred Stocks		1,051,218		—		—		1,051,218
Short-Term Investments		59,133,049		59,133,049		—		—
Foreign Currency Contracts(2)		1,824,498		—		1,824,498		—
Total	$	8,497,802,222	$	7,252,658,402	$	895,161,835	$	349,981,985

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks		Corporate Bonds		Preferred Stocks			Convertible Preferred Stocks			Total
Beginning balance	$	17,414,287	$	—	$	290,275,910		$	1,154,055		$	308,844,252
Conversions*		39,990,073		—		(39,990,073	)		—			—
Purchases		—		157,087		1,139,691			—			1,296,778
Sales		—		—		(183,270	)		—			(183,270	)
Accrued discounts/(premiums)		—		—		—			—			—
Total realized gain/(loss)		—		—		(15,319	)		—			(15,319	)
Net change in unrealized appreciation/(depreciation)		717,890		—		65,748,658			(102,837	)		66,363,711
Transfers into Level 3(1)		—		—		—			—			—
Transfers out of Level 3(1)		—		—		(26,324,167	)		—			(26,324,167	)
Ending balance	$	58,122,250	$	157,087	$	290,651,430		$	1,051,218		$	349,981,985

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $66,366,250.

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

⁽¹⁾  For the year ended October 31, 2016, investments valued at $26,324,167 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

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

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

61

Hartford Core Equity Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.6%
		Banks - 8.1%
	2,811,542	Bank of America Corp.	$	46,390,443
	772,604	Citigroup, Inc.		37,973,487
	882,097	JP Morgan Chase & Co.		61,094,038
	466,335	PNC Financial Services Group, Inc.		44,581,626
				190,039,594
		Capital Goods - 5.9%
	546,760	AMETEK, Inc.		24,112,116
	331,715	Fortune Brands Home & Security, Inc.		18,121,591
	367,817	Honeywell International, Inc.		40,342,169
	271,383	Illinois Tool Works, Inc.		30,820,967
	160,403	Snap-on, Inc.		24,718,102
				138,114,945
		Commercial & Professional Services - 3.0%
	248,356	Equifax, Inc.		30,788,693
	300,826	Nielsen Holdings plc		13,543,187
	322,495	Verisk Analytics, Inc. Class A*		26,299,467
				70,631,347
		Consumer Durables & Apparel - 2.1%
	338,287	NIKE, Inc. Class B		16,975,242
	588,247	VF Corp.		31,888,870
				48,864,112
		Consumer Services - 2.9%
	862,837	Aramark		32,123,422
	690,820	Starbucks Corp.		36,661,817
				68,785,239
		Diversified Financials - 1.8%
	217,708	S&P Global, Inc.		26,527,720
	571,705	Synchrony Financial		16,345,046
				42,872,766
		Energy - 3.3%
	380,604	Baker Hughes, Inc.		21,085,461
	192,598	Concho Resources, Inc.*		24,448,390
	345,261	EOG Resources, Inc.		31,218,500
				76,752,351
		Food & Staples Retailing - 3.3%
	331,581	Costco Wholesale Corp.		49,030,883
	920,040	Kroger Co.		28,502,839
				77,533,722
		Food, Beverage & Tobacco - 6.7%
	776,039	Altria Group, Inc.		51,311,699
	301,383	Molson Coors Brewing Co. Class B		31,286,569
	1,108,549	Mondelez International, Inc. Class A		49,818,192
	173,952	Monster Beverage Corp.*		25,108,232
				157,524,692
		Health Care Equipment & Services - 6.7%
	415,811	Cerner Corp.*		24,358,208
	453,259	HCA Holdings, Inc.*		34,687,911
	106,174	McKesson Corp.		13,502,148
	462,346	Medtronic plc		37,921,619
	338,912	UnitedHealth Group, Inc.		47,898,433
				158,368,319
		Household & Personal Products - 3.6%
	639,053	Colgate-Palmolive Co.		45,602,822

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.6% - (continued)
		Household & Personal Products - 3.6% - (continued)
	457,047	Estee Lauder Cos., Inc. Class A	$	39,822,505
				85,425,327
		Insurance - 4.2%
	373,144	Chubb Ltd.		47,389,288
	381,611	Marsh & McLennan Cos., Inc.		24,190,321
	751,494	XL Group Ltd.		26,076,842
				97,656,451
		Materials - 3.6%
	559,040	Crown Holdings, Inc.*		30,327,920
	284,123	Ecolab, Inc.		32,438,323
	89,897	Sherwin-Williams Co.		22,012,179
				84,778,422
		Media - 2.1%
	779,847	Comcast Corp. Class A		48,210,142
		Pharmaceuticals, Biotechnology & Life Sciences - 6.7%
	152,646	Allergan plc*		31,893,855
	642,347	Bristol-Myers Squibb Co.		32,701,886
	394,374	Eli Lilly & Co.		29,120,576
	706,595	Merck & Co., Inc.		41,491,258
	151,198	Thermo Fisher Scientific, Inc.		22,230,642
				157,438,217
		Retailing - 6.0%
	41,145	AutoZone, Inc.*		30,536,173
	477,775	Dollar Tree, Inc.*		36,095,901
	555,969	Lowe’s Cos., Inc.		37,055,334
	498,692	TJX Cos., Inc.		36,778,535
				140,465,943
		Semiconductors & Semiconductor Equipment - 2.0%
	296,482	Analog Devices, Inc.		19,004,496
	81,765	Broadcom Ltd.		13,922,944
	218,941	QUALCOMM, Inc.		15,045,626
				47,973,066
		Software & Services - 14.4%
	206,586	Accenture plc Class A		24,013,557
	284,713	Adobe Systems, Inc.*		30,609,495
	70,752	Alphabet, Inc. Class A*		57,302,045
	20,229	Alphabet, Inc. Class C*		15,870,460
	352,805	Automatic Data Processing, Inc.		30,715,203
	224,424	Electronic Arts, Inc.*		17,621,772
	125,935	Facebook, Inc. Class A*		16,496,226
	34,562	Genpact Ltd.*		794,580
	523,464	GoDaddy, Inc. Class A*		18,734,776
	191,575	Jack Henry & Associates, Inc.		15,521,406
	408,383	Mastercard, Inc. Class A		43,705,149
	607,873	Microsoft Corp.		36,423,750
	413,832	PayPal Holdings, Inc.*		17,240,241
	160,048	Workday, Inc. Class A*		13,872,961
				338,921,621
		Technology Hardware & Equipment - 3.0%
	631,318	Apple, Inc.		71,679,846
		Transportation - 1.2%
	165,873	FedEx Corp.		28,914,981
		Utilities - 5.0%
	623,650	American Electric Power Co., Inc.		40,437,466
	372,856	NextEra Energy, Inc.		47,725,568

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

62

Hartford Core Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.6% - (continued)
		Utilities - 5.0% - (continued)
	397,733	Pinnacle West Capital Corp.	$	30,279,413
				118,442,447
		Total Common Stocks (cost $2,180,216,534)	$	2,249,393,550
		Total Long-Term Investments (cost $2,180,216,534)	$	2,249,393,550
SHORT-TERM INVESTMENTS - 3.8%
		Other Investment Pools & Funds - 3.8%
	88,699,359	Fidelity Institutional Government Fund, Institutional Class	$	88,699,359
		Total Short-Term Investments (cost $88,699,359)	$	88,699,359

Total Investments (cost $2,268,915,893)^	99.4	%	$	2,338,092,909
Other Assets and Liabilities	0.6	%		13,900,882
Total Net Assets	100.0	%	$	2,351,993,791

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

63

Hartford Core Equity Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $2,270,778,221 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	126,754,339
Unrealized Depreciation		(59,439,651	)
Net Unrealized Appreciation	$	67,314,688

* Non-income producing.

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future		550		12/16/2016	$	59,150,899	$	58,302,750	$	(848,149	)
Total futures contracts									$	(848,149	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations:
S&P	Standard & Poors

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

64

Hartford Core Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Common Stocks
Banks	$	190,039,594		$	190,039,594		$	—	$	—
Capital Goods		138,114,945			138,114,945			—		—
Commercial & Professional Services		70,631,347			70,631,347			—		—
Consumer Durables & Apparel		48,864,112			48,864,112			—		—
Consumer Services		68,785,239			68,785,239			—		—
Diversified Financials		42,872,766			42,872,766			—		—
Energy		76,752,351			76,752,351			—		—
Food & Staples Retailing		77,533,722			77,533,722			—		—
Food, Beverage & Tobacco		157,524,692			157,524,692			—		—
Health Care Equipment & Services		158,368,319			158,368,319			—		—
Household & Personal Products		85,425,327			85,425,327			—		—
Insurance		97,656,451			97,656,451			—		—
Materials		84,778,422			84,778,422			—		—
Media		48,210,142			48,210,142			—		—
Pharmaceuticals, Biotechnology & Life Sciences		157,438,217			157,438,217			—		—
Retailing		140,465,943			140,465,943			—		—
Semiconductors & Semiconductor Equipment		47,973,066			47,973,066			—		—
Software & Services		338,921,621			338,921,621			—		—
Technology Hardware & Equipment		71,679,846			71,679,846			—		—
Transportation		28,914,981			28,914,981			—		—
Utilities		118,442,447			118,442,447			—		—
Short-Term Investments		88,699,359			88,699,359			—		—
Total	$	2,338,092,909		$	2,338,092,909		$	—	$	—
Liabilities
Futures Contracts(2)	$	(848,149	)	$	(848,149	)	$	—	$	—
Total	$	(848,149	)	$	(848,149	)	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

65

The Hartford Dividend and Growth Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.3%
		Automobiles & Components - 1.1%
	7,287,990	Ford Motor Co.	$	85,561,003
		Banks - 10.9%
	9,696,645	Bank of America Corp.		159,994,642
	1,049,240	Bank of Nova Scotia		56,407,142
	3,050,510	JP Morgan Chase & Co.		211,278,323
	1,501,321	PNC Financial Services Group, Inc.		143,526,288
	747,425	US Bancorp		33,454,743
	4,700,280	Wells Fargo & Co.		216,259,883
				820,921,021
		Capital Goods - 4.6%
	434,220	Boeing Co.		61,845,955
	711,545	Caterpillar, Inc.		59,385,546
	1,125,160	Eaton Corp. plc		71,751,453
	843,222	Honeywell International, Inc.		92,484,589
	250,180	Lockheed Martin Corp.		61,639,348
				347,106,891
		Commercial & Professional Services - 0.7%
	1,112,470	Nielsen Holdings plc		50,083,399
		Consumer Services - 0.8%
	2,556,559	Hilton Worldwide Holdings, Inc.		57,778,233
		Diversified Financials - 4.7%
	301,260	BlackRock, Inc.		102,801,962
	221,270	Goldman Sachs Group, Inc.		39,439,165
	176,310	Intercontinental Exchange, Inc.		47,672,461
	1,363,679	Invesco Ltd.		38,305,743
	893,630	Northern Trust Corp.		64,716,685
	2,132,920	Synchrony Financial		60,980,183
				353,916,199
		Energy - 10.0%
	961,820	Anadarko Petroleum Corp.		57,170,581
	1,819,350	Chevron Corp.		190,576,912
	525,943	EOG Resources, Inc.		47,555,766
	1,516,746	Exxon Mobil Corp.		126,375,277
	714,260	Halliburton Co.		32,855,960
	2,011,290	Hess Corp.		96,481,581
	866,158	Marathon Petroleum Corp.		37,755,827
	852,503	Royal Dutch Shell plc Class B		21,988,186
	2,067,580	Suncor Energy, Inc.		62,068,752
	1,695,119	Total S.A. ADR		80,924,981
				753,753,823
		Food & Staples Retailing - 2.2%
	358,780	Costco Wholesale Corp.		53,052,799
	757,150	CVS Health Corp.		63,676,315
	564,687	Walgreens Boots Alliance, Inc.		46,716,555
				163,445,669
		Food, Beverage & Tobacco - 3.9%
	1,254,260	Coca-Cola Co.		53,180,624
	1,745,140	Mondelez International, Inc. Class A		78,426,591
	791,330	PepsiCo, Inc.		84,830,576
	839,995	Philip Morris International, Inc.		81,009,118
				297,446,909
		Health Care Equipment & Services - 4.3%
	1,098,090	Cardinal Health, Inc.		75,427,802
	208,430	McKesson Corp.		26,506,043

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.3% - (continued)
		Health Care Equipment & Services - 4.3% - (continued)
	1,577,560	Medtronic plc	$	129,391,471
	663,526	UnitedHealth Group, Inc.		93,776,130
				325,101,446
		Household & Personal Products - 0.5%
	521,690	Colgate-Palmolive Co.		37,227,798
		Insurance - 7.6%
	1,424,333	Chubb Ltd.		180,890,291
	1,388,510	Marsh & McLennan Cos., Inc.		88,017,649
	1,131,735	MetLife, Inc.		53,146,275
	1,933,325	Principal Financial Group, Inc.		105,559,545
	1,677,130	Prudential Financial, Inc.		142,203,853
				569,817,613
		Materials - 3.7%
	320,080	Ball Corp.		24,668,566
	836,530	BHP Billiton plc ADR		25,296,667
	1,320,970	Celanese Corp. Series A		96,325,132
	1,247,990	Dow Chemical Co.		67,154,342
	1,508,420	International Paper Co.		67,924,153
				281,368,860
		Media - 3.1%
	3,219,182	Comcast Corp. Class A		199,009,831
	1,233,346	Twenty-First Century Fox, Inc. Class A		32,400,000
				231,409,831
		Pharmaceuticals, Biotechnology & Life Sciences - 10.3%
	4,015,730	AstraZeneca plc ADR		113,725,474
	2,542,890	Bristol-Myers Squibb Co.		129,458,530
	1,127,453	Eli Lilly & Co.		83,251,129
	1,186,197	Johnson & Johnson		137,586,990
	3,804,908	Merck & Co., Inc.		223,424,198
	2,797,783	Pfizer, Inc.		88,717,699
				776,164,020
		Real Estate - 0.3%
	176,090	American Tower Corp. REIT		20,635,987
		Retailing - 1.8%
	417,900	Expedia, Inc.		54,005,217
	418,720	L Brands, Inc.		30,227,397
	818,070	Lowe’s Cos., Inc.		54,524,365
				138,756,979
		Semiconductors & Semiconductor Equipment - 3.0%
	5,319,560	Intel Corp.		185,493,057
	550,570	Texas Instruments, Inc.		39,007,885
				224,500,942
		Software & Services - 7.4%
	830,445	Accenture plc Class A		96,530,927
	240,077	Alphabet, Inc. Class A*		194,438,362
	4,431,732	Microsoft Corp.		265,549,382
				556,518,671
		Technology Hardware & Equipment - 4.4%
	1,106,985	Apple, Inc.		125,687,077
	285,430	Avnet, Inc.		11,973,789
	3,852,965	Cisco Systems, Inc.		118,208,966
	997,040	Motorola Solutions, Inc.		72,365,163
				328,234,995

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

66

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.3% - (continued)
		Telecommunication Services - 2.1%
	3,281,690	Verizon Communications, Inc.	$	157,849,289
		Transportation - 4.9%
	426,076	Canadian National Railway Co.		26,787,398
	2,969,321	CSX Corp.		90,593,984
	1,379,160	Delta Air Lines, Inc.		57,607,513
	342,070	FedEx Corp.		59,629,642
	1,234,213	United Parcel Service, Inc. Class B		132,998,793
				367,617,330
		Utilities - 5.0%
	1,291,415	Dominion Resources, Inc.		97,114,408
	1,182,950	Edison International		86,923,166
	1,862,175	Exelon Corp.		63,444,302
	988,545	NextEra Energy, Inc.		126,533,760
				374,015,636
		Total Common Stocks (cost $5,604,108,505)	$	7,319,232,544
		Total Long-Term Investments (cost $5,604,108,505)	$	7,319,232,544
SHORT-TERM INVESTMENTS - 2.5%
		Other Investment Pools & Funds - 2.5%
	191,867,469	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	191,867,469
		Total Short-Term Investments (cost $191,867,469)	$	191,867,469

Total Investments (cost $5,795,975,974)^	99.8	%	$	7,511,100,013
Other Assets and Liabilities	0.2	%		11,460,608
Total Net Assets	100.0	%	$	7,522,560,621

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

67

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $5,804,502,196 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	1,800,899,442
Unrealized Depreciation		(94,301,625	)
Net Unrealized Appreciation	$	1,706,597,817

* Non-income producing.

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

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

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

68

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	85,561,003	$	85,561,003	$	—	$	—
Banks		820,921,021		820,921,021		—		—
Capital Goods		347,106,891		347,106,891		—		—
Commercial & Professional Services		50,083,399		50,083,399		—		—
Consumer Services		57,778,233		57,778,233		—		—
Diversified Financials		353,916,199		353,916,199		—		—
Energy		753,753,823		731,765,637		21,988,186		—
Food & Staples Retailing		163,445,669		163,445,669		—		—
Food, Beverage & Tobacco		297,446,909		297,446,909		—		—
Health Care Equipment & Services		325,101,446		325,101,446		—		—
Household & Personal Products		37,227,798		37,227,798		—		—
Insurance		569,817,613		569,817,613		—		—
Materials		281,368,860		281,368,860		—		—
Media		231,409,831		231,409,831		—		—
Pharmaceuticals, Biotechnology & Life Sciences		776,164,020		776,164,020		—		—
Real Estate		20,635,987		20,635,987		—		—
Retailing		138,756,979		138,756,979		—		—
Semiconductors & Semiconductor Equipment		224,500,942		224,500,942		—		—
Software & Services		556,518,671		556,518,671		—		—
Technology Hardware & Equipment		328,234,995		328,234,995		—		—
Telecommunication Services		157,849,289		157,849,289		—		—
Transportation		367,617,330		367,617,330		—		—
Utilities		374,015,636		374,015,636		—		—
Short-Term Investments		191,867,469		191,867,469		—		—
Total	$	7,511,100,013	$	7,489,111,827	$	21,988,186	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

69

The Hartford Equity Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0%
		Banks - 12.6%
	956,030	BB&T Corp.	$	37,476,376
	1,774,920	JP Morgan Chase & Co.		122,930,959
	478,805	M&T Bank Corp.		58,763,738
	935,795	PNC Financial Services Group, Inc.		89,462,002
	913,740	US Bancorp		40,899,002
	2,543,150	Wells Fargo & Co.		117,010,332
				466,542,409
		Capital Goods - 10.2%
	296,845	3M Co.		49,068,479
	311,590	Caterpillar, Inc.		26,005,301
	1,089,985	Eaton Corp. plc		69,508,343
	2,877,720	General Electric Co.		83,741,652
	459,550	Honeywell International, Inc.		50,403,444
	358,500	Raytheon Co.		48,974,685
	475,230	United Technologies Corp.		48,568,506
				376,270,410
		Consumer Durables & Apparel - 1.1%
	735,400	VF Corp.		39,866,034
		Consumer Services - 0.9%
	290,400	McDonald’s Corp.		32,690,328
		Diversified Financials - 3.4%
	155,835	BlackRock, Inc.		53,177,135
	1,407,620	Invesco Ltd.		39,540,046
	873,715	Thomson Reuters Corp.		34,433,108
				127,150,289
		Energy - 13.2%
	1,747,600	Canadian Natural Resources Ltd.		55,416,396
	939,450	Chevron Corp.		98,407,388
	819,720	Enbridge, Inc.		35,387,312
	956,180	Exxon Mobil Corp.		79,668,918
	756,655	Occidental Petroleum Corp.		55,167,716
	537,080	Phillips 66		43,584,042
	2,645,390	Suncor Energy, Inc.		79,414,608
	948,320	TransCanada Corp.		42,929,986
				489,976,366
		Food & Staples Retailing - 0.6%
	314,300	Wal-Mart Stores, Inc.		22,007,286
		Food, Beverage & Tobacco - 7.5%
	883,997	British American Tobacco plc		50,664,462
	252,340	Diageo plc ADR		27,134,120
	567,005	Kraft Heinz Co.		50,435,095
	435,100	PepsiCo, Inc.		46,642,720
	1,073,955	Philip Morris International, Inc.		103,572,220
				278,448,617
		Household & Personal Products - 0.6%
	246,765	Procter & Gamble Co.		21,419,202
		Insurance - 7.6%
	636,900	Chubb Ltd.		80,886,300
	1,537,850	Marsh & McLennan Cos., Inc.		97,484,312
	1,116,320	MetLife, Inc.		52,422,387
	915,700	Principal Financial Group, Inc.		49,997,220
				280,790,219
		Materials - 2.1%
	872,370	Dow Chemical Co.		46,942,229
	130,395	Nucor Corp.		6,369,796
	309,130	Packaging Corp. of America		25,503,225
				78,815,250

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 12.4%
	149,600	Amgen, Inc.	$	21,117,536
	1,042,240	AstraZeneca plc ADR		29,516,237
	669,110	Bristol-Myers Squibb Co.		34,064,390
	990,850	Johnson & Johnson		114,928,691
	1,493,805	Merck & Co., Inc.		87,716,230
	661,104	Novartis AG		46,916,952
	2,714,246	Pfizer, Inc.		86,068,741
	163,059	Roche Holding AG		37,451,643
				457,780,420
		Retailing - 2.0%
	600,620	Home Depot, Inc.		73,281,646
		Semiconductors & Semiconductor Equipment - 4.8%
	838,790	Analog Devices, Inc.		53,766,439
	2,375,340	Intel Corp.		82,828,106
	851,636	Maxim Integrated Products, Inc.		33,750,335
	107,000	QUALCOMM, Inc.		7,353,040
				177,697,920
		Software & Services - 4.0%
	2,468,575	Microsoft Corp.		147,917,014
		Technology Hardware & Equipment - 2.8%
	3,371,250	Cisco Systems, Inc.		103,429,950
		Telecommunication Services - 3.0%
	1,059,440	BCE, Inc.		48,134,104
	1,321,474	Verizon Communications, Inc.		63,562,899
				111,697,003
		Transportation - 2.1%
	696,910	Union Pacific Corp.		61,453,524
	166,960	United Parcel Service, Inc. Class B		17,991,609
				79,445,133
		Utilities - 7.1%
	716,410	Dominion Resources, Inc.		53,874,032
	209,930	Duke Energy Corp.		16,798,599
	809,340	Eversource Energy		44,562,260
	323,140	NextEra Energy, Inc.		41,361,920
	355,500	Sempra Energy		38,074,050
	674,090	UGI Corp.		31,203,626
	873,740	Xcel Energy, Inc.		36,303,897
				262,178,384
		Total Common Stocks (cost $3,022,312,039)	$	3,627,403,880
		Total Long-Term Investments (cost $3,022,312,039)	$	3,627,403,880
SHORT-TERM INVESTMENTS - 1.9%
		Other Investment Pools & Funds - 1.9%
	69,297,047	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	69,297,047
		Total Short-Term Investments (cost $69,297,047)	$	69,297,047

Total Investments (cost $3,091,609,086)^	99.9	%	$	3,696,700,927
Other Assets and Liabilities	0.1	%		3,362,263
Total Net Assets	100.0	%	$	3,700,063,190

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

70

The Hartford Equity Income Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $3,095,500,354 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	659,540,719
Unrealized Depreciation		(58,340,146	)
Net Unrealized Appreciation	$	601,200,573

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

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

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

71

The Hartford Equity Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Banks	$	466,542,409	$	466,542,409	$	—	$	—
Capital Goods		376,270,410		376,270,410		—		—
Consumer Durables & Apparel		39,866,034		39,866,034		—		—
Consumer Services		32,690,328		32,690,328		—		—
Diversified Financials		127,150,289		127,150,289		—		—
Energy		489,976,366		489,976,366		—		—
Food & Staples Retailing		22,007,286		22,007,286		—		—
Food, Beverage & Tobacco		278,448,617		227,784,155		50,664,462		—
Household & Personal Products		21,419,202		21,419,202		—		—
Insurance		280,790,219		280,790,219		—		—
Materials		78,815,250		78,815,250		—		—
Pharmaceuticals, Biotechnology & Life Sciences		457,780,420		373,411,825		84,368,595		—
Retailing		73,281,646		73,281,646		—		—
Semiconductors & Semiconductor Equipment		177,697,920		177,697,920		—		—
Software & Services		147,917,014		147,917,014		—		—
Technology Hardware & Equipment		103,429,950		103,429,950		—		—
Telecommunication Services		111,697,003		111,697,003		—		—
Transportation		79,445,133		79,445,133		—		—
Utilities		262,178,384		262,178,384		—		—
Short-Term Investments		69,297,047		69,297,047		—		—
Total	$	3,696,700,927	$	3,561,667,870	$	135,033,057	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

72

The Hartford Growth Opportunities Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 89.9%
		Capital Goods - 5.0%
	746,367	AerCap Holdings N.V.*	$	30,683,147
	1,606,714	Fastenal Co.		62,629,712
	998,255	Fortune Brands Home & Security, Inc.		54,534,671
	594,537	Middleby Corp.*		66,653,543
				214,501,073
		Commercial & Professional Services - 3.3%
	2,097,946	IHS Markit Ltd.*		77,183,434
	63,425	Klarna Holding AB(1)(2)(3)		6,761,476
	1,852,572	TransUnion*		57,874,349
				141,819,259
		Consumer Durables & Apparel - 1.6%
	218,112	Pandora A/S		28,366,664
	8,607,560	Samsonite International S.A.		27,062,691
	453,031	Under Armour, Inc. Class C*		11,715,382
				67,144,737
		Consumer Services - 2.2%
	119,582	Chipotle Mexican Grill, Inc.*		43,140,402
	1,288,600	Kroton Educacional S.A.		6,418,778
	225,431	Panera Bread Co. Class A*		43,003,218
				92,562,398
		Diversified Financials - 3.1%
	1,928,514	Double Eagle Acquisition Corp.*		19,998,690
	239,693	Intercontinental Exchange, Inc.		64,810,590
	385,941	S&P Global, Inc.		47,026,911
				131,836,191
		Energy - 5.8%
	732,514	Anadarko Petroleum Corp.		43,540,632
	1,088,693	Baker Hughes, Inc.		60,313,592
	273,957	Diamondback Energy, Inc.*		25,009,535
	572,431	Energen Corp.		28,695,966
	924,036	Newfield Exploration Co.*		37,506,621
	201,511	Pioneer Natural Resources Co.		36,074,499
	861,000	Seven Generations Energy Ltd. Class A*		18,358,757
				249,499,602
		Food & Staples Retailing - 1.5%
	429,778	Costco Wholesale Corp.		63,551,273
		Food, Beverage & Tobacco - 1.9%
	365,857	Monster Beverage Corp.*		52,807,799
	2,169,917	Nomad Foods Ltd.*		26,668,280
				79,476,079
		Health Care Equipment & Services - 9.8%
	822,082	Align Technology, Inc.*		70,633,285
	473,430	athenahealth, Inc.*		48,914,788
	791,939	DexCom, Inc.*		61,961,307
	780,894	Edwards Lifesciences Corp.*		74,356,727
	412,656	HCA Holdings, Inc.*		31,580,564
	1,028,583	Hologic, Inc.*		37,039,274
	489,182	UnitedHealth Group, Inc.		69,136,092
	680,574	Veeva Systems, Inc. Class A*		26,440,300
				420,062,337
		Materials - 1.0%
	5,839,746	Platform Specialty Products Corp.*		42,571,748
		Pharmaceuticals, Biotechnology & Life Sciences - 8.7%
	167,736	Allergan plc*		35,046,760
	709,164	AstraZeneca plc		39,709,696

Shares or Principal Amount			Market Value†
COMMON STOCKS - 89.9% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 8.7% - (continued)
	2,512,652	Bristol-Myers Squibb Co.	$	127,919,113
	686,944	Eisai Co., Ltd.		43,777,360
	845,725	Mylan N.V.*		30,868,963
	1,144,000	Ono Pharmaceutical Co., Ltd.		29,004,594
	182,200	Regeneron Pharmaceuticals, Inc.*		62,862,644
	13,116	Samsung Biologics Co., Ltd.*		1,558,904
				370,748,034
		Real Estate - 3.0%
	676,395	American Tower Corp. REIT		79,266,730
	120,991	Equinix, Inc. REIT		43,227,664
	81,341	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)		4,082,688
				126,577,082
		Retailing - 11.9%
	161,627	Amazon.com, Inc.*		127,656,237
	493,688	Expedia, Inc.		63,799,300
	116,585	Honest Co.*(1)(2)(3)		4,373,103
	123,196	JAND, Inc. Class A*(1)(2)(3)		1,063,182
	1,126,469	Netflix, Inc.*		140,662,184
	64,346	Priceline Group, Inc.*		94,860,804
	418,006	Tory Burch LLC*(1)(2)(3)		20,356,885
	838,434	TripAdvisor, Inc.*		54,062,224
				506,833,919
		Software & Services - 26.1%
	515,553	Alibaba Group Holding Ltd. ADR*		52,426,585
	110,515	Alphabet, Inc. Class C*		86,703,438
	170,760	Baidu, Inc. ADR*		30,200,614
	292,210	CoStar Group, Inc.*		54,678,335
	1,536,083	Facebook, Inc. Class A*		201,211,512
	637,950	Global Payments, Inc.		46,264,134
	786,896	GoDaddy, Inc. Class A*		28,163,008
	1,863,329	Mobileye N.V.*		69,278,572
	1,052,134	PayPal Holdings, Inc.*		43,831,902
	665,197	Salesforce.com, Inc.*		49,996,207
	861,182	ServiceNow, Inc.*		75,706,510
	2,321,029	SS&C Technologies Holdings, Inc.		74,110,456
	1,597,300	Tencent Holdings Ltd.		42,332,157
	35,300	Trade Desk, Inc. Class A*		888,854
	17,556	Ultimate Software Group, Inc.*		3,704,140
	1,211,941	Visa, Inc. Class A		99,997,252
	1,074,625	Workday, Inc. Class A*		93,148,495
	152,661	Zillow Group, Inc. Class A*		5,042,393
	1,665,657	Zillow Group, Inc. Class C*		55,566,317
				1,113,250,881
		Technology Hardware & Equipment - 5.0%
	1,501,065	Apple, Inc.		170,430,920
	514,003	Arista Networks, Inc.*		43,561,754
				213,992,674
		Total Common Stocks (cost $3,577,224,012)	$	3,834,427,287

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

73

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
CORPORATE BONDS - 0.1%
		Internet - 0.1%
$	2,665,674	DraftKings, Inc. 5.00%, 12/23/2016(1)(2)(3)	$	2,665,674
		Total Corporate Bonds (cost $2,665,674)	$	2,665,674
PREFERRED STOCKS - 8.2%
		Capital Goods - 0.5%
	4,106,956	Lithium Technology Corp.*(1)(2)(3)		21,766,867
		Commercial & Professional Services - 0.2%
	470,535	Rubicon Global Holdings LLC*(1)(2)(3)		9,391,879
		Consumer Durables & Apparel - 0.0%
	923,832	One Kings Lane, Inc.*(1)(2)(3)		960,785
		Consumer Services - 0.1%
	2,428,921	DraftKings, Inc.*(1)(2)(3)		4,663,528
		Real Estate - 1.1%
	2,437,006	Redfin Corp. Series G*(1)(2)(3)		9,455,583
	404,267	WeWork Companies, Inc. Class D-1*(1)(2)(3)		20,291,071
	317,638	WeWork Companies, Inc. Class D-2*(1)(2)(3)		15,942,966
				45,689,620
		Retailing - 0.5%
	443,446	Forward Ventures, Inc.*(1)(2)(3)		19,431,804
	275,096	JAND, Inc. Series D*(1)(2)(3)		2,374,078
				21,805,882
		Software & Services - 5.6%
	1,526,069	Birst, Inc. Series F*(1)(2)(3)		8,118,687
	387,642	Cloudera, Inc.*(1)(2)(3)		6,772,106
	5,668,755	Essence Group Holdings Corp.*(1)(2)(3)		10,997,385
	879,475	ForeScout Technologies, Inc.*(1)(2)(3)		10,694,416
	169,309	General Assembly Space, Inc.*(1)(2)(3)		8,299,680
	743,470	Lookout, Inc. Series F*(1)(2)(3)		5,895,717
	1,078,374	MarkLogic Corp. Series F*(1)(2)(3)		11,096,468
	610,175	Nutanix, Inc.*(1)(2)		13,711,818
	1,410,890	Pinterest, Inc. Series G*(1)(2)(3)		8,578,211
	585,996	Trade Desk, Inc. Series C*(1)(2)		13,607,747
	2,311,920	Uber Technologies, Inc.*(1)(2)(3)		112,757,489
	566,228	Veracode, Inc.*(1)(2)(3)		13,544,174
	3,194,823	Zuora, Inc. Series F*(1)(2)(3)		12,970,981
				237,044,879
		Telecommunication Services - 0.2%
	19,187	DocuSign, Inc. Series B*(1)(2)(3)		372,420
	5,747	DocuSign, Inc. Series B-1*(1)(2)(3)		111,549
	13,788	DocuSign, Inc. Series D*(1)(2)(3)		267,625
	298,549	DocuSign, Inc. Series E*(1)(2)(3)		5,794,836
				6,546,430
		Total Preferred Stocks (cost $238,687,103)	$	347,869,870

Shares or Principal Amount			Market Value†
CONVERTIBLE PREFERRED STOCKS - 0.2%
		Retailing - 0.2%
	272,032	Honest Co. Series C*(1)(2)(3)	$	10,203,920
		Total Convertible Preferred Stocks (cost $7,360,451)	$	10,203,920
		Total Long-Term Investments (cost $3,825,937,240)	$	4,195,166,751
SHORT-TERM INVESTMENTS - 0.0%
		Other Investment Pools & Funds - 0.0%
	1,296,661	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	1,296,661
		Total Short-Term Investments (cost $1,296,661)	$	1,296,661

Total Investments (cost $3,827,233,901)^	98.4	%	$	4,196,463,412
Other Assets and Liabilities	1.6	%		68,374,949
Total Net Assets	100.0	%	$	4,264,838,361

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

74

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $3,878,805,376 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	481,948,390
Unrealized Depreciation		(164,290,354	)
Net Unrealized Appreciation	$	317,658,036

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $397,376,798, which represents 9.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost Basis
	03/2015		1,526,069	Birst, Inc. Series F Preferred	$	8,913,616
	02/2014		387,642	Cloudera, Inc. Preferred		5,644,068
	02/2014		19,187	DocuSign, Inc. Series B Preferred		251,971
	02/2014		5,747	DocuSign, Inc. Series B-1 Preferred		75,472
	02/2014		13,788	DocuSign, Inc. Series D Preferred		181,070
	02/2014		298,549	DocuSign, Inc. Series E Preferred		3,920,665
	12/2015		2,665,674	DraftKings, Inc.		2,665,674
	02/2014		2,428,921	DraftKings, Inc. Preferred		4,375,172
	05/2014		5,668,755	Essence Group Holdings Corp. Preferred		8,964,002
	11/2015		879,475	ForeScout Technologies, Inc. Preferred		10,436,730
	11/2014		443,446	Forward Ventures, Inc. Preferred		13,805,011
	07/2015		169,309	General Assembly Space, Inc. Preferred		8,299,680
	08/2014		116,585	Honest Co.		3,154,475
	08/2014		272,032	Honest Co. Series C Convertible Preferred		7,360,451
	04/2015		123,196	JAND, Inc. Class A		1,414,943
	04/2015		275,096	JAND, Inc. Series D Preferred		3,159,560
	08/2015		63,425	Klarna Holding AB		6,956,488
	08/2015		4,106,956	Lithium Technology Corp. Preferred		20,017,303
	03/2016		743,470	Lookout, Inc. Series F Preferred		8,492,732
	04/2015		1,078,374	MarkLogic Corp. Series F Preferred		12,524,451
	08/2014		610,175	Nutanix, Inc. Preferred		8,174,209
	01/2014		923,832	One Kings Lane, Inc. Preferred		14,242,718
	03/2015		1,410,890	Pinterest, Inc. Series G Preferred		10,128,909
	12/2014		2,437,006	Redfin Corp. Series G Preferred		8,036,515
	09/2015		470,535	Rubicon Global Holdings LLC Preferred		9,392,114
	11/2013		418,006	Tory Burch LLC		32,761,838
	02/2016		585,996	Trade Desk, Inc. Series C Preferred		9,171,648
	06/2014		2,311,920	Uber Technologies, Inc. Preferred		35,864,931
	08/2014		566,228	Veracode, Inc. Preferred		10,455,910
	12/2014		81,341	WeWork Companies, Inc. Class A, REIT		1,354,422
	12/2014		404,267	WeWork Companies, Inc. Class D-1 Preferred		6,731,514
	12/2014		317,638	WeWork Companies, Inc. Class D-2 Preferred		5,289,041
	01/2015		3,194,823	Zuora, Inc. Series F Preferred		12,138,091
					$	294,355,394

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

75

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

At October 31, 2016, the aggregate value of these securities was $397,376,798, which represents 9.3% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $370,057,233, which represents 8.7% of total net assets.

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

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

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

76

The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Capital Goods	$	214,501,073	$	214,501,073	$	—	$	—
Commercial & Professional Services		141,819,259		135,057,783		—		6,761,476
Consumer Durables & Apparel		67,144,737		11,715,382		55,429,355		—
Consumer Services		92,562,398		92,562,398		—		—
Diversified Financials		131,836,191		131,836,191		—		—
Energy		249,499,602		249,499,602		—		—
Food & Staples Retailing		63,551,273		63,551,273		—		—
Food, Beverage & Tobacco		79,476,079		79,476,079		—		—
Health Care Equipment & Services		420,062,337		420,062,337		—		—
Materials		42,571,748		42,571,748		—		—
Pharmaceuticals, Biotechnology & Life Sciences		370,748,034		258,256,384		112,491,650		—
Real Estate		126,577,082		122,494,394		—		4,082,688
Retailing		506,833,919		481,040,749		—		25,793,170
Software & Services		1,113,250,881		1,070,918,724		42,332,157		—
Technology Hardware & Equipment		213,992,674		213,992,674		—		—
Corporate Bonds		2,665,674		—		—		2,665,674
Preferred Stocks		347,869,870		—		—		347,869,870
Convertible Preferred Stocks		10,203,920		—		—		10,203,920
Short-Term Investments		1,296,661		1,296,661		—		—
Total	$	4,196,463,412	$	3,588,833,452	$	210,253,162	$	397,376,798

⁽¹⁾  For the year ended October 31, 2016, investments valued at $105,710,062 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and there were no transfers from Level 2 to Level 1.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Convertible Preferred Stocks			Preferred Stocks			Corporate Bonds		Total
Beginning balance	$	37,421,566		$	11,202,142		$	313,399,315		$	—	$	362,023,023
Conversions*		10,830,619			—			(10,830,619	)		—		—
Purchases		—			—			19,608,378			2,665,674		22,274,052
Sales		—			—			(1,985,715	)		—		(1,985,715	)
Accrued discounts/(premiums)		—			—			—			—		—
Total realized gain/(loss)		—			—			(195,926	)		—		(195,926	)
Net change in unrealized appreciation/depreciation		(1,076,151	)		(998,222	)		27,874,437			—		25,800,064
Transfers into Level 3(1)		—			—			—			—		—
Transfers out of Level 3(1)		(10,538,700	)		—			—			—		(10,538,700	)
Ending balance	$	36,637,334		$	10,203,920		$	347,869,870		$	2,665,674	$	397,376,798

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $25,829,571.

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

⁽¹⁾  For the year ended October 31, 2016, investments valued at $10,538,700 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

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

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

77

The Hartford Healthcare Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.9%
		Biotechnology - 21.8%
	714,830	Aduro Biotech, Inc.*	$	7,684,423
	182,587	Alder Biopharmaceuticals, Inc.*		4,427,735
	622,831	Alkermes plc*		31,396,911
	181,620	Alnylam Pharmaceuticals, Inc.*		6,465,672
	172,970	Amgen, Inc.		24,416,445
	1,803,073	Arena Pharmaceuticals, Inc.*		2,668,548
	1,275,360	ARIAD Pharmaceuticals, Inc.*		11,121,139
	194,320	Bluebird Bio, Inc.*		9,278,780
	459,970	Celgene Corp.*		46,999,735
	983,400	Cytokinetics, Inc.*		9,538,980
	159,707	Galapagos N.V.*		9,717,324
	425,068	GlycoMimetics, Inc.*		2,563,160
	303,888	Incyte Corp.*		26,429,139
	142,668	Innate Pharma S.A.*		1,675,183
	445,333	Ironwood Pharmaceuticals, Inc.*		5,686,902
	452,995	Karyopharm Therapeutics, Inc.*		3,279,684
	403,790	Loxo Oncology, Inc.*		8,423,059
	714,370	Portola Pharmaceuticals, Inc.*		12,987,247
	187,270	PTC Therapeutics, Inc.*		1,162,947
	83,812	Regeneron Pharmaceuticals, Inc.*		28,916,816
	1,623,880	Rigel Pharmaceuticals, Inc.*		4,222,088
	654,889	Syndax Pharmaceuticals, Inc.*		7,734,239
	181,510	T2 Biosystems, Inc.*		1,147,143
	131,923	TESARO, Inc.*		15,946,852
	803,772	Trevena, Inc.*		3,922,407
	212,740	Ultragenyx Pharmaceutical, Inc.*		12,549,533
				300,362,091
		Drug Retail - 0.4%
	73,453	Walgreens Boots Alliance, Inc.		6,076,767
		Health Care Distributors - 3.0%
	265,140	Cardinal Health, Inc.		18,212,467
	184,330	McKesson Corp.		23,441,246
				41,653,713
		Health Care Equipment - 24.6%
	1,066,980	Abbott Laboratories		41,868,295
	508,740	AtriCure, Inc.*		9,279,418
	423,970	Baxter International, Inc.		20,176,732
	162,001	Becton Dickinson and Co.		27,201,588
	1,956,170	Boston Scientific Corp.*		43,035,740
	727,800	ConforMIS, Inc.*		5,553,114
	233,630	EndoChoice Holdings, Inc.*		1,857,358
	795,575	Globus Medical, Inc. Class A*		17,606,075
	117,720	Invuity, Inc.*		1,194,858
	715,480	K2M Group Holdings, Inc.*		12,213,244
	908,748	Medtronic plc		74,535,511
	388,402	St. Jude Medical, Inc.		30,233,212
	288,920	Stryker Corp.		33,326,922
	83,812	Teleflex, Inc.		11,996,011
	93,473	Zimmer Biomet Holdings, Inc.		9,852,054
				339,930,132
		Health Care Facilities - 3.7%
	152,096	Acadia Healthcare Co., Inc.*		5,469,372
	419,430	Community Health Systems, Inc.*		2,214,591
	798,500	ConvaTec Group plc*(1)		2,443,411
	849,560	Georgia Healthcare Group plc*(1)		3,673,076
	300,640	HCA Holdings, Inc.*		23,007,979

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.9% - (continued)
		Health Care Facilities - 3.7% - (continued)
	109,980	LifePoint Health, Inc.*	$	6,582,303
	58,900	Universal Health Services, Inc. Class B		7,109,819
				50,500,551
		Health Care Services - 2.0%
	445,387	Envision Healthcare Holdings, Inc.*		8,809,755
	276,290	Team Health Holdings, Inc.*		11,839,026
	446,654	Teladoc, Inc.*		7,258,128
				27,906,909
		Health Care Supplies - 1.0%
	142,866	DENTSPLY SIRONA, Inc.		8,224,796
	575,220	Endologix, Inc.*		6,016,801
				14,241,597
		Health Care Technology - 2.6%
	304,184	Allscripts Healthcare Solutions, Inc.*		3,653,250
	114,020	athenahealth, Inc.*		11,780,546
	339,083	Cerner Corp.*		19,863,482
				35,297,278
		Internet Software & Services - 0.4%
	538,510	Everyday Health, Inc.*		5,654,355
		Life Sciences Tools & Services - 4.9%
	106,570	ICON plc*		8,555,440
	95,040	Illumina, Inc.*		12,938,745
	32,506	Medpace Holdings, Inc.*		943,324
	315,850	Patheon N.V.*		8,019,431
	4,331	Samsung Biologics Co., Ltd.*		514,762
	247,330	Thermo Fisher Scientific, Inc.		36,364,930
				67,336,632
		Managed Health Care - 9.1%
	149,210	Aetna, Inc.		16,017,694
	123,218	Cigna Corp.		14,641,995
	568,630	UnitedHealth Group, Inc.		80,364,478
	127,530	WellCare Health Plans, Inc.*		14,475,930
				125,500,097
		Pharmaceuticals - 25.4%
	327,708	Allergan plc*		68,471,310
	1,258,650	AstraZeneca plc ADR		35,644,968
	1,244,240	Bristol-Myers Squibb Co.		63,344,258
	167,850	Chugai Pharmaceutical Co., Ltd.		5,719,976
	269,730	Eisai Co., Ltd.		17,189,272
	577,160	Eli Lilly & Co.		42,617,494
	89,840	Hikma Pharmaceuticals plc		1,926,917
	238,640	Intersect ENT, Inc.*		3,484,144
	77,630	Johnson & Johnson		9,004,304
	413,857	Medicines Co.*		13,636,588
	764,695	MediWound Ltd.*		4,894,048
	675,360	Mylan N.V.*		24,650,640
	492,260	MyoKardia, Inc.*		6,620,897
	645,338	Nabriva Therapeutics AG ADR*		3,633,253
	514,350	Ono Pharmaceutical Co., Ltd.		13,040,658
	335,408	Revance Therapeutics, Inc.*		4,477,697
	210,240	Shionogi & Co., Ltd.		10,353,895
	4,625,600	Sino Biopharmaceutical Ltd.		3,233,085
	100,730	Takeda Pharmaceutical Co., Ltd.		4,505,143

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

78

The Hartford Healthcare Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.9% - (continued)
		Pharmaceuticals - 25.4% - (continued)
	201,803	UCB S.A.	$	13,656,330
				350,104,877
		Total Common Stocks (cost $1,372,773,432)	$	1,364,564,999
		Total Long-Term Investments (cost $1,372,773,432)	$	1,364,564,999
SHORT-TERM INVESTMENTS - 2.0%
		Other Investment Pools & Funds - 2.0%
	27,706,572	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	27,706,572
		Total Short-Term Investments (cost $27,706,572)	$	27,706,572

Total Investments (cost $1,400,480,004)^	100.9	%	$	1,392,271,571
Other Assets and Liabilities	(0.9	)%		(11,972,633	)
Total Net Assets	100.0	%	$	1,380,298,938

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

79

The Hartford Healthcare Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $1,424,427,544 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	130,451,069
Unrealized Depreciation		(162,607,042	)
Net Unrealized Depreciation	$	(32,155,973	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $6,116,487, which represents 0.4% of total net assets.

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

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

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

80

The Hartford Healthcare Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Biotechnology	$	300,362,091	$	288,969,584	$	11,392,507	$	—
Drug Retail		6,076,767		6,076,767		—		—
Health Care Distributors		41,653,713		41,653,713		—		—
Health Care Equipment		339,930,132		339,930,132		—		—
Health Care Facilities		50,500,551		46,827,475		3,673,076		—
Health Care Services		27,906,909		27,906,909		—		—
Health Care Supplies		14,241,597		14,241,597		—		—
Health Care Technology		35,297,278		35,297,278		—		—
Internet Software & Services		5,654,355		5,654,355		—		—
Life Sciences Tools & Services		67,336,632		67,336,632		—		—
Managed Health Care		125,500,097		125,500,097		—		—
Pharmaceuticals		350,104,877		280,479,601		69,625,276		—
Short-Term Investments		27,706,572		27,706,572		—		—
Total	$	1,392,271,571	$	1,307,580,712	$	84,690,859	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

81

The Hartford MidCap Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.8%
		Automobiles & Components - 1.6%
	1,735,651	Harley-Davidson, Inc.	$	98,966,820
		Banks - 4.8%
	355,409	Cullen/Frost Bankers, Inc.		27,007,530
	531,795	East West Bancorp, Inc.		21,011,221
	117,480	First Citizens BancShares, Inc. Class A		34,186,680
	1,105,452	First Republic Bank		82,278,792
	1,120,111	M&T Bank Corp.		137,471,223
				301,955,446
		Capital Goods - 8.6%
	2,390,435	Allison Transmission Holdings, Inc.		70,015,841
	1,213,842	Fastenal Co.		47,315,561
	473,329	Heico Corp. Class A		28,399,740
	1,346,453	IDEX Corp.		116,387,397
	881,539	Lennox International, Inc.		128,607,725
	822,917	MSC Industrial Direct Co., Inc. Class A		59,908,358
	1,674,345	NOW, Inc.*		36,098,878
	1,019,782	PACCAR, Inc.		56,006,428
				542,739,928
		Commercial & Professional Services - 8.4%
	501,734	Cintas Corp.		53,519,966
	234,774	Clean Harbors, Inc.*		11,109,506
	383,110	Dun & Bradstreet Corp.		47,831,283
	779,095	Equifax, Inc.		96,584,407
	2,382,210	Robert Half International, Inc.		89,142,298
	3,260,532	TransUnion*		101,859,020
	1,022,875	TriNet Group, Inc.*		19,199,364
	284,312	UniFirst Corp.		34,828,220
	1,013,496	Waste Connections, Inc.		76,225,034
				530,299,098
		Consumer Durables & Apparel - 2.5%
	832,315	Harman International Industries, Inc.		66,343,829
	61,071	NVR, Inc.*		93,011,133
				159,354,962
		Consumer Services - 1.2%
	599,451	Aramark		22,317,561
	1,148,617	Choice Hotels International, Inc.		55,650,493
				77,968,054
		Diversified Financials - 5.3%
	543,501	Factset Research Systems, Inc.		84,090,475
	706,213	Invesco Ltd.		19,837,523
	461,039	Moody’s Corp.		46,343,640
	866,731	MSCI, Inc.		69,503,159
	894,824	Northern Trust Corp.		64,803,154
	1,128,302	SEI Investments Co.		50,017,628
				334,595,579
		Energy - 8.2%
	469,027	Cimarex Energy Co.		60,565,457
	625,088	Diamondback Energy, Inc.*		57,064,284
	1,485,271	Energen Corp.		74,456,635
	1,347,458	Newfield Exploration Co.*		54,693,320
	966,570	Parsley Energy, Inc. Class A*		31,800,153
	3,000,055	Patterson-UTI Energy, Inc.		67,441,236
	3,941,149	QEP Resources, Inc.		63,334,264
	881,169	SM Energy Co.		29,633,713
	709,078	World Fuel Services Corp.		28,540,390
	4,852,082	WPX Energy, Inc.*		52,693,611
				520,223,063

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.8% - (continued)
		Food & Staples Retailing - 0.7%
	487,729	PriceSmart, Inc.	$	44,358,952
		Health Care Equipment & Services - 4.9%
	1,304,779	DENTSPLY SIRONA, Inc.		75,116,127
	1,398,767	Patterson Cos., Inc.		59,741,339
	926,472	STERIS plc		61,906,859
	285,996	Teleflex, Inc.		40,934,607
	783,092	Varian Medical Systems, Inc.*		71,049,937
				308,748,869
		Insurance - 5.7%
	118,259	Alleghany Corp.*		61,046,478
	150,347	Fairfax Financial Holdings Ltd.		77,000,575
	149,357	Markel Corp.*		131,050,313
	57,459	White Mountains Insurance Group Ltd.		47,674,882
	778,394	WR Berkley Corp.		44,446,297
				361,218,545
		Materials - 3.4%
	1,006,352	Ball Corp.		77,559,549
	857,226	Packaging Corp. of America		70,721,145
	136,490	Sherwin-Williams Co.		33,420,941
	732,149	Silgan Holdings, Inc.		37,302,992
				219,004,627
		Pharmaceuticals, Biotechnology & Life Sciences - 7.8%
	775,780	Agios Pharmaceuticals, Inc.*		37,113,315
	1,608,276	Alkermes plc*		81,073,193
	560,934	Alnylam Pharmaceuticals, Inc.*		19,969,250
	3,478,882	ARIAD Pharmaceuticals, Inc.*		30,335,851
	242,990	Bluebird Bio, Inc.*		11,602,773
	1,159,990	Ionis Pharmaceuticals, Inc.*		30,136,540
	3,202,164	Ironwood Pharmaceuticals, Inc.*		40,891,634
	234,920	Mettler-Toledo International, Inc.*		94,926,474
	748,863	Puma Biotechnology, Inc.*		28,681,453
	287,095	TESARO, Inc.*		34,704,044
	504,255	Ultragenyx Pharmaceutical, Inc.*		29,746,002
	405,626	Waters Corp.*		56,438,802
				495,619,331
		Retailing - 5.1%
	856,983	Advance Auto Parts, Inc.		120,046,179
	1,802,325	CarMax, Inc.*		90,008,110
	520,682	Tiffany & Co.		38,228,472
	1,220,654	TripAdvisor, Inc.*		78,707,770
				326,990,531
		Semiconductors & Semiconductor Equipment - 0.6%
	701,518	MKS Instruments, Inc.		35,391,583
		Software & Services - 16.5%
	1,585,237	Akamai Technologies, Inc.*		110,126,414
	99,318	Blackbaud, Inc.		6,098,125
	2,670,487	Cadence Design Systems, Inc.*		68,311,057
	5,726,297	Genpact Ltd.*		131,647,568
	1,593,644	Global Payments, Inc.		115,571,063
	1,431,910	Guidewire Software, Inc.*		82,263,229
	716,705	ServiceNow, Inc.*		63,005,537
	1,237,700	Total System Services, Inc.		61,736,476
	1,929,830	Vantiv, Inc. Class A*		112,624,879
	1,209,847	VeriSign, Inc.*		101,651,345
	983,432	WEX, Inc.*		107,292,431
	966,484	Zillow Group, Inc. Class A*		31,922,967
	1,555,371	Zillow Group, Inc. Class C*		51,887,177
				1,044,138,268

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

82

The Hartford MidCap Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.8% - (continued)
		Technology Hardware & Equipment - 5.6%
	1,020,546	Amphenol Corp. Class A	$	67,284,598
	1,772,713	CDW Corp. of Delaware		79,612,541
	3,307,962	National Instruments Corp.		92,920,652
	4,204,369	Trimble, Inc.*		116,208,759
				356,026,550
		Transportation - 6.4%
	853,001	Alaska Air Group, Inc.		61,603,732
	146,040	AMERCO		47,081,836
	556,211	CH Robinson Worldwide, Inc.		37,889,093
	1,285,687	Genesee & Wyoming, Inc. Class A*		87,349,575
	796,644	J.B. Hunt Transport Services, Inc.		65,014,117
	3,403,679	JetBlue Airways Corp.*		59,496,309
	1,025,283	Spirit Airlines, Inc.*		49,141,814
				407,576,476
		Utilities - 2.5%
	517,088	Black Hills Corp.		31,981,893
	963,667	NiSource, Inc.		22,414,894
	2,302,343	UGI Corp.		106,575,458
	17,202	WEC Energy Group, Inc.		1,027,303
				161,999,548
		Total Common Stocks (cost $5,442,091,076)	$	6,327,176,230
		Total Long-Term Investments (cost $5,442,091,076)	$	6,327,176,230
SHORT-TERM INVESTMENTS - 0.4%
		Other Investment Pools & Funds - 0.4%
	26,417,863	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	26,417,863
		Total Short-Term Investments (cost $26,417,863)	$	26,417,863

Total Investments (cost $5,468,508,939)^	100.2	%	$	6,353,594,093
Other Assets and Liabilities	(0.2	)%		(10,216,316	)
Total Net Assets	100.0	%	$	6,343,377,777

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

83

The Hartford MidCap Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $5,476,250,206 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	1,039,345,364
Unrealized Depreciation		(162,001,477	)
Net Unrealized Appreciation	$	877,343,887

* Non-income producing.

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

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

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

84

The Hartford MidCap Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	98,966,820	$	98,966,820	$	—	$	—
Banks		301,955,446		301,955,446		—		—
Capital Goods		542,739,928		542,739,928		—		—
Commercial & Professional Services		530,299,098		530,299,098		—		—
Consumer Durables & Apparel		159,354,962		159,354,962		—		—
Consumer Services		77,968,054		77,968,054		—		—
Diversified Financials		334,595,579		334,595,579		—		—
Energy		520,223,063		520,223,063		—		—
Food & Staples Retailing		44,358,952		44,358,952		—		—
Health Care Equipment & Services		308,748,869		308,748,869		—		—
Insurance		361,218,545		361,218,545		—		—
Materials		219,004,627		219,004,627		—		—
Pharmaceuticals, Biotechnology & Life Sciences		495,619,331		495,619,331		—		—
Retailing		326,990,531		326,990,531		—		—
Semiconductors & Semiconductor Equipment		35,391,583		35,391,583		—		—
Software & Services		1,044,138,268		1,044,138,268		—		—
Technology Hardware & Equipment		356,026,550		356,026,550		—		—
Transportation		407,576,476		407,576,476		—		—
Utilities		161,999,548		161,999,548		—		—
Short-Term Investments		26,417,863		26,417,863		—		—
Total	$	6,353,594,093	$	6,353,594,093	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

85

The Hartford MidCap Value Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0%
		Automobiles & Components - 1.4%
	226,579	Goodyear Tire & Rubber Co.	$	6,577,588
		Banks - 9.7%
	122,376	Bank of the Ozarks, Inc.		4,523,017
	142,961	BankUnited, Inc.		4,165,883
	238,619	Comerica, Inc.		12,429,664
	73,787	IBERIABANK Corp.		4,844,117
	217,525	Provident Financial Services, Inc.		4,935,642
	59,515	South State Corp.		4,365,425
	350,809	Zions Bancorp		11,299,558
				46,563,306
		Capital Goods - 8.3%
	172,813	Generac Holdings, Inc.*		6,582,447
	40,903	Herc Holdings, Inc.*		1,230,771
	49,335	Hubbell, Inc. Class B		5,156,494
	130,523	Moog, Inc. Class A*		7,579,471
	169,654	NOW, Inc.*		3,657,740
	741,275	Sanwa Holdings Corp.		7,382,608
	119,629	Sensata Technologies Holding N.V.*		4,274,344
	76,567	WESCO International, Inc.*		4,149,932
				40,013,807
		Commercial & Professional Services - 1.3%
	173,838	IHS Markit Ltd.*		6,395,500
		Consumer Durables & Apparel - 4.6%
	118,760	D.R. Horton, Inc.		3,423,851
	46,147,614	Global Brands Group Holding Ltd.*		5,226,943
	186,131	Lennar Corp. Class A		7,759,801
	236,211	PulteGroup, Inc.		4,393,525
	44,524	Toll Brothers, Inc.*		1,221,738
				22,025,858
		Consumer Services - 2.0%
	185,384	Bloomin’ Brands, Inc.		3,207,143
	168,865	Norwegian Cruise Line Holdings Ltd.*		6,563,783
				9,770,926
		Diversified Financials - 1.5%
	31,565	MSCI, Inc.		2,531,198
	76,543	Raymond James Financial, Inc.		4,601,765
				7,132,963
		Energy - 7.7%
	488,446	Cobalt International Energy, Inc.*		461,142
	147,141	Diamondback Energy, Inc.*		13,432,502
	103,612	Energen Corp.		5,194,070
	45,343	HollyFrontier Corp.		1,131,308
	242,346	Newfield Exploration Co.*		9,836,824
	362,673	QEP Resources, Inc.		5,828,155
	443,346	Trican Well Service Ltd.*		951,939
				36,835,940
		Food, Beverage & Tobacco - 2.5%
	45,902	Ingredion, Inc.		6,020,965
	80,954	Post Holdings, Inc.*		6,171,124
				12,192,089
		Health Care Equipment & Services - 2.6%
	121,389	Acadia Healthcare Co., Inc.*		4,365,148
	152,357	Brookdale Senior Living, Inc.*		2,198,512
	305,981	Envision Healthcare Holdings, Inc.*		6,052,304
				12,615,964

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0% - (continued)
		Insurance - 8.2%
	60,734	Argo Group International Holdings Ltd.	$	3,376,810
	49,621	Assurant, Inc.		3,995,483
	54,992	Hanover Insurance Group, Inc.		4,189,841
	111,987	Reinsurance Group of America, Inc.		12,078,918
	184,262	Unum Group		6,522,875
	263,789	XL Group Ltd.		9,153,478
				39,317,405
		Materials - 9.2%
	123,402	Bemis Co., Inc.		6,012,146
	100,659	Cabot Corp.		5,248,360
	116,860	Celanese Corp. Series A		8,521,431
	124,243	CF Industries Holdings, Inc.		2,983,074
	50,784	Crown Holdings, Inc.*		2,755,032
	537,750	Louisiana-Pacific Corp.*		9,867,713
	249,817	Methanex Corp.		9,080,848
				44,468,604
		Media - 2.6%
	230,470	Interpublic Group of Cos., Inc.		5,160,223
	84,970	John Wiley & Sons, Inc. Class A		4,384,452
	103,227	Quebecor, Inc. Class B		2,896,790
				12,441,465
		Pharmaceuticals, Biotechnology & Life Sciences - 0.8%
	203,334	Endo International plc*		3,812,512
		Real Estate - 8.9%
	98,710	American Assets Trust, Inc. REIT		3,919,774
	92,465	Equity LifeStyle Properties, Inc. REIT		7,012,546
	53,329	Extra Space Storage, Inc. REIT		3,901,016
	181,600	Forest City Realty Trust, Inc. Class A REIT		3,920,744
	188,268	LaSalle Hotel Properties REIT		4,471,365
	48,897	Life Storage, Inc. REIT		3,943,543
	75,313	PS Business Parks, Inc. REIT		8,268,614
	260,660	STORE Capital Corp. REIT		7,113,412
				42,551,014
		Retailing - 0.9%
	204,928	DSW, Inc. Class A		4,256,355
		Semiconductors & Semiconductor Equipment - 5.7%
	285,196	Microsemi Corp.*		12,015,308
	142,588	Qorvo, Inc.*		7,935,022
	179,538	Silicon Motion Technology Corp. ADR		7,291,038
				27,241,368
		Software & Services - 3.2%
	209,390	Booz Allen Hamilton Holding Corp.		6,380,113
	212,173	SS&C Technologies Holdings, Inc.		6,774,684
	64,328	Verint Systems, Inc.*		2,315,808
				15,470,605
		Technology Hardware & Equipment - 5.5%
	191,191	Arrow Electronics, Inc.*		11,685,594
	112,438	CommScope Holding Co., Inc.*		3,434,981
	68,595	Harris Corp.		6,119,360
	154,649	Keysight Technologies, Inc.*		5,072,487
				26,312,422
		Telecommunication Services - 0.8%
	84,148	Millicom International Cellular S.A.		3,697,191
		Transportation - 4.9%
	111,692	Genesee & Wyoming, Inc. Class A*		7,588,355

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

86

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.0% - (continued)
		Transportation - 4.9% - (continued)
	138,814	Hertz Global Holdings, Inc.*	$	4,601,684
	214,433	Knight Transportation, Inc.		6,272,165
	75,543	Ryder System, Inc.		5,241,929
				23,704,133
		Utilities - 5.7%
	220,741	Alliant Energy Corp.		8,399,195
	177,101	Great Plains Energy, Inc.		5,036,752
	32,583	Portland General Electric Co.		1,421,922
	268,592	UGI Corp.		12,433,124
				27,290,993
		Total Common Stocks (cost $446,393,204)	$	470,688,008
		Total Long-Term Investments (cost $446,393,204)	$	470,688,008
SHORT-TERM INVESTMENTS - 2.0%
		Other Investment Pools & Funds - 2.0%
	9,571,886	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	9,571,886
		Total Short-Term Investments (cost $9,571,886)	$	9,571,886

Total Investments (cost $455,965,090)^	100.0	%	$	480,259,894
Other Assets and Liabilities	0.0	%		185,672
Total Net Assets	100.0	%	$	480,445,566

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

87

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $459,364,383 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	52,238,727
Unrealized Depreciation		(31,343,216	)
Net Unrealized Appreciation	$	20,895,511

* Non-income producing.

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

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

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

88

The Hartford MidCap Value Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	6,577,588	$	6,577,588	$	—	$	—
Banks		46,563,306		46,563,306		—		—
Capital Goods		40,013,807		32,631,199		7,382,608		—
Commercial & Professional Services		6,395,500		6,395,500		—		—
Consumer Durables & Apparel		22,025,858		16,798,915		5,226,943		—
Consumer Services		9,770,926		9,770,926		—		—
Diversified Financials		7,132,963		7,132,963		—		—
Energy		36,835,940		36,835,940		—		—
Food, Beverage & Tobacco		12,192,089		12,192,089		—		—
Health Care Equipment & Services		12,615,964		12,615,964		—		—
Insurance		39,317,405		39,317,405		—		—
Materials		44,468,604		44,468,604		—		—
Media		12,441,465		12,441,465		—		—
Pharmaceuticals, Biotechnology & Life Sciences		3,812,512		3,812,512		—		—
Real Estate		42,551,014		42,551,014		—		—
Retailing		4,256,355		4,256,355		—		—
Semiconductors & Semiconductor Equipment		27,241,368		27,241,368		—		—
Software & Services		15,470,605		15,470,605		—		—
Technology Hardware & Equipment		26,312,422		26,312,422		—		—
Telecommunication Services		3,697,191		—		3,697,191		—
Transportation		23,704,133		23,704,133		—		—
Utilities		27,290,993		27,290,993		—		—
Short-Term Investments		9,571,886		9,571,886		—		—
Total	$	480,259,894	$	463,953,152	$	16,306,742	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Total
Beginning balance	$	12,754		$	12,754
Purchases		—			—
Sales		(43,728	)		(43,728	)
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		(9,672	)		(9,672	)
Net change in unrealized appreciation/depreciation		40,646			40,646
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	—		$	—

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $0.

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

89

Hartford Small Cap Core Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4%
		Automobiles & Components - 1.6%
	28,688	Cooper Tire & Rubber Co.	$	1,054,284
	4,386	Cooper-Standard Holding, Inc.*		400,310
	4,534	Drew Industries, Inc.		406,020
	15,766	Superior Industries International, Inc.		386,267
	6,230	Visteon Corp.		439,900
				2,686,781
		Banks - 7.2%
	102,935	Banc of California, Inc.		1,369,036
	52,763	Banco Latinoamericano de Comercio Exterior S.A. ADR		1,423,018
	10,340	Berkshire Hills Bancorp, Inc.		305,547
	14,487	Customers Bancorp, Inc.*		392,163
	16,920	Essent Group Ltd.*		447,365
	13,300	Fidelity Southern Corp.		242,459
	68,698	First BanCorp*		352,421
	104,015	First NBC Bank Holding Co.*		561,681
	39,967	Flagstar Bancorp, Inc.*		1,096,295
	26,108	Hancock Holding Co.		875,923
	39,902	HomeStreet, Inc.*		1,099,300
	6,849	IBERIABANK Corp.		449,637
	9,971	MainSource Financial Group, Inc.		248,876
	57,154	Popular, Inc.		2,074,690
	32,029	Radian Group, Inc.		435,274
	18,469	Trustmark Corp.		511,222
	15,246	Walker & Dunlop, Inc.*		366,971
				12,251,878
		Capital Goods - 9.3%
	10,860	American Railcar Industries, Inc.		399,431
	6,860	American Woodmark Corp.*		512,442
	7,764	Applied Industrial Technologies, Inc.		394,411
	7,967	Argan, Inc.		452,924
	22,397	Briggs & Stratton Corp.		417,032
	20,881	Chart Industries, Inc.*		579,239
	32,208	Comfort Systems USA, Inc.		929,201
	21,877	Continental Building Products, Inc.*		447,385
	24,052	DigitalGlobe, Inc.*		603,705
	9,499	Encore Wire Corp.		324,391
	55,172	Energy Recovery, Inc.*		673,650
	7,696	EnerSys		501,240
	15,007	Gibraltar Industries, Inc.*		583,772
	14,953	Greenbrier Cos., Inc.		471,019
	18,493	Insteel Industries, Inc.		497,462
	64,197	Kratos Defense & Security Solutions, Inc.*		360,787
	10,144	LB Foster Co. Class A		125,786
	5,546	Lydall, Inc.*		259,275
	33,042	Manitowoc Co., Inc.		133,490
	30,969	MasTec, Inc.*		884,165
	57,049	Meritor, Inc.*		586,464
	39,970	MRC Global, Inc.*		589,158
	28,329	NCI Building Systems, Inc.*		407,938
	36,492	NOW, Inc.*		786,767
	27,974	Supreme Industries, Inc. Class A		341,003
	63,515	TASER International, Inc.*		1,421,466
	4,200	Timken Co.		138,810
	18,629	Trex Co., Inc.*		1,002,426
	10,451	Triumph Group, Inc.		247,689
	9,506	Universal Forest Products, Inc.		817,421
				15,889,949

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Commercial & Professional Services - 4.2%
	68,103	ACCO Brands Corp.*	$	755,943
	3,631	Brink’s Co.		143,606
	93,153	Civeo Corp.*		105,263
	5,401	Deluxe Corp.		330,541
	23,189	Ennis, Inc.		339,719
	14,826	Essendant, Inc.		227,579
	46,062	Herman Miller, Inc.		1,280,524
	11,296	HNI Corp.		459,295
	9,340	Huron Consulting Group, Inc.*		523,507
	7,253	Insperity, Inc.		545,426
	19,889	Knoll, Inc.		430,398
	2,225	LSC Communications, Inc.*		53,934
	46,869	Quad/Graphics, Inc.		1,113,607
	31,554	RPX Corp.*		307,967
	5,933	RR Donnelley & Sons Co.		105,311
	31,378	Steelcase, Inc. Class A		418,896
				7,141,516
		Consumer Durables & Apparel - 2.7%
	6,034	CSS Industries, Inc.		151,453
	15,179	Ethan Allen Interiors, Inc.		465,995
	11,985	iRobot Corp.*		607,640
	17,222	La-Z-Boy, Inc.		402,995
	20,697	Movado Group, Inc.		456,369
	58,829	Smith & Wesson Holding Corp.*		1,554,850
	17,033	Sturm Ruger & Co., Inc.		1,047,530
				4,686,832
		Consumer Services - 3.6%
	19,512	American Public Education, Inc.*		393,167
	12,154	Bob Evans Farms, Inc.		500,988
	6,923	Brinker International, Inc.		340,888
	19,459	Capella Education Co.		1,422,453
	31,019	DeVry Education Group, Inc.		704,131
	6,339	International Speedway Corp. Class A		208,553
	41,708	LifeLock, Inc.*		671,499
	59,765	Scientific Games Corp. Class A*		741,086
	16,434	Sotheby’s		589,652
	11,226	Strayer Education, Inc.*		658,517
				6,230,934
		Diversified Financials - 6.7%
	33,386	AG Mortgage Investment Trust, Inc. REIT		518,485
	47,074	Apollo Commercial Real Estate Finance, Inc. REIT		796,492
	22,061	Arlington Asset Investment Corp. Class A		315,031
	24,761	ARMOUR Residential, Inc. REIT		561,332
	107,469	Capstead Mortgage Corp. REIT		1,022,030
	23,635	Chimera Investment Corp. REIT		370,361
	58,184	CYS Investments, Inc. REIT		501,546
	2,225	Donnelley Financial Solutions, Inc.*		47,726
	39,689	Green Dot Corp. Class A*		881,096
	40,728	Invesco Mortgage Capital, Inc. REIT		608,069
	34,238	KCG Holdings, Inc. Class A*		436,877
	20,559	Ladder Capital Corp. REIT		260,688
	75,586	MFA Financial, Inc. REIT		552,534
	21,722	MTGE Investment Corp. REIT		370,360
	22,212	Nelnet, Inc. Class A		870,266
	67,065	New York Mortgage Trust, Inc. REIT		396,354
	68,241	PennyMac Mortgage Investment Trust REIT		1,038,628
	28,139	Redwood Trust, Inc. REIT		395,634
	90,555	Two Harbors Investment Corp. REIT		754,323

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

90

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Diversified Financials - 6.7% - (continued)
	29,307	Western Asset Mortgage Capital Corp. REIT	$	296,880
	11,762	World Acceptance Corp.*		558,930
				11,553,642
		Energy - 3.2%
	53,502	Archrock, Inc.		620,624
	39,859	Atwood Oceanics, Inc.		304,124
	86,466	Bill Barrett Corp.*		448,759
	11,516	Carrizo Oil & Gas, Inc.*		389,586
	99,019	EP Energy Corp. Class A*		352,508
	19,019	Matador Resources Co.*		414,804
	140,724	Northern Oil and Gas, Inc.*		295,521
	3,498	Oceaneering International, Inc.		83,252
	25,378	Patterson-UTI Energy, Inc.		570,498
	78,733	Pioneer Energy Services Corp.*		279,502
	5,765	REX American Resources Corp.*		455,377
	88,309	Sanchez Energy Corp.*		562,528
	6,710	Superior Energy Services, Inc.		95,014
	38,322	Unit Corp.*		656,456
				5,528,553
		Food & Staples Retailing - 0.3%
	2,900	Ingles Markets, Inc. Class A		114,550
	13,335	SpartanNash Co.		373,380
				487,930
		Food, Beverage & Tobacco - 2.1%
	9,112	Fresh Del Monte Produce, Inc.		549,909
	10,176	John B Sanfilippo & Son, Inc.		515,720
	9,242	National Beverage Corp.*		436,592
	24,797	Omega Protein Corp.*		552,973
	8,613	Sanderson Farms, Inc.		774,998
	13,086	Universal Corp.		709,261
				3,539,453
		Health Care Equipment & Services - 5.7%
	13,177	Anika Therapeutics, Inc.*		584,532
	19,845	Cardiovascular Systems, Inc.*		464,968
	2,579	Chemed Corp.		364,722
	11,865	Cynosure, Inc. Class A*		506,042
	15,828	Glaukos Corp.*		528,655
	21,385	Healthways, Inc.*		530,348
	49,068	HMS Holdings Corp.*		1,033,863
	11,261	Magellan Health, Inc.*		579,378
	26,665	Masimo Corp.*		1,466,575
	82,329	OraSure Technologies, Inc.*		618,291
	13,098	Providence Service Corp.*		530,011
	32,502	Quality Systems, Inc.		418,951
	11,125	Surgical Care Affiliates, Inc.*		476,039
	39,396	Triple-S Management Corp. Class B*		814,709
	7,592	WellCare Health Plans, Inc.*		861,768
				9,778,852
		Household & Personal Products - 0.9%
	9,272	Medifast, Inc.		380,708
	11,618	Nu Skin Enterprises, Inc. Class A		716,250
	3,377	Usana Health Sciences, Inc.*		433,945
				1,530,903
		Insurance - 3.5%
	50,924	Ambac Financial Group, Inc.*		939,548
	13,347	Aspen Insurance Holdings Ltd.		643,993
	39,387	Assured Guaranty Ltd.		1,177,277

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Insurance - 3.5% - (continued)
	51,879	CNO Financial Group, Inc.	$	782,335
	90,734	Genworth Financial, Inc. Class A*		375,639
	52,108	Greenlight Capital Re Ltd. Class A*		1,036,949
	26,614	Maiden Holdings Ltd.		363,281
	64,033	MBIA, Inc.*		493,054
	3,700	Validus Holdings Ltd.		189,070
				6,001,146
		Materials - 6.1%
	70,545	AK Steel Holding Corp.*		366,834
	11,113	Cabot Corp.		579,432
	8,742	Carpenter Technology Corp.		276,335
	44,843	Chemours Co.		736,770
	7,050	Clearwater Paper Corp.*		374,355
	57,577	Cliffs Natural Resources, Inc.*		317,825
	30,060	Commercial Metals Co.		472,243
	41,210	Domtar Corp.		1,481,499
	15,238	Innophos Holdings, Inc.		698,510
	7,530	Innospec, Inc.		453,682
	13,903	Koppers Holdings, Inc.*		455,323
	16,800	Mercer International, Inc.		132,720
	35,103	Rayonier Advanced Materials, Inc.		453,882
	33,655	Ryerson Holding Corp.*		344,964
	37,658	Schnitzer Steel Industries, Inc. Class A		909,441
	6,935	Stepan Co.		492,593
	12,586	Trinseo S.A.		660,136
	56,903	Tronox Ltd. Class A		460,914
	15,648	Worthington Industries, Inc.		735,456
				10,402,914
		Media - 0.7%
	71,862	Gannett Co., Inc.		558,368
	36,253	MSG Networks, Inc. Class A*		692,432
				1,250,800
		Pharmaceuticals, Biotechnology & Life Sciences - 7.0%
	30,353	Amphastar Pharmaceuticals, Inc.*		550,603
	10,212	BioSpecifics Technologies Corp.*		443,099
	8,538	Cambrex Corp.*		344,081
	34,406	Emergent Biosolutions, Inc.*		919,328
	16,418	Enanta Pharmaceuticals, Inc.*		386,151
	152,682	Exelixis, Inc.*		1,616,902
	23,236	Five Prime Therapeutics, Inc.*		1,127,643
	11,428	INC Research Holdings, Inc. Class A*		522,260
	50,813	Innoviva, Inc.		523,374
	67,162	Lexicon Pharmaceuticals, Inc.*		996,013
	41,320	Luminex Corp.*		860,696
	319,733	PDL BioPharma, Inc.		1,029,540
	12,252	PRA Health Sciences, Inc.*		652,052
	42,076	Seres Therapeutics, Inc.*		454,000
	31,814	Supernus Pharmaceuticals, Inc.*		629,917
	41,699	Xencor, Inc.*		887,772
				11,943,431
		Real Estate - 8.0%
	130,426	Brandywine Realty Trust REIT		2,021,603
	108,077	CBL & Associates Properties, Inc. REIT		1,156,424
	5,203	Coresite Realty Corp. REIT		383,669
	44,810	Cousins Properties, Inc. REIT		348,174
	11,500	Franklin Street Properties Corp. REIT		133,055
	23,691	Government Properties Income Trust REIT		453,446
	9,900	Hospitality Properties Trust REIT		270,864

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

91

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Real Estate - 8.0% - (continued)
	57,060	Lexington Realty Trust REIT	$	578,588
	85,403	Mack-Cali Realty Corp. REIT		2,193,149
	5,601	Parkway, Inc. REIT*		100,930
	21,355	Pennsylvania REIT		416,636
	22,182	Physicians Realty Trust REIT		438,538
	18,922	Piedmont Office Realty Trust, Inc. Class A, REIT		387,523
	21,415	Ramco-Gershenson Properties Trust REIT		371,336
	88,041	Select Income REIT		2,178,134
	39,009	Summit Hotel Properties, Inc. REIT		506,727
	118,431	Washington Prime Group, Inc. REIT		1,242,341
	30,095	Xenia Hotels & Resorts, Inc. REIT		469,783
				13,650,920
		Retailing - 3.8%
	85,317	American Eagle Outfitters, Inc.		1,453,802
	7,796	Big Lots, Inc.		338,346
	8,000	Buckle, Inc.		166,800
	18,951	Chico’s FAS, Inc.		221,158
	7,200	Children’s Place, Inc.		546,840
	1,945	Dillard’s, Inc. Class A		119,229
	19,432	Finish Line, Inc. Class A		382,616
	66,705	Francescas Holding Corp.*		1,071,949
	10,633	PetMed Express, Inc.		211,278
	77,405	Pier 1 Imports, Inc.		333,616
	36,039	Rent-A-Center, Inc.		363,634
	19,823	Select Comfort Corp.*		380,403
	56,871	Tile Shop Holdings, Inc.*		963,963
				6,553,634
		Semiconductors & Semiconductor Equipment - 5.1%
	19,647	Advanced Energy Industries, Inc.*		937,162
	140,425	Advanced Micro Devices, Inc.*		1,015,273
	10,447	Ambarella, Inc.*		641,132
	73,936	Amkor Technology, Inc.*		685,387
	27,536	MaxLinear, Inc. Class A*		515,199
	106,646	Photronics, Inc.*		1,034,466
	26,255	Rudolph Technologies, Inc.*		475,215
	5,802	Synaptics, Inc.*		302,400
	61,631	Teradyne, Inc.		1,435,386
	45,368	Tessera Technologies, Inc.		1,683,153
				8,724,773
		Software & Services - 7.2%
	24,917	Alarm.com Holdings, Inc.*		727,078
	12,029	Cardtronics plc Class A*		601,450
	14,500	Convergys Corp.		423,400
	30,652	CSG Systems International, Inc.		1,165,696
	103,219	EarthLink Holdings Corp.		590,413
	25,343	Manhattan Associates, Inc.*		1,283,370
	51,707	Mentor Graphics Corp.		1,494,332
	111,686	Mitek Systems, Inc.*		753,880
	39,917	Net 1 UEPS Technologies, Inc.*		409,948
	9,095	Paycom Software, Inc.*		470,484
	18,824	Progress Software Corp.*		506,554
	23,554	Shutterstock, Inc.*		1,389,450
	27,490	Sykes Enterprises, Inc.*		735,083
	44,934	Wix.com Ltd.*		1,797,360
				12,348,498
		Technology Hardware & Equipment - 6.2%
	35,381	3D Systems Corp.*		490,734
	10,469	Belden, Inc.		678,496

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Technology Hardware & Equipment - 6.2% - (continued)
	6,496	Benchmark Electronics, Inc.*	$	163,374
	15,402	Cray, Inc.*		320,362
	163,134	Extreme Networks, Inc.*		686,794
	33,566	Finisar Corp.*		919,037
	11,465	Insight Enterprises, Inc.*		330,077
	5,802	InterDigital, Inc.		409,911
	28,710	NETGEAR, Inc.*		1,449,855
	58,998	Sanmina Corp.*		1,631,295
	12,603	SYNNEX Corp.		1,292,312
	32,635	Ubiquiti Networks, Inc.*		1,711,053
	38,296	Vishay Intertechnology, Inc.		539,974
				10,623,274
		Telecommunication Services - 0.7%
	6,103	ATN International, Inc.		412,807
	32,801	Telephone & Data Systems, Inc.		847,578
				1,260,385
		Transportation - 2.0%
	3,809	Allegiant Travel Co.		525,261
	22,980	Echo Global Logistics, Inc.*		487,176
	41,460	Hawaiian Holdings, Inc.*		1,866,736
	24,473	Swift Transportation Co.*		547,706
				3,426,879
		Utilities - 1.6%
	26,622	Atlantic Power Corp.		61,231
	19,500	Great Plains Energy, Inc.		554,580
	33,924	ONE Gas, Inc.		2,078,862
				2,694,673
		Total Common Stocks (cost $161,848,490)	$	170,188,550
		Total Long-Term Investments (cost $161,848,490)	$	170,188,550
SHORT-TERM INVESTMENTS - 0.6%
		Other Investment Pools & Funds - 0.6%
	986,175	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	986,175
		Total Short-Term Investments (cost $986,175)	$	986,175

Total Investments (cost $162,834,665)^	100.0	%	$	171,174,725
Other Assets and Liabilities	0.0	%		(41,285	)
Total Net Assets	100.0	%	$	171,133,440

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

92

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $162,878,349 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	19,487,076
Unrealized Depreciation		(11,190,700	)
Net Unrealized Appreciation	$	8,296,376

* Non-income producing.

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

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

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

93

Hartford Small Cap Core Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	2,686,781	$	2,686,781	$	—	$	—
Banks		12,251,878		12,251,878		—		—
Capital Goods		15,889,949		15,889,949		—		—
Commercial & Professional Services		7,141,516		7,141,516		—		—
Consumer Durables & Apparel		4,686,832		4,686,832		—		—
Consumer Services		6,230,934		6,230,934		—		—
Diversified Financials		11,553,642		11,553,642		—		—
Energy		5,528,553		5,528,553		—		—
Food & Staples Retailing		487,930		487,930		—		—
Food, Beverage & Tobacco		3,539,453		3,539,453		—		—
Health Care Equipment & Services		9,778,852		9,778,852		—		—
Household & Personal Products		1,530,903		1,530,903		—		—
Insurance		6,001,146		6,001,146		—		—
Materials		10,402,914		10,402,914		—		—
Media		1,250,800		1,250,800		—		—
Pharmaceuticals, Biotechnology & Life Sciences		11,943,431		11,943,431		—		—
Real Estate		13,650,920		13,650,920		—		—
Retailing		6,553,634		6,553,634		—		—
Semiconductors & Semiconductor Equipment		8,724,773		8,724,773		—		—
Software & Services		12,348,498		12,348,498		—		—
Technology Hardware & Equipment		10,623,274		10,623,274		—		—
Telecommunication Services		1,260,385		1,260,385		—		—
Transportation		3,426,879		3,426,879		—		—
Utilities		2,694,673		2,694,673		—		—
Short-Term Investments		986,175		986,175		—		—
Total	$	171,174,725	$	171,174,725	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

94

The Hartford Small Cap Growth Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9%
		Automobiles & Components - 1.8%
	7,152	Cooper Tire & Rubber Co.	$	262,836
	8,454	Cooper-Standard Holding, Inc.*		771,597
	3,600	Drew Industries, Inc.		322,380
	193,212	Tenneco, Inc.*		10,640,185
	47,414	Visteon Corp.		3,347,902
	12,000	Winnebago Industries, Inc.		339,000
				15,683,900
		Banks - 4.3%
	40,939	Banc of California, Inc.		544,489
	127,620	FCB Financial Holdings, Inc. Class A*		4,760,226
	137,000	First Hawaiian, Inc.*		3,737,360
	244,505	First Merchants Corp.		6,882,816
	104,151	Great Western Bancorp, Inc.		3,357,828
	60,200	IBERIABANK Corp.		3,952,130
	454,740	MGIC Investment Corp.*		3,710,678
	94,010	Sandy Spring Bancorp, Inc.		2,980,117
	346,410	Sterling Bancorp		6,235,380
				36,161,024
		Capital Goods - 9.4%
	190,670	AAON, Inc.		5,710,566
	19,743	Aegion Corp.*		365,443
	165,266	Altra Industrial Motion Corp.		4,875,347
	69,937	American Woodmark Corp.*		5,224,294
	11,348	Argan, Inc.		645,134
	107,292	Armstrong World Industries, Inc.*		4,023,450
	126,430	Astronics Corp.*		4,680,439
	111,036	AZZ, Inc.		5,912,667
	8,800	Caesarstone Ltd.*		311,080
	12,070	Comfort Systems USA, Inc.		348,220
	49,625	Continental Building Products, Inc.*		1,014,831
	13,953	Encore Wire Corp.		476,495
	24,500	Energy Recovery, Inc.*		299,145
	7,400	EnerSys		481,962
	50,684	Esterline Technologies Corp.*		3,722,740
	153,236	Generac Holdings, Inc.*		5,836,759
	18,369	Gibraltar Industries, Inc.*		714,554
	21,700	Global Brass & Copper Holdings, Inc.		622,790
	12,100	Greenbrier Cos., Inc.		381,150
	80,471	Heico Corp. Class A		4,828,260
	15,236	Hyster-Yale Materials Handling, Inc.		886,888
	33,169	Lennox International, Inc.		4,839,025
	11,768	Lydall, Inc.*		550,154
	146,013	Manitowoc Foodservice, Inc.*		2,206,256
	42,003	MasTec, Inc.*		1,199,186
	129,366	Meritor, Inc.*		1,329,882
	40,500	MRC Global, Inc.*		596,970
	40,227	NCI Building Systems, Inc.*		579,269
	81,777	SiteOne Landscape Supply, Inc.*		2,549,807
	62,204	TASER International, Inc.*		1,392,126
	56,040	Teledyne Technologies, Inc.*		6,034,387
	81,920	Toro Co.		3,922,330
	35,711	Trex Co., Inc.*		1,921,609
	18,100	Tutor Perini Corp.*		344,805
	10,256	Universal Forest Products, Inc.		881,913
	40,038	Wabash National Corp.*		450,427
				80,160,360

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Commercial & Professional Services - 4.2%
	24,324	Brink’s Co.	$	962,014
	109,758	Deluxe Corp.		6,717,190
	112,383	Exponent, Inc.		6,433,927
	65,346	GP Strategies Corp.*		1,689,194
	29,730	Herman Miller, Inc.		826,494
	93,291	Huron Consulting Group, Inc.*		5,228,961
	14,792	Insperity, Inc.		1,112,358
	154,535	On Assignment, Inc.*		5,317,549
	15,371	Quad/Graphics, Inc.		365,215
	59,623	RPX Corp.*		581,920
	13,104	TriNet Group, Inc.*		245,962
	2,714	UniFirst Corp.		332,465
	96,545	WageWorks, Inc.*		5,691,328
				35,504,577
		Consumer Durables & Apparel - 3.6%
	29,355	Carter’s, Inc.		2,534,511
	103,749	G-III Apparel Group Ltd.*		2,709,924
	2,921	Helen of Troy Ltd.*		238,062
	10,930	iRobot Corp.*		554,151
	324,727	Kate Spade & Co.*		5,439,177
	50,938	Smith & Wesson Holding Corp.*		1,346,291
	201,653	Steven Madden Ltd.*		6,735,210
	15,711	Sturm Ruger & Co., Inc.		966,226
	173,060	TopBuild Corp.*		5,214,298
	132,462	Vista Outdoor, Inc.*		5,122,306
				30,860,156
		Consumer Services - 5.1%
	23,700	American Public Education, Inc.*		477,555
	6,236	BJ’s Restaurants, Inc.*		225,120
	370,733	Bloomin’ Brands, Inc.		6,413,681
	21,391	Capella Education Co.		1,563,682
	33,000	DeVry Education Group, Inc.		749,100
	13,130	Domino’s Pizza, Inc.		2,222,121
	119,332	Dunkin’ Brands Group, Inc.		5,770,896
	19,094	Grand Canyon Education, Inc.*		833,262
	409,929	La Quinta Holdings, Inc.*		4,103,389
	42,900	LifeLock, Inc.*		690,690
	90,898	Marriott Vacations Worldwide Corp.		5,779,295
	74,498	Papa John’s International, Inc.		5,620,874
	42,400	Scientific Games Corp. Class A*		525,760
	23,364	Sotheby’s		838,300
	18,000	Strayer Education, Inc.*		1,055,880
	44,962	Texas Roadhouse, Inc.		1,821,860
	171,992	Wingstop, Inc.		4,602,506
				43,293,971
		Diversified Financials - 1.1%
	38,000	BGC Partners, Inc. Class A		326,420
	132,195	Evercore Partners, Inc. Class A		7,105,481
	37,708	Green Dot Corp. Class A*		837,117
	78,614	KCG Holdings, Inc. Class A*		1,003,115
				9,272,133
		Energy - 1.7%
	82,800	Bill Barrett Corp.*		429,732
	6,700	Carrizo Oil & Gas, Inc.*		226,661
	18,083	CVR Energy, Inc.		239,781
	45,127	Matador Resources Co.*		984,220
	131,020	PBF Energy, Inc. Class A		2,856,236
	48,217	PDC Energy, Inc.*		2,957,149

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

95

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Energy - 1.7% - (continued)
	62,277	Pioneer Energy Services Corp.*	$	221,083
	15,558	REX American Resources Corp.*		1,228,926
	128,423	RSP Permian, Inc.*		4,636,070
	81,300	Sanchez Energy Corp.*		517,881
				14,297,739
		Food & Staples Retailing - 1.8%
	52,758	Casey’s General Stores, Inc.		5,961,126
	6,470	Ingles Markets, Inc. Class A		255,565
	203,048	Natural Grocers by Vitamin Cottage, Inc.*		2,412,210
	76,150	PriceSmart, Inc.		6,925,843
				15,554,744
		Food, Beverage & Tobacco - 1.6%
	16,136	Fresh Del Monte Produce, Inc.		973,808
	7,900	National Beverage Corp.*		373,196
	42,300	Pilgrim’s Pride Corp.		923,832
	77,469	Post Holdings, Inc.*		5,905,462
	8,073	Sanderson Farms, Inc.		726,408
	58,720	TreeHouse Foods, Inc.*		5,136,826
				14,039,532
		Health Care Equipment & Services - 9.3%
	79,025	Acadia Healthcare Co., Inc.*		2,841,739
	118,920	Anika Therapeutics, Inc.*		5,275,291
	12,425	Atrion Corp.		5,456,439
	6,455	Chemed Corp.		912,866
	137,921	Cynosure, Inc. Class A*		5,882,331
	20,362	Glaukos Corp.*		680,091
	324,971	Globus Medical, Inc. Class A*		7,191,608
	48,729	HMS Holdings Corp.*		1,026,720
	52,375	ICU Medical, Inc.*		7,295,837
	64,865	LivaNova plc*		3,676,548
	15,200	Magellan Health, Inc.*		782,040
	38,138	Masimo Corp.*		2,097,590
	28,736	Medidata Solutions, Inc.*		1,379,041
	19,600	Meridian Bioscience, Inc.		322,420
	134,488	Natus Medical, Inc.*		5,292,103
	185,624	Omnicell, Inc.*		6,055,983
	14,100	Surgical Care Affiliates, Inc.*		603,339
	41,715	Team Health Holdings, Inc.*		1,787,488
	48,600	Triple-S Management Corp. Class B*		1,005,048
	80,640	U.S. Physical Therapy, Inc.		4,588,416
	145,555	Vascular Solutions, Inc.*		6,637,308
	70,924	WellCare Health Plans, Inc.*		8,050,583
				78,840,829
		Household & Personal Products - 0.2%
	15,413	Medifast, Inc.		632,858
	6,400	Usana Health Sciences, Inc.*		822,400
				1,455,258
		Insurance - 1.8%
	59,533	Ambac Financial Group, Inc.*		1,098,384
	110,156	AMERISAFE, Inc.		6,124,674
	47,625	Greenlight Capital Re Ltd. Class A*		947,738
	126,189	James River Group Holdings Ltd.		4,749,754
	73,253	Maiden Holdings Ltd.		999,903
	94,800	MBIA, Inc.*		729,960
	31,731	Universal Insurance Holdings, Inc.		675,870
				15,326,283

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Materials - 4.4%
	200,021	Boise Cascade Co.*	$	3,850,404
	55,055	Chemours Co.		904,554
	26,479	Clearwater Paper Corp.*		1,406,035
	65,300	Cliffs Natural Resources, Inc.*		360,456
	51,926	Coeur Mining, Inc.*		580,533
	496,990	Graphic Packaging Holding Co.		6,212,375
	401,464	Headwaters, Inc.*		6,584,010
	8,800	Innospec, Inc.		530,200
	23,600	Koppers Holdings, Inc.*		772,900
	421,637	OMNOVA Solutions, Inc.*		3,204,441
	205,173	PolyOne Corp.		5,997,207
	28,800	Rayonier Advanced Materials, Inc.		372,384
	61,911	Silgan Holdings, Inc.		3,154,365
	17,873	Stepan Co.		1,269,519
	22,806	Trinseo S.A.		1,196,175
	4,896	U.S. Concrete, Inc.*		244,310
	18,849	Worthington Industries, Inc.		885,903
				37,525,771
		Media - 0.1%
	25,432	MSG Networks, Inc. Class A*		485,751
		Pharmaceuticals, Biotechnology & Life Sciences - 11.1%
	90,842	Achillion Pharmaceuticals, Inc.*		570,488
	149,048	Aerie Pharmaceuticals, Inc.*		4,955,846
	40,606	Agios Pharmaceuticals, Inc.*		1,942,591
	170,650	Alder Biopharmaceuticals, Inc.*		4,138,262
	257,510	Amicus Therapeutics, Inc.*		1,776,819
	291,140	Aratana Therapeutics, Inc.*		2,358,234
	191,500	ARIAD Pharmaceuticals, Inc.*		1,669,880
	27,192	BioSpecifics Technologies Corp.*		1,179,861
	53,753	Bluebird Bio, Inc.*		2,566,706
	22,135	Cambrex Corp.*		892,041
	151,389	Coherus Biosciences, Inc.*		4,140,489
	23,700	Depomed, Inc.*		529,932
	60,178	Emergent Biosolutions, Inc.*		1,607,956
	179,287	Exelixis, Inc.*		1,898,649
	23,868	FibroGen, Inc.*		395,015
	132,186	Five Prime Therapeutics, Inc.*		6,414,987
	147,230	Flexion Therapeutics, Inc.*		2,812,093
	123,760	GlycoMimetics, Inc.*		746,273
	43,467	ImmunoGen, Inc.*		79,110
	24,744	Impax Laboratories, Inc.*		497,354
	27,169	INC Research Holdings, Inc. Class A*		1,241,623
	76,657	Innoviva, Inc.		789,567
	48,708	Insys Therapeutics, Inc.*		526,533
	171,130	Intersect ENT, Inc.*		2,498,498
	111,341	Ionis Pharmaceuticals, Inc.*		2,892,639
	147,290	Ironwood Pharmaceuticals, Inc.*		1,880,893
	76,677	Lexicon Pharmaceuticals, Inc.*		1,137,120
	46,671	Luminex Corp.*		972,157
	135,430	Medicines Co.*		4,462,418
	32,891	Myriad Genetics, Inc.*		648,282
	83,184	Neurocrine Biosciences, Inc.*		3,640,964
	621,746	Novavax, Inc.*		945,054
	191,387	Otonomy, Inc.*		2,889,944
	100,577	PAREXEL International Corp.*		5,859,616
	410,943	PDL BioPharma, Inc.		1,323,236
	132,010	Portola Pharmaceuticals, Inc.*		2,399,942
	33,489	PRA Health Sciences, Inc.*		1,782,285
	29,050	Prestige Brands Holdings, Inc.*		1,315,384
	123,399	PTC Therapeutics, Inc.*		766,308

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

96

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 11.1% - (continued)
	5,312	Puma Biotechnology, Inc.*	$	203,450
	61,600	Seres Therapeutics, Inc.*		664,664
	116,880	Spectrum Pharmaceuticals, Inc.*		413,755
	63,895	Supernus Pharmaceuticals, Inc.*		1,265,121
	62,302	TESARO, Inc.*		7,531,066
	65,886	Ultragenyx Pharmaceutical, Inc.*		3,886,615
	24,700	Vanda Pharmaceuticals, Inc.*		366,795
	142,878	ZIOPHARM Oncology, Inc.*		811,547
				94,288,062
		Real Estate - 2.7%
	68,046	CareTrust, Inc. REIT		958,088
	107,949	Coresite Realty Corp. REIT		7,960,159
	37,000	Gramercy Property Trust REIT		341,140
	189,968	HFF, Inc. Class A REIT		5,058,848
	25,800	Medical Properties Trust, Inc. REIT		359,652
	50,947	Pennsylvania REIT		993,976
	15,880	Physicians Realty Trust REIT		313,948
	25,700	RLJ Lodging Trust REIT		506,804
	14,100	Sabra Healthcare, Inc. REIT		328,530
	14,503	STAG Industrial, Inc. REIT		334,584
	353,904	Sunstone Hotel Investors, Inc. REIT		4,445,034
	9,407	Urban Edge Properties REIT		242,795
	136,693	Washington Prime Group, Inc. REIT		1,433,909
				23,277,467
		Retailing - 4.8%
	96,800	American Eagle Outfitters, Inc.		1,649,472
	14,009	Big Lots, Inc.		607,991
	20,884	Buckle, Inc.		435,431
	88,291	Burlington Stores, Inc.*		6,616,528
	7,741	Cato Corp. Class A		229,676
	25,839	Chico’s FAS, Inc.		301,541
	15,800	Children’s Place, Inc.		1,200,010
	130,888	Core-Mark Holding Co., Inc.		4,626,891
	150,725	DSW, Inc. Class A		3,130,558
	15,486	Finish Line, Inc. Class A		304,919
	120,769	Five Below, Inc.*		4,538,499
	55,346	Francescas Holding Corp.*		889,410
	113,105	HSN, Inc.		4,264,059
	92,935	Monro Muffler Brake, Inc.		5,111,425
	28,600	Overstock.com, Inc.*		418,990
	15,400	PetMed Express, Inc.		305,998
	47,800	Select Comfort Corp.*		917,282
	23,900	Shutterfly, Inc.*		1,171,100
	49,222	Tile Shop Holdings, Inc.*		834,313
	110,768	Wayfair, Inc. Class A*		3,691,897
				41,245,990
		Semiconductors & Semiconductor Equipment - 3.9%
	47,196	Advanced Energy Industries, Inc.*		2,251,249
	166,400	Advanced Micro Devices, Inc.*		1,203,072
	13,396	Ambarella, Inc.*		822,112
	101,563	Cirrus Logic, Inc.*		5,482,371
	16,386	Inphi Corp.*		607,921
	272,096	Integrated Device Technology, Inc.*		5,635,108
	75,647	Kulicke & Soffa Industries, Inc.*		1,001,566
	108,688	MACOM Technology Solutions Holdings, Inc.*		3,995,371
	58,507	MaxLinear, Inc. Class A*		1,094,666
	149,853	MKS Instruments, Inc.		7,560,084

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Semiconductors & Semiconductor Equipment - 3.9% - (continued)
	16,397	Synaptics, Inc.*	$	854,612
	62,783	Tessera Technologies, Inc.		2,329,249
				32,837,381
		Software & Services - 18.9%
	97,046	Aspen Technology, Inc.*		4,778,545
	31,900	Barracuda Networks, Inc.*		743,908
	71,002	Blackbaud, Inc.		4,359,523
	136,275	Blackhawk Network Holdings, Inc.*		4,694,674
	83,256	Bottomline Technologies de, Inc.*		1,889,079
	90,268	BroadSoft, Inc.*		3,750,635
	44,150	CACI International, Inc. Class A*		4,320,077
	232,579	Cardtronics plc Class A*		11,628,950
	73,835	Cass Information Systems, Inc.		3,976,753
	9,200	CommVault Systems, Inc.*		492,200
	89,951	comScore, Inc.*		2,589,689
	31,258	Convergys Corp.		912,734
	8,400	Cornerstone OnDemand, Inc.*		346,920
	49,609	CSG Systems International, Inc.		1,886,630
	194,182	EarthLink Holdings Corp.		1,110,721
	220,213	Envestnet, Inc.*		7,784,530
	63,299	EPAM Systems, Inc.*		4,074,557
	213,049	Everyday Health, Inc.*		2,237,015
	121,226	Exlservice Holdings, Inc.*		5,337,581
	74,775	Fair Isaac Corp.		9,023,847
	315,711	Five9, Inc.*		4,520,982
	13,054	Gigamon, Inc.*		721,886
	124,736	GrubHub, Inc.*		4,753,689
	109,830	Guidewire Software, Inc.*		6,309,733
	100,236	HubSpot, Inc.*		5,257,378
	126,685	j2 Global, Inc.		9,013,638
	6,800	LogMeIn, Inc.		646,000
	32,853	Manhattan Associates, Inc.*		1,663,676
	100,977	MAXIMUS, Inc.		5,256,863
	75,014	MeetMe, Inc.*		366,818
	1,626	MicroStrategy, Inc. Class A*		316,761
	9,858	NeuStar, Inc. Class A*		221,312
	19,200	NIC, Inc.		440,640
	106,670	Paycom Software, Inc.*		5,518,039
	91,591	PTC, Inc.*		4,345,077
	70,113	Q2 Holdings, Inc.*		1,970,175
	27,773	Shutterstock, Inc.*		1,638,329
	57,955	Sykes Enterprises, Inc.*		1,549,717
	9,700	Synchronoss Technologies, Inc.*		356,087
	15,100	Syntel, Inc.		303,510
	110,218	Take-Two Interactive Software, Inc.*		4,892,577
	35,065	Tyler Technologies, Inc.*		5,624,426
	105,542	Verint Systems, Inc.*		3,799,512
	52,249	WebMD Health Corp.*		2,566,993
	60,990	WEX, Inc.*		6,654,009
	45,508	Wix.com Ltd.*		1,820,320
	168,630	Zendesk, Inc.*		4,433,283
				160,899,998
		Technology Hardware & Equipment - 2.9%
	69,300	3D Systems Corp.*		961,191
	21,570	Belden, Inc.		1,397,952
	22,738	Cray, Inc.*		472,950
	45,626	ePlus, Inc.*		4,177,060
	8,100	Fabrinet*		307,476

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

97

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Technology Hardware & Equipment - 2.9% - (continued)
	21,642	InterDigital, Inc.	$	1,529,007
	52,443	Itron, Inc.*		2,826,678
	40,769	Ixia*		487,190
	24,210	NETGEAR, Inc.*		1,222,605
	127,340	NetScout Systems, Inc.*		3,495,483
	5,140	Plantronics, Inc.		265,789
	67,561	Rogers Corp.*		3,677,345
	22,900	Sanmina Corp.*		633,185
	42,651	Ubiquiti Networks, Inc.*		2,236,192
	6,510	Universal Display Corp.*		336,567
	25,800	Vishay Intertechnology, Inc.		363,780
				24,390,450
		Telecommunication Services - 0.8%
	7,300	Cogent Communications Holdings, Inc.		269,370
	21,900	IDT Corp. Class B		391,791
	19,876	Inteliquent, Inc.		333,718
	304,659	ORBCOMM, Inc.*		2,720,605
	419,510	Vonage Holdings Corp.*		2,877,839
				6,593,323
		Transportation - 2.3%
	5,586	Alaska Air Group, Inc.		403,421
	7,756	Allegiant Travel Co.		1,069,552
	204,377	Celadon Group, Inc.		1,328,450
	63,449	Genesee & Wyoming, Inc. Class A*		4,310,725
	43,000	Hawaiian Holdings, Inc.*		1,936,075
	233,055	Knight Transportation, Inc.		6,816,859
	132,726	Marten Transport Ltd.		2,720,883
	43,952	Swift Transportation Co.*		983,646
				19,569,611
		Utilities - 0.1%
	6,000	Southwest Gas Corp.		434,760
		Total Common Stocks (cost $791,228,875)	$	831,999,070
EXCHANGE TRADED FUNDS - 1.4%
		Other Investment Pools & Funds - 1.4%
	83,515	iShares Russell 2000 Growth ETF	$	11,681,243
		Total Exchange Traded Funds (cost $11,777,549)	$	11,681,243
WARRANTS - 0.0%
		Diversified Financials - 0.0%
	1,613	Emergent Capital, Inc. Expires 4/11/19*(1)	$	—
		Total Warrants (cost $ -)	$	—
		Total Long-Term Investments (cost $803,006,424)	$	843,680,313

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 0.6%
		Other Investment Pools & Funds - 0.6%
	1,461,923	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	1,461,923
	3,404,055	Morgan Stanley Institutional Liquidity Funds, Institutional Class		3,404,055
		Total Short-Term Investments (cost $4,865,978)	$	4,865,978

Total Investments (cost $807,872,402)^	99.9	%	$	848,546,291
Other Assets and Liabilities	0.1	%		830,298
Total Net Assets	100.0	%	$	849,376,589

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

98

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $809,693,656 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	124,033,617
Unrealized Depreciation		(85,180,982	)
Net Unrealized Appreciation	$	38,852,635

* Non-income producing.

⁽¹⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	04/2016		1,613	Emergent Capital, Inc. Warrants	$	—

At October 31, 2016, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

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

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

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

99

The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	15,683,900	$	15,683,900	$	—	$	—
Banks		36,161,024		36,161,024		—		—
Capital Goods		80,160,360		80,160,360		—		—
Commercial & Professional Services		35,504,577		35,504,577		—		—
Consumer Durables & Apparel		30,860,156		30,860,156		—		—
Consumer Services		43,293,971		43,293,971		—		—
Diversified Financials		9,272,133		9,272,133		—		—
Energy		14,297,739		14,297,739		—		—
Food & Staples Retailing		15,554,744		15,554,744		—		—
Food, Beverage & Tobacco		14,039,532		14,039,532		—		—
Health Care Equipment & Services		78,840,829		78,840,829		—		—
Household & Personal Products		1,455,258		1,455,258		—		—
Insurance		15,326,283		15,326,283		—		—
Materials		37,525,771		37,525,771		—		—
Media		485,751		485,751		—		—
Pharmaceuticals, Biotechnology & Life Sciences		94,288,062		94,288,062		—		—
Real Estate		23,277,467		23,277,467		—		—
Retailing		41,245,990		41,245,990		—		—
Semiconductors & Semiconductor Equipment		32,837,381		32,837,381		—		—
Software & Services		160,899,998		160,899,998		—		—
Technology Hardware & Equipment		24,390,450		24,390,450		—		—
Telecommunication Services		6,593,323		6,593,323		—		—
Transportation		19,569,611		19,569,611		—		—
Utilities		434,760		434,760		—		—
Exchange Traded Funds		11,681,243		11,681,243		—		—
Warrants		—		—		—		—
Short-Term Investments		4,865,978		4,865,978		—		—
Total	$	848,546,291	$	848,546,291	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

100

The Hartford Small Company Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.2%
		Automobiles & Components - 0.9%
	195,099	Fox Factory Holding Corp.*	$	4,233,648
	5,663	Tenneco, Inc.*		311,862
	1,681	Visteon Corp.		118,695
				4,664,205
		Banks - 2.3%
	4,545	FCB Financial Holdings, Inc. Class A*		169,529
	4,837	First Hawaiian, Inc.*		131,953
	8,635	First Merchants Corp.		243,075
	3,433	Great Western Bancorp, Inc.		110,680
	2,146	IBERIABANK Corp.		140,885
	16,003	MGIC Investment Corp.*		130,584
	3,447	Sandy Spring Bancorp, Inc.		109,270
	264,548	Sterling Bancorp		4,761,864
	253,922	United Community Banks, Inc.		5,477,098
				11,274,938
		Capital Goods - 8.0%
	6,509	AAON, Inc.		194,945
	266,479	Advanced Drainage Systems, Inc.		5,089,749
	201,753	Altra Industrial Motion Corp.		5,951,714
	2,142	American Woodmark Corp.*		160,007
	96,984	Applied Industrial Technologies, Inc.		4,926,787
	3,571	Armstrong World Industries, Inc.*		133,913
	105,564	Astronics Corp.*		3,907,977
	3,472	AZZ, Inc.		184,884
	1,699	Esterline Technologies Corp.*		124,792
	5,224	Generac Holdings, Inc.*		198,982
	52,844	Heico Corp. Class A		3,170,640
	1,118	Lennox International, Inc.		163,105
	5,058	Manitowoc Foodservice, Inc.*		76,426
	97,775	Masonite International Corp.*		5,563,398
	67,520	Middleby Corp.*		7,569,667
	2,923	SiteOne Landscape Supply, Inc.*		91,139
	2,036	Teledyne Technologies, Inc.*		219,236
	2,877	Toro Co.		137,751
	31,831	WESCO International, Inc.*		1,725,240
				39,590,352
		Commercial & Professional Services - 0.9%
	3,144	Deluxe Corp.		192,413
	3,779	Exponent, Inc.		216,348
	2,374	GP Strategies Corp.*		61,368
	2,887	Huron Consulting Group, Inc.*		161,816
	5,276	On Assignment, Inc.*		181,547
	62,659	WageWorks, Inc.*		3,693,748
				4,507,240
		Consumer Durables & Apparel - 2.5%
	1,000	Carter’s, Inc.		86,340
	49,484	G-III Apparel Group Ltd.*		1,292,522
	289,103	Kate Spade & Co.*		4,842,475
	168,984	Steven Madden Ltd.*		5,644,066
	6,088	TopBuild Corp.*		183,432
	4,672	Vista Outdoor, Inc.*		180,666
				12,229,501
		Consumer Services - 6.4%
	13,045	Bloomin’ Brands, Inc.		225,679
	576,635	ClubCorp Holdings, Inc.		6,660,134
	4,349	Dunkin’ Brands Group, Inc.		210,318
	47,207	Jack in the Box, Inc.		4,424,712

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.2% - (continued)
		Consumer Services - 6.4% - (continued)
	13,583	La Quinta Holdings, Inc.*	$	135,966
	3,038	Marriott Vacations Worldwide Corp.		193,156
	46,643	Panera Bread Co. Class A*		8,897,619
	2,352	Papa John’s International, Inc.		177,458
	304,972	Planet Fitness, Inc. Class A*		6,465,406
	151,898	Wingstop, Inc.		4,064,790
				31,455,238
		Diversified Financials - 2.1%
	4,467	Evercore Partners, Inc. Class A		240,101
	286,810	Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT		6,556,477
	424,684	WisdomTree Investments, Inc.		3,643,789
				10,440,367
		Energy - 2.6%
	65,600	Centennial Resource Development, Inc. Class A*		974,160
	130,802	Patterson-UTI Energy, Inc.		2,940,429
	4,603	PBF Energy, Inc. Class A		100,345
	1,490	PDC Energy, Inc.*		91,382
	240,402	QEP Resources, Inc.		3,863,260
	4,444	RSP Permian, Inc.*		160,429
	427,050	WPX Energy, Inc.*		4,637,763
				12,767,768
		Food & Staples Retailing - 0.1%
	1,856	Casey’s General Stores, Inc.		209,710
	6,991	Natural Grocers by Vitamin Cottage, Inc.*		83,053
	2,598	PriceSmart, Inc.		236,288
				529,051
		Food, Beverage & Tobacco - 1.1%
	270,296	Greencore Group plc		1,090,753
	19,332	MGP Ingredients, Inc.		680,680
	47,069	Post Holdings, Inc.*		3,588,070
	2,126	TreeHouse Foods, Inc.*		185,982
				5,545,485
		Health Care Equipment & Services - 9.5%
	7,600	ABIOMED, Inc.*		797,924
	105,361	Acadia Healthcare Co., Inc.*		3,788,782
	86,176	Align Technology, Inc.*		7,404,242
	3,634	Anika Therapeutics, Inc.*		161,204
	435	Atrion Corp.		191,030
	4,244	Cynosure, Inc. Class A*		181,007
	69,741	DexCom, Inc.*		5,456,536
	166,299	Globus Medical, Inc. Class A*		3,680,197
	1,767	ICU Medical, Inc.*		246,143
	75,387	Inogen, Inc.*		4,046,020
	246,337	Insulet Corp.*		9,144,030
	2,196	LivaNova plc*		124,469
	4,614	Natus Medical, Inc.*		181,561
	63,186	Nevro Corp.*		5,808,057
	6,213	Omnicell, Inc.*		202,699
	1,327	Team Health Holdings, Inc.*		56,862
	2,726	U.S. Physical Therapy, Inc.		155,109
	4,987	Vascular Solutions, Inc.*		227,407
	122,437	Veeva Systems, Inc. Class A*		4,756,678
	2,071	WellCare Health Plans, Inc.*		235,079
				46,845,036

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

101

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.2% - (continued)
		Insurance - 0.8%
	4,088	AMERISAFE, Inc.	$	227,293
	45,125	Assurant, Inc.		3,633,465
	4,018	James River Group Holdings Ltd.		151,237
				4,011,995
		Materials - 3.3%
	7,057	Boise Cascade Co.*		135,847
	17,335	Graphic Packaging Holding Co.		216,687
	607,762	Headwaters, Inc.*		9,967,297
	14,605	OMNOVA Solutions, Inc.*		110,998
	781,838	Platform Specialty Products Corp.*		5,699,599
	6,914	PolyOne Corp.		202,096
	2,087	Silgan Holdings, Inc.		106,333
				16,438,857
		Pharmaceuticals, Biotechnology & Life Sciences - 8.9%
	137,280	Aerie Pharmaceuticals, Inc.*		4,564,560
	1,447	Agios Pharmaceuticals, Inc.*		69,225
	111,376	Alder Biopharmaceuticals, Inc.*		2,700,868
	8,824	Amicus Therapeutics, Inc.*		60,886
	9,764	Aratana Therapeutics, Inc.*		79,088
	6,728	ARIAD Pharmaceuticals, Inc.*		58,668
	55,780	Bluebird Bio, Inc.*		2,663,495
	82,613	Coherus Biosciences, Inc.*		2,259,466
	105,671	Five Prime Therapeutics, Inc.*		5,128,214
	5,162	Flexion Therapeutics, Inc.*		98,594
	61,533	Galapagos N.V. ADR*		3,730,130
	106,750	Global Blood Therapeutics, Inc.*		1,862,788
	4,764	GlycoMimetics, Inc.*		28,727
	139,912	Intersect ENT, Inc.*		2,042,715
	3,809	Ionis Pharmaceuticals, Inc.*		98,958
	172,896	Ironwood Pharmaceuticals, Inc.*		2,207,882
	4,488	Medicines Co.*		147,880
	69,192	MyoKardia, Inc.*		930,632
	2,843	Neurocrine Biosciences, Inc.*		124,438
	527,697	Novavax, Inc.*		802,099
	138,604	Otonomy, Inc.*		2,092,920
	3,061	PAREXEL International Corp.*		178,334
	75,635	Patheon N.V.*		1,920,373
	84,444	Portola Pharmaceuticals, Inc.*		1,535,192
	85,877	PTC Therapeutics, Inc.*		533,296
	41,093	TESARO, Inc.*		4,967,322
	49,173	Ultragenyx Pharmaceutical, Inc.*		2,900,715
				43,787,465
		Real Estate - 3.1%
	73,668	Coresite Realty Corp. REIT		5,432,278
	55,093	FirstService Corp.		2,234,572
	6,359	HFF, Inc. Class A REIT		169,340
	356,301	Kennedy-Wilson Holdings, Inc. REIT		7,339,801
	11,529	Sunstone Hotel Investors, Inc. REIT		144,804
				15,320,795
		Retailing - 4.0%
	3,136,600	Allstar Co.*(1)(2)(3)		3,136,600
	2,658	Burlington Stores, Inc.*		199,191
	4,469	Core-Mark Holding Co., Inc.		157,979
	71,974	Dick’s Sporting Goods, Inc.		4,005,353
	128,816	DSW, Inc. Class A		2,675,508
	45,539	Five Below, Inc.*		1,711,356
	3,625	HSN, Inc.		136,662
	75,205	Monro Muffler Brake, Inc.		4,136,275

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.2% - (continued)
		Retailing - 4.0% - (continued)
	65,552	Tory Burch LLC*(1)(2)(3)	$	3,192,381
	3,579	Wayfair, Inc. Class A*		119,288
				19,470,593
		Semiconductors & Semiconductor Equipment - 2.4%
	2,991	Cirrus Logic, Inc.*		161,454
	205,077	Entegris, Inc.*		3,260,724
	9,485	Integrated Device Technology, Inc.*		196,434
	101,120	MACOM Technology Solutions Holdings, Inc.*		3,717,171
	4,923	MKS Instruments, Inc.		248,366
	94,293	SunPower Corp.*		682,681
	217,841	Tower Semiconductor Ltd.*		3,387,428
				11,654,258
		Software & Services - 26.7%
	75,391	2U, Inc.*		2,628,130
	3,140	Aspen Technology, Inc.*		154,614
	67,191	Atlassian Corp. plc Class A*		1,804,750
	2,446	Blackbaud, Inc.		150,184
	76,068	Blackhawk Network Holdings, Inc.*		2,620,543
	5,200	Blackline, Inc.*		118,300
	2,930	Bottomline Technologies de, Inc.*		66,482
	129,133	BroadSoft, Inc.*		5,365,476
	1,463	CACI International, Inc. Class A*		143,155
	7,000	Cardtronics plc Class A*		350,000
	2,512	Cass Information Systems, Inc.		135,296
	65,627	CommVault Systems, Inc.*		3,511,045
	3,065	comScore, Inc.*		88,241
	28,714	CoStar Group, Inc.*		5,372,964
	4,442	Ellie Mae, Inc.*		470,363
	138,709	Envestnet, Inc.*		4,903,363
	47,972	EPAM Systems, Inc.*		3,087,958
	7,306	Everyday Health, Inc.*		76,713
	4,134	Exlservice Holdings, Inc.*		182,020
	64,889	Fair Isaac Corp.		7,830,805
	194,689	Five9, Inc.*		2,787,947
	118,264	Gigamon, Inc.*		6,539,999
	211,358	GoDaddy, Inc. Class A*		7,564,503
	4,312	GrubHub, Inc.*		164,330
	76,056	Guidewire Software, Inc.*		4,369,417
	108,786	HubSpot, Inc.*		5,705,826
	135,592	InterXion Holding N.V.*		5,048,090
	4,168	j2 Global, Inc.		296,553
	562,186	Just Eat plc*		3,861,833
	3,573	MAXIMUS, Inc.		186,010
	144,100	Mimecast Ltd.*		2,916,584
	3,089	Paycom Software, Inc.*		159,794
	157,721	Paylocity Holding Corp.*		6,859,286
	73,872	Proofpoint, Inc.*		5,790,087
	3,119	PTC, Inc.*		147,965
	2,336	Q2 Holdings, Inc.*		65,642
	191,085	SS&C Technologies Holdings, Inc.		6,101,344
	40,447	Stamps.com, Inc.*		3,945,605
	3,884	Take-Two Interactive Software, Inc.*		172,411
	667,714	Telogis, Inc.*(1)(2)(3)		1,923,016
	3,400	Trade Desk, Inc. Class A*		85,612
	1,199	Tyler Technologies, Inc.*		192,320
	22,265	Ultimate Software Group, Inc.*		4,697,692
	3,474	Verint Systems, Inc.*		125,064
	1,803	WebMD Health Corp.*		88,581
	59,601	WEX, Inc.*		6,502,469

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

102

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 93.2% - (continued)
		Software & Services - 26.7% - (continued)
	114,514	Wix.com Ltd.*	$	4,580,560
	181,587	WNS Holdings Ltd. ADR*		4,993,643
	46,184	Zendesk, Inc.*		1,214,177
	154,837	Zillow Group, Inc. Class C*		5,165,362
				131,312,124
		Technology Hardware & Equipment - 1.2%
	38,269	Arista Networks, Inc.*		3,243,298
	20,437	Coherent, Inc.*		2,127,900
	1,589	ePlus, Inc.*		145,473
	1,804	Itron, Inc.*		97,235
	4,277	NetScout Systems, Inc.*		117,404
	7,400	Quantenna Communications, Inc.*		110,852
	2,302	Rogers Corp.*		125,298
				5,967,460
		Telecommunication Services - 0.8%
	401,685	ORBCOMM, Inc.*		3,587,047
	14,376	Vonage Holdings Corp.*		98,619
				3,685,666
		Transportation - 5.1%
	7,287	Celadon Group, Inc.		47,366
	2,116	Genesee & Wyoming, Inc. Class A*		143,761
	82,673	Kirby Corp.*		4,873,573
	353,727	Knight Transportation, Inc.		10,346,515
	4,565	Marten Transport Ltd.		93,582
	65,012	Spirit Airlines, Inc.*		3,116,025
	283,912	Swift Transportation Co.*		6,353,951
				24,974,773
		Utilities - 0.5%
	117,400	AquaVenture Holdings Ltd.*		2,492,402
		Total Common Stocks (cost $454,308,778)	$	458,965,569
PREFERRED STOCKS - 4.3%
		Consumer Services - 0.3%
	177,795	DraftKings, Inc. Series D*(1)(2)(3)	$	705,846
	160,456	DraftKings, Inc. Series D-1*(1)(2)(3)		837,580
				1,543,426
		Pharmaceuticals, Biotechnology & Life Sciences - 0.1%
	92,973	Sancilio & Co., Inc.*(1)(2)(3)		369,103
		Retailing - 0.3%
	47,489	Honest Co.*(1)(2)(3)		1,781,312
		Software & Services - 3.3%
	106,123	Cloudera, Inc.*(1)(2)(3)		1,853,969
	263,189	MarkLogic Corp. Series F*(1)(2)(3)		2,708,215
	129,162	Nutanix, Inc.*(1)(2)		2,902,521
	909,316	Telogis, Inc.*(1)(2)(3)		3,600,891
	98,033	Veracode, Inc.*(1)(2)(3)		2,344,949
	658,164	Zuora, Inc. Series F*(1)(2)(3)		2,672,146
				16,082,691
		Telecommunication Services - 0.3%
	4,044	DocuSign, Inc. Series B*(1)(2)(3)		78,494
	1,211	DocuSign, Inc. Series B-1*(1)(2)(3)		23,506
	2,906	DocuSign, Inc. Series D*(1)(2)(3)		56,405

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 4.3% - (continued)
		Telecommunication Services - 0.3% - (continued)
	62,928	DocuSign, Inc. Series E*(1)(2)(3)	$	1,221,433
				1,379,838
		Total Preferred Stocks (cost $18,289,748)	$	21,156,370
		Total Long-Term Investments (cost $472,598,526)	$	480,121,939
SHORT-TERM INVESTMENTS - 2.3%
		Other Investment Pools & Funds - 2.3%
	11,045,153	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	11,045,153
		Total Short-Term Investments (cost $11,045,153)	$	11,045,153

Total Investments (cost $483,643,679)^	99.8	%	$	491,167,092
Other Assets and Liabilities	0.2	%		1,188,144
Total Net Assets	100.0	%	$	492,355,236

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

103

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $491,240,198 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	45,538,378
Unrealized Depreciation		(45,611,484	)
Net Unrealized Depreciation	$	(73,106	)

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $29,408,367, which represents 6.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost
08/2011		3,136,600	Allstar Co.	$	1,364,479
02/2014		106,123	Cloudera, Inc. Preferred		1,545,151
02/2014		4,044	DocuSign, Inc. Series B Preferred		53,107
02/2014		1,211	DocuSign, Inc. Series B-1 Preferred		15,903
02/2014		2,906	DocuSign, Inc. Series D Preferred		38,163
02/2014		62,928	DocuSign, Inc. Series E Preferred		826,396
07/2015		177,795	DraftKings, Inc. Series D Preferred		957,589
07/2015		160,456	DraftKings, Inc. Series D-1 Preferred		1,229,961
08/2015		47,489	Honest Co. Preferred		2,172,859
04/2015		263,189	MarkLogic Corp. Series F Preferred		3,056,730
08/2014		129,162	Nutanix, Inc. Preferred		1,730,319
05/2014		92,973	Sancilio & Co., Inc. Preferred		351,154
09/2013		667,714	Telogis, Inc.		1,322,808
09/2013		909,316	Telogis, Inc. Preferred		2,001,586
11/2013		65,552	Tory Burch LLC		5,137,734
08/2014		98,033	Veracode, Inc. Preferred		1,810,268
01/2015		658,164	Zuora, Inc. Series F Preferred		2,500,562
				$	26,114,769

At October 31, 2016, the aggregate value of these securities was $29,408,367, which represents 6.0% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $26,505,846, which represents 5.4% of total net assets.

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

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

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

104

The Hartford Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	4,664,205	$	4,664,205	$	—	$	—
Banks		11,274,938		11,274,938		—		—
Capital Goods		39,590,352		39,590,352		—		—
Commercial & Professional Services		4,507,240		4,507,240		—		—
Consumer Durables & Apparel		12,229,501		12,229,501		—		—
Consumer Services		31,455,238		31,455,238		—		—
Diversified Financials		10,440,367		10,440,367		—		—
Energy		12,767,768		12,767,768		—		—
Food & Staples Retailing		529,051		529,051		—		—
Food, Beverage & Tobacco		5,545,485		4,454,732		1,090,753		—
Health Care Equipment & Services		46,845,036		46,845,036		—		—
Insurance		4,011,995		4,011,995		—		—
Materials		16,438,857		16,438,857		—		—
Pharmaceuticals, Biotechnology & Life Sciences		43,787,465		43,787,465		—		—
Real Estate		15,320,795		15,320,795		—		—
Retailing		19,470,593		13,141,612		—		6,328,981
Semiconductors & Semiconductor Equipment		11,654,258		11,654,258		—		—
Software & Services		131,312,124		125,527,275		3,861,833		1,923,016
Technology Hardware & Equipment		5,967,460		5,967,460		—		—
Telecommunication Services		3,685,666		3,685,666		—		—
Transportation		24,974,773		24,974,773		—		—
Utilities		2,492,402		2,492,402		—		—
Preferred Stocks		21,156,370		—		—		21,156,370
Short-Term Investments		11,045,153		11,045,153		—		—
Total	$	491,167,092	$	456,806,139	$	4,952,586	$	29,408,367

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Preferred Stocks			Total
Beginning balance	$	2,979,047		$	29,613,460		$	32,592,507
Conversions*		5,554,457			(5,554,457	)		—
Purchases		—			—			—
Sales		—			(394,455	)		(394,455	)
Accrued discounts/(premiums)		—			—			—
Total realized gain/(loss)		—			(34,725	)		(34,725	)
Net change in unrealized appreciation/depreciation		1,697,746			(2,473,453	)		(775,707	)
Transfers into Level 3(1)		—			—			—
Transfers out of Level 3(1)		(1,979,253	)		—			(1,979,253	)
Ending balance	$	8,251,997		$	21,156,370		$	29,408,367

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $(770,124).

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

⁽¹⁾ For the year ended October 31, 2016, investments valued at $1,979,253 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

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

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

105

The Hartford Value Opportunities Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4%
		Automobiles & Components - 0.9%
	31,700	Delphi Automotive plc	$	2,062,719
		Banks - 10.0%
	157,877	Citigroup, Inc.		7,759,655
	32,719	M&T Bank Corp.		4,015,603
	69,797	PNC Financial Services Group, Inc.		6,672,593
	128,500	Wells Fargo & Co.		5,912,285
				24,360,136
		Capital Goods - 2.5%
	37,283	Eaton Corp. plc		2,377,537
	33,231	Generac Holdings, Inc.*		1,265,769
	236,000	Sanwa Holdings Corp.		2,350,403
				5,993,709
		Commercial & Professional Services - 1.5%
	102,177	IHS Markit Ltd.*		3,759,092
		Consumer Durables & Apparel - 2.0%
	11,394,000	Global Brands Group Holding Ltd.*		1,290,549
	22,367	Ralph Lauren Corp.		2,194,203
	52,500	Toll Brothers, Inc.*		1,440,600
				4,925,352
		Consumer Services - 2.0%
	63,468	Las Vegas Sands Corp.		3,673,528
	67,200	Melco Crown Entertainment Ltd. ADR		1,124,928
				4,798,456
		Diversified Financials - 3.0%
	132,400	Gores Holdings, Inc. Class A*		1,508,036
	96,822	Raymond James Financial, Inc.		5,820,939
				7,328,975
		Energy - 12.8%
	85,770	Anadarko Petroleum Corp.		5,098,169
	23,800	Baker Hughes, Inc.		1,318,520
	117,700	Cabot Oil & Gas Corp.		2,457,576
	102,563	Canadian Natural Resources Ltd.		3,252,273
	232,133	Cobalt International Energy, Inc.*		219,157
	16,703	Diamondback Energy, Inc.*		1,524,817
	95,056	Halliburton Co.		4,372,576
	29,265	Helmerich & Payne, Inc.		1,846,914
	21,600	Hess Corp.		1,036,152
	59,778	HollyFrontier Corp.		1,491,461
	196,172	Marathon Oil Corp.		2,585,547
	14,110	Pioneer Natural Resources Co.		2,525,972
	76,885	QEP Resources, Inc.		1,235,542
	131,918	Southwestern Energy Co.*		1,370,628
	350,088	Trican Well Service Ltd.*		751,698
				31,087,002
		Food, Beverage & Tobacco - 1.7%
	70,541	British American Tobacco plc		4,042,912
		Health Care Equipment & Services - 2.9%
	124,700	Envision Healthcare Holdings, Inc.*		2,466,566
	28,438	McKesson Corp.		3,616,460
	17,200	MEDNAX, Inc.*		1,053,500
				7,136,526
		Household & Personal Products - 0.7%
	75,604	Coty, Inc. Class A*		1,738,136

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Insurance - 11.3%
	76,953	American International Group, Inc.	$	4,748,000
	83,294	Arthur J Gallagher & Co.		4,017,270
	211,021	MetLife, Inc.		9,909,546
	83,521	Principal Financial Group, Inc.		4,560,247
	81,956	Unum Group		2,901,242
	43,200	XL Group Ltd.		1,499,040
				27,635,345
		Materials - 5.7%
	21,000	Bemis Co., Inc.		1,023,120
	64,144	Celanese Corp. Series A		4,677,381
	93,600	CF Industries Holdings, Inc.		2,247,336
	133,880	Constellium N.V. Class A*		702,870
	58,502	CRH plc		1,893,105
	50,080	Reliance Steel & Aluminum Co.		3,444,502
				13,988,314
		Media - 2.9%
	45,900	John Wiley & Sons, Inc. Class A		2,368,440
	150,859	SES S.A.		3,470,677
	120,255	Sky plc		1,202,219
				7,041,336
		Pharmaceuticals, Biotechnology & Life Sciences - 10.7%
	32,300	Alder Biopharmaceuticals, Inc.*		783,275
	17,048	Allergan plc*		3,562,009
	6,849	Biogen, Inc.*		1,918,953
	78,172	Bristol-Myers Squibb Co.		3,979,737
	16,200	Eli Lilly & Co.		1,196,208
	40,275	Merck & Co., Inc.		2,364,948
	145,107	Mylan N.V.*		5,296,405
	227,400	Novavax, Inc.*		345,648
	4,250	Regeneron Pharmaceuticals, Inc.*		1,466,335
	747	Samsung Biologics Co., Ltd.*		88,785
	19,797	TESARO, Inc.*		2,393,061
	63,400	Teva Pharmaceutical Industries Ltd. ADR		2,709,716
				26,105,080
		Real Estate - 6.2%
	51,886	American Tower Corp. REIT		6,080,520
	4,800	Boston Properties, Inc. REIT		578,304
	128,261	Columbia Property Trust, Inc. REIT		2,703,742
	217,100	Host Hotels & Resorts, Inc. REIT		3,360,708
	90,500	STORE Capital Corp. REIT		2,469,745
				15,193,019
		Retailing - 0.2%
	571,800	Allstar Co.*(1)(2)(3)		571,800
		Semiconductors & Semiconductor Equipment - 2.1%
	25,729	Silicon Motion Technology Corp. ADR		1,044,855
	53,800	Skyworks Solutions, Inc.		4,139,372
				5,184,227
		Software & Services - 3.3%
	4,973	Alphabet, Inc. Class A*		4,027,633
	55,500	Envestnet, Inc.*		1,961,925
	85,500	Genpact Ltd.*		1,965,645
				7,955,203
		Technology Hardware & Equipment - 5.5%
	85,215	ARRIS International plc*		2,367,273
	184,627	Cisco Systems, Inc.		5,664,356
	1,772	Samsung Electronics Co., Ltd.		2,534,542

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

106

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.4% - (continued)
		Technology Hardware & Equipment - 5.5% - (continued)
	47,812	Western Digital Corp.	$	2,794,133
				13,360,304
		Telecommunication Services - 1.7%
	86,899	Verizon Communications, Inc.		4,179,842
		Transportation - 3.7%
	151,855	CSX Corp.		4,633,096
	49,488	Genesee & Wyoming, Inc. Class A*		3,362,215
	10,208	United Parcel Service, Inc. Class B		1,100,014
				9,095,325
		Utilities - 6.1%
	127,846	Exelon Corp.		4,355,713
	96,241	OGE Energy Corp.		2,987,320
	83,006	PG&E Corp.		5,156,333
	21,800	Sempra Energy		2,334,780
				14,834,146
		Total Common Stocks (cost $250,892,725)	$	242,376,956
		Total Long-Term Investments (cost $250,892,725)	$	242,376,956
SHORT-TERM INVESTMENTS - 0.5%
		Other Investment Pools & Funds - 0.5%
	1,307,101	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	1,307,101
		Total Short-Term Investments (cost $1,307,101)	$	1,307,101

Total Investments (cost $252,199,826)^	99.9	%	$	243,684,057
Other Assets and Liabilities	0.1	%		222,685
Total Net Assets	100.0	%	$	243,906,742

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

107

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $252,574,072 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	18,548,164
Unrealized Depreciation		(27,438,179	)
Net Unrealized Depreciation	$	(8,890,015	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2016, the aggregate value of this security was $571,800, which represents 0.2% of total net assets.

⁽²⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost
08/2011		571,800	Allstar Co.	$	248,744

At October 31, 2016, the aggregate value of these securities was $571,800, which represents 0.2% of total net assets.

⁽³⁾  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of this security was $571,800, which represents 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

Foreign Currency Contracts Outstanding at October 31, 2016
	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Currency
EUR		Sell		12/21/16		CSFB	$	639,974	$	625,031	$	14,943
EUR		Sell		12/21/16		CBA		639,949		625,031		14,918
EUR		Sell		12/21/16		SSG		638,697		623,930		14,767
EUR		Sell		12/21/16		RBC		639,720		625,031		14,689
GBP		Sell		12/21/16		BCLY		1,609,764		1,479,265		130,499
Total											$	189,816

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
CBA	Commonwealth Bank of Australia
CSFB	Credit Suisse First Boston Corp.
RBC	RBC Dominion Securities, Inc.
SSG	State Street Global Markets LLC

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

108

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments) - (continued)
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

109

The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	2,062,719	$	2,062,719	$	—	$	—
Banks		24,360,136		24,360,136		—		—
Capital Goods		5,993,709		3,643,306		2,350,403		—
Commercial & Professional Services		3,759,092		3,759,092		—		—
Consumer Durables & Apparel		4,925,352		3,634,803		1,290,549		—
Consumer Services		4,798,456		4,798,456		—		—
Diversified Financials		7,328,975		7,328,975		—		—
Energy		31,087,002		31,087,002		—		—
Food, Beverage & Tobacco		4,042,912		—		4,042,912		—
Health Care Equipment & Services		7,136,526		7,136,526		—		—
Household & Personal Products		1,738,136		1,738,136		—		—
Insurance		27,635,345		27,635,345		—		—
Materials		13,988,314		12,095,209		1,893,105		—
Media		7,041,336		2,368,440		4,672,896		—
Pharmaceuticals, Biotechnology & Life Sciences		26,105,080		26,105,080		—		—
Real Estate		15,193,019		15,193,019		—		—
Retailing		571,800		—		—		571,800
Semiconductors & Semiconductor Equipment		5,184,227		5,184,227		—		—
Software & Services		7,955,203		7,955,203		—		—
Technology Hardware & Equipment		13,360,304		10,825,762		2,534,542		—
Telecommunication Services		4,179,842		4,179,842		—		—
Transportation		9,095,325		9,095,325		—		—
Utilities		14,834,146		14,834,146		—		—
Short-Term Investments		1,307,101		1,307,101		—		—
Foreign Currency Contracts(2)		189,816		—		189,816		—
Total	$	243,873,873	$	226,327,850	$	16,974,223	$	571,800

⁽¹⁾ For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Total
Beginning balance	$	336,789		$	336,789
Purchases		—			—
Sales		(17,640	)		(17,640	)
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		(3,902	)		(3,902	)
Net change in unrealized appreciation/depreciation		256,553			256,553
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	571,800		$	571,800

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $240,156.

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

110

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111

Domestic Equity Funds

Statements of Assets and Liabilities

October 31, 2016

	The Hartford Capital Appreciation Fund			Hartford Core Equity Fund		The Hartford Dividend and Growth Fund
Assets:
Investments in securities, at market value	$	8,495,977,724		$	2,338,092,909	$	7,511,100,013
Cash		—			—		956,578
Cash collateral due from broker		—			2,475,000		—
Foreign currency		345,021			—		—
Unrealized appreciation on foreign currency contracts		1,824,498			—		—
Receivables:
Investment securities sold		132,870,117			8,015,918		34,365,417
Fund shares sold		4,871,413			12,508,691		10,105,685
Dividends and interest		12,783,082			1,703,313		8,159,787
Other assets		102,333			150,036		110,449
Total assets		8,648,774,188			2,362,945,867		7,564,797,929
Liabilities:
Payables:
Investment securities purchased		60,566,240			1,234,462		17,605,781
Fund shares redeemed		19,587,149			8,133,923		18,288,731
Investment management fees		4,917,624			722,488		3,929,010
Transfer agent fees		906,748			176,700		702,865
Accounting services fees		121,207			32,155		86,013
Board of Directors’ fees		17,763			812		12,624
Variation margin on financial derivative instruments		—			101,736		—
Distribution fees		2,358,321			439,396		1,212,592
Accrued expenses		534,624			110,404		399,692
Total liabilities		89,009,676			10,952,076		42,237,308
Net assets	$	8,559,764,512		$	2,351,993,791	$	7,522,560,621
Summary of Net Assets:
Capital stock and paid-in-capital	$	8,293,752,968		$	2,254,676,348	$	5,554,310,328
Undistributed (distributions in excess of) net investment income		9,895,548			10,519,338		16,038,314
Accumulated net realized gain (loss)		(171,136,688	)		18,469,238		237,087,940
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		427,252,684			68,328,867		1,715,124,039
Net assets	$	8,559,764,512		$	2,351,993,791	$	7,522,560,621
Shares authorized		1,665,000,000			650,000,000		1,050,000,000
Par value	$	0.0010		$	0.0010	$	0.0010
Class A:     Net asset value per share	$	34.49		$	23.87	$	23.49
Maximum offering price per share	$	36.50		$	25.26	$	24.86
Shares outstanding		133,637,643			29,491,929		149,098,879
Net Assets	$	4,609,594,123		$	703,896,451	$	3,501,684,010
Class B:     Net asset value per share	$	27.28		$	21.99	$	23.04
Shares outstanding		2,150,023			34,844		855,548
Net Assets	$	58,646,850		$	766,278	$	19,715,751
Class C:     Net asset value per share	$	27.80		$	21.94	$	22.80
Shares outstanding		51,091,781			12,823,634		19,205,221
Net Assets	$	1,420,170,609		$	281,383,273	$	437,960,963
Class I:      Net asset value per share	$	34.65		$	23.93	$	23.38
Shares outstanding		35,353,700			31,329,699		76,101,444
Net Assets	$	1,225,026,128		$	749,823,888	$	1,779,168,304
Class R3:   Net asset value per share	$	37.38		$	24.18	$	23.75
Shares outstanding		2,769,331			1,489,019		3,343,526
Net Assets	$	103,526,048		$	36,011,595	$	79,400,454
Class R4:   Net asset value per share	$	38.39		$	24.54	$	23.89
Shares outstanding		2,616,164			5,887,578		5,721,940
Net Assets	$	100,426,071		$	144,490,471	$	136,673,123

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

112

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford Equity Income Fund		The Hartford Growth Opportunities Fund			The Hartford Healthcare Fund			The Hartford MidCap Fund			The Hartford MidCap Value Fund		Hartford Small Cap Core Fund			The Hartford Small Cap Growth Fund
$	3,696,700,927	$	4,196,463,412		$	1,392,271,571		$	6,353,594,093		$	480,259,894	$	171,174,725		$	848,546,291
	—		—			—			—			—		8,689			—
	—		—			—			—			—		—			—
	341,728		19			5			—			8		—			—
	—		—			—			—			—		—			—
	10,033,632		195,260,555			5,072,462			14,318,854			1,421,108		—			5,834,204
	9,811,455		7,900,896			1,151,559			24,653,255			3,172,924		66,418			1,166,352
	4,353,227		2,520,577			1,225,741			999,559			254,013		104,802			46,387
	113,370		81,053			56,178			194,922			48,772		44,084			47,709
	3,721,354,339		4,402,226,512			1,399,777,516			6,393,760,683			485,156,719		171,398,718			855,640,943
	7,361,978		122,211,392			3,104,471			33,104,570			3,269,819		—			3,455,869
	10,656,260		10,938,500			14,532,650			11,234,058			892,472		92,362			2,005,387
	1,956,625		2,625,666			1,076,081			3,893,826			305,490		112,685			538,717
	293,117		501,515			186,065			712,186			67,572		11,132			65,963
	37,858		44,648			17,720			62,929			5,702		2,103			12,010
	5,451		8,297			2,623			6,618			714		406			1,494
	—		—			—			—			—		—			—
	790,073		789,975			433,539			1,055,630			92,525		20,450			97,592
	189,787		268,158			125,429			313,089			76,859		26,140			87,322
	21,291,149		137,388,151			19,478,578			50,382,906			4,711,153		265,278			6,264,354
$	3,700,063,190	$	4,264,838,361		$	1,380,298,938		$	6,343,377,777		$	480,445,566	$	171,133,440		$	849,376,589
$	2,973,945,756	$	3,810,751,220		$	1,289,529,723		$	5,271,885,455		$	423,330,135	$	169,109,463		$	807,055,418
	2,506,351		(31,151,060	)		(6,979,465	)		(14,877,948	)		448,510		1,523,691			(2,151,347	)
	118,594,272		116,079,010			105,978,374			201,284,929			32,378,522		(7,839,774	)		3,798,629
	605,016,811		369,159,191			(8,229,694	)		885,085,341			24,288,399		8,340,060			40,673,889
$	3,700,063,190	$	4,264,838,361		$	1,380,298,938		$	6,343,377,777		$	480,445,566	$	171,133,440		$	849,376,589
	650,000,000		23,800,000,000			500,000,000			810,000,000			500,000,000		1,000,000,000			27,050,000,000
$	0.0010	$	0.0001		$	0.0010		$	0.0010		$	0.0010	$	0.0010		$	0.0001
$	17.97	$	37.66		$	30.96		$	24.25		$	13.98	$	11.56		$	44.55
$	19.02	$	39.85		$	32.76		$	25.66		$	14.79	$	12.23		$	47.14
	93,277,955		46,406,961			24,448,248			84,184,307			17,594,901		4,000,914			4,438,200
$	1,676,572,221	$	1,747,531,714		$	757,037,542		$	2,041,825,703		$	246,023,282	$	46,270,207		$	197,737,687
$	18.00	$	25.69		$	26.22		$	17.80		$	11.94	$	10.73		$	35.04
	385,031		165,419			78,411			945,972			53,392		74,401			17,284
$	6,929,609	$	4,248,873		$	2,056,268		$	16,842,204		$	637,272	$	798,458		$	605,694
$	17.89	$	26.03		$	26.34		$	18.42		$	11.90	$	10.58		$	34.78
	25,323,223		16,140,964			9,642,972			33,180,426			3,023,516		983,901			1,087,047
$	452,908,598	$	420,107,379		$	254,008,650		$	611,311,181		$	35,964,980	$	10,409,836		$	37,807,307
$	17.89	$	39.00		$	32.15		$	24.79		$	14.09	$	11.58		$	45.79
	54,016,660		44,267,519			7,106,021			69,613,914			5,899,984		222,929			3,005,203
$	966,338,195	$	1,726,408,409		$	228,463,405		$	1,725,700,012		$	83,154,826	$	2,582,112		$	137,606,393
$	17.99	$	37.96		$	31.87		$	26.88		$	14.67	$	11.87		$	44.42
	3,041,865		1,252,726			1,380,296			2,667,640			776,759		61,811			286,091
$	54,731,712	$	47,558,930		$	43,993,438		$	71,711,473		$	11,396,223	$	733,620		$	12,708,472
$	18.02	$	39.50		$	33.10		$	27.69		$	14.87	$	11.94		$	45.90
	4,259,767		1,828,388			1,156,396			5,964,541			904,669		22,351			1,443,959
$	76,744,705	$	72,212,914		$	38,272,854		$	165,136,721		$	13,448,403	$	266,767		$	66,272,734

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

113

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Capital Appreciation Fund		Hartford Core Equity Fund		The Hartford Dividend and Growth Fund
Class R5:   Net asset value per share	$	39.15	$	24.10	$	23.97
Shares outstanding		1,165,775		5,056,037		4,359,438
Net Assets	$	45,642,964	$	121,871,081	$	104,487,152
Class R6:   Net asset value per share	$	39.36	$	24.19	$	23.97
Shares outstanding		1,459,048		1,325,309		123,682
Net Assets	$	57,431,821	$	32,058,716	$	2,964,440
Class Y:     Net asset value per share	$	39.36	$	24.20	$	23.97
Shares outstanding		23,866,260		11,640,777		60,924,705
Net Assets	$	939,299,898	$	281,692,038	$	1,460,506,424
Cost of investments	$	8,070,004,003	$	2,268,915,893	$	5,795,975,974
Cost of foreign currency	$	345,021	$	—	$	—

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

114

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford Equity Income Fund		The Hartford Growth Opportunities Fund		The Hartford Healthcare Fund		The Hartford MidCap Fund		The Hartford MidCap Value Fund		Hartford Small Cap Core Fund		The Hartford Small Cap Growth Fund
$	18.09	$	40.78	$	34.23	$	28.24	$	15.03	$	11.96	$	47.52
	3,607,748		362,665		156,036		6,854,127		653,984		3,715		2,150,095
$	65,276,175	$	14,790,586	$	5,341,555	$	193,533,164	$	9,830,929	$	44,447	$	102,165,564
$	18.13	$	41.21	$	—	$	28.45	$	—	$	—	$	47.94
	802,597		22,867		—		926,350		—		—		84,950
$	14,551,351	$	942,353	$	—	$	26,352,013	$	—	$	—	$	4,072,226
$	18.13	$	41.23	$	34.54	$	28.44	$	15.07	$	12.00	$	48.00
	21,290,005		5,603,739		1,480,173		52,427,630		5,306,377		9,172,184		6,050,221
$	386,010,624	$	231,037,203	$	51,125,226	$	1,490,965,306	$	79,989,651	$	110,027,993	$	290,400,512
$	3,091,609,086	$	3,827,233,901	$	1,400,480,004	$	5,468,508,939	$	455,965,090	$	162,834,665	$	807,872,402
$	342,507	$	19	$	5	$	—	$	8	$	—	$	—

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

115

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Small Company Fund			The Hartford Value Opportunities Fund
Assets:
Investments in securities, at market value	$	491,167,092		$	243,684,057
Foreign currency		5			5
Unrealized appreciation on foreign currency contracts		—			189,816
Receivables:
Investment securities sold		10,312,419			292,169
Fund shares sold		1,223,442			386,583
Dividends and interest		1,170			372,788
Other assets		83,055			37,986
Total assets		502,787,183			244,963,404
Liabilities:
Payables:
Investment securities purchased		3,707,705			275,244
Fund shares redeemed		6,075,509			490,152
Investment management fees		363,312			147,918
Transfer agent fees		103,079			35,202
Accounting services fees		6,189			2,958
Board of Directors’ fees		1,543			549
Variation margin on financial derivative instruments		—			—
Distribution fees		101,215			63,414
Accrued expenses		73,395			41,225
Total liabilities		10,431,947			1,056,662
Net assets	$	492,355,236		$	243,906,742
Summary of Net Assets:
Capital stock and paid-in-capital	$	551,818,134		$	249,034,962
Undistributed (distributions in excess of) net investment income		(4,351,537	)		1,807,270
Accumulated net realized gain (loss)		(62,634,774	)		1,401,885
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		7,523,413			(8,337,375	)
Net assets	$	492,355,236		$	243,906,742
Shares authorized		550,000,000			27,000,000,000
Par value	$	0.0010		$	0.0001
Class A:     Net asset value per share	$	15.74		$	17.94
Maximum offering price per share	$	16.66		$	18.98
Shares outstanding		16,680,205			10,450,475
Net Assets	$	262,617,601		$	187,475,458
Class B:     Net asset value per share	$	11.62		$	15.70
Shares outstanding		74,196			44,254
Net Assets	$	862,094		$	694,964
Class C:     Net asset value per share	$	11.60		$	15.52
Shares outstanding		2,205,555			1,431,759
Net Assets	$	25,585,966		$	22,223,282
Class I:      Net asset value per share	$	16.43		$	17.75
Shares outstanding		2,549,545			1,078,542
Net Assets	$	41,881,346		$	19,138,908
Class R3:   Net asset value per share	$	17.05		$	18.13
Shares outstanding		1,739,615			153,529
Net Assets	$	29,662,240		$	2,783,319
Class R4:   Net asset value per share	$	17.89		$	18.34
Shares outstanding		1,555,756			475,561
Net Assets	$	27,833,917		$	8,720,113

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

116

Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Small Company Fund		The Hartford Value Opportunities Fund
Class R5:   Net asset value per share	$	18.67	$	18.49
Shares outstanding		282,984		109,524
Net Assets	$	5,283,230	$	2,025,199
Class R6:   Net asset value per share	$	18.99	$	—
Shares outstanding		472		—
Net Assets	$	8,954	$	—
Class Y:     Net asset value per share	$	18.99	$	18.55
Shares outstanding		5,194,525		45,581
Net Assets	$	98,619,888	$	845,499
Cost of investments	$	483,643,679	$	252,199,826
Cost of foreign currency	$	5	$	5

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

117

Domestic Equity Funds

Statements of Operations

For the Year Ended October 31, 2016

	The Hartford Capital Appreciation Fund			Hartford Core Equity Fund			The Hartford Dividend and Growth Fund
Investment Income:
Dividends	$	143,337,537		$	23,526,012		$	199,022,904
Interest		498,843			353,775			829,749
Less: Foreign tax withheld		(2,296,967	)		—			(1,203,213	)
Total investment income, net		141,539,413			23,879,787			198,649,440
Expenses:
Investment management fees		62,134,574			6,195,616			46,133,657
Administrative services fees
Class R3		223,240			42,641			163,070
Class R4		235,596			129,586			212,081
Class R5		47,948			68,055			182,560
Transfer agent fees
Class A		7,290,152			713,950			4,523,276
Class B		296,783			6,018			111,473
Class C		1,852,881			226,670			498,683
Class I		1,281,666			550,868			3,015,687
Class R3		10,911			1,605			5,681
Class R4		3,165			1,367			2,097
Class R5		793			2,494			880
Class R6		23			278			29
Class Y		15,535			3,686			21,004
Distribution fees
Class A		12,377,203			1,451,394			9,039,373
Class B		1,059,598			11,292			318,416
Class C		15,712,138			1,916,610			4,480,958
Class R3		558,100			106,601			407,675
Class R4		392,661			215,978			353,468
Custodian fees		336,354			9,868			39,813
Registration and filing fees		258,555			233,675			243,239
Accounting services fees		1,515,696			266,954			1,010,346
Board of Directors’ fees		294,624			45,965			233,173
Audit fees		17,828			25,547			10,692
Other expenses		2,951,339			361,509			2,267,443
Total expenses (before waivers and fees paid indirectly)		108,867,363			12,588,227			73,274,774
Expense waivers		(17,841	)		(68,701	)		(307	)
Transfer agent fee waivers		—			(2,630	)		(16,089	)
Commission recapture		(197,339	)		(10,277	)		(61,718	)
Total waivers and fees paid indirectly		(215,180	)		(81,608	)		(78,114	)
Total expenses, net		108,652,183			12,506,619			73,196,660
Net Investment Income (Loss)		32,887,230			11,373,168			125,452,780
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(111,566,193	)		13,090,050			262,150,952
Less: Foreign taxes paid/(recapture of prior period foreign taxes paid) on realized capital gains		76,904			—			—
Net realized gain (loss) on futures contracts		—			5,722,949			—
Net realized gain (loss) on written options contracts		1,232,888			—			—
Net realized gain (loss) on foreign currency contracts		(353,279	)		—			—
Net realized gain (loss) on other foreign currency transactions		(1,505,653	)		—			(80,425	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(112,115,333	)		18,812,999			262,070,527
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(52,786,473	)		25,151,039			(75,928,077	)
Net unrealized appreciation (depreciation) of futures contracts		—			(846,854	)		—
Net unrealized appreciation (depreciation) of foreign currency contracts		(231,052	)		—			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		(5,562	)		—			—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(53,023,087	)		24,304,185			(75,928,077	)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(165,138,420	)		43,117,184			186,142,450
Net Increase (Decrease) in Net Assets Resulting from Operations	$	(132,251,190	)	$	54,490,352		$	311,595,230

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

118

Domestic Equity Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford Equity Income Fund			The Hartford Growth Opportunities Fund			The Hartford Healthcare Fund			The Hartford MidCap Fund			The Hartford MidCap Value Fund			Hartford Small Cap Core Fund			The Hartford Small Cap Growth Fund
$	111,069,214		$	27,949,050		$	15,205,186		$	48,148,385		$	6,569,130		$	3,682,894		$	7,317,401
	174,749			181,117			110,142			95,896			30,308			5,975			24,666
	(1,619,054	)		(157,830	)		(126,065	)		(217,440	)		(85,328	)		(4,734	)		(1,802	)
	109,624,909			27,972,337			15,189,263			48,026,841			6,514,110			3,684,135			7,340,265
	22,321,455			32,954,869			13,310,953			39,668,312			3,306,729			1,258,592			6,501,628
	107,561			93,809			107,929			143,875			22,340			1,722			29,977
	109,412			104,003			67,083			227,506			19,045			512			102,761
	68,739			86,590			5,435			174,599			8,144			65			107,837
	1,965,971			2,335,129			1,413,599			3,038,682			493,813			109,383			452,945
	27,300			30,280			12,871			59,191			5,652			4,787			5,490
	411,792			518,395			423,911			760,166			66,141			23,582			65,241
	911,928			3,253,264			383,083			2,635,736			79,902			3,030			324,110
	3,043			4,053			2,202			6,454			1,352			322			2,857
	1,733			1,574			663			10,208			577			91			2,585
	1,295			559			422			1,898			459			15			1,469
	152			54			—			215			—			—			77
	5,524			3,551			584			21,267			1,370			1,580			4,086
	4,315,488			4,486,027			2,169,339			5,083,510			605,606			119,893			531,649
	25,990			92,214			40,360			203,183			9,938			12,700			9,736
	4,533,435			4,281,446			2,916,675			6,160,408			380,251			114,852			427,318
	268,903			234,523			269,823			359,688			55,849			4,304			74,941
	182,354			173,339			111,805			379,176			31,742			854			171,269
	23,774			62,604			13,055			26,386			4,952			1,921			9,945
	197,872			467,732			218,738			291,544			113,283			106,767			167,717
	431,114			559,674			219,817			651,613			61,730			23,494			145,271
	111,051			147,243			49,599			164,804			14,221			5,812			29,443
	19,052			37,394			40,856			20,152			19,923			26,910			30,901
	1,049,596			1,490,770			580,590			1,678,600			214,142			47,131			289,788
	37,094,534			51,419,096			22,359,392			61,767,173			5,517,161			1,868,319			9,489,041
	—			(5,153	)		—			—			(306	)		(44,478	)		—
	—			(2,671	)		(784	)		—			(2,671	)		(981	)		(2,577	)
	(23,958	)		(48,090	)		(24,795	)		(86,154	)		(5,050	)		—			(14,393	)
	(23,958	)		(55,914	)		(25,579	)		(86,154	)		(8,027	)		(45,459	)		(16,970	)
	37,070,576			51,363,182			22,333,813			61,681,019			5,509,134			1,822,860			9,472,071
	72,554,333			(23,390,845	)		(7,144,550	)		(13,654,178	)		1,004,976			1,861,275			(2,131,806	)
	121,736,441			121,075,288			133,818,137			207,993,670			34,652,421			(4,142,642	)		7,265,224
	—			—			—			—			—			—			—
	—			—			—			—			—			34,578			—
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	(201,645	)		(49,280	)		(79,673	)		475			(1,375	)		(20	)		—
	121,534,796			121,026,008			133,738,464			207,994,145			34,651,046			(4,108,084	)		7,265,224
	21,266,299			(108,262,159	)		(255,957,274	)		(183,374,114	)		(36,818,527	)		7,401,701			(11,905,883)
	—			—			—			—			—			—			—
	—			—			—			—			—			—			—
	2,556			(41,215	)		(13,332	)		187			(1,319	)		—			—
	21,268,855			(108,303,374	)		(255,970,606	)		(183,373,927	)		(36,819,846	)		7,401,701			(11,905,883	)
	142,803,651			12,722,634			(122,232,142	)		24,620,218			(2,168,800	)		3,293,617			(4,640,659	)
$	215,357,984		$	(10,668,211	)	$	(129,376,692	)	$	10,966,040		$	(1,163,824	)	$	5,154,892		$	(6,772,465	)

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

119

Domestic Equity Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

	The Hartford Small Company Fund			The Hartford Value Opportunities Fund
Investment Income:
Dividends	$	3,528,541		$	5,539,218
Interest		40,654			3,245
Less: Foreign tax withheld		(1,946	)		(73,175	)
Total investment income, net		3,567,249			5,469,288
Expenses:
Investment management fees		5,133,936			1,756,666
Administrative services fees
Class R3		63,845			5,773
Class R4		51,227			15,378
Class R5		20,398			2,353
Transfer agent fees
Class A		826,452			360,238
Class B		9,006			7,148
Class C		70,152			36,530
Class I		166,717			17,511
Class R3		2,534			937
Class R4		1,327			515
Class R5		1,714			191
Class R6		15			—
Class Y		2,635			22
Distribution fees
Class A		718,725			479,930
Class B		16,212			12,005
Class C		294,814			237,154
Class R3		159,611			14,305
Class R4		85,379			25,630
Custodian fees		13,865			7,261
Registration and filing fees		133,716			104,220
Accounting services fees		88,833			35,133
Board of Directors’ fees		21,306			8,787
Audit fees		27,068			32,736
Other expenses		333,692			100,483
Total expenses (before waivers and fees paid indirectly)		8,243,179			3,260,906
Expense waivers		(99,960	)		—
Transfer agent fee waivers		(21,630	)		(3,558	)
Commission recapture		(35,062	)		(4,958	)
Total waivers and fees paid indirectly		(156,652	)		(8,516	)
Total expenses, net		8,086,527			3,252,390
Net Investment Income (Loss)		(4,519,278	)		2,216,898
Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(54,768,655	)		997,470
Net realized gain (loss) on foreign currency contracts		(1,440	)		406,402
Net realized gain (loss) on other foreign currency transactions		(7,257	)		(3,161	)
Net Realized Gain (Loss) on Investments and Foreign Currency Transactions		(54,777,352	)		1,400,711
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		15,918,148			6,325,253
Net unrealized appreciation (depreciation) of foreign currency contracts		—			188,531
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		116			(3,551	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions		15,918,264			6,510,233
Net Gain (Loss) on Investments and Foreign Currency Transactions		(38,859,088	)		7,910,944
Net Increase (Decrease) in Net Assets Resulting from Operations	$	(43,378,366	)	$	10,127,842

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

120

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121

Domestic Equity Funds

Statements of Changes in Net Assets

	The Hartford Capital Appreciation Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	32,887,230		$	33,466,689
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(112,115,333	)		842,200,425
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(53,023,087	)		(410,182,741	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(132,251,190	)		465,484,373
Distributions to Shareholders:
From net investment income
Class A		(18,675,755	)		(19,536,679	)
Class B		—			—
Class C		—			(701	)
Class I		(10,761,362	)		(12,661,018	)
Class R3		—			—
Class R4		(463,066	)		(519,713	)
Class R5		(294,849	)		(315,577	)
Class R6		(63	)		(67	)
Class Y		(7,115,563	)		(8,488,733	)
Total from net investment income		(37,310,658	)		(41,522,488	)
From net realized gain on investments
Class A		(438,417,793	)		(1,455,382,995	)
Class B		(15,070,351	)		(75,893,189	)
Class C		(173,932,156	)		(574,029,617	)
Class I		(136,773,878	)		(529,434,316	)
Class R3		(9,354,336	)		(32,300,323	)
Class R4		(12,873,643	)		(44,038,113	)
Class R5		(3,831,005	)		(12,968,848	)
Class R6		(750	)		(2,313	)
Class Y		(80,511,075	)		(295,123,770	)
Total from net realized gain on investments		(870,764,987	)		(3,019,173,484	)
Total distributions		(908,075,645	)		(3,060,695,972	)
Capital Share Transactions:
Sold		758,948,093			910,437,998
Issued on reinvestment of distributions		816,781,443			2,695,759,974
Redeemed		(2,734,197,695	)		(2,170,661,353	)
Net increase (decrease) from capital share transactions		(1,158,468,159	)		1,435,536,619
Net Increase (Decrease) in Net Assets		(2,198,794,994)			(1,159,674,980	)
Net Assets:
Beginning of period		10,758,559,506			11,918,234,486
End of period	$	8,559,764,512		$	10,758,559,506
Undistributed (distributions in excess of) net investment income	$	9,895,548		$	20,247,641

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

122

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

Hartford Core Equity Fund						The Hartford Dividend and Growth Fund						The Hartford Equity Income Fund						The Hartford Growth Opportunities Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	11,373,168		$	1,323,085		$	125,452,780		$	118,353,786		$	72,554,333		$	69,365,288		$	(23,390,845	)	$	(15,970,929	)
	18,812,999			11,841,447			262,070,527			653,593,373			121,534,796			260,304,417			121,026,008			437,394,256
	24,304,185			12,402,050			(75,928,077	)		(568,860,972	)		21,268,855			(224,484,377	)		(108,303,374	)		55,051,879
	54,490,352			25,566,582			311,595,230			203,086,187			215,357,984			105,185,328			(10,668,211	)		476,475,206
	(465,251	)		—			(53,356,089	)		(53,330,205	)		(32,476,063	)		(34,841,148	)		—			—
	—			—			(168,802	)		(248,204	)		(176,732	)		(292,697	)		—			—
	—			—			(3,516,421	)		(3,428,739	)		(5,227,247	)		(5,503,496	)		—			—
	(589,851	)		—			(28,868,542	)		(29,053,061	)		(18,011,247	)		(18,972,046	)		(3,669,652	)		—
	(15,841	)		—			(914,285	)		(947,993	)		(824,896	)		(922,073	)		—			—
	(59,578	)		—			(1,989,241	)		(2,087,025	)		(1,341,395	)		(1,415,614	)		—			—
	(96,862	)		(10,900	)		(2,893,253	)		(3,821,230	)		(1,457,618	)		(1,856,668	)		(207,916	)		—
	(3,976	)		—			(23,179	)		(176	)		(312,125	)		(81,867	)		(1,839	)		—
	(816,185	)		(79,362	)		(25,402,486	)		(23,161,988	)		(8,468,043	)		(5,447,517	)		(916,456	)		—
	(2,047,544	)		(90,262	)		(117,132,298	)		(116,078,621	)		(68,295,366	)		(69,333,126	)		(4,795,863	)		—
	(5,468,834	)		(1,708,044	)		(300,651,553	)		(319,566,759	)		(130,263,232	)		(52,367,058	)		(154,534,005	)		(263,434,988	)
	(30,265	)		(25,536	)		(3,520,351	)		(6,141,424	)		(973,250	)		(571,688	)		(1,648,838	)		(4,960,981	)
	(1,792,561	)		(305,170	)		(38,621,958	)		(40,699,300	)		(34,385,190	)		(12,820,307	)		(48,077,854	)		(57,331,100	)
	(3,041,432	)		—			(139,270,997	)		(159,438,841	)		(60,953,369	)		(25,565,543	)		(196,267,084	)		(295,776,038	)
	(146,771	)		(6,892	)		(6,738,972	)		(7,630,510	)		(4,055,582	)		(1,610,943	)		(3,695,112	)		(5,335,475	)
	(457,276	)		(20,981	)		(11,790,425	)		(12,877,938	)		(5,435,111	)		(2,086,941	)		(5,130,996	)		(9,014,113	)
	(502,307	)		(4,732	)		(18,209,560	)		(18,791,192	)		(5,497,821	)		(2,537,076	)		(9,535,593	)		(17,052,786	)
	(19,284	)		—			(810	)		(825	)		(1,013,726	)		(270	)		(55,369	)		(1,642	)
	(532,867	)		(33,979	)		(113,864,478	)		(110,478,069	)		(17,993,623	)		(6,421,509	)		(15,044,007	)		(11,356,544	)
	(11,991,597	)		(2,105,334	)		(632,669,104	)		(675,624,858	)		(260,570,904	)		(103,981,335	)		(433,988,858	)		(664,263,667	)
	(14,039,141	)		(2,195,596	)		(749,801,402	)		(791,703,479	)		(328,866,270	)		(173,314,461	)		(438,784,721	)		(664,263,667	)
	2,290,819,807			440,772,925			1,153,934,103			870,834,458			936,673,775			681,865,994			1,436,602,077			1,938,431,721
	12,844,503			2,146,390			728,372,425			767,325,413			313,715,774			164,422,808			394,546,441			586,608,437
	(544,161,945	)		(66,483,921	)		(1,662,415,361	)		(1,332,979,134	)		(971,932,216	)		(1,041,591,242	)		(2,238,189,742	)		(973,687,863	)
	1,759,502,365			376,435,394			219,891,167			305,180,737			278,457,333			(195,302,440	)		(407,041,224	)		1,551,352,295
	1,799,953,576			399,806,380			(218,315,005	)		(283,436,555	)		164,949,047			(263,431,573	)		(856,494,156	)		1,363,563,834
	552,040,215			152,233,835			7,740,875,626			8,024,312,181			3,535,114,143			3,798,545,716			5,121,332,517			3,757,768,683
$	2,351,993,791		$	552,040,215		$	7,522,560,621		$	7,740,875,626		$	3,700,063,190		$	3,535,114,143		$	4,264,838,361		$	5,121,332,517
$	10,519,338		$	1,320,363		$	16,038,314		$	12,778,713		$	2,506,351		$	3,572,091		$	(31,151,060	)	$	(14,579,911	)

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

123

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Healthcare Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	(7,144,550	)	$	(7,775,084	)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		133,738,464			210,630,339
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		(255,970,606	)		(81,018,374	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(129,376,692	)		121,836,881
Distributions to Shareholders:
From net investment income
Class A		(14,774,170	)		—
Class B		(25,242	)		—
Class C		(4,082,717	)		—
Class I		(5,005,081	)		—
Class R3		(769,269	)		—
Class R4		(750,074	)		—
Class R5		(91,495	)		—
Class R6		—			—
Class Y		(201,575	)		—
Total from net investment income		(25,699,623	)		—
From net realized gain on investments
Class A		(107,831,184	)		(41,859,286	)
Class B		(805,010	)		(851,671	)
Class C		(42,275,066	)		(14,037,691	)
Class I		(31,312,364	)		(9,319,309	)
Class R3		(6,983,832	)		(2,814,540	)
Class R4		(5,716,159	)		(2,016,864	)
Class R5		(587,165	)		(166,891	)
Class R6		—			—
Class Y		(1,204,668	)		(387,225	)
Total from net realized gain on investments		(196,715,448	)		(71,453,477	)
Total distributions		(222,415,071	)		(71,453,477	)
Capital Share Transactions:
Sold		493,312,793			820,134,006
Issued on reinvestment of distributions		212,237,633			67,149,489
Redeemed		(595,881,708	)		(318,005,108	)
Net increase (decrease) from capital share transactions		109,668,718			569,278,387
Net Increase (Decrease) in Net Assets		(242,123,045	)		619,661,791
Net Assets:
Beginning of period		1,622,421,983			1,002,760,192
End of period	$	1,380,298,938		$	1,622,421,983
Undistributed (distributions in excess of) net investment income	$	(6,979,465	)	$	25,115,753

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

124

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

The Hartford MidCap Fund						The Hartford MidCap Value Fund						Hartford Small Cap Core Fund						The Hartford Small Cap Growth Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	(13,654,178	)	$	(14,960,518	)	$	1,004,976		$	1,025,454		$	1,861,275		$	514,829		$	(2,131,806	)	$	(2,273,174	)
	207,994,145			366,391,796			34,651,046			36,894,829			(4,108,084	)		5,912,698			7,265,224			81,852,155
	(183,373,927	)		(27,752,044	)		(36,819,846	)		(26,170,534	)		7,401,701			(7,492,668	)		(11,905,883	)		(48,111,132	)
	10,966,040			323,679,234			(1,163,824	)		11,749,749			5,154,892			(1,065,141	)		(6,772,465	)		31,467,849
	—			—			(275,050	)		(341,861	)		(70,735	)		(357,551	)		—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			(127,915	)		(187,954	)		(11,508	)		—			—			—
	—			—			—			—			—			(3,127	)		—			—
	—			—			(22,762	)		(23,807	)		(746	)		(4,294	)		—			—
	—			—			(32,762	)		(27,078	)		(332	)		(2,126	)		—			—
	—			—			—			—			—			—			—			—
	—			—			(412,075	)		(899,001	)		(629,357	)		(8,040	)		—			—
	—			—			(870,564	)		(1,479,701	)		(712,678	)		(375,138	)		—			—
	(151,263,105	)		(184,194,907	)		(17,289,556	)		(25,023,718	)		(2,941,872	)		(4,979,568	)		(19,573,523	)		(10,378,573	)
	(2,305,048	)		(3,556,326	)		(115,604	)		(263,547	)		(103,364	)		(295,991	)		(143,328	)		(136,204	)
	(59,112,629	)		(65,661,987	)		(3,418,231	)		(5,248,502	)		(800,241	)		(1,353,083	)		(4,915,440	)		(2,398,611	)
	(52,220,276	)		(54,161,721	)		(2,257,530	)		(4,062,792	)		(146,403	)		—			(16,064,845	)		(5,567,529	)
	(5,048,697	)		(5,156,865	)		(739,923	)		(1,112,176	)		(47,729	)		(57,213	)		(1,308,316	)		(438,934	)
	(9,199,730	)		(8,609,977	)		(968,135	)		(997,104	)		(33,653	)		(47,142	)		(5,735,269	)		(2,115,375	)
	(10,739,665	)		(9,910,109	)		(552,521	)		(545,519	)		(12,234	)		(18,490	)		(8,824,997	)		(2,053,035	)
	(457,136	)		(858	)		—			—			—			—			(1,036	)		(409	)
	(76,830,945	)		(93,055,770	)		(10,454,900	)		(17,186,601	)		(80,943	)		(66,839	)		(23,851,463	)		(9,827,589	)
	(367,177,231	)		(424,308,520	)		(35,796,400	)		(54,439,959	)		(4,166,439	)		(6,818,326	)		(80,418,217	)		(32,916,259	)
	(367,177,231	)		(424,308,520	)		(36,666,964	)		(55,919,660	)		(4,879,117	)		(7,193,464	)		(80,418,217	)		(32,916,259	)
	2,650,865,717			1,200,228,321			181,911,321			88,470,823			134,821,557			14,331,069			187,622,376			570,802,700
	354,262,220			408,459,678			35,755,123			53,690,386			4,755,718			6,960,461			75,835,823			30,936,318
	(1,288,292,852	)		(880,393,835	)		(190,066,099	)		(100,385,918	)		(40,062,147	)		(14,688,536	)		(351,220,720	)		(285,998,389	)
	1,716,835,085			728,294,164			27,600,345			41,775,291			99,515,128			6,602,994			(87,762,521	)		315,740,629
	1,360,623,894			627,664,878			(10,230,443	)		(2,394,620	)		99,790,903			(1,655,611	)		(174,953,203	)		314,292,219
	4,982,753,883			4,355,089,005			490,676,009			493,070,629			71,342,537			72,998,148			1,024,329,792			710,037,573
$	6,343,377,777		$	4,982,753,883		$	480,445,566		$	490,676,009		$	171,133,440		$	71,342,537		$	849,376,589		$	1,024,329,792
$	(14,877,948	)	$	(15,051,876	)	$	448,510		$	(85,511	)	$	1,523,691		$	408,952		$	(2,151,347	)	$	—

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

125

Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Small Company Fund						The Hartford Value Opportunities Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	(4,519,278	)	$	(5,699,234	)	$	2,216,898		$	3,303,167
Net realized gain (loss) on investments and foreign currency transactions		(54,777,352	)		95,492,235			1,400,711			25,237,375
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		15,918,264			(146,075,875	)		6,510,233			(31,990,731	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(43,378,366	)		(56,282,874	)		10,127,842			(3,450,189	)
Distributions to Shareholders:
From net investment income
Class A		—			—			(2,456,428	)		(1,586,036	)
Class B		—			—			(1,491	)		—
Class C		—			—			(175,129	)		(73,184	)
Class I		—			—			(303,751	)		(411,176	)
Class R3		—			—			(28,706	)		(17,676	)
Class R4		—			—			(135,738	)		(93,078	)
Class R5		—			—			(38,022	)		(22,409	)
Class R6		—			—			—			—
Class Y		—			—			(26,215	)		(18,003	)
Total from net investment income		—			—			(3,165,480	)		(2,221,562	)
From net realized gain on investments
Class A		(42,671,700	)		(58,246,001	)		(13,581,630	)		(16,110,192	)
Class B		(411,283	)		(924,635	)		(135,988	)		(287,477	)
Class C		(5,940,781	)		(7,686,853	)		(1,994,652	)		(2,411,601	)
Class I		(8,856,960	)		(9,826,479	)		(1,450,185	)		(2,996,924	)
Class R3		(4,392,173	)		(9,236,016	)		(234,307	)		(296,248	)
Class R4		(4,976,118	)		(9,918,855	)		(770,995	)		(882,937	)
Class R5		(3,452,139	)		(1,227,471	)		(162,116	)		(178,838	)
Class R6		(1,073	)		(1,449	)		—			—
Class Y		(30,836,502	)		(48,355,024	)		(104,674	)		(125,553	)
Total from net realized gain on investments		(101,538,729	)		(145,422,783	)		(18,434,547	)		(23,289,770	)
Total distributions		(101,538,729	)		(145,422,783	)		(21,600,027	)		(25,511,332	)
Capital Share Transactions:
Sold		126,281,674			221,264,300			31,296,189			32,902,523
Issued on reinvestment of distributions		100,404,598			144,047,379			20,417,747			24,146,676
Redeemed		(411,920,528	)		(271,656,378	)		(79,219,286	)		(85,435,881	)
Net increase (decrease) from capital share transactions		(185,234,256	)		93,655,301			(27,505,350	)		(28,386,682	)
Net Increase (Decrease) in Net Assets		(330,151,351	)		(108,050,356	)		(38,977,535	)		(57,348,203	)
Net Assets:
Beginning of period		822,506,587			930,556,943			282,884,277			340,232,480
End of period	$	492,355,236		$	822,506,587		$	243,906,742		$	282,884,277
Undistributed (distributions in excess of) net investment income	$	(4,351,537	)	$	(5,273,174	)	$	1,807,270		$	3,105,977

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

126

Domestic Equity Funds

Financial Highlights

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Capital Appreciation Fund
For the Year Ended October 31, 2016
A	$	38.15	$	0.13		$	(0.57	)	$	(0.44	)	$	(0.12	)	$	(3.10	)	$	(3.22	)	$	34.49		(0.97	)%	$	4,609,594		1.11	%		1.11	%(4)		0.39	%		88	%
B		31.00		(0.13	)		(0.49	)		(0.62	)		—			(3.10	)		(3.10	)		27.28		(1.82	)		58,647		2.00			2.00	(4)		(0.49	)		88
C		31.48		(0.09	)		(0.49	)		(0.58	)		—			(3.10	)		(3.10	)		27.80		(1.65	)		1,420,171		1.83			1.83	(4)		(0.33	)		88
I		38.31		0.24			(0.57	)		(0.33	)		(0.23	)		(3.10	)		(3.33	)		34.65		(0.65	)		1,225,026		0.81			0.81	(4)		0.70			88
R3		41.06		0.03			(0.61	)		(0.58	)		—			(3.10	)		(3.10	)		37.38		(1.26	)		103,526		1.43			1.42	(4)		0.09			88
R4		42.07		0.15			(0.63	)		(0.48	)		(0.10	)		(3.10	)		(3.20	)		38.39		(0.95	)		100,426		1.12			1.12	(4)		0.39			88
R5		42.84		0.27			(0.64	)		(0.37	)		(0.22	)		(3.10	)		(3.32	)		39.15		(0.65	)		45,643		0.82			0.82	(4)		0.69			88
R6		43.03		0.33			(0.66	)		(0.33	)		(0.24	)		(3.10	)		(3.34	)		39.36		(0.56	)		57,432		0.72			0.72	(4)		0.85			88
Y		43.05		0.30			(0.63	)		(0.33	)		(0.26	)		(3.10	)		(3.36	)		39.36		(0.55	)		939,300		0.72			0.72	(4)		0.78			88
For the Year Ended October 31, 2015
A	$	49.44	$	0.13		$	1.27		$	1.40		$	(0.13	)	$	(12.56	)	$	(12.69	)	$	38.15		4.20	%	$	5,453,502		1.09	%		1.09	%		0.34	%		79	%
B		42.72		(0.17	)		1.01			0.84			—			(12.56	)		(12.56	)		31.00		3.30			158,610		1.97			1.97			(0.53	)		79
C		43.13		(0.12	)		1.03			0.91			—			(12.56	)		(12.56	)		31.48		3.47			1,799,846		1.81			1.81			(0.38	)		79
I		49.60		0.26			1.26			1.52			(0.25	)		(12.56	)		(12.81	)		38.31		4.53			1,736,395		0.78			0.78			0.66			79
R3		52.24		0.01			1.37			1.38			—			(12.56	)		(12.56	)		41.06		3.87			124,072		1.40			1.40			0.03			79
R4		53.19		0.14			1.41			1.55			(0.11	)		(12.56	)		(12.67	)		42.07		4.18			179,454		1.10			1.10			0.33			79
R5		53.92		0.28			1.43			1.71			(0.23	)		(12.56	)		(12.79	)		42.84		4.49			53,292		0.80			0.80			0.63			79
R6(5)		54.32		0.30			1.25			1.55			(0.28	)		(12.56	)		(12.84	)		43.03		4.16	(6)		10		0.76	(7)		0.75	(7)		0.70	(7)		79
Y		54.12		0.32			1.45			1.77			(0.28	)		(12.56	)		(12.84	)		43.05		4.60			1,253,378		0.70			0.70			0.73			79
For the Year Ended October 31, 2014
A	$	45.91	$	0.22		$	5.31		$	5.53		$	(0.12	)	$	(1.88	)	$	(2.00	)	$	49.44		12.49	%	$	5,789,682		1.10	%		1.10	%		0.46	%		111	%
B		40.14		(0.16	)		4.62			4.46			—			(1.88	)		(1.88	)		42.72		11.55			270,227		1.95			1.95			(0.39	)		111
C		40.46		(0.11	)		4.66			4.55			—			(1.88	)		(1.88	)		43.13		11.69			1,992,142		1.81			1.81			(0.26	)		111
I		46.01		0.37			5.34			5.71			(0.24	)		(1.88	)		(2.12	)		49.60		12.87			2,194,464		0.76			0.76			0.79			111
R3		48.42		0.08			5.62			5.70			—			(1.88	)		(1.88	)		52.24		12.16			136,576		1.40			1.40			0.16			111
R4		49.24		0.23			5.72			5.95			(0.12	)		(1.88	)		(2.00	)		53.19		12.50			191,319		1.10			1.10			0.46			111
R5		49.80		0.37			5.81			6.18			(0.18	)		(1.88	)		(2.06	)		53.92		12.82			59,285		0.80			0.80			0.72			111
Y		50.05		0.46			5.79			6.25			(0.30	)		(1.88	)		(2.18	)		54.12		12.94			1,284,539		0.70			0.70			0.88			111
For the Year Ended October 31, 2013
A	$	32.65	$	0.18		$	13.31		$	13.49		$	(0.23	)	$	—		$	(0.23	)	$	45.91		41.56	%	$	5,796,609		1.14	%		1.14	%		0.46	%		91	%
B		28.60		(0.13	)		11.67			11.54			—			—			—			40.14		40.35			381,022		1.99			1.99			(0.37	)		91
C		28.80		(0.09	)		11.76			11.67			(0.01	)		—			(0.01	)		40.46		40.55			1,940,617		1.85			1.85			(0.25	)		91
I		32.72		0.31			13.33			13.64			(0.35	)		—			(0.35	)		46.01		42.02			2,019,281		0.84			0.84			0.82			91
R3		34.41		0.08			14.06			14.14			(0.13	)		—			(0.13	)		48.42		41.20			134,084		1.41			1.40			0.21			91
R4		34.98		0.21			14.28			14.49			(0.23	)		—			(0.23	)		49.24		41.63			184,618		1.10			1.10			0.51			91
R5		35.40		0.35			14.41			14.76			(0.36	)		—			(0.36	)		49.80		42.04			142,768		0.80			0.80			0.84			91
Y		35.58		0.39			14.48			14.87			(0.40	)		—			(0.40	)		50.05		42.17			1,348,160		0.70			0.70			0.91			91
For the Year Ended October 31, 2012(8)
A	$	30.55	$	0.25		$	2.38		$	2.63		$	(0.53	)	$	—		$	(0.53	)	$	32.65		8.84	%	$	4,859,760		1.16	%		1.16	%		0.63	%		74	%
B		26.76		(0.31	)		2.40			2.09			(0.25	)		—			(0.25	)		28.60		7.93			391,388		2.01			2.00			(0.23	)		74
C		26.94		(0.16	)		2.31			2.15			(0.29	)		—			(0.29	)		28.80		8.11			1,642,578		1.87			1.87			(0.09	)		74
I		30.61		0.36			2.37			2.73			(0.62	)		—			(0.62	)		32.72		9.19			3,024,465		0.86			0.86			0.93			74
R3		32.17		0.10			2.61			2.71			(0.47	)		—			(0.47	)		34.41		8.59			122,235		1.41			1.40			0.39			74
R4		32.68		0.28			2.57			2.85			(0.55	)		—			(0.55	)		34.98		8.92			168,689		1.11			1.10			0.68			74
R5		33.09		0.40			2.58			2.98			(0.67	)		—			(0.67	)		35.40		9.25			185,705		0.80			0.80			1.00			74
Y		33.26		0.55			2.47			3.02			(0.70	)		—			(0.70	)		35.58		9.36			1,304,963		0.70			0.70			1.09			74

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

127

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Core Equity Fund
For the Year Ended October 31, 2016
A	$	24.05	$	0.15		$	0.13	$	0.28	$	(0.03	)	$	(0.43	)	$	(0.46	)	$	23.87		1.21	%	$	703,896		0.80	%		0.80	%(9)		0.64	%		29	%
B		22.33		(0.02	)		0.11		0.09		—			(0.43	)		(0.43	)		21.99		0.43			766		1.96			1.55	(9)		(0.10	)		29
C		22.27		(0.03	)		0.13		0.10		—			(0.43	)		(0.43	)		21.94		0.47			281,383		1.55			1.55	(9)		(0.12	)		29
I		24.09		0.21			0.13		0.34		(0.07	)		(0.43	)		(0.50	)		23.93		1.47			749,824		0.55			0.55	(9)		0.88			29
R3		24.44		0.08			0.13		0.21		(0.04	)		(0.43	)		(0.47	)		24.18		0.89			36,012		1.14			1.10	(9)		0.33			29
R4		24.73		0.15			0.14		0.29		(0.05	)		(0.43	)		(0.48	)		24.54		1.21			144,490		0.83			0.80	(9)		0.63			29
R5		24.25		0.22			0.14		0.36		(0.08	)		(0.43	)		(0.51	)		24.10		1.52			121,871		0.53			0.50	(9)		0.93			29
R6		24.33		0.24			0.13		0.37		(0.08	)		(0.43	)		(0.51	)		24.19		1.55			32,059		0.43			0.43	(9)		1.00			29
Y		24.33		0.24			0.13		0.37		(0.07	)		(0.43	)		(0.50	)		24.20		1.58			281,692		0.43			0.43	(9)		0.99			29
For the Year Ended October 31, 2015
A	$	22.00	$	0.13		$	2.21	$	2.34	$	—		$	(0.29	)	$	(0.29	)	$	24.05		10.75	%	$	267,237		1.03	%		0.92	%		0.55	%		33	%
B		20.60		(0.05	)		2.07		2.02		—			(0.29	)		(0.29	)		22.33		9.92			1,614		2.18			1.74			(0.23	)		33
C		20.54		(0.04	)		2.06		2.02		—			(0.29	)		(0.29	)		22.27		9.95			73,070		1.73			1.62			(0.17	)		33
I(10)		23.30		0.12			0.67		0.79		—			—			—			24.09		3.39	(6)		136,641		0.66	(7)		0.50	(7)		0.85	(7)		33
R3		22.41		0.06			2.26		2.32		—			(0.29	)		(0.29	)		24.44		10.46			5,081		1.34			1.16			0.27			33
R4		22.60		0.13			2.29		2.42		—			(0.29	)		(0.29	)		24.73		10.82			22,020		0.98			0.82			0.54			33
R5		22.72		0.20			2.26		2.46		(0.64	)		(0.29	)		(0.93	)		24.25		11.10			26,977		0.64			0.49			0.84			33
R6(10)		23.53		0.11			0.69		0.80		—			—			—			24.33		3.40	(6)		597		0.57	(7)		0.45	(7)		0.78	(7)		33
Y		22.79		0.21			2.27		2.48		(0.65	)		(0.29	)		(0.94	)		24.33		11.15			18,802		0.57			0.50			0.90			33
For the Year Ended October 31, 2014
A	$	18.77	$	0.03		$	3.26	$	3.29	$	(0.06	)	$	—		$	(0.06	)	$	22.00		17.56	%	$	126,308		1.37	%		1.31	%		0.16	%		60	%
B		17.66		(0.12	)		3.06		2.94		—			—			—			20.60		16.65			1,898		2.49			2.10			(0.62	)		60
C		17.59		(0.10	)		3.05		2.95		—			—			—			20.54		16.77			19,798		2.06			2.00			(0.53	)		60
R3		19.14		(0.01	)		3.32		3.31		(0.04	)		—			(0.04	)		22.41		17.30			481		1.70			1.50			(0.05	)		60
R4		19.20		0.05			3.35		3.40		—			—			—			22.60		17.71			889		1.34			1.20			0.21			60
R5		19.38		0.12			3.36		3.48		(0.14	)		—			(0.14	)		22.72		18.03			374		1.04			0.90			0.56			60
Y		19.44		0.13			3.37		3.50		(0.15	)		—			(0.15	)		22.79		18.07			2,486		0.91			0.85			0.62			60
For the Year Ended October 31, 2013
A	$	14.57	$	0.11		$	4.24	$	4.35	$	(0.15	)	$	—		$	(0.15	)	$	18.77		30.12	%	$	103,104		1.40	%		1.35	%		0.68	%		28	%
B		13.70		(0.01	)		3.99		3.98		(0.02	)		—			(0.02	)		17.66		29.10			2,480		2.50			2.10			(0.04	)		28
C		13.66		—			3.98		3.98		(0.05	)		—			(0.05	)		17.59		29.19			15,324		2.07			2.04			(0.01	)		28
R3		14.86		0.09			4.32		4.41		(0.13	)		—			(0.13	)		19.14		29.88			330		1.69			1.50			0.51			28
R4		14.91		0.12			4.34		4.46		(0.17	)		—			(0.17	)		19.20		30.24			1,227		1.29			1.20			0.69			28
R5		15.04		0.19			4.37		4.56		(0.22	)		—			(0.22	)		19.38		30.68			204		1.00			0.90			1.12			28
Y		15.05		0.20			4.38		4.58		(0.19	)		—			(0.19	)		19.44		30.73			1,963		0.88			0.85			1.19			28
For the Year Ended October 31, 2012
A	$	12.77	$	0.09		$	1.74	$	1.83	$	(0.03	)	$	—		$	(0.03	)	$	14.57		14.39	%	$	83,534		1.44	%		1.35	%		0.69	%		46	%
B		12.07		(0.01	)		1.64		1.63		—			—			—			13.70		13.50			2,761		2.50			2.10			(0.08	)		46
C		12.03		(0.01	)		1.64		1.63		—			—			—			13.66		13.55			11,913		2.09			2.09			(0.06	)		46
R3		13.05		0.08			1.77		1.85		(0.04	)		—			(0.04	)		14.86		14.22			209		1.70			1.50			0.53			46
R4		13.07		0.12			1.78		1.90		(0.06	)		—			(0.06	)		14.91		14.57			167		1.31			1.20			0.85			46
R5		13.18		0.16			1.79		1.95		(0.09	)		—			(0.09	)		15.04		14.93			144		1.01			0.90			1.14			46
Y		13.20		0.15			1.80		1.95		(0.10	)		—			(0.10	)		15.05		14.90			1,594		0.85			0.85			1.04			46

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

128

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Dividend and Growth Fund
For the Year Ended October 31, 2016
A	$	24.99	$	0.37	$	0.50		$	0.87	$	(0.34	)	$	(2.03	)	$	(2.37	)	$	23.49		4.12	%	$	3,501,684		1.03	%		1.03	%(11)		1.59	%		22	%
B		24.55		0.16		0.47			0.63		(0.11	)		(2.03	)		(2.14	)		23.04		3.12			19,716		2.01			1.96	(11)		0.71			22
C		24.34		0.19		0.47			0.66		(0.17	)		(2.03	)		(2.20	)		22.80		3.31			437,961		1.77			1.77	(11)		0.85			22
I		24.89		0.41		0.50			0.91		(0.39	)		(2.03	)		(2.42	)		23.38		4.31			1,779,168		0.83			0.83	(11)		1.78			22
R3		25.24		0.29		0.51			0.80		(0.26	)		(2.03	)		(2.29	)		23.75		3.78			79,400		1.36			1.36	(11)		1.26			22
R4		25.37		0.37		0.51			0.88		(0.33	)		(2.03	)		(2.36	)		23.89		4.10			136,673		1.06			1.06	(11)		1.56			22
R5		25.44		0.44		0.51			0.95		(0.39	)		(2.03	)		(2.42	)		23.97		4.41			104,487		0.76			0.76	(11)		1.89			22
R6		25.44		0.42		0.55			0.97		(0.41	)		(2.03	)		(2.44	)		23.97		4.48			2,964		0.66			0.66	(11)		1.76			22
Y		25.45		0.46		0.51			0.97		(0.42	)		(2.03	)		(2.45	)		23.97		4.50			1,460,506		0.66			0.66	(11)		1.95			22
For the Year Ended October 31, 2015
A	$	27.05	$	0.36	$	0.23		$	0.59	$	(0.35	)	$	(2.30	)	$	(2.65	)	$	24.99		2.46	%	$	3,724,804		1.02	%		1.02	%		1.43	%		23	%
B		26.59		0.14		0.22			0.36		(0.10	)		(2.30	)		(2.40	)		24.55		1.54			44,909		1.97			1.92			0.54			23
C		26.42		0.17		0.23			0.40		(0.18	)		(2.30	)		(2.48	)		24.34		1.70			467,006		1.76			1.76			0.69			23
I		26.95		0.41		0.23			0.64		(0.40	)		(2.30	)		(2.70	)		24.89		2.67			1,715,056		0.81			0.81			1.64			23
R3		27.29		0.28		0.24			0.52		(0.27	)		(2.30	)		(2.57	)		25.24		2.12			85,736		1.35			1.35			1.10			23
R4		27.42		0.36		0.23			0.59		(0.34	)		(2.30	)		(2.64	)		25.37		2.42			150,367		1.04			1.04			1.41			23
R5		27.49		0.44		0.23			0.67		(0.42	)		(2.30	)		(2.72	)		25.44		2.73			229,206		0.74			0.74			1.70			23
R6(5)		27.81		0.43		(0.05	)		0.38		(0.45	)		(2.30	)		(2.75	)		25.44		1.64	(6)		10		0.71	(7)		0.70	(7)		1.71	(7)		23
Y		27.50		0.46		0.24			0.70		(0.45	)		(2.30	)		(2.75	)		25.45		2.83			1,323,782		0.64			0.64			1.80			23
For the Year Ended October 31, 2014
A	$	25.28	$	0.36	$	3.43		$	3.79	$	(0.36	)	$	(1.66	)	$	(2.02	)	$	27.05		16.01	%	$	3,780,786		1.02	%		1.02	%		1.40	%		23	%
B		24.88		0.13		3.35			3.48		(0.11	)		(1.66	)		(1.77	)		26.59		14.91			74,126		1.96			1.94			0.50			23
C		24.75		0.16		3.35			3.51		(0.18	)		(1.66	)		(1.84	)		26.42		15.12			467,932		1.77			1.77			0.65			23
I		25.20		0.41		3.42			3.83		(0.42	)		(1.66	)		(2.08	)		26.95		16.22			1,883,434		0.81			0.81			1.60			23
R3		25.49		0.28		3.45			3.73		(0.27	)		(1.66	)		(1.93	)		27.29		15.61			91,839		1.35			1.35			1.07			23
R4		25.60		0.36		3.47			3.83		(0.35	)		(1.66	)		(2.01	)		27.42		15.98			159,018		1.04			1.04			1.37			23
R5		25.66		0.44		3.48			3.92		(0.43	)		(1.66	)		(2.09	)		27.49		16.32			226,236		0.74			0.74			1.68			23
Y		25.67		0.47		3.48			3.95		(0.46	)		(1.66	)		(2.12	)		27.50		16.42			1,340,941		0.64			0.64			1.81			23
For the Year Ended October 31, 2013
A	$	20.87	$	0.36	$	4.75		$	5.11	$	(0.35	)	$	(0.35	)	$	(0.70	)	$	25.28		25.17	%	$	3,454,165		1.05	%		1.05	%		1.57	%		30	%
B		20.54		0.16		4.68			4.84		(0.15	)		(0.35	)		(0.50	)		24.88		24.08			98,179		2.00			1.95			0.71			30
C		20.45		0.19		4.65			4.84		(0.19	)		(0.35	)		(0.54	)		24.75		24.26			411,405		1.79			1.79			0.83			30
I		20.80		0.41		4.74			5.15		(0.40	)		(0.35	)		(0.75	)		25.20		25.48			1,581,081		0.83			0.83			1.79			30
R3		21.04		0.29		4.80			5.09		(0.29	)		(0.35	)		(0.64	)		25.49		24.79			87,399		1.35			1.35			1.27			30
R4		21.12		0.37		4.82			5.19		(0.36	)		(0.35	)		(0.71	)		25.60		25.21			139,811		1.05			1.05			1.58			30
R5		21.17		0.43		4.83			5.26		(0.42	)		(0.35	)		(0.77	)		25.66		25.57			199,409		0.75			0.75			1.85			30
Y		21.18		0.46		4.83			5.29		(0.45	)		(0.35	)		(0.80	)		25.67		25.68			1,596,519		0.65			0.65			1.99			30
For the Year Ended October 31, 2012(8)
A	$	18.61	$	0.34	$	2.26		$	2.60	$	(0.34	)	$	—		$	(0.34	)	$	20.87		14.07	%	$	2,942,844		1.08	%		1.08	%		1.69	%		28	%
B		18.32		0.17		2.21			2.38		(0.16	)		—			(0.16	)		20.54		13.03			108,710		2.02			1.95			0.84			28
C		18.25		0.18		2.22			2.40		(0.20	)		—			(0.20	)		20.45		13.20			340,069		1.82			1.82			0.94			28
I		18.56		0.40		2.23			2.63		(0.39	)		—			(0.39	)		20.80		14.30			1,341,707		0.81			0.81			1.96			28
R3		18.76		0.28		2.29			2.57		(0.29	)		—			(0.29	)		21.04		13.77			72,926		1.36			1.35			1.40			28
R4		18.84		0.34		2.29			2.63		(0.35	)		—			(0.35	)		21.12		14.04			122,160		1.05			1.05			1.68			28
R5		18.88		0.39		2.30			2.69		(0.40	)		—			(0.40	)		21.17		14.39			142,940		0.75			0.75			1.99			28
Y		18.88		0.41		2.31			2.72		(0.42	)		—			(0.42	)		21.18		14.55			1,556,898		0.65			0.65			2.08			28

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

129

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Equity Income Fund
For the Year Ended October 31, 2016
A	$	18.70	$	0.36	$	0.64	$	1.00	$	(0.33	)	$	(1.40	)	$	(1.73	)	$	17.97		6.13	%	$	1,676,572		1.04	%		1.04	%		2.03	%		14	%
B		18.72		0.34		0.64		0.98		(0.30	)		(1.40	)		(1.70	)		18.00		6.01			6,930		1.18			1.18			1.95			14
C		18.61		0.23		0.65		0.88		(0.20	)		(1.40	)		(1.60	)		17.89		5.45			452,909		1.76			1.76			1.30			14
I		18.62		0.39		0.66		1.05		(0.38	)		(1.40	)		(1.78	)		17.89		6.45			966,338		0.78			0.78			2.25			14
R3		18.72		0.30		0.64		0.94		(0.27	)		(1.40	)		(1.67	)		17.99		5.77			54,732		1.38			1.38			1.68			14
R4		18.74		0.35		0.65		1.00		(0.32	)		(1.40	)		(1.72	)		18.02		6.14			76,745		1.07			1.07			1.98			14
R5		18.81		0.41		0.64		1.05		(0.37	)		(1.40	)		(1.77	)		18.09		6.42			65,276		0.77			0.77			2.31			14
R6		18.84		0.42		0.66		1.08		(0.39	)		(1.40	)		(1.79	)		18.13		6.57			14,551		0.67			0.67			2.38			14
Y		18.84		0.41		0.67		1.08		(0.39	)		(1.40	)		(1.79	)		18.13		6.57			386,011		0.67			0.67			2.35			14
For the Year Ended October 31, 2015
A	$	19.04	$	0.35	$	0.18	$	0.53	$	(0.35	)	$	(0.52	)	$	(0.87	)	$	18.70		2.95	%	$	1,757,486		1.02	%		1.02	%		1.87	%		20	%
B		19.05		0.33		0.18		0.51		(0.32	)		(0.52	)		(0.84	)		18.72		2.82			13,915		1.16			1.16			1.75			20
C		18.96		0.21		0.18		0.39		(0.22	)		(0.52	)		(0.74	)		18.61		2.18			461,099		1.76			1.76			1.12			20
I		18.97		0.40		0.17		0.57		(0.40	)		(0.52	)		(0.92	)		18.62		3.18			835,297		0.76			0.76			2.13			20
R3		19.06		0.29		0.18		0.47		(0.29	)		(0.52	)		(0.81	)		18.72		2.61			56,026		1.36			1.36			1.52			20
R4		19.08		0.34		0.18		0.52		(0.34	)		(0.52	)		(0.86	)		18.74		2.92			74,473		1.06			1.06			1.82			20
R5		19.15		0.40		0.18		0.58		(0.40	)		(0.52	)		(0.92	)		18.81		3.22			76,741		0.76			0.76			2.15			20
R6(5)		19.39		0.35		0.04		0.39		(0.42	)		(0.52	)		(0.94	)		18.84		2.20	(6)		13,902		0.69	(7)		0.69	(7)		1.93	(7)		20
Y		19.19		0.42		0.17		0.59		(0.42	)		(0.52	)		(0.94	)		18.84		3.26			246,177		0.66			0.66			2.22			20
For the Year Ended October 31, 2014
A	$	17.83	$	0.34	$	1.76	$	2.10	$	(0.33	)	$	(0.56	)	$	(0.89	)	$	19.04		12.19	%	$	1,951,760		1.03	%		1.03	%		1.83	%		13	%
B		17.82		0.32		1.77		2.09		(0.30	)		(0.56	)		(0.86	)		19.05		12.15			21,619		1.16			1.16			1.72			13
C		17.77		0.20		1.75		1.95		(0.20	)		(0.56	)		(0.76	)		18.96		11.36			458,695		1.76			1.76			1.08			13
I		17.76		0.38		1.77		2.15		(0.38	)		(0.56	)		(0.94	)		18.97		12.54			903,048		0.76			0.76			2.07			13
R3		17.85		0.27		1.77		2.04		(0.27	)		(0.56	)		(0.83	)		19.06		11.81			58,349		1.37			1.37			1.47			13
R4		17.87		0.33		1.76		2.09		(0.32	)		(0.56	)		(0.88	)		19.08		12.13			76,746		1.06			1.06			1.78			13
R5		17.93		0.38		1.78		2.16		(0.38	)		(0.56	)		(0.94	)		19.15		12.47			91,827		0.76			0.76			2.08			13
Y		17.96		0.40		1.79		2.19		(0.40	)		(0.56	)		(0.96	)		19.19		12.61			236,502		0.66			0.66			2.17			13
For the Year Ended October 31, 2013
A	$	14.81	$	0.32	$	3.23	$	3.55	$	(0.31	)	$	(0.22	)	$	(0.53	)	$	17.83		24.56	%	$	1,746,629		1.06	%		1.06	%		1.98	%		17	%
B		14.78		0.23		3.22		3.45		(0.19	)		(0.22	)		(0.41	)		17.82		23.87			27,131		1.65			1.65			1.44			17
C		14.77		0.20		3.22		3.42		(0.20	)		(0.22	)		(0.42	)		17.77		23.67			336,264		1.79			1.79			1.20			17
I		14.75		0.36		3.22		3.58		(0.35	)		(0.22	)		(0.57	)		17.76		24.93			648,568		0.78			0.78			2.18			17
R3		14.83		0.27		3.23		3.50		(0.26	)		(0.22	)		(0.48	)		17.85		24.17			47,928		1.38			1.38			1.62			17
R4		14.84		0.31		3.25		3.56		(0.31	)		(0.22	)		(0.53	)		17.87		24.58			65,286		1.08			1.08			1.89			17
R5		14.88		0.35		3.27		3.62		(0.35	)		(0.22	)		(0.57	)		17.93		24.99			72,270		0.77			0.77			2.06			17
Y		14.90		0.39		3.26		3.65		(0.37	)		(0.22	)		(0.59	)		17.96		25.13			167,906		0.67			0.67			2.35			17
For the Year Ended October 31, 2012(8)
A	$	12.93	$	0.29	$	1.89	$	2.18	$	(0.30	)	$	—		$	(0.30	)	$	14.81		17.00	%	$	1,195,106		1.11	%		1.11	%		2.12	%		27	%
B		12.91		0.18		1.86		2.04		(0.14	)		—			(0.14	)		14.78		15.90			27,731		2.00			2.00			1.27			27
C		12.91		0.19		1.88		2.07		(0.21	)		—			(0.21	)		14.77		16.13			160,153		1.84			1.84			1.35			27
I		12.89		0.31		1.89		2.20		(0.34	)		—			(0.34	)		14.75		17.25			244,794		0.81			0.81			2.31			27
R3		12.96		0.24		1.90		2.14		(0.27	)		—			(0.27	)		14.83		16.63			23,077		1.42			1.42			1.72			27
R4		12.97		0.28		1.89		2.17		(0.30	)		—			(0.30	)		14.84		16.90			24,672		1.11			1.11			2.01			27
R5		12.99		0.32		1.91		2.23		(0.34	)		—			(0.34	)		14.88		17.33			8,931		0.82			0.82			2.48			27
Y		13.01		0.55		1.69		2.24		(0.35	)		—			(0.35	)		14.90		17.41			74,613		0.72			0.72			2.68			27

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

130

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Growth Opportunities Fund
For the Year Ended October 31, 2016
A	$	40.68	$	(0.20	)	$	0.55	$	0.35		$	—		$	(3.37	)	$	(3.37	)	$	37.66		1.04	%	$	1,747,532		1.14	%		1.14	%(12)		(0.55	)%		117	%
B		29.08		(0.37	)		0.35		(0.02	)		—			(3.37	)		(3.37	)		25.69		0.09			4,249		2.09			2.06	(12)		(1.45	)		117
C		29.37		(0.33	)		0.36		0.03			—			(3.37	)		(3.37	)		26.03		0.28			420,107		1.89			1.89	(12)		(1.29	)		117
I		41.98		(0.12	)		0.57		0.45			(0.06	)		(3.37	)		(3.43	)		39.00		1.25			1,726,408		0.93			0.93	(12)		(0.32	)		117
R3		41.11		(0.33	)		0.55		0.22			—			(3.37	)		(3.37	)		37.96		0.71			47,559		1.47			1.47	(12)		(0.87	)		117
R4		42.51		(0.22	)		0.58		0.36			—			(3.37	)		(3.37	)		39.50		1.02			72,213		1.17			1.17	(12)		(0.57	)		117
R5		43.73		(0.08	)		0.57		0.49			(0.07	)		(3.37	)		(3.44	)		40.78		1.30			14,791		0.87			0.86	(12)		(0.20	)		117
R6		44.15		(0.07	)		0.61		0.54			(0.11	)		(3.37	)		(3.48	)		41.21		1.40			942		0.77			0.77	(12)		(0.17	)		117
Y		44.17		(0.08	)		0.62		0.54			(0.11	)		(3.37	)		(3.48	)		41.23		1.40			231,037		0.77			0.77	(12)		(0.19	)		117
For the Year Ended October 31, 2015
A	$	43.76	$	(0.17	)	$	4.82	$	4.65		$	—		$	(7.73	)	$	(7.73	)	$	40.68		12.72	%	$	1,853,433		1.12	%		1.12	%		(0.42	)%		93	%
B		33.71		(0.39	)		3.49		3.10			—			(7.73	)		(7.73	)		29.08		11.72			15,256		2.04			2.03			(1.32	)		93
C		33.91		(0.34	)		3.53		3.19			—			(7.73	)		(7.73	)		29.37		11.95			401,542		1.86			1.86			(1.17	)		93
I		44.82		(0.09	)		4.98		4.89			—			(7.73	)		(7.73	)		41.98		12.99			2,433,134		0.89			0.89			(0.21	)		93
R3		44.25		(0.31	)		4.90		4.59			—			(7.73	)		(7.73	)		41.11		12.39			44,347		1.45			1.45			(0.76	)		93
R4		45.39		(0.19	)		5.04		4.85			—			(7.73	)		(7.73	)		42.51		12.70			60,775		1.15			1.15			(0.45	)		93
R5		46.36		(0.07	)		5.17		5.10			—			(7.73	)		(7.73	)		43.73		13.02			123,897		0.84			0.84			(0.15	)		93
R6(5)		47.09		(0.06	)		4.85		4.79			—			(7.73	)		(7.73	)		44.15		12.16	(6)		11		0.82	(7)		0.82	(7)		(0.14	)(7)		93
Y		46.70		(0.04	)		5.24		5.20			—			(7.73	)		(7.73	)		44.17		13.16			188,938		0.75			0.75			(0.09	)		93
For the Year Ended October 31, 2014
A	$	38.68	$	(0.13	)	$	6.72	$	6.59		$	—		$	(1.51	)	$	(1.51	)	$	43.76		17.63	%	$	1,497,082		1.15	%		1.15	%		(0.33	)%		136	%(13)
B		30.38		(0.37	)		5.21		4.84			—			(1.51	)		(1.51	)		33.71		16.65			22,277		2.07			2.02			(1.18	)		136	(13)
C		30.51		(0.33	)		5.24		4.91			—			(1.51	)		(1.51	)		33.91		16.81			251,628		1.88			1.88			(1.05	)		136	(13)
I		39.49		(0.04	)		6.88		6.84			—			(1.51	)		(1.51	)		44.82		17.92			1,733,488		0.91			0.91			(0.09	)		136	(13)
R3		39.21		(0.26	)		6.81		6.55			—			(1.51	)		(1.51	)		44.25		17.28			29,954		1.46			1.45			(0.62	)		136	(13)
R4		40.06		(0.14	)		6.98		6.84			—			(1.51	)		(1.51	)		45.39		17.65			52,498		1.15			1.15			(0.32	)		136	(13)
R5		40.76		(0.02	)		7.13		7.11			—			(1.51	)		(1.51	)		46.36		18.02			102,841		0.85			0.85			(0.05	)		136	(13)
Y		41.02		0.03			7.16		7.19			—			(1.51	)		(1.51	)		46.70		18.11			68,001		0.75			0.75			0.08			136	(13)
For the Year Ended October 31, 2013
A	$	29.60	$	(0.10	)	$	9.18	$	9.08		$	—		$	—		$	—		$	38.68		30.68	%	$	982,699		1.19	%		1.19	%		(0.30	)%		120	%(14)
B		23.43		(0.28	)		7.23		6.95			—			—			—			30.38		29.66			24,296		2.11			1.96			(1.05	)		120	(14)
C		23.52		(0.27	)		7.26		6.99			—			—			—			30.51		29.72			176,392		1.90			1.90			(1.01	)		120	(14)
I		30.14		(0.01	)		9.36		9.35			—			—			—			39.49		31.02			1,288,778		0.92			0.92			(0.03	)		120	(14)
R3		30.09		(0.19	)		9.31		9.12			—			—			—			39.21		30.31			24,924		1.46			1.45			(0.56	)		120	(14)
R4		30.64		(0.09	)		9.51		9.42			—			—			—			40.06		30.74			44,353		1.15			1.15			(0.25	)		120	(14)
R5		31.09		0.01			9.66		9.67			—			—			—			40.76		31.10			20,243		0.85			0.85			0.04			120	(14)
Y		31.25		0.05			9.72		9.77			—			—			—			41.02		31.26			57,712		0.75			0.75			0.14			120	(14)
For the Year Ended October 31, 2012
A	$	25.98	$	(0.15	)	$	3.77	$	3.62		$	—		$	—		$	—		$	29.60		13.93	%	$	748,795		1.23	%		1.21	%		(0.54	)%		116	%
B		20.72		(0.28	)		2.99		2.71			—			—			—			23.43		13.08			23,529		2.15			1.96			(1.29	)		116
C		20.80		(0.28	)		3.00		2.72			—			—			—			23.52		13.08			123,174		1.93			1.93			(1.26	)		116
I		26.39		(0.08	)		3.83		3.75			—			—			—			30.14		14.21			893,563		0.95			0.95			(0.28	)		116
R3		26.48		(0.22	)		3.83		3.61			—			—			—			30.09		13.63			17,259		1.48			1.45			(0.78	)		116
R4		26.89		(0.14	)		3.89		3.75			—			—			—			30.64		13.95			38,458		1.16			1.15			(0.47	)		116
R5		27.20		(0.05	)		3.94		3.89			—			—			—			31.09		14.30			14,935		0.86			0.85			(0.17	)		116
Y		27.32		(0.03	)		3.96		3.93			—			—			—			31.25		14.39			46,782		0.76			0.76			(0.09	)		116

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

131

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Healthcare Fund
For the Year Ended October 31, 2016
A	$	38.70	$	(0.12	)	$	(2.52	)	$	(2.64	)	$	(0.55	)	$	(4.55	)	$	(5.10	)	$	30.96		(8.11	)%	$	757,038		1.33	%		1.33	%		(0.36	)%		35	%
B		33.41		(0.36	)		(2.15	)		(2.51	)		(0.13	)		(4.55	)		(4.68	)		26.22		(8.94	)		2,056		2.24			2.22			(1.26	)		35
C		33.73		(0.31	)		(2.15	)		(2.46	)		(0.38	)		(4.55	)		(4.93	)		26.34		(8.78	)		254,009		2.06			2.06			(1.10	)		35
I		39.98		(0.03	)		(2.61	)		(2.64	)		(0.64	)		(4.55	)		(5.19	)		32.15		(7.86	)		228,463		1.07			1.07			(0.09	)		35
R3		39.69		(0.22	)		(2.61	)		(2.83	)		(0.44	)		(4.55	)		(4.99	)		31.87		(8.38	)		43,993		1.62			1.62			(0.66	)		35
R4		41.01		(0.13	)		(2.69	)		(2.82	)		(0.54	)		(4.55	)		(5.09	)		33.10		(8.09	)		38,273		1.32			1.32			(0.36	)		35
R5		42.22		(0.02	)		(2.79	)		(2.81	)		(0.63	)		(4.55	)		(5.18	)		34.23		(7.82	)		5,342		1.03			1.03			(0.06	)		35
Y		42.54		0.02			(2.80	)		(2.78	)		(0.67	)		(4.55	)		(5.22	)		34.54		(7.72	)		51,125		0.92			0.92			0.05			35
For the Year Ended October 31, 2015
A	$	36.60	$	(0.18	)	$	4.77		$	4.59		$	—		$	(2.49	)	$	(2.49	)	$	38.70		13.19	%	$	914,414		1.28	%		1.28	%		(0.46	)%		39	%
B		32.18		(0.46	)		4.18			3.72			—			(2.49	)		(2.49	)		33.41		12.23			6,239		2.15			2.15			(1.35	)		39
C		32.42		(0.41	)		4.21			3.80			—			(2.49	)		(2.49	)		33.73		12.40			310,668		2.02			2.02			(1.19	)		39
I		37.63		(0.07	)		4.91			4.84			—			(2.49	)		(2.49	)		39.98		13.51			266,553		1.01			1.01			(0.18	)		39
R3		37.58		(0.31	)		4.91			4.60			—			(2.49	)		(2.49	)		39.69		12.85			59,135		1.61			1.61			(0.78	)		39
R4		38.64		(0.20	)		5.06			4.86			—			(2.49	)		(2.49	)		41.01		13.19			51,253		1.30			1.30			(0.48	)		39
R5		39.60		(0.08	)		5.19			5.11			—			(2.49	)		(2.49	)		42.22		13.52			5,326		1.01			1.01			(0.18	)		39
Y		39.85		(0.03	)		5.21			5.18			—			(2.49	)		(2.49	)		42.54		13.64			8,834		0.90			0.90			(0.08	)		39
For the Year Ended October 31, 2014
A	$	28.05	$	(0.13	)	$	8.68		$	8.55		$	—		$	—		$	—		$	36.60		30.48	%	$	599,010		1.33	%		1.33	%		(0.40	)%		28	%
B		24.88		(0.36	)		7.66			7.30			—			—			—			32.18		29.34			11,303		2.20			2.20			(1.27	)		28
C		25.03		(0.32	)		7.71			7.39			—			—			—			32.42		29.52			176,581		2.06			2.06			(1.13	)		28
I		28.76		(0.04	)		8.91			8.87			—			—			—			37.63		30.84			137,450		1.05			1.05			(0.12	)		28
R3		28.89		(0.24	)		8.93			8.69			—			—			—			37.58		30.08			40,482		1.64			1.64			(0.71	)		28
R4		29.62		(0.14	)		9.16			9.02			—			—			—			38.64		30.45			29,530		1.34			1.34			(0.41	)		28
R5		30.27		(0.04	)		9.37			9.33			—			—			—			39.60		30.82			2,323		1.05			1.05			(0.12	)		28
Y		30.42		—			9.43			9.43			—			—			—			39.85		31.00			6,081		0.94			0.94			—			28
For the Year Ended October 31, 2013
A	$	20.11	$	(0.06	)	$	8.00		$	7.94		$	—		$	—		$	—		$	28.05		39.48	%	$	415,323		1.40	%		1.40	%		(0.24	)%		32	%
B		17.99		(0.23	)		7.12			6.89			—			—			—			24.88		38.30			14,697		2.29			2.26			(1.08	)		32
C		18.07		(0.21	)		7.17			6.96			—			—			—			25.03		38.52			116,641		2.11			2.11			(0.95	)		32
I		20.55		0.01			8.20			8.21			—			—			—			28.76		39.95			79,005		1.08			1.08			0.06			32
R3		20.77		(0.13	)		8.25			8.12			—			—			—			28.89		39.09			24,914		1.66			1.65			(0.51	)		32
R4		21.22		(0.05	)		8.45			8.40			—			—			—			29.62		39.59			17,817		1.36			1.35			(0.20	)		32
R5		21.62		0.05			8.60			8.65			—			—			—			30.27		40.01			1,267		1.08			1.05			0.19			32
Y		21.71		0.05			8.66			8.71			—			—			—			30.42		40.12			4,056		0.96			0.96			0.20			32
For the Year Ended October 31, 2012(8)
A	$	16.80	$	—		$	3.31		$	3.31		$	—		$	—		$	—		$	20.11		19.70	%	$	276,741		1.47	%		1.47	%		—	%		46	%
B		15.15		(0.17	)		3.01			2.84			—			—			—			17.99		18.75			14,015		2.38			2.28			(0.84	)		46
C		15.20		(0.12	)		2.99			2.87			—			—			—			18.07		18.88			73,728		2.17			2.17			(0.71	)		46
I		17.10		0.07			3.38			3.45			—			—			—			20.55		20.18			38,199		1.11			1.11			0.35			46
R3		17.38		(0.02	)		3.41			3.39			—			—			—			20.77		19.51			12,521		1.69			1.65			(0.15	)		46
R4		17.70		0.02			3.50			3.52			—			—			—			21.22		19.89			12,363		1.38			1.35			0.11			46
R5		17.98		0.08			3.56			3.64			—			—			—			21.62		20.24			2,489		1.09			1.05			0.43			46
Y		18.05		0.10			3.56			3.66			—			—			—			21.71		20.28			3,252		0.98			0.98			0.48			46

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

132

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford MidCap Fund
For the Year Ended October 31, 2016
A	$	26.47	$	(0.07	)	$	(0.22	)	$	(0.29	)	$	—		$	(1.93	)	$	(1.93	)	$	24.25		(0.79	)%	$	2,041,826		1.17	%		1.17	%		(0.29	)%		31	%
B		20.13		(0.21	)		(0.19	)		(0.40	)		—			(1.93	)		(1.93	)		17.80		(1.66	)		16,842		2.06			2.06			(1.16	)		31
C		20.73		(0.18	)		(0.20	)		(0.38	)		—			(1.93	)		(1.93	)		18.42		(1.50	)		611,311		1.89			1.89			(1.01	)		31
I		26.96		(0.04	)		(0.20	)		(0.24	)		—			(1.93	)		(1.93	)		24.79		(0.57	)		1,725,700		1.02			1.02			(0.18	)		31
R3		29.20		(0.16	)		(0.23	)		(0.39	)		—			(1.93	)		(1.93	)		26.88		(1.07	)		71,711		1.48			1.48			(0.59	)		31
R4		29.93		(0.08	)		(0.23	)		(0.31	)		—			(1.93	)		(1.93	)		27.69		(0.76	)		165,137		1.18			1.18			(0.30	)		31
R5		30.39		—			(0.22	)		(0.22	)		—			(1.93	)		(1.93	)		28.24		(0.47	)		193,533		0.87			0.87			—			31
R6		30.58		—			(0.20	)		(0.20	)		—			(1.93	)		(1.93	)		28.45		(0.36	)		26,352		0.77			0.77			0.01			31
Y		30.57		0.03			(0.23	)		(0.20	)		—			(1.93	)		(1.93	)		28.44		(0.36	)		1,490,965		0.77			0.77			0.10			31
For the Year Ended October 31, 2015
A	$	27.38	$	(0.09	)	$	1.85		$	1.76		$	—		$	(2.67	)	$	(2.67	)	$	26.47		7.28	%	$	2,048,529		1.14	%		1.14	%		(0.35	)%		29	%
B		21.65		(0.25	)		1.40			1.15			—			(2.67	)		(2.67	)		20.13		6.28			24,665		2.03			2.03			(1.22	)		29
C		22.18		(0.23	)		1.45			1.22			—			(2.67	)		(2.67	)		20.73		6.46			626,345		1.88			1.88			(1.09	)		29
I		27.78		(0.02	)		1.87			1.85			—			(2.67	)		(2.67	)		26.96		7.52			702,566		0.87			0.87			(0.09	)		29
R3		30.02		(0.20	)		2.05			1.85			—			(2.67	)		(2.67	)		29.20		6.91			76,925		1.47			1.47			(0.69	)		29
R4		30.61		(0.11	)		2.10			1.99			—			(2.67	)		(2.67	)		29.93		7.26			135,698		1.16			1.16			(0.39	)		29
R5		30.96		(0.03	)		2.13			2.10			—			(2.67	)		(2.67	)		30.39		7.59			164,879		0.86			0.86			(0.09	)		29
R6(5)		31.11		(0.04	)		2.18			2.14			—			(2.67	)		(2.67	)		30.58		7.65	(6)		1,230		0.77	(7)		0.77	(7)		(0.13	)(7)		29
Y		31.10		0.01			2.13			2.14			—			(2.67	)		(2.67	)		30.57		7.66			1,201,917		0.76			0.76			0.04			29
For the Year Ended October 31, 2014
A	$	25.67	$	(0.10	)	$	3.82		$	3.72		$	—		$	(2.01	)	$	(2.01	)	$	27.38		15.57	%	$	1,891,075		1.15	%		1.15	%		(0.40	)%		34	%
B		20.88		(0.27	)		3.05			2.78			—			(2.01	)		(2.01	)		21.65		14.56			29,446		2.05			2.05			(1.29	)		34
C		21.30		(0.24	)		3.13			2.89			—			(2.01	)		(2.01	)		22.18		14.81			544,154		1.88			1.88			(1.13	)		34
I		25.95		(0.04	)		3.88			3.84			—			(2.01	)		(2.01	)		27.78		15.89			550,720		0.90			0.90			(0.17	)		34
R3		28.03		(0.21	)		4.21			4.00			—			(2.01	)		(2.01	)		30.02		15.24			56,403		1.47			1.47			(0.72	)		34
R4		28.47		(0.12	)		4.27			4.15			—			(2.01	)		(2.01	)		30.61		15.55			94,232		1.16			1.16			(0.41	)		34
R5		28.69		(0.03	)		4.31			4.28			—			(2.01	)		(2.01	)		30.96		15.91			110,364		0.86			0.86			(0.11	)		34
Y		28.77		(0.01	)		4.35			4.34			—			(2.01	)		(2.01	)		31.10		16.08			1,078,695		0.76			0.76			(0.02	)		34
For the Year Ended October 31, 2013
A	$	20.44	$	(0.03	)	$	6.56		$	6.53		$	—		$	(1.30	)	$	(1.30	)	$	25.67		34.17	%	$	1,847,041		1.20	%		1.20	%		(0.14	)%		38	%
B		17.00		(0.18	)		5.36			5.18			—			(1.30	)		(1.30	)		20.88		33.01			33,232		2.11			2.07			(1.00	)		38
C		17.29		(0.16	)		5.47			5.31			—			(1.30	)		(1.30	)		21.30		33.21			474,663		1.91			1.91			(0.85	)		38
I		20.65		0.02			6.63			6.65			(0.05	)		(1.30	)		(1.35	)		25.95		34.48			277,953		0.96			0.96			0.09			38
R3		22.25		(0.10	)		7.18			7.08			—			(1.30	)		(1.30	)		28.03		33.80			47,837		1.48			1.48			(0.43	)		38
R4		22.51		(0.03	)		7.29			7.26			—			(1.30	)		(1.30	)		28.47		34.24			77,603		1.17			1.17			(0.13	)		38
R5		22.69		0.04			7.33			7.37			(0.07	)		(1.30	)		(1.37	)		28.69		34.60			91,163		0.87			0.87			0.17			38
Y		22.75		0.07			7.34			7.41			(0.09	)		(1.30	)		(1.39	)		28.77		34.73			872,297		0.77			0.77			0.28			38
For the Year Ended October 31, 2012
A	$	20.67	$	0.05		$	2.22		$	2.27		$	—		$	(2.50	)	$	(2.50	)	$	20.44		13.47	%	$	1,536,203		1.23	%		1.23	%		0.25	%		45	%
B		17.77		(0.10	)		1.83			1.73			—			(2.50	)		(2.50	)		17.00		12.50			30,803		2.16			2.08			(0.62	)		45
C		18.01		(0.08	)		1.86			1.78			—			(2.50	)		(2.50	)		17.29		12.63			380,413		1.93			1.93			(0.45	)		45
I		20.85		0.09			2.25			2.34			(0.04	)		(2.50	)		(2.54	)		20.65		13.78			213,875		0.99			0.99			0.48			45
R3		22.32		—			2.43			2.43			—			(2.50	)		(2.50	)		22.25		13.16			37,776		1.49			1.49			(0.01	)		45
R4		22.49		0.06			2.46			2.52			—			(2.50	)		(2.50	)		22.51		13.50			57,799		1.18			1.18			0.29			45
R5		22.66		0.13			2.47			2.60			(0.07	)		(2.50	)		(2.57	)		22.69		13.85			66,039		0.88			0.88			0.59			45
Y		22.71		0.15			2.48			2.63			(0.09	)		(2.50	)		(2.59	)		22.75		13.98			642,084		0.78			0.78			0.70			45

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

133

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford MidCap Value Fund
For the Year Ended October 31, 2016
A	$	15.11	$	0.03		$	(0.03	)	$	—		$	(0.02	)	$	(1.11	)	$	(1.13	)	$	13.98		0.18	%	$	246,023		1.30	%		1.30	%(15)		0.18	%		56	%
B		13.15		(0.07	)		(0.03	)		(0.10	)		—			(1.11	)		(1.11	)		11.94		(0.57	)		637		2.42			2.12	(15)		(0.63	)		56
C		13.09		(0.06	)		(0.02	)		(0.08	)		—			(1.11	)		(1.11	)		11.90		(0.42	)		35,965		2.02			2.02	(15)		(0.54	)		56
I		15.22		0.05			(0.01	)		0.04			(0.06	)		(1.11	)		(1.17	)		14.09		0.48			83,155		1.06			1.06	(15)		0.39			56
R3		15.82		(0.01	)		(0.03	)		(0.04	)		—			(1.11	)		(1.11	)		14.67		(0.07	)		11,396		1.56			1.56	(15)		(0.07	)		56
R4		15.99		0.03			(0.02	)		0.01			(0.02	)		(1.11	)		(1.13	)		14.87		0.30			13,448		1.25			1.25	(15)		0.23			56
R5		16.15		0.08			(0.03	)		0.05			(0.06	)		(1.11	)		(1.17	)		15.03		0.54			9,831		0.95			0.95	(15)		0.52			56
Y		16.19		0.09			(0.03	)		0.06			(0.07	)		(1.11	)		(1.18	)		15.07		0.63			79,990		0.85			0.85	(15)		0.63			56
For the Year Ended October 31, 2015
A	$	16.73	$	0.02		$	0.25		$	0.27		$	(0.02	)	$	(1.87	)	$	(1.89	)	$	15.11		2.28	%	$	229,953		1.25	%		1.25	%		0.11	%		33	%
B		14.91		(0.10	)		0.21			0.11			—			(1.87	)		(1.87	)		13.15		1.37			1,417		2.28			2.09			(0.75	)		33
C		14.84		(0.08	)		0.20			0.12			—			(1.87	)		(1.87	)		13.09		1.45			41,149		1.97			1.97			(0.62	)		33
I		16.85		0.07			0.25			0.32			(0.08	)		(1.87	)		(1.95	)		15.22		2.57			29,987		0.92			0.92			0.42			33
R3		17.45		(0.03	)		0.27			0.24			—			(1.87	)		(1.87	)		15.82		1.97			10,204		1.52			1.52			(0.19	)		33
R4		17.61		0.02			0.27			0.29			(0.04	)		(1.87	)		(1.91	)		15.99		2.26			11,711		1.21			1.21			0.15			33
R5		17.75		0.07			0.28			0.35			(0.08	)		(1.87	)		(1.95	)		16.15		2.62			7,564		0.92			0.92			0.44			33
Y		17.78		0.09			0.28			0.37			(0.09	)		(1.87	)		(1.96	)		16.19		2.73			158,691		0.81			0.81			0.54			33
For the Year Ended October 31, 2014
A	$	16.44	$	0.03		$	1.81		$	1.84		$	—		$	(1.55	)	$	(1.55	)	$	16.73		12.32	%	$	222,876		1.27	%		1.27	%		0.19	%		43	%
B		14.93		(0.09	)		1.62			1.53			—			(1.55	)		(1.55	)		14.91		11.41			2,156		2.28			2.10			(0.63	)		43
C		14.85		(0.08	)		1.62			1.54			—			(1.55	)		(1.55	)		14.84		11.56			41,382		1.99			1.99			(0.53	)		43
I		16.49		0.09			1.82			1.91			—			(1.55	)		(1.55	)		16.85		12.75			37,414		0.92			0.92			0.53			43
R3		17.12		(0.01	)		1.89			1.88			—			(1.55	)		(1.55	)		17.45		12.05			10,187		1.53			1.53			(0.08	)		43
R4		17.21		0.04			1.91			1.95			—			(1.55	)		(1.55	)		17.61		12.42			9,476		1.22			1.22			0.22			43
R5		17.29		0.09			1.92			2.01			—			(1.55	)		(1.55	)		17.75		12.73			2,851		0.93			0.93			0.52			43
Y		17.31		0.11			1.91			2.02			—			(1.55	)		(1.55	)		17.78		12.79			166,729		0.82			0.82			0.63			43
For the Year Ended October 31, 2013
A	$	12.58	$	0.02		$	3.97		$	3.99		$	(0.13	)	$	—		$	(0.13	)	$	16.44		32.01	%	$	207,552		1.31	%		1.31	%		0.11	%		59	%
B		11.40		(0.09	)		3.62			3.53			—			—			—			14.93		30.96			2,819		2.33			2.10			(0.68	)		59
C		11.38		(0.08	)		3.60			3.52			(0.05	)		—			(0.05	)		14.85		31.07			38,067		2.01			2.01			(0.60	)		59
I		12.62		0.06			3.99			4.05			(0.18	)		—			(0.18	)		16.49		32.49			18,791		0.96			0.96			0.43			59
R3		13.12		(0.02	)		4.15			4.13			(0.13	)		—			(0.13	)		17.12		31.68			5,089		1.53			1.53			(0.12	)		59
R4		13.17		0.03			4.16			4.19			(0.15	)		—			(0.15	)		17.21		32.11			4,903		1.22			1.22			0.18			59
R5		13.23		0.06			4.19			4.25			(0.19	)		—			(0.19	)		17.29		32.46			1,309		0.93			0.93			0.38			59
Y		13.24		0.09			4.18			4.27			(0.20	)		—			(0.20	)		17.31		32.64			150,335		0.82			0.82			0.60			59
For the Year Ended October 31, 2012
A	$	10.75	$	0.08		$	1.80		$	1.88		$	(0.05	)	$	—		$	(0.05	)	$	12.58		17.55	%	$	159,104		1.38	%		1.35	%		0.67	%		59	%
B		9.77		(0.02	)		1.65			1.63			—			—			—			11.40		16.88			2,813		2.38			2.10			(0.21	)		59
C		9.74		—			1.64			1.64			—			—			—			11.38		16.84			28,522		2.06			2.06			(0.05	)		59
I		10.79		0.12			1.81			1.93			(0.10	)		—			(0.10	)		12.62		18.02			5,296		1.00			1.00			1.06			59
R3		11.23		0.06			1.88			1.94			(0.05	)		—			(0.05	)		13.12		17.41			3,514		1.55			1.55			0.50			59
R4		11.28		0.10			1.88			1.98			(0.09	)		—			(0.09	)		13.17		17.70			2,735		1.25			1.25			0.79			59
R5		11.31		0.14			1.88			2.02			(0.10	)		—			(0.10	)		13.23		18.07			311		0.96			0.95			1.14			59
Y		11.31		0.15			1.89			2.04			(0.11	)		—			(0.11	)		13.24		18.22			136,388		0.84			0.84			1.24			59

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

134

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Small Cap Core Fund
For the Year Ended October 31, 2016
A	$	12.35	$	0.10		$	(0.15	)(20)	$	(0.05	)	$	(0.02	)	$	(0.72	)	$	(0.74	)	$	11.56		(0.22	)%	$	46,270		1.35	%		1.31	%(16)		0.85	%		94	%
B		11.58		0.01			(0.14	)(20)		(0.13	)		—			(0.72	)		(0.72	)		10.73		(0.93	)		798		2.25			2.06	(16)		0.10			94
C		11.43		0.01			(0.14	)(20)		(0.13	)		—			(0.72	)		(0.72	)		10.58		(0.94	)		10,410		2.08			2.06	(16)		0.11			94
I		12.38		0.13			(0.15	)(20)		(0.02	)		(0.06	)		(0.72	)		(0.78	)		11.58		0.05			2,582		1.01			1.00	(16)		1.17			94
R3		12.67		0.08			(0.16	)(20)		(0.08	)		—			(0.72	)		(0.72	)		11.87		(0.43	)		734		1.61			1.51	(16)		0.65			94
R4		12.72		0.11			(0.15	)(20)		(0.04	)		(0.02	)		(0.72	)		(0.74	)		11.94		(0.09	)		267		1.30			1.21	(16)		0.96			94
R5		12.78		0.13			(0.14	)(20)		(0.01	)		(0.09	)		(0.72	)		(0.81	)		11.96		0.16			44		1.00			0.91	(16)		1.08			94
Y		12.77		0.16			(0.15	)(20)		0.01			(0.06	)		(0.72	)		(0.78	)		12.00		0.31			110,028		0.88			0.86	(16)		1.36			94
For the Year Ended October 31, 2015
A	$	13.89	$	0.11		$	(0.28	)	$	(0.17	)	$	(0.08	)	$	(1.29	)	$	(1.37	)	$	12.35		(1.17	)%	$	51,249		1.40	%		1.29	%		0.85	%		112	%
B		13.12		0.01			(0.26	)		(0.25	)		—			(1.29	)		(1.29	)		11.58		(1.92	)		1,792		2.28			2.05			0.12			112
C		12.96		0.01			(0.25	)		(0.24	)		—			(1.29	)		(1.29	)		11.43		(1.86	)		12,905		2.14			2.04			0.10			112
I(10)		13.40		0.08			(1.10	)		(1.02	)		—			—			—			12.38		(7.61	)(6)		2,429		1.12	(7)		0.99	(7)		1.01	(7)		112
R3		14.21		0.09			(0.28	)		(0.19	)		(0.06	)		(1.29	)		(1.35	)		12.67		(1.29	)		830		1.70			1.50			0.64			112
R4		14.26		0.13			(0.27	)		(0.14	)		(0.11	)		(1.29	)		(1.40	)		12.72		(0.97	)		608		1.37			1.20			0.94			112
R5		14.32		0.17			(0.29	)		(0.12	)		(0.13	)		(1.29	)		(1.42	)		12.78		(0.75	)		218		1.06			0.90			1.23			112
Y		14.31		0.16			(0.27	)		(0.11	)		(0.14	)		(1.29	)		(1.43	)		12.77		(0.71	)		1,312		0.96			0.85			1.23			112
For the Year Ended October 31, 2014
A	$	14.77	$	0.10		$	1.11		$	1.21		$	(0.14	)	$	(1.95	)	$	(2.09	)	$	13.89		9.22	%	$	54,722		1.41	%		1.30	%		0.75	%		116	%
B		14.06		—			1.05			1.05			(0.04	)		(1.95	)		(1.99	)		13.12		8.39			3,119		2.32			2.05			0.01			116
C		13.94		—			1.03			1.03			(0.06	)		(1.95	)		(2.01	)		12.96		8.39			13,603		2.16			2.05			—			116
R3		15.10		0.07			1.14			1.21			(0.15	)		(1.95	)		(2.10	)		14.21		8.99			587		1.70			1.50			0.53			116
R4		15.10		0.11			1.14			1.25			(0.14	)		(1.95	)		(2.09	)		14.26		9.31			516		1.37			1.20			0.81			116
R5		15.16		0.16			1.14			1.30			(0.19	)		(1.95	)		(2.14	)		14.32		9.62			204		1.05			0.90			1.14			116
Y		15.14		0.17			1.14			1.31			(0.19	)		(1.95	)		(2.14	)		14.31		9.75			247		0.96			0.85			1.20			116
For the Year Ended October 31, 2013
A	$	11.21	$	0.19		$	3.50		$	3.69		$	(0.13	)	$	—		$	(0.13	)	$	14.77		33.23	%	$	51,393		1.43	%		1.30	%		1.48	%		140	%
B		10.68		0.09			3.34			3.43			(0.05	)		—			(0.05	)		14.06		32.21			4,337		2.35			2.05			0.77			140
C		10.60		0.09			3.30			3.39			(0.05	)		—			(0.05	)		13.94		32.12			12,315		2.18			2.05			0.73			140
R3		11.47		0.14			3.61			3.75			(0.12	)		—			(0.12	)		15.10		32.93			598		1.68			1.50			1.05			140
R4		11.48		0.23			3.55			3.78			(0.16	)		—			(0.16	)		15.10		33.25			172		1.34			1.20			1.75			140
R5		11.51		0.25			3.58			3.83			(0.18	)		—			(0.18	)		15.16		33.71			169		1.04			0.90			1.87			140
Y		11.51		0.29			3.53			3.82			(0.19	)		—			(0.19	)		15.14		33.59			224		0.93			0.85			2.33			140
For the Year Ended October 31, 2012(8)
A	$	10.10	$	0.08		$	1.03		$	1.11		$	—		$	—		$	—		$	11.21		10.99	%	$	41,266		1.44	%		1.30	%		0.69	%		121	%
B		9.69		(0.01	)		1.00			0.99			—			—			—			10.68		10.22			4,391		2.38			2.05			(0.06	)		121
C		9.62		(0.01	)		0.99			0.98			—			—			—			10.60		10.19			9,624		2.21			2.05			(0.06	)		121
R3		10.35		0.05			1.07			1.12			—			—			—			11.47		10.82			144		1.65			1.50			0.52			121
R4		10.36		0.09			1.06			1.15			(0.03	)		—			(0.03	)		11.48		11.11			262		1.35			1.20			0.90			121
R5		10.36		0.12			1.07			1.19			(0.04	)		—			(0.04	)		11.51		11.48			127		1.03			0.90			1.11			121
Y		10.36		0.23			0.96			1.19			(0.04	)		—			(0.04	)		11.51		11.49			20,243		0.90			0.85			1.01			121

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

135

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income		Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Cap Growth Fund
For the Year Ended October 31, 2016
A	$	48.56	$	(0.19	)	$	0.11	(20)	$	(0.08	)	$	—	$	(3.93	)	$	(3.93	)	$	44.55		0.02	%	$	197,738		1.25	%		1.25	%		(0.44	)%		45	%
B		39.35		(0.43	)		0.05	(20)		(0.38	)		—		(3.93	)		(3.93	)		35.04		(0.84	)		606		2.35			2.09			(1.23	)		45
C		39.03		(0.39	)		0.07	(20)		(0.32	)		—		(3.93	)		(3.93	)		34.78		(0.65	)		37,807		1.94			1.94			(1.13	)		45
I		49.68		(0.07	)		0.11	(20)		0.04			—		(3.93	)		(3.93	)		45.79		0.28			137,606		0.99			0.99			(0.16	)		45
R3		48.54		(0.30	)		0.11	(20)		(0.19	)		—		(3.93	)		(3.93	)		44.42		(0.24	)		12,708		1.51			1.51			(0.70	)		45
R4		49.87		(0.18	)		0.14	(20)		(0.04	)		—		(3.93	)		(3.93	)		45.90		0.09			66,273		1.19			1.19			(0.39	)		45
R5		51.35		(0.04	)		0.14	(20)		0.10			—		(3.93	)		(3.93	)		47.52		0.40			102,166		0.89			0.89			(0.09	)		45
R6		51.73		(0.04	)		0.18	(20)		0.14			—		(3.93	)		(3.93	)		47.94		0.46			4,072		0.79			0.79			(0.09	)		45
Y		51.78		0.01			0.14	(20)		0.15			—		(3.93	)		(3.93	)		48.00		0.50			290,401		0.79			0.79			0.01			45
For the Year Ended October 31, 2015
A	$	48.63	$	(0.20	)	$	2.25		$	2.05		$	—	$	(2.12	)	$	(2.12	)	$	48.56		4.37	%	$	243,999		1.21	%		1.21	%		(0.40	)%		70	%
B		40.12		(0.48	)		1.83			1.35			—		(2.12	)		(2.12	)		39.35		3.54			1,500		2.20			2.03			(1.18	)		70
C		39.77		(0.45	)		1.83			1.38			—		(2.12	)		(2.12	)		39.03		3.62			49,549		1.91			1.91			(1.11	)		70
I		49.55		(0.06	)		2.31			2.25			—		(2.12	)		(2.12	)		49.68		4.70			209,184		0.92			0.92			(0.13	)		70
R3		48.74		(0.36	)		2.28			1.92			—		(2.12	)		(2.12	)		48.54		4.10			16,184		1.48			1.48			(0.70	)		70
R4		49.86		(0.20	)		2.33			2.13			—		(2.12	)		(2.12	)		49.87		4.44			74,037		1.17			1.17			(0.38	)		70
R5		51.13		(0.05	)		2.39			2.34			—		(2.12	)		(2.12	)		51.35		4.74			115,719		0.87			0.87			(0.10	)		70
R6(5)		51.80		(0.02	)		2.07			2.05			—		(2.12	)		(2.12	)		51.73		4.13	(6)		14		0.87	(7)		0.87	(7)		(0.05	)(7)		70
Y		51.49		0.01			2.40			2.41			—		(2.12	)		(2.12	)		51.78		4.84			314,145		0.77			0.77			0.02			70
For the Year Ended October 31, 2014
A	$	47.96	$	(0.26	)	$	4.36		$	4.10		$	—	$	(3.43	)	$	(3.43	)	$	48.63		9.02	%	$	239,697		1.28	%		1.28	%		(0.55	)%		61	%
B		40.45		(0.54	)		3.64			3.10			—		(3.43	)		(3.43	)		40.12		8.16			2,695		2.26			2.11			(1.36	)		61
C		40.08		(0.49	)		3.61			3.12			—		(3.43	)		(3.43	)		39.77		8.30			44,184		1.97			1.97			(1.24	)		61
I		48.67		(0.12	)		4.43			4.31			—		(3.43	)		(3.43	)		49.55		9.34			114,450		0.97			0.97			(0.25	)		61
R3		48.17		(0.38	)		4.38			4.00			—		(3.43	)		(3.43	)		48.74		8.76			8,744		1.53			1.53			(0.81	)		61
R4		49.06		(0.25	)		4.48			4.23			—		(3.43	)		(3.43	)		49.86		9.09			47,028		1.22			1.22			(0.52	)		61
R5		50.07		(0.11	)		4.60			4.49			—		(3.43	)		(3.43	)		51.13		9.45			39,856		0.91			0.91			(0.22	)		61
Y		50.36		(0.05	)		4.61			4.56			—		(3.43	)		(3.43	)		51.49		9.54			213,384		0.81			0.81			(0.10	)		61
For the Year Ended October 31, 2013
A	$	34.72	$	(0.15	)	$	13.39		$	13.24		$	—	$	—		$	—		$	47.96		38.13	%	$	226,795		1.40	%		1.40	%		(0.37	)%		90	%
B		29.50		(0.36	)		11.31			10.95			—		—			—			40.45		37.12			4,552		2.40			2.15			(1.05	)		90
C		29.21		(0.40	)		11.27			10.87			—		—			—			40.08		37.21			33,255		2.08			2.08			(1.13	)		90
I		35.10		(0.05	)		13.62			13.57			—		—			—			48.67		38.66			71,601		1.04			1.04			(0.13	)		90
R3		34.93		(0.26	)		13.50			13.24			—		—			—			48.17		37.90			8,280		1.59			1.59			(0.62	)		90
R4		35.47		(0.19	)		13.78			13.59			—		—			—			49.06		38.31			17,412		1.27			1.27			(0.44	)		90
R5		36.10		(0.10	)		14.07			13.97			—		—			—			50.07		38.70			3,579		0.97			0.97			(0.22	)		90
Y		36.27		0.03			14.06			14.09			—		—			—			50.36		38.85			121,003		0.87			0.87			0.07			90
For the Year Ended October 31, 2012
A	$	31.27	$	(0.22	)	$	3.67		$	3.45		$	—	$	—		$	—		$	34.72		11.03	%	$	154,415		1.48	%		1.40	%		(0.65	)%		73	%
B		26.77		(0.40	)		3.13			2.73			—		—			—			29.50		10.20			4,747		2.44			2.15			(1.41	)		73
C		26.51		(0.40	)		3.10			2.70			—		—			—			29.21		10.18			13,343		2.17			2.15			(1.40	)		73
I		31.52		(0.11	)		3.69			3.58			—		—			—			35.10		11.36			20,730		1.11			1.11			(0.33	)		73
R3		31.53		(0.27	)		3.67			3.40			—		—			—			34.93		11.78			3,672		1.67			1.60			(0.80	)		73
R4		31.91		(0.19	)		3.75			3.56			—		—			—			35.47		11.16			4,053		1.32			1.30			(0.54	)		73
R5		32.38		(0.08	)		3.80			3.72			—		—			—			36.10		11.49			345		1.05			1.00			(0.24	)		73
Y		32.51		(0.06	)		3.82			3.76			—		—			—			36.27		11.57			41,745		0.89			0.89			(0.18	)		73

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

136

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income		Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Small Company Fund
For the Year Ended October 31, 2016
A	$	19.36	$	(0.14	)	$	(0.90	)	$	(1.04	)	$	—	$	(2.58	)	$	(2.58	)	$	15.74		(5.73	)%	$	262,618		1.45	%		1.43	%(17)		(0.87	)%		81	%
B		15.08		(0.19	)		(0.69	)		(0.88	)		—		(2.58	)		(2.58	)		11.62		(6.40	)		862		2.46			2.17	(17)		(1.59	)		81
C		15.06		(0.19	)		(0.69	)		(0.88	)		—		(2.58	)		(2.58	)		11.60		(6.41	)		25,586		2.14			2.14	(17)		(1.58	)		81
I		20.04		(0.10	)		(0.93	)		(1.03	)		—		(2.58	)		(2.58	)		16.43		(5.45	)		41,881		1.24			1.18	(17)		(0.61	)		81
R3		20.77		(0.18	)		(0.96	)		(1.14	)		—		(2.58	)		(2.58	)		17.05		(5.83	)		29,662		1.62			1.58	(17)		(1.02	)		81
R4		21.61		(0.13	)		(1.01	)		(1.14	)		—		(2.58	)		(2.58	)		17.89		(5.58	)		27,834		1.31			1.28	(17)		(0.71	)		81
R5		22.37		(0.07	)		(1.05	)		(1.12	)		—		(2.58	)		(2.58	)		18.67		(5.27	)		5,283		1.00			0.97	(17)		(0.37	)		81
R6		22.69		(0.06	)		(1.06	)		(1.12	)		—		(2.58	)		(2.58	)		18.99		(5.18	)		9		0.90			0.90	(17)		(0.34	)		81
Y		22.69		(0.06	)		(1.06	)		(1.12	)		—		(2.58	)		(2.58	)		18.99		(5.18	)		98,620		0.90			0.90	(17)		(0.33	)		81
For the Year Ended October 31, 2015
A	$	24.83	$	(0.17	)	$	(1.21	)	$	(1.38	)	$	—	$	(4.09	)	$	(4.09	)	$	19.36		(6.22	)%	$	327,509		1.34	%		1.34	%		(0.77	)%		96	%
B		20.40		(0.27	)		(0.96	)		(1.23	)		—		(4.09	)		(4.09	)		15.08		(6.98	)		2,531		2.30			2.13			(1.56	)		96
C		20.36		(0.25	)		(0.96	)		(1.21	)		—		(4.09	)		(4.09	)		15.06		(6.87	)		35,455		2.04			2.04			(1.47	)		96
I		25.51		(0.12	)		(1.26	)		(1.38	)		—		(4.09	)		(4.09	)		20.04		(6.03	)		69,569		1.11			1.11			(0.55	)		96
R3		26.39		(0.23	)		(1.30	)		(1.53	)		—		(4.09	)		(4.09	)		20.77		(6.46	)		35,865		1.54			1.54			(0.98	)		96
R4		27.21		(0.17	)		(1.34	)		(1.51	)		—		(4.09	)		(4.09	)		21.61		(6.15	)		41,922		1.24			1.24			(0.68	)		96
R5		27.95		(0.09	)		(1.40	)		(1.49	)		—		(4.09	)		(4.09	)		22.37		(5.88	)		30,053		0.97			0.95			(0.35	)		96
R6(5)		28.20		(0.08	)		(1.34	)		(1.42	)		—		(4.09	)		(4.09	)		22.69		(5.56	)(6)		9		0.91	(7)		0.90	(7)		(0.32	)(7)		96
Y		28.27		(0.07	)		(1.42	)		(1.49	)		—		(4.09	)		(4.09	)		22.69		(5.80	)		279,594		0.85			0.85			(0.28	)		96
For the Year Ended October 31, 2014
A	$	24.58	$	(0.24	)	$	3.26		$	3.02		$	—	$	(2.77	)	$	(2.77	)	$	24.83		13.49	%	$	355,056		1.34	%		1.34	%		(1.01	)%		92	%
B		20.82		(0.36	)		2.71			2.35			—		(2.77	)		(2.77	)		20.40		12.61			4,730		2.29			2.15			(1.80	)		92
C		20.77		(0.34	)		2.70			2.36			—		(2.77	)		(2.77	)		20.36		12.70			38,351		2.05			2.05			(1.71	)		92
I		25.12		(0.19	)		3.35			3.16			—		(2.77	)		(2.77	)		25.51		13.78			60,425		1.10			1.10			(0.77	)		92
R3		26.00		(0.31	)		3.47			3.16			—		(2.77	)		(2.77	)		26.39		13.27			60,124		1.55			1.55			(1.21	)		92
R4		26.65		(0.24	)		3.57			3.33			—		(2.77	)		(2.77	)		27.21		13.62			66,353		1.25			1.25			(0.91	)		92
R5		27.23		(0.16	)		3.65			3.49			—		(2.77	)		(2.77	)		27.95		13.95			7,585		0.97			0.95			(0.61	)		92
Y		27.48		(0.14	)		3.70			3.56			—		(2.77	)		(2.77	)		28.27		14.08			337,933		0.85			0.85			(0.51	)		92
For the Year Ended October 31, 2013
A	$	19.52	$	(0.16	)	$	6.56		$	6.40		$	—	$	(1.34	)	$	(1.34	)	$	24.58		35.44	%	$	320,630		1.39	%		1.39	%		(0.73	)%		106	%
B		16.87		(0.27	)		5.56			5.29			—		(1.34	)		(1.34	)		20.82		34.34			6,062		2.35			2.15			(1.47	)		106
C		16.82		(0.26	)		5.55			5.29			—		(1.34	)		(1.34	)		20.77		34.45			38,428		2.09			2.09			(1.43	)		106
I		19.87		(0.11	)		6.70			6.59			—		(1.34	)		(1.34	)		25.12		35.79			38,749		1.14			1.14			(0.52	)		106
R3		20.61		(0.20	)		6.93			6.73			—		(1.34	)		(1.34	)		26.00		35.15			57,652		1.56			1.55			(0.88	)		106
R4		21.03		(0.14	)		7.10			6.96			—		(1.34	)		(1.34	)		26.65		35.56			67,467		1.26			1.25			(0.59	)		106
R5		21.39		(0.06	)		7.24			7.18			—		(1.34	)		(1.34	)		27.23		36.02			8,321		0.99			0.95			(0.25	)		106
Y		21.56		(0.05	)		7.31			7.26			—		(1.34	)		(1.34	)		27.48		36.12			320,003		0.86			0.86			(0.20	)		106
For the Year Ended October 31, 2012
A	$	19.23	$	(0.18	)	$	1.46		$	1.28		$	—	$	(0.99	)	$	(0.99	)	$	19.52		7.44	%	$	268,501		1.41	%		1.40	%		(0.85	)%		124	%
B		16.88		(0.35	)		1.33			0.98			—		(0.99	)		(0.99	)		16.87		6.65			5,972		2.37			2.15			(1.60	)		124
C		16.83		(0.29	)		1.27			0.98			—		(0.99	)		(0.99	)		16.82		6.67			32,182		2.12			2.12			(1.57	)		124
I		19.51		(0.11	)		1.46			1.35			—		(0.99	)		(0.99	)		19.87		7.70			24,366		1.14			1.14			(0.58	)		124
R3		20.27		(0.20	)		1.53			1.33			—		(0.99	)		(0.99	)		20.61		7.30			48,148		1.58			1.55			(0.99	)		124
R4		20.60		(0.13	)		1.55			1.42			—		(0.99	)		(0.99	)		21.03		7.63			56,217		1.27			1.25			(0.68	)		124
R5		20.88		(0.11	)		1.61			1.50			—		(0.99	)		(0.99	)		21.39		7.93			8,859		1.00			0.95			(0.41	)		124
Y		21.02		(0.06	)		1.59			1.53			—		(0.99	)		(0.99	)		21.56		8.02			243,219		0.87			0.87			(0.30	)		124

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

137

Domestic Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Value Opportunities Fund
For the Year Ended October 31, 2016
A	$	18.66	$	0.16		$	0.57		$	0.73		$	(0.21	)	$	(1.24	)	$	(1.45	)	$	17.94		4.71	%	$	187,475		1.25	%		1.25	%(18)		0.93	%		41	%
B		16.45		0.02			0.48			0.50			(0.01	)		(1.24	)		(1.25	)		15.70		3.75			695		2.41			2.11	(18)		0.11			41
C		16.34		0.03			0.49			0.52			(0.10	)		(1.24	)		(1.34	)		15.52		3.93			22,223		1.97			1.97	(18)		0.21			41
I		18.47		0.21			0.57			0.78			(0.26	)		(1.24	)		(1.50	)		17.75		5.03			19,139		0.92			0.92	(18)		1.23			41
R3		18.83		0.11			0.58			0.69			(0.15	)		(1.24	)		(1.39	)		18.13		4.39			2,783		1.54			1.54	(18)		0.64			41
R4		19.03		0.17			0.59			0.76			(0.21	)		(1.24	)		(1.45	)		18.34		4.73			8,720		1.22			1.22	(18)		0.96			41
R5		19.19		0.22			0.59			0.81			(0.27	)		(1.24	)		(1.51	)		18.49		5.04			2,025		0.92			0.92	(18)		1.27			41
Y		19.24		0.26			0.58			0.84			(0.29	)		(1.24	)		(1.53	)		18.55		5.14			845		0.81			0.81	(18)		1.46			41
For the Year Ended October 31, 2015
A	$	20.45	$	0.21		$	(0.47	)	$	(0.26	)	$	(0.13	)	$	(1.40	)	$	(1.53	)	$	18.66		(1.20	)%	$	207,339		1.21	%		1.21	%		1.10	%		55	%
B		18.22		0.03			(0.40	)		(0.37	)		—			(1.40	)		(1.40	)		16.45		(1.94	)		1,909		2.28			1.97			0.19			55
C		18.14		0.06			(0.42	)		(0.36	)		(0.04	)		(1.40	)		(1.44	)		16.34		(1.90	)		26,763		1.93			1.93			0.36			55
I		20.25		0.27			(0.45	)		(0.18	)		(0.20	)		(1.40	)		(1.60	)		18.47		(0.78	)		27,168		0.88			0.88			1.41			55
R3		20.62		0.15			(0.46	)		(0.31	)		(0.08	)		(1.40	)		(1.48	)		18.83		(1.45	)		3,657		1.52			1.49			0.79			55
R4		20.82		0.22			(0.47	)		(0.25	)		(0.14	)		(1.40	)		(1.54	)		19.03		(1.11	)		11,942		1.19			1.18			1.11			55
R5		20.95		0.28			(0.48	)		(0.20	)		(0.16	)		(1.40	)		(1.56	)		19.19		(0.87	)		2,487		0.90			0.88			1.41			55
Y		21.03		0.30			(0.49	)		(0.19	)		(0.20	)		(1.40	)		(1.60	)		19.24		(0.77	)		1,618		0.79			0.79			1.50			55
For the Year Ended October 31, 2014
A	$	18.31	$	0.17		$	2.05		$	2.22		$	(0.08	)	$	—		$	(0.08	)	$	20.45		12.18	%	$	237,539		1.25	%		1.25	%		0.87	%		74	%(19)
B		16.36		0.03			1.83			1.86			—			—			—			18.22		11.37			3,928		2.27			1.97			0.19			74	(19)
C		16.29		0.02			1.83			1.85			—			—			—			18.14		11.36			31,729		1.95			1.95			0.12			74	(19)
I		18.12		0.23			2.03			2.26			(0.13	)		—			(0.13	)		20.25		12.56			44,306		0.87			0.87			1.17			74	(19)
R3		18.50		0.13			2.05			2.18			(0.06	)		—			(0.06	)		20.62		11.84			4,528		1.53			1.47			0.63			74	(19)
R4		18.64		0.18			2.09			2.27			(0.09	)		—			(0.09	)		20.82		12.24			13,626		1.21			1.17			0.91			74	(19)
R5		18.76		0.24			2.10			2.34			(0.15	)		—			(0.15	)		20.95		12.52			2,735		0.88			0.85			1.15			74	(19)
Y		18.82		0.21			2.16			2.37			(0.16	)		—			(0.16	)		21.03		12.64			1,841		0.83			0.83			1.07			74	(19)
For the Year Ended October 31, 2013
A	$	14.02	$	0.11		$	4.40		$	4.51		$	(0.22	)	$	—		$	(0.22	)	$	18.31		32.53	%	$	118,203		1.44	%		1.35	%		0.67	%		81	%
B		12.54		—			3.93			3.93			(0.11	)		—			(0.11	)		16.36		31.50			3,825		2.39			2.10			(0.03	)		81
C		12.49		(0.01	)		3.93			3.92			(0.12	)		—			(0.12	)		16.29		31.59			11,059		2.13			2.10			(0.07	)		81
I		13.87		0.16			4.34			4.50			(0.25	)		—			(0.25	)		18.12		32.93			7,908		1.07			1.06			0.95			81
R3		14.16		0.08			4.45			4.53			(0.19	)		—			(0.19	)		18.50		32.31			1,480		1.68			1.55			0.49			81
R4		14.27		0.13			4.47			4.60			(0.23	)		—			(0.23	)		18.64		32.62			7,271		1.32			1.25			0.78			81
R5		14.36		0.18			4.50			4.68			(0.28	)		—			(0.28	)		18.76		33.06			1,909		1.02			0.95			1.08			81
Y		14.41		0.19			4.50			4.69			(0.28	)		—			(0.28	)		18.82		33.06			1,149		0.91			0.90			1.17			81
For the Year Ended October 31, 2012
A	$	12.68	$	0.19		$	1.27		$	1.46		$	(0.12	)	$	—		$	(0.12	)	$	14.02		11.60	%	$	86,261		1.50	%		1.35	%		1.44	%		56	%
B		11.33		0.08			1.15			1.23			(0.02	)		—			(0.02	)		12.54		10.85			4,388		2.44			2.10			0.65			56
C		11.31		0.08			1.13			1.21			(0.03	)		—			(0.03	)		12.49		10.74			8,880		2.17			2.10			0.67			56
I		12.57		0.22			1.25			1.47			(0.17	)		—			(0.17	)		13.87		11.87			3,995		1.11			1.09			1.70			56
R3		12.81		0.18			1.27			1.45			(0.10	)		—			(0.10	)		14.16		11.38			1,443		1.70			1.55			1.31			56
R4		12.90		0.21			1.30			1.51			(0.14	)		—			(0.14	)		14.27		11.81			6,015		1.33			1.25			1.55			56
R5		12.99		0.31			1.24			1.55			(0.18	)		—			(0.18	)		14.36		12.08			1,296		1.05			0.95			2.25			56
Y		13.05		0.24			1.30			1.54			(0.18	)		—			(0.18	)		14.41		12.00			1,076		0.92			0.90			1.77			56

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

138

Domestic Equity Funds

Financial Highlights – (continued)

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

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

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

⁽⁴⁾  Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽⁵⁾  Commenced operations on November 7, 2014.

⁽⁶⁾  Not annualized.

⁽⁷⁾  Annualized.

⁽⁸⁾  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

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

⁽¹⁰⁾  Commenced operations on March 31, 2015.

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

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

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

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

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

⁽¹⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁹⁾  During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

⁽²⁰⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

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

139

Domestic Equity Funds

Notes to Financial Statements

October 31, 2016

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and fourteen series, respectively, as of October 31, 2016. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

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

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

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

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

The Hartford Healthcare Fund (the “Healthcare Fund”)

The Hartford MidCap Fund (the “MidCap Fund”)

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

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

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

The Hartford Mutual Funds II, Inc.:

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

The Hartford Small Cap Growth Fund (formerly, The Hartford SmallCap Growth Fund) (the “Small Cap Growth Fund”)

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

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

Each Fund offers Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y shares. Each of Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, MidCap Fund, Small Cap Growth Fund and Small Company Fund offer Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4, R5 and R6 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years.

No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and

140

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

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

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

141

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

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

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

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

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

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

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

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

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

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

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

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October 31, 2016

Following is quantitative information about Level 3 fair value measurements:

Capital Appreciation Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2016
Common Stock
Model	EV/EBITDA		6.2x to 11.5x	$	37,529,952
Model	EV/Estimated Revenue		2.4x to 6.4x		12,402,100
Cost	Trade Price		$50.19 to $106.61		8,190,198
Convertible Bonds
Cost	Trade Price		$100		157,087
Preferred Stock
Model	EV/Estimated Revenue		0.9x to 10.22x		65,099,263
Cost	Trade Price		$1.04 to $249.87		226,603,385
Total				$	349,981,985

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

Growth Opportunities Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2016
Common Stock
Model	EV/EBITDA		6.2x to 11.5x	$	20,356,885
Model	EV/Estimated Revenue		2.42x to 5.0x		5,436,285
Cost	Trade Price		$50.19 to $106.61		10,844,164
Convertible Bonds
Cost	Trade Price		$100		2,665,674
Preferred Stock
Model	EV/Estimated Revenue		0.9x to 10.22x		139,015,024
Cost	Trade Price		$1.04 to $50.19		219,058,766
Total				$	397,376,798

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

Small Company Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2016
Common Stock
Model	EV/EBITDA		5.75x to 11.5x	$	6,328,981
Cost	Trade Price		$2.88		1,923,016
Preferred Stock
Model	EV/Estimated Revenue		1.8x to 10.22x		13,109,531
Cost	Trade Price		$3.96 to $22.47		8,046,839
Total				$	29,408,367

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

143

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

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

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

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

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

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

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

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

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

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

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

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

144

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2016.

4. Financial Derivative Instruments:

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

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

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

During the fiscal year ended October 31, 2016, Capital Appreciation Fund, Small Company Fund and Value Opportunities Fund had engaged in Foreign Currency Contracts.

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

During the fiscal year ended October 31, 2016, Core Equity Fund and Small Cap Core Fund had engaged in Futures Contracts.

c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to

145

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. A Fund may trade in options to manage risk for investment purposes. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the fiscal year ended October 31, 2016, Capital Appreciation Fund had engaged in Options Contracts.

Transactions involving written option contracts during the year ended October 31, 2016, are summarized below:

Capital Appreciation Fund

Options Activity During the Year Ended October 31, 2016

Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		10,124			1,788,193
Expired		—			—
Closed		(10,124	)		(1,788,193	)
Exercised		—			—
End of Period		—		$	—

d) Additional Derivative Instrument Information:

Capital Appreciation Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	1,824,498	$	—	$	—	$	—	$	—	$	1,824,498
Total	$	—	$	1,824,498	$	—	$	—	$	—	$	—	$	1,824,498

146

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on written options contracts	$	—	$	—		$	—	$	1,232,888	$	—	$	—	$	1,232,888
Net realized gain (loss) on foreign currency contracts		—		(353,279	)		—		—		—		—		(353,279	)
Total	$	—	$	(353,279	)	$	—	$	1,232,888	$	—	$	—	$	879,609
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(231,052	)	$	—	$	—	$	—	$	—	$	(231,052	)
Total	$	—	$	(231,052	)	$	—	$	—	$	—	$	—	$	(231,052	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Written Options Contracts		10,124
Foreign Currency Contracts Purchased	$	24,043,994
Foreign Currency Contracts Sold	$	110,117,073

Core Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Liabilities:
Unrealized depreciation on futures contracts(1)	$	—	$	—	$	—	$	848,149	$	—	$	—	$	848,149
Total	$	—	$	—	$	—	$	848,149	$	—	$	—	$	848,149

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	5,722,949		$	—	$	—	$	5,722,949
Total	$	—	$	—	$	—	$	5,722,949		$	—	$	—	$	5,722,949
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	(846,854	)	$	—	$	—	$	(846,854	)
Total	$	—	$	—	$	—	$	(846,854	)	$	—	$	—	$	(846,854	)

147

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		432

Small Cap Core Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	34,578	$	—	$	—	$	34,578
Total	$	—	$	—	$	—	$	34,578	$	—	$	—	$	34,578

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		570

Small Company Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	(1,440	)	$	—	$	—	$	—	$	—	$	(1,440	)
Total	$	—	$	(1,440	)	$	—	$	—	$	—	$	—	$	(1,440	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	148,677
Foreign Currency Contracts Sold	$	150,202

Value Opportunities Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	189,816	$	—	$	—	$	—	$	—	$	189,816
Total	$	—	$	189,816	$	—	$	—	$	—	$	—	$	189,816

148

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	406,402	$	—	$	—	$	—	$	—	$	406,402
Total	$	—	$	406,402	$	—	$	—	$	—	$	—	$	406,402
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	188,531	$	—	$	—	$	—	$	—	$	188,531
Total	$	—	$	188,531	$	—	$	—	$	—	$	—	$	188,531

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	3,774,749
Foreign Currency Contracts Sold	$	4,217,873

⁽¹⁾  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

e) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2016:

Capital Appreciation Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	1,824,498	$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,824,498		—
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,824,498	$	—

149

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Capital Appreciation Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Barclays	$	465,883	$	—	$	—	$	—	$	465,883
Commonwealth Bank of Australia		341,529		—		—		—		341,529
Credit Suisse First Boston Corp.		342,115		—		—		—		342,115
RBC Dominion Securities, Inc.		336,302		—		—		—		336,302
State Street Global Markets LLC		338,669		—		—		—		338,669
Total	$	1,824,498	$	—	$	—	$	—	$	1,824,498

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Core Equity Fund
Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(848,149	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(848,149	)
Derivatives not subject to a MNA		—		848,149
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Value Opportunities Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	189,816	$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		189,816		—
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	189,816	$	—

Value Opportunities Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Barclays	$	130,499	$	—	$	—	$	—	$	130,499
Commonwealth Bank of Australia		14,918		—		—		—		14,918
Credit Suisse First Boston Corp.		14,943		—		—		—		14,943
RBC Dominion Securities, Inc.		14,689		—		—		—		14,689
State Street Global Markets LLC		14,767		—		—		—		14,767
Total	$	189,816	$	—	$	—	$	—	$	189,816

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

150

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency (U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

151

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2016 and October 31, 2015 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2016				For the Year Ended October 31, 2015
Fund	Ordinary Income		Long-Term Capital Gains(1)		Ordinary Income		Long-Term Capital Gains(1)
Capital Appreciation Fund	$	186,899,531	$	721,176,114	$	822,807,951	$	2,237,888,021
Core Equity Fund		2,036,395		12,002,746		90,262		2,105,334
Dividend and Growth Fund		125,108,771		624,692,631		162,211,788		629,491,691
Equity Income Fund		68,153,969		260,712,301		80,701,672		92,612,789
Growth Opportunities Fund		92,615,199		346,169,522		160,915,364		503,348,303
Healthcare Fund		47,036,502		175,378,569		—		71,453,477
MidCap Fund		—		367,177,231		51,668,231		372,640,289
MidCap Value Fund		1,600,048		35,066,916		5,298,060		50,621,600
Small Cap Core Fund		611,312		4,267,805		754,527		6,438,937
Small Cap Growth Fund		3,254,261		77,163,956		1,285,472		31,630,787
Small Company Fund		—		101,538,729		31,750,362		113,672,421
Value Opportunities Fund		5,996,110		15,603,917		1,968,341		23,542,991

⁽¹⁾  The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

As of October 31, 2016, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Capital Appreciation Fund	$	27,666,020	$	—	$	(44,677,680)		$	283,023,204		$	266,011,544
Core Equity Fund		10,519,338		19,483,418		—			67,314,687			97,317,443
Dividend and Growth Fund		16,038,314		245,614,162		—			1,706,597,817			1,968,250,293
Equity Income Fund		2,506,351		122,485,540		—			601,125,543			726,117,434
Growth Opportunities Fund		—		158,038,095		(21,555,690	)		317,604,736			454,087,141
Healthcare Fund		—		129,500,810		(6,554,361	)		(32,177,234	)		90,769,215
MidCap Fund		—		209,026,383		(14,877,948	)		877,343,887			1,071,492,322
MidCap Value Fund		448,510		35,777,815		—			20,889,106			57,115,431
Small Cap Core Fund		1,523,691		—		(7,796,090	)		8,296,376			2,023,977
Small Cap Growth Fund		—		5,619,883		(2,151,347	)		38,852,635			42,321,171
Small Company Fund		—		—		(59,389,792	)		(73,106	)		(59,462,898	)
Value Opportunities Fund		3,773,217		—		—			(8,901,437	)		(5,128,220	)

⁽¹⁾  The Funds have capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, Passive Foreign Investment Companies, expiration or utilization of capital loss carryforwards or net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net

152

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2016, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Capital Appreciation Fund	$	(2,430,102	)	$	(5,928,665	)	$	8,358,767
Core Equity Fund		1			(126,649	)		126,648
Dividend and Growth Fund		1			(5,060,881	)		5,060,880
Equity Income Fund		—			(5,324,707	)		5,324,707
Growth Opportunities Fund		(5,650,469	)		11,615,559			(5,965,090	)
Healthcare Fund		(955,682	)		748,955			206,727
MidCap Fund		(14,522,999	)		13,828,106			694,893
MidCap Value Fund		(3	)		399,609			(399,606	)
Small Cap Core Fund		1			(33,858	)		33,857
Small Cap Growth Fund		—			(19,541	)		19,541
Small Company Fund		(6,025,932	)		5,440,915			585,017
Value Opportunities Fund		2			(350,125	)		350,123

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration		Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund	2017
Capital Appreciation Fund	$	—	$	44,677,680	$	—
Small Cap Core Fund		3,722,341		4,073,749		—
Small Company Fund		—		55,038,255		—

The Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Small Cap Growth Fund and Value Opportunities Fund had no capital loss carryfoward for U.S. federal income tax purposes as of October 31, 2016.

As a result of mergers involving the Dividend and Growth Fund, MidCap Value Fund, Small Cap Core Fund and Value Opportunities Fund, certain provisions in the IRC may limit the future utilization of capital losses. During the year ended October 31, 2016, the MidCap Value Fund utilized $918,908, of prior year capital loss carryforwards.

153

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2016, the following Funds elected to defer Late-Year Ordinary Losses:

Fund	Amount
Growth Opportunities Fund	$	21,555,690
Healthcare Fund		6,554,361
MidCap Fund		14,877,948
Small Cap Growth Fund		2,151,347
Small Company Fund		4,351,537

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of October 31, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Capital Appreciation Fund	0.8000% on first $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $4 billion and;
	0.6475% on next $5 billion and;
	0.6450% over $10 billion
Core Equity Fund	0.4500% on first $500 million and;
	0.3500% on next $500 million and;
	0.3300% on next $1.5 billion and;
	0.3250% on next $2.5 billion and;
	0.3225% over $5 billion
Dividend and Growth Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5950% on next $2.5 billion and;
	0.5900% on next $5 billion and;
	0.5850% over $10 billion

154

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Management Fee Rates
Equity Income Fund	0.7500% on first $250 million and;
	0.7000% on next $250 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5900% on next $2.5 billion and;
	0.5875% over $5 billion
Growth Opportunities Fund	0.8000% on first $250 million and;
	0.7000% on next $4.75 billion and;
	0.6975% on next $5 billion and;
	0.6950% over $10 billion
Healthcare Fund	0.9000% on first $500 million and;
	0.8500% on next $500 million and;
	0.8000% on next $4 billion and;
	0.7975% on next $5 billion and;
	0.7950% over $10 billion
MidCap Fund	0.8500% on first $500 million and;
	0.7500% on next $500 million and;
	0.7000% on next $4 billion and;
	0.6975% on next $5 billion and;
	0.6950% over $10 billion
MidCap Value Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6000% on next $1.5 billion and;
	0.5950% on next $2.5 billion and;
	0.5900% on next $5 billion and;
	0.5850% over $10 billion
Small Cap Core Fund	0.7500% on first $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $2 billion and;
	0.6400% on next $2 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Small Cap Growth Fund	0.9000% on first $100 million and;
	0.8000% on next $150 million and;
	0.7000% on next $250 million and;
	0.6500% on next $4.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
Small Company Fund	0.8500% on first $250 million and;
	0.8000% on next $250 million and;
	0.7500% on next $500 million and;
	0.7000% on next $500 million and;
	0.6500% on next $3.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion

155

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Management Fee Rates
Value Opportunities Fund	0.7000% on first $500 million and;
	0.6000% on next $500 million and;
	0.5900% on next $1.5 billion and;
	0.5850% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5750% on over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Capital Appreciation Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Core Equity Fund	0.016% on first $5 billion and;
	0.013% on next $5 billion and;
	0.010% over $10 billion
Dividend and Growth Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Equity Income Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Growth Opportunities Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Healthcare Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
MidCap Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
MidCap Value Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Small Cap Core Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Small Cap Growth Fund	0.016% on first $5 billion and;
	0.013% on next $5 billion and;
	0.010% over $10 billion
Small Company Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Value Opportunities Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion

156

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by each Company are allocated to each Fund, as applicable, and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of October 31, 2016, HFMC contractually limited the total operating expenses of each Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2017 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Capital Appreciation Fund		1.29	%		NA			NA			1.04	%		1.40	%		1.10	%		0.80	%		0.75	%		NA
Core Equity Fund		0.79	%		1.54	%		1.54	%		0.54	%		1.09	%		0.79	%		0.49	%		0.45	%		0.49	%
Dividend and Growth Fund		1.25	%		NA			NA			1.00	%		1.35	%		1.05	%		0.75	%		0.70	%		NA
Equity Income Fund		1.25	%		2.00	%*		2.00	%		1.00	%		1.50	%		1.20	%		0.90	%		0.85	%		0.85	%
Growth Opportunities Fund		1.36	%		2.11	%		2.11	%		1.11	%		1.45	%		1.15	%		0.85	%		0.85	%		0.85	%
Healthcare Fund		1.60	%		2.35	%		2.35	%		1.35	%		1.65	%		1.35	%		1.05	%		NA			1.00	%
MidCap Fund		1.37	%		NA			NA			1.12	%		1.50	%		1.20	%		0.90	%		0.85	%		NA
MidCap Value Fund		1.35	%		2.10	%		2.10	%		1.10	%		1.55	%		1.25	%		0.95	%		NA			0.90	%
Small Cap Core Fund		1.30	%		2.05	%		2.05	%		1.05	%		1.50	%		1.20	%		0.90	%		NA			0.85	%
Small Cap Growth Fund		1.40	%		2.15	%		2.15	%		1.15	%		1.60	%		1.30	%		1.00	%		0.95	%		0.95	%
Small Company Fund		1.40	%		2.15	%		2.15	%		1.15	%		1.55	%		1.25	%		0.95	%		0.90	%		0.90	%
Value Opportunities Fund		1.35	%		2.10	%		2.10	%		1.10	%		1.55	%		1.25	%		0.95	%		NA			0.90	%

* The reduction in amounts charged in connection with the Equity Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect July 1, 2013, in order to comply with applicable FINRA rules, caused the effective limit on net operating expenses attributable to the Equity Income Fund’s Class B shares to be 1.25%.

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the year ended October 31, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Capital Appreciation Fund		1.11	%		1.99	%		1.83	%		0.80	%		1.41	%		1.11	%		0.81	%		0.71	%		0.72	%
Core Equity Fund		0.80	%		1.55	%		1.55	%		0.55	%		1.10	%		0.80	%		0.50	%		0.43	%		0.43	%
Dividend and Growth Fund		1.03	%		1.96	%		1.77	%		0.82	%		1.36	%		1.06	%		0.76	%		0.66	%		0.66	%
Equity Income Fund		1.04	%		1.18	%		1.76	%		0.78	%		1.38	%		1.07	%		0.77	%		0.67	%		0.67	%
Growth Opportunities Fund		1.14	%		2.06	%		1.88	%		0.93	%		1.46	%		1.16	%		0.86	%		0.77	%		0.77	%
Healthcare Fund		1.33	%		2.22	%		2.06	%		1.06	%		1.62	%		1.32	%		1.03	%		—			0.92	%
MidCap Fund		1.17	%		2.06	%		1.89	%		1.02	%		1.48	%		1.17	%		0.87	%		0.77	%		0.77	%
MidCap Value Fund		1.30	%		2.12	%		2.02	%		1.06	%		1.56	%		1.25	%		0.95	%		—			0.85	%
Small Cap Core Fund		1.31	%		2.06	%		2.06	%		1.00	%		1.51	%		1.21	%		0.91	%		—			0.86	%
Small Cap Growth Fund		1.25	%		2.09	%		1.94	%		0.99	%		1.51	%		1.19	%		0.89	%		0.79	%		0.79	%
Small Company Fund		1.42	%		2.17	%		2.14	%		1.17	%		1.57	%		1.27	%		0.97	%		0.90	%		0.90	%
Value Opportunities Fund		1.25	%		2.11	%		1.97	%		0.92	%		1.54	%		1.22	%		0.92	%		—			0.80	%

157

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

e) Distribution and Service Plan for Class A, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Capital Appreciation Fund	$	4,594,212	$	96,170
Core Equity Fund		4,899,443		70,181
Dividend and Growth Fund		5,902,485		65,939
Equity Income Fund		3,750,364		67,855
Growth Opportunities Fund		4,238,354		134,016
Healthcare Fund		4,741,544		105,226
MidCap Fund		7,577,165		76,147
MidCap Value Fund		1,484,878		10,376
Small Cap Core Fund		81,575		1,399
Small Cap Growth Fund		85,793		2,637
Small Company Fund		796,601		7,908
Value Opportunities Fund		285,684		4,522

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, B, C, R3 and R4 shares. Under a Plan, Class A, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective July 1, 2013, there was a reduction in the amount charged in connection with Equity Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2016, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Capital Appreciation Fund	$	22,996
Core Equity Fund		4,072
Dividend and Growth Fund		18,514
Equity Income Fund		8,768
Growth Opportunities Fund		11,403
Healthcare Fund		3,832
MidCap Fund		13,486
MidCap Value Fund		1,076
Small Cap Core Fund		410
Small Cap Growth Fund		2,216
Small Company Fund		1,549
Value Opportunities Fund		612

158

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the year ended October 31, 2016, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

Fund	Percent of Average Daily Net Assets
Capital Appreciation Fund		0.11	%
Core Equity Fund		0.09	%
Dividend and Growth Fund		0.11	%
Equity Income Fund		0.09	%
Growth Opportunities Fund		0.13	%
Healthcare Fund		0.14	%
MidCap Fund		0.12	%
MidCap Value Fund		0.15	%
Small Cap Core Fund		0.08	%
Small Cap Growth Fund		0.09	%
Small Company Fund		0.17	%
Value Opportunities Fund		0.17	%

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

8. Affiliate Holdings:

As of October 31, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A		Class B		Class C		Class I		Class R3		Class R4		Class R5			Class R6			Class Y
Capital Appreciation Fund		—		—		—		—		—		—		—			—	%*		—
Core Equity Fund		—		—		—		—		—		—		—			—			—
Dividend and Growth Fund		—		—		—		—		—		—		—			—	%*		—
Equity Income Fund		—		—		—		—		—		—		—			—	%*		—
Growth Opportunities Fund		—		—		—		—		—		—		—			1	%		—
Healthcare Fund		—		—		—		—		—		—		—			—			—
MidCap Fund		—		—		—		—		—		—		—			—			—
MidCap Value Fund		—		—		—		—		—		—		—			—			—
Small Cap Core Fund		—		—		—		—		—		—		24	%		—			—
Small Cap Growth Fund		—		—		—		—		—		—		—			—	%*		—
Small Company Fund		—		—		—		—		—		—		—			100	%		—
Value Opportunities Fund		—		—		—		—		—		—		—			—			—

159

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Percentage of Fund by Class:

Fund

Class A

Class B

Class C

Class I

Class R3

Class R4

Class R5

Class R6

Class Y

Capital Appreciation Fund

—

—

—

—

—

—

—

—

%*

—

Core Equity Fund

—

—

—

—

—

—

—

—

—

Dividend and Growth Fund

—

—

—

—

—

—

—

—

%*

—

Equity Income Fund

—

—

—

—

—

—

—

—

%*

—

Growth Opportunities Fund

—

—

—

—

—

—

—

—

%*

—

Healthcare Fund

—

—

—

—

—

—

—

—

—

MidCap Fund

—

—

—

—

—

—

—

—

—

MidCap Value Fund

—

—

—

—

—

—

—

—

—

Small Cap Core Fund

—

—

—

—

—

—

—

%*

—

—

Small Cap Growth Fund

—

—

—

—

—

—

—

—

%*

—

Small Company Fund

—

—

—

—

—

—

—

—

%*

—

Value Opportunities Fund

—

—

—

—

—

—

—

—

—

* Percentage rounds to zero.

As of October 31, 2016, the Funds’ shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

Funds	Percentage of Fund*
Capital Appreciation Fund		8	%
Core Equity Fund		8	%
Dividend and Growth Fund		12	%
Equity Income Fund		7	%
Growth Opportunities Fund		3	%
MidCap Fund		3	%
MidCap Value Fund		11	%
Small Cap Core Fund		64	%
Small Cap Growth Fund		4	%
Small Company Fund		1	%

* Affiliated Funds invest in Class Y shares.

9. Investment Transactions:

For the year ended October 31, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Capital Appreciation Fund	$	8,186,494,827	$	10,089,942,621
Core Equity Fund		2,155,476,654		450,866,928
Dividend and Growth Fund		1,624,263,353		1,936,727,840
Equity Income Fund		506,994,578		519,741,718
Growth Opportunities Fund		5,437,609,588		6,208,054,691
Healthcare Fund		537,189,234		616,976,240
MidCap Fund		3,048,616,777		1,714,497,986
MidCap Value Fund		247,411,933		256,606,120
Small Cap Core Fund		251,728,526		154,597,341
Small Cap Growth Fund		406,190,766		567,160,390
Small Company Fund		509,504,765		779,346,523
Value Opportunities Fund		102,846,699		149,804,405

160

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Capital Appreciation Fund	$	—	$	—
Core Equity Fund		—		—
Dividend and Growth Fund		—		—
Equity Income Fund		—		—
Growth Opportunities Fund		—		—
Healthcare Fund		—		—
MidCap Fund		—		—
MidCap Value Fund		—		—
Small Cap Core Fund		—		—
Small Cap Growth Fund		—		—
Small Company Fund		—		—
Value Opportunities Fund		—		—
Fund	Total Cost of Purchases		Total Sales Proceeds
Capital Appreciation Fund	$	8,186,494,827	$	10,089,942,621
Core Equity Fund		2,155,476,654		450,866,928
Dividend and Growth Fund		1,624,263,353		1,936,727,840
Equity Income Fund		506,994,578		519,741,718
Growth Opportunities Fund		5,437,609,588		6,208,054,691
Healthcare Fund		537,189,234		616,976,240
MidCap Fund		3,048,616,777		1,714,497,986
MidCap Value Fund		247,411,933		256,606,120
Small Cap Core Fund		251,728,526		154,597,341
Small Cap Growth Fund		406,190,766		567,160,390
Small Company Fund		509,504,765		779,346,523
Value Opportunities Fund		102,846,699		149,804,405

10. Capital Share Transactions:

The following information is for the year ended October 31, 2016, and the year ended October 31, 2015:

Capital Appreciation Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		7,324,307		$	247,685,142			8,604,580		$	333,653,424
Shares Issued for Reinvested Dividends		13,199,444			445,797,555			39,450,036			1,435,297,361
Shares Redeemed		(30,189,883	)		(1,029,610,751	)		(22,660,299	)		(879,292,583	)
Shares converted (from) Class B into Class A		365,422			12,306,753			433,572			16,942,456
Net Increase (Decrease)		(9,300,710	)		(323,821,301	)		25,827,889			906,600,658
Class B
Shares Sold		27,398		$	733,469			125,482		$	3,791,355
Shares Issued for Reinvested Dividends		534,975			14,331,984			2,401,841			71,262,614
Shares Redeemed		(3,069,988	)		(82,731,588	)		(3,206,554	)		(102,590,050	)
Shares converted (from) Class B into Class A		(459,610	)		(12,306,753	)		(529,367	)		(16,942,456	)
Net Increase (Decrease)		(2,967,225	)		(79,972,888	)		(1,208,598	)		(44,478,537	)

161

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Capital Appreciation Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C
Shares Sold		2,348,340		$	64,166,313			4,522,335		$	142,113,524
Shares Issued for Reinvested Dividends		5,681,816			154,884,688			16,774,281			504,738,612
Shares Redeemed		(14,118,913	)		(390,154,287	)		(10,307,386	)		(331,578,059	)
Net Increase (Decrease)		(6,088,757	)		(171,103,286	)		10,989,230			315,274,077
Class I
Shares Sold		8,631,418		$	294,006,166			7,935,326		$	303,122,755
Shares Issued for Reinvested Dividends		2,620,805			89,030,968			8,069,183			295,017,658
Shares Redeemed		(21,218,430	)		(723,079,454	)		(14,932,080	)		(596,756,548	)
Net Increase (Decrease)		(9,966,207	)		(340,042,320	)		1,072,429			1,383,865
Class R3
Shares Sold		343,684		$	12,699,914			353,499		$	14,827,069
Shares Issued for Reinvested Dividends		253,743			9,266,695			817,356			31,974,965
Shares Redeemed		(849,489	)		(31,304,433	)		(764,095	)		(32,095,766	)
Net Increase (Decrease)		(252,062	)		(9,337,824	)		406,760			14,706,268
Class R4
Shares Sold		771,140		$	28,753,036			808,025		$	34,196,038
Shares Issued for Reinvested Dividends		339,012			12,730,756			1,055,199			42,295,276
Shares Redeemed		(2,759,831	)		(106,277,909	)		(1,194,615	)		(51,746,597	)
Net Increase (Decrease)		(1,649,679	)		(64,794,117	)		668,609			24,744,717
Class R5
Shares Sold		117,711		$	4,486,512			164,540		$	7,125,982
Shares Issued for Reinvested Dividends		107,579			4,125,853			325,251			13,284,424
Shares Redeemed		(303,533	)		(11,582,474	)		(345,332	)		(15,562,433	)
Net Increase (Decrease)		(78,243	)		(2,970,109	)		144,459			4,847,973
Class R6(1)
Shares Sold		1,539,558		$	57,130,674			184		$	10,000
Shares Issued for Reinvested Dividends		21			813			58			2,380
Shares Redeemed		(80,773	)		(3,144,776	)		—			—
Net Increase (Decrease)		1,458,806			53,986,711			242			12,380
Class Y
Shares Sold		1,292,665		$	49,286,867			1,627,542		$	71,597,851
Shares Issued for Reinvested Dividends		2,246,149			86,612,131			7,354,682			301,886,684
Shares Redeemed		(8,788,750	)		(356,312,023	)		(3,601,661	)		(161,039,317	)
Net Increase (Decrease)		(5,249,936	)		(220,413,025	)		5,380,563			212,445,218
Total Net Increase (Decrease)		(34,094,013	)	$	(1,158,468,159	)		43,281,583		$	1,435,536,619

⁽¹⁾  Commenced operations on November 7, 2014.

162

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Core Equity Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		28,515,362		$	661,729,217			7,444,636		$	174,038,955
Shares Issued for Reinvested Dividends		247,664			5,759,471			76,842			1,686,680
Shares Redeemed		(10,407,376	)		(247,989,272	)		(2,169,162	)		(50,685,558	)
Shares converted (from) Class B into Class A		23,107			540,817			18,554			431,966
Net Increase (Decrease)		18,378,757			420,040,233			5,370,870			125,472,043
Class B
Shares Sold		11,253		$	245,755			18,579		$	408,227
Shares Issued for Reinvested Dividends		1,391			29,911			1,228			25,192
Shares Redeemed		(25,096	)		(547,802	)		(19,777	)		(428,734	)
Shares converted (from) Class B into Class A		(24,975	)		(540,817	)		(19,894	)		(431,966	)
Net Increase (Decrease)		(37,427	)		(812,953	)		(19,864	)		(427,281	)
Class C
Shares Sold		10,781,544		$	234,010,636			2,519,657		$	54,624,884
Shares Issued for Reinvested Dividends		74,466			1,596,545			13,706			280,427
Shares Redeemed		(1,312,986	)		(28,859,187	)		(216,627	)		(4,682,918	)
Net Increase (Decrease)		9,543,024			206,747,994			2,316,736			50,222,393
Class I(1)
Shares Sold		32,481,968		$	760,739,092			5,769,687		$	136,019,637
Shares Issued for Reinvested Dividends		124,899			2,917,766			—			—
Shares Redeemed		(6,949,101	)		(165,217,453	)		(97,754	)		(2,291,268	)
Net Increase (Decrease)		25,657,766			598,439,405			5,671,933			133,728,369
Class R3
Shares Sold		1,489,029		$	35,644,815			194,394		$	4,657,643
Shares Issued for Reinvested Dividends		5,752			136,015			185			4,137
Shares Redeemed		(213,679	)		(5,141,515	)		(8,115	)		(190,065	)
Net Increase (Decrease)		1,281,102			30,639,315			186,464			4,471,715
Class R4
Shares Sold		5,684,360		$	137,158,572			912,065		$	21,951,992
Shares Issued for Reinvested Dividends		18,321			438,819			930			20,981
Shares Redeemed		(705,577	)		(17,379,034	)		(61,858	)		(1,502,474	)
Net Increase (Decrease)		4,997,104			120,218,357			851,137			20,470,499
Class R5
Shares Sold		4,626,287		$	111,019,044			1,183,789		$	28,088,675
Shares Issued for Reinvested Dividends		25,242			593,664			684			15,632
Shares Redeemed		(707,822	)		(16,857,806	)		(88,603	)		(2,095,270	)
Net Increase (Decrease)		3,943,707			94,754,902			1,095,870			26,009,037
Class R6(1)
Shares Sold		1,454,286		$	35,422,164			24,821		$	584,344
Shares Issued for Reinvested Dividends		985			23,260			—			—
Shares Redeemed		(154,511	)		(3,759,772	)		(272	)		(6,603	)
Net Increase (Decrease)		1,300,760			31,685,652			24,549			577,741

163

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Core Equity Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		13,248,042		$	314,850,512			856,126		$	20,398,568
Shares Issued for Reinvested Dividends		56,439			1,349,052			4,947			113,341
Shares Redeemed		(2,436,476	)		(58,410,104	)		(197,379	)		(4,601,031	)
Net Increase (Decrease)		10,868,005			257,789,460			663,694			15,910,878
Total Net Increase (Decrease)		75,932,798		$	1,759,502,365			16,161,389		$	376,435,394
(1)     Commenced operations on March 31, 2015.
Dividend and Growth Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		11,827,823		$	270,126,567			12,016,958		$	303,232,662
Shares Issued for Reinvested Dividends		15,721,312			349,869,481			14,957,792			368,350,623
Shares Redeemed		(27,735,505	)		(641,471,001	)		(18,008,635	)		(454,396,622	)
Shares converted (from) Class B into Class A		219,034			4,982,276			326,290			8,305,930
Net Increase (Decrease)		32,664			(16,492,677	)		9,292,405			225,492,593
Class B
Shares Sold		14,253		$	316,475			39,414		$	971,331
Shares Issued for Reinvested Dividends		166,942			3,626,315			257,625			6,221,065
Shares Redeemed		(931,562	)		(20,997,081	)		(922,713	)		(23,027,380	)
Shares converted (from) Class B into Class A		(223,401	)		(4,982,276	)		(332,516	)		(8,305,930	)
Net Increase (Decrease)		(973,768	)		(22,036,567	)		(958,190	)		(24,140,914	)
Class C
Shares Sold		1,975,730		$	43,860,179			2,219,857		$	54,642,950
Shares Issued for Reinvested Dividends		1,874,808			40,406,189			1,756,993			42,118,336
Shares Redeemed		(3,835,749	)		(85,478,285	)		(2,499,690	)		(61,397,703	)
Net Increase (Decrease)		14,789			(1,211,917	)		1,477,160			35,363,583
Class I
Shares Sold		17,222,827		$	396,781,233			10,992,405		$	276,474,917
Shares Issued for Reinvested Dividends		7,426,774			164,722,133			7,533,771			184,802,630
Shares Redeemed		(17,459,490	)		(401,433,607	)		(19,500,002	)		(493,177,603	)
Net Increase (Decrease)		7,190,111			160,069,759			(973,826	)		(31,900,056	)
Class R3
Shares Sold		519,679		$	11,982,775			598,838		$	15,312,528
Shares Issued for Reinvested Dividends		326,230			7,328,236			329,360			8,188,504
Shares Redeemed		(899,240	)		(21,027,354	)		(896,450	)		(22,898,541	)
Net Increase (Decrease)		(53,331	)		(1,716,343	)		31,748			602,491
Class R4
Shares Sold		1,292,238		$	30,027,274			1,494,841		$	38,162,936
Shares Issued for Reinvested Dividends		445,962			10,088,298			418,695			10,461,289
Shares Redeemed		(1,943,069	)		(45,862,775	)		(1,786,856	)		(45,985,228	)
Net Increase (Decrease)		(204,869	)		(5,747,203	)		126,680			2,638,997

164

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Dividend and Growth Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		2,473,418		$	56,672,703			2,753,299		$	69,994,979
Shares Issued for Reinvested Dividends		643,549			14,588,667			605,686			15,180,069
Shares Redeemed		(7,766,635	)		(178,504,161	)		(2,580,670	)		(66,495,496	)
Net Increase (Decrease)		(4,649,668	)		(107,242,791	)		778,315			18,679,552
Class R6(1)
Shares Sold		129,875		$	3,014,720			360		$	10,000
Shares Issued for Reinvested Dividends		1,015			23,989			40			1,001
Shares Redeemed		(7,608	)		(181,390	)		—			—
Net Increase (Decrease)		123,282			2,857,319			400			11,001
Class Y
Shares Sold		14,279,840		$	341,152,177			4,381,897		$	112,032,155
Shares Issued for Reinvested Dividends		6,056,885			137,719,117			5,263,031			132,001,896
Shares Redeemed		(11,421,763	)		(267,459,707	)		(6,393,961	)		(165,600,561	)
Net Increase (Decrease)		8,914,962			211,411,587			3,250,967			78,433,490
Total Net Increase (Decrease)		10,394,172		$	219,891,167			13,025,659		$	305,180,737
(1)     Commenced operations on November 7, 2014.
Equity Income Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		11,370,885		$	198,695,633			12,406,343		$	231,741,068
Shares Issued for Reinvested Dividends		9,509,717			159,991,475			4,668,164			85,747,162
Shares Redeemed		(21,628,077	)		(382,379,118	)		(25,615,666	)		(479,522,316	)
Shares converted (from) Class B into Class A		32,862			562,740			39,384			745,386
Net Increase (Decrease)		(714,613	)		(23,129,270	)		(8,501,775	)		(161,288,700	)
Class B
Shares Sold		24,955		$	433,487			30,930		$	576,013
Shares Issued for Reinvested Dividends		66,756			1,120,750			44,628			821,014
Shares Redeemed		(417,297	)		(7,362,995	)		(427,645	)		(8,020,430	)
Shares converted (from) Class B into Class A		(32,832	)		(562,740	)		(39,364	)		(745,386	)
Net Increase (Decrease)		(358,418	)		(6,371,498	)		(391,451	)		(7,368,789	)
Class C
Shares Sold		3,905,292		$	67,671,902			4,182,849		$	78,031,978
Shares Issued for Reinvested Dividends		2,133,619			35,565,816			895,341			16,360,992
Shares Redeemed		(5,486,671	)		(95,717,720	)		(4,493,757	)		(83,383,140	)
Net Increase (Decrease)		552,240			7,519,998			584,433			11,009,830
Class I
Shares Sold		23,418,906		$	412,398,070			12,942,674		$	241,104,734
Shares Issued for Reinvested Dividends		4,384,964			73,583,551			2,233,625			40,861,565
Shares Redeemed		(18,641,771	)		(322,149,685	)		(17,931,867	)		(331,672,319	)
Net Increase (Decrease)		9,162,099			163,831,936			(2,755,568	)		(49,706,020	)

165

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Equity Income Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		636,332		$	11,187,488			752,875		$	14,093,619
Shares Issued for Reinvested Dividends		274,858			4,621,450			128,915			2,368,752
Shares Redeemed		(862,776	)		(15,151,582	)		(949,453	)		(17,600,794	)
Net Increase (Decrease)		48,414			657,356			(67,663	)		(1,138,423	)
Class R4
Shares Sold		1,164,091		$	20,491,643			953,664		$	17,916,880
Shares Issued for Reinvested Dividends		333,156			5,617,861			160,057			2,944,963
Shares Redeemed		(1,212,032	)		(21,456,423	)		(1,160,922	)		(21,827,440	)
Net Increase (Decrease)		285,215			4,653,081			(47,201	)		(965,597	)
Class R5
Shares Sold		980,118		$	17,179,762			1,535,456		$	29,033,653
Shares Issued for Reinvested Dividends		359,302			6,086,582			213,556			3,949,733
Shares Redeemed		(1,811,543	)		(32,027,998	)		(2,463,301	)		(46,471,894	)
Net Increase (Decrease)		(472,123	)		(8,761,654	)		(714,289	)		(13,488,508	)
Class R6(1)
Shares Sold		62,177		$	1,107,692			859,969		$	16,138,642
Shares Issued for Reinvested Dividends		77,955			1,325,851			4,802			82,137
Shares Redeemed		(75,298	)		(1,366,352	)		(127,008	)		(2,340,024	)
Net Increase (Decrease)		64,834			1,067,191			737,763			13,880,755
Class Y
Shares Sold		12,059,147		$	207,508,098			2,821,312		$	53,229,407
Shares Issued for Reinvested Dividends		1,512,164			25,802,438			610,214			11,286,490
Shares Redeemed		(5,345,547	)		(94,320,343	)		(2,693,960	)		(50,752,885	)
Net Increase (Decrease)		8,225,764			138,990,193			737,566			13,763,012
Total Net Increase (Decrease)		16,793,412		$	278,457,333			(10,418,185	)	$	(195,302,440	)
(1)     Commenced operations on November 7, 2014.
Growth Opportunities Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		7,357,144		$	270,866,300			11,323,600		$	454,945,077
Shares Issued for Reinvested Dividends		4,073,036			149,928,457			7,036,698			255,994,798
Shares Redeemed		(10,654,646	)		(392,192,252	)		(7,072,624	)		(281,437,556	)
Shares converted (from) Class B into Class A		72,594			2,637,481			57,219			2,307,502
Net Increase (Decrease)		848,128			31,239,986			11,344,893			431,809,821
Class B
Shares Sold		17,119		$	433,669			46,564		$	1,295,900
Shares Issued for Reinvested Dividends		60,096			1,521,632			167,713			4,395,762
Shares Redeemed		(330,807	)		(8,409,913	)		(271,213	)		(7,881,876	)
Shares converted (from) Class B into Class A		(105,622	)		(2,637,481	)		(79,370	)		(2,307,502	)
Net Increase (Decrease)		(359,214	)		(9,092,093	)		(136,306	)		(4,497,716	)

166

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Growth Opportunities Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C
Shares Sold		4,946,279		$	128,086,649			6,195,981		$	179,904,333
Shares Issued for Reinvested Dividends		1,506,379			38,578,363			1,801,666			47,618,034
Shares Redeemed		(3,985,761	)		(102,262,704	)		(1,744,057	)		(50,580,668	)
Net Increase (Decrease)		2,466,897			64,402,308			6,253,590			176,941,699
Class I
Shares Sold		19,732,943		$	752,758,204			27,012,976		$	1,115,541,986
Shares Issued for Reinvested Dividends		4,479,451			170,818,254			6,332,967			237,296,256
Shares Redeemed		(37,897,925	)		(1,412,422,706	)		(14,068,624	)		(579,444,912	)
Net Increase (Decrease)		(13,685,531	)		(488,846,248	)		19,277,319			773,393,330
Class R3
Shares Sold		402,839		$	14,741,027			487,697		$	19,838,065
Shares Issued for Reinvested Dividends		92,026			3,425,213			133,408			4,918,740
Shares Redeemed		(320,922	)		(11,881,561	)		(219,197	)		(8,789,268	)
Net Increase (Decrease)		173,943			6,284,679			401,908			15,967,537
Class R4
Shares Sold		698,644		$	26,711,871			421,498		$	17,654,988
Shares Issued for Reinvested Dividends		119,352			4,608,198			215,215			8,182,472
Shares Redeemed		(419,247	)		(16,171,719	)		(363,791	)		(14,935,940	)
Net Increase (Decrease)		398,749			15,148,350			272,922			10,901,520
Class R5
Shares Sold		592,286		$	22,580,594			618,748		$	26,681,559
Shares Issued for Reinvested Dividends		244,389			9,743,509			437,027			17,052,786
Shares Redeemed		(3,306,959	)		(128,685,435	)		(441,324	)		(19,054,253	)
Net Increase (Decrease)		(2,470,284	)		(96,361,332	)		614,451			24,680,092
Class R6(1)
Shares Sold		26,285		$	1,098,560			212		$	10,000
Shares Issued for Reinvested Dividends		1,420			57,208			42			1,642
Shares Redeemed		(5,092	)		(202,378	)		—			—
Net Increase (Decrease)		22,613			953,390			254			11,642
Class Y
Shares Sold		5,415,420		$	219,325,203			2,803,664		$	122,559,813
Shares Issued for Reinvested Dividends		393,230			15,865,607			283,158			11,147,947
Shares Redeemed		(4,482,778	)		(165,961,074	)		(265,048	)		(11,563,390	)
Net Increase (Decrease)		1,325,872			69,229,736			2,821,774			122,144,370
Total Net Increase (Decrease)		(11,278,827	)	$	(407,041,224	)		40,850,805		$	1,551,352,295

⁽¹⁾  Commenced operations on November 7, 2014.

167

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Healthcare Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		6,281,243		$	209,895,248			11,012,713		$	434,672,549
Shares Issued for Reinvested Dividends		3,434,927			119,540,110			1,147,667			40,592,988
Shares Redeemed		(8,924,397	)		(293,106,568)			(4,941,855	)		(194,574,979)
Shares converted (from) Class B into Class A		29,586			967,283			40,707			1,614,202
Net Increase (Decrease)		821,359			37,296,073			7,259,232			282,304,760
Class B
Shares Sold		7,616		$	214,742			42,562		$	1,452,761
Shares Issued for Reinvested Dividends		26,330			772,283			23,436			721,123
Shares Redeemed		(107,514	)		(3,003,955	)		(183,572	)		(6,280,362	)
Shares converted (from) Class B into Class A		(34,752	)		(967,283	)		(46,907	)		(1,614,202	)
Net Increase (Decrease)		(108,320	)		(2,984,213	)		(164,481	)		(5,720,680	)
Class C
Shares Sold		1,828,436		$	52,737,744			4,269,544		$	147,066,831
Shares Issued for Reinvested Dividends		1,440,836			42,778,689			398,445			12,359,998
Shares Redeemed		(2,837,305	)		(79,647,054	)		(903,015	)		(30,688,696	)
Net Increase (Decrease)		431,967			15,869,379			3,764,974			128,738,133
Class I
Shares Sold		4,161,816		$	142,954,558			4,134,542		$	167,660,812
Shares Issued for Reinvested Dividends		920,168			33,239,324			224,482			8,182,379
Shares Redeemed		(4,643,081	)		(156,002,724	)		(1,344,725	)		(53,784,451	)
Net Increase (Decrease)		438,903			20,191,158			3,014,299			122,058,740
Class R3
Shares Sold		484,968		$	16,688,607			830,362		$	33,178,788
Shares Issued for Reinvested Dividends		213,051			7,622,444			76,789			2,793,593
Shares Redeemed		(807,673	)		(27,133,820	)		(494,308	)		(19,333,572	)
Net Increase (Decrease)		(109,654	)		(2,822,769	)		412,843			16,638,809
Class R4
Shares Sold		378,050		$	13,354,643			653,744		$	27,160,321
Shares Issued for Reinvested Dividends		166,989			6,202,127			51,929			1,946,281
Shares Redeemed		(638,524	)		(22,323,070	)		(220,010	)		(9,060,281	)
Net Increase (Decrease)		(93,485	)		(2,766,300	)		485,663			20,046,321
Class R5
Shares Sold		106,023		$	3,932,106			121,122		$	5,122,901
Shares Issued for Reinvested Dividends		17,672			678,660			4,336			166,891
Shares Redeemed		(93,792	)		(3,388,808	)		(57,980	)		(2,443,721	)
Net Increase (Decrease)		29,903			1,221,958			67,478			2,846,071
Class Y
Shares Sold		1,552,667		$	53,535,145			88,958		$	3,819,043
Shares Issued for Reinvested Dividends		36,243			1,403,996			9,967			386,236
Shares Redeemed		(316,374	)		(11,275,709	)		(43,874	)		(1,839,046	)
Net Increase (Decrease)		1,272,536			43,663,432			55,051			2,366,233
Total Net Increase (Decrease)		2,683,209		$	109,668,718			14,895,059		$	569,278,387

168

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

MidCap Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		15,555,128		$	370,651,164			10,462,119		$	274,164,377
Shares Issued for Reinvested Dividends		6,427,454			149,631,121			7,470,845			181,840,374
Shares Redeemed		(15,258,356	)		(366,056,899	)		(9,660,007	)		(252,283,990	)
Shares converted (from) Class B into Class A		62,049			1,454,286			68,384			1,802,263
Net Increase (Decrease)		6,786,275			155,679,672			8,341,341			205,523,024
Class B
Shares Sold		26,574		$	467,152			23,613		$	471,357
Shares Issued for Reinvested Dividends		132,790			2,286,638			187,726			3,502,970
Shares Redeemed		(354,640	)		(6,252,035	)		(257,138	)		(5,169,464	)
Shares converted (from) Class B into Class A		(83,930	)		(1,454,286	)		(89,281	)		(1,802,263	)
Net Increase (Decrease)		(279,206	)		(4,952,531	)		(135,080	)		(2,997,400	)
Class C
Shares Sold		6,173,274		$	112,518,484			5,921,976		$	122,034,608
Shares Issued for Reinvested Dividends		3,179,938			56,602,900			3,259,674			62,553,351
Shares Redeemed		(6,388,859	)		(116,189,978	)		(3,502,721	)		(72,183,416	)
Net Increase (Decrease)		2,964,353			52,931,406			5,678,929			112,404,543
Class I
Shares Sold		58,129,474		$	1,418,593,240			9,134,353		$	242,271,345
Shares Issued for Reinvested Dividends		2,076,246			49,331,615			2,049,424			50,702,742
Shares Redeemed		(16,647,955	)		(408,405,655	)		(4,953,818	)		(131,932,964	)
Net Increase (Decrease)		43,557,765			1,059,519,200			6,229,959			161,041,123
Class R3
Shares Sold		659,106		$	17,508,553			1,014,643		$	29,284,893
Shares Issued for Reinvested Dividends		188,534			4,877,369			186,911			5,033,512
Shares Redeemed		(814,344	)		(21,672,742	)		(446,025	)		(12,878,581	)
Net Increase (Decrease)		33,296			713,180			755,529			21,439,824
Class R4
Shares Sold		3,006,475		$	82,666,863			2,647,260		$	77,464,695
Shares Issued for Reinvested Dividends		301,787			8,021,498			291,617			8,028,220
Shares Redeemed		(1,877,827	)		(51,812,626	)		(1,482,784	)		(44,180,185	)
Net Increase (Decrease)		1,430,435			38,875,735			1,456,093			41,312,730
Class R5
Shares Sold		2,539,012		$	70,735,603			2,598,401		$	77,353,888
Shares Issued for Reinvested Dividends		387,079			10,462,742			351,572			9,801,832
Shares Redeemed		(1,496,523	)		(41,483,046	)		(1,089,636	)		(32,657,991	)
Net Increase (Decrease)		1,429,568			39,715,299			1,860,337			54,497,729
Class R6(1)
Shares Sold		958,173		$	27,674,388			41,661		$	1,251,491
Shares Issued for Reinvested Dividends		16,800			457,136			31			858
Shares Redeemed		(88,833	)		(2,506,590	)		(1,482	)		(45,282	)
Net Increase (Decrease)		886,140			25,624,934			40,210			1,207,067

169

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

MidCap Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		20,168,263		$	550,050,270			12,525,770		$	375,931,667
Shares Issued for Reinvested Dividends		2,668,794			72,591,201			3,104,776			86,995,819
Shares Redeemed		(9,728,296	)		(273,913,281	)		(11,000,352	)		(329,061,962	)
Net Increase (Decrease)		13,108,761			348,728,190			4,630,194			133,865,524
Total Net Increase (Decrease)		69,917,387		$	1,716,835,085			28,857,512		$	728,294,164
(1)     Commenced operations on November 7, 2014.
MidCap Value Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,032,229		$	68,859,630			2,280,934		$	35,329,778
Shares Issued for Reinvested Dividends		1,281,207			17,390,710			1,747,300			25,055,811
Shares Redeemed		(3,961,991	)		(54,844,846	)		(2,149,868	)		(33,095,942	)
Shares converted (from) Class B into Class A		21,277			287,705			23,801			369,572
Net Increase (Decrease)		2,372,722			31,693,199			1,902,167			27,659,219
Class B
Shares Sold		10,348		$	124,140			5,042		$	68,433
Shares Issued for Reinvested Dividends		9,900			115,336			20,894			262,016
Shares Redeemed		(49,867	)		(578,174	)		(35,586	)		(479,394	)
Shares converted (from) Class B into Class A		(24,791	)		(287,705	)		(27,192	)		(369,572	)
Net Increase (Decrease)		(54,410	)		(626,403	)		(36,842	)		(518,517	)
Class C
Shares Sold		415,198		$	4,858,584			496,996		$	6,667,704
Shares Issued for Reinvested Dividends		276,461			3,206,945			371,518			4,636,545
Shares Redeemed		(810,623	)		(9,514,569	)		(515,255	)		(6,927,429	)
Net Increase (Decrease)		(118,964	)		(1,449,040	)		353,259			4,376,820
Class I
Shares Sold		5,377,853		$	76,102,795			882,874		$	13,548,799
Shares Issued for Reinvested Dividends		164,226			2,248,438			232,153			3,359,439
Shares Redeemed		(1,612,305	)		(21,628,845	)		(1,365,576	)		(21,114,428	)
Net Increase (Decrease)		3,929,774			56,722,388			(250,549	)		(4,206,190	)
Class R3
Shares Sold		276,345		$	3,795,520			292,165		$	4,704,497
Shares Issued for Reinvested Dividends		47,551			677,606			70,619			1,059,988
Shares Redeemed		(192,291	)		(2,742,231	)		(301,485	)		(4,841,250	)
Net Increase (Decrease)		131,605			1,730,895			61,299			923,235
Class R4
Shares Sold		383,094		$	5,890,463			316,535		$	5,132,507
Shares Issued for Reinvested Dividends		61,300			884,311			60,130			913,209
Shares Redeemed		(272,150	)		(3,910,822	)		(182,378	)		(2,967,493	)
Net Increase (Decrease)		172,244			2,863,952			194,287			3,078,223

170

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

MidCap Value Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		401,029		$	5,990,953			404,683		$	6,803,907
Shares Issued for Reinvested Dividends		24,999			364,802			20,697			317,777
Shares Redeemed		(240,467	)		(3,486,688	)		(117,576	)		(1,937,877	)
Net Increase (Decrease)		185,561			2,869,067			307,804			5,183,807
Class Y
Shares Sold		1,137,558		$	16,289,236			997,074		$	16,215,198
Shares Issued for Reinvested Dividends		742,878			10,866,975			1,175,452			18,085,601
Shares Redeemed		(6,378,833	)		(93,359,924	)		(1,743,771	)		(29,022,105	)
Net Increase (Decrease)		(4,498,397	)		(66,203,713	)		428,755			5,278,694
Total Net Increase (Decrease)		2,120,135		$	27,600,345			2,960,180		$	41,775,291
Small Cap Core Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		550,030		$	6,238,624			627,385		$	8,180,849
Shares Issued for Reinvested Dividends		267,018			2,973,909			420,436			5,202,022
Shares Redeemed		(992,026	)		(11,359,315)			(883,557	)		(11,501,366)
Shares converted (from) Class B into Class A		27,315			307,269			44,124			580,562
Net Increase (Decrease)		(147,663	)		(1,839,513	)		208,388			2,462,067
Class B
Shares Sold		1,198		$	13,124			1,121		$	13,428
Shares Issued for Reinvested Dividends		9,645			100,111			24,551			284,304
Shares Redeemed		(61,792	)		(660,274	)		(61,908	)		(762,004	)
Shares converted (from) Class B into Class A		(29,320	)		(307,269	)		(46,890	)		(580,562	)
Net Increase (Decrease)		(80,269	)		(854,308	)		(83,126	)		(1,044,834	)
Class C
Shares Sold		96,805		$	1,003,040			133,441		$	1,629,510
Shares Issued for Reinvested Dividends		75,093			768,199			112,859			1,288,848
Shares Redeemed		(316,903	)		(3,293,999	)		(166,903	)		(2,003,496	)
Net Increase (Decrease)		(145,005	)		(1,522,760	)		79,397			914,862
Class I(1)
Shares Sold		101,115		$	1,200,325			206,508		$	2,699,286
Shares Issued for Reinvested Dividends		11,604			129,624			—			—
Shares Redeemed		(86,090	)		(963,941	)		(10,208	)		(131,076	)
Net Increase (Decrease)		26,629			366,008			196,300			2,568,210
Class R3
Shares Sold		23,514		$	256,934			24,567		$	323,223
Shares Issued for Reinvested Dividends		3,778			43,183			4,189			53,140
Shares Redeemed		(31,000	)		(369,576	)		(4,524	)		(60,510	)
Net Increase (Decrease)		(3,708	)		(69,459	)		24,232			315,853

171

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Small Cap Core Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		13,580		$	152,568			17,673		$	241,773
Shares Issued for Reinvested Dividends		1,552			17,826			2,874			36,652
Shares Redeemed		(40,594	)		(455,990	)		(8,915	)		(121,316	)
Net Increase (Decrease)		(25,462	)		(285,596	)		11,632			157,109
Class R5
Shares Sold		—		$	—			1,203		$	16,717
Shares Issued for Reinvested Dividends		1,087			12,566			1,608			20,616
Shares Redeemed		(14,420	)		(165,254	)		—			—
Net Increase (Decrease)		(13,333	)		(152,688	)		2,811			37,333
Class Y
Shares Sold		10,902,807		$	125,956,942			87,586		$	1,226,283
Shares Issued for Reinvested Dividends		60,169			710,300			5,845			74,879
Shares Redeemed		(1,893,466	)		(22,793,798	)		(8,022	)		(108,768	)
Net Increase (Decrease)		9,069,510			103,873,444			85,409			1,192,394
Total Net Increase (Decrease)		8,680,699		$	99,515,128			525,043		$	6,602,994
(1)     Commenced operations on March 31, 2015.
Small Cap Growth Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		175,287		$	7,764,790			1,018,778		$	50,362,617
Shares Issued for Reinvested Dividends		446,050			19,403,159			219,479			10,280,405
Shares Redeemed		(1,216,680	)		(51,367,031)			(1,152,453	)		(58,789,421)
Shares converted (from) Class B into Class A		8,996			382,075			10,028			510,002
Net Increase (Decrease)		(586,347	)		(23,817,007	)		95,832			2,363,603
Class B
Shares Sold		20		$	673			241		$	9,307
Shares Issued for Reinvested Dividends		4,012			138,286			3,349			128,001
Shares Redeemed		(13,491	)		(458,601	)		(20,345	)		(841,075	)
Shares converted (from) Class B into Class A		(11,368	)		(382,075	)		(12,318	)		(510,002	)
Net Increase (Decrease)		(20,827	)		(701,717	)		(29,073	)		(1,213,769	)
Class C
Shares Sold		30,975		$	1,053,636			274,823		$	11,069,192
Shares Issued for Reinvested Dividends		135,865			4,642,494			60,618			2,296,226
Shares Redeemed		(349,180	)		(11,966,240	)		(177,177	)		(7,165,032	)
Net Increase (Decrease)		(182,340	)		(6,270,110	)		158,264			6,200,386
Class I
Shares Sold		1,504,156		$	67,359,589			3,405,198		$	173,409,186
Shares Issued for Reinvested Dividends		333,611			14,882,404			98,145			4,689,390
Shares Redeemed		(3,043,594	)		(133,228,190	)		(1,601,877	)		(82,837,725	)
Net Increase (Decrease)		(1,205,827	)		(50,986,197	)		1,901,466			95,260,851

172

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Small Cap Growth Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		78,713		$	3,382,945			231,076		$	11,520,857
Shares Issued for Reinvested Dividends		24,023			1,044,263			6,988			327,938
Shares Redeemed		(150,025	)		(6,618,060	)		(84,099	)		(4,214,566	)
Net Increase (Decrease)		(47,289	)		(2,190,852	)		153,965			7,634,229
Class R4
Shares Sold		359,856		$	16,159,472			933,091		$	48,014,999
Shares Issued for Reinvested Dividends		102,431			4,587,890			35,955			1,728,699
Shares Redeemed		(502,779	)		(22,607,555	)		(427,773	)		(22,143,113	)
Net Increase (Decrease)		(40,492	)		(1,860,193	)		541,273			27,600,585
Class R5
Shares Sold		472,492		$	21,498,860			1,824,269		$	95,985,946
Shares Issued for Reinvested Dividends		172,986			8,000,609			37,778			1,865,099
Shares Redeemed		(748,942	)		(34,942,100	)		(388,057	)		(20,755,733	)
Net Increase (Decrease)		(103,464	)		(5,442,631	)		1,473,990			77,095,312
Class R6(1)
Shares Sold		101,337		$	4,504,644			257		$	13,385
Shares Issued for Reinvested Dividends		22			1,036			8			409
Shares Redeemed		(16,674	)		(780,149	)		—			(2	)
Net Increase (Decrease)		84,685			3,725,531			265			13,792
Class Y
Shares Sold		1,411,283		$	65,897,767			3,386,443		$	180,417,211
Shares Issued for Reinvested Dividends		495,729			23,135,682			193,409			9,620,151
Shares Redeemed		(1,923,627	)		(89,252,794	)		(1,656,926	)		(89,251,722	)
Net Increase (Decrease)		(16,615	)		(219,345	)		1,922,926			100,785,640
Total Net Increase (Decrease)		(2,118,516	)	$	(87,762,521	)		6,218,908		$	315,740,629
(1)     Commenced operations on November 7, 2014.
Small Company Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		3,213,407		$	50,626,998			3,910,320		$	84,084,308
Shares Issued for Reinvested Dividends		2,616,747			42,260,470			2,859,231			57,642,102
Shares Redeemed		(6,095,959	)		(97,416,270	)		(4,176,123	)		(89,172,058	)
Shares converted (from) Class B into Class A		28,971			456,183			26,587			573,759
Net Increase (Decrease)		(236,834	)		(4,072,619	)		2,620,015			53,128,111
Class B
Shares Sold		6,823		$	79,319			7,035		$	116,369
Shares Issued for Reinvested Dividends		33,958			407,499			55,903			884,387
Shares Redeemed		(95,455	)		(1,115,727	)		(92,991	)		(1,582,700	)
Shares converted (from) Class B into Class A		(38,966	)		(456,183	)		(33,946	)		(573,759	)
Net Increase (Decrease)		(93,640	)		(1,085,092	)		(63,999	)		(1,155,703	)

173

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Small Company Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C
Shares Sold		194,329		$	2,328,208			332,041		$	5,637,080
Shares Issued for Reinvested Dividends		472,301			5,658,168			462,372			7,296,225
Shares Redeemed		(815,989	)		(9,741,662	)		(323,084	)		(5,432,597	)
Net Increase (Decrease)		(149,359	)		(1,755,286	)		471,329			7,500,708
Class I
Shares Sold		2,023,112		$	33,954,869			1,520,396		$	33,722,687
Shares Issued for Reinvested Dividends		517,744			8,708,431			459,818			9,578,007
Shares Redeemed		(3,462,909	)		(56,677,439	)		(877,310	)		(19,053,216	)
Net Increase (Decrease)		(922,053	)		(14,014,139	)		1,102,904			24,247,478
Class R3
Shares Sold		296,140		$	5,038,547			353,766		$	8,281,577
Shares Issued for Reinvested Dividends		242,555			4,249,559			425,197			9,218,261
Shares Redeemed		(525,685	)		(9,098,332	)		(1,330,491	)		(30,301,448	)
Net Increase (Decrease)		13,010			189,774			(551,528	)		(12,801,610	)
Class R4
Shares Sold		370,273		$	6,726,992			545,378		$	13,122,730
Shares Issued for Reinvested Dividends		268,598			4,923,405			437,726			9,844,453
Shares Redeemed		(1,023,313	)		(18,196,089	)		(1,481,121	)		(36,537,448	)
Net Increase (Decrease)		(384,442	)		(6,545,692	)		(498,017	)		(13,570,265	)
Class R5
Shares Sold		294,757		$	5,482,622			1,151,731		$	29,486,196
Shares Issued for Reinvested Dividends		176,074			3,359,491			52,863			1,227,471
Shares Redeemed		(1,531,097	)		(27,300,052	)		(132,728	)		(3,244,928	)
Net Increase (Decrease)		(1,060,266	)		(18,457,939	)		1,071,866			27,468,739
Class R6(1)
Shares Sold		606,951		$	10,996,464			354		$	10,000
Shares Issued for Reinvested Dividends		55			1,073			62			1,449
Shares Redeemed		(606,950	)		(11,143,097	)		—			—
Net Increase (Decrease)		56			(145,560	)		416			11,449
Class Y
Shares Sold		593,130		$	11,047,655			1,839,949		$	46,803,353
Shares Issued for Reinvested Dividends		1,590,330			30,836,502			2,055,037			48,355,024
Shares Redeemed		(9,310,217	)		(181,231,860	)		(3,528,632	)		(86,331,983	)
Net Increase (Decrease)		(7,126,757	)		(139,347,703	)		366,354			8,826,394
Total Net Increase (Decrease)		(9,960,285	)	$	(185,234,256	)		4,519,340		$	93,655,301
(1)     Commenced operations on November 7, 2014.

174

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Value Opportunities Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		829,142		$	14,139,822			872,814		$	16,745,922
Shares Issued for Reinvested Dividends		954,273			15,811,452			945,072			17,480,234
Shares Redeemed		(2,472,476	)		(42,658,874	)		(2,363,524	)		(45,328,755	)
Shares converted (from) Class B into Class A		25,792			433,334			41,448			803,978
Net Increase (Decrease)		(663,269	)		(12,274,266	)		(504,190	)		(10,298,621	)
Class B
Shares Sold		998		$	14,455			1,986		$	33,195
Shares Issued for Reinvested Dividends		9,252			133,450			16,686			271,313
Shares Redeemed		(52,697	)		(783,707	)		(71,433	)		(1,222,873	)
Shares converted (from) Class B into Class A		(29,345	)		(433,334	)		(46,829	)		(803,978	)
Net Increase (Decrease)		(71,792	)		(1,069,136	)		(99,590	)		(1,722,343	)
Class C
Shares Sold		101,997		$	1,485,528			145,916		$	2,447,969
Shares Issued for Reinvested Dividends		128,762			1,845,640			126,635			2,052,542
Shares Redeemed		(436,576	)		(6,420,763	)		(384,599	)		(6,522,935	)
Net Increase (Decrease)		(205,817	)		(3,089,595	)		(112,048	)		(2,022,424	)
Class I
Shares Sold		708,964		$	12,376,170			542,263		$	10,361,298
Shares Issued for Reinvested Dividends		85,174			1,396,360			162,322			2,974,924
Shares Redeemed		(1,186,788	)		(20,278,464	)		(1,421,247	)		(26,530,348	)
Net Increase (Decrease)		(392,650	)		(6,505,934	)		(716,662	)		(13,194,126	)
Class R3
Shares Sold		32,000		$	563,698			41,336		$	800,348
Shares Issued for Reinvested Dividends		15,522			259,602			16,813			313,532
Shares Redeemed		(88,249	)		(1,520,411	)		(83,473	)		(1,614,082	)
Net Increase (Decrease)		(40,727	)		(697,111	)		(25,324	)		(500,202	)
Class R4
Shares Sold		102,710		$	1,790,812			101,354		$	1,979,492
Shares Issued for Reinvested Dividends		37,821			640,216			37,586			709,328
Shares Redeemed		(292,471	)		(5,123,200	)		(165,829	)		(3,248,841	)
Net Increase (Decrease)		(151,940	)		(2,692,172	)		(26,889	)		(560,021	)
Class R5
Shares Sold		13,911		$	241,877			19,502		$	384,143
Shares Issued for Reinvested Dividends		11,717			200,138			10,587			201,247
Shares Redeemed		(45,733	)		(833,281	)		(31,033	)		(621,402	)
Net Increase (Decrease)		(20,105	)		(391,266	)		(944	)		(36,012	)
Class Y
Shares Sold		41,514		$	683,827			7,386		$	150,156
Shares Issued for Reinvested Dividends		7,637			130,889			7,522			143,556
Shares Redeemed		(87,678	)		(1,600,586	)		(18,370	)		(346,645	)
Net Increase (Decrease)		(38,527	)		(785,870	)		(3,462	)		(52,933	)
Total Net Increase (Decrease)		(1,584,827	)	$	(27,505,350	)		(1,489,109	)	$	(28,386,682	)

175

Domestic Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2016, none of the Funds had borrowings under this facility.

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously. As of October 31, 2016, the trial was scheduled for November 2016.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

13. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

14. Subsequent Events:

Effective November 1, 2016, the fee rates paid pursuant to the fund accounting agreement for each Fund are changing and the per account fee paid to HASCO for transfer agency services for all Classes, except Class Y, is also changing.

176

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford Healthcare Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund, Hartford Small Cap Core Fund and The Hartford Small Company Fund, (nine of the series comprising The Hartford Mutual Funds, Inc.), and The Hartford Growth Opportunities Fund, The Hartford Small Cap Growth Fund (formerly The Hartford SmallCap Growth Fund) and The Hartford Value Opportunities Fund (three of the series comprising The Hartford Mutual Funds II, Inc.) (collectively, together with The Hartford Mutual Funds, Inc., the “Companies”), as of October 31, 2016, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the two years in the period then ended, and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Companies’ management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Companies’ internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Companies’ internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2016, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of The Hartford Capital Appreciation Fund, Hartford Core Equity Fund, The Hartford Dividend and Growth Fund, The Hartford Equity Income Fund, The Hartford Healthcare Fund, The Hartford MidCap Fund, The Hartford MidCap Value Fund, Hartford Small Cap Core Fund, The Hartford Small Company Fund, The Hartford Growth Opportunities Fund, The Hartford Small Cap Growth Fund and The Hartford Value Opportunities Fund at October 31, 2016, the results of their operations for the year then ended, the changes in their net assets for each of the two years in the period then ended, and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

New York, New York

December 30, 2016

177

Domestic Equity Funds

Shareholder Meeting Results (Unaudited)

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below. The Meeting was adjourned for certain funds until April 19, 2016 with respect to proposals 2 through 6 listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
The Hartford Capital Appreciation Fund		302,310,167.0580
Hartford Core Equity Fund		40,550,836.4810
The Hartford Dividend and Growth Fund		335,473,622.5660
The Hartford Equity Income Fund		208,441,000.2140
The Hartford Growth Opportunities Fund		145,864,742.7330
The Hartford Healthcare Fund		49,233,388.2480
The Hartford MidCap Fund		210,917,587.2770
The Hartford MidCap Value Fund		30,495,120.1330
Hartford Small Cap Core Fund		16,855,379.8920
The Hartford Small Cap Growth Fund		22,226,605.7090
The Hartford Small Company Fund		41,664,311.5380
The Hartford Value Opportunities Fund		15,738,080.9680

178

Domestic Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal One: The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

Approval of Board of Directors for The Hartford Mutual Funds II, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		106,921,113.5646		2,249,725.6650
Lynn S. Birdsong		106,960,028.8694		2,210,810.3602
James E. Davey		106,948,613.2097		2,222,226.0199
Christine Detrick		106,998,232.0779		2,172,607.1517
Duane E. Hill		106,897,991.8797		2,272,847.3499
Sandra S. Jaffee		106,933,502.5447		2,237,336.6849
William P. Johnston		106,914,115.2392		2,256,723.9904
Phillip O. Peterson		106,964,295.5796		2,206,543.6500
Lemma W. Senbet		106,953,626.6527		2,217,212.5769

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		108,755,825.0800		3,728,501.1430		4,020,409.9600		36,434,080.0000
Hartford Core Equity Fund(1)		19,120,845.8538		530,526.3437		1,628,216.5231		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		146,681,526.5939		2,741,584.1695		3,649,329.9962		35,656,030.0000
The Hartford Equity Income Fund(2)		74,716,497.7450		1,987,745.8110		2,952,825.2730		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		63,625,974.7576		1,364,562.2500		2,004,766.2211		13,503,490.0000
The Hartford Healthcare Fund(2)		14,749,829.1580		492,050.6760		647,583.9830		7,826,233.0000
The Hartford MidCap Fund(2)		73,130,989.2990		1,772,153.6550		2,708,919.0200		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,762,604.9329		229,087.2186		313,848.8277		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,517,260.4000		438,574.9097		813,437.9743		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		8,180,205.3283		101,981.7953		134,980.6643		2,793,078.0000
The Hartford Small Company Fund(2)		11,390,342.9060		296,337.7780		686,002.5770		5,402,445.0000
The Hartford Value Opportunities Fund(1)		5,653,910.8846		154,639.6889		317,040.2175		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

179

Domestic Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		106,986,222.8410		5,278,803.8610		4,239,709.4800		36,434,080.0000
Hartford Core Equity Fund(1)		18,947,056.1310		755,058.2357		1,577,474.3539		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		145,210,336.9782		3,989,522.4689		3,872,581.3125		35,656,030.0000
The Hartford Equity Income Fund(2)		73,349,275.4380		2,998,645.0300		3,309,148.3610		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		62,762,051.5125		2,255,797.0843		1,977,454.6319		13,503,490.0000
The Hartford Healthcare Fund(2)		14,355,593.9600		852,376.0670		681,492.7890		7,826,233.0000
The Hartford MidCap Fund(2)		66,643,130.0350		3,413,594.1390		7,555,337.8000		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,595,950.3670		402,228.0575		307,362.5547		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,337,346.8141		576,274.4755		855,651.9944		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		7,877,870.6845		400,951.8760		138,345.2274		2,793,078.0000
The Hartford Small Company Fund(2)		11,140,886.9880		521,267.8580		710,528.4130		5,402,455.0000
The Hartford Value Opportunities Fund(1)		5,561,180.3084		249,240.1140		315,170.3686		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		106,961,409.6350		5,328,336.1990		4,214,990.3490		36,434,080.0000
Hartford Core Equity Fund(1)		18,878,669.0356		820,960.9214		1,579,958.7636		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		145,028,125.6826		4,143,997.9702		3,900,317.1068		35,656,030.0000
The Hartford Equity Income Fund(2)		73,432,747.2520		2,876,446.2360		3,347,875.3410		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		62,908,415.9088		2,137,493.6513		1,949,393.6686		13,503,490.0000
The Hartford Healthcare Fund(2)		14,351,655.4810		857,205.8450		680,602.4900		7,826,233.0000
The Hartford MidCap Fund(2)		66,575,463.1370		3,477,168.8430		7,559,429.9940		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,600,026.2694		405,907.0609		299,607.6489		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,259,383.7916		623,768.1541		886,121.3383		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		7,885,704.0439		385,922.9690		145,540.7750		2,793,078.0000
The Hartford Small Company Fund(2)		11,132,549.5800		502,953.8730		737,179.8080		5,402,445.0000
The Hartford Value Opportunities Fund(1)		5,608,674.6266		219,406.0861		297,510.0783		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

180

Domestic Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		107,027,868.7310		5,242,111.7210		4,234,755.7310		36,434,080.0000
Hartford Core Equity Fund(1)		18,976,857.2805		761,798.9821		1,540,932.4580		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		145,342,313.8391		3,851,098.4695		3,879,028.4510		35,656,030.0000
The Hartford Equity Income Fund(2)		73,413,535.7750		2,951,659.2650		3,291,873.7900		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		62,884,931.7758		2,162,387.1043		1,947,984.3486		13,503,490.0000
The Hartford Healthcare Fund(2)		14,388,536.8550		820,848.0880		680,078.8730		7,826,233.0000
The Hartford MidCap Fund(2)		71,621,838.0980		3,307,745.3770		2,682,478.4990		29,989,618.0000
The Hartford MidCap Value Fund(1)		11,608,812.4988		387,183.5847		309,544.8957		3,305,662.0000
Hartford Small Cap Core Fund(1)		11,288,279.2780		594,691.0862		886,302.9198		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		7,898,113.7745		384,825.1844		134,228.8290		2,793,078.0000
The Hartford Small Company Fund(2)		11,266,527.6420		536,349.7980		569,805.8200		5,402,445.0000
The Hartford Value Opportunities Fund(1)		5,624,704.8534		205,528.8249		295,357.1127		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Capital Appreciation Fund(2)		75,248,473.4270		36,721,257.6100		4,535,005.1460		36,434,080.0000
Hartford Core Equity Fund(1)		11,978,325.3945		7,754,100.2118		1,547,163.1143		4,106,678.0000
The Hartford Dividend and Growth Fund(1)		85,542,819.9516		63,292,594.6167		4,237,026.1913		35,656,030.0000
The Hartford Equity Income Fund(2)		61,765,316.3360		14,279,331.1190		3,612,421.3740		24,886,675.0000
The Hartford Growth Opportunities Fund(1)		34,872,534.8311		30,148,985.2371		1,973,783.1605		13,503,490.0000
The Hartford Healthcare Fund(2)		13,196,636.2670		1,988,920.5620		703,906.9870		7,826,233.0000
The Hartford MidCap Fund(2)		55,549,126.5270		14,398,292.8560		7,663,069.5910		29,991,191.0000
The Hartford MidCap Value Fund(1)		10,831,238.0873		1,154,839.5075		319,463.3844		3,305,662.0000
Hartford Small Cap Core Fund(1)		10,928,184.9042		1,033,503.8063		807,584.5735		1,382,417.0000
The Hartford Small Cap Growth Fund(1)		5,499,069.7238		2,752,291.0341		165,807.0300		2,793,078.0000
The Hartford Small Company Fund(2)		10,545,876.6460		1,077,603.6960		749,202.9180		5,402,445.0000
The Hartford Value Opportunities Fund(1)		4,779,292.8034		943,863.6018		402,434.3858		1,884,372.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

181

Domestic Equity Funds

Directors and Officers of the Companies

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011 and has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present.	76	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present).
LYNN S. BIRDSONG (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	76	None
CHRISTINE DETRICK (1958) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Enterprises (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Partner/Senior Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	76	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Enterprises (a real estate company) (November 2014 to present).

182

Domestic Equity Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
DUANE E. HILL (1945) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2001(3) Since 2002(4)	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	76	None
SANDRA S. JAFFEE(5) (1941) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Ms. Jaffee is the founder and Chief Executive Officer of a private company, Homeworks Concierge, LLC, which provides residential property management services in Westchester County, New York (January 2012 to present). Ms. Jaffee served as Chairwoman (2008 to 2009) and Chief Executive Officer of Fortent (formerly Searchspace Group), a leading provider of compliance/regulatory technology to financial institutions from August 2005 to August 2009. From August 2004 to August 2005, Ms. Jaffee served as an Entrepreneur in Residence with Warburg Pincus, a private equity firm. Prior to joining Warburg Pincus, Ms. Jaffee served as Executive Vice President at Citigroup, from September 1995 to July 2004, where she was President and Chief Executive Officer of Citibank’s Global Securities Services (1995 to 2003). Ms. Jaffee served as a member of the Board of Directors of Broadridge Financial Solutions (November 2010 to November 2014). Ms. Jaffee currently serves as a member of the Board of Directors of Global Corps Africa (a non-profit organization) (January 2015 to present) as well as a Trustee of Muhlenberg College (September 2007 to present).	76	None

183

Domestic Equity Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
WILLIAM P. JOHNSTON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	76	None

184

Domestic Equity Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
PHILLIP O. PETERSON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2002(3) Since 2000(4)	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	76	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	76	None

185

Domestic Equity Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(6) (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board, President and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also currently serves as Chairman of the Board, President and Manager of Lattice Strategies LLC. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	76	N/A
ANDREW S. DECKER (1963) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	AML Compliance Officer	Since 2015	Mr. Decker currently serves as the AML Compliance Officer for HFD and as Chief Compliance Officer and AML Compliance Officer for HASCO. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A

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Domestic Equity Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
MICHAEL FLOOK (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for each Company, The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A
JOSEPH G. MELCHER (1973) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC. He also serves as Chief Compliance Officer and Executive Vice President of Lattice Strategies LLC. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A

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Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
VERNON J. MEYER (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of HLIC. He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
LAURA S. QUADE (1969) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2012	Ms. Quade currently serves as Senior Vice President of HLIC and Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A
ALICE A. PELLEGRINO (1960) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Secretary	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

⁽¹⁾  Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽²⁾  The portfolios are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

⁽³⁾  For The Hartford Mutual Funds, Inc.

⁽⁴⁾  For The Hartford Mutual Funds II, Inc.

⁽⁵⁾  Ms. Jaffee will retire as a Director of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., and Hartford HLS Series Fund II, Inc. effective December 18, 2016.

⁽⁶⁾  “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

For more information regarding the Directors and Officers, please refer to the Statement of Additional Information, as supplemented, which is available, without charge, upon request by calling 1-888-843-7824.

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HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

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Domestic Equity Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

The Hartford Capital Appreciation Fund

Hartford Core Equity Fund

The Hartford Dividend and Growth Fund

The Hartford Equity Income Fund

The Hartford Growth Opportunities Fund

The Hartford Healthcare Fund

The Hartford MidCap Fund

The Hartford MidCap Value Fund

Hartford Small Cap Core Fund (formerly The Hartford Small/Mid Cap Equity Fund)

The Hartford Small Cap Growth Fund

The Hartford Small Company Fund

The Hartford Value Opportunities Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain funds, shareholders of each of the funds listed above (each a “Fund” and collectively, the “Funds”), except for The Hartford Healthcare Fund and The Hartford Small Company Fund, voted to approve a new investment management agreement (the “Management Agreement”) by and between The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II”), on behalf of each of their respective Funds listed above, except The Hartford Healthcare Fund and The Hartford Small Company Fund, and Hartford Funds Management Company, LLC (“HFMC”). Accordingly, The Hartford Healthcare Fund and The Hartford Small Company Fund continue to be subject to an investment management agreement by and between HMF and HFMC, dated January 1, 2013 (the “2013 Investment Management Agreement” and collectively with the Management Agreement, the “Management Agreements”).

At their meeting held on August 2-3, 2016, the Boards of Directors (collectively, the “Board”) of HMF and HMF II, including each of the Independent Directors, unanimously voted to approve (i) the continuation of the Management Agreements; and (ii) the continuation of the investment sub-advisory agreement (the “Sub-Advisory Agreement” and collectively with the Management Agreements, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”).

In the months preceding the August 2-3, 2016 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the annual approval of the Agreements at the Board’s meetings held on June 21-22, 2016 and August 2-3, 2016. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 21-22, 2016 and August 2-3, 2016 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, if any, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreements.

In determining whether to continue the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

to continue the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of HFMC and its affiliates to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreements, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ approximately 65 portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of compliance with each Fund’s objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and, as applicable, the Sub-adviser.

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year, including in connection with the annual approval of the Agreements. These reports include, among other things, information on each Fund’s gross returns and with respect to certain reports, net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser.

The Board considered the Consultant’s review of the profitability calculations used by HFMC in connection with the continuation of the Management Agreements, noting the Consultant’s view that Hartford Funds’ process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and well within common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 21-22, 2016 and August 2-3, 2016 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund, taking into account that HFMC compensates the Sub-adviser out of the management fee paid by the Fund to HFMC. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. With respect to each Fund’s sub-advisory fee schedule, the Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to a group of funds selected by Broadridge, in consultation with the Consultant, and a broader universe of funds selected by Broadridge. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise, given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s management and sub-advisory fees, as applicable, and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s management and sub-advisory fees, as applicable, and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders

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and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses. The Board also noted that, for Hartford Small Cap Core Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board considered that it had approved an increase in the Funds’ fund accounting fee rate. The Board reviewed information from Broadridge comparing the new accounting fee rate with relevant industry data and considered that the new fund accounting fee schedule more properly aligned with HFMC’s actual costs for those services. The Board considered that, while the new fee schedule is projected to result in a reasonable increase in overall profitability to HFMC, HFMC expected that it would continue to operate at a net loss with respect to fund accounting services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved the implementation of a uniform transfer agency fee across all distribution channels for all classes of the Funds, except Class Y shares, in light of the reduction in revenue earned by HASCO associated with a decline in the use of directly-held accounts and a corresponding increase in the use of omnibus accounts. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee schedule on transfer agent profit margins. The Board considered information provided by HASCO indicating that, after giving effect to the new fee schedule, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also noted that certain affiliates of HFD distribute shares of the Funds and receive compensation in that regard.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research, and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Fund-by-Fund factors

The Hartford Capital Appreciation Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period, the 2nd quintile for the 3-year period and the 4th quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 5-year periods and in line with its benchmark for the 3-year period. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on certain share classes.

Hartford Core Equity Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Dividend and Growth Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period, the 1st quintile for the 3-year period and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on certain share classes.

The Hartford Equity Income Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1- and 3-year periods and the 1st quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Growth Opportunities Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period and the 1st quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, above its benchmark for the 3-year period and in line with its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Healthcare Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

• The Board noted that the Fund’s contractual management fee, actual management and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford MidCap Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on certain share classes.

The Hartford MidCap Value Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford Small Cap Core Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-year period, the 4th quintile for the 3-year period and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1- and 3-year periods and above its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Small Cap Growth Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Small Company Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3- and 5-year periods. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

195

Domestic Equity Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Hartford Value Opportunities Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3- and 5-year periods. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

196

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

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b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

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b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

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c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

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and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

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b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

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Our employees have access to Personal Information in the course of doing their jobs, such as:

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We use manual and electronic security procedures to maintain:

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Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

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d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

We will also give You a copy of our current Privacy Policy once a year if you maintain a continuing business relationship with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.: 1stAGChoice, Inc.; Access CoverageCorp, Inc.;

Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of the Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced in this report are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFAR-DE16  12/16    117962-3    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

During the year ended October 31, 2016, the period of this report, stocks endured a correction, then recovered and, despite periodic gyrations, managed

to remain generally in positive territory for the remainder of the period. Even with the bouts of uncertainty the market experienced, the current bull market continued into its seventh year, making it the second-longest bull market on record, as measured by the S&P 500 Index.¹ From November 1, 2015 through October 31, 2016, the S&P 500 generated a 4.51% total return.

The market reacted to a handful of concerns during the course of the year, including worries about low oil prices, weakness in the Chinese economy, a surprise vote for the U.K. to leave the European Union (dubbed Brexit), the beginning of a rate increase cycle by the U.S. Federal Reserve (Fed), and a contentious U.S. presidential election cycle.

There were also more positive influences, including generally positive jobs reports over the course of the period, which helped the unemployment rate fall to pre-recession levels. In addition, growth of the domestic economy, while slow, has remained steady. This has helped limit the Fed’s actions; they’ve kept rate increases very gradual, which helps markets better digest and account for such changes.

While the election results didn’t factor into returns for the period this report covers, President-elect Trump’s inauguration in 2017 is likely to play a key role in market movements for the new year and beyond. While it is difficult to assess the full potential impact of changing political policies, markets seem to consider his policies pro-growth, which could bode well for investors. However, change to the status quo can often result in volatility in the markets.

As we enter 2017, we encourage you to maintain a strong relationship with a financial advisor who can help guide you through shifting markets with confidence. If there’s one certain thing about markets, it’s that movements can be hard to anticipate, especially in the short term. So it’s important to proactively build a portfolio that takes that unknown into account along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of more than 50 mutual funds as you work toward those goals.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

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

International/Global Equity Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	39
Financial Statements:
Schedules of Investments:
Hartford Emerging Markets Equity Fund	43
Hartford Environmental Opportunities Fund	48
Hartford Global Capital Appreciation Fund	51
Hartford Global Equity Income Fund	59
Hartford International Equity Fund	63
The Hartford International Growth Fund	71
The Hartford International Opportunities Fund	75
The Hartford International Small Company Fund	79
The Hartford International Value Fund	83
Statements of Assets and Liabilities	88
Statements of Operations	92
Statements of Changes in Net Assets	94
Financial Highlights	98
Notes to Financial Statements	107
Report of Independent Registered Public Accounting Firm	138
Shareholder Meeting Results (Unaudited)	139
Directors and Officers (Unaudited)	142
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	150
Quarterly Portfolio Holdings Information (Unaudited)	150
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	151

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

Hartford Emerging Markets Equity Fund inception 05/31/2011

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Year		Since Inception1
Emerging Markets Equity A2		8.52%		1.26%		-2.43%
Emerging Markets Equity A3		2.55%		0.12%		-3.45%
Emerging Markets Equity C2		7.69%		0.52%		-3.13%
Emerging Markets Equity C3		6.69%		0.52%		-3.13%
Emerging Markets Equity I2		8.94%		1.65%		-2.06%
Emerging Markets Equity R32		8.30%		1.02%		-2.67%
Emerging Markets Equity R42		8.44%		1.30%		-2.40%
Emerging Markets Equity R52		8.22%		1.50%		-2.20%
Emerging Markets Equity Y2		9.16%		1.73%		-1.99%
MSCI Emerging Markets Index		9.67%		0.90%		-1.83%

¹  Inception: 05/31/2011

²  Without sales charge

³  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets. The MSCI Emerging Markets Index consists of the following 21 emerging market country indices: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Peru, Philippines, Poland, Russia, South Africa, Taiwan, Thailand, and Turkey.

You cannot invest directly in an index.

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

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

Performance information prior to May 7, 2015 reflects when the Fund pursued a modified investment strategy.

2

Hartford Emerging Markets Equity Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net			Gross
Emerging Markets Equity Class A		1.75	%		1.75	%
Emerging Markets Equity Class C		2.46	%		2.46	%
Emerging Markets Equity Class I		1.30	%		1.30	%
Emerging Markets Equity Class R3		1.96	%		1.98	%
Emerging Markets Equity Class R4		1.66	%		1.67	%
Emerging Markets Equity Class R5		1.36	%		1.37	%
Emerging Markets Equity Class Y		1.28	%		1.28	%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

David J. Elliott, CFA

Senior Managing Director and Co-Director, Quantitative Investments and Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Emerging Markets Equity Fund returned 8.52%, before sales charge for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the MSCI Emerging Markets Index, which returned 9.67% for the same period. The Fund outperformed the average 7.94% return of the Lipper Emerging Markets Equity Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Emerging market equities as measured by the MSCI Emerging Markets Index delivered strong returns in the third quarter as global central banks maintained an accommodative monetary policy backdrop by keeping interest steady or lowering rates. After lagging for much of the year, Asia was the best performing region during the quarter ended October 31, 2016, followed by Latin America and then Europe, the Middle East, and Africa (EMEA). Latin America and EMEA both had a strong first quarter and were up 19% and 13%, respectively. Asia lagged and was up only 2%. For the second quarter, Latin America returned 5.4%, EMEA returned -1.1%, and Asia returned 0.4%.

China’s equity market was the strongest within Asia, helped by better-than-expected profitability, as positive earnings surprises rose to their highest level since March 2013. Macroeconomic data also appeared to stabilize, with the manufacturing purchasing managers’ index (PMI) and real estate prices rising. In addition, the State

Council of China approved the Shenzhen-Hong Kong stock connect, furthering the government’s efforts to open China’s financial markets to global investors. South Korea and Indonesia also performed well following interest rate cuts during the quarter ended October 31, 2016.

In a historic decision, Brazil’s Senate voted overwhelmingly to impeach President Dilma Rousseff on charges of manipulating the federal budget, permanently removing her from office. Brazilian equities reacted favorably as the new government outlined a plan to address the country’s fiscal imbalances and reform social security. Conversely, Mexico underperformed as fears stemming from the U.S. elections weighed on markets. The central bank responded with a 0.5% rate increase to arrest the slide in the currency and contain inflation. Within EMEA, Turkey was a laggard after suffering a coup attempt and a credit rating agency downgrade during the period. Russia was a brighter spot in the region. In addition to a rising oil price, the Russian equity market reacted favorably to a 0.5% cut in interest rates to 10%.

Seven of eleven sectors of the MSCI Emerging Markets Index posted positive returns during the period. Energy (+21%), Materials (+20%), and Information Technology (20%) increased the most, while Healthcare (-4%), Real Estate¹ (-4%), and Industrials (-4%) fell.

Sector allocation, a result of the Fund’s bottom-up security selection process, detracted from performance relative to the MSCI Emerging

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

3

Hartford Emerging Markets Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Markets Index. An overweight to the Utilities sector and an underweight in Information Technology detracted most, which was partially offset by underweights to Healthcare, Industrials, and Consumer Staples. Unfavorable security selection within the Consumer Staples, Information Technology, and Healthcare sectors detracted most from performance. This was partially offset by stronger selection within the Telecommunication Services, Financials, and Consumer Discretionary sectors. From a country perspective, underweights to Russia and Taiwan detracted from performance relative to the MSCI Emerging Markets Index, which was partially offset by positive performance from an overweight position in Brazil. In addition, security selection within Taiwan, Brazil, and South Africa detracted from benchmark-relative results while selection in India, China, and Greece contributed positively to returns.

Petrobras (Energy), Kia Motors (Consumer Discretionary), and Itau Unibanco (Financials) were the top relative detractors from performance relative to the MSCI Emerging Markets Index during the period. Shares of benchmark constituent Petrobras, the Brazil-based integrated oil and gas producer, rose as the company benefited from both improvements in the oil price as well as restructuring efforts in the wake of the corruption issues in Brazil. Not holding this security detracted from returns during the period. An overweight position in Kia Motors, a South Korea automobile manufacturer, also detracted from performance relative to the MSCI Emerging Markets Index during the period due to a worse-than-expected labor dispute, together with Euro and U.S. dollar currency headwinds. An underweight position in Itau Unibanco, a Brazil-based bank and financial conglomerate, detracted during the period as the Brazilian stock market rallied. Cathay Financial Holding (Financials) and Capitec Bank (Financials) were top absolute detractors over this period.

Kumba Iron Ore (Materials), BM&FBovespa (Financials), and NetEase (Information Technology) were top contributors to performance relative to the MSCI Emerging Markets Index during the period. Kumba Iron Ore, a South Africa-based iron ore supplier, rose as iron ore prices soared after Chinese policy makers indicated their willingness to support economic growth, which boosted the outlook for steel consumption. BM&FBovespa, a Brazil-based open securities market, rose after announcing it would acquire rival bourse operator Cetip. Shares of NetEase, a China-based internet technology company, outperformed as the company consistently exceeded investor expectations through its online gaming offerings. Taiwan Semiconductors (Information Technology) was a top absolute contributor over the period.

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

What is the outlook?

We seek to add value by using our proprietary quantitative research and investment tools in a highly disciplined framework. Stock selection is intended to be the key driver of returns.

At the end of the period, the Fund was most overweight South Korea and South Africa, and most underweight Taiwan and Chile relative to the MSCI Emerging Markets Index. On a sector basis, the Fund was most overweight Energy, Utilities, and Financials, and most underweight Industrials, Materials, and Healthcare, relative to the MSCI Emerging Markets Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
		0.2	%
Consumer Discretionary		10.2
Consumer Staples		6.7
Energy		9.5
Financials		25.0
Health Care		1.0
Industrials		4.2
Information Technology		23.7
Materials		4.9
Real Estate		3.4
Telecommunication Services		5.2
Utilities		4.4
Total		98.4	%
Short-Term Investments		1.5	%
Other Assets & Liabilities		0.1
Total		100.0	%

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

4

Hartford Emerging Markets Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Currency

as of October 31, 2016

Description	Percentage of Net Assets
Brazilian Real		7.7	%
Chilean Peso		0.2
Euro		0.2
Hong Kong Dollar		20.8
Indian Rupee		8.9
Indonesian Rupiah		3.3
Malaysian Ringgit		2.9
Mexican Peso		2.8
Polish Zloty		0.7
Qatari Riyal		0.2
South African Rand		7.7
South Korean Won		16.9
Taiwanese Dollar		10.2
Thai Baht		1.6
Turkish Lira		1.2
United Arab Emirates Dirham		1.2
United States Dollar		13.4
Other Assets & Liabilities		0.1
Total		100.0	%

5

Hartford Environmental Opportunities Fund inception 02/29/2016

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

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

Cumulative Total Returns (as of 10/31/16)

	Since Inception1
Environmental Opportunities A2		15.30%
Environmental Opportunities A3		8.96%
Environmental Opportunities C2		14.70%
Environmental Opportunities C3		13.70%
Environmental Opportunities I2		15.50%
Environmental Opportunities R32		15.00%
Environmental Opportunities R42		15.20%
Environmental Opportunities R52		15.40%
Environmental Opportunities R62		15.50%
Environmental Opportunities Y2		15.50%
MSCI All Country World Index		12.74%

¹  Inception: 02/29/2016. Cumulative returns not annualized.

²  Without sales charge

³  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

You cannot invest directly in an index.

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

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

6

Hartford Environmental Opportunities Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net			Gross
Environmental Opportunities Class A		1.30	%		1.47	%
Environmental Opportunities Class C		2.05	%		2.22	%
Environmental Opportunities Class I		1.05	%		1.12	%
Environmental Opportunities Class R3		1.60	%		1.69	%
Environmental Opportunities Class R4		1.30	%		1.39	%
Environmental Opportunities Class R5		1.00	%		1.09	%
Environmental Opportunities Class R6		0.90	%		0.98	%
Environmental Opportunities Class Y		0.90	%		0.98	%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Alan T. Hsu

Managing Director, Global Industry Analyst, and Equity Portfolio Manager

Wellington Management Company LLP

G. Thomas Levering

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Environmental Opportunities Fund returned 15.30%, before sales charge, for the period from March 1, 2016 (commencement of operations) through October 31, 2016, outperforming the Fund’s benchmark, the MSCI All Country World Index, which returned 12.74% for the same period. The Fund also outperformed the 7.89% average return of the Lipper Global Multi-Cap Growth group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Global equities rose over the period, as measured by the MSCI All Country World Index. In March, global equities continued to bounce back from a volatile start in January. This recovery was supported by extended monetary policy accommodation by major central banks which maintained or lowered interest rates. First, the Bank of Japan (BOJ) cut its benchmark rate to negative territory in January 2016. The People’s Bank of China (PBOC) lowered the reserve-requirement ratio in an effort to boost growth. Finally, European Central Bank (ECB) President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in this market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June. Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The U.K.’s planned exit from the E.U. (Brexit) overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the U.S. Federal Reserve’s (Fed’s) statements during May suggesting plans to further raise rates during 2016. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the shock of the Brexit vote. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ has stated that it will now target a 0% yield on the 10-year Japanese government bond. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market

7

Hartford Environmental Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Committee (FOMC) member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

During the period, U.S. equities outperformed non-U.S. equities, as measured by the S&P 500 and MSCI EAFE Index, respectively, and emerging market equities outperformed their developed market counterparts, as measured by the MSCI Emerging Markets Index and MSCI World Index, respectively.

From a sector perspective, ten of the eleven sectors in the MSCI All Country World Index posted positive returns during the period. Materials (+25%), Energy (+22%), and Information Technology (+21%) increased the most during the period, while Real Estate¹ fell (-5%).

Security selection contributed positively to performance relative to the MSCI All Country World Index over the period; selection was strongest within Industrials, Consumer Discretionary, and Energy, which was only partially offset by weaker selection within Information Technology and Materials. Sector allocation, a result of bottom-up stock selection, detracted from performance relative to the MSCI All Country World Index over the period. Due to the Fund’s focus on companies that address environmental challenges, the portfolio has a natural overweight to Utilities and Industrials and underweight to Healthcare, Financials and Energy. During the period, an underweight to Information Technology and overweight to Utilities were the primary detractors from benchmark-relative performance; an underweight to Financials was also a detractor. This was partially offset by the benefit of the underweight to Healthcare. On a regional basis, strong security selection within North America, Japan, and Europe contributed positively to performance relative to the MSCI All Country World Index during the period. This was partially offset by both security selection within and an underweight allocation to Emerging Markets, which detracted from benchmark-relative performance, as did underweights to Asia and Latin America.

Top contributors to relative and absolute performance during the period included Veresen (Energy), Fujitsu General (Consumer Discretionary), and Mueller Water (Industrials). The stock of Veresen, a Canada-based energy infrastructure company, rose amid an increase in energy prices and the announcement of a deal with Jera, a Japanese energy supply chain services company, to sell at least 1.5 million tons of natural gas liquefaction capacity at Veresen’s Jordan Cove LNG facility in Oregon, USA. Veresen also upgraded their outlook for the company in August, which exceeded market expectations. Fujitsu General, a Japanese manufacturer of mini-split air conditioning and heating systems, saw its stock price rise as the company benefited from lower than expected raw material costs and announced an increase in its dividend. The

shares of Mueller Water, a U.S.-based manufacturer and service provider for water transmission and distribution products, saw its stock price rise during the period as it continued to increase its operating margin and released earnings that improved year-over-year and beat market consensus.

The top relative and absolute detractors from returns were First Solar (Information Technology), SunPower (Information Technology), and Boer Power Holdings (Industrials). The shares of First Solar, a U.S.-based provider of photovoltaic solar energy solutions, fell during the period as it released earnings results in April that came in below expectations and announced that its CEO would be stepping down in July; in August, the company took a write-down on its subsidiary, TetraSun, and lowered their earnings guidance, further negatively affecting First Solar’s stock price. Shares of SunPower, a U.S.-based energy company focused on solar power, fell following the renewal of investment tax credits in late 2015, which elongated demand for its services into future years. Boer Power Holdings, a China-based manufacturer of electrical distribution equipment, saw its shares fall over the period after disappointing investors by announcing weaker growth, continued poor execution by its management team, and a deterioration of its balance sheet. We eliminated the position before the end of the period.

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

What is the outlook?

Inflationary pressures would suggest lowering the Fund’s exposure to yield-oriented securities such as utilities and renewable infrastructure, which we are considering despite our favorable view on those companies’ long-term advantages in developing sustainable assets at scale and their superior cost of capital. We believe these advantages are apparent in contrast to renewable energy companies focused on a less defensible part of the value chain. During this period, we eliminated a position in Tesla due to operational and governance concerns after the company planned to purchase SolarCity, a company run by two of Elon Musk’s cousins. We believe that the proposed merger increases Tesla’s capital intensity while offering marginal operating synergies.

The Fund ended the period most overweight Industrials and Utilities and most underweight Financials, Healthcare, and Consumer Staples, relative to the MSCI All Country World Index. On a regional basis, the Fund ended the period most overweight Europe and most underweight Emerging Markets. Within the Fund’s environmental themes, the largest absolute weights at the end of the period were to low carbon electricity and energy efficiency.

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Financials sector includes Real Estate for the period starting March 1, 2016 through August 31, 2016.

8

Hartford Environmental Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Small-cap securities can have greater risk and volatility than large-cap securities. Risks of focusing investments on the utilities and industrials sectors include regulatory and legal developments, competitive pressures, pricing and rate pressures (utilities), rapid technological changes, potential product obsolescence, and liquidity risk. Risks of focusing on investments that involve sustainability and environmentally responsible investment criteria may influence investment performance relative to the Fund’s benchmark or competing funds and expose the Fund to increased risks related to downturns or other adverse developments in that market segment.

Composition by Country

as of October 31, 2016

Country	Percentage of Net Assets
Austria		4.0	%
Brazil		1.0
Canada		2.1
China		2.5
Denmark		2.7
France		5.3
Germany		2.9
Hong Kong		1.1
Ireland		0.2
Japan		9.8
Norway		1.8
Spain		6.1
Sweden		2.0
Switzerland		2.2
United Kingdom		1.6
United States		47.3
Short-Term Investments		6.4
Other Assets & Liabilities		1.0
Total		100.0	%

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		8.3	%
Financials		2.7
Industrials		43.6
Information Technology		6.3
Materials		3.3
Utilities		28.4
Total		92.6	%
Short-Term Investments		6.4	%
Other Assets & Liabilities		1.0
Total		100.0	%

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

9

Hartford Global Capital Appreciation Fund inception 04/29/2005

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Global Capital Appreciation A1		-1.23%		9.94%		5.63%
Global Capital Appreciation A2		-6.66%		8.70%		5.03%
Global Capital Appreciation B1		-1.91%		9.11%		4.95%	3
Global Capital Appreciation B2		-6.52%		8.82%		4.95%	3
Global Capital Appreciation C1		-1.93%		9.13%		4.87%
Global Capital Appreciation C2		-2.84%		9.13%		4.87%
Global Capital Appreciation I1		-0.88%		10.25%		5.97%
Global Capital Appreciation R31		-1.29%		9.81%		5.42%
Global Capital Appreciation R41		-0.97%		10.14%		5.76%
Global Capital Appreciation R51		-0.87%		10.26%		5.96%
Global Capital Appreciation Y1		-0.93%		10.34%		6.07%
MSCI All Country World Index		2.64%		8.62%		4.34%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

You cannot invest directly in an index.

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

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

10

Hartford Global Capital Appreciation Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net			Gross
Global Capital Appreciation Class A		1.26	%		1.27	%
Global Capital Appreciation Class B		2.01	%		2.14	%
Global Capital Appreciation Class C		1.97	%		1.97	%
Global Capital Appreciation Class I		0.94	%		0.94	%
Global Capital Appreciation Class R3		1.36	%		1.55	%
Global Capital Appreciation Class R4		1.06	%		1.25	%
Global Capital Appreciation Class R5		0.96	%		0.96	%
Global Capital Appreciation Class Y		0.84	%		0.84	%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers*

Kent M. Stahl, CFA

Senior Managing Director and Director, Investment Strategy and Risk

Wellington Management Company LLP

Gregg R. Thomas, CFA

Senior Managing Director and Associate Director, Investment Strategy and Risk

Wellington Management Company LLP

Michael T. Carmen, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

David W. Palmer, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Nicolas M. Choumenkovitch

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Saul J. Pannell, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

* Effective October 31, 2016, Frank D. Catrickes, CFA no longer serves as a portfolio manager to the Fund.

How did the Fund perform during the period?

The Class A shares of the Hartford Global Capital Appreciation Fund returned -1.23%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the MSCI All Country World Index which returned 2.64% for the same period. The Fund underperformed the -0.08% average return of the Lipper Global Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Global equities rose modestly over the twelve-month period, as measured by the MSCI All Country World Index. To begin the period, geopolitical tensions flared up during November, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional

11

Hartford Global Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing worries about a hard landing in China, fears that yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016. Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The vote regarding the U.K.’s exit from the E.U. (Brexit) over-shadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the Fed’s statements suggesting plans to further raise rates. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to over-shoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee member). Global equities pulled back slightly in October 2016, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

During the twelve months ended October 31, 2016, U.S. equities outperformed non-U.S. equities, as measured by the S&P 500 and MSCI EAFE Indices, respectively, and emerging market equities

outperformed their developed market counterparts, as measured by the MSCI Emerging Markets and MSCI World Indices, respectively.

Eight of eleven sectors in the MSCI All Country World Index posted positive returns during the period. The Materials (+13%), Information Technology (+11%), and Utilities (+7%) sectors rose the most, while the Healthcare (-7%), Real Estate¹ (-5%), and Consumer Discretionary (-2%) sectors had negative returns during the period.

Security selection in the Information Technology, Consumer Discretionary, and Healthcare sectors were the primary drivers of underperformance relative to the MSCI All Country World Index for the Fund. This was slightly offset by stronger stock selection in the Real Estate sector. Within sector allocation, a result of the bottom-up stock selection process, an overweight to Healthcare and an underweight to Energy detracted from relative performance, while an overweight to Information Technology contributed positively to relative returns over the period. On a regional basis, security selection in North America was the primary detractor from performance relative to the MSCI All Country World Index, which was partially offset by stronger selection in and a benchmark-relative underweight to Europe.

Top detractors from performance relative to the MSCI All Country World Index were SunPower (Information Technology), Sky (Consumer Discretionary), and Bristol-Myers Squibb (Healthcare). Shares of SunPower, a U.S.-based energy company focused on solar power, fell following the renewal of investment tax credits in late 2015, which elongated demand into future years. Sky, a U.K.-based broadcasting company, saw its stock price fall over the period as the company’s television and internet subscriber growth slowed. The shares were also affected by Brexit, which affected U.K. media equities generally. The stock price of Bristol-Myers Squibb, a U.S.-based biopharmaceutical company, fell as the company’s trial for immuno-oncology drug Opdivo failed during the third quarter of 2016. Allergan PLC (Healthcare) was a top absolute detractor during the period.

The top contributors to performance relative to the MSCI All Country World Index were Sberbank of Russia (Financials), Netflix (Consumer Discretionary), and Pioneer Natural Resources (Energy). Sberbank of Russia, a provider of corporate and retail banking solutions, rose during the period after announcing a 48% jump in its quarterly profit during the fourth quarter of 2015, beating analyst estimates, driven by rising fee and commission income. The stock price of Netflix, a U.S.-based entertainment company, rose during the period after it reported earnings and subscriber growth that exceeded the expectations of the market. During the period, shares of Pioneer Natural Resources, a U.S.-based petroleum and natural gas exploration and production company, rose as the company benefited from the bounce-back in energy prices as well as

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

12

Hartford Global Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

exceeding production expectations due to an increase in well productivity and operational efficiencies.

During the period, the Fund used currency forwards to hedge a portion of its currency risk. During the period, the use of currency forwards slightly detracted from performance relative to the MSCI All Country World Index.

What is the outlook?

The outlook for the global economy looks solid with macro data from economies like the U.S. and China supportive while Europe, Japan and emerging markets show varying degrees of improving momentum. As of October 31, 2016, we viewed the U.S. presidential election and Fed interest rate decisions as the key potentially transforming events of the coming quarter, and expectations of a December Fed rate increase looked well entrenched as of the end of October. We believe that understanding the sequence of policy options for each candidate will be integral to understanding the broader economic impact of the election. We also believe that December’s constitutional reform referendum in Italy could also re-awaken E.U. break up fears. As always, there are risks to this backdrop, with a growth slowdown in the U.S. or China or any number of geopolitical events amongst those considerations.

At the end of the period, the Fund’s largest overweights were to the Healthcare, Information Technology, and Consumer Discretionary sectors, while the Fund remained underweight Financials, Telecommunication Services, and Consumer Staples, relative to the MSCI All Country World Index.

A Word about Risk

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

Composition by Country

as of October 31, 2016

Country	Percentage of Net Assets
Australia		0.8	%
Belgium		0.4
Bermuda		0.1
Brazil		1.9
Canada		2.3
Chile		0.1
China		3.3
Denmark		0.5
Finland		0.2
France		2.4
Germany		1.7
Greece		0.5
Hong Kong		1.3
India		1.8
Indonesia		0.2
Ireland		1.6
Israel		0.4
Italy		1.5
Japan		6.3
Luxembourg		1.4
Malaysia		0.0
Mexico		0.2
Netherlands		1.3
Norway		0.1
Russia		1.6
Singapore		0.1
South Korea		1.3
Spain		1.0
Sweden		0.5
Switzerland		3.2
Taiwan		0.9
United Kingdom		8.4
United States		50.1
Short-Term Investments		1.8
Other Assets & Liabilities		0.8
Total		100.0	%

13

Hartford Global Capital Appreciation Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		13.4	%
Consumer Staples		8.5
Energy		6.2
Financials		14.4
Health Care		12.8
Industrials		10.2
Information Technology		17.4
Materials		5.3
Real Estate		3.8
Telecommunication Services		2.2
Utilities		3.2
Total		97.4	%
Fixed Income Securities
Corporate Bonds		0.0	%
Short-Term Investments		1.8
Other Assets & Liabilities		0.8
Total		100.0	%

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

14

Hartford Global Equity Income Fund inception 02/29/2008

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
Global Equity Income A2		0.65%		8.68%		4.25%
Global Equity Income A3		-4.88%		7.46%		3.57%
Global Equity Income B2		-0.09%		7.88%		3.53%	4
Global Equity Income B3		-4.99%		7.58%		3.53%	4
Global Equity Income C2		0.02%		7.90%		3.49%
Global Equity Income C3		-0.96%		7.90%		3.49%
Global Equity Income I2		1.02%		8.98%		4.55%
Global Equity Income R32		0.48%		8.48%		4.02%
Global Equity Income R42		0.78%		8.79%		4.31%
Global Equity Income R52		1.08%		9.14%		4.62%
Global Equity Income Y2		1.03%		9.17%		4.66%
MSCI All Country World Index		2.64%		8.62%		4.01%

¹  Inception: 02/29/2008

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

You cannot invest directly in an index.

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

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

15

Hartford Global Equity Income Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net			Gross
Global Equity Income Class A		1.25	%		1.33	%
Global Equity Income Class B		2.00	%		2.33	%
Global Equity Income Class C		2.00	%		2.08	%
Global Equity Income Class I		1.00	%		1.00	%
Global Equity Income Class R3		1.45	%		1.57	%
Global Equity Income Class R4		1.15	%		1.26	%
Global Equity Income Class R5		0.85	%		0.95	%
Global Equity Income Class Y		0.80	%		0.84	%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Ian R. Link, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

W. Michael Reckmeyer, III, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Global Equity Income Fund returned 0.65%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the MSCI All Country World Index, which returned 2.64% for the same period. The Fund also underperformed the 1.98% average return of the Lipper Global Equity Income peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Global equities rose over the twelve-month period, as measured by the MSCI All Country World Index. To begin the period, geopolitical tensions flared up during November, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing

worries about a hard landing in China, fears that yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The Brexit vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the Fed’s statements during May suggesting plans to further raise rates during 2016. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

16

Hartford Global Equity Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee (FOMC) member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

Eight of the eleven sectors in the MSCI All Country World Index posted positive returns during the period. The Materials (+13%), Information Technology (+11%), and Utilities (+7%) sectors increased the most during the period, while Healthcare (-7%), Real Estate¹ (-5%), and Consumer Discretionary (-2%) lagged the broader index.

Security selection was the primary detractor from performance relative to the MSCI All Country World Index during the period. Selection was weakest within the Consumer Discretionary, Utilities, and Energy sectors; this was only partially offset by stronger selection within Telecommunication Services, Industrials, and Healthcare. Sector allocation, a result of bottom-up stock selection, modestly contributed positively to benchmark-relative performance over the period, driven by an underweight to Consumer Discretionary and an overweight allocation to Utilities; this only slightly offset the negative impact of an overweight to Financials and Healthcare. Regional allocation detracted from performance relative to the MSCI All Country World Index during the period, as an overweight to Europe and an underweight to North America weighed most heavily on performance. The negative impact of these allocations was partially offset by the positive impact of not investing in the Middle East/Developed region. Security selection contributed positively to performance relative to the MSCI All Country World Index on a regional basis, driven by strong selection in North American and Japan, which was only partially offset by weaker selection in Asia ex-Japan and Europe.

The top detractors from performance relative to the MSCI All Country World Index were Persimmon (Consumer Staples), CaixaBank (Financials), and MUFG (Financials). Persimmon, a U.K.-based holding company engaged in homebuilding, suffered during the period as shares tumbled on the uncertainty caused by the Brexit referendum in late June and we took the opportunity to

initiate a position. We like the company for its solid balance sheet and large, low-cost land bank along with its strong competitive position and lack of exposure to the London market. Towards the latter end of the period the stock rebounded somewhat after Persimmon released the first half of 2016 results that indicated improving earnings per share (EPS) and a strong pickup in activity. CaixaBank, a Spain-based commercial bank that engages in banking, insurance, pension and investment fund activities, was also negatively impacted by political and economic uncertainty surrounding Brexit during the period. Given the ongoing lack of transparency over the terms of the UK’s exit from the EU and the potential impact on European growth, we sold out of our position as European financials have the potential to be the most impacted and we believe Caixabank to be particularly exposed. Shares of MUFG, a Japanese diversified financial services firm, fell during the period following the announcement by the BOJ that interest rates would move into negative territory. Given broad uncertainty over the outlook for interest rates in Japan we thought it prudent to reduce our exposure to companies that are highly rate sensitive and have sold out of our position. Additionally, Assicurazioni Generali, the Italian insurance company, detracted from absolute returns during the period as we saw Italian financials particularly hard hit following the aforementioned concerns for European growth after Brexit and their perception as the weak link in the region. Nonetheless, we continued to hold our position as we like the fundamentals of the company and believe current valuations fail to reflect the improvements management has made during the restructuring process. We also have conviction in the ability of the CEO to further build strategic alignment across the organization.

Top contributors to performance relative to the MSCI All Country World Index and absolute performance during the period included Nippon Telelegraph and Telephone (Telecommunication Services), QUALCOMM (Information Technology), and NTT DOCOMO Inc (Telecommunication Services). Nippon Telegraph and Telephone provides a variety of telecommunication services, including telephone, telegraph, leased circuits, data communication, terminal equipment sales, and related services within Japan. The company’s shares rose during the period as the company reported progress in their new pricing plan with an increasing number of users moving to higher data packages. We trimmed the position on strength but continued to own the stock. QUALCOMM, a U.S.-based designer and supplier of digital communications products and services, performed well over this period during which it has announced several new products and upgraded guidance forecasts following the release of strong results. The stock has been further boosted more recently following rumors of a merger with NXP Semiconductors which would help them diversify the business away from mobility. We believe this strengthens the growth outlook for the stock further

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

17

Hartford Global Equity Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

and we have added to our position over the period. Shares of NTT DOCOMO, Japan’s leading cell phone carrier, rose during the period after reporting strong earnings results, with management expressing confidence that they will exceed financial targets for the year.

While derivatives are typically not used in a significant manner in this Fund, we had a currency forward position to hedge the Fund’s exposure to the Euro. The position contributed positively to results during the period.

What is the outlook?

We continue to seek what we consider to be balance in the portfolio to allow for upside potential while limiting downside risk, this is particularly important in the current climate given the ongoing uncertainty surrounding the Brexit scenario as well as the U.S. election result. Regarding Brexit, to date, investors have been positively surprised by the resilience of European markets following the referendum results with some encouraging data signals emerging from the region. We do, however, remain cautious given the many unknowns that remain as we wait for the U.K. government to trigger Article 50. With this in mind, we are particularly diligent in applying our process to find what we believe are companies with discounted valuations and superior total return potential. In terms of the U.S. election outcome, no matter the outcome, we expect ongoing volatility in the Healthcare sector as this is a key area of reform for both candidates. However, with volatility comes opportunity and we will be closely monitoring the markets around the election for possibilities to take advantage of this across sectors.

The Fund ended the period most overweight the Telecommunication Services, Utilities, and Financials sectors and most underweight Consumer Discretionary, Consumer Staples, and Industrials, relative to the MSCI All Country World Index. On a regional basis, the Fund was most overweight Europe and most underweight North America to end the period.

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		3.2	%
Consumer Staples		7.3
Energy		6.9
Financials		18.9
Health Care		11.9
Industrials		9.4
Information Technology		15.1
Materials		5.8
Real Estate		3.1
Telecommunication Services		8.4
Utilities		7.6
Total		97.6	%
Short-Term Investments		1.8	%
Other Assets & Liabilities		0.6
Total		100.0	%

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

18

Hartford International Equity Fund inception 06/30/2008

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
International Equity A2		2.29%		5.26%		0.63%
International Equity A3		-3.33%		4.07%		-0.05%
International Equity B2		1.37%		4.48%		-0.05%	4
International Equity B3		-3.61%		4.15%		-0.05%	4
International Equity C2		1.46%		4.49%		-0.10%
International Equity C3		0.47%		4.49%		-0.10%
International Equity I2		2.55%		5.64%		1.01%
International Equity R32		2.02%		5.02%		0.40%
International Equity R42		2.24%		5.33%		0.68%
International Equity R52		2.01%		5.52%		0.91%
International Equity Y2		2.73%		5.71%		1.05%
MSCI All Country World ex USA Index		0.72%		4.11%		1.02%

¹  Inception: 06/30/2008

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

MSCI All Country World ex USA Index is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

You cannot invest directly in an index.

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

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

Performance information prior to August 13, 2015 reflects when the Fund pursued a modified investment strategy.

19

Hartford International Equity Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
International Equity Class A		1.20%		1.69%
International Equity Class B		1.95%		2.34%
International Equity Class C		1.95%		2.42%
International Equity Class I		0.90%		1.30%
International Equity Class R3		1.50%		1.94%
International Equity Class R4		1.20%		1.63%
International Equity Class R5		0.90%		1.32%
International Equity Class Y		0.80%		1.22%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Kent M. Stahl, CFA

Senior Managing Director and Director, Investment Strategy and Risk

Wellington Management Company LLP

Gregg R. Thomas, CFA

Senior Managing Director and Associate Director, Investment Strategy and Risk

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford International Equity Fund returned 2.29%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the MSCI All Country World ex USA Index, which returned 0.72% for the same period. The Fund also outperformed the -0.73% average return of the Lipper International Multi-Cap Growth peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

International equities, as measured by the MSCI All Country World ex USA Index, were relatively flat during the twelve-month period ended October 31, 2016. However, the markets experienced significant volatility from quarter to quarter. To begin the period, geopolitical tensions flared up during November 2015, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted

positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

The first quarter of 2016 did not provide much relief to begin the year as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing worries about a hard landing in China, fears that Chinese yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The Brexit vote overshadowed a promising European

20

Hartford International Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

economic backdrop and the ECB’s reaffirmation of its cautious policy stance. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

During the third quarter of 2016, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB. During the period, emerging market equities outperformed their developed market counterparts, as measured by the MSCI Emerging Markets Index and MSCI World Index, respectively.

Six of the eleven sectors within the MSCI All Country World ex USA Index posted negative returns for the twelve months ended October 31, 2016. The Healthcare (-12%), Telecommunication Services (-4%), and Consumer Discretionary (-4%) sectors lagged the most during the period, while Materials (+16%), Information Technology (+13%), and Energy (+11%) sectors posted the largest gains.

Security selection was the primary reason for the Fund’s outperformance relative to the MSCI All Country World ex USA Index during the period. Stock selection was strongest within the Information Technology, Financials¹, and Healthcare sectors. Sector allocation, a result of the Fund’s bottom-up stock selection, slightly detracted from benchmark-relative returns over the period. An underweight to the Financials and Materials sectors detracted, which was partially offset by an overweight to Information Technology, which contributed positively. On a regional basis, security selection within Europe and Japan contributed positively while selection within Latin America detracted from performance. A modest overweight allocation to Latin America contributed positively to performance relative to the MSCI All Country World ex USA Index during the period.

Top contributors to performance relative to the MSCI All Country World ex USA Index during the period included Sberbank of Russia (Financials), Petrobras (Energy), and Nintendo (Information Technology). Shares of Sberbank of Russia, a provider of corporate and retail banking solutions, rose during the period after announcing a 48% jump in its quarterly profit during the fourth quarter of 2015, beating analyst estimates, driven by rising fee and commission income. Petrobras, a Brazilian energy company, saw its stock price

rise as oil prices recovered over the year from lows in early 2016 and as its newly appointed CEO laid off more than 11,000 employees in an effort to cut costs and reduce debt. The stock price of Nintendo, a Japanese entertainment company, rose during the period due to positive reception of its Pokemon Go mobile game and after unveiling a new game, Super Mario Run, for Apple devices. Top contributors to absolute performance also included Tencent (Information Technology).

The largest detractors from performance relative to the MSCI All Country World ex USA Index were Sky PLC (Consumer Discretionary), Vipshop Holdings (Consumer Discretionary), and Bank of Ireland (Financials). Sky PLC, a U.K.-based broadcasting company, saw its stock price fall over the period as the company’s television and internet subscriber growth slowed. The shares were also affected by Brexit, which affected U.K. media equities generally. Shares of Vipshop Holdings, a China-based online discount retailer, fell during the period due to a fourth quarter decrease in gross margin and first quarter revenue trending below analyst estimates. Shares of Bank of Ireland, an Irish financial services company, fell during the period as the Brexit vote introduced uncertainty for the company, given its operations in the United Kingdom. Novartis AG (Healthcare) and UBS Group AG (Financials) were top absolute detractors from performance during the period.

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

What is the outlook?

We believe the outlook for the global economy looks solid with macro data from economies like the U.S. and China supportive while Europe, Japan and Emerging Markets show varying degrees of improving momentum. As of October 31, 2016, we viewed the U.S. Presidential election and Fed interest rate decisions as the key potentially transforming events in the coming months, although expectations of a December rate increase look well entrenched. We believe December’s Italian constitutional reform referendum in Italy could also re-awaken E.U. break up fears. As always, there are risks to this backdrop, with a growth slowdown in the U.S. or China or any number of geopolitical events amongst those considerations.

The Fund ended the period most overweight the Information Technology, Utilities, and Consumer Staples sectors, and most underweight the Financials, Telecommunication Services, and Industrials sectors, relative to the MSCI All Country World ex USA Index. On a country basis the Fund ended the period with the largest overweights to Russia, Brazil, and Italy, and the largest underweights to Japan and Germany.

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

21

Hartford International Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.5	%
Consumer Staples		10.6
Energy		6.1
Financials		19.4
Health Care		7.3
Industrials		10.6
Information Technology		11.9
Materials		6.8
Real Estate		4.0
Telecommunication Services		3.9
Utilities		4.6
Total		96.7	%
Short-Term Investments		2.3	%
Other Assets & Liabilities		1.0
Total		100.0	%

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

22

The Hartford International Growth Fund inception 04/30/2001

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
International Growth A1		-0.39%		6.46%		0.89%
International Growth A2		-5.87%		5.26%		0.32%
International Growth B1		-1.23%		5.64%		0.31%	3
International Growth B2		-6.17%		5.31%		0.31%	3
International Growth C1		-1.22%		5.65%		0.13%
International Growth C2		-2.21%		5.65%		0.13%
International Growth I1		-0.12%		6.80%		1.24%
International Growth R31		-0.78%		6.28%		0.67%
International Growth R41		-0.45%		6.63%		1.01%
International Growth R51		-0.17%		6.93%		1.31%
International Growth Y1		-0.09%		7.00%		1.41%
MSCI All Country World ex USA Growth Index		0.51%		4.85%		2.76%
MSCI All Country World ex USA Index		0.72%		4.11%		2.07%
MSCI EAFE Growth Index		-2.84%		6.10%		2.71%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses.

Effective March 1, 2016, the Fund changed its secondary benchmark from the MSCI EAFE Growth Index to the MSCI All Country World ex USA Index. Hartford Funds Management Company, LLC believes that the MSCI All Country World ex USA Index is a more appropriate secondary benchmark against which to measure performance.

MSCI All Country World ex USA Growth Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of both developed and emerging stock markets, excluding the U.S., of the growth securities within the MSCI All Country World ex USA Index.

MSCI All Country World ex USA Index is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

MSCI EAFE Growth Index is a free float-adjusted market capitalization index that is designed to measure developed market equity performance (excluding the U.S. and Canada) of the growth securities within the MSCI EAFE Index.

You cannot invest directly in an index.

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

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

23

The Hartford International Growth Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
International Growth Class A		1.30%		1.51%
International Growth Class B		2.05%		2.63%
International Growth Class C		2.05%		2.22%
International Growth Class I		1.00%		1.09%
International Growth Class R3		1.60%		1.75%
International Growth Class R4		1.30%		1.39%
International Growth Class R5		1.00%		1.08%
International Growth Class Y		0.95%		0.97%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

John A. Boselli, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Tara C. Stilwell, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford International Growth Fund returned -0.39%, before sales charge for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmarks, the MSCI All Country World ex USA Growth Index and the MSCI All Country World ex USA Index, which returned 0.51% and 0.72%, respectively, for the same period. The Fund outperformed the -0.73% average return of the Lipper International Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

International equities, as measured by the MSCI All Country World ex USA Index, were relatively flat over the period. To begin the period, geopolitical tensions flared up during November, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing worries about a hard landing in China, fears that Chinese yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The Brexit vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

24

The Hartford International Growth Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. International equities pulled back in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB. During the period, emerging market equities outperformed their developed market counterparts, as measured by the MSCI Emerging Markets Index and MSCI World Index, respectively.

Six of the eleven sectors in the MSCI All Country World ex USA Growth Index rose during the period. Within the index, the Energy (+18%), Information Technology (+17%), and Materials (+11%) sectors performed best. The Healthcare (-13%), Financials¹ (-4%), and Telecommunication Services (-4%) sectors decreased the most during the period.

Sector allocation, a residual of bottom-up stock selection, was the primary driver of underperformance relative to the MSCI All Country World ex USA Growth Index. In particular, underweights to the Materials and Consumer Staples sectors and an overweight to the Healthcare sector detracted from relative performance. This was partially offset by an overweight to Information Technology, which contributed positively to relative results. Security selection modestly contributed to performance relative to the MSCI All Country World ex USA Growth Index. Security selection was strongest in the Telecommunication Services, Healthcare, and Consumer Discretionary sectors. This was partially offset by weaker selection within Consumer Staples, Industrials, and Energy. On a regional basis, an overweight relative to the MSCI All Country World ex USA Growth Index and security selection within Europe detracted from relative performance, while security selection in Emerging Markets contributed positively.

Top detractors from performance relative to the MSCI All Country World ex USA Growth Index during the period were Sky PLC (Consumer Discretionary), Hikma Pharmaceutical (Healthcare), and AstraZeneca (Healthcare). The shares of Sky PLC, a U.K.-based broadcasting company, fell over the period as the company’s television and internet subscriber growth slowed. The shares were also affected by Brexit, which affected U.K. media equities generally. Hikma Pharmaceutical, a U.K.-based pharmaceutical company that manufactures both branded and non-branded generic and in-licensed products, saw its stock price fall as it reported earnings below market consensus and revised its outlook as sales in their Roxane division were lower than expected due to approval delays from the Food and Drug Administration (FDA). AstraZeneca, another

U.K.-based pharmaceutical company, saw its share price fall during the period, especially in the first quarter as it moved down with the Healthcare sector as a whole. Investors were also focused on concerns about near-term earnings due to the upcoming Crestor patent loss while underappreciating the company’s significant longer-term pipeline. Novartis AG (Healthcare) and UBS Group AG (Financials) were top absolute detractors from performance during the period.

New Oriental Education (Consumer Discretionary), Taiwan Semiconductor (Information Technology), and Partners Group (Financials) were the top contributors to performance relative to the MSCI All Country World ex USA Growth Index during the period. The stock price of New Oriental Education, a China-based provider of private educational services, rose during the period as it announced continued growth of total student enrollments in its tutoring and test preparation courses and on the news that an affiliate of Tencent, a leading provider of internet services in China, had agreed to invest in the company’s online education platform. Shares of Taiwan Semiconductor, a semiconductor pure play foundry based in Taiwan, saw its shares rise over the period as it reported earnings and revenue that exceeded market expectations and as demand for its chips increased due the launch of the iPhone 7 and other high-end Android devices. Partners Group, a Swiss-based asset manager of alternative investments, saw its stock price rise steadily over the period as the company continues to report strong earnings and revenues and increased its dividends. Tencent (Information Technology) was a top absolute performer during the period.

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

What is the outlook?

We continue to think the global economy will be stable but slow-growing, despite concerns for potential destabilization post-Brexit, China’s debt burden, and the very likely scenario under which the Fed starts to raise interest rates again. As we look across the opportunity set and recently purchased securities, we are still finding what we believe are high quality, growth equities trading at a discount to the market in this environment, as well as, companies that can improve their returns on capital, whether it is from industry consolidation, efficiency measures, or benefiting from a change in regulation.

We select equities individually based on their merits. As a result of bottom-up stock selection, Information Technology, Financials, and Telecommunication Services were the Fund’s largest overweight sector exposures relative to the MSCI All Country World ex USA Growth Index at the end of the period. The largest underweights

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

25

The Hartford International Growth Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

relative to the MSCI All Country World ex USA Growth Index were to Industrials, Materials, and Healthcare sectors.

A Word about Risk

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

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		11.0	%
Consumer Staples		15.8
Energy		2.7
Financials		17.0
Health Care		8.1
Industrials		7.8
Information Technology		22.4
Materials		3.3
Real Estate		2.2
Telecommunication Services		5.3
Utilities		2.3
Total		97.9	%
Short-Term Investments		1.3	%
Other Assets & Liabilities		0.8
Total		100.0	%

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

26

The Hartford International Opportunities Fund inception 07/22/1996

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
International Opportunities A1		-2.68%		5.57%		3.44%
International Opportunities A2		-8.04%		4.38%		2.85%
International Opportunities B1		-3.52%		4.71%		2.85%	3
International Opportunities B2		-8.26%		4.37%		2.85%	3
International Opportunities C1		-3.38%		4.81%		2.68%
International Opportunities C2		-4.33%		4.81%		2.68%
International Opportunities I1		-2.34%		5.95%		3.75%
International Opportunities R31		-2.88%		5.34%		3.19%
International Opportunities R41		-2.58%		5.67%		3.55%
International Opportunities R51		-2.33%		5.96%		3.82%
International Opportunities R61		-2.23%		6.07%		3.94%
International Opportunities Y1		-2.16%		6.09%		3.95%
MSCI All Country World ex USA Index		0.72%		4.11%		2.07%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/30/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses. Class R6 shares commenced operations on November 7, 2014. Performance prior to that date is that of the Fund’s Class Y shares.

MSCI All Country World ex USA Index is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

You cannot invest directly in an index.

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

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

27

The Hartford International Opportunities Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
International Opportunities Class A		1.20%		1.20%
International Opportunities Class B		2.04%		2.31%
International Opportunities Class C		1.93%		1.93%
International Opportunities Class I		0.85%		0.85%
International Opportunities Class R3		1.45%		1.45%
International Opportunities Class R4		1.15%		1.15%
International Opportunities Class R5		0.85%		0.85%
International Opportunities Class R6		0.86%		0.86%
International Opportunities Class Y		0.75%		0.75%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Nicolas M. Choumenkovitch

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Tara C. Stilwell, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford International Opportunities Fund returned -2.68%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the MSCI All Country World ex USA Index, which returned 0.72% for the same period. The Fund also underperformed the -0.73% average return of the Lipper International Multi-Cap Growth Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

International equities, as measured by the MSCI All Country World ex USA Index, were relatively flat over the period. To begin the period, geopolitical tensions flared up during November, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing worries about a hard landing in China, fears that Chinese yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The Brexit vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

28

The Hartford International Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB. During the period, emerging market equities outperformed their developed market counterparts, as measured by the MSCI Emerging Markets Index and MSCI World Index, respectively.

Within the MSCI All Country World ex USA Index, five of the eleven sectors rose during the period. Materials (+16%), Information Technology (+13%), and Energy (+11%) gained the most. Health care (-12%), Telecommunication Services (-4%), and Consumer Discretionary (-4%), lagged the MSCI All Country World ex USA Index.

Security selection was the primary driver of the Fund’s underperformance relative to the MSCI All Country World ex USA Index over the period. Weak stock selection in the Consumer Discretionary, Consumer Staples, and Industrials sectors was only partially offset by stronger stock selection in Healthcare and Information Technology. Sector allocation, a result of the bottom-up stock selection process, also detracted from returns relative to the MSCI All Country World ex USA Index, largely due to an underweight to Materials and overweights to Consumer Discretionary and Consumer Staples.

The largest absolute and relative detractors from returns over the period included Sky (Consumer Discretionary), Luxottica Group (Consumer Discretionary), and China Life Insurance (Financials). Shares of Sky, the largest pay TV provider in the U.K., have been weak as there are increasing concerns around their competitive position in pay TV to over-the-top (OTT) content providers and TV net subscription additions were modestly down relative to prior earnings results. Shares of Italy-based eyewear company Luxottica underperformed throughout the period as earnings have come in below consensus expectations, mainly driven by slower organic growth. Shares of China Life Insurance, a Chinese life insurance company, underperformed as concerns around profitability and the growth outlook for China impacted the stock.

Top contributors to performance relative to the MSCI All Country World ex USA Index during the period included Daito Trust Construction (Real Estate¹), Taiwan Semiconductor (Information Technology), and Ono Pharmaceuticals (Healthcare). Shares of

Daito Trust Construction, a Japan-based construction and real estate company rose after the company announced a strong earnings report driven by improving gross margins on construction as well as an increase in orders. Shares of Taiwan Semiconductor, an independent semiconductor foundry, rose as demand for high performance chips increased with the launch of the new iPhone model and high-end Android devices. Ono Pharmaceutical, a Japan-based pharmaceutical company, was a top contributor over the period. We trimmed the position following a period of strong relative performance. TransCanada (Energy) was a top absolute performer during the period.

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

What is the outlook?

Our economic outlook remains constructive. We continue to think the global economy will be stable but slow growing, despite concerns for potential destabilization post-Brexit, China’s debt burden, and the very likely scenario under which the Fed starts to raise interest rates again. As we look across the opportunity set and recently purchased securities, we are still finding what we believe are areas of growth in this slower growth environment, as well as, companies that can improve their returns on capital whether it comes from industry consolidation, efficiency measures, or benefiting from changes in regulation.

At the end of the period, the Fund was most overweight the Information Technology, Energy, and Real Estate sectors and most underweight the Financials, Telecommunication Services, and Consumer Discretionary sectors relative to the MSCI All Country World ex USA Index. On a regional basis, the Fund ended the period with overweights to Europe and North America and underweights to Emerging Market countries and Asia ex Japan.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

29

The Hartford International Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		9.2	%
Consumer Staples		10.8
Energy		9.2
Financials		17.8
Health Care		6.3
Industrials		12.1
Information Technology		12.4
Materials		7.7
Real Estate		5.8
Telecommunication Services		1.6
Utilities		2.0
Total		94.9	%
Short-Term Investments		4.6	%
Other Assets & Liabilities		0.5
Total		100.0	%

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

Composition by Currency

as of October 31, 2016

Description	Percentage of Net Assets
Australian Dollar		1.1	%
Brazilian Real		0.4
British Pound		14.0
Canadian Dollar		6.9
Danish Krone		0.1
Euro		33.5
Hong Kong Dollar		3.3
Indian Rupee		3.1
Japanese Yen		11.1
Mexican Peso		0.5
South Korean Won		3.1
Swedish Krona		0.7
Swiss Franc		6.4
Taiwanese Dollar		2.6
United States Dollar		12.7
Other Assets & Liabilities		0.5
Total		100.0	%

30

The Hartford International Small Company Fund inception 04/30/2001

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
International Small Company A1		-5.31%		7.77%		3.79%
International Small Company A2		-10.52%		6.56%		3.20%
International Small Company B1		-6.05%		6.96%		3.21%	3
International Small Company B2		-10.72%		6.66%		3.21%	3
International Small Company C1		-5.99%		6.99%		3.03%
International Small Company C2		-6.93%		6.99%		3.03%
International Small Company I1		-4.90%		8.19%		4.17%
International Small Company R31		-5.47%		7.61%		3.88%
International Small Company R41		-5.17%		7.96%		4.08%
International Small Company R51		-4.92%		8.25%		4.27%
International Small Company Y1		-4.73%		8.32%		4.32%
S&P EPAC SmallCap Index		2.28%		9.05%		4.01%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/31/07. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses.

S&P EPAC SmallCap Index is a global equity index comprised of the smallest 15% of each country’s market capitalization in the S&P BMI (Broad Market Index) Global Index. (The S&P BMI Global Index captures all companies in developed markets with free float market capitalization of at least $100 million as of the annual index reconstitution.) All developed market countries are included in the S&P EPAC SmallCap except the U.S. and Canada.

You cannot invest directly in an index.

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

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

Effective on the close of business on April 29, 2016, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

31

The Hartford International Small Company Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
International Small Company Class A		1.47%		1.47%
International Small Company Class B		2.16%		2.58%
International Small Company Class C		2.19%		2.19%
International Small Company Class I		1.09%		1.09%
International Small Company Class R3		1.65%		1.69%
International Small Company Class R4		1.35%		1.39%
International Small Company Class R5		1.05%		1.12%
International Small Company Class Y		0.99%		0.99%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Simon H. Thomas

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Daniel Maguire, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford International Small Company Fund returned -5.31%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the S&P EPAC SmallCap Index, which returned 2.28% for the same period. The Fund also underperformed the 1.72% average return of the Lipper International Small/Mid-Cap Growth peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

International equities, as measured by the MSCI All Country World ex USA Index, were relatively flat over the period. To begin the period, geopolitical tensions flared up during November, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing

worries about a hard landing in China, fears that Chinese yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The Brexit vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the Fed’s statements during May suggesting plans to further raise rates during 2016. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

32

The Hartford International Small Company Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

Seven of the eleven sectors within the S&P EPAC SmallCap Index posted positive returns during the period. Materials (+13%), Consumer Staples (+10%), and Healthcare (+5%) gained the most during the period. Energy (-7%), Real Estate¹ (-6%) and Telecommunication Services (-4%) lagged the index.

Security selection was the primary detractor from performance relative to the S&P EPAC SmallCap Index during the period. Weak selection within the Financials, Materials, and Industrials sectors was only partially offset by stronger selection in Consumer Staples and Energy sectors. Sector allocation, a result of the bottom-up stock selection process, also detracted from benchmark-relative results over the period, largely due to an overweight to Consumer Discretionary and an underweight to Consumer Staples. On a regional basis, security selection within Europe, Japan and Asia ex-Japan detracted from performance relative to the S&P EPAC SmallCap Index; however, an overweight allocation to Japan contributed positively to benchmark-relative performance over the period.

The largest detractors from performance relative to the S&P EPAC SmallCap Index during the period were B&M European Value (Consumer Discretionary), Anima Holding (Financials), and N Brown Group (Consumer Discretionary). B&M European Value Retail is a U.K.-based value retailer of general merchandise. The stock traded down following the Brexit vote in June, and we believe it was oversold given its fundamentals. Anima is an Italy-based asset manager. The environment has become more challenging due to the low rates and overall health of Italy’s banking sector. Despite these difficult conditions, the company continues to grow its asset base, and we think it should be a long term beneficiary of the increasing Italian savings rate, and the continued shift of retirement assets to asset managers. N Brown Group is a U.K. based internet and catalogue home shopping company. Much of their cost base is in U.S. Dollar, which became much more challenging with the British pound (GBP) sell-off following Brexit, leading us to sell our position shortly after.

Top contributors to performance relative to the S&P EPAC SmallCap Index during the period were Kyudenko (Industrials), Gategroup (Industrials), and Nippon Shinyaku (Healthcare). Shares of Kyudenko, a Japan-based facilities engineering firm with roughly half of its market cap in its solar asset portfolio, rose during the period. The company is benefiting from a healthy construction cycle in Japan, as well as investors finally realizing the value in their sizable solar asset portfolio. Additionally we believe its shares remained inexpensive during the period. Switzerland-based Gategroup is a leading provider of catering, hospitality, and logistics services to the travel industry. In April, the company was bid for by HNA Group, a Chinese travel and logistics conglomerate. Gategroup’s board of directors unanimously approved the deal. Shares of Nippon Shinyaku, a Japanese pharmaceutical company, rallied during the period after reporting strong results, with double digit operating profit growth. Actelion’s launch of Pulmonary Arterial Hypertension (PAH) drug, Selexipag has been stronger than expected, which should increase the royalty for Nippon Shinyaku.

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

What is the outlook?

We continue to focus on what we believe are high quality companies with strong balance sheets and good business models that we believe are attractively valued relative to their global industry. Further, we buy companies whose results we think will exceed consensus expectations over the next two to three years. We think a disciplined approach to valuation and an orientation leads to better results in down markets and overall performance over time towards high quality companies.

The Fund’s sector and regional positioning continue to reflect the opportunities that we find most attractive according to the criteria of our investment philosophy and process. At the end of the period, the Fund was most overweight the Consumer Discretionary, Healthcare, and Materials sectors relative to the S&P EPAC SmallCap Index, while the Fund’s largest underweights were to the Real Estate, Information Technology, and Consumer Staples sectors. On a regional basis, the Fund was most overweight Japan where we continue to find what we consider to be the most attractive opportunities, while developed Asia ex-Japan remains the Fund’s largest underweight.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

33

The Hartford International Small Company Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Small-cap securities can have greater risk and volatility than large-cap securities.

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		24.3	%
Consumer Staples		2.9
Energy		2.2
Financials		11.7
Health Care		14.5
Industrials		21.3
Information Technology		6.6
Materials		10.4
Real Estate		3.8
Telecommunication Services		1.1
Total		98.8	%
Short-Term Investments		1.3	%
Other Assets & Liabilities		(0.1	)
Total		100.0	%

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

Composition by Currency

as of October 31, 2016

Description	Percentage of Net Assets
Australian Dollar		6.9	%
British Pound		16.5
Danish Krone		0.8
Euro		32.8
Hong Kong Dollar		1.4
Japanese Yen		34.1
Norwegian Krone		0.9
South Korean Won		1.6
Swedish Krona		0.7
Swiss Franc		2.2
Taiwanese Dollar		0.9
United States Dollar		1.3
Other Assets & Liabilities		(0.1	)
Total		100.0	%

34

The Hartford International Value Fund inception 05/28/2010

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
International Value A2		8.38%		8.69%		9.10%
International Value A3		2.42%		7.47%		8.15%
International Value C2		7.70%		7.97%		8.37%
International Value C3		6.70%		7.97%		8.37%
International Value I2		8.84%		9.10%		9.50%
International Value R32		8.08%		8.43%		8.83%
International Value R42		8.48%		8.77%		9.17%
International Value R52		8.83%		9.10%		9.50%
International Value Y2		8.90%		9.54%		9.87%
MSCI EAFE Value Index		-2.75%		4.77%		5.61%
MSCI EAFE Index		-2.74%		5.48%		6.52%

¹  Inception: 05/28/2010

²  Without sales charge

³  With sales charge

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

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

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI EAFE Value Index is a free float-adjusted market capitalization-weighted index that is designed to measure developed market equity performance (excluding the U.S. and Canada) of the value securities within the MSCI EAFE Index.

MSCI EAFE Index is a free float-adjusted market capitalization index that is designed to measure the equity market performance of developed markets, excluding the U.S. & Canada. The MSCI EAFE Index consists of the following 21 developed market country indices: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom.

You cannot invest directly in an index.

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

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

Effective on the close of business on November 28, 2014, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

35

The Hartford International Value Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
International Value Class A		1.36%		1.36%
International Value Class C		2.02%		2.02%
International Value Class I		0.99%		0.99%
International Value Class R3		1.61%		1.61%
International Value Class R4		1.31%		1.31%
International Value Class R5		1.00%		1.00%
International Value Class Y		0.91%		0.91%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

James H. Shakin, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Andrew M. Corry, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford International Value Fund returned 8.38% before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmarks, the MSCI EAFE Value Index and the MSCI EAFE Index, which returned -2.75% and -2.74%, respectively, for the same period. The Fund also outperformed the -0.93% average return of the Lipper International Multi Cap Value Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

International equities, as measured by the MSCI All Country World ex USA Index, were relatively flat over the period. To begin the period, geopolitical tensions flared up during November, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing

worries about a hard landing in China, fears that Chinese yuan weakness could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The Brexit vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the Fed’s statements during May suggesting plans to further raise rates during 2016. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

36

The Hartford International Value Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit shock. The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

Seven out of eleven sectors in the MSCI EAFE Value Index fell during the period. Within the index, Healthcare (-10%), Financials¹ (-7%), and Utilities (-6%) sectors lagged the most. Materials (+15%), Energy (+5%), and Industrials (+5%) performed the best.

Security selection was the primary driver of outperformance relative to the MSCI EAFE Value Index during the period. Strong selection within the Information Technology, Materials, and Consumer Discretionary sectors more than offset weaker selection within Financials. Sector allocation, a result of bottom-up stock selection decisions, also contributed positively to outperformance relative to the MSCI EAFE Value Index during the period. Most notably, the Fund’s overweight to Materials and underweights to Financials and Real Estate contributed positively to relative returns over the period. On a regional basis, security selection in Japan and Europe, as well as out-of-benchmark allocations to Emerging Markets and Canada contributed to returns relative to the MSCI EAFE Value Index over the period. An underweight to Asia detracted from relative performance.

Over the period, Resolute Mining (Materials), Oriflame Holding (Consumer Discretionary), and DeNA Co (Information Technology) were positive contributors to performance relative to the MSCI EAFE Value Index. Resolute Mining, and several other precious metals miners in the portfolio, rallied sharply during the period as Gold was perceived as a safe haven amid the market volatility. Additionally, there was increased skepticism early in the year that the Fed would increase rates in the near future and increased cynicism surrounding what additional tools might be utilized if economic growth falters. Oriflame Holding is a Switzerland-based producer of cosmetic products. Oriflame shifted focus to underpenetrated growth markets in Latin America and Asia, which was broadly viewed as a success. Shares of DeNa Co, a Japan-based internet company focused on social games, e-commerce, and other web services, rose during the period as a result of their partnership with Nintendo to assist with their back-end server work and monetization of their mobile games.

The stock also outperformed in May 2016 following the release of increased profit guidance and beating first quarter results. Petrobras (Energy) and Kinross Gold (Materials) were top absolute contributors over the period.

The largest detractors relative to the MSCI EAFE Value Index over the period were Banco Popular (Financials), UniCredit (Financials), and Glencore (Materials). Banco Popular is a Spanish bank which underperformed during the period as the company announced a €2.5 billion rights issue to improve its non-performing loans (NPL) coverage ratio, particularly in its real estate portfolio. We used the capital raise to increase the Fund’s position. UniCredit is one of several Italian banks that have been plagued by several factors including crippling non-performing loans throughout the industry coupled with a low interest rate environment. Not owning the benchmark constituent Glencore, a U.K.-based global commodities supplier, detracted from returns. UBS (Financials) and Ericsson LM Tel (Information Technology) were top absolute detractors over the period.

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

What is the outlook?

We continue to focus on opportunities which fit into our framework of looking for equities with low relative price, low expectations, and low valuations that generally feature strong balance sheets and significant potential upside. The third quarter saw a strong recovery in value equities, especially in Japan. It has also now been 30 months since the Japanese market hit a 40 year relative price low, as measured by the MSCI Japan Index versus the rest of the world as measured by the MSCI World Index. This means several of the Fund’s Japanese names, particularly in the Technology sector, have performed well and we have trimmed or sold them. While we have recycled some of the proceeds into some newer Japanese positions, our overall bias has been to reduce our large Japanese stock position somewhat. On the other hand, European equities have generally lagged other regions, and are now flirting with their own multi-decadal relative price lows. Much of the proceeds of the Fund’s recent selling have gone into European names, particularly into out-of-favor cyclical areas like Industrials, Consumer Discretionary, and Technology. These additions have somewhat reduced the Fund’s large underweight to the region and our bias is to continue doing so.

As a result of bottom-up stock selection, the Fund ended the period most overweight the Information Technology, Materials, and Consumer Discretionary sectors and most underweight the Financials, Real Estate, and Utilities sectors relative to the MSCI EAFE Value Index. On a country basis, the Fund ended the period

¹  Effective September 1, 2016 a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

37

The Hartford International Value Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

with the largest overweights to Japan and Russia and the largest underweights to the U.K. and Australia.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		12.8	%
Consumer Staples		1.9
Energy		10.9
Financials		22.1
Health Care		4.9
Industrials		13.3
Information Technology		11.6
Materials		11.1
Real Estate		0.4
Telecommunication Services		3.4
Utilities		2.2
Total		94.6	%
Short-Term Investments		4.3	%
Other Assets & Liabilities		1.1
Total		100.0	%

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

Composition by Currency

as of October 31, 2016

Description	Percentage of Net Assets
Australian Dollar		0.6	%
Brazilian Real		0.8
British Pound		10.3
Canadian Dollar		1.6
Danish Krone		0.8
Euro		26.2
Hong Kong Dollar		1.3
Hungarian Forint		0.5
Indian Rupee		1.0
Indonesian Rupiah		0.1
Japanese Yen		37.3
Norwegian Krone		1.0
South African Rand		1.1
South Korean Won		2.3
Swedish Krona		1.1
Swiss Franc		3.9
Taiwanese Dollar		0.6
United States Dollar		8.4
Other Assets & Liabilities		1.1
Total		100.0	%

38

International/Global Equity Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2016 through October 31, 2016.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/366 (to reflect the one-half year period).

Hartford Emerging Markets Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,111.90	$	9.24	$	1,000.00	$	1,016.39	$	8.82		1.74	%		184		366
Class C	$	1,000.00	$	1,108.00	$	13.19	$	1,000.00	$	1,012.62	$	12.60		2.49	%		184		366
Class I	$	1,000.00	$	1,113.70	$	7.12	$	1,000.00	$	1,018.40	$	6.80		1.34	%		184		366
Class R3	$	1,000.00	$	1,111.40	$	9.82	$	1,000.00	$	1,015.84	$	9.37		1.85	%		184		366
Class R4	$	1,000.00	$	1,114.20	$	6.64	$	1,000.00	$	1,018.85	$	6.34		1.25	%		184		366
Class R5	$	1,000.00	$	1,119.50	$	0.64	$	1,000.00	$	1,024.53	$	0.61		0.12	%		184		366
Class Y	$	1,000.00	$	1,115.30	$	6.81	$	1,000.00	$	1,018.70	$	6.50		1.28	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

39

International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

Hartford Environmental Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,051.00	$	5.83	$	1,000.00	$	1,019.46	$	5.74		1.13	%		184		366
Class C	$	1,000.00	$	1,047.50	$	9.57	$	1,000.00	$	1,015.79	$	9.42		1.86	%		184		366
Class I	$	1,000.00	$	1,052.90	$	4.49	$	1,000.00	$	1,020.76	$	4.42		0.87	%		184		366
Class R3	$	1,000.00	$	1,049.30	$	8.24	$	1,000.00	$	1,017.09	$	8.11		1.60	%		184		366
Class R4	$	1,000.00	$	1,050.10	$	6.70	$	1,000.00	$	1,018.60	$	6.60		1.30	%		184		366
Class R5	$	1,000.00	$	1,052.00	$	5.16	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class R6	$	1,000.00	$	1,052.90	$	4.64	$	1,000.00	$	1,020.61	$	4.57		0.90	%		184		366
Class Y	$	1,000.00	$	1,052.90	$	4.64	$	1,000.00	$	1,020.61	$	4.57		0.90	%		184		366

Hartford Global Capital Appreciation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,018.90	$	6.39	$	1,000.00	$	1,018.80	$	6.39		1.26	%		184		366
Class B	$	1,000.00	$	1,015.80	$	10.18	$	1,000.00	$	1,015.03	$	10.18		2.01	%		184		366
Class C	$	1,000.00	$	1,015.70	$	10.13	$	1,000.00	$	1,015.08	$	10.13		2.00	%		184		366
Class I	$	1,000.00	$	1,020.90	$	4.98	$	1,000.00	$	1,020.21	$	4.98		0.98	%		184		366
Class R3	$	1,000.00	$	1,019.20	$	6.90	$	1,000.00	$	1,018.30	$	6.90		1.36	%		184		366
Class R4	$	1,000.00	$	1,020.60	$	5.38	$	1,000.00	$	1,019.81	$	5.38		1.06	%		184		366
Class R5	$	1,000.00	$	1,021.50	$	4.88	$	1,000.00	$	1,020.31	$	4.88		0.96	%		184		366
Class Y	$	1,000.00	$	1,021.90	$	4.42	$	1,000.00	$	1,020.76	$	4.42		0.87	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

Hartford Global Equity Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,021.00	$	6.45	$	1,000.00	$	1,018.75	$	6.44		1.27	%		184		366
Class B	$	1,000.00	$	1,017.30	$	10.24	$	1,000.00	$	1,014.98	$	10.23		2.02	%		184		366
Class C	$	1,000.00	$	1,017.60	$	10.24	$	1,000.00	$	1,014.98	$	10.23		2.02	%		184		366
Class I	$	1,000.00	$	1,022.70	$	4.88	$	1,000.00	$	1,020.31	$	4.88		0.96	%		184		366
Class R3	$	1,000.00	$	1,020.40	$	7.47	$	1,000.00	$	1,017.75	$	7.46		1.47	%		184		366
Class R4	$	1,000.00	$	1,021.80	$	5.95	$	1,000.00	$	1,019.26	$	5.94		1.17	%		184		366
Class R5	$	1,000.00	$	1,023.20	$	4.42	$	1,000.00	$	1,020.76	$	4.42		0.87	%		184		366
Class Y	$	1,000.00	$	1,023.80	$	4.22	$	1,000.00	$	1,020.96	$	4.22		0.83	%		184		366

40

International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

Hartford International Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,031.90	$	6.08	$	1,000.00	$	1,019.15	$	6.04		1.19	%		184		366
Class B	$	1,000.00	$	1,027.60	$	9.63	$	1,000.00	$	1,015.64	$	9.58		1.89	%		184		366
Class C	$	1,000.00	$	1,027.80	$	9.89	$	1,000.00	$	1,015.38	$	9.83		1.94	%		184		366
Class I	$	1,000.00	$	1,034.00	$	4.55	$	1,000.00	$	1,020.66	$	4.52		0.89	%		184		366
Class R3	$	1,000.00	$	1,031.90	$	7.25	$	1,000.00	$	1,018.00	$	7.20		1.42	%		184		366
Class R4	$	1,000.00	$	1,033.00	$	5.77	$	1,000.00	$	1,019.46	$	5.74		1.13	%		184		366
Class R5	$	1,000.00	$	1,037.60	$	0.56	$	1,000.00	$	1,024.58	$	0.56		0.11	%		184		366
Class Y	$	1,000.00	$	1,034.00	$	4.04	$	1,000.00	$	1,021.17	$	4.01		0.79	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford International Growth Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,026.00	$	6.72	$	1,000.00	$	1,018.50	$	6.70		1.32	%		184		366
Class B	$	1,000.00	$	1,021.80	$	10.52	$	1,000.00	$	1,014.73	$	10.48		2.07	%		184		366
Class C	$	1,000.00	$	1,021.80	$	10.52	$	1,000.00	$	1,014.73	$	10.48		2.07	%		184		366
Class I	$	1,000.00	$	1,027.90	$	5.20	$	1,000.00	$	1,020.01	$	5.18		1.02	%		184		366
Class R3	$	1,000.00	$	1,024.10	$	8.24	$	1,000.00	$	1,016.99	$	8.21		1.62	%		184		366
Class R4	$	1,000.00	$	1,026.20	$	6.72	$	1,000.00	$	1,018.50	$	6.70		1.32	%		184		366
Class R5	$	1,000.00	$	1,026.80	$	5.20	$	1,000.00	$	1,020.01	$	5.18		1.02	%		184		366
Class Y	$	1,000.00	$	1,028.30	$	4.95	$	1,000.00	$	1,020.26	$	4.93		0.97	%		184		366

The Hartford International Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,008.40	$	5.96	$	1,000.00	$	1,019.20	$	5.99		1.18	%		184		366
Class B	$	1,000.00	$	1,003.90	$	10.17	$	1,000.00	$	1,014.98	$	10.23		2.02	%		184		366
Class C	$	1,000.00	$	1,004.80	$	9.68	$	1,000.00	$	1,015.48	$	9.73		1.92	%		184		366
Class I	$	1,000.00	$	1,010.60	$	4.50	$	1,000.00	$	1,020.66	$	4.52		0.89	%		184		366
Class R3	$	1,000.00	$	1,007.60	$	7.27	$	1,000.00	$	1,017.90	$	7.30		1.44	%		184		366
Class R4	$	1,000.00	$	1,008.80	$	5.71	$	1,000.00	$	1,019.46	$	5.74		1.13	%		184		366
Class R5	$	1,000.00	$	1,010.10	$	4.19	$	1,000.00	$	1,020.96	$	4.22		0.83	%		184		366
Class R6	$	1,000.00	$	1,010.70	$	3.74	$	1,000.00	$	1,021.42	$	3.76		0.74	%		184		366
Class Y	$	1,000.00	$	1,010.70	$	3.69	$	1,000.00	$	1,021.47	$	3.71		0.73	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

41

International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

The Hartford International Small Company Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	981.20	$	7.32	$	1,000.00	$	1,017.75	$	7.46		1.47	%		184		366
Class B	$	1,000.00	$	977.60	$	11.28	$	1,000.00	$	1,013.73	$	11.49		2.27	%		184		366
Class C	$	1,000.00	$	977.80	$	10.94	$	1,000.00	$	1,014.08	$	11.14		2.20	%		184		366
Class I	$	1,000.00	$	983.30	$	5.48	$	1,000.00	$	1,019.61	$	5.58		1.10	%		184		366
Class R3	$	1,000.00	$	980.70	$	8.17	$	1,000.00	$	1,016.89	$	8.31		1.64	%		184		366
Class R4	$	1,000.00	$	982.20	$	6.68	$	1,000.00	$	1,018.40	$	6.80		1.34	%		184		366
Class R5	$	1,000.00	$	983.00	$	5.23	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class Y	$	1,000.00	$	984.40	$	4.89	$	1,000.00	$	1,020.21	$	4.98		0.98	%		184		366

The Hartford International Value Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,086.80	$	6.92	$	1,000.00	$	1,018.50	$	6.70		1.32	%		184		366
Class C	$	1,000.00	$	1,082.70	$	10.31	$	1,000.00	$	1,015.23	$	9.98		1.97	%		184		366
Class I	$	1,000.00	$	1,088.90	$	5.09	$	1,000.00	$	1,020.26	$	4.93		0.97	%		184		366
Class R3	$	1,000.00	$	1,084.50	$	8.38	$	1,000.00	$	1,017.09	$	8.11		1.60	%		184		366
Class R4	$	1,000.00	$	1,087.00	$	6.77	$	1,000.00	$	1,018.65	$	6.55		1.29	%		184		366
Class R5	$	1,000.00	$	1,088.60	$	5.25	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class Y	$	1,000.00	$	1,089.40	$	4.62	$	1,000.00	$	1,020.71	$	4.47		0.88	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

42

Hartford Emerging Markets Equity Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9%
		Brazil - 8.3%
	173,500	Banco Bradesco S.A. (Preference Shares)	$	1,817,619
	19,740	Banco do Brasil S.A.		181,136
	63,009	Banco Santander Brasil S.A. ADR		515,414
	84,463	BM&FBovespa S.A. - Bolsa de Valores Mercadorias e Futuros		497,464
	33,700	Cia de Saneamento Basico do Estado de Sao Paulo		355,793
	13,947	Cia Paranaense de Energia ADR		159,135
	24,059	Cosan Ltd. Class A		214,125
	16,100	Equatorial Energia S.A.		287,197
	47,200	Gerdau S.A. (Preference Shares)		162,953
	35,981	Hypermarcas S.A.		301,645
	82,021	Kroton Educacional S.A.		408,563
	7,197	M Dias Branco S.A.		307,338
	53,104	MRV Engenharia e Participacoes S.A.		205,628
	27,281	Qualicorp S.A.		175,549
	14,416	Raia Drogasil S.A.		320,024
	35,192	Smiles S.A.		642,320
	11,200	Telefonica Brasil S.A. (Preference Shares)		162,035
				6,713,938
		Chile - 0.4%
	54,359	Cencosud S.A.		177,210
	29,000	Enersis Chile S.A.		144,130
				321,340
		China - 21.2%
	496,042	Agile Group Holdings Ltd.		274,972
	1,522,520	Agricultural Bank of China Ltd. Class H		640,480
	17,933	Alibaba Group Holding Ltd. ADR*		1,823,607
	102,756	Anhui Conch Cement Co., Ltd. Class H		284,009
	1,445,019	Bank of China Ltd. Class H		647,540
	1,287,568	Bank of Communications Co., Ltd. Class H		978,646
	44,911	BYD Co., Ltd. Class H*		295,665
	428,332	China Cinda Asset Management Co., Ltd. Class H		153,879
	3,187,025	China Construction Bank Corp. Class H		2,327,315
	171,486	China Shenhua Energy Co., Ltd. Class H		355,528
	1,223,781	China Telecom Corp. Ltd. Class H		630,936
	262,500	Chongqing Rural Commercial Bank Co., Ltd. Class H		157,097
	627,522	Dongfeng Motor Group Co., Ltd. Class H		654,052
	315,000	Geely Automobile Holdings Ltd.		324,120
	248,650	Great Wall Motor Co., Ltd. Class H		242,669
	171,101	Guangzhou Automobile Group Co., Ltd. Class H		206,624
	169,200	Guangzhou R&F Properties Co., Ltd. Class H		238,459
	1,640,787	Industrial & Commercial Bank of China Ltd. Class H		984,865
	345,943	KWG Property Holding Ltd.		200,172
	112,500	Longfor Properties Co., Ltd.		149,319
	6,129	NetEase, Inc. ADR		1,575,092
	1,106,179	People’s Insurance Co. Group of China Ltd. Class H		439,519
	96,107	PICC Property & Casualty Co., Ltd. Class H		155,127
	60,276	Shanghai Pharmaceuticals Holding Co., Ltd. Class H		155,109
	543,003	Sinopec Shanghai Petrochemical Co., Ltd. Class H		276,797
	67,349	Sinopharm Group Co., Ltd. Class H		327,047
	77,019	Tencent Holdings Ltd.		2,041,182
	81,378	TravelSky Technology Ltd. Class H		173,625
	7,332	Weibo Corp. ADR*		337,345
				17,050,797

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Greece - 0.2%
	15,238	Motor Oil Hellas Corinth Refineries S.A.	$	182,460
		Hong Kong - 4.3%
	737,768	Belle International Holdings Ltd.		445,525
	140,489	China Everbright Ltd.		274,734
	157,758	China High Speed Transmission Equipment Group Co., Ltd.		163,516
	102,484	China Mobile Ltd.		1,174,097
	62,000	China Resources Land Ltd.		153,979
	249,059	China Resources Power Holdings Co., Ltd.		421,996
	461,321	Ju Teng International Holdings Ltd.		146,148
	405,903	Nine Dragons Paper Holdings Ltd.		330,004
	346,296	Shenzhen Investment Ltd.		150,937
	171,750	Shimao Property Holdings Ltd.		229,094
				3,490,030
		India - 9.4%
	125,492	Apollo Tyres Ltd.		378,907
	123,111	Bharat Petroleum Corp. Ltd.		1,236,042
	3,809	Ceat Ltd.		69,329
	42,713	Chennai Petroleum Corp. Ltd.		181,393
	51,476	Dewan Housing Finance Corp. Ltd.		254,303
	36,683	Escorts Ltd.		206,574
	13,732	HCL Technologies Ltd.		157,924
	98,397	Hindustan Petroleum Corp. Ltd.		689,700
	178,806	Housing Development & Infrastructure Ltd.*		221,612
	122,087	Indiabulls Real Estate Ltd.*		159,159
	42,625	Oil & Natural Gas Corp. Ltd.		184,266
	369,340	Power Finance Corp. Ltd.		689,669
	340,914	Rural Electrification Corp. Ltd.		688,990
	6,939	SRF Ltd.		189,900
	85,564	Sun TV Network Ltd.		704,105
	56,993	Tata Motors Ltd.		454,609
	160,929	Vedanta Ltd.		489,933
	32,365	Voltas Ltd.		187,348
	43,615	Wipro Ltd. ADR		421,757
				7,565,520
		Indonesia - 3.3%
	1,920,339	Adaro Energy Tbk PT		233,131
	1,400,998	Bank Negara Indonesia Persero Tbk PT		598,104
	45,500	Gudang Garam Tbk PT		236,737
	4,820,539	Telekomunikasi Indonesia Persero Tbk PT		1,556,425
				2,624,397
		Malaysia - 2.9%
	319,499	AirAsia Bhd		210,939
	463,355	MISC Bhd		830,615
	382,558	Tenaga Nasional Bhd		1,307,719
				2,349,273
		Malta - 0.6%
	69,967	Brait SE*		464,373
		Mexico - 3.0%
	382,323	Alfa S.A.B. de C.V. Class A		580,129
	27,894	Coca-Cola Femsa S.A.B. de C.V. Series L		209,445
	8,602	Controladora Vuela Cia de Aviacion S.A.B. de C.V. ADR*		164,384
	248,932	Kimberly-Clark de Mexico S.A.B. de C.V. Class A		536,427
	445,666	Wal-Mart de Mexico S.A.B. de C.V.		942,687
				2,433,072

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

43

Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Netherlands - 0.3%
	48,985	Steinhoff International Holdings N.V.	$	264,258
		Poland - 0.7%
	28,317	Polski Koncern Naftowy Orlen S.A.		561,026
		Qatar - 0.2%
	12,906	Barwa Real Estate Co.		113,049
		Russia - 4.2%
	249,358	Gazprom PJSC ADR		1,075,201
	28,653	Lukoil PJSC ADR		1,393,748
	69,228	Rosneft PJSC GDR		376,473
	58,684	Sberbank of Russia PJSC ADR		555,808
				3,401,230
		South Africa - 7.3%
	24,997	African Rainbow Minerals Ltd.		181,111
	10,901	AngloGold Ashanti Ltd. ADR*		149,780
	14,824	Barclays Africa Group Ltd.		172,025
	43,777	Exxaro Resources Ltd.		322,670
	63,224	Gold Fields Ltd. ADR		262,380
	33,790	Harmony Gold Mining Co., Ltd.		104,899
	53,464	Kumba Iron Ore Ltd.*		544,460
	22,282	Liberty Holdings Ltd.		191,608
	4,774	Naspers Ltd. Class N		799,551
	18,050	Nedbank Group Ltd.		295,461
	19,403	Resilient REIT Ltd.		160,517
	21,073	Shoprite Holdings Ltd.		310,983
	55,672	SPAR Group Ltd.		788,605
	94,943	Standard Bank Group Ltd.		1,007,847
	57,264	Telkom S.A. SOC Ltd.		263,958
	11,131	Tiger Brands Ltd.		316,971
				5,872,826
		South Korea - 16.9%
	25,465	Hana Financial Group, Inc.		728,354
	17,542	Hanwha Corp.		571,314
	6,968	Hyundai Development Co-Engineering & Construction		294,660
	2,390	Hyundai Mobis Co., Ltd.		570,035
	34,551	Industrial Bank of Korea		397,720
	25,257	KB Financial Group, Inc.		934,933
	6,614	KB Insurance Co., Ltd.		167,151
	18,829	Kia Motors Corp.		668,594
	24,629	Korea Electric Power Corp.		1,065,466
	5,461	KT&G Corp.		538,619
	2,936	LG Corp.		157,006
	1,309	Lotte Chemical Corp.		328,889
	212	NAVER Corp.		158,611
	5,783	Poongsan Corp.		175,728
	3,394	POSCO		706,198
	2,849	Samsung Electronics Co., Ltd.		4,075,005
	15,604	Shinhan Financial Group Co., Ltd.		596,918
	21,734	SK Hynix, Inc.		777,352
	2,729	SK Innovation Co., Ltd.		359,230
	34,131	Woori Bank		371,964
				13,643,747
		Taiwan - 10.7%
	104,263	Accton Technology Corp.		166,494
	996,636	AU Optronics Corp.		378,541
	292,106	Cheng Shin Rubber Industry Co., Ltd.		594,310
	416,571	China Life Insurance Co., Ltd.		383,980
	316,352	Compal Electronics, Inc.		188,108

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		Taiwan - 10.7% - (continued)
	661,102	Hon Hai Precision Industry Co., Ltd.	$	1,785,744
	1,520,418	Innolux Corp.		511,815
	240,787	Inventec Corp.		187,990
	69,311	Kinsus Interconnect Technology Corp.		159,946
	2,082	Largan Precision Co., Ltd.		245,624
	125,072	Lite-On Technology Corp.		179,303
	121,879	Micro-Star International Co., Ltd.		350,621
	40,556	Realtek Semiconductor Corp.		137,368
	9,895	Silicon Motion Technology Corp. ADR		401,836
	6,645	St Shine Optical Co., Ltd.		139,652
	473,131	Taiwan Semiconductor Manufacturing Co., Ltd.		2,839,425
				8,650,757
		Thailand - 1.6%
	188,585	Charoen Pokphand Foods plc		169,739
	718,700	Krung Thai Bank PCL		353,215
	43,663	PTT PCL		431,671
	273,794	Thai Union Group PCL Class F		169,764
	143,924	Thanachart Capital PCL		162,440
				1,286,829
		Turkey - 1.2%
	58,446	Akbank TAS		156,411
	358,825	Turkiye Is Bankasi		582,649
	118,626	Turkiye Vakiflar Bankasi TAO		175,827
				914,887
		United Arab Emirates - 1.2%
	213,087	Aldar Properties PJSC		152,541
	632,968	DAMAC Properties Dubai Co. PJSC		378,012
	89,210	Emirates Telecommunications Group Co. PJSC		457,692
				988,245
		Total Common Stocks (cost $71,941,874)	$	78,892,054
PREFERRED STOCKS - 0.5%
		Brazil - 0.5%
	134,900	Itausa - Investimentos - Itau S.A.*	$	398,952
		Total Preferred Stocks (cost $328,932)	$	398,952
WARRANTS - 0.0%
		Thailand - 0.0%
	1	Jasmine International PCL, Expires 7/5/20*	$	—
		Total Warrants (cost $ - )	$	—
		Total Long-Term Investments (cost $72,270,806)	$	79,291,006

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

44

Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 1.5%
		Other Investment Pools & Funds - 1.5%
	1,227,100	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	1,227,100
		Total Short-Term Investments (cost $1,227,100)	$	1,227,100

Total Investments (cost $73,497,906)^	99.9	%	$	80,518,106
Other Assets and Liabilities	0.1	%		111,075
Total Net Assets	100.0	%	$	80,629,181

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

45

Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $74,136,538 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	9,853,115
Unrealized Depreciation		(3,471,547	)
Net Unrealized Appreciation	$	6,381,568

* Non-income producing.

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Emerging Market (mini MSCI) Index Future		17		12/16/2016	$	775,764	$	767,975	$	(7,789)
Total futures contracts									$	(7,789)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations:
MSCI	Morgan Stanley Capital International
Other Abbreviations:
ADR	American Depositary Receipt
GDR	Global Depositary Receipt
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust

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

46

Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Common Stocks
Brazil	$	6,713,938		$	6,713,938		$	—	$	—
Chile		321,340			321,340			—		—
China		17,050,797			3,736,044			13,314,753		—
Greece		182,460			—			182,460		—
Hong Kong		3,490,030			—			3,490,030		—
India		7,565,520			421,757			7,143,763		—
Indonesia		2,624,397			—			2,624,397		—
Malaysia		2,349,273			2,138,334			210,939		—
Malta		464,373			—			464,373		—
Mexico		2,433,072			2,433,072			—		—
Netherlands		264,258			—			264,258		—
Poland		561,026			—			561,026		—
Qatar		113,049			—			113,049		—
Russia		3,401,230			—			3,401,230		—
South Africa		5,872,826			1,392,373			4,480,453		—
South Korea		13,643,747			—			13,643,747		—
Taiwan		8,650,757			401,836			8,248,921		—
Thailand		1,286,829			1,286,829			—		—
Turkey		914,887			—			914,887		—
United Arab Emirates		988,245			—			988,245		—
Preferred Stocks		398,952			398,952			—		—
Warrants		—			—			—		—
Short-Term Investments		1,227,100			1,227,100			—		—
Total	$	80,518,106		$	20,471,575		$	60,046,531	$	—
Liabilities
Futures Contracts(2)	$	(7,789	)	$	(7,789	)	$	—	$	—
Total	$	(7,789	)	$	(7,789	)	$	—	$	—

⁽¹⁾ For the year ended October 31, 2016, investments valued at $1,788,628 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $2,292,163 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

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

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

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

47

Hartford Environmental Opportunities Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 92.6%
		Austria - 4.0%
	4,288	Mayr Melnhof Karton AG	$	474,956
	42,102	Zumtobel Group AG		738,530
				1,213,486
		Brazil - 1.0%
	64,400	Cia Energetica de Sao Paulo Class B, (Preference Shares)		299,202
		Canada - 2.1%
	43,900	Boralex, Inc. Class A		629,714
		China - 2.5%
	632,647	China Longyuan Power Group Corp. Ltd. Class H		482,360
	56,000	ENN Energy Holdings Ltd.		263,274
				745,634
		Denmark - 2.7%
	9,927	Vestas Wind Systems A/S		795,310
		France - 5.3%
	15,956	Cie de Saint-Gobain		708,497
	30,671	Rexel S.A.		425,383
	28,531	Suez Environnement Co.		451,921
				1,585,801
		Germany - 2.9%
	535	Innogy SE*(1)		21,245
	7,527	Siemens AG		855,198
				876,443
		Hong Kong - 1.1%
	68,000	Beijing Enterprises Holdings Ltd.		339,853
		Ireland - 0.2%
	1,598	Adient plc*		72,725
		Japan - 9.8%
	4,610	Daikin Industries Ltd.		441,775
	37,000	Fujitsu General Ltd.		849,028
	118,000	IHI Corp.*		310,424
	12,800	Kyudenko Corp.		412,374
	13,650	Park24 Co., Ltd.		421,768
	32,500	Sekisui Chemical Co., Ltd.		511,832
				2,947,201
		Norway - 1.8%
	49,476	Tomra Systems ASA		537,136
		Spain - 6.1%
	110,680	EDP Renovaveis S.A.		836,116
	99,994	Iberdrola S.A.		680,504
	14,432	Red Electrica Corp. S.A.		300,654
				1,817,274
		Sweden - 2.0%
	25,046	Electrolux AB Series B		592,797
		Switzerland - 2.2%
	31,395	ABB Ltd.*		647,692
		United Kingdom - 1.6%
	7,155	Delphi Automotive plc		465,576
		United States - 47.3%
	61,221	Advanced Emissions Solutions, Inc.*		497,114
	10,939	American Water Works Co., Inc.		809,924
	16,211	Applied Materials, Inc.		471,416
	13,163	AquaVenture Holdings Ltd.*		279,450
	23,520	Avangrid, Inc.		926,923

Shares or Principal Amount			Market Value†
COMMON STOCKS - 92.6% - (continued)
		United States - 47.3% - (continued)
	9,870	Eaton Corp. plc	$	629,410
	5,878	Edison International		431,915
	11,323	First Solar, Inc.*		458,468
	35,887	Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT		820,377
	5,219	Hubbell, Inc. Class B		545,490
	5,358	Illinois Tool Works, Inc.		608,508
	12,033	Itron, Inc.*		648,579
	15,980	Johnson Controls International plc		644,314
	64,522	Mueller Water Products, Inc. Class A		794,911
	6,623	NextEra Energy, Inc.		847,744
	12,602	Owens Corning		614,726
	14,912	Pattern Energy Group, Inc.		333,283
	8,558	Pentair plc		471,803
	5,354	Rogers Corp.*		291,418
	8,769	Sempra Energy		939,160
	11,991	Waste Management, Inc.		787,329
	7,754	Watts Water Technologies, Inc. Class A		465,240
	17,773	Xylem, Inc.		858,969
				14,176,471
		Total Common Stocks (cost $24,776,632)	$	27,742,315
		Total Long-Term Investments (cost $24,776,632)	$	27,742,315
SHORT-TERM INVESTMENTS - 6.4%
		Other Investment Pools & Funds - 6.4%
	1,901,466	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	1,901,466
		Total Short-Term Investments (cost $1,901,466)	$	1,901,466

Total Investments (cost $26,678,098)^	99.0	%	$	29,643,781
Other Assets and Liabilities	1.0	%		313,284
Total Net Assets	100.0	%	$	29,957,065

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

48

Hartford Environmental Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $26,643,165 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	3,552,072
Unrealized Depreciation		(551,456	)
Net Unrealized Appreciation	$	3,000,616

* Non-income producing.

⁽¹⁾ Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2016, the aggregate value of this security was $21,245, which represents 0.1% of total net assets.

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

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

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

49

Hartford Environmental Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Austria	$	1,213,486	$	—	$	1,213,486	$	—
Brazil		299,202		299,202		—		—
Canada		629,714		629,714		—		—
China		745,634		—		745,634		—
Denmark		795,310		—		795,310		—
France		1,585,801		—		1,585,801		—
Germany		876,443		21,245		855,198		—
Hong Kong		339,853		—		339,853		—
Ireland		72,725		72,725		—		—
Japan		2,947,201		—		2,947,201		—
Norway		537,136		—		537,136		—
Spain		1,817,274		—		1,817,274		—
Sweden		592,797		—		592,797		—
Switzerland		647,692		—		647,692		—
United Kingdom		465,576		465,576		—		—
United States		14,176,471		14,176,471		—		—
Short-Term Investments		1,901,466		1,901,466		—		—
Total	$	29,643,781	$	17,566,399	$	12,077,382	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

50

Hartford Global Capital Appreciation Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5%
		Automobiles & Components - 2.3%
	1,881,518	Chongqing Changan Automobile Co., Ltd. Class B	$	2,868,791
	128,988	Delphi Automotive plc		8,393,249
	145,300	Goodyear Tire & Rubber Co.		4,218,059
	55,770	Magna International, Inc.		2,289,759
	59,600	Mazda Motor Corp.		988,393
	198,100	Toyo Tire & Rubber Co., Ltd.		3,072,603
	94,000	Tung Thih Electronic Co., Ltd.		1,371,487
				23,202,341
		Banks - 7.3%
	386,218	Banco Santander S.A.		1,892,478
	1,340,000	Bank Central Asia Tbk PT		1,593,186
	340,567	Bank of America Corp.		5,619,355
	6,267,142	Bank of Ireland*		1,341,498
	33,569	Bank of Nova Scotia		1,804,669
	49,127	Bank of NT Butterfield & Son Ltd.*		1,242,913
	33,969	BNP Paribas S.A.		1,969,633
	429,090	CaixaBank S.A.		1,294,731
	2,242,000	China Construction Bank Corp. Class H		1,637,213
	132,703	Citigroup, Inc.		6,522,352
	52,979	Citizens Financial Group, Inc.		1,395,467
	1,400,142	Eurobank Ergasias S.A.*		826,925
	640,147	FinecoBank Banca Fineco S.p.A.		3,740,991
	454,988	Genworth Mortgage Insurance Australia Ltd.		1,057,596
	425,724	ICICI Bank Ltd.		1,770,772
	665,930	ICICI Bank Ltd. ADR		5,520,560
	120,028	ING Groep N.V.		1,575,609
	640,218	Itau Unibanco Holding S.A. ADR		7,637,797
	115,153	JP Morgan Chase & Co.		7,975,497
	149,263	LIC Housing Finance Ltd.		1,316,466
	11,861	M&T Bank Corp.		1,455,701
	353,200	Mitsubishi UFJ Financial Group, Inc.		1,822,444
	193,176	Nordea Bank AB		2,030,111
	59,386	PNC Financial Services Group, Inc.		5,677,302
	684,100	Sberbank of Russia PJSC ADR		6,479,241
				75,200,507
		Capital Goods - 6.1%
	53,020	AerCap Holdings N.V.*		2,179,652
	43,517	Airbus Group SE		2,584,034
	56,359	Alstom S.A.*		1,514,461
	54,705	Atlas Copco AB Class A		1,602,587
	590,683	Balfour Beatty plc		1,958,413
	346,500	Beijing Enterprises Holdings Ltd.		1,731,748
	17,715	Caterpillar, Inc.		1,478,494
	53,761	Cie de Saint-Gobain		2,387,159
	917,993	Cobham plc		1,601,667
	133,700	Denyo Co., Ltd.		1,659,256
	45,443	Eaton Corp. plc		2,897,900
	113,789	Ellaktor S.A.*		154,659
	47,032	Fortive Corp.		2,400,984
	18,340	General Dynamics Corp.		2,764,572
	144,400	Hino Motors Ltd.		1,573,989
	45,298	Honeywell International, Inc.		4,968,285
	551,430	IHI Corp.*		1,450,655
	28,583	Legrand S.A.		1,614,849
	75,894	Leonardo-Finmeccanica S.p.A.*		924,119
	13,498	Lockheed Martin Corp.		3,325,637
	22,949	Middleby Corp.*		2,572,812
	444,510	Mitsubishi Heavy Industries Ltd.		1,901,554

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Capital Goods - 6.1% - (continued)
	16,160	Owens Corning	$	788,285
	289,226	QinetiQ Group plc		814,502
	16,843	Rheinmetall AG		1,169,205
	463,320	Sanwa Holdings Corp.		4,614,360
	48,434	Schneider Electric SE		3,257,190
	37,113	Siemens AG		4,216,680
	23,764	United Technologies Corp.		2,428,681
				62,536,389
		Commercial & Professional Services - 1.5%
	134,400	Atento S.A.*		1,209,600
	171,620	Experian plc		3,299,315
	136,193	IHS Markit Ltd.*		5,010,541
	2,210	Klarna Holding AB(1)(2)(3)		235,599
	26,620	Nielsen Holdings plc		1,198,432
	110,995	Nippon Kanzai Co., Ltd.		1,618,505
	3,300,611	Spotless Group Holdings Ltd.		2,503,837
				15,075,829
		Consumer Durables & Apparel - 2.3%
	46,584	Brunello Cucinelli S.p.A.		922,522
	1,346,307	Cairn Homes plc*		1,741,810
	249,238	Crocs, Inc.*		1,916,640
	10,765,240	Global Brands Group Holding Ltd.*		1,219,333
	130,841	NIKE, Inc. Class B		6,565,602
	39,427	Pandora A/S		5,127,698
	75,557	Persimmon plc		1,564,018
	14,571	Ralph Lauren Corp.		1,429,415
	501,380	Samsonite International S.A.		1,576,369
	20,394	VF Corp.		1,105,559
				23,168,966
		Consumer Services - 3.3%
	9,975	Chipotle Mexican Grill, Inc.*		3,598,581
	158,280	Compass Group plc		2,863,962
	2,343,435	Genting Singapore plc		1,254,011
	110,595	Hilton Worldwide Holdings, Inc.		2,499,447
	38,800	HIS Co., Ltd.		1,058,964
	967,866	Kroton Educacional S.A.		4,821,137
	741,789	Ladbrokes plc		1,211,087
	110,550	Las Vegas Sands Corp.		6,398,634
	1,070,730	Mandarin Oriental International Ltd.		1,495,333
	33,204	McDonald’s Corp.		3,737,774
	122,273	OPAP S.A.		1,042,873
	6,478	Panera Bread Co. Class A*		1,235,743
	538,370	Sands China Ltd.		2,336,394
				33,553,940
		Diversified Financials - 2.8%
	85,125	Amundi S.A.(1)		4,174,491
	477,208	Anima Holding S.p.A.(1)		2,324,841
	155,453	Banca Generali S.p.A.		3,456,746
	3,651	BlackRock, Inc.		1,245,867
	389,600	BM&FBovespa S.A. - Bolsa de Valores Mercadorias e Futuros		2,294,637
	243,831	Cerved Information Solutions S.p.A.		1,962,581
	231,065	Ichiyoshi Securities Co., Ltd.		1,732,519
	14,847	Intercontinental Exchange, Inc.		4,014,480
	81,500	OneMain Holdings, Inc.*		2,309,710
	52,608	Raymond James Financial, Inc.		3,162,793
	103,440	UBS Group AG		1,462,399

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

51

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Diversified Financials - 2.8% - (continued)
	85,005	WisdomTree Investments, Inc.	$	729,343
				28,870,407
		Energy - 6.2%
	106,469	Anadarko Petroleum Corp.		6,328,517
	72,811	Baker Hughes, Inc.		4,033,729
	50,450	Cabot Oil & Gas Corp.		1,053,396
	71,760	Canadian Natural Resources Ltd.		2,275,510
	27,216	Chevron Corp.		2,850,876
	171,884	Cobalt International Energy, Inc.*		162,276
	3,570	Concho Resources, Inc.*		453,176
	27,723	Diamondback Energy, Inc.*		2,530,833
	96,698	Eni S.p.A.		1,403,306
	78,109	Halliburton Co.		3,593,014
	21,564	Helmerich & Payne, Inc.		1,360,904
	18,215	Hess Corp.		873,774
	5,439,000	Hilong Holding Ltd.		1,297,580
	92,825	Imperial Oil Ltd.		3,010,428
	164,888	Kinder Morgan, Inc.		3,368,662
	205,983	Marathon Oil Corp.		2,714,856
	52,194	Newfield Exploration Co.*		2,118,554
	40,291	Petroleo Brasileiro S.A. ADR*		470,196
	42,040	Pioneer Natural Resources Co.		7,526,001
	200,627	Repsol S.A.		2,801,252
	785,801	Rosneft PJSC GDR		4,273,313
	87,418	Royal Dutch Shell plc Class B		2,254,729
	20,347	Schlumberger Ltd.		1,591,746
	91,979	Southwestern Energy Co.*		955,662
	39,070	Total S.A.		1,871,644
	7,700	TransCanada Corp.		348,575
	225,572	Trican Well Service Ltd.*		484,342
	166,668	WPX Energy, Inc.*		1,810,014
				63,816,865
		Food & Staples Retailing - 1.2%
	14,200	Alimentation Couche-Tard, Inc. Class B		713,335
	38,440	Costco Wholesale Corp.		5,684,122
	52,610	Seven & I Holdings Co., Ltd.		2,195,905
	39,193	Walgreens Boots Alliance, Inc.		3,242,437
				11,835,799
		Food, Beverage & Tobacco - 4.4%
	9,993	Anheuser-Busch InBev N.V.		1,146,894
	143,673	British American Tobacco plc		8,234,321
	636,103	C&C Group plc		2,443,988
	2,184	CJ CheilJedang Corp.		666,286
	132,806	Coca-Cola Co.		5,630,974
	73,027	Coca-Cola HBC AG*		1,575,916
	150,826	Diageo plc		4,014,466
	65,000	Heineken Malaysia Bhd		266,125
	35,348	Heineken N.V.		2,911,551
	85,324	Mondelez International, Inc. Class A		3,834,461
	17,247	Monster Beverage Corp.*		2,489,432
	51,588	Nestle S.A.		3,740,845
	107,150	Nomad Foods Ltd.*		1,316,873
	28,024	PepsiCo, Inc.		3,004,173
	13,100	Philip Morris International, Inc.		1,263,364
	611,609	Vina Concha y Toro S.A.		1,067,380
	676,289	Yantai Changyu Pioneer Wine Co., Ltd. Class B		1,861,362
				45,468,411

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Health Care Equipment & Services - 3.8%
	12,734	ABIOMED, Inc.*	$	1,336,943
	93,100	Acadia Healthcare Co., Inc.*		3,347,876
	27,937	Align Technology, Inc.*		2,400,347
	16,572	athenahealth, Inc.*		1,712,219
	9,733	Boston Scientific Corp.*		214,126
	40,650	Cardinal Health, Inc.		2,792,249
	39,244	DexCom, Inc.*		3,070,451
	29,443	Edwards Lifesciences Corp.*		2,803,562
	77,805	Envision Healthcare Holdings, Inc.*		1,538,983
	17,183	Essilor International S.A.		1,930,913
	53,446	HCA Holdings, Inc.*		4,090,222
	18,913	McKesson Corp.		2,405,166
	48,085	Medtronic plc		3,943,932
	2,512,000	Shandong Weigao Group Medical Polymer Co., Ltd. Class H		1,635,428
	38,756	UnitedHealth Group, Inc.		5,477,385
				38,699,802
		Household & Personal Products - 2.9%
	26,491	Beiersdorf AG		2,335,437
	109,763	Colgate-Palmolive Co.		7,832,688
	207,704	Coty, Inc. Class A*		4,775,115
	30,332	Estee Lauder Cos., Inc. Class A		2,642,827
	45,600	Hypermarcas S.A.		382,286
	3,024	LG Household & Health Care Ltd.		2,163,182
	24,249	Procter & Gamble Co.		2,104,813
	40,511	Reckitt Benckiser Group plc		3,624,135
	96,745	Unilever N.V.		4,045,876
				29,906,359
		Insurance - 3.5%
	86,766	American International Group, Inc.		5,353,462
	102,174	Assicurazioni Generali S.p.A.		1,319,817
	31,305	Chubb Ltd.		3,975,735
	215,950	Delta Lloyd N.V.		1,304,626
	23,377	Marsh & McLennan Cos., Inc.		1,481,868
	132,630	MetLife, Inc.		6,228,305
	41,780	MS&AD Insurance Group Holdings, Inc.		1,240,315
	27,729	Principal Financial Group, Inc.		1,514,003
	46,200	Prudential Financial, Inc.		3,917,298
	143,893	QBE Insurance Group Ltd.		1,090,203
	68,700	T&D Holdings, Inc.		830,779
	60,530	Tokio Marine Holdings, Inc.		2,387,506
	38,484	Unum Group		1,362,334
	13,519	Zurich Insurance Group AG*		3,538,686
				35,544,937
		Materials - 5.3%
	18,700	Agrium, Inc.		1,717,034
	14,528	Akzo Nobel N.V.		938,669
	192,385	Anglo American plc*		2,670,151
	40,822	BHP Billiton Ltd. ADR		1,429,586
	30,276	BRAAS Monier Building Group S.A.		872,532
	36,994	Celanese Corp. Series A		2,697,603
	28,900	Centerra Gold, Inc.		146,084
	59,700	CF Industries Holdings, Inc.		1,433,397
	81,129	Constellium N.V. Class A*		425,927
	147,491	CRH plc		4,772,759
	28,300	Dow Chemical Co.		1,522,823
	7,945	Franco-Nevada Corp.		520,080
	2,089,031	Glencore plc*		6,394,745

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

52

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Materials - 5.3% - (continued)
	95,999	International Paper Co.	$	4,322,835
	79,900	Klondex Mines Ltd.*		440,215
	143,866	LafargeHolcim Ltd.*		7,673,915
	103,600	Methanex Corp.		3,765,377
	207,765	Platform Specialty Products Corp.*		1,514,607
	26,874	Praxair, Inc.		3,145,870
	31,877	Reliance Steel & Aluminum Co.		2,192,500
	29,861	Rio Tinto plc ADR		1,040,656
	70,208	Smurfit Kappa Group plc		1,538,334
	398,350	Sumitomo Osaka Cement Co., Ltd.		1,649,853
	507,260	Taiheiyo Cement Corp.		1,452,743
				54,278,295
		Media - 2.0%
	29,374	DISH Network Corp. Class A*		1,720,141
	87,800	Nippon Television Holdings, Inc.		1,556,050
	503,839	SES S.A.		11,591,371
	535,326	Sky plc		5,351,786
				20,219,348
		Pharmaceuticals, Biotechnology & Life Sciences - 9.0%
	38,051	Alder Biopharmaceuticals, Inc.*		922,737
	40,555	Allergan plc*		8,473,562
	122,887	AstraZeneca plc		6,881,068
	136,895	AstraZeneca plc ADR		3,876,866
	5,277	Biogen, Inc.*		1,478,510
	300,617	Bristol-Myers Squibb Co.		15,304,411
	27,500	Celgene Corp.*		2,809,950
	71,000	Eisai Co., Ltd.		4,524,666
	138,200	Hikma Pharmaceuticals plc		2,964,158
	34,248	Johnson & Johnson		3,972,425
	137,651	Merck & Co., Inc.		8,082,867
	140,931	Mylan N.V.*		5,143,981
	33,503	Novartis AG		2,377,627
	245,650	Ono Pharmaceutical Co., Ltd.		6,228,128
	9,281	Regeneron Pharmaceuticals, Inc.*		3,202,131
	22,288	Roche Holding AG		5,119,142
	1,873	Samsung Biologics Co., Ltd.*		222,616
	14,220	TESARO, Inc.*		1,718,914
	35,840	Teva Pharmaceutical Industries Ltd. ADR		1,531,802
	29,100	Thermo Fisher Scientific, Inc.		4,278,573
	46,508	UCB S.A.		3,147,270
				92,261,404
		Real Estate - 3.8%
	53,579	American Tower Corp. REIT		6,278,923
	1,268,590	BR Malls Participacoes S.A.*		5,079,129
	89,510	Castellum AB		1,212,859
	51,451	Columbia Property Trust, Inc. REIT		1,084,587
	878,030	Corp. Inmobiliaria Vesta S.A.B. de C.V.		1,327,195
	8,600	Daito Trust Construction Co., Ltd.		1,441,177
	94,700	Daiwa House Industry Co., Ltd.		2,599,189
	156,609	Grivalia Properties REIC A.E. REIT		1,206,587
	881,587	Hibernia plc REIT		1,258,785
	113,934	Host Hotels & Resorts, Inc. REIT		1,763,698
	19,352	ICADE REIT		1,389,722
	143,000	LaSalle Hotel Properties REIT		3,396,250
	1,608,841	New South Resources Ltd.*		1,770,790
	333,080	Oberoi Realty Ltd.		1,796,215
	9,765	Public Storage REIT		2,086,976
	78,805	Sumitomo Real Estate Sales Co., Ltd. REIT		1,781,132
	121,830	VEREIT, Inc. REIT		1,145,202

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Real Estate - 3.8% - (continued)
	61,802	Vonovia SE	$	2,178,822
	4,081	WeWork Companies, Inc. Class A, REIT*(1)(2)(3)		204,835
				39,002,073
		Retailing - 3.2%
	20,296	Advance Auto Parts, Inc.		2,843,064
	727,000	Allstar Co.*(1)(2)(3)		727,000
	4,555	Amazon.com, Inc.*		3,597,630
	22,907	Expedia, Inc.		2,960,272
	5,968	Honest Co.*(1)(2)(3)		223,860
	5,907	JAND, Inc. Class A*(1)(2)(3)		50,977
	13,541	L Brands, Inc.		977,525
	24,024	Lowe’s Cos., Inc.		1,601,199
	72,730	Netflix, Inc.*		9,081,795
	2,047	Priceline Group, Inc.*		3,017,749
	45,151	TJX Cos., Inc.		3,329,886
	39,437	Tory Burch LLC*(1)(2)(3)		1,920,578
	51,059	Wayfair, Inc. Class A*		1,701,796
	27,881	Zalando SE*(1)		1,226,058
				33,259,389
		Semiconductors & Semiconductor Equipment - 2.6%
	410,767	Globalwafers Co., Ltd.		1,012,431
	201,820	Intel Corp.		7,037,463
	42,406	Maxim Integrated Products, Inc.		1,680,550
	148,837	Micron Technology, Inc.*		2,554,043
	23,324	NXP Semiconductors N.V.*		2,332,400
	57,253	QUALCOMM, Inc.		3,934,426
	19,003	Silicon Motion Technology Corp. ADR		771,712
	57,253	SK Hynix, Inc.		2,047,746
	41,000	Skyworks Solutions, Inc.		3,154,540
	65,800	Sumco Corp.		691,443
	213,300	SunPower Corp.*		1,544,292
				26,761,046
		Software & Services - 10.2%
	38,675	Accenture plc Class A		4,495,582
	68,692	Alibaba Group Holding Ltd. ADR*		6,985,290
	13,092	Alliance Data Systems Corp.*		2,676,921
	3,103	Alphabet, Inc. Class A*		2,513,120
	10,411	Alphabet, Inc. Class C*		8,167,846
	35,131	Automatic Data Processing, Inc.		3,058,505
	25,706	Baidu, Inc. ADR*		4,546,363
	22,868	Capgemini S.A.		1,893,856
	45,424	ChinaCache International Holdings Ltd. ADR*		152,625
	76,600	Cognizant Technology Solutions Corp. Class A*		3,933,410
	11,045	CoStar Group, Inc.*		2,066,740
	56,400	Descartes Systems Group, Inc.*		1,175,263
	45,335	Envestnet, Inc.*		1,602,592
	44,088	Facebook, Inc. Class A*		5,775,087
	32,560	Global Payments, Inc.		2,361,251
	419,067	Just Eat plc*		2,878,703
	206,653	Microsoft Corp.		12,382,648
	61,640	Mobileye N.V.*		2,291,775
	98,100	Nexon Co., Ltd.		1,669,955
	6,019	Quotient Technology, Inc.*		63,801
	26,764	Salesforce.com, Inc.*		2,011,582
	60,451	ServiceNow, Inc.*		5,314,247
	89,318	SS&C Technologies Holdings, Inc.		2,851,924
	89,100	Tencent Holdings Ltd.		2,361,357
	800	Ultimate Software Group, Inc.*		168,792
	88,647	Verint Systems, Inc.*		3,191,292

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

53

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Software & Services - 10.2% - (continued)
	90,505	Visa, Inc. Class A	$	7,467,568
	42,388	Workday, Inc. Class A*		3,674,192
	325,507	Yandex N.V. Class A*		6,409,233
				104,141,520
		Technology Hardware & Equipment - 3.1%
	18,142	Apple, Inc.		2,059,843
	60,681	ARRIS International plc*		1,685,718
	467,000	Catcher Technology Co., Ltd.		3,655,652
	136,025	Cisco Systems, Inc.		4,173,247
	261,700	Flex Ltd.*		3,713,523
	20,681	Motorola Solutions, Inc.		1,501,027
	504,696	Nokia Oyj		2,253,245
	81,975	ParkerVision, Inc.*		309,046
	27,582	Pure Storage, Inc. Class A*		340,362
	5,353	Samsung Electronics Co., Ltd.		7,656,546
	36,023	Spectris plc		901,962
	35,485	Western Digital Corp.		2,073,743
	1,210,925	WPG Holdings Ltd.		1,417,458
				31,741,372
		Telecommunication Services - 2.2%
	1,118,463	Bharti Infratel Ltd.		5,825,621
	714,000	China Unicom Hong Kong Ltd.		838,245
	180,408	Hellenic Telecommunications Organization S.A.		1,654,388
	63,700	KDDI Corp.		1,936,044
	37,789	Millicom International Cellular S.A.		1,660,327
	99,800	Nippon Telegraph & Telephone Corp.		4,424,816
	115,300	NTT DoCoMo, Inc.		2,895,642
	1,021,351	Telecom Italia S.p.A.*		798,195
	76,742	Telenor ASA		1,220,569
	27,522	Verizon Communications, Inc.		1,323,808
				22,577,655
		Transportation - 2.3%
	64,150	Canadian National Railway Co.		4,032,750
	83,740	CSX Corp.		2,554,907
	54,515	Deutsche Post AG		1,690,558
	18,977	FedEx Corp.		3,308,071
	37,638	Genesee & Wyoming, Inc. Class A*		2,557,126
	56,200	Hitachi Transport System Ltd.		1,158,532
	2,070,000	Jiangsu Expressway Co., Ltd. Class H		2,814,439
	11,079	Kuehne + Nagel International AG		1,501,671
	41,440	United Parcel Service, Inc. Class B		4,465,574
				24,083,628
		Utilities - 3.2%
	569,848	Centrica plc		1,492,577
	5,489,000	China Longyuan Power Group Corp. Ltd. Class H		4,185,079
	445,863	E.ON SE		3,267,666
	24,721	Edison International		1,816,499
	427,000	ENN Energy Holdings Ltd.		2,007,463
	100,148	Gas Natural SDG S.A.		1,971,344
	983,265	Guangdong Investment Ltd.		1,482,499
	1,152,000	Huadian Fuxin Energy Corp. Ltd. Class H		266,761
	3,623,990	Huaneng Renewables Corp. Ltd. Class H		1,214,331
	200,285	Iberdrola S.A.		1,363,029
	285,700	Infraestructura Energetica Nova, S.A.B. de C.V.		1,262,153
	329,496	National Grid plc		4,286,010
	889,012	NTPC Ltd.		2,011,477
	452,800	Power Assets Holdings Ltd.		4,249,840

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.5% - (continued)
		Utilities - 3.2% - (continued)
	100,006	RWE AG*	$	1,591,014
	12,620	UGI Corp.		584,180
	1	Uniper SE*		13
				33,051,935
		Total Common Stocks (cost $972,106,935)	$	968,258,217
CORPORATE BONDS - 0.0%
		Internet - 0.0%
$	78,639	DraftKings, Inc. 5.00%, 12/23/2016(1)(2)(3)	$	78,639
		Total Corporate Bonds (cost $78,639)	$	78,639
EXCHANGE TRADED FUNDS - 0.8%
		Other Investment Pools & Funds - 0.8%
	141,031	iShares MSCI ACWI ETF	$	8,175,567
		Total Exchange Traded Funds (cost $8,232,204)	$	8,175,567
PREFERRED STOCKS - 2.0%
		Capital Goods - 0.1%
	198,151	Lithium Technology Corp.*(1)(2)(3)	$	1,050,200
		Commercial & Professional Services - 0.0%
	15,711	Rubicon Global Holdings LLC*(1)(2)(3)		313,591
		Consumer Durables & Apparel - 0.0%
	46,766	One Kings Lane, Inc.*(1)(2)(3)		48,637
		Consumer Services - 0.1%
	5,648	Airbnb, Inc. Series E*(1)(2)(3)		593,040
	121,867	DraftKings, Inc.*(1)(2)(3)		233,985
				827,025
		Real Estate - 0.2%
	123,147	Redfin Corp. Series G*(1)(2)(3)		477,810
	20,282	WeWork Companies, Inc. Class D-1*(1)(2)(3)		1,017,999
	15,935	WeWork Companies, Inc. Class D-2*(1)(2)(3)		799,814
				2,295,623
		Retailing - 0.1%
	22,505	Forward Ventures, Inc.*(1)(2)(3)		986,169
	13,190	JAND, Inc. Series D*(1)(2)(3)		113,830
				1,099,999
		Software & Services - 1.5%
	75,898	Birst, Inc. Series F*(1)(2)(3)		403,777
	14,984	Cloudera, Inc.*(1)(2)(3)		261,770
	10,669	Dropbox, Inc. Series C*(1)(2)(3)		184,680
	243,469	Essence Group Holdings Corp.*(1)(2)(3)		472,330
	26,099	ForeScout Technologies, Inc.*(1)(2)(3)		317,364
	5,988	General Assembly Space, Inc.*(1)(2)(3)		293,537
	38,688	Lookout, Inc. Series F*(1)(2)(3)		306,796
	51,890	MarkLogic Corp. Series F*(1)(2)(3)		533,948
	46,333	Nutanix, Inc.*(1)(2)		1,041,193
	249,735	Pinterest, Inc. Series G*(1)(2)(3)		1,518,389
	14,093	Trade Desk, Inc. Series C*(1)(2)		327,261
	168,432	Uber Technologies, Inc.*(1)(2)(3)		8,214,804

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

54

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
PREFERRED STOCKS - 2.0% - (continued)
		Software & Services - 1.5% - (continued)
$	28,813	Veracode, Inc.*(1)(2)(3)	$	689,207
	160,709	Zuora, Inc. Series F*(1)(2)(3)		652,479
				15,217,535
		Telecommunication Services - 0.0%
	943	DocuSign, Inc. Series B*(1)(2)(3)		18,304
	283	DocuSign, Inc. Series B-1*(1)(2)(3)		5,493
	677	DocuSign, Inc. Series D*(1)(2)(3)		13,140
	14,682	DocuSign, Inc. Series E*(1)(2)(3)		284,978
				321,915
		Total Preferred Stocks (cost $14,112,548)	$	21,174,525
CONVERTIBLE PREFERRED STOCKS - 0.1%
		Retailing - 0.1%
	13,926	Honest Co. Series C*(1)(2)(3)	$	522,364
		Total Convertible Preferred Stocks (cost $376,800)	$	522,364
		Total Long-Term Investments (cost $994,907,126)	$	998,209,312
SHORT-TERM INVESTMENTS - 1.8%
		Other Investment Pools & Funds - 1.8%
	18,378,430	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	18,378,430
		Total Short-Term Investments (cost $18,378,430)	$	18,378,430

Total Investments (cost $1,013,285,556)^	99.2	%	$	1,016,587,742
Other Assets and Liabilities	0.8	%		8,031,333
Total Net Assets	100.0	%	$	1,024,619,075

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

55

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $1,039,444,491 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	45,682,084
Unrealized Depreciation		(68,538,833	)
Net Unrealized Depreciation	$	(22,856,749	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $32,863,767, which represents 3.2% of total net assets.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/ Par		Security	Cost Basis
07/2015		5,648	Airbnb, Inc. Series E Preferred	$	525,797
08/2011		727,000	Allstar Co.		316,259
03/2015		75,898	Birst, Inc. Series F Preferred		443,313
02/2014		14,984	Cloudera, Inc. Preferred		218,167
02/2014		943	DocuSign, Inc. Series B Preferred		12,384
02/2014		283	DocuSign, Inc. Series B-1 Preferred		3,716
02/2014		677	DocuSign, Inc. Series D Preferred		8,891
02/2014		14,682	DocuSign, Inc. Series E Preferred		192,810
12/2015		78,639	DraftKings, Inc.		78,639
12/2014		121,867	DraftKings, Inc. Preferred		219,517
01/2014		10,669	Dropbox, Inc. Series C Preferred		203,791
05/2014		243,469	Essence Group Holdings Corp. Preferred		384,997
11/2015		26,099	ForeScout Technologies, Inc. Preferred		309,717
11/2014		22,505	Forward Ventures, Inc. Preferred		700,608
07/2015		5,988	General Assembly Space, Inc. Preferred		293,537
01/2015		5,968	Honest Co.		161,478
08/2014		13,926	Honest Co. Series C Convertible Preferred		376,800
04/2015		5,907	JAND, Inc. Class A		67,844
04/2015		13,190	JAND, Inc. Series D Preferred		151,491
08/2015		2,210	Klarna Holding AB		242,394
08/2014		198,151	Lithium Technology Corp. Preferred		965,788
07/2014		38,688	Lookout, Inc. Series F Preferred		441,937
04/2015		51,890	MarkLogic Corp. Series F Preferred		602,661
08/2014		46,333	Nutanix, Inc. Preferred		620,700
01/2014		46,766	One Kings Lane, Inc. Preferred		720,991
03/2015		249,735	Pinterest, Inc. Series G Preferred		1,792,870
12/2014		123,147	Redfin Corp. Series G Preferred		406,102
09/2015		15,711	Rubicon Global Holdings LLC Preferred		313,599
11/2013		39,437	Tory Burch LLC		3,090,928
09/2016		14,093	Trade Desk, Inc. Series C Preferred		220,575
06/2014		168,432	Uber Technologies, Inc. Preferred		2,612,894
08/2014		28,813	Veracode, Inc. Preferred		532,058
12/2014		4,081	WeWork Companies, Inc. Class A, REIT		67,953
12/2014		20,282	WeWork Companies, Inc. Class D-1 Preferred		337,719
12/2014		15,935	WeWork Companies, Inc. Class D-2 Preferred		265,336
01/2015		160,709	Zuora, Inc. Series F Preferred		610,582
				$	18,514,843

At October 31, 2016, the aggregate value of these securities was $25,138,377, which represents 2.5% of total net assets.

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

56

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $23,769,923, which represents 2.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell		Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR		Buy		12/21/16	CBK	$	150,733	$	151,856	$	1,123
EUR		Sell		12/21/16	CSFB		3,553,659		3,470,682		82,977
EUR		Sell		12/21/16	CBA		3,553,517		3,470,682		82,835
EUR		Sell		12/21/16	SSG		3,549,444		3,467,381		82,063
EUR		Sell		12/21/16	RBC		3,552,250		3,470,683		81,567
JPY		Sell		12/21/16	RBS		6,370,912		6,169,776		201,136
Total										$	531,701

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
JPY	Japanese Yen
Other Abbreviations:
ACWI	All Country World Index
ADR	American Depositary Receipt
ETF	Exchange Traded Fund
GDR	Global Depositary Receipt
MSCI	Morgan Stanley Capital International
PJSC	Private Joint Stock Company
REIC	Real Estate Investment Company
REIT	Real Estate Investment Trust

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

57

Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Automobiles & Components	$	23,202,341	$	14,901,067	$	8,301,274	$	—
Banks		75,200,507		44,851,613		30,348,894		—
Capital Goods		62,536,389		25,805,302		36,731,087		—
Commercial & Professional Services		15,075,829		7,418,573		7,421,657		235,599
Consumer Durables & Apparel		23,168,966		11,939,738		11,229,228		—
Consumer Services		33,553,940		22,291,316		11,262,624		—
Diversified Financials		28,870,407		13,756,830		15,113,577		—
Energy		63,816,865		49,915,041		13,901,824		—
Food & Staples Retailing		11,835,799		9,639,894		2,195,905		—
Food, Beverage & Tobacco		45,468,411		22,197,539		23,270,872		—
Health Care Equipment & Services		38,699,802		35,133,461		3,566,341		—
Household & Personal Products		29,906,359		21,783,605		8,122,754		—
Insurance		35,544,937		23,833,005		11,711,932		—
Materials		54,278,295		27,852,928		26,425,367		—
Media		20,219,348		1,720,141		18,499,207		—
Pharmaceuticals, Biotechnology & Life Sciences		92,261,404		61,019,345		31,242,059		—
Real Estate		39,002,073		22,161,960		16,635,278		204,835
Retailing		33,259,389		29,110,916		1,226,058		2,922,415
Semiconductors & Semiconductor Equipment		26,761,046		23,009,426		3,751,620		—
Software & Services		104,141,520		95,337,649		8,803,871		—
Technology Hardware & Equipment		31,741,372		15,856,509		15,884,863		—
Telecommunication Services		22,577,655		1,323,808		21,253,847		—
Transportation		24,083,628		16,918,428		7,165,200		—
Utilities		33,051,935		3,662,845		29,389,090		—
Corporate Bonds		78,639		—		—		78,639
Exchange Traded Funds		8,175,567		8,175,567		—		—
Preferred Stocks		21,174,525		—		—		21,174,525
Convertible Preferred Stocks		522,364		—		—		522,364
Short-Term Investments		18,378,430		18,378,430		—		—
Foreign Currency Contracts(2)		531,701		—		531,701		—
Total	$	1,017,119,443	$	627,994,936	$	363,986,130	$	25,138,377

⁽¹⁾  For the year ended October 31, 2016, investments valued at $18,945,774 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $10,785,444 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Convertible Preferred Stocks			Corporate Bonds		Preferred Stocks			Total
Beginning balance	$	2,163,405		$	573,467		$	—	$	20,707,828		$	23,444,700
Conversions*		2,026,939			—			—		(2,026,939	)		—
Purchases		—			—			78,639		530,292			608,931
Sales		(14,040	)		—			—		(96,195	)		(110,235	)
Accrued discounts/(premiums)		—			—			—		—			—
Total realized gain/(loss)		(3,105	)		—			—		(9,237	)		(12,342	)
Net change in unrealized appreciation/depreciation		151,566			(51,103	)		—		2,068,776			2,169,239
Transfers into Level 3(1)		—			—			—		—			—
Transfers out of Level 3(1)		(961,916	)		—			—		—			(961,916	)
Ending balance	$	3,362,849		$	522,364		$	78,639	$	21,174,525		$	25,138,377

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $2,157,600.

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

⁽¹⁾  For the year ended October 31, 2016, investments valued at $961,916 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

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

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

58

Hartford Global Equity Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.6%
		Belgium - 0.9%
	10,957	Anheuser-Busch InBev N.V.	$	1,257,533
		Canada - 1.3%
	19,928	Agrium, Inc.		1,829,789
		China - 3.4%
	2,425,000	China Construction Bank Corp. Class H		1,770,848
	2,118,000	Jiangsu Expressway Co., Ltd. Class H		2,879,702
				4,650,550
		Finland - 1.2%
	363,348	Nokia Oyj		1,622,188
		France - 4.5%
	20,669	ICADE REIT		1,484,300
	37,245	Schneider Electric SE		2,504,729
	45,320	Total S.A.		2,171,050
				6,160,079
		Germany - 3.8%
	58,220	Deutsche Post AG		1,805,453
	181,681	E.ON SE		1,331,514
	17,990	Siemens AG		2,043,976
				5,180,943
		Hong Kong - 1.6%
	237,000	Power Assets Holdings Ltd.		2,224,408
		Italy - 2.9%
	119,542	Assicurazioni Generali S.p.A.		1,544,165
	106,492	Banca Generali S.p.A.		2,368,020
				3,912,185
		Japan - 7.8%
	9,200	Daito Trust Construction Co., Ltd.		1,541,724
	36,192	Eisai Co., Ltd.		2,306,433
	89,400	Nippon Telegraph & Telephone Corp.		3,963,713
	116,700	NTT DoCoMo, Inc.		2,930,802
				10,742,672
		Luxembourg - 3.4%
	42,378	Millicom International Cellular S.A.		1,861,953
	120,013	SES S.A.		2,761,031
				4,622,984
		Netherlands - 4.0%
	212,642	Delta Lloyd N.V.		1,284,641
	129,118	ING Groep N.V.		1,694,933
	94,697	Royal Dutch Shell plc Class B		2,442,473
				5,422,047
		Norway - 1.0%
	82,629	Telenor ASA		1,314,201
		Spain - 1.6%
	111,845	Gas Natural SDG S.A.		2,201,591
		Sweden - 2.5%
	96,262	Castellum AB		1,304,348
	207,865	Nordea Bank AB		2,184,479
				3,488,827
		Switzerland - 5.4%
	15,630	Roche Holding AG		3,589,922
	14,701	Zurich Insurance Group AG*		3,848,083
				7,438,005
		Taiwan - 1.6%
	278,000	Catcher Technology Co., Ltd.		2,176,170

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.6% - (continued)
		United Kingdom - 9.7%
	51,072	AstraZeneca plc	$	2,859,781
	14,829	AstraZeneca plc ADR		419,957
	96,393	British American Tobacco plc		5,524,565
	627,686	Centrica plc		1,644,070
	86,290	National Grid plc		1,122,441
	81,320	Persimmon plc		1,683,311
				13,254,125
		United States - 41.0%
	3,797	BlackRock, Inc.		1,295,688
	45,269	Bristol-Myers Squibb Co.		2,304,645
	19,061	Caterpillar, Inc.		1,590,831
	29,627	Chevron Corp.		3,103,428
	91,372	Cisco Systems, Inc.		2,803,293
	42,784	Coca-Cola Co.		1,814,042
	32,400	Dow Chemical Co.		1,743,444
	6,269	Dropbox, Inc. Class B*(1)(2)(3)		69,210
	32,389	Eaton Corp. plc		2,065,447
	25,601	Edison International		1,881,161
	102,337	Intel Corp.		3,568,491
	98,453	International Paper Co.		4,433,339
	41,040	JP Morgan Chase & Co.		2,842,430
	120,506	Marathon Oil Corp.		1,588,269
	26,500	Marsh & McLennan Cos., Inc.		1,679,835
	45,629	Maxim Integrated Products, Inc.		1,808,277
	82,352	Merck & Co., Inc.		4,835,709
	41,970	MetLife, Inc.		1,970,911
	68,330	Microsoft Corp.		4,094,334
	14,300	Philip Morris International, Inc.		1,379,092
	35,506	PNC Financial Services Group, Inc.		3,394,374
	64,615	QUALCOMM, Inc.		4,440,343
	27,209	Verizon Communications, Inc.		1,308,753
				56,015,346
		Total Common Stocks (cost $134,715,448)	$	133,513,643
WARRANTS - 0.0%
		United States - 0.0%
	1,471	Emergent Capital, Inc. Expires 4/11/19*(2)	$	—
		Total Warrants (cost $ - )	$	—
		Total Long-Term Investments (cost $134,715,448)	$	133,513,643
SHORT-TERM INVESTMENTS - 1.8%
		Other Investment Pools & Funds - 1.8%
	2,397,507	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	2,397,507
		Total Short-Term Investments (cost $2,397,507)	$	2,397,507

Total Investments (cost $137,112,955)^	99.4	%	$	135,911,150
Other Assets and Liabilities	0.6	%		856,872
Total Net Assets	100.0	%	$	136,768,022

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

59

Hartford Global Equity Income Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $140,185,631 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	10,261,854
Unrealized Depreciation		(14,536,335)
Net Unrealized Depreciation	$	(4,274,481	)

* Non-income producing.

⁽¹⁾ This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of this security was $69,210, which represents 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.

⁽²⁾ The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/ Par		Security	Cost
	05/2012		6,269	Dropbox, Inc. Class B	$	56,745
	04/2016		1,471	Emergent Capital, Inc. Warrants		—
					$	56,745

At October 31, 2016, the aggregate value of these securities was $69,210, which represents 0.1% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2016, the aggregate value of this security was $69,210, which represents 0.1% of total net assets.

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy / Sell		Delivery Date		Counterparty		Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR		Sell		12/21/16		CSFB	$	3,357,611	$	3,279,212	$	78,399
EUR		Sell		12/21/16		CBA		3,357,476		3,279,211		78,265
EUR		Sell		12/21/16		SSG		3,354,568		3,277,011		77,557
EUR		Sell		12/21/16		RBC		3,356,279		3,279,212		77,067
Total											$	311,288

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

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

60

Hartford Global Equity Income Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBA	Commonwealth Bank of Australia
CSFB	Credit Suisse First Boston Corp.
RBC	RBC Dominion Securities, Inc.
SSG	State Street Global Markets LLC
Currency Abbreviations:
EUR	Euro
Other Abbreviations:
ADR	American Depositary Receipt
REIT	Real Estate Investment Trust

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

61

Hartford Global Equity Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Belgium	$	1,257,533	$	1,257,533	$	—	$	—
Canada		1,829,789		1,829,789		—		—
China		4,650,550		—		4,650,550		—
Finland		1,622,188		—		1,622,188		—
France		6,160,079		—		6,160,079		—
Germany		5,180,943		—		5,180,943		—
Hong Kong		2,224,408		—		2,224,408		—
Italy		3,912,185		—		3,912,185		—
Japan		10,742,672		—		10,742,672		—
Luxembourg		4,622,984		—		4,622,984		—
Netherlands		5,422,047		—		5,422,047		—
Norway		1,314,201		—		1,314,201		—
Spain		2,201,591		—		2,201,591		—
Sweden		3,488,827		—		3,488,827		—
Switzerland		7,438,005		—		7,438,005		—
Taiwan		2,176,170		—		2,176,170		—
United Kingdom		13,254,125		419,957		12,834,168		—
United States		56,015,346		55,946,136		—		69,210
Warrants		—		—		—		—
Short-Term Investments		2,397,507		2,397,507		—		—
Foreign Currency Contracts(2)		311,288		—		311,288		—
Total	$	136,222,438	$	61,850,922	$	74,302,306	$	69,210

⁽¹⁾  For the year ended October 31, 2016, investments valued at $5,411,653 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and there were no transfers from Level 2 to Level 1.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Preferred Stocks			Total
Beginning balance	$	94,599		$	39,877		$	134,476
Purchases		—			—			—
Sales		—			(38,969	)		(38,969	)
Accrued discounts/(premiums)		—			—			—
Total realized gain/(loss)		—			—			—
Net change in unrealized appreciation/depreciation		(25,389	)		(908	)		(26,297	)
Transfers into Level 3(1)		—			—			—
Transfers out of Level 3(1)		—			—			—
Ending balance	$	69,210		$	—		$	69,210

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $(25,389).

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

62

Hartford International Equity Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9%
		Argentina - 0.1%
	1,786	YPF Sociedad Anonima ADR	$	31,719
		Australia - 3.1%
	2,761	AGL Energy Ltd.		40,221
	5,144	APA Group		31,088
	947	ASX Ltd.		33,875
	15,597	AusNet Services		17,766
	2,311	BHP Billiton Ltd. ADR		80,931
	4,765	BHP Billiton plc		71,651
	945	CSL Ltd.		72,109
	14,489	DUET Group		26,231
	7,410	Goodman Group REIT		38,195
	8,717	GPT Group REIT		30,818
	20,002	Mirvac Group REIT		31,730
	650	Ramsay Health Care Ltd.		36,195
	15,284	Resolute Mining Ltd.		18,054
	15,487	Scentre Group REIT		49,567
	10,581	Stockland REIT		35,536
	5,877	Sydney Airport		27,938
	13,075	Telstra Corp. Ltd.		49,449
	6,148	Transurban Group		48,511
	15,018	Vicinity Centres REIT		32,751
	2,477	Wesfarmers Ltd.		77,131
	10,026	Western Areas Ltd.*		18,805
	6,531	Westfield Corp. REIT		44,136
				912,688
		Austria - 0.1%
	1,779	Zumtobel Group AG		31,206
		Belgium - 1.6%
	1,488	Ageas		54,362
	4,468	AGFA-Gevaert N.V.*		18,570
	1,914	Anheuser-Busch InBev N.V.		219,669
	463	Colruyt S.A.		24,885
	413	Groupe Bruxelles Lambert S.A.		35,504
	1,193	Orange Belgium S.A.*		26,869
	1,396	UCB S.A.		94,470
				474,329
		Brazil - 3.9%
	11,000	BM&FBovespa S.A. - Bolsa de Valores Mercadorias e Futuros		64,787
	61,975	BR Malls Participacoes S.A.*		248,133
	3,000	Cia Paranaense de Energia (Preference Shares)		34,351
	3,217	Gol Linhas Aereas Inteligentes S.A. ADR*		79,138
	12,035	Itau Unibanco Holding S.A. ADR		143,576
	39,177	Kroton Educacional S.A.		195,149
	4,823	Localiza Rent a Car S.A.		59,880
	80	Petro Rio S.A.*		401
	15,506	Petroleo Brasileiro S.A. ADR*		180,955
	1,600	Telefonica Brasil S.A. (Preference Shares)		23,148
	44,400	Usinas Siderurgicas de Minas Gerais S.A. Class A, (Preference Shares)*		62,733
	10,151	Vale S.A. ADR		70,245
				1,162,496
		Canada - 6.1%
	445	Alimentation Couche-Tard, Inc. Class B		22,355
	1,309	Bank of Montreal		83,304
	2,036	Bank of Nova Scotia		109,412
	1,860	Barrick Gold Corp.		32,726
	745	BCE, Inc.		33,848

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Canada - 6.1% - (continued)
	1,891	CAE, Inc.	$	26,561
	960	Canadian Imperial Bank of Commerce		71,930
	2,124	Canadian National Railway Co.		133,524
	6,250	Centerra Gold, Inc.		31,593
	1,470	CI Financial Corp.		27,048
	3,518	Descartes Systems Group, Inc.*		73,308
	7,832	Eldorado Gold Corp.*		24,749
	1,114	First Capital Realty, Inc.		17,765
	2,688	First Quantum Minerals Ltd.		25,531
	202	Franco-Nevada Corp.		13,223
	323	George Weston Ltd.		26,321
	1,432	Great-West Lifeco, Inc.		35,968
	1,164	H&R REIT		19,795
	572	Intact Financial Corp.		38,884
	13,400	Ivanhoe Mines Ltd. Class A*		20,880
	6,139	Kinross Gold Corp.*		23,697
	1,500	Klondex Mines Ltd.*		8,264
	851	Loblaw Cos. Ltd.		41,989
	1,980	Magna International, Inc.		81,293
	1,095	Metro, Inc.		33,847
	1,781	Northern Dynasty Minerals Ltd.*		1,487
	491	Onex Corp.		31,760
	1,947	Painted Pony Petroleum Ltd.*		11,932
	1,758	Power Corp. of Canada		37,708
	1,399	Power Financial Corp.		33,064
	11,764	Raging River Exploration, Inc.*		94,284
	1,125	RioCan REIT		21,874
	1,206	Rogers Communications, Inc. Class B		48,517
	2,065	Royal Bank of Canada		129,014
	1,217	Saputo, Inc.		43,733
	1,858	Shaw Communications, Inc. Class B		36,819
	626	Smart Real Estate Investment Trust REIT		15,612
	1,816	Sun Life Financial, Inc.		60,777
	1,035	TELUS Corp.		33,512
	2,752	Toronto-Dominion Bank		124,869
	461	TransCanada Corp.		20,869
	4,950	Uranium Participation Corp.*		13,729
				1,817,375
		Chile - 0.8%
	30,529	AES Gener S.A.		10,401
	28,043	Aguas Andinas S.A. Class A		18,490
	195,350	Banco de Chile		23,252
	383	Banco de Credito e Inversiones		19,685
	469,750	Banco Santander Chile		26,289
	75,928	Colbun S.A.		16,542
	24,914	Empresa Nacional de Electricidad S.A.		17,186
	1,670	Empresa Nacional de Telecomunicaciones S.A.*		17,909
	3,032	Empresas COPEC S.A.		30,467
	1,780,474	Itau CorpBanca		16,185
	3,858	SACI Falabella		30,294
				226,700
		China - 5.3%
	6,880	AAC Technologies Holdings, Inc.		65,552
	2,455	Alibaba Group Holding Ltd. ADR*		249,649
	984	Baidu, Inc. ADR*		174,030
	42,997	China Huishan Dairy Holdings Co., Ltd.		15,960
	62,096	China Longyuan Power Group Corp. Ltd. Class H		47,345
	35,430	Cogobuy Group*(1)		55,181
	60,000	CSPC Pharmaceutical Group Ltd.		62,125

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

63

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		China - 5.3% - (continued)
	80,000	Daphne International Holdings Ltd.*	$	10,502
	26,647	ENN Energy Holdings Ltd.		125,276
	25,360	Fuyao Glass Industry Group Co., Ltd. Class H(1)		73,547
	28,000	Huadian Fuxin Energy Corp. Ltd. Class H		6,484
	28,200	Huatai Securities Co., Ltd. Class H(1)		59,532
	1,611	Kweichow Moutai Co., Ltd. Class A		75,553
	52,500	PICC Property & Casualty Co., Ltd. Class H		84,740
	3,510	Sinovac Biotech Ltd.*		21,727
	1,063	TAL Education Group ADR*		86,571
	12,190	Tencent Holdings Ltd.		323,063
	16,059	Weichai Power Co., Ltd. Class H		24,226
				1,561,063
		Colombia - 0.0%
	1,153	Corp. Financiera Colombiana S.A.		14,296
		Denmark - 0.9%
	1,600	D/S Norden A/S*		22,784
	1,632	DSV A/S		79,021
	1,707	H. Lundbeck A/S*		55,014
	881	ISS A/S		34,584
	571	Pandora A/S		74,262
				265,665
		Finland - 0.4%
	2,050	Kone Oyj Class B		94,324
	4,426	Nokia Oyj		19,760
				114,084
		France - 6.4%
	222	Aeroports de Paris		22,424
	7,245	Air France-KLM*		44,163
	3,168	Alstom S.A.*		85,129
	4,981	BNP Paribas S.A.		288,815
	987	Capgemini S.A.		81,740
	3,784	Cie de Saint-Gobain		168,022
	3,952	Coface S.A.*		25,590
	180	Devoteam S.A.		9,720
	2,946	Engie S.A.		42,486
	746	Essilor International S.A.		83,831
	432	L’Oreal S.A.		77,397
	908	Legrand S.A.		51,299
	1,086	Metropole Television S.A.		18,922
	297	Renault S.A.		25,828
	2,762	Rexel S.A.		38,307
	3,056	Schneider Electric SE		205,516
	1,653	Societe Generale S.A.		64,479
	282	Sopra Steria Group		28,689
	3,255	Television Francaise		29,980
	337	Thales S.A.		31,707
	6,906	Total S.A.		330,831
	1,289	Valeo S.A.		74,381
	442	Vicat S.A.		27,789
	1,306	Vivendi S.A.		26,434
				1,883,479
		Germany - 3.6%
	1,926	Beiersdorf AG		169,796
	4,211	Deutsche Lufthansa AG		53,897
	22,502	E.ON SE		164,914
	882	Hamburger Hafen und Logistik AG		14,020
	4,137	Infineon Technologies AG		74,405
	2,087	Innogy SE*(1)		82,877

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Germany - 3.6% - (continued)
	3,499	Kontron AG*	$	12,020
	245	MAN SE		25,077
	1,286	METRO AG		38,521
	1,144	Rheinmetall AG		79,414
	1,702	RWE AG*		27,077
	968	Salzgitter AG		31,820
	1,734	TUI AG		22,063
	1	Uniper SE*		13
	3,016	Vonovia SE		106,329
	3,461	Zalando SE*(1)		152,196
				1,054,439
		Greece - 0.4%
	4,773	Alpha Bank A.E.*		8,161
	9,345	Hellenic Telecommunications Organization S.A.		85,696
	3,304	OPAP S.A.		28,180
				122,037
		Hong Kong - 3.1%
	11,480	AIA Group Ltd.		72,221
	35,635	AMVIG Holdings Ltd.		12,029
	3,673	Cheung Kong Infrastructure Holdings Ltd.		30,059
	9,818	China Merchants Port Holdings Co., Ltd.		25,384
	18,879	China Unicom Hong Kong Ltd.		22,164
	6,380	CK Hutchison Holdings Ltd.		78,780
	5,278	CLP Holdings Ltd.		53,651
	2,500	Dah Sing Financial Holdings Ltd.		16,958
	627,000	G-Resources Group Ltd.		11,017
	2,787	Hang Seng Bank Ltd.		50,262
	22,000	HK Electric Investments & HK Electric Investments Ltd.(1)		21,788
	17,000	HKT Trust & HKT Ltd.		23,366
	26,706	Hong Kong & China Gas Co., Ltd.		52,169
	4,944	Hysan Development Co., Ltd.		22,818
	7,265	Link REIT		51,683
	6,799	MTR Corp. Ltd.		37,626
	216,000	NetMind Financial Holdings Ltd.*		1,942
	52,000	New World Department Store China Ltd.		7,641
	160,000	Pacific Basin Shipping Ltd.*		23,890
	5,054	Power Assets Holdings Ltd.		47,435
	34,907	Sands China Ltd.		151,488
	92,000	Sino Biopharmaceutical Ltd.		64,304
	2,820	Swire Pacific Ltd. Class A		29,311
	8,572	Swire Properties Ltd.		24,616
				932,602
		Hungary - 0.1%
	19,194	Magyar Telekom Telecommunications plc		31,734
		India - 2.5%
	568	ACC Ltd.		12,913
	9,250	Allahabad Bank*		10,424
	4,429	Asian Paints Ltd.		71,347
	1,506	Britannia Industries Ltd.		74,795
	4,471	Canara Bank*		21,067
	9,538	Corp. Bank*		6,078
	140	GlaxoSmithKline Consumer Healthcare Ltd.		12,699
	520	HDFC Bank Ltd. ADR		36,806
	2,931	Hindustan Unilever Ltd.		36,839
	6,900	ICICI Bank Ltd.		28,700
	13,528	ICICI Bank Ltd. ADR		112,147
	1,258	Maruti Suzuki India Ltd.		111,208

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

64

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		India - 2.5% - (continued)
	16,101	Nava Bharat Ventures Ltd.	$	33,984
	13,031	NTPC Ltd.		29,484
	1,443	Tata Consultancy Services Ltd.		51,674
	3,656	Wipro Ltd.		25,506
	3,452	Yes Bank Ltd.		65,536
				741,207
		Indonesia - 0.9%
	649,330	Adaro Energy Tbk PT		78,829
	60,300	Bank Central Asia Tbk PT		71,693
	7,300	Indo Tambangraya Megah Tbk PT		8,012
	48,060	Matahari Department Store Tbk PT		66,278
	140,400	Telekomunikasi Indonesia Persero Tbk PT		45,332
				270,144
		Ireland - 1.8%
	240,808	Bank of Ireland*		51,546
	7,292	C&C Group plc		28,257
	67,892	Cairn Homes plc*		87,836
	6,892	CRH plc		223,385
	34,459	Hibernia plc REIT		49,203
	574	Kerry Group plc Class A		41,675
	1,835	Smurfit Kappa Group plc		40,207
				522,109
		Israel - 0.6%
	6,173	Bank Hapoalim BM		35,604
	8,377	Bank Leumi Le-Israel BM*		31,607
	1,424	Mizrahi Tefahot Bank Ltd.		18,545
	2,160	Mobileye N.V.*		80,309
				166,065
		Italy - 3.3%
	3,578	Assicurazioni Generali S.p.A.		46,218
	7,298	Banca Popolare dell’Emilia Romagna SC		34,294
	27,927	BasicNet S.p.A.		103,315
	2,080	Brunello Cucinelli S.p.A.		41,191
	2,062	Buzzi Unicem S.p.A.		40,101
	8,211	Davide Campari-Milano S.p.A.		82,697
	16,772	Eni S.p.A.		243,400
	11,510	FinecoBank Banca Fineco S.p.A.		67,264
	36,190	Intesa Sanpaolo S.p.A.		83,913
	6,292	Leonardo-Finmeccanica S.p.A.*		76,614
	1,942	Luxottica Group S.p.A.		96,697
	27,023	Telecom Italia S.p.A.*		21,119
	10,649	UniCredit S.p.A.		26,427
				963,250
		Japan - 13.6%
	2,650	Aisan Industry Co., Ltd.		21,573
	300	Alpha Systems, Inc.		5,052
	3,300	Alpine Electronics, Inc.		44,049
	1,100	Avex Group Holdings, Inc.		14,550
	1,100	Benesse Holdings, Inc.		28,822
	1,900	Canon, Inc.		54,583
	800	Cawachi Ltd.		20,589
	1,470	Chubu Steel Plate Co., Ltd.		7,446
	4,900	Citizen Watch Co., Ltd.		27,537
	1,000	CMIC Holdings Co., Ltd.		14,853
	3,100	Dai-ichi Life Holdings, Inc.		45,449
	850	Dena Co., Ltd.		27,346
	4,030	Eisai Co., Ltd.		256,823

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Japan - 13.6% - (continued)
	720	en-japan, Inc.	$	13,873
	1,400	Exedy Corp.		40,001
	400	Fujimi, Inc.		6,222
	13,300	Fujitsu Ltd.		78,884
	2,900	Funai Electric Co., Ltd.		23,645
	700	Gendai Agency, Inc.		3,509
	6,200	Gree, Inc.		34,380
	3,671	Hino Motors Ltd.		40,015
	1,400	Hisaka Works Ltd.		10,991
	270	Hitachi Chemical Co., Ltd.		6,312
	2,930	Honda Motor Co., Ltd.		87,670
	1,520	Honeys Co., Ltd.		17,885
	3,600	Hosiden Corp.		26,699
	3,200	Inpex Corp.		29,852
	300	Itochu Techno-Solutions Corp.		7,398
	1,000	Japan Digital Laboratory Co., Ltd.		15,541
	1,400	Japan Petroleum Exploration Co., Ltd.		30,632
	1,800	Japan Steel Works Ltd.		38,662
	3,700	JSR Corp.		56,227
	4,050	KDDI Corp.		123,092
	2,400	Keihin Corp.		39,233
	1,500	Kuroda Electric Co., Ltd.		29,185
	1,800	Kyoei Steel Ltd.		34,288
	3,344	Leopalace21 Corp.		21,742
	800	Melco Holdings, Inc.		21,659
	1,100	Mimasu Semiconductor Industry Co., Ltd.		13,999
	1,000	Miraial Co., Ltd.		7,115
	8,200	Mitsubishi Motors Corp.		45,521
	28,279	Mitsubishi UFJ Financial Group, Inc.		145,914
	2,300	Mitsui Chemicals, Inc.		11,327
	1,100	Mitsumi Electric Co., Ltd.*		6,679
	44,004	Mizuho Financial Group, Inc.		74,092
	4,200	NET One Systems Co., Ltd.		30,506
	1,800	Neturen Co., Ltd.		14,590
	2,214	NGK Spark Plug Co., Ltd.		43,938
	4,100	Nichicon Corp.		35,139
	1,050	Nidec Corp.		101,598
	3,000	Nikon Corp.		45,339
	540	Nintendo Co., Ltd.		130,172
	12,000	Nippon Chemi-Con Corp.		20,875
	614	Nippon Telegraph & Telephone Corp.		27,223
	2,125	Nippon Television Holdings, Inc.		37,661
	500	Nishimatsuya Chain Co., Ltd.		7,039
	2,200	Nissin Kogyo Co., Ltd.		32,549
	230	Nitto Denko Corp.		16,024
	2,100	NOK Corp.		47,325
	4,000	Oita Bank Ltd.		15,149
	6,192	Ono Pharmaceutical Co., Ltd.		156,990
	7,000	Pacific Metals Co., Ltd.*		21,066
	738	PAL GROUP Holdings Co., Ltd.		18,284
	17,200	Pioneer Corp.*		42,185
	500	Proto Corp.		5,671
	1,600	Relia, Inc.		15,332
	950	Rohm Co., Ltd.		49,936
	8,000	Sanyo Shokai Ltd.		12,882
	2,790	Seven & I Holdings Co., Ltd.		116,453
	2,400	Shinkawa Ltd.*		15,541
	5,300	Shinko Electric Industries Co., Ltd.		34,156
	2,400	Showa Corp.		15,708
	2,870	Sony Corp.		90,457
	3,000	Sumitomo Bakelite Co., Ltd.		16,292

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

65

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Japan - 13.6% - (continued)
	8,500	Sumitomo Heavy Industries Ltd.	$	44,748
	5,130	Sumitomo Mitsui Financial Group, Inc.		177,866
	600	Sumitomo Mitsui Trust Holdings, Inc.		20,246
	1,100	Sumitomo Real Estate Sales Co., Ltd. REIT		24,862
	2,400	Sumitomo Riko Co., Ltd.		22,989
	200	Suzuken Co., Ltd. / Aichi Japan		6,424
	7,805	T&D Holdings, Inc.		94,385
	600	Taiyo Yuden Co., Ltd.		6,410
	3,960	Takeda Pharmaceutical Co., Ltd.		177,111
	3,000	Tochigi Bank Ltd.		14,464
	2,600	Tokai Rika Co., Ltd.		48,757
	2,750	Tokio Marine Holdings, Inc.		108,469
	1,270	Tokyo Seimitsu Co., Ltd.		34,649
	4,100	Tokyo Steel Manufacturing Co., Ltd.		28,438
	8,000	Toshiba Machine Co., Ltd.		28,893
	10,000	Toyo Engineering Corp.		34,255
	5,230	Toyo Tire & Rubber Co., Ltd.		81,119
	1,900	Toyoda Gosei Co., Ltd.		43,538
	2,000	Ushio, Inc.		24,128
	1,500	Xebio Holdings Co., Ltd.		23,285
	1,000	Yamanashi Chuo Bank Ltd.		4,891
	1,220	Yamato Kogyo Co., Ltd.		34,349
	230	Yodogawa Steel Works Ltd.		6,280
				4,017,552
		Luxembourg - 0.6%
	285	RTL Group S.A.		22,336
	6,429	SES S.A.		147,906
				170,242
		Malaysia - 1.6%
	18,879	Axiata Group Bhd		22,134
	12,194	Berjaya Sports Toto Bhd		9,273
	39,132	Dialog Group BHD		14,448
	22,818	DiGi.Com Bhd		27,360
	4,058	Genting Plantations Bhd		10,641
	7,353	HAP Seng Consolidated Bhd		13,654
	6,036	Hong Leong Bank Bhd		19,149
	3,329	Hong Leong Financial Group Bhd		12,471
	17,987	IHH Healthcare Bhd		27,442
	24,590	IJM Corp. Bhd		19,350
	3,691	Kuala Lumpur Kepong Bhd		21,074
	18,066	Malayan Banking Bhd		34,015
	15,070	Maxis Bhd		21,409
	10,438	MISC Bhd		18,711
	2,500	Petronas Dagangan Bhd		13,921
	4,786	Petronas Gas Bhd		25,099
	4,667	PPB Group Bhd		17,934
	10,122	Public Bank Bhd		47,920
	11,016	Telekom Malaysia Bhd		17,174
	13,139	Tenaga Nasional Bhd		44,914
	13,017	Westports Holdings Bhd		13,686
	42,600	YTL Corp. Bhd		16,146
	32,051	YTL Power International Bhd		11,690
				479,615
		Mexico - 0.8%
	3,541	Arca Continental S.A.B. de C.V.		22,005
	3,451	Coca-Cola Femsa S.A.B. de C.V. Series L		25,912
	15,523	Fibra Uno Administracion S.A. de C.V. REIT		29,541
	6,234	Fomento Economico Mexicano S.A.B. de C.V.		59,774

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Mexico - 0.8% - (continued)
	700	Fomento Economico Mexicano S.A.B. de C.V. ADR	$	66,969
	1,522	Grupo Aeroportuario del Sureste S.A.B. de C.V. Class B		24,230
	2,000	Infraestructura Energetica Nova, S.A.B. de C.V.		8,836
				237,267
		Netherlands - 2.8%
	1,924	AerCap Holdings N.V.*		79,096
	673	Akzo Nobel N.V.		43,483
	3,371	Delta Lloyd N.V.		20,365
	430	Heineken N.V.		35,418
	13,490	ING Groep N.V.		177,083
	24,888	Koninklijke KPN N.V.		81,154
	1,214	Koninklijke Philips N.V.		36,580
	1,952	NXP Semiconductors N.V.*		195,200
	13,934	PostNL N.V.*		65,625
	3,891	Royal Dutch Shell plc Class B		100,359
				834,363
		New Zealand - 0.2%
	5,684	Contact Energy Ltd.		19,327
	7,339	Mercury NZ Ltd.		16,021
	3,069	Ryman Healthcare Ltd.		19,479
				54,827
		Nigeria - 0.2%
	1,213,252	Zenith Bank plc		56,574
		Norway - 0.4%
	3,947	Orkla ASA		37,269
	1,457	Statoil ASA		23,787
	1,684	Statoil ASA ADR		27,348
	7,977	Storebrand ASA*		41,027
				129,431
		Philippines - 0.2%
	16,578	Aboitiz Power Corp.		15,703
	7,808	Bank of the Philippine Islands		16,302
	18,300	Puregold Price Club, Inc.		15,400
				47,405
		Portugal - 0.7%
	14,476	Galp Energia SGPS S.A.		196,270
		Russia - 3.0%
	10,399	Gazprom PJSC ADR		44,839
	1,220	Lukoil PJSC ADR		59,344
	1,764	Magnit PJSC GDR		70,013
	27,900	Moscow Exchange MICEX-RTS PJSC*		51,359
	5,468	Novolipetsk Steel PJSC GDR		88,617
	42,055	Sberbank of Russia PJSC*		97,773
	21,573	Sberbank of Russia PJSC ADR		204,322
	7,100	Surgutneftegas OJSC ADR		30,956
	11,724	Yandex N.V. Class A*		230,845
				878,068
		Singapore - 1.5%
	14,514	Ascendas REIT		24,734
	18,483	CapitaLand Commerical Trust REIT		20,916
	16,596	CapitaLand Mall Trust REIT		24,730
	5,317	DBS Group Holdings Ltd.		57,310
	9,308	Oversea-Chinese Banking Corp. Ltd.		56,706
	3,412	Singapore Airlines Ltd.		24,829

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

66

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Singapore - 1.5% - (continued)
	5,078	Singapore Exchange Ltd.	$	25,872
	10,074	Singapore Press Holdings Ltd.		26,922
	21,341	Singapore Telecommunications Ltd.		59,506
	6,054	StarHub Ltd.		14,696
	18,265	Suntec REIT		22,060
	4,215	United Overseas Bank Ltd.		56,863
	4,478	UOL Group Ltd.		18,213
				433,357
		South Africa - 0.5%
	1,096	Anglo American Platinum Ltd.*		25,913
	6,647	Impala Platinum Holdings Ltd.*		26,858
	379	Naspers Ltd. Class N		63,475
	9,117	Raubex Group Ltd.		16,992
	2,480	Vodacom Group Ltd.		26,757
				159,995
		South Korea - 2.5%
	483	AmorePacific Group		62,350
	107	CJ CheilJedang Corp.		32,643
	1,342	KB Financial Group, Inc.		49,677
	2,515	KT Corp.		70,947
	119	LG Household & Health Care Ltd.		85,125
	94	NAVER Corp.		70,328
	21	Samsung Biologics Co., Ltd.*		2,496
	91	Samsung Electronics Co., Ltd.		130,160
	713	Shinhan Financial Group Co., Ltd.		27,275
	4,832	SK Hynix, Inc.		172,824
	1,568	Tongyang Life Insurance Co., Ltd.		16,428
	2,403	Woori Bank		26,188
				746,441
		Spain - 1.1%
	1,703	Almirall S.A.		24,481
	28,807	Banco Popular Espanol S.A.		31,519
	14,115	CaixaBank S.A.		42,590
	1,158	Enagas S.A.		33,194
	2,390	Industria de Diseno Textil S.A.		83,393
	1,812	Red Electrica Corp. S.A.		37,748
	3,107	Repsol S.A.		43,382
	4,184	Telefonica S.A.		42,512
				338,819
		Sweden - 0.7%
	9,292	Assa Abloy AB Class B		168,868
	7,342	Qliro Group AB*		7,600
	9,405	Telefonaktiebolaget LM Ericsson Class B		45,622
				222,090
		Switzerland - 6.4%
	568	Adecco Group AG		33,728
	279	Baloise Holding AG		34,325
	10	Chocoladefabriken Lindt & Spruengli AG		51,928
	1,659	Coca-Cola HBC AG*		35,801
	132	Geberit AG		55,806
	28	Givaudan S.A.		54,154
	6,002	Julius Baer Group Ltd.*		242,970
	261	Kuehne + Nagel International AG		35,376
	4,784	LafargeHolcim Ltd.*		255,182
	2,672	Nestle S.A.		193,757
	3,144	Novartis AG		223,122
	524	Oriflame Holding AG*		19,251
	297	Pargesa Holding S.A.		19,937

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		Switzerland - 6.4% - (continued)
	1,170	Roche Holding AG	$	268,727
	136	Schindler Holding AG		25,175
	20	SGS S.A.		40,482
	5,731	STMicroelectronics N.V.		54,579
	367	Swiss Prime Site AG*		30,439
	96	Swisscom AG		43,884
	8,977	UBS Group AG		126,914
	183	Zurich Insurance Group AG*		47,901
				1,893,438
		Taiwan - 3.1%
	40,944	Chang Hwa Commercial Bank Ltd.		20,920
	13,767	Chunghwa Telecom Co., Ltd.		47,140
	69,000	Compal Electronics, Inc.		41,029
	11,062	Far EasTone Telecommunications Co., Ltd.		26,141
	56,481	First Financial Holding Co., Ltd.		29,586
	33,103	Hon Hai Precision Industry Co., Ltd.		89,417
	50,028	Hua Nan Financial Holdings Co., Ltd.		25,405
	630	Largan Precision Co., Ltd.		74,324
	49,959	Mega Financial Holding Co., Ltd.		34,156
	52,341	Taiwan Business Bank		13,221
	55,895	Taiwan Cooperative Financial Holding Co., Ltd.		24,498
	9,327	Taiwan Mobile Co., Ltd.		32,634
	36,838	Taiwan Semiconductor Manufacturing Co., Ltd.		221,078
	4,040	Taiwan Semiconductor Manufacturing Co., Ltd. ADR		125,644
	3,800	Tung Thih Electronic Co., Ltd.		55,443
	20,496	Uni-President Enterprises Corp.		39,599
	14,532	WPG Holdings Ltd.		17,010
				917,245
		Thailand - 0.2%
	30,500	Bangkok Dusit Medical Services PCL		19,870
	61,500	BTS Group Holdings PCL		15,025
	2,034	Electricity Generating PCL		11,333
				46,228
		United Kingdom - 10.4%
	3,642	Anglo American plc*		50,548
	4,588	AstraZeneca plc		256,905
	17,021	Aviva plc		92,233
	8,872	BAE Systems plc		58,784
	30,374	BP plc		179,562
	2,248	British American Tobacco plc		128,839
	1,375	Bunzl plc		36,915
	33,050	Cobham plc		57,664
	3,857	Compass Group plc		69,790
	733	Croda International plc		31,347
	9,051	Diageo plc		240,906
	6,237	GlaxoSmithKline plc		123,208
	45,115	Glencore plc*		138,102
	20,447	Hays plc		34,152
	18,019	HSBC Holdings plc		135,704
	20,889	Ibstock plc(1)		42,622
	1,795	Imperial Brands plc		86,827
	15,295	J Sainsbury plc		46,895
	8,608	Just Eat plc*		59,131
	2,134	Lonmin plc*		4,976
	3,878	Marks & Spencer Group plc		16,136
	10,819	National Grid plc		140,731
	2,036	Reckitt Benckiser Group plc		182,142
	3,201	RELX plc		57,138

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

67

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 95.9% - (continued)
		United Kingdom - 10.4% - (continued)
	1,666	Rio Tinto plc ADR	$	58,060
	1,137	Severn Trent plc		32,366
	17,949	SIG plc		24,276
	18,787	Sky plc		187,818
	4,030	Smith & Nephew plc		58,259
	6,697	Standard Chartered plc*		58,237
	2,971	Unilever N.V.		124,265
	2,196	Unilever plc		91,681
	3,026	United Utilities Group plc		34,783
	13,085	Worldpay Group plc(1)		45,476
	4,438	WPP plc		96,363
				3,082,841
		United States - 0.2%
	1,214	Thomson Reuters Corp.		47,843
		Vietnam - 0.2%
	11,912	Vietnam Dairy Products JSC		75,746
		Total Common Stocks (cost $27,631,705)	$	28,364,344
EXCHANGE TRADED FUNDS - 0.8%
		Other Investment Pools & Funds - 0.8%
	82	iShares Core MSCI EAFE ETF	$	4,415
	5,772	iShares MSCI ACWI ex U.S. ETF		235,209
		Total Exchange Traded Funds (cost $242,774)	$	239,624
		Total Long-Term Investments (cost $27,874,479)	$	28,603,968
SHORT-TERM INVESTMENTS - 2.3%
		Other Investment Pools & Funds - 2.3%
	671,177	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	671,177
		Total Short-Term Investments (cost $671,177)	$	671,177

Total Investments (cost $28,545,656)^	99.0	%	$	29,275,145
Other Assets and Liabilities	1.0	%		284,495
Total Net Assets	100.0	%	$	29,559,640

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

68

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $29,088,046 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	1,657,092
Unrealized Depreciation		(1,469,993	)
Net Unrealized Appreciation	$	187,099

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $533,219, which represents 1.8% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ACWI	All Country World Index
ADR	American Depositary Receipt
ETF	Exchange Traded Fund
GDR	Global Depositary Receipt
JSC	Joint Stock Company
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust

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

69

Hartford International Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Argentina	$	31,719	$	31,719	$	—	$	—
Australia		912,688		80,931		831,757		—
Austria		31,206		—		31,206		—
Belgium		474,329		219,669		254,660		—
Brazil		1,162,496		1,162,496		—		—
Canada		1,817,375		1,817,375		—		—
Chile		226,700		200,411		26,289		—
China		1,561,063		531,977		1,029,086		—
Colombia		14,296		14,296		—		—
Denmark		265,665		—		265,665		—
Finland		114,084		—		114,084		—
France		1,883,479		9,720		1,873,759		—
Germany		1,054,439		82,890		971,549		—
Greece		122,037		—		122,037		—
Hong Kong		932,602		23,366		909,236		—
Hungary		31,734		31,734		—		—
India		741,207		161,652		579,555		—
Indonesia		270,144		—		270,144		—
Ireland		522,109		110,139		411,970		—
Israel		166,065		80,309		85,756		—
Italy		963,250		41,191		922,059		—
Japan		4,017,552		—		4,017,552		—
Luxembourg		170,242		—		170,242		—
Malaysia		479,615		301,879		177,736		—
Mexico		237,267		237,267		—		—
Netherlands		834,363		274,296		560,067		—
New Zealand		54,827		—		54,827		—
Nigeria		56,574		56,574		—		—
Norway		129,431		27,348		102,083		—
Philippines		47,405		31,702		15,703		—
Portugal		196,270		—		196,270		—
Russia		878,068		331,814		546,254		—
Singapore		433,357		—		433,357		—
South Africa		159,995		16,992		143,003		—
South Korea		746,441		2,496		743,945		—
Spain		338,819		—		338,819		—
Sweden		222,090		7,600		214,490		—
Switzerland		1,893,438		—		1,893,438		—
Taiwan		917,245		125,644		791,601		—
Thailand		46,228		46,228		—		—
United Kingdom		3,082,841		124,958		2,957,883		—
United States		47,843		47,843		—		—
Vietnam		75,746		—		75,746		—
Exchange Traded Funds		239,624		239,624		—		—
Short-Term Investments		671,177		671,177		—		—
Total	$	29,275,145	$	7,143,317	$	22,131,828	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $706,676 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $345,245 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

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

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

70

The Hartford International Growth Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9%
		Australia - 1.0%
	168,448	Amcor Ltd.	$	1,880,159
		Belgium - 3.1%
	40,570	Anheuser-Busch InBev N.V.		4,656,210
	20,435	UCB S.A.		1,382,869
				6,039,079
		Brazil - 2.3%
	202,700	BR Malls Participacoes S.A.*		811,562
	167,500	Hypermarcas S.A.		1,404,229
	185,570	Itau Unibanco Holding S.A. (Preference Shares)		2,232,421
				4,448,212
		Canada - 2.0%
	30,300	Bank of Nova Scotia		1,628,289
	17,300	Canadian Imperial Bank of Commerce		1,296,242
	23,400	Magna International, Inc.		960,738
				3,885,269
		China - 9.3%
	209,000	AAC Technologies Holdings, Inc.		1,991,341
	51,553	Alibaba Group Holding Ltd. ADR*		5,242,425
	5,473	Baidu, Inc. ADR*		967,955
	178,000	ENN Energy Holdings Ltd.		836,835
	37,112	New Oriental Education & Technology Group, Inc. ADR*		1,860,424
	620,000	PICC Property & Casualty Co., Ltd. Class H		1,000,743
	23,651	TAL Education Group ADR*		1,926,137
	160,825	Tencent Holdings Ltd.		4,262,236
				18,088,096
		Denmark - 2.4%
	43,652	DSV A/S		2,113,623
	12,259	H. Lundbeck A/S*		395,089
	16,171	Pandora A/S		2,103,127
				4,611,839
		France - 4.5%
	11,644	Capgemini S.A.		964,320
	77,436	Edenred		1,792,146
	8,722	Essilor International S.A.		980,121
	22,310	Schneider Electric SE		1,500,349
	54,575	Total S.A.		2,614,410
	15,257	Valeo S.A.		880,403
				8,731,749
		Germany - 4.3%
	23,228	Beiersdorf AG		2,047,773
	133,625	E.ON SE		979,318
	24,598	Innogy SE*(1)		976,814
	35,386	ProSiebenSat.1 Media SE		1,525,071
	41,265	United Internet AG		1,696,596
	36,207	Vonovia SE		1,276,474
				8,502,046
		Hong Kong - 2.9%
	436,420	AIA Group Ltd.		2,745,519
	1,039,394	Guangdong Investment Ltd.		1,567,126
	367,000	Techtronic Industries Co., Ltd.		1,378,873
				5,691,518
		India - 4.4%
	250,473	Bharti Infratel Ltd.		1,304,612
	92,080	HDFC Bank Ltd.		2,064,498

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		India - 4.4% - (continued)
	245,044	ICICI Bank Ltd.	$	1,019,245
	160,150	ICICI Bank Ltd. ADR		1,327,643
	19,723	Maruti Suzuki India Ltd.		1,743,531
	102,015	UPL Ltd.		1,065,085
				8,524,614
		Indonesia - 2.2%
	1,772,680	Bank Central Asia Tbk PT		2,107,619
	6,651,820	Telekomunikasi Indonesia Persero Tbk PT		2,147,698
				4,255,317
		Ireland - 2.9%
	41,630	CRH plc		1,347,133
	116,501	Experian plc		2,239,677
	26,070	ICON plc*		2,092,900
				5,679,710
		Italy - 2.5%
	128,029	Eni S.p.A.		1,857,990
	135,670	FinecoBank Banca Fineco S.p.A.		792,849
	435,200	Intesa Sanpaolo S.p.A.		1,009,085
	22,914	Luxottica Group S.p.A.		1,140,944
				4,800,868
		Japan - 9.8%
	13,800	Daito Trust Construction Co., Ltd.		2,312,586
	18,000	Eisai Co., Ltd.		1,147,099
	129,100	KDDI Corp.		3,923,756
	2,700	Keyence Corp.		1,979,347
	79,900	NTT DoCoMo, Inc.		2,006,607
	34,550	Ono Pharmaceutical Co., Ltd.		875,969
	44,300	Recruit Holdings Co., Ltd.		1,779,510
	33,200	Seven & I Holdings Co., Ltd.		1,385,745
	33,800	Sumitomo Mitsui Financial Group, Inc.		1,171,902
	27,800	Takeda Pharmaceutical Co., Ltd.		1,243,353
	32,200	Tokio Marine Holdings, Inc.		1,270,076
				19,095,950
		Luxembourg - 0.6%
	49,809	SES S.A.		1,145,911
		Mexico - 0.1%
	23,400	Infraestructura Energetica Nova, S.A.B. de C.V.		103,375
		Netherlands - 4.5%
	22,850	AerCap Holdings N.V.*		939,364
	106,015	ING Groep N.V.		1,391,660
	86,160	Koninklijke Ahold Delhaize N.V.		1,966,836
	296,274	Koninklijke KPN N.V.		966,075
	34,365	NXP Semiconductors N.V.*		3,436,500
				8,700,435
		Portugal - 0.4%
	63,603	Galp Energia SGPS S.A.		862,347
		Russia - 0.6%
	119,923	Sberbank of Russia PJSC ADR		1,135,813
		Singapore - 1.0%
	12,127	Broadcom Ltd.		2,064,986
		South Korea - 4.2%
	3,197	LG Household & Health Care Ltd.		2,286,936
	2,325	NAVER Corp.		1,739,485
	2,061	Samsung Electronics Co., Ltd.		2,947,906

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

71

The Hartford International Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 97.9% - (continued)
		South Korea - 4.2% - (continued)
	32,285	SK Hynix, Inc.	$	1,154,725
				8,129,052
		Sweden - 0.4%
	48,280	Assa Abloy AB Class B		877,414
		Switzerland - 4.6%
	23,454	Julius Baer Group Ltd.*		949,455
	18,650	LafargeHolcim Ltd.*		994,804
	27,379	Novartis AG		1,943,021
	4,288	Partners Group Holding AG		2,170,758
	19,826	Temenos Group AG*		1,280,393
	6,198	Zurich Insurance Group AG*		1,622,367
				8,960,798
		Taiwan - 5.2%
	17,400	Largan Precision Co., Ltd.		2,052,767
	1,087,000	Taiwan Semiconductor Manufacturing Co., Ltd.		6,523,469
	799,000	Uni-President Enterprises Corp.		1,543,706
				10,119,942
		United Kingdom - 20.3%
	66,041	Admiral Group plc		1,547,286
	18,339	Aon plc		2,032,511
	53,540	AstraZeneca plc		2,997,977
	200,628	Aviva plc		1,087,158
	202,064	BAE Systems plc		1,338,826
	611,800	Booker Group plc		1,341,837
	57,763	British American Tobacco plc		3,310,567
	104,308	Compass Group plc		1,887,378
	147,987	Diageo plc		3,938,902
	380,066	Glencore plc*		1,163,422
	2,729	Hikma Pharmaceuticals plc		58,533
	36,220	IHS Markit Ltd.*		1,332,534
	285,420	Just Eat plc*		1,960,640
	24,880	Reckitt Benckiser Group plc		2,225,777
	539,054	Saga plc		1,307,528
	127,641	Sky plc		1,276,059
	52,236	Smith & Nephew plc		755,142
	217,776	UBM plc		1,912,051
	118,067	Unilever N.V.		4,938,268
	578,960	Worldpay Group plc		2,012,136
	53,730	WPP plc		1,166,642
				39,591,174
		United States - 2.4%
	24,845	Amdocs Ltd.		1,452,190
	21,935	Eaton Corp. plc		1,398,795
	23,697	Medtronic plc		1,943,628
				4,794,613
		Total Common Stocks (cost $180,250,956)	$	190,720,286
		Total Long-Term Investments (cost $180,250,956)	$	190,720,286

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 1.3%
		Other Investment Pools & Funds - 1.3%
	2,548,281	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	2,548,281
		Total Short-Term Investments (cost $2,548,281)	$	2,548,281

Total Investments (cost $182,799,237)^	99.2	%	$	193,268,567
Other Assets and Liabilities	0.8	%		1,609,076
Total Net Assets	100.0	%	$	194,877,643

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

72

The Hartford International Growth Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $183,618,303 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	17,725,778
Unrealized Depreciation		(8,075,514	)
Net Unrealized Appreciation	$	9,650,264

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2016, the aggregate value of this security was $976,814, which represents 0.5% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
PJSC	Private Joint Stock Company

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

73

The Hartford International Growth Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Australia	$	1,880,159	$	—	$	1,880,159	$	—
Belgium		6,039,079		4,656,210		1,382,869		—
Brazil		4,448,212		4,448,212		—		—
Canada		3,885,269		3,885,269		—		—
China		18,088,096		9,996,941		8,091,155		—
Denmark		4,611,839		—		4,611,839		—
France		8,731,749		—		8,731,749		—
Germany		8,502,046		976,814		7,525,232		—
Hong Kong		5,691,518		—		5,691,518		—
India		8,524,614		3,392,141		5,132,473		—
Indonesia		4,255,317		—		4,255,317		—
Ireland		5,679,710		2,092,900		3,586,810		—
Italy		4,800,868		—		4,800,868		—
Japan		19,095,950		—		19,095,950		—
Luxembourg		1,145,911		—		1,145,911		—
Mexico		103,375		103,375		—		—
Netherlands		8,700,435		4,375,864		4,324,571		—
Portugal		862,347		—		862,347		—
Russia		1,135,813		—		1,135,813		—
Singapore		2,064,986		2,064,986		—		—
South Korea		8,129,052		—		8,129,052		—
Sweden		877,414		—		877,414		—
Switzerland		8,960,798		—		8,960,798		—
Taiwan		10,119,942		—		10,119,942		—
United Kingdom		39,591,174		3,365,045		36,226,129		—
United States		4,794,613		4,794,613		—		—
Short-Term Investments		2,548,281		2,548,281		—		—
Total	$	193,268,567	$	46,700,651	$	146,567,916	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $6,578,111 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $2,170,850 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

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

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

74

The Hartford International Opportunities Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2%
		Australia - 1.5%
	650,168	BHP Billiton plc	$	9,776,618
	3,976,199	South32 Ltd.		7,759,631
	2,458,615	Westfield Corp. REIT		16,615,006
				34,151,255
		Belgium - 2.3%
	421,081	Anheuser-Busch InBev N.V.		48,327,378
	32,848	Umicore S.A.		1,996,570
				50,323,948
		Brazil - 1.1%
	1,012,220	BB Seguridade Participacoes S.A.		10,191,965
	1,298,090	Petroleo Brasileiro S.A. ADR*		15,148,710
				25,340,675
		Canada - 6.9%
	91,700	Alimentation Couche-Tard, Inc. Class B		4,606,535
	953,100	Canadian National Railway Co.		59,916,046
	756,750	Imperial Oil Ltd.		24,542,328
	920,340	Magna International, Inc.		37,786,568
	601,710	TransCanada Corp.		27,239,120
				154,090,597
		China - 5.0%
	405,765	Alibaba Group Holding Ltd. ADR*		41,262,243
	151,956	Baidu, Inc. ADR*		26,874,938
	3,463,930	China Life Insurance Co., Ltd. Class H		8,575,760
	12,177,100	CNOOC Ltd.		15,322,129
	12,303,630	PICC Property & Casualty Co., Ltd. Class H		19,859,316
				111,894,386
		Denmark - 0.1%
	66,698	H. Lundbeck A/S*		2,149,575
		France - 11.8%
	652,141	Airbus Group SE		38,724,048
	692,724	BNP Paribas S.A.		40,166,393
	403,695	Capgemini S.A.		33,432,746
	272,460	Essilor International S.A.		30,617,265
	59,939	LVMH Moet Hennessy Louis Vuitton SE		10,912,562
	537,245	Schneider Electric SE		36,129,769
	173,781	Technip S.A.		11,533,830
	684,689	Total S.A.		32,799,958
	128,494	Unibail-Rodamco SE REIT		30,499,974
				264,816,545
		Germany - 8.9%
	523,815	Beiersdorf AG		46,179,351
	292,549	Brenntag AG		15,639,724
	133,785	Continental AG		25,698,889
	583,608	Deutsche Wohnen AG		19,067,481
	2,580,387	E.ON SE		18,911,283
	148,900	Innogy SE*(1)		5,912,985
	781,808	RWE AG*		12,437,927
	176,471	Siemens AG		20,050,166
	1,002,522	Vonovia SE		35,343,796
				199,241,602
		Hong Kong - 1.3%
	1,072,112	Hong Kong Exchanges and Clearing Ltd.		28,342,870
		India - 3.6%
	2,507,775	Bharti Infratel Ltd.		13,061,984
	96,833	Divi’s Laboratories Ltd.		1,869,081

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		India - 3.6% - (continued)
	179,280	HDFC Bank Ltd. ADR	$	12,689,438
	6,464,490	ICICI Bank Ltd.		26,888,631
	123,523	Maruti Suzuki India Ltd.		10,919,543
	1,524,007	Power Grid Corp. of India Ltd.		3,996,862
	308,511	Tata Consultancy Services Ltd.		11,047,831
				80,473,370
		Ireland - 1.7%
	1,144,028	CRH plc		37,020,363
		Italy - 4.3%
	561,787	Banca Generali S.p.A.		12,492,233
	2,360,333	Eni S.p.A.		34,253,760
	1,591,277	FinecoBank Banca Fineco S.p.A.		9,299,353
	9,496,610	Intesa Sanpaolo S.p.A.		22,019,508
	265,226	Luxottica Group S.p.A.		13,206,248
	1,758,430	UniCredit S.p.A.		4,363,736
				95,634,838
		Japan - 11.1%
	65,370	Daito Trust Construction Co., Ltd.		10,954,621
	605,330	Daiwa House Industry Co., Ltd.		16,614,224
	83,177	Eisai Co., Ltd.		5,300,679
	92,300	FANUC Corp.		16,898,970
	2,150,560	Mitsubishi Electric Corp.		29,095,298
	768,000	Mitsubishi Heavy Industries Ltd.		3,285,401
	143,000	Mitsui Fudosan Co., Ltd.		3,256,667
	506,920	Nippon Telegraph & Telephone Corp.		22,475,227
	682,700	Nomura Holdings, Inc.		3,419,599
	117,665	Olympus Corp.		4,194,226
	309,130	Omron Corp.		11,864,657
	563,460	Ono Pharmaceutical Co., Ltd.		14,285,777
	926,030	Seven & I Holdings Co., Ltd.		38,651,852
	162,700	Sony Financial Holdings, Inc.		2,285,032
	1,010,800	Sumitomo Mitsui Financial Group, Inc.		35,046,116
	750,603	Tokio Marine Holdings, Inc.		29,606,299
				247,234,645
		Luxembourg - 0.6%
	596,533	SES S.A.		13,723,899
		Mexico - 0.5%
	1,501,980	Grupo Financiero Banorte S.A.B. de C.V.		8,860,418
	368,030	Infraestructura Energetica Nova, S.A.B. de C.V.		1,625,867
				10,486,285
		Netherlands - 3.0%
	557,520	AerCap Holdings N.V.*		22,919,647
	443,850	NXP Semiconductors N.V.*		44,385,000
				67,304,647
		Russia - 0.2%
	1,034,431	Rosneft PJSC GDR		5,625,403
		South Korea - 3.1%
	80,813	Hyundai Motor Co.		9,866,412
	13,105	LG Household & Health Care Ltd.		9,374,506
	6,764	Samsung Biologics Co., Ltd.*		803,936
	18,266	Samsung Electronics Co., Ltd.		26,126,374
	654,777	SK Hynix, Inc.		23,419,160
				69,590,388
		Spain - 2.9%
	4,635,685	Banco Santander S.A.		22,714,975
	59,371	Industria de Diseno Textil S.A.		2,071,598

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

75

The Hartford International Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.2% - (continued)
		Spain - 2.9% - (continued)
	2,874,647	Repsol S.A.	$	40,137,230
				64,923,803
		Sweden - 0.7%
	856,975	Assa Abloy AB Class B		15,574,183
		Switzerland - 6.4%
	368,835	Julius Baer Group Ltd.*		14,931,020
	891,021	LafargeHolcim Ltd.*		47,527,696
	529,001	Novartis AG		37,541,922
	167,426	Zurich Insurance Group AG*		43,824,847
				143,825,485
		Taiwan - 2.6%
	9,591,595	Taiwan Semiconductor Manufacturing Co., Ltd.		57,562,532
		United Kingdom - 14.6%
	1,942,624	Anglo American plc*		26,962,076
	458,445	AstraZeneca plc		25,670,665
	3,906,600	Aviva plc		21,168,985
	593,152	British American Tobacco plc		33,995,282
	1,088,121	Compass Group plc		19,688,762
	12,810,534	Glencore plc*		39,214,400
	481,672	Hikma Pharmaceuticals plc		10,331,054
	2,093,671	International Consolidated Airlines Group S.A.		11,102,415
	3,668,551	Sky plc		36,675,407
	649,030	Smith & Nephew plc		9,382,607
	655,529	Standard Chartered plc*		5,700,422
	1,434,169	Unilever N.V.		59,985,518
	1,221,607	WPP plc		26,524,811
				326,402,404
		Total Common Stocks (cost $2,062,927,456)	$	2,105,733,698
EXCHANGE TRADED FUNDS - 0.7%
		Other Investment Pools & Funds - 0.7%
	353,990	iShares MSCI ACWI ex U.S. ETF	$	14,425,092
		Total Exchange Traded Funds (cost $14,610,123)	$	14,425,092
		Total Long-Term Investments (cost $2,077,537,579)	$	2,120,158,790
SHORT-TERM INVESTMENTS - 4.6%
		Other Investment Pools & Funds - 4.6%
	103,721,838	Fidelity Institutional Government Fund, Institutional Class	$	103,721,838
		Total Short-Term Investments (cost $103,721,838)	$	103,721,838

Total Investments (cost $2,181,259,417)^	99.5	%	$	2,223,880,628
Other Assets and Liabilities	0.5	%		10,976,726
Total Net Assets	100.0	%	$	2,234,857,354

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

76

The Hartford International Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $2,202,237,693 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	112,831,154
Unrealized Depreciation		(91,188,219	)
Net Unrealized Appreciation	$	21,642,935

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2016, the aggregate value of this security was $5,912,985, which represents 0.3% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ACWI	All Country World Index
ADR	American Depositary Receipt
ETF	Exchange Traded Fund
GDR	Global Depositary Receipt
MSCI	Morgan Stanley Capital International
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust

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

77

The Hartford International Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Australia	$	34,151,255	$	—	$	34,151,255	$	—
Belgium		50,323,948		48,327,378		1,996,570		—
Brazil		25,340,675		25,340,675		—		—
Canada		154,090,597		154,090,597		—		—
China		111,894,386		68,137,181		43,757,205		—
Denmark		2,149,575		—		2,149,575		—
France		264,816,545		—		264,816,545		—
Germany		199,241,602		5,912,985		193,328,617		—
Hong Kong		28,342,870		—		28,342,870		—
India		80,473,370		12,689,438		67,783,932		—
Ireland		37,020,363		—		37,020,363		—
Italy		95,634,838		—		95,634,838		—
Japan		247,234,645		—		247,234,645		—
Luxembourg		13,723,899		—		13,723,899		—
Mexico		10,486,285		10,486,285		—		—
Netherlands		67,304,647		67,304,647		—		—
Russia		5,625,403		—		5,625,403		—
South Korea		69,590,388		803,936		68,786,452		—
Spain		64,923,803		—		64,923,803		—
Sweden		15,574,183		—		15,574,183		—
Switzerland		143,825,485		—		143,825,485		—
Taiwan		57,562,532		—		57,562,532		—
United Kingdom		326,402,404		—		326,402,404		—
Exchange Traded Funds		14,425,092		14,425,092		—		—
Short-Term Investments		103,721,838		103,721,838		—		—
Total	$	2,223,880,628	$	511,240,052	$	1,712,640,576	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $87,711,681 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and there were no transfers from Level 2 to Level 1.

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

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

78

The Hartford International Small Company Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.4%
		Australia - 6.9%
	86,275	Domino’s Pizza Enterprises Ltd.	$	4,202,966
	576,591	Estia Health Ltd.		1,174,706
	1,867,833	Japara Healthcare Ltd.		2,666,969
	822,317	Karoon Gas Australia Ltd.*		1,428,707
	1,014,938	Mantra Group Ltd.		2,534,083
	1,627,696	oOh!media Ltd.		5,286,449
	644,089	Regis Healthcare Ltd.		1,925,942
	219,600	Seek Ltd.		2,438,945
	4,864,042	Spotless Group Holdings Ltd.		3,689,852
	619,501	Tox Free Solutions Ltd. (Unlisted)*		1,083,885
	2,416,055	Tox Free Solutions Ltd.		4,315,350
				30,747,854
		Austria - 3.2%
	102,738	ams AG		2,876,768
	82,458	Andritz AG		4,311,346
	106,300	Buwog AG		2,569,250
	33,830	Schoeller-Bleckmann Oilfield Equipment AG		2,396,951
	150,532	Wienerberger AG		2,405,591
				14,559,906
		Belgium - 2.4%
	29,920	Cie d’Entreprises CFE		3,298,005
	66,464	D’ieteren S.A.		2,930,030
	29,581	Galapagos N.V.*		1,799,847
	86,638	Ontex Group N.V.		2,620,646
				10,648,528
		Denmark - 0.8%
	106,866	H. Lundbeck A/S*		3,444,128
		France - 7.7%
	18,751	BioMerieux		2,731,849
	301,233	Coface S.A.*		1,950,548
	57,085	Eurazeo S.A.		3,287,183
	39,811	ID Logistics Group*		5,615,776
	95,271	Imerys S.A.		6,633,186
	222,829	Maisons du Monde S.A.*(1)		6,286,492
	35,064	Orpea		2,918,306
	18,027	Virbac S.A.*		2,868,663
	19,677	Wendel S.A.		2,263,755
				34,555,758
		Germany - 2.3%
	103,115	ElringKlinger AG		1,597,290
	207,864	SAF-Holland S.A.		2,791,517
	26,016	Sartorius AG (Preference Shares)		2,047,889
	70,311	STRATEC Biomedical AG		4,019,654
				10,456,350
		Hong Kong - 0.5%
	2,578,000	Value Partners Group Ltd.		2,459,118
		Ireland - 1.0%
	3,329,861	Cairn Homes plc*		4,308,071
		Italy - 11.6%
	1,243,169	Anima Holding S.p.A.(1)		6,056,416
	519,629	Autogrill S.p.A.		4,330,923
	245,252	Brunello Cucinelli S.p.A.		4,856,827
	823,191	Cerved Information Solutions S.p.A.		6,625,813
	91,239	DiaSorin S.p.A.		5,607,336
	1,025,127	Infrastrutture Wireless Italiane S.p.A.(1)		4,846,278
	432,905	Moncler S.p.A.		7,206,970

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.4% - (continued)
		Italy - 11.6% - (continued)
	755,429	OVS S.p.A.(1)	$	4,138,284
	344,737	Salvatore Ferragamo S.p.A.		8,426,808
				52,095,655
		Japan - 34.1%
	47,000	Ain Holdings, Inc.		3,172,291
	250,600	Alps Electric Co., Ltd.		6,011,311
	105,200	Asahi Intecc Co., Ltd.		4,556,056
	128,000	Casio Computer Co., Ltd.		1,782,857
	506,400	Daikyonishikawa Corp.		6,556,898
	29,300	Disco Corp.		3,541,283
	206,600	DMG Mori Co., Ltd.		2,191,253
	225,300	EPS Holdings, Inc.		2,956,641
	59,900	Ezaki Glico Co., Ltd.		3,405,068
	292,800	Ferrotec Corp.		3,561,042
	145,600	H2O Retailing Corp.		2,162,230
	180,500	Hitachi Metals Ltd.		2,256,134
	533,700	Ichigo, Inc.		2,313,905
	2,123,000	IHI Corp.*		5,585,009
	211,600	Iida Group Holdings Co., Ltd.		4,090,122
	375,900	Itoham Yonekyu Holdings, Inc.*		3,584,650
	112,200	Jamco Corp.		2,313,625
	983,900	Kenedix, Inc.		4,136,824
	284,000	Kobe Steel Ltd.*		2,343,655
	194,500	Kyudenko Corp.		6,266,154
	365,400	Leopalace21 Corp.		2,375,754
	203,000	Miura Co., Ltd.		3,502,912
	175,500	Nippon Shinyaku Co., Ltd.		8,908,867
	82,100	Nippon Shokubai Co., Ltd.		5,665,722
	493,500	Sanwa Holdings Corp.		4,914,933
	176,000	SCSK Corp.		6,565,306
	1,941,000	Shinsei Bank Ltd.		3,138,135
	1,552,000	Taiheiyo Cement Corp.		4,444,777
	569,000	Takara Leben Co., Ltd.		3,859,729
	194,400	Teijin Ltd.		3,756,082
	356,300	Temp Holdings Co., Ltd.		6,042,743
	151,800	Tenma Corp.		2,629,228
	84,900	Tokyo Ohka Kogyo Co., Ltd.		3,014,595
	408,400	Tokyo Steel Manufacturing Co., Ltd.		2,832,752
	124,942	Tokyo TY Financial Group, Inc.		3,998,044
	213,400	Toyo Tire & Rubber Co., Ltd.		3,309,912
	106,700	W-Scope Corp.		1,909,055
	219,200	Zenkoku Hosho Co., Ltd.		9,424,466
				153,080,020
		Luxembourg - 2.8%
	159,209	BRAAS Monier Building Group S.A.		4,588,284
	1,938,250	L’Occitane International S.A.		4,003,683
	193,230	Reinet Investments SCA		3,818,129
				12,410,096
		Netherlands - 2.3%
	131,100	IMCD Group N.V.		5,670,973
	227,492	Intertrust N.V.*(1)		4,795,700
				10,466,673
		Norway - 0.9%
	290,003	Kongsberg Gruppen ASA		4,141,721
		South Korea - 1.6%
	56,846	Hotel Shilla Co., Ltd.		2,843,427
	367,291	Nexen Tire Corp.		4,213,480
				7,056,907

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

79

The Hartford International Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 98.4% - (continued)
		Spain - 1.0%
	356,131	Melia Hotels International S.A.	$	4,397,119
		Switzerland - 1.6%
	232,691	OC Oerlikon Corp. AG		2,187,519
	12,121	Tecan Group AG		1,997,304
	15,848	u-blox Holding AG		2,995,681
				7,180,504
		Taiwan - 0.9%
	289,000	Catcher Technology Co., Ltd.		2,262,277
	731,000	Globalwafers Co., Ltd.		1,801,720
				4,063,997
		United Kingdom - 16.8%
	1,618,260	AA plc		5,061,345
	535,453	Abcam plc		5,702,152
	1,664,825	B&M European Value Retail S.A.		4,779,678
	298,969	Cineworld Group plc		1,974,207
	281,041	Concentric AB		3,344,930
	214,262	Consort Medical plc		2,995,770
	464,378	ConvaTec Group plc*(1)		1,420,997
	1,052,778	Elementis plc		3,070,401
	116,757	Genus plc		2,681,004
	1,747,241	Hays plc		2,918,324
	167,836	Hikma Pharmaceuticals plc		3,599,800
	123,839	Hill & Smith Holdings plc		1,523,555
	594,238	Hunting plc		3,651,960
	102,583	James Fisher & Sons plc		2,031,588
	228,872	Keller Group plc		1,906,349
	239,046	Kier Group plc		3,975,210
	537,577	Mears Group plc		2,962,621
	735,183	Ophir Energy plc*		620,698
	997,501	Polypipe Group plc		3,076,774
	686,097	Restaurant Group plc		3,147,365
	1,302,030	Saga plc		3,158,200
	1,655,161	Tyman plc		4,928,046
	97,071	Ultra Electronics Holdings plc		2,205,620
	288,711	UNITE Group plc		1,955,667
	1,308,845	Volution Group plc		2,675,385
				75,367,646
		Total Common Stocks (cost $449,924,876)	$	441,440,051
EXCHANGE TRADED FUNDS - 0.4%
		Other Investment Pools & Funds - 0.4%
	33,600	Electra Private Equity plc	$	1,770,493
		Total Exchange Traded Funds (cost $1,852,522)	$	1,770,493
		Total Long-Term Investments (cost $451,777,398)	$	443,210,544

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 1.3%
		Other Investment Pools & Funds - 1.3%
	5,815,112	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	5,815,112
		Total Short-Term Investments (cost $5,815,112)	$	5,815,112

Total Investments (cost $457,592,510)^	100.1	%	$	449,025,656
Other Assets and Liabilities	(0.1	)%		(529,536	)
Total Net Assets	100.0	%	$	448,496,120

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

80

The Hartford International Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $460,335,982 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	36,953,309
Unrealized Depreciation		(48,263,635	)
Net Unrealized Depreciation	$	(11,310,326	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $27,544,167, which represents 6.1% of total net assets.

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

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

81

The Hartford International Small Company Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Common Stocks
Australia	$	30,747,854	$	—	$	30,747,854	$	—
Austria		14,559,906		—		14,559,906		—
Belgium		10,648,528		—		10,648,528		—
Denmark		3,444,128		—		3,444,128		—
France		34,555,758		11,902,268		22,653,490		—
Germany		10,456,350		—		10,456,350		—
Hong Kong		2,459,118		—		2,459,118		—
Ireland		4,308,071		—		4,308,071		—
Italy		52,095,655		4,856,827		47,238,828		—
Japan		153,080,020		—		153,080,020		—
Luxembourg		12,410,096		7,821,812		4,588,284		—
Netherlands		10,466,673		5,670,973		4,795,700		—
Norway		4,141,721		4,141,721		—		—
South Korea		7,056,907		—		7,056,907		—
Spain		4,397,119		—		4,397,119		—
Switzerland		7,180,504		—		7,180,504		—
Taiwan		4,063,997		—		4,063,997		—
United Kingdom		75,367,646		25,027,694		50,339,952		—
Exchange Traded Funds		1,770,493		1,770,493		—		—
Short-Term Investments		5,815,112		5,815,112		—		—
Total	$	449,025,656	$	67,006,900	$	382,018,756	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $11,744,641 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $17,885,982 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

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

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

82

The Hartford International Value Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.6%
		Australia - 0.6%
	3,548,293	Resolute Mining Ltd.	$	4,191,417
	2,323,311	Western Areas Ltd.*		4,357,639
				8,549,056
		Austria - 0.5%
	407,272	Zumtobel Group AG		7,144,140
		Belgium - 1.5%
	345,146	Ageas		12,609,361
	1,083,160	AGFA-Gevaert N.V.*		4,501,726
	276,701	Orange Belgium S.A.*		6,231,988
				23,343,075
		Brazil - 1.5%
	691,500	Cia Paranaense de Energia (Preference Shares)		7,918,022
	12,786	Petro Rio S.A.*		64,090
	868,315	Petroleo Brasileiro S.A. ADR*		10,133,236
	372,700	Telefonica Brasil S.A. (Preference Shares)		5,392,007
				23,507,355
		Canada - 2.3%
	419,360	Barrick Gold Corp.		7,378,585
	1,122,900	Centerra Gold, Inc.		5,676,032
	1,816,359	Eldorado Gold Corp.*		5,739,695
	3,076,800	Ivanhoe Mines Ltd. Class A*		4,794,238
	1,423,770	Kinross Gold Corp.*		5,495,752
	383,200	Northern Dynasty Minerals Ltd.*		319,976
	454,340	Painted Pony Petroleum Ltd.*		2,784,370
	1,133,639	Uranium Participation Corp.*		3,144,067
				35,332,715
		China - 0.5%
	19,309,390	Daphne International Holdings Ltd.*		2,534,696
	814,107	Sinovac Biotech Ltd.*		5,039,323
				7,574,019
		Denmark - 0.8%
	371,451	D/S Norden A/S*		5,289,490
	210,902	H. Lundbeck A/S*		6,797,050
				12,086,540
		France - 10.5%
	1,698,295	Air France-KLM*		10,352,287
	344,625	Alstom S.A.*		9,260,650
	322,905	BNP Paribas S.A.		18,723,083
	373,317	Cie de Saint-Gobain		16,576,459
	904,839	Coface S.A.*		5,859,026
	40,652	Devoteam S.A.		2,195,140
	680,869	Engie S.A.		9,819,300
	251,827	Metropole Television S.A.		4,387,728
	68,804	Renault S.A.		5,983,321
	640,603	Rexel S.A.		8,884,678
	378,517	Societe Generale S.A.		14,765,003
	65,504	Sopra Steria Group		6,663,952
	762,041	Television Francaise		7,018,679
	79,702	Thales S.A.		7,498,757
	552,529	Total S.A.		26,468,847
	101,141	Vicat S.A.		6,358,930
				160,815,840
		Germany - 3.7%
	964,035	Deutsche Lufthansa AG		12,338,782
	670,208	E.ON SE		4,911,857
	204,451	Hamburger Hafen und Logistik AG		3,249,863

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.6% - (continued)
		Germany - 3.7% - (continued)
	830,246	Kontron AG*	$	2,852,066
	298,354	METRO AG		8,936,961
	152,716	Rheinmetall AG		10,601,217
	394,863	RWE AG*		6,281,948
	221,586	Salzgitter AG		7,283,968
				56,456,662
		Greece - 0.8%
	1,092,941	Alpha Bank A.E.*		1,868,781
	1,056,955	Hellenic Telecommunications Organization S.A.		9,692,549
				11,561,330
		Hong Kong - 1.1%
	8,317,738	AMVIG Holdings Ltd.		2,807,722
	574,740	Dah Sing Financial Holdings Ltd.		3,898,487
	139,003,680	G-Resources Group Ltd.		2,442,348
	35,872,000	NetMind Financial Holdings Ltd.*		322,506
	12,247,050	New World Department Store China Ltd.		1,799,644
	37,526,000	Pacific Basin Shipping Ltd.*		5,603,210
				16,873,917
		Hungary - 0.5%
	4,451,476	Magyar Telekom Telecommunications plc		7,359,825
		India - 1.0%
	2,188,359	Allahabad Bank*		2,466,142
	1,036,966	Canara Bank*		4,886,133
	2,202,124	Corp. Bank*		1,403,197
	3,022,081	NTPC Ltd.		6,837,756
				15,593,228
		Indonesia - 0.1%
	1,087,200	Indo Tambangraya Megah Tbk PT		1,193,296
		Italy - 3.5%
	833,084	Assicurazioni Generali S.p.A.		10,761,231
	1,670,988	Banca Popolare dell’Emilia Romagna SC		7,852,090
	478,188	Buzzi Unicem S.p.A.		9,299,656
	1,377,724	Eni S.p.A.		19,993,886
	41,322	Geox S.p.A.		89,011
	2,438,308	UniCredit S.p.A.		6,050,928
				54,046,802
		Japan - 37.3%
	1,636	Aichi Steel Corp.		78,773
	593,860	Aisan Industry Co., Ltd.		4,834,482
	62,340	Alpha Systems, Inc.		1,049,880
	661,000	Alpine Electronics, Inc.		8,823,217
	265,820	Avex Group Holdings, Inc.		3,516,093
	267,200	Benesse Holdings, Inc.		7,001,227
	437,280	Canon, Inc.		12,562,186
	179,800	Cawachi Ltd.		4,627,278
	310,200	Chubu Steel Plate Co., Ltd.		1,571,369
	1,127,600	Citizen Watch Co., Ltd.		6,336,884
	231,660	CMIC Holdings Co., Ltd.		3,440,948
	718,750	Dai-ichi Life Holdings, Inc.		10,537,571
	212,710	Dena Co., Ltd.		6,843,281
	226,000	Eighteenth Bank Ltd.		700,885
	167,173	Eisai Co., Ltd.		10,653,551
	153,200	en-japan, Inc.		2,951,868
	311,550	Exedy Corp.		8,901,631
	80,720	Fujimi, Inc.		1,255,646
	3,106,830	Fujitsu Ltd.		18,426,998
	674,650	Funai Electric Co., Ltd.		5,500,701

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

83

The Hartford International Value Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.6% - (continued)
		Japan - 37.3% - (continued)
	160,190	Gendai Agency, Inc.	$	802,914
	1,424,530	Gree, Inc.		7,899,160
	333,330	Hisaka Works Ltd.		2,616,845
	65,420	Hitachi Chemical Co., Ltd.		1,529,313
	681,480	Honda Motor Co., Ltd.		20,390,975
	357,870	Honeys Co., Ltd.		4,210,864
	839,550	Hosiden Corp.		6,226,323
	736,410	Inpex Corp.		6,869,796
	56,500	Itochu Techno-Solutions Corp.		1,393,363
	235,700	Japan Digital Laboratory Co., Ltd.		3,663,039
	331,430	Japan Petroleum Exploration Co., Ltd.		7,251,683
	398,180	Japan Steel Works Ltd.		8,552,582
	838,080	JSR Corp.		12,735,855
	545,560	Keihin Corp.		8,918,260
	343,240	Kuroda Electric Co., Ltd.		6,678,402
	419,300	Kyoei Steel Ltd.		7,987,096
	192,660	Melco Holdings, Inc.		5,216,143
	269,600	Mimasu Semiconductor Industry Co., Ltd.		3,430,996
	231,100	Miraial Co., Ltd.		1,644,242
	1,916,800	Mitsubishi Motors Corp.		10,640,886
	4,040,540	Mitsubishi UFJ Financial Group, Inc.		20,848,412
	547,250	Mitsui Chemicals, Inc.		2,695,018
	285,390	Mitsumi Electric Co., Ltd.*		1,732,909
	7,886,700	Mizuho Financial Group, Inc.		13,279,247
	981,810	NET One Systems Co., Ltd.		7,131,222
	425,720	Neturen Co., Ltd.		3,450,703
	946,790	Nichicon Corp.		8,114,461
	692,800	Nikon Corp.		10,470,224
	35,510	Nintendo Co., Ltd.		8,560,047
	2,732,000	Nippon Chemi-Con Corp.		4,752,600
	116,660	Nishimatsuya Chain Co., Ltd.		1,642,277
	502,300	Nissin Kogyo Co., Ltd.		7,431,584
	55,170	Nitto Denko Corp.		3,843,601
	490,500	NOK Corp.		11,053,773
	808,020	Oita Bank Ltd.		3,060,245
	1,522,000	Pacific Metals Co., Ltd.*		4,580,326
	173,710	PAL GROUP Holdings Co., Ltd.		4,303,665
	3,940,200	Pioneer Corp.*		9,663,838
	109,440	Proto Corp.		1,241,271
	375,270	Relia, Inc.		3,595,995
	228,230	Rohm Co., Ltd.		11,996,815
	1,971,000	Sanyo Shokai Ltd.		3,173,900
	496,150	Shinkawa Ltd.*		3,212,781
	1,210,010	Shinko Electric Industries Co., Ltd.		7,798,013
	564,100	Showa Corp.		3,692,134
	540,580	Sumitomo Bakelite Co., Ltd.		2,935,726
	2,003,000	Sumitomo Heavy Industries Ltd.		10,544,815
	544,430	Sumitomo Mitsui Financial Group, Inc.		18,876,293
	142,300	Sumitomo Mitsui Trust Holdings, Inc.		4,801,596
	258,500	Sumitomo Real Estate Sales Co., Ltd. REIT		5,842,555
	550,550	Sumitomo Riko Co., Ltd.		5,273,496
	36,700	Suzuken Co., Ltd. / Aichi Japan		1,178,751
	1,351,440	T&D Holdings, Inc.		16,342,760
	146,000	Taiyo Yuden Co., Ltd.		1,559,758
	360,870	Takeda Pharmaceutical Co., Ltd.		16,139,887
	600,570	Tochigi Bank Ltd.		2,895,500
	587,230	Tokai Rika Co., Ltd.		11,012,132
	294,980	Tokyo Seimitsu Co., Ltd.		8,047,811
	947,070	Tokyo Steel Manufacturing Co., Ltd.		6,569,085
	1,827,630	Toshiba Machine Co., Ltd.		6,600,691
	2,410,000	Toyo Engineering Corp.		8,255,462

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.6% - (continued)
		Japan - 37.3% - (continued)
	431,480	Toyoda Gosei Co., Ltd.	$	9,887,216
	461,280	Ushio, Inc.		5,564,820
	348,990	Xebio Holdings Co., Ltd.		5,417,423
	463,870	Yamanashi Chuo Bank Ltd.		2,268,724
	280,160	Yamato Kogyo Co., Ltd.		7,887,826
	102,200	Yodogawa Steel Works Ltd.		2,790,335
				570,290,929
		Netherlands - 4.3%
	790,832	Delta Lloyd N.V.		4,777,679
	1,084,888	ING Groep N.V.		14,241,337
	281,628	Koninklijke Philips N.V.		8,486,061
	3,190,338	PostNL N.V.*		15,025,419
	890,933	Royal Dutch Shell plc Class B		22,979,392
				65,509,888
		Norway - 1.0%
	333,666	Statoil ASA		5,447,433
	1,871,519	Storebrand ASA*		9,625,470
				15,072,903
		Russia - 2.4%
	2,411,654	Gazprom PJSC ADR		10,398,758
	278,370	Lukoil PJSC ADR		13,540,560
	539,000	Sberbank of Russia PJSC ADR		5,104,971
	1,665,000	Surgutneftegas OJSC ADR		7,259,400
				36,303,689
		South Africa - 1.1%
	254,132	Anglo American Platinum Ltd.*		6,008,617
	1,533,593	Impala Platinum Holdings Ltd.*		6,196,716
	2,156,863	Raubex Group Ltd.		4,019,799
				16,225,132
		South Korea - 2.3%
	311,188	KB Financial Group, Inc.		11,519,183
	475,274	KT Corp.		13,407,333
	163,272	Shinhan Financial Group Co., Ltd.		6,245,836
	363,676	Tongyang Life Insurance Co., Ltd.		3,810,170
				34,982,522
		Spain - 2.1%
	390,041	Almirall S.A.		5,606,889
	6,595,722	Banco Popular Espanol S.A.		7,216,591
	3,298,794	CaixaBank S.A.		9,953,739
	970,360	Telefonica S.A.		9,859,443
				32,636,662
		Sweden - 0.8%
	1,778,398	Qliro Group AB*		1,840,982
	2,203,734	Telefonaktiebolaget LM Ericsson Class B		10,690,004
				12,530,986
		Switzerland - 5.0%
	131,768	Adecco Group AG		7,824,377
	147,830	Julius Baer Group Ltd.*		5,984,390
	310,102	LafargeHolcim Ltd.*		16,541,062
	122,439	Oriflame Holding AG*		4,498,338
	1,355,367	STMicroelectronics N.V.		12,907,740
	1,285,643	UBS Group AG		18,175,982
	42,383	Zurich Insurance Group AG*		11,094,027
				77,025,916

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

84

The Hartford International Value Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 94.6% - (continued)
		Taiwan - 0.6%
	16,141,900	Compal Electronics, Inc.	$	9,598,244
		United Kingdom - 8.8%
	844,593	Anglo American plc*		11,722,279
	379,727	AstraZeneca plc		21,262,844
	5,030,545	BP plc		29,739,094
	4,681,470	Hays plc		7,819,211
	4,119,597	HSBC Holdings plc		31,025,248
	3,502,050	J Sainsbury plc		10,737,433
	552,657	Lonmin plc*		1,288,593
	697,937	Marks & Spencer Group plc		2,903,967
	4,109,655	SIG plc		5,558,394
	1,533,254	Standard Chartered plc*		13,333,040
	11,809	SThree plc		34,546
				135,424,649
		Total Common Stocks (cost $1,465,534,932)	$	1,447,039,320
		Total Long-Term Investments (cost $1,465,534,932)	$	1,447,039,320
SHORT-TERM INVESTMENTS - 4.3%
		Other Investment Pools & Funds - 4.3%
	65,273,004	Fidelity Institutional Government Fund, Institutional Class	$	65,273,004
		Total Short-Term Investments (cost $65,273,004)	$	65,273,004

Total Investments (cost $1,530,807,936)^	98.9	%	$	1,512,312,324
Other Assets and Liabilities	1.1	%		17,155,778
Total Net Assets	100.0	%	$	1,529,468,102

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

85

The Hartford International Value Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $1,578,994,119 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	115,093,016
Unrealized Depreciation		(181,774,811)
Net Unrealized Depreciation	$	(66,681,795	)

* Non-income producing.

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
EAFE (mini MSCI) Index Future		455		12/16/2016	$	38,166,834	$	37,894,675	$	(272,159	)
Total futures contracts									$	(272,159	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations:
EAFE	Europe, Australasia and Far East
MSCI	Morgan Stanley Capital International
Other Abbreviations:
ADR	American Depositary Receipt
OJSC	Open Joint Stock Company
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust

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

86

The Hartford International Value Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Common Stocks
Australia	$	8,549,056		$	—		$	8,549,056	$	—
Austria		7,144,140			—			7,144,140		—
Belgium		23,343,075			—			23,343,075		—
Brazil		23,507,355			23,507,355			—		—
Canada		35,332,715			35,332,715			—		—
China		7,574,019			5,039,323			2,534,696		—
Denmark		12,086,540			—			12,086,540		—
France		160,815,840			2,195,140			158,620,700		—
Germany		56,456,662			—			56,456,662		—
Greece		11,561,330			—			11,561,330		—
Hong Kong		16,873,917			—			16,873,917		—
Hungary		7,359,825			7,359,825			—		—
India		15,593,228			—			15,593,228		—
Indonesia		1,193,296			—			1,193,296		—
Italy		54,046,802			—			54,046,802		—
Japan		570,290,929			—			570,290,929		—
Netherlands		65,509,888			—			65,509,888		—
Norway		15,072,903			—			15,072,903		—
Russia		36,303,689			7,259,400			29,044,289		—
South Africa		16,225,132			4,019,799			12,205,333		—
South Korea		34,982,522			—			34,982,522		—
Spain		32,636,662			—			32,636,662		—
Sweden		12,530,986			1,840,982			10,690,004		—
Switzerland		77,025,916			—			77,025,916		—
Taiwan		9,598,244			—			9,598,244		—
United Kingdom		135,424,649			5,592,940			129,831,709		—
Short-Term Investments		65,273,004			65,273,004			—		—
Total	$	1,512,312,324		$	157,420,483		$	1,354,891,841	$	—
Liabilities
Futures Contracts(2)	$	(272,159	)	$	(272,159	)	$	—	$	—
Total	$	(272,159	)	$	(272,159	)	$	—	$	—

⁽¹⁾ For the year ended October 31, 2016, investments valued at $33,883,984 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $12,357,190 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

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

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

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

87

International/Global Equity Funds

Statements of Assets and Liabilities

October 31, 2016

	Hartford Emerging Markets Equity Fund			Hartford Environmental Opportunities Fund		Hartford Global Capital Appreciation Fund
Assets:
Investments in securities, at market value	$	80,518,106		$	29,643,781	$	1,016,587,742
Cash		—			—		17,503
Cash collateral due from broker		34,000			—		—
Foreign currency		294,682			3		102,633
Unrealized appreciation on foreign currency contracts		—			—		531,701
Receivables:
Investment securities sold		1,952,597			945,672		29,011,296
Fund shares sold		51,570			47,990		1,084,998
Dividends and interest		57,031			114,095		2,057,907
Variation margin on financial derivative instruments		3,910			—		—
Other assets		44,471			27,126		111,998
Total assets		82,956,367			30,778,667		1,049,505,778
Liabilities:
Payables:
Investment securities purchased		2,019,793			761,304		21,153,470
Fund shares redeemed		36,756			—		2,378,322
Investment management fees		75,388			20,316		706,148
Transfer agent fees		3,211			84		153,584
Accounting services fees		1,713			635		12,429
Board of Directors’ fees		278			156		2,018
Variation margin on financial derivative instruments		—			—		—
Foreign taxes		146,942			—		—
Distribution fees		3,652			2,058		347,734
Audit fees		—			34,621		—
Accrued expenses		39,453			2,428		132,998
Total liabilities		2,327,186			821,602		24,886,703
Net assets	$	80,629,181		$	29,957,065	$	1,024,619,075
Summary of Net Assets:
Capital stock and paid-in-capital	$	101,021,511		$	26,069,672	$	1,109,254,511
Undistributed (distributions in excess of) net investment income		856,824			329,775		5,666,875
Accumulated net realized gain (loss)		(28,115,295	)		593,080		(94,042,296	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		6,866,141			2,964,538		3,739,985
Net assets	$	80,629,181		$	29,957,065	$	1,024,619,075
Shares authorized		600,000,000			125,000,000		1,000,000,000
Par value	$	0.0010		$	0.0010	$	0.0010
Class A:     Net asset value per share	$	7.65		$	11.53	$	15.61
Maximum offering price per share	$	8.10		$	12.20	$	16.52
Shares outstanding		1,417,664			129,163		41,144,143
Net Assets	$	10,848,083		$	1,489,087	$	642,111,073
Class B:     Net asset value per share	$	—		$	—	$	14.17
Shares outstanding		—			—		372,631
Net Assets	$	—		$	—	$	5,278,900
Class C:     Net asset value per share	$	7.49		$	11.47	$	14.24
Shares outstanding		202,955			104,212		15,215,165
Net Assets	$	1,520,200		$	1,195,607	$	216,714,060
Class I:      Net asset value per share	$	7.64		$	11.55	$	16.10
Shares outstanding		348,781			1,861,951		6,675,898
Net Assets	$	2,665,415		$	21,506,200	$	107,469,213
Class R3:   Net asset value per share	$	7.58		$	11.50	$	15.36
Shares outstanding		21,744			100,001		1,801,732
Net Assets	$	164,850		$	1,149,688	$	27,679,566

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

88

International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

Hartford Global Equity Income Fund			Hartford International Equity Fund			The Hartford International Growth Fund			The Hartford International Opportunities Fund			The Hartford International Small Company Fund			The Hartford International Value Fund
$	135,911,150		$	29,275,145		$	193,268,567		$	2,223,880,628		$	449,025,656		$	1,512,312,324
	—			421			—			—			—			—
	—			—			—			—			—			1,911,000
	35			92,232			253,759			247,657			82,237			283
	311,288			—			—			—			—			—
	487,694			206,026			3,355,285			41,771,607			493,013			7,267,858
	662,469			41,866			931,232			6,606,302			293,733			6,074,334
	397,090			101,949			658,048			6,433,505			1,342,575			6,217,898
	—			—			—			—			—			—
	46,692			61,124			82,512			82,921			32,676			59,118
	137,816,418			29,778,763			198,549,403			2,279,022,620			451,269,890			1,533,842,815
	287,586			120,883			2,822,491			39,336,301			1,743,897			726,711
	571,395			36,161			572,277			3,017,161			565,766			2,172,109
	88,235			17,683			143,199			1,262,390			350,367			1,016,732
	24,640			3,308			38,493			134,185			22,910			123,194
	2,118			505			3,369			34,075			7,007			22,877
	382			177			494			2,640			939			1,485
	—			—			—			—			—			17,042
	—			—			—			—			—			49,779
	33,894			4,681			40,157			208,905			29,330			123,577
	—			—			—			—			—			—
	40,146			35,725			51,280			169,609			53,554			121,207
	1,048,396			219,123			3,671,760			44,165,266			2,773,770			4,374,713
$	136,768,022		$	29,559,640		$	194,877,643		$	2,234,857,354		$	448,496,120		$	1,529,468,102
$	160,163,667		$	30,220,257		$	303,053,073		$	2,241,625,501		$	459,914,048		$	1,520,784,821
	240,486			485,595			2,271,841			29,694,888			1,978,281			20,456,990
	(22,732,563	)		(1,871,093	)		(120,887,694	)		(78,724,921	)		(4,759,927	)		7,241,372
	(903,568	)		724,881			10,440,423			42,261,886			(8,636,282	)		(19,015,081	)
$	136,768,022		$	29,559,640		$	194,877,643		$	2,234,857,354		$	448,496,120		$	1,529,468,102
	900,000,000			525,000,000			500,000,000			700,000,000			500,000,000			550,000,000
$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0010
$	10.73		$	9.37		$	12.24		$	14.36		$	13.61		$	15.02
$	11.35		$	9.92		$	12.95		$	15.20		$	14.40		$	15.89
	10,010,068			1,122,547			8,910,929			33,691,186			4,520,842			29,642,519
$	107,363,324		$	10,518,737		$	109,049,170		$	483,834,760		$	61,507,340		$	445,154,037
$	10.52		$	9.31		$	11.27		$	12.97		$	12.67		$	—
	30,575			12,903			80,771			104,396			25,064			—
$	321,662		$	120,175		$	910,595		$	1,354,431		$	317,500		$	—
$	10.47		$	9.25		$	11.26		$	12.61		$	12.32		$	14.80
	1,147,760			279,088			1,306,542			4,322,685			909,251			2,355,568
$	12,015,006		$	2,582,731		$	14,705,681		$	54,506,912		$	11,202,314		$	34,860,379
$	10.74		$	9.44		$	12.16		$	14.31		$	13.53		$	15.19
	1,059,802			541,401			2,914,461			18,981,014			4,916,670			45,129,000
$	11,385,250		$	5,108,854		$	35,436,728		$	271,706,589		$	66,524,921		$	685,402,893
$	10.72		$	9.37		$	12.33		$	14.58		$	13.69		$	15.14
	19,582			11,752			83,266			4,003,718			653,925			36,014
$	209,832		$	110,076		$	1,026,915		$	58,367,286		$	8,953,954		$	545,275

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

89

International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	Hartford Emerging Markets Equity Fund		Hartford Environmental Opportunities Fund		Hartford Global Capital Appreciation Fund
Class R4:   Net asset value per share	$	7.61	$	11.52	$	15.85
Shares outstanding		5,250		100,001		1,090,798
Net Assets	$	39,938	$	1,151,998	$	17,290,500
Class R5:   Net asset value per share	$	7.59	$	11.54	$	16.19
Shares outstanding		1,667		100,001		33,348
Net Assets	$	12,659	$	1,154,313	$	539,888
Class R6:   Net asset value per share	$	—	$	11.55	$	—
Shares outstanding		—		100,001		—
Net Assets	$	—	$	1,155,086	$	—
Class Y:     Net asset value per share	$	7.64	$	11.55	$	16.35
Shares outstanding		8,562,595		100,001		460,994
Net Assets	$	65,378,036	$	1,155,086	$	7,535,875
Cost of investments	$	73,497,906	$	26,678,098	$	1,013,285,556
Cost of foreign currency	$	294,680	$	3	$	102,641

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

90

International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

Hartford Global Equity Income Fund		Hartford International Equity Fund		The Hartford International Growth Fund		The Hartford International Opportunities Fund		The Hartford International Small Company Fund		The Hartford International Value Fund
$	10.76	$	9.40	$	12.55	$	14.84	$	13.77	$	15.12
	15,361		26,703		839,938		9,418,497		553,217		111,040
$	165,317	$	250,957	$	10,542,162	$	139,730,863	$	7,619,383	$	1,678,889
$	10.75	$	9.38	$	12.67	$	14.98	$	13.86	$	15.24
	18,663		1,205		467,755		6,803,585		142,471		46,479
$	200,620	$	11,301	$	5,924,508	$	101,935,991	$	1,975,281	$	708,119
$	—	$	—	$	—	$	15.06	$	—	$	—
	—		—		—		1,963,284		—		—
$	—	$	—	$	—	$	29,571,187	$	—	$	—
$	10.63	$	9.44	$	12.71	$	15.07	$	13.88	$	15.48
	480,465		1,150,252		1,360,077		72,608,598		20,927,488		23,334,043
$	5,107,011	$	10,856,809	$	17,281,884	$	1,093,849,335	$	290,395,427	$	361,118,510
$	137,112,955	$	28,545,656	$	182,799,237	$	2,181,259,417	$	457,592,510	$	1,530,807,936
$	82	$	92,257	$	253,756	$	248,221	$	82,188	$	283

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

91

International/Global Equity Funds

Statements of Operations

For the Year Ended October 31, 2016

	Hartford Emerging Markets Equity Fund			Hartford Environmental Opportunities Fund(1)			Hartford Global Capital Appreciation Fund
Investment Income:
Dividends	$	2,783,403		$	579,184		$	23,057,678
Interest		6,321			6,246			78,633
Less: Foreign tax withheld		(267,918	)		(31,042	)		(1,068,851	)
Total investment income, net		2,521,806			554,388			22,067,460
Expenses:
Investment management fees		1,043,864			153,238			8,636,990
Administrative services fees
Class R3		1,256			1,504			57,406
Class R4		778			1,130			24,553
Class R5		501			754			627
Transfer agent fees
Class A		28,658			144			1,306,769
Class B		—			—			42,208
Class C		5,235			24			311,713
Class I		1,227			50			106,726
Class R3		119			—			3,794
Class R4		48			—			994
Class R5		3			—			160
Class R6		—			—			—
Class Y		1,231			11			455
Distribution fees
Class A		22,180			2,019			1,670,160
Class B		—			—			114,205
Class C		21,525			7,643			2,348,750
Class R3		3,139			3,761			142,772
Class R4		1,296			1,882			40,921
Custodian fees		29,483			4,297			87,676
Registration and filing fees		90,977			4,922			136,193
Accounting services fees		23,724			4,789			152,759
Board of Directors’ fees		3,796			1,162			35,610
Audit fees		79,763			34,621			72,362
Other expenses		26,066			25,968			428,322
Total expenses (before waivers and fees paid indirectly)		1,384,869			247,919			15,722,125
Expense waivers		(69,929	)		(56,530	)		(456,895	)
Transfer agent fee waivers		(2,041	)		—			(8,013	)
Commission recapture		—			—			(32,908	)
Total waivers and fees paid indirectly		(71,970	)		(56,530	)		(497,816	)
Total expenses, net		1,312,899			191,389			15,224,309
Net Investment Income (Loss)		1,208,907			362,999			6,843,151
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(27,460,344	)		558,125			(82,720,888	)
Less: Foreign taxes paid on realized capital gains		(25,228	)		—			—
Net realized gain (loss) on futures contracts		(391,226	)		—			—
Net realized gain (loss) on foreign currency contracts		(246	)		—			(952,504	)
Net realized gain (loss) on other foreign currency transactions		(32,857	)		(3,678	)		(176,440	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(27,909,901	)		554,447			(83,849,832	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		23,471,737			2,965,683			53,017,811
Net unrealized appreciation (depreciation) of futures contracts		(7,789	)		—			—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			—			398,433
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		15,240			(1,145	)		(33,254	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		23,479,188			2,964,538			53,382,990
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(4,430,713	)		3,518,985			(30,466,842	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	(3,221,806	)	$	3,881,984		$	(23,623,691	)

⁽¹⁾  Commenced operations on February 29, 2016

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

92

International/Global Equity Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

Hartford Global Equity Income Fund			Hartford International Equity Fund			The Hartford International Growth Fund			The Hartford International Opportunities Fund			The Hartford International Small Company Fund			The Hartford International Value Fund
$	5,758,486		$	889,708		$	5,246,225		$	52,946,193		$	9,942,522		$	38,375,828
	10,408			2,618			11,144			315,102			23,633			216,133
	(284,406	)		(75,877	)		(398,789	)		(4,862,457	)		(824,129	)		(3,332,914	)
	5,484,488			816,449			4,858,580			48,398,838			9,142,026			35,259,047
	1,153,520			211,859			1,732,468			12,972,788			4,047,210			10,412,568
	409			980			2,277			103,054			19,652			1,101
	261			687			14,199			190,702			11,218			2,496
	232			338			6,376			97,197			1,550			615
	243,710			26,165			328,322			1,079,513			163,592			822,573
	3,460			720			10,326			18,286			4,572			—
	28,887			5,876			40,278			110,801			30,789			41,841
	7,272			5,715			59,115			247,577			87,800			593,016
	152			254			766			3,560			324			152
	125			175			386			5,563			298			204
	26			3			284			3,015			201			108
	—			—			—			587			—			—
	380			158			294			13,470			4,183			3,541
	272,246			27,974			284,721			1,299,171			173,081			971,629
	7,296			3,481			15,539			28,272			6,438			—
	128,148			26,325			166,732			570,157			139,237			382,180
	1,023			2,450			5,685			257,634			49,131			2,753
	435			1,145			23,665			317,836			18,697			4,159
	8,684			56,503			22,276			123,573			29,112			99,474
	112,236			101,182			108,050			166,541			109,839			168,236
	27,684			6,053			40,764			347,985			80,944			231,902
	6,052			1,799			7,320			57,866			14,321			39,282
	31,066			57,464			55,743			74,691			47,473			62,748
	78,432			20,532			121,662			539,407			122,344			401,959
	2,111,736			557,838			3,047,248			18,629,246			5,162,006			14,242,537
	(183,857	)		(225,680	)		(395,117	)		—			(6,279	)		—
	(1,282	)		—			(5,681	)		(9,817	)		(2,649	)		—
	(894	)		(88	)		(227	)		(22,278	)		(992	)		(934	)
	(186,033	)		(225,768	)		(401,025	)		(32,095	)		(9,920	)		(934	)
	1,925,703			332,070			2,646,223			18,597,151			5,152,086			14,241,603
	3,558,785			484,379			2,212,357			29,801,687			3,989,940			21,017,444
	(19,849,136	)		(1,598,050	)		(9,428,020	)		(71,863,375	)		(1,886,620	)		22,990,094
	—			—			—			—			—			(201,909	)
	—			—			—			—			—			(1,120,008	)
	138,181			558			—			—			—			205
	(107,956	)		16,551			(4,052	)		(588,660	)		87,225			487,207
	(19,818,911	)		(1,580,941	)		(9,432,072	)		(72,452,035	)		(1,799,395	)		22,155,589
	9,796,919			1,193,803			5,450,008			11,663,189			(21,012,493	)		77,896,171
	—			—			—			—			—			(416,758	)
	55,747			—			—			—			—			—
	(5,018	)		(1,163	)		(8,719	)		(119,971	)		(39,594	)		(159,190	)
	9,847,648			1,192,640			5,441,289			11,543,218			(21,052,087	)		77,320,223
	(9,971,263	)		(388,301	)		(3,990,783	)		(60,908,817	)		(22,851,482	)		99,475,812
$	(6,412,478	)	$	96,078		$	(1,778,426	)	$	(31,107,130	)	$	(18,861,542	)	$	120,493,256

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

93

International/Global Equity Funds

Statements of Changes in Net Assets

	Hartford Emerging Markets Equity Fund						Hartford Environmental Opportunities Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Period Ended October 31, 2016(1)
Operations:
Net investment income (loss)	$	1,208,907		$	2,445,894		$	362,999
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(27,909,901	)		4,340,607			554,447
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		23,479,188			(30,301,799	)		2,964,538
Net Increase (Decrease) in Net Assets Resulting from Operations		(3,221,806	)		(23,515,298	)		3,881,984
Distributions to Shareholders:
From net investment income
Class A		(158,308	)		(62,853	)		—
Class B		—			—			—
Class C		(26,044	)		—			—
Class I		(63,602	)		(31,683	)		—
Class R3		(30,720	)		(6,929	)		—
Class R4		(33,246	)		(12,078	)		—
Class R5		(38,278	)		(17,728	)		—
Class R6		—			—			—
Class Y		(1,980,961	)		(1,908,998	)		—
Total from net investment income		(2,331,159	)		(2,040,269	)		—
From net realized gain on investments
Class A		(111,461	)		(768,362	)		—
Class B		—			—			—
Class C		(31,283	)		(187,327	)		—
Class I		(36,743	)		(219,131	)		—
Class R3		(23,751	)		(135,221	)		—
Class R4		(22,146	)		(129,196	)		—
Class R5		(22,058	)		(130,052	)		—
Class R6		—			—			—
Class Y		(2,348,867	)		(12,927,458	)		—
Total from net realized gain on investments		(2,596,309	)		(14,496,747	)		—
Total distributions		(4,927,468	)		(16,537,016	)		—
Capital Share Transactions:
Sold		53,722,076			33,236,817			26,086,510
Issued on reinvestment of distributions		4,924,014			16,522,971			—
Redeemed		(151,024,429	)		(31,461,380	)		(11,429	)
Net increase (decrease) from capital share transactions		(92,378,339	)		18,298,408			26,075,081
Net Increase (Decrease) in Net Assets		(100,527,613	)		(21,753,906	)		29,957,065
Net Assets:
Beginning of period		181,156,794			202,910,700			—
End of period	$	80,629,181		$	181,156,794		$	29,957,065
Undistributed (distributions in excess of) net investment income	$	856,824		$	1,936,193		$	329,775

⁽¹⁾ Commenced operations on February 29, 2016

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

94

International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

Hartford Global Capital Appreciation Fund						Hartford Global Equity Income Fund						Hartford International Equity Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	6,843,151		$	6,644,718		$	3,558,785		$	6,571,982		$	484,379		$	295,733
	(83,849,832	)		74,062,243			(19,818,911	)		(268,468	)		(1,580,941	)		567,130
	53,382,990			(74,580,461	)		9,847,648			(7,323,330	)		1,192,640			(1,629,606	)
	(23,623,691	)		6,126,500			(6,412,478	)		(1,019,816	)		96,078			(766,743	)
	(7,155,514	)		(2,519,821	)		(2,954,346	)		(1,901,683	)		(145,581	)		(110,098	)
	—			—			(13,978	)		(20,062	)		(2,741	)		—
	(993,070	)		—			(259,788	)		(156,081	)		(11,640	)		(3,823	)
	(1,418,663	)		(730,443	)		(139,776	)		(52,186	)		(64,283	)		(22,053	)
	(283,950	)		(76,256	)		(3,986	)		(7,704	)		(11,926	)		(7,164	)
	(192,044	)		(51,833	)		(3,125	)		(11,406	)		(13,611	)		(10,312	)
	(7,237	)		(9,371	)		(5,540	)		(13,983	)		(15,699	)		(12,812	)
	(99,323	)		(1,489,622	)		(187,842	)		(4,350,564	)		(165,056	)		(134,079	)
	(10,149,801	)		(4,877,346	)		(3,568,381	)		(6,513,669	)		(430,537	)		(300,341	)
	(37,106,383	)		(113,435,449	)		—			(3,433,336	)		(177,117	)		(306,590	)
	(1,123,030	)		(7,540,897	)		—			(94,968	)		(11,193	)		(23,073	)
	(14,893,034	)		(47,257,647	)		—			(474,995	)		(38,322	)		(50,320	)
	(5,699,440	)		(18,073,143	)		—			(82,785	)		(62,705	)		(46,507	)
	(1,647,282	)		(5,040,876	)		—			(20,323	)		(16,696	)		(31,538	)
	(813,284	)		(1,641,373	)		—			(24,044	)		(15,589	)		(29,439	)
	(29,632	)		(230,793	)		—			(28,736	)		(14,293	)		(27,284	)
	(9,442,563	)		(31,496,913	)		—			(8,163,878	)		(143,538	)		(273,857	)
	(70,754,648	)		(224,717,091	)		—			(12,323,065	)		(479,453	)		(788,608	)
	(80,904,449	)		(229,594,437	)		(3,568,381	)		(18,836,734	)		(909,990	)		(1,088,949	)
	140,663,770			156,480,642			39,792,703			54,461,443			5,929,090			10,748,008
	77,986,224			221,568,919			3,487,155			18,588,689			908,365			1,086,823
	(433,295,360	)		(243,075,480	)		(198,065,067	)		(35,420,361	)		(11,401,995	)		(4,740,331	)
	(214,645,366	)		134,974,081			(154,785,209	)		37,629,771			(4,564,540	)		7,094,500
	(319,173,506	)		(88,493,856	)		(164,766,068	)		17,773,221			(5,378,452	)		5,238,808
	1,343,792,581			1,432,286,437			301,534,090			283,760,869			34,938,092			29,699,284
$	1,024,619,075		$	1,343,792,581		$	136,768,022		$	301,534,090		$	29,559,640		$	34,938,092
$	5,666,875		$	8,177,870		$	240,486		$	497,355		$	485,595		$	349,055

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

95

International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

	The Hartford International Growth Fund						The Hartford International Opportunities Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	2,212,357		$	1,589,277		$	29,801,687		$	17,811,588
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(9,432,072	)		(113,080	)		(72,452,035	)		23,287,303
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		5,441,289			(6,698,215	)		11,543,218			(19,624,297	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(1,778,426	)		(5,222,018	)		(31,107,130	)		21,474,594
Distributions to Shareholders:
From net investment income
Class A		(817,837	)		(198,241	)		(3,966,872	)		(5,100,628	)
Class B		—			—			—			(8,189	)
Class C		(17,254	)		—			(104,103	)		(319,183	)
Class I		(377,253	)		(108,250	)		(1,577,287	)		(1,385,495	)
Class R3		(6,888	)		—			(236,842	)		(381,545	)
Class R4		(79,565	)		(6,043	)		(899,125	)		(1,235,881	)
Class R5		(67,831	)		(1,795	)		(1,014,293	)		(1,202,064	)
Class R6		—			—			(36,406	)		(151	)
Class Y		(145,919	)		(275,565	)		(9,145,270	)		(8,623,569	)
Total from net investment income		(1,512,547	)		(589,894	)		(16,980,198	)		(18,256,705	)
From net realized gain on investments
Class A		—			—			(8,548,255	)		(51,155,959	)
Class B		—			—			(74,101	)		(782,407	)
Class C		—			—			(1,065,051	)		(6,707,324	)
Class I		—			—			(1,618,648	)		(10,765,665	)
Class R3		—			—			(763,671	)		(4,598,752	)
Class R4		—			—			(1,874,826	)		(11,507,792	)
Class R5		—			—			(1,505,602	)		(9,223,287	)
Class R6		—			—			(45,921	)		(1,071	)
Class Y		—			—			(10,030,945	)		(61,038,744	)
Total from net realized gain on investments		—			—			(25,527,020	)		(155,781,001	)
Total distributions		(1,512,547	)		(589,894	)		(42,507,218	)		(174,037,706	)
Capital Share Transactions:
Sold		67,005,929			129,203,155			1,077,596,845			471,039,533
Issued on reinvestment of distributions		1,360,116			583,377			41,426,799			170,180,982
Redeemed		(105,905,795	)		(50,579,095	)		(444,278,267	)		(294,420,477	)
Net increase (decrease) from capital share transactions		(37,539,750	)		79,207,437			674,745,377			346,800,038
Net Increase (Decrease) in Net Assets		(40,830,723	)		73,395,525			601,131,029			194,236,926
Net Assets:
Beginning of period		235,708,366			162,312,841			1,633,726,325			1,439,489,399
End of period	$	194,877,643		$	235,708,366		$	2,234,857,354		$	1,633,726,325
Undistributed (distributions in excess of) net investment income	$	2,271,841		$	1,511,551		$	29,694,888		$	16,696,483

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

96

International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

The Hartford International Small Company Fund						The Hartford International Value Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	3,989,940		$	1,742,713		$	21,017,444		$	11,476,444
	(1,799,395	)		2,730,680			22,155,589			19,934,477
	(21,052,087	)		17,862,952			77,320,223			(43,153,184	)
	(18,861,542	)		22,336,345			120,493,256			(11,742,263	)
	(282,266	)		(1,191,693	)		(4,579,719	)		(612,185	)
	—			(11,993	)		—			—
	—			(174,013	)		(146,297	)		(78,837	)
	(615,241	)		(591,151	)		(10,502,819	)		(3,864,949	)
	(16,088	)		(161,595	)		—			(2,421	)
	(32,983	)		(138,637	)		(17,385	)		(6,946	)
	(3,714	)		(7,459	)		(4,773	)		(7,803	)
	—			—			—			—
	(2,114,135	)		(2,946,175	)		(2,895,037	)		(591,692	)
	(3,064,427	)		(5,222,716	)		(18,146,030	)		(5,164,833	)
	(382,559	)		(11,920,708	)		(6,461,696	)		—
	(5,354	)		(450,497	)		—			—
	(85,586	)		(2,942,683	)		(820,775	)		—
	(405,127	)		(5,928,215	)		(12,644,501	)		—
	(52,074	)		(1,676,765	)		(23,617	)		—
	(37,388	)		(1,218,466	)		(44,141	)		—
	(2,464	)		(59,127	)		(21,488	)		—
	—			—			—			—
	(940,687	)		(21,898,434	)		(3,227,719	)		—
	(1,911,239	)		(46,094,895	)		(23,243,937	)		—
	(4,975,666	)		(51,317,611	)		(41,389,967	)		(5,164,833	)
	204,916,380			153,628,979			771,450,602			1,032,154,970
	4,784,376			48,589,507			32,776,888			3,774,301
	(90,104,791	)		(79,806,537	)		(641,054,606	)		(467,263,968	)
	119,595,965			122,411,949			163,172,884			568,665,303
	95,758,757			93,430,683			242,276,173			551,758,207
	352,737,363			259,306,680			1,287,191,929			735,433,722
$	448,496,120		$	352,737,363		$	1,529,468,102		$	1,287,191,929
$	1,978,281		$	(258,426	)	$	20,456,990		$	12,670,639

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

97

International/Global Equity Funds

Financial Highlights

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Emerging Markets Equity Fund
For the Year Ended October 31, 2016
A	$	7.30	$	0.08		$	0.50	(17)	$	0.58		$	(0.13	)	$	(0.10	)	$	—	$	(0.23	)	$	7.65		8.52	%	$	10,848		1.94	%		1.76	%(4)		1.12	%		97	%
C		7.15		0.03			0.49	(17)		0.52			(0.08	)		(0.10	)		—		(0.18	)		7.49		7.69			1,520		2.61			2.51	(4)		0.46			97
I		7.30		0.10			0.51	(17)		0.61			(0.17	)		(0.10	)		—		(0.27	)		7.64		8.94			2,665		1.42			1.36	(4)		1.52			97
R3		7.24		—			0.56	(17)		0.56			(0.12	)		(0.10	)		—		(0.22	)		7.58		8.30			165		2.09			1.96	(4)		(0.01	)		97
R4		7.28		0.01			0.57	(17)		0.58			(0.15	)		(0.10	)		—		(0.25	)		7.61		8.44			40		1.78			1.66	(4)		0.11			97
R5		7.30		0.02			0.54	(17)		0.56			(0.17	)		(0.10	)		—		(0.27	)		7.59		8.22			13		1.47			1.36	(4)		0.35			97
Y		7.29		0.09			0.53	(17)		0.62			(0.17	)		(0.10	)		—		(0.27	)		7.64		9.16			65,378		1.37			1.31	(4)		1.33			97
For the Year Ended October 31, 2015
A	$	9.09	$	0.08		$	(1.19	)	$	(1.11	)	$	(0.05	)	$	(0.63	)	$	—	$	(0.68	)	$	7.30		(12.64	)%	$	8,161		1.79	%		1.75	%		0.94	%		151	%
C		8.92		0.01			(1.15	)		(1.14	)		—			(0.63	)		—		(0.63	)		7.15		(13.20	)		2,211		2.50			2.50			0.14			151
I		9.09		0.11			(1.19	)		(1.08	)		(0.08	)		(0.63	)		—		(0.71	)		7.30		(12.27	)		2,705		1.34			1.34			1.35			151
R3		9.02		0.05			(1.17	)		(1.12	)		(0.03	)		(0.63	)		—		(0.66	)		7.24		(12.84	)		1,749		2.02			1.95			0.68			151
R4		9.06		0.08			(1.18	)		(1.10	)		(0.05	)		(0.63	)		—		(0.68	)		7.28		(12.50	)		1,640		1.71			1.65			0.99			151
R5		9.09		0.10			(1.18	)		(1.08	)		(0.08	)		(0.63	)		—		(0.71	)		7.30		(12.30	)		1,638		1.41			1.35			1.29			151
Y		9.08		0.10			(1.18	)		(1.08	)		(0.08	)		(0.63	)		—		(0.71	)		7.29		(12.27	)		163,053		1.32			1.30			1.31			151
For the Year Ended October 31, 2014
A	$	9.16	$	0.06		$	—		$	0.06		$	(0.05	)	$	(0.08	)	$	—	$	(0.13	)	$	9.09		0.70	%	$	11,009		1.86	%		1.72	%		0.64	%		106	%
C		9.01		(0.01	)		—			(0.01	)		—			(0.08	)		—		(0.08	)		8.92		(0.06	)		2,617		2.50			2.42			(0.12	)		106
I		9.15		0.10			—			0.10			(0.08	)		(0.08	)		—		(0.16	)		9.09		1.14			3,045		1.37			1.29			1.08			106
R3		9.09		0.04			(0.01	)		0.03			(0.02	)		(0.08	)		—		(0.10	)		9.02		0.42			1,927		2.05			1.92			0.45			106
R4		9.13		0.07			(0.01	)		0.06			(0.05	)		(0.08	)		—		(0.13	)		9.06		0.71			1,850		1.75			1.62			0.76			106
R5		9.15		0.10			—			0.10			(0.08	)		(0.08	)		—		(0.16	)		9.09		1.11			1,868		1.45			1.32			1.06			106
Y		9.15		0.10			(0.01	)		0.09			(0.08	)		(0.08	)		—		(0.16	)		9.08		1.05			180,595		1.34			1.26			1.08			106
For the Year Ended October 31, 2013
A	$	8.43	$	0.06		$	0.67		$	0.73		$	—		$	—		$	—	$	—		$	9.16		8.69	%	$	8,141		1.83	%		1.65	%		0.68	%		112	%
C		8.34		0.01			0.66			0.67			—			—			—		—			9.01		8.03			2,712		2.43			2.29			0.06			112
I		8.45		0.10			0.67			0.77			(0.07	)		—			—		(0.07	)		9.15		9.14			2,290		1.35			1.21			1.11			112
R3		8.39		0.04			0.68			0.72			(0.02	)		—			—		(0.02	)		9.09		8.59			1,918		2.04			1.85			0.47			112
R4		8.43		0.07			0.67			0.74			(0.04	)		—			—		(0.04	)		9.13		8.84			1,835		1.74			1.55			0.76			112
R5		8.45		0.09			0.68			0.77			(0.07	)		—			—		(0.07	)		9.15		9.13			1,848		1.44			1.25			1.06			112
Y		8.46		0.11			0.67			0.78			(0.09	)		—			—		(0.09	)		9.15		9.28			236,487		1.34			1.20			1.25			112
For the Year Ended October 31, 2012
A	$	8.22	$	0.09		$	0.12		$	0.21		$	—		$	—		$	—	$	—		$	8.43		2.59	%	$	8,104		2.05	%		1.58	%		1.09	%		128	%
C		8.20		0.02			0.12			0.14			—			—			—		—			8.34		1.71			2,102		2.78			2.31			0.30			128
I		8.23		0.11			0.13			0.24			(0.02	)		—			—		(0.02	)		8.45		2.88			1,975		1.73			1.26			1.37			128
R3		8.21		0.06			0.12			0.18			—			—			—		—			8.39		2.19			1,747		2.42			1.85			0.75			128
R4		8.22		0.09			0.12			0.21			—			—			—		—			8.43		2.55			1,686		2.12			1.55			1.05			128
R5		8.23		0.11			0.12			0.23			(0.01	)		—			—		(0.01	)		8.45		2.85			1,693		1.82			1.25			1.35			128
Y		8.23		0.16			0.09			0.25			(0.02	)		—			—		(0.02	)		8.46		3.01			170,292		1.38			0.91			1.97			128

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

98

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Environmental Opportunities Fund
For the Period Ended October 31, 2016
A(5)	$	10.00	$	0.13		$	1.40		$	1.53		$	—		$	—		$	—	$	—		$	11.53		15.30	%(6)	$	1,489		1.46	%(7)		1.17	%(7)		1.75	%(7)		25	%(6)
C(5)		10.00		0.07			1.40			1.47			—			—			—		—			11.47		14.70	(6)		1,196		2.20	(7)		1.90	(7)		0.99	(7)		25	(6)
I(5)		10.00		0.15			1.40			1.55			—			—			—		—			11.55		15.50	(6)		21,506		1.20	(7)		0.90	(7)		1.99	(7)		25	(6)
R3(5)		10.00		0.10			1.40			1.50			—			—			—		—			11.50		15.00	(6)		1,150		1.90	(7)		1.60	(7)		1.29	(7)		25	(6)
R4(5)		10.00		0.12			1.40			1.52			—			—			—		—			11.52		15.20	(6)		1,152		1.60	(7)		1.30	(7)		1.59	(7)		25	(6)
R5(5)		10.00		0.14			1.40			1.54			—			—			—		—			11.54		15.40	(6)		1,154		1.30	(7)		1.00	(7)		1.89	(7)		25	(6)
R6(5)		10.00		0.15			1.40			1.55			—			—			—		—			11.55		15.50	(6)		1,155		1.20	(7)		0.90	(7)		1.99	(7)		25	(6)
Y(5)		10.00		0.15			1.40			1.55			—			—			—		—			11.55		15.50	(6)		1,155		1.20	(7)		0.90	(7)		1.99	(7)		25	(6)
Hartford Global Capital Appreciation Fund
For the Year Ended October 31, 2016
A	$	16.88	$	0.12		$	(0.34	)	$	(0.22	)	$	(0.16	)	$	(0.89	)	$	—	$	(1.05	)	$	15.61		(1.23	)%	$	642,111		1.32	%		1.27	%(8)		0.77	%		100	%
B		15.37		(0.01	)		(0.30	)		(0.31	)		—			(0.89	)		—		(0.89	)		14.17		(1.91	)		5,279		2.24			2.02	(8)		(0.06	)		100
C		15.50		—			(0.31	)		(0.31	)		(0.06	)		(0.89	)		—		(0.95	)		14.24		(1.93	)		216,714		2.01			2.01	(8)		0.03			100
I		17.38		0.16			(0.34	)		(0.18	)		(0.21	)		(0.89	)		—		(1.10	)		16.10		(0.88	)		107,469		0.98			0.98	(8)		1.04			100
R3		16.63		0.10			(0.33	)		(0.23	)		(0.15	)		(0.89	)		—		(1.04	)		15.36		(1.29	)		27,680		1.59			1.37	(8)		0.67			100
R4		17.13		0.15			(0.34	)		(0.19	)		(0.20	)		(0.89	)		—		(1.09	)		15.85		(0.97	)		17,291		1.28			1.07	(8)		0.98			100
R5		17.46		0.18			(0.35	)		(0.17	)		(0.21	)		(0.89	)		—		(1.10	)		16.19		(0.87	)		540		1.00			0.97	(8)		1.13			100
Y		17.65		0.12			(0.31	)		(0.19	)		(0.22	)		(0.89	)		—		(1.11	)		16.35		(0.93	)		7,536		0.88			0.88	(8)		0.69			100
For the Year Ended October 31, 2015
A	$	20.10	$	0.10		$	(0.09	)	$	0.01		$	(0.06	)	$	(3.17	)	$	—	$	(3.23	)	$	16.88		0.45	%	$	706,024		1.26	%		1.25	%		0.55	%		93	%
B		18.65		(0.04	)		(0.07	)		(0.11	)		—			(3.17	)		—		(3.17	)		15.37		(0.27	)		21,276		2.13			2.00			(0.22	)		93
C		18.78		(0.03	)		(0.08	)		(0.11	)		—			(3.17	)		—		(3.17	)		15.50		(0.26	)		262,263		1.96			1.96			(0.16	)		93
I		20.59		0.16			(0.09	)		0.07			(0.11	)		(3.17	)		—		(3.28	)		17.38		0.79			113,759		0.93			0.93			0.86			93
R3		19.85		0.08			(0.09	)		(0.01	)		(0.04	)		(3.17	)		—		(3.21	)		16.63		0.35			31,389		1.54			1.35			0.45			93
R4		20.35		0.13			(0.09	)		0.04			(0.09	)		(3.17	)		—		(3.26	)		17.13		0.62			14,478		1.24			1.05			0.75			93
R5		20.68		0.12			(0.06	)		0.06			(0.11	)		(3.17	)		—		(3.28	)		17.46		0.72			553		0.95			0.95			0.65			93
Y		20.86		0.18			(0.09	)		0.09			(0.13	)		(3.17	)		—		(3.30	)		17.65		0.87			194,050		0.83			0.83			0.97			93
For the Year Ended October 31, 2014
A	$	18.87	$	0.13		$	1.60		$	1.73		$	—		$	(0.50	)	$	—	$	(0.50	)	$	20.10		9.39	%	$	732,928		1.28	%		1.25	%		0.67	%		144	%(9)
B		17.67		(0.02	)		1.50			1.48			—			(0.50	)		—		(0.50	)		18.65		8.59			46,336		2.11			2.00			(0.08	)		144	(9)
C		17.78		(0.01	)		1.51			1.50			—			(0.50	)		—		(0.50	)		18.78		8.65			282,703		1.98			1.95			(0.03	)		144	(9)
I		19.26		0.20			1.63			1.83			—			(0.50	)		—		(0.50	)		20.59		9.72			117,640		0.95			0.92			0.98			144	(9)
R3		18.66		0.11			1.58			1.69			—			(0.50	)		—		(0.50	)		19.85		9.27			31,735		1.57			1.35			0.57			144	(9)
R4		19.06		0.18			1.61			1.79			—			(0.50	)		—		(0.50	)		20.35		9.61			10,055		1.26			1.05			0.88			144	(9)
R5		19.34		0.20			1.64			1.84			—			(0.50	)		—		(0.50	)		20.68		9.73			1,549		0.97			0.94			0.98			144	(9)
Y		19.50		0.12			1.76			1.88			(0.02	)		(0.50	)		—		(0.52	)		20.86		9.83			209,340		0.86			0.83			0.58			144	(9)
For the Year Ended October 31, 2013
A	$	13.93	$	0.07		$	4.93		$	5.00		$	(0.06	)	$	—		$	—	$	(0.06	)	$	18.87		35.97	%	$	503,765		1.36	%		1.25	%		0.42	%		128	%
B		13.10		(0.05	)		4.62			4.57			—			—			—		—			17.67		34.89			56,743		2.20			2.00			(0.32	)		128
C		13.18		(0.05	)		4.65			4.60			—			—			—		—			17.78		34.90			258,520		2.07			2.00			(0.33	)		128
I		14.22		0.11			5.02			5.13			(0.09	)		—			—		(0.09	)		19.26		36.29			117,325		1.04			1.00			0.66			128
R3		13.79		0.05			4.87			4.92			(0.05	)		—			—		(0.05	)		18.66		35.75			30,704		1.64			1.35			0.31			128
R4		14.07		0.11			4.96			5.07			(0.08	)		—			—		(0.08	)		19.06		36.18			10,603		1.33			1.05			0.63			128
R5		14.28		0.12			5.04			5.16			(0.10	)		—			—		(0.10	)		19.34		36.36			1,242		1.05			0.95			0.74			128
Y		14.40		0.13			5.08			5.21			(0.11	)		—			—		(0.11	)		19.50		36.40			12,947		0.93			0.90			0.76			128

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

99

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Global Capital Appreciation Fund (continued)
For the Year Ended October 31, 2012(10)
A	$	12.80	$	0.03		$	1.10		$	1.13		$	—		$	—		$	—	$	—		$	13.93		8.83	%	$	411,923		1.41	%		1.32	%		0.23	%		135	%
B		12.14		(0.08	)		1.04			0.96			—			—			—		—			13.10		7.91			51,815		2.26			2.10			(0.55	)		135
C		12.21		(0.07	)		1.04			0.97			—			—			—		—			13.18		7.94			222,460		2.12			2.06			(0.51	)		135
I		13.04		0.08			1.10			1.18			—			—			—		—			14.22		9.05			87,227		1.10			1.05			0.49			135
R3		12.69		0.01			1.09			1.10			—			—			—		—			13.79		8.67			24,232		1.69			1.45			0.11			135
R4		12.91		0.06			1.10			1.16			—			—			—		—			14.07		8.99			10,362		1.37			1.18			0.37			135
R5		13.09		0.08			1.11			1.19			—			—			—		—			14.28		9.09			1,276		1.09			1.00			0.57			135
Y		13.18		0.19			1.03			1.22			—			—			—		—			14.40		9.26			12,189		0.97			0.95			0.63			135
Hartford Global Equity Income Fund
For the Year Ended October 31, 2016
A	$	10.94	$	0.26		$	(0.19	)	$	0.07		$	(0.28	)	$	—		$	—	$	(0.28	)	$	10.73		0.65	%	$	107,363		1.39	%		1.27	%(11)		2.47	%		28	%
B		10.72		0.17			(0.18	)		(0.01	)		(0.19	)		—			—		(0.19	)		10.52		(0.09	)		322		2.40			2.02	(11)		1.66			28
C		10.68		0.18			(0.18	)		—			(0.21	)		—			—		(0.21	)		10.47		0.02			12,015		2.15			2.02	(11)		1.71			28
I		10.95		0.26			(0.16	)		0.10			(0.31	)		—			—		(0.31	)		10.74		1.02			11,385		1.06			0.95	(11)		2.48			28
R3		10.91		0.21			(0.15	)		0.06			(0.25	)		—			—		(0.25	)		10.72		0.48			210		1.70			1.47	(11)		1.98			28
R4		10.95		0.24			(0.16	)		0.08			(0.27	)		—			—		(0.27	)		10.76		0.78			165		1.39			1.17	(11)		2.22			28
R5		10.97		0.28			(0.17	)		0.11			(0.33	)		—			—		(0.33	)		10.75		1.08			201		1.03			0.87	(11)		2.63			28
Y		10.95		0.21			(0.11	)		0.10			(0.42	)		—			—		(0.42	)		10.63		1.03			5,107		0.92			0.82	(11)		1.94			28
For the Year Ended October 31, 2015
A	$	11.72	$	0.22		$	(0.27	)	$	(0.05	)	$	(0.22	)	$	(0.51	)	$	—	$	(0.73	)	$	10.94		(0.37	)%	$	107,066		1.33	%		1.25	%		2.00	%		19	%
B		11.49		0.14			(0.27	)		(0.13	)		(0.13	)		(0.51	)		—		(0.64	)		10.72		(1.13	)		1,223		2.33			2.00			1.22			19
C		11.47		0.14			(0.28	)		(0.14	)		(0.14	)		(0.51	)		—		(0.65	)		10.68		(1.20	)		13,097		2.08			2.00			1.23			19
I		11.74		0.25			(0.28	)		(0.03	)		(0.25	)		(0.51	)		—		(0.76	)		10.95		(0.15	)		3,442		1.00			0.97			2.25			19
R3		11.69		0.20			(0.27	)		(0.07	)		(0.20	)		(0.51	)		—		(0.71	)		10.91		(0.59	)		454		1.57			1.45			1.76			19
R4		11.73		0.24			(0.28	)		(0.04	)		(0.23	)		(0.51	)		—		(0.74	)		10.95		(0.28	)		516		1.26			1.15			2.11			19
R5		11.75		0.26			(0.27	)		(0.01	)		(0.26	)		(0.51	)		—		(0.77	)		10.97		0.02			582		0.95			0.85			2.33			19
Y		11.74		0.27			(0.28	)		(0.01	)		(0.27	)		(0.51	)		—		(0.78	)		10.95		(0.02	)		175,153		0.84			0.80			2.43			19
For the Year Ended October 31, 2014
A	$	11.96	$	0.13		$	0.71		$	0.84		$	(0.08	)	$	(1.00	)	$	—	$	(1.08	)	$	11.72		7.66	%	$	75,862		1.57	%		1.36	%		1.08	%		90	%
B		11.75		0.03			0.71			0.74			—			(1.00	)		—		(1.00	)		11.49		6.90			2,208		2.52			2.12			0.26			90
C		11.73		0.04			0.70			0.74			—			(1.00	)		—		(1.00	)		11.47		6.91			10,356		2.31			2.11			0.32			90
I		12.00		0.16			0.70			0.86			(0.12	)		(1.00	)		—		(1.12	)		11.74		7.89			1,377		1.17			1.10			1.35			90
R3		11.92		0.10			0.70			0.80			(0.03	)		(1.00	)		—		(1.03	)		11.69		7.41			465		1.77			1.57			0.81			90
R4		11.97		0.14			0.71			0.85			(0.09	)		(1.00	)		—		(1.09	)		11.73		7.80			508		1.45			1.26			1.19			90
R5		12.01		0.18			0.71			0.89			(0.15	)		(1.00	)		—		(1.15	)		11.75		8.12			659		1.13			0.95			1.53			90
Y		12.00		0.18			0.72			0.90			(0.16	)		(1.00	)		—		(1.16	)		11.74		8.22			192,326		0.87			0.80			1.54			90
For the Year Ended October 31, 2013
A	$	9.50	$	0.07		$	2.57		$	2.64		$	(0.18	)	$	—		$	—	$	(0.18	)	$	11.96		28.25	%	$	59,361		1.73	%		1.45	%		0.65	%		100	%
B		9.32		(0.01	)		2.53			2.52			(0.09	)		—			—		(0.09	)		11.75		27.22			3,057		2.66			2.20			(0.07	)		100
C		9.32		(0.01	)		2.53			2.52			(0.11	)		—			—		(0.11	)		11.73		27.27			10,041		2.43			2.20			(0.09	)		100
I		9.54		0.09			2.58			2.67			(0.21	)		—			—		(0.21	)		12.00		28.50			1,052		1.38			1.20			0.88			100
R3		9.47		0.05			2.57			2.62			(0.17	)		—			—		(0.17	)		11.92		28.03			517		1.85			1.65			0.43			100
R4		9.52		0.08			2.56			2.64			(0.19	)		—			—		(0.19	)		11.97		28.24			436		1.54			1.35			0.75			100
R5		9.54		0.11			2.58			2.69			(0.22	)		—			—		(0.22	)		12.01		28.75			416		1.23			1.05			1.05			100
Y		9.53		0.10			2.60			2.70			(0.23	)		—			—		(0.23	)		12.00		28.84			3,975		1.14			1.00			1.02			100

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

100

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Global Equity Income Fund (continued)
For the Year Ended October 31, 2012
A	$	9.30	$	0.07		$	0.71		$	0.78		$	(0.02	)	$	(0.56	)	$	—	$	(0.58	)	$	9.50		9.52	%	$	46,551		1.78	%		1.45	%		0.82	%		107	%
B		9.17		—			0.71			0.71			—			(0.56	)		—		(0.56	)		9.32		8.78			3,542		2.69			2.20			0.05			107
C		9.17		0.01			0.70			0.71			—			(0.56	)		—		(0.56	)		9.32		8.78			8,994		2.47			2.20			0.06			107
I		9.33		0.09			0.73			0.82			(0.05	)		(0.56	)		—		(0.61	)		9.54		9.91			708		1.35			1.20			1.03			107
R3		9.26		0.06			0.71			0.77			—			(0.56	)		—		(0.56	)		9.47		9.38			371		1.86			1.65			0.63			107
R4		9.31		0.08			0.72			0.80			(0.03	)		(0.56	)		—		(0.59	)		9.52		9.72			334		1.55			1.35			0.91			107
R5		9.33		0.11			0.72			0.83			(0.06	)		(0.56	)		—		(0.62	)		9.54		10.04			322		1.24			1.05			1.21			107
Y		9.32		0.13			0.70			0.83			(0.06	)		(0.56	)		—		(0.62	)		9.53		10.12			22,849		1.10			1.00			1.48			107
Hartford International Equity Fund
For the Year Ended October 31, 2016
A	$	9.40	$	0.14		$	0.06	(17)	$	0.20		$	(0.10	)	$	(0.13	)	$	—	$	(0.23	)	$	9.37		2.29	%	$	10,519		1.99	%		1.20	%(12)		1.52	%		95	%
B		9.35		0.01			0.11	(17)		0.12			(0.03	)		(0.13	)		—		(0.16	)		9.31		1.37			120		2.71			1.95	(12)		0.17			95
C		9.29		0.07			0.06	(17)		0.13			(0.04	)		(0.13	)		—		(0.17	)		9.25		1.46			2,583		2.73			1.95	(12)		0.80			95
I		9.47		0.16			0.07	(17)		0.23			(0.13	)		(0.13	)		—		(0.26	)		9.44		2.55			5,109		1.63			0.90	(12)		1.82			95
R3		9.41		0.05			0.13	(17)		0.18			(0.09	)		(0.13	)		—		(0.22	)		9.37		2.02			110		2.26			1.50	(12)		0.57			95
R4		9.44		0.07			0.13	(17)		0.20			(0.11	)		(0.13	)		—		(0.24	)		9.40		2.24			251		1.94			1.20	(12)		0.80			95
R5		9.47		0.07			0.11	(17)		0.18			(0.14	)		(0.13	)		—		(0.27	)		9.38		2.01			11		1.61			0.90	(12)		0.79			95
Y		9.47		0.18			0.07	(17)		0.25			(0.15	)		(0.13	)		—		(0.28	)		9.44		2.73			10,857		1.51			0.80	(12)		1.96			95
For the Year Ended October 31, 2015
A	$	9.92	$	0.07		$	(0.26	)	$	(0.19	)	$	(0.08	)	$	(0.25	)	$	—	$	(0.33	)	$	9.40		(1.76	)%	$	12,648		1.84	%		1.39	%		0.77	%		125	%
B		9.84		—			(0.24	)		(0.24	)		—			(0.25	)		—		(0.25	)		9.35		(2.34	)		821		2.49			2.13			0.02			125
C		9.80		0.01			(0.25	)		(0.24	)		(0.02	)		(0.25	)		—		(0.27	)		9.29		(2.39	)		2,859		2.57			2.14			0.08			125
I		9.98		0.11			(0.25	)		(0.14	)		(0.12	)		(0.25	)		—		(0.37	)		9.47		(1.30	)		4,554		1.45			1.07			1.13			125
R3		9.91		0.05			(0.24	)		(0.19	)		(0.06	)		(0.25	)		—		(0.31	)		9.41		(1.84	)		1,226		2.09			1.62			0.55			125
R4		9.95		0.08			(0.25	)		(0.17	)		(0.09	)		(0.25	)		—		(0.34	)		9.44		(1.62	)		1,149		1.78			1.32			0.85			125
R5		9.98		0.11			(0.25	)		(0.14	)		(0.12	)		(0.25	)		—		(0.37	)		9.47		(1.30	)		1,057		1.47			1.02			1.15			125
Y		9.98		0.12			(0.26	)		(0.14	)		(0.12	)		(0.25	)		—		(0.37	)		9.47		(1.25	)		10,625		1.37			0.96			1.21			125
For the Year Ended October 31, 2014
A	$	9.91	$	0.06		$	0.03		$	0.09		$	(0.08	)	$	—		$	—	$	(0.08	)	$	9.92		0.89	%	$	10,810		1.84	%		1.44	%		0.57	%		69	%
B		9.84		(0.02	)		0.03			0.01			(0.01	)		—			—		(0.01	)		9.84		0.10			908		2.53			2.13			(0.18	)		69
C		9.81		(0.03	)		0.04			0.01			(0.02	)		—			—		(0.02	)		9.80		0.06			1,910		2.59			2.19			(0.26	)		69
I		9.97		0.10			0.02			0.12			(0.11	)		—			—		(0.11	)		9.98		1.19			1,835		1.44			1.04			1.03			69
R3		9.91		0.05			0.01			0.06			(0.06	)		—			—		(0.06	)		9.91		0.54			1,258		2.12			1.65			0.44			69
R4		9.94		0.08			0.01			0.09			(0.08	)		—			—		(0.08	)		9.95		0.90			1,151		1.81			1.35			0.74			69
R5		9.97		0.11			0.01			0.12			(0.11	)		—			—		(0.11	)		9.98		1.18			1,071		1.50			1.05			1.04			69
Y		9.97		0.11			0.01			0.12			(0.11	)		—			—		(0.11	)		9.98		1.22			10,756		1.40			1.00			1.09			69
For the Year Ended October 31, 2013
A	$	8.31	$	0.10		$	1.66		$	1.76		$	(0.16	)	$	—		$	—	$	(0.16	)	$	9.91		21.43	%	$	12,351		1.95	%		1.41	%		1.12	%		106	%
B		8.25		0.04			1.65			1.69			(0.10	)		—			—		(0.10	)		9.84		20.63			1,404		2.64			2.11			0.44			106
C		8.23		0.04			1.64			1.68			(0.10	)		—			—		(0.10	)		9.81		20.64			2,514		2.68			2.15			0.39			106
I		8.36		0.14			1.66			1.80			(0.19	)		—			—		(0.19	)		9.97		21.90			1,467		1.56			1.03			1.50			106
R3		8.31		0.08			1.66			1.74			(0.14	)		—			—		(0.14	)		9.91		21.22			1,225		2.25			1.65			0.91			106
R4		8.33		0.11			1.67			1.78			(0.17	)		—			—		(0.17	)		9.94		21.62			1,122		1.94			1.35			1.21			106
R5		8.35		0.14			1.67			1.81			(0.19	)		—			—		(0.19	)		9.97		22.02			1,059		1.63			1.05			1.50			106
Y		8.36		0.14			1.66			1.80			(0.19	)		—			—		(0.19	)		9.97		21.93			10,623		1.53			1.00			1.55			106

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

101

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford International Equity Fund (continued)
For the Year Ended October 31, 2012
A	$	7.98	$	0.10		$	0.29		$	0.39		$	(0.06	)	$	—	$	—	$	(0.06	)	$	8.31		4.94	%	$	8,397		2.11	%		1.44	%		1.26	%		85	%
B		7.92		0.04			0.29			0.33			—			—		—		—			8.25		4.17			1,111		2.80			2.13			0.57			85
C		7.90		0.04			0.29			0.33			—			—		—		—			8.23		4.18			1,753		2.83			2.16			0.53			85
I		8.03		0.13			0.29			0.42			(0.09	)		—		—		(0.09	)		8.36		5.39			1,119		1.69			1.02			1.67			85
R3		7.98		0.08			0.29			0.37			(0.04	)		—		—		(0.04	)		8.31		4.68			963		2.39			1.65			1.05			85
R4		8.00		0.11			0.28			0.39			(0.06	)		—		—		(0.06	)		8.33		5.02			924		2.08			1.35			1.34			85
R5		8.03		0.13			0.28			0.41			(0.09	)		—		—		(0.09	)		8.35		5.23			868		1.77			1.05			1.64			85
Y		8.03		0.14			0.28			0.42			(0.09	)		—		—		(0.09	)		8.36		5.42			8,708		1.67			1.00			1.69			85
The Hartford International Growth Fund
For the Year Ended October 31, 2016
A	$	12.38	$	0.13		$	(0.19	)	$	(0.06	)	$	(0.08	)	$	—	$	—	$	(0.08	)	$	12.24		(0.39	)%	$	109,049		1.56	%		1.32	%(13)		1.07	%		89	%
B		11.41		0.02			(0.16	)		(0.14	)		—			—		—		—			11.27		(1.23	)		911		2.69			2.07	(13)		0.19			89
C		11.40		0.03			(0.16	)		(0.13	)		(0.01	)		—		—		(0.01	)		11.26		(1.22	)		14,706		2.27			2.07	(13)		0.30			89
I		12.30		0.17			(0.18	)		(0.01	)		(0.13	)		—		—		(0.13	)		12.16		(0.12	)		35,437		1.19			1.02	(13)		1.39			89
R3		12.50		0.10			(0.20	)		(0.10	)		(0.07	)		—		—		(0.07	)		12.33		(0.78	)		1,027		1.79			1.62	(13)		0.81			89
R4		12.72		0.15			(0.20	)		(0.05	)		(0.12	)		—		—		(0.12	)		12.55		(0.45	)		10,542		1.43			1.32	(13)		1.18			89
R5		12.82		0.17			(0.19	)		(0.02	)		(0.13	)		—		—		(0.13	)		12.67		(0.17	)		5,925		1.13			1.02	(13)		1.39			89
Y		12.86		0.16			(0.17	)		(0.01	)		(0.14	)		—		—		(0.14	)		12.71		(0.09	)		17,282		1.03			0.97	(13)		1.25			89
For the Year Ended October 31, 2015
A	$	12.56	$	0.08		$	(0.24	)	$	(0.16	)	$	(0.02	)	$	—	$	—	$	(0.02	)	$	12.38		(1.31	)%	$	119,554		1.51	%		1.43	%		0.65	%		121	%
B		11.65		(0.03	)		(0.21	)		(0.24	)		—			—		—		—			11.41		(2.06	)		2,379		2.63			2.20			(0.24	)		121
C		11.63		—			(0.23	)		(0.23	)		—			—		—		—			11.40		(1.98	)		18,454		2.22			2.14			(0.04	)		121
I		12.51		0.16			(0.28	)		(0.12	)		(0.09	)		—		—		(0.09	)		12.30		(0.98	)		42,404		1.09			1.03			1.27			121
R3		12.68		0.08			(0.26	)		(0.18	)		—			—		—		—			12.50		(1.42	)		1,152		1.75			1.60			0.59			121
R4		12.92		0.11			(0.25	)		(0.14	)		(0.06	)		—		—		(0.06	)		12.72		(1.09	)		6,280		1.39			1.30			0.84			121
R5		13.01		0.18			(0.28	)		(0.10	)		(0.09	)		—		—		(0.09	)		12.82		(0.83	)		5,915		1.08			1.00			1.33			121
Y		13.06		0.14			(0.25	)		(0.11	)		(0.09	)		—		—		(0.09	)		12.86		(0.79	)		39,569		0.97			0.95			1.09			121
For the Year Ended October 31, 2014
A	$	12.10	$	0.07		$	0.48		$	0.55		$	(0.09	)	$	—	$	—	$	(0.09	)	$	12.56		4.52	%	$	97,732		1.58	%		1.50	%		0.55	%		84	%
B		11.23		(0.03	)		0.45			0.42			—			—		—		—			11.65		3.74			4,384		2.64			2.25			(0.25	)		84
C		11.22		(0.02	)		0.43			0.41			—			—		—		—			11.63		3.65			12,978		2.30			2.24			(0.19	)		84
I		12.04		0.12			0.47			0.59			(0.12	)		—		—		(0.12	)		12.51		4.94			6,748		1.18			1.12			0.92			84
R3		12.19		0.06			0.48			0.54			(0.05	)		—		—		(0.05	)		12.68		4.40			458		1.83			1.60			0.48			84
R4		12.45		0.10			0.48			0.58			(0.11	)		—		—		(0.11	)		12.92		4.68			1,293		1.44			1.30			0.77			84
R5		12.53		0.13			0.49			0.62			(0.14	)		—		—		(0.14	)		13.01		4.99			182		1.13			1.00			1.03			84
Y		12.57		0.11			0.53			0.64			(0.15	)		—		—		(0.15	)		13.06		5.10			38,538		1.01			0.95			0.87			84
For the Year Ended October 31, 2013
A	$	9.75	$	0.10		$	2.34		$	2.44		$	(0.09	)	$	—	$	—	$	(0.09	)	$	12.10		25.15	%	$	93,051		1.65	%		1.50	%		0.88	%		99	%
B		9.04		0.02			2.17			2.19			—			—		—		—			11.23		24.27			6,816		2.66			2.25			0.16			99
C		9.04		0.01			2.19			2.20			(0.02	)		—		—		(0.02	)		11.22		24.32			13,213		2.35			2.25			0.14			99
I		9.70		0.14			2.32			2.46			(0.12	)		—		—		(0.12	)		12.04		25.58			5,549		1.24			1.16			1.25			99
R3		9.82		0.09			2.36			2.45			(0.08	)		—		—		(0.08	)		12.19		25.03			485		1.83			1.60			0.81			99
R4		10.03		0.12			2.41			2.53			(0.11	)		—		—		(0.11	)		12.45		25.42			905		1.45			1.30			1.08			99
R5		10.09		0.16			2.42			2.58			(0.14	)		—		—		(0.14	)		12.53		25.83			152		1.15			1.00			1.37			99
Y		10.12		0.16			2.44			2.60			(0.15	)		—		—		(0.15	)		12.57		25.91			3,524		1.02			0.95			1.41			99

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

102

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford International Growth Fund (continued)
For the Year Ended October 31, 2012
A	$	9.25	$	0.07		$	0.51		$	0.58		$	(0.08	)	$	—		$	—	$	(0.08	)	$	9.75		6.33	%	$	83,324		1.68	%		1.50	%		0.72	%		106	%
B		8.57		—			0.47			0.47			—			—			—		—			9.04		5.48			8,974		2.67			2.25			(0.03	)		106
C		8.57		—			0.47			0.47			—			—			—		—			9.04		5.50			12,465		2.39			2.25			(0.02	)		106
I		9.21		0.10			0.50			0.60			(0.11	)		—			—		(0.11	)		9.70		6.63			5,585		1.28			1.21			1.08			106
R3		9.33		0.06			0.51			0.57			(0.08	)		—			—		(0.08	)		9.82		6.23			700		1.83			1.60			0.65			106
R4		9.45		0.09			0.53			0.62			(0.04	)		—			—		(0.04	)		10.03		6.61			718		1.46			1.30			0.98			106
R5		9.58		0.12			0.52			0.64			(0.13	)		—			—		(0.13	)		10.09		6.87			117		1.16			1.00			1.21			106
Y		9.61		0.12			0.53			0.65			(0.14	)		—			—		(0.14	)		10.12		6.93			2,834		1.02			0.95			1.29			106
The Hartford International Opportunities Fund
For the Year Ended October 31, 2016
A	$	15.11	$	0.18		$	(0.59	)	$	(0.41	)	$	(0.11	)	$	(0.23	)	$	—	$	(0.34	)	$	14.36		(2.68	)%	$	483,835		1.20	%		1.20	%		1.27	%		82	%
B		13.69		0.03			(0.52	)		(0.49	)		—			(0.23	)		—		(0.23	)		12.97		(3.52	)		1,354		2.39			2.04			0.26			82
C		13.32		0.07			(0.53	)		(0.46	)		(0.02	)		(0.23	)		—		(0.25	)		12.61		(3.38	)		54,507		1.93			1.93			0.52			82
I		15.07		0.23			(0.60	)		(0.37	)		(0.16	)		(0.23	)		—		(0.39	)		14.31		(2.34	)		271,707		0.88			0.88			1.65			82
R3		15.33		0.15			(0.60	)		(0.45	)		(0.07	)		(0.23	)		—		(0.30	)		14.58		(2.88	)		58,367		1.45			1.45			1.02			82
R4		15.59		0.19			(0.60	)		(0.41	)		(0.11	)		(0.23	)		—		(0.34	)		14.84		(2.58	)		139,731		1.14			1.14			1.32			82
R5		15.74		0.24			(0.61	)		(0.37	)		(0.16	)		(0.23	)		—		(0.39	)		14.98		(2.33	)		101,936		0.84			0.84			1.64			82
R6		15.82		0.28			(0.64	)		(0.36	)		(0.17	)		(0.23	)		—		(0.40	)		15.06		(2.23	)		29,571		0.74			0.74			1.87			82
Y		15.82		0.27			(0.62	)		(0.35	)		(0.17	)		(0.23	)		—		(0.40	)		15.07		(2.16	)		1,093,849		0.74			0.74			1.80			82
For the Year Ended October 31, 2015
A	$	16.96	$	0.15		$	0.04		$	0.19		$	(0.17	)	$	(1.87	)	$	—	$	(2.04	)	$	15.11		1.59	%	$	545,253		1.19	%		1.19	%		0.99	%		78	%
B		15.52		0.01			0.05			0.06			(0.02	)		(1.87	)		—		(1.89	)		13.69		0.79			4,594		2.30			2.03			0.07			78
C		15.20		0.03			0.04			0.07			(0.08	)		(1.87	)		—		(1.95	)		13.32		0.90			60,015		1.92			1.92			0.23			78
I		16.91		0.20			0.05			0.25			(0.22	)		(1.87	)		—		(2.09	)		15.07		2.03			102,836		0.84			0.84			1.27			78
R3		17.18		0.12			0.04			0.16			(0.14	)		(1.87	)		—		(2.01	)		15.33		1.36			48,652		1.44			1.44			0.75			78
R4		17.43		0.16			0.05			0.21			(0.18	)		(1.87	)		—		(2.05	)		15.59		1.68			122,311		1.14			1.14			1.03			78
R5		17.58		0.21			0.04			0.25			(0.22	)		(1.87	)		—		(2.09	)		15.74		1.94			98,671		0.84			0.84			1.32			78
R6(14)		17.42		0.07			0.43			0.50			(0.23	)		(1.87	)		—		(2.10	)		15.82		3.44	(6)		2,984		0.85	(7)		0.85	(7)		0.46	(7)		78
Y		17.66		0.23			0.03			0.26			(0.23	)		(1.87	)		—		(2.10	)		15.82		2.03			648,411		0.74			0.74			1.42			78
For the Year Ended October 31, 2014
A	$	17.46	$	0.14		$	0.11		$	0.25		$	(0.20	)	$	(0.55	)	$	—	$	(0.75	)	$	16.96		1.45	%	$	465,854		1.20	%		1.20	%		0.80	%		104	%
B		16.04		(0.01	)		0.10			0.09			(0.06	)		(0.55	)		—		(0.61	)		15.52		0.58			6,825		2.30			2.04			(0.07	)		104
C		15.76		0.01			0.09			0.10			(0.11	)		(0.55	)		—		(0.66	)		15.20		0.68			55,122		1.93			1.93			0.07			104
I		17.41		0.20			0.10			0.30			(0.25	)		(0.55	)		—		(0.80	)		16.91		1.76			99,430		0.84			0.84			1.15			104
R3		17.69		0.09			0.11			0.20			(0.16	)		(0.55	)		—		(0.71	)		17.18		1.19			40,827		1.44			1.44			0.54			104
R4		17.93		0.15			0.11			0.26			(0.21	)		(0.55	)		—		(0.76	)		17.43		1.47			104,977		1.14			1.14			0.83			104
R5		18.06		0.21			0.11			0.32			(0.25	)		(0.55	)		—		(0.80	)		17.58		1.83			85,424		0.84			0.84			1.16			104
Y		18.14		0.25			0.09			0.34			(0.27	)		(0.55	)		—		(0.82	)		17.66		1.90			581,030		0.74			0.74			1.38			104
For the Year Ended October 31, 2013
A	$	14.49	$	0.22		$	2.92		$	3.14		$	(0.17	)	$	—		$	—	$	(0.17	)	$	17.46		21.87	%	$	394,928		1.26	%		1.26	%		1.36	%		107	%
B		13.32		0.08			2.69			2.77			(0.05	)		—			—		(0.05	)		16.04		20.89			8,960		2.35			2.05			0.56			107
C		13.10		0.09			2.65			2.74			(0.08	)		—			—		(0.08	)		15.76		20.99			43,495		1.98			1.98			0.66			107
I		14.45		0.28			2.91			3.19			(0.23	)		—			—		(0.23	)		17.41		22.30			61,280		0.90			0.90			1.77			107
R3		14.70		0.19			2.96			3.15			(0.16	)		—			—		(0.16	)		17.69		21.63			33,633		1.46			1.46			1.20			107
R4		14.89		0.25			3.00			3.25			(0.21	)		—			—		(0.21	)		17.93		22.02			86,150		1.15			1.15			1.51			107
R5		14.98		0.29			3.02			3.31			(0.23	)		—			—		(0.23	)		18.06		22.37			69,712		0.85			0.85			1.79			107
Y		15.04		0.32			3.03			3.35			(0.25	)		—			—		(0.25	)		18.14		22.51			770,427		0.75			0.75			1.97			107

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

103

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																											— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford International Opportunities Fund (continued)
For the Year Ended October 31, 2012
A	$	13.67	$	0.18		$	0.79		$	0.97		$	(0.15	)	$	—		$	—	$	(0.15	)	$	14.49		7.28	%	$	264,957		1.36	%		1.30	%		1.30	%		98	%
B		12.56		0.07			0.74			0.81			(0.05	)		—			—		(0.05	)		13.32		6.46			9,358		2.44			2.05			0.55			98
C		12.37		0.07			0.72			0.79			(0.06	)		—			—		(0.06	)		13.10		6.48			32,044		2.06			2.05			0.56			98
I		13.65		0.22			0.80			1.02			(0.22	)		—			—		(0.22	)		14.45		7.68			31,190		0.97			0.97			1.60			98
R3		13.90		0.15			0.81			0.96			(0.16	)		—			—		(0.16	)		14.70		7.05			18,786		1.52			1.50			1.10			98
R4		14.07		0.21			0.80			1.01			(0.19	)		—			—		(0.19	)		14.89		7.40			42,803		1.20			1.20			1.45			98
R5		14.16		0.25			0.80			1.05			(0.23	)		—			—		(0.23	)		14.98		7.67			35,803		0.91			0.90			1.73			98
Y		14.20		0.19			0.89			1.08			(0.24	)		—			—		(0.24	)		15.04		7.83			467,786		0.79			0.79			1.34			98
The Hartford International Small Company Fund
For the Year Ended October 31, 2016
A	$	14.49	$	0.07		$	(0.83	)	$	(0.76	)	$	(0.05	)	$	(0.07	)	$	—	$	(0.12	)	$	13.61		(5.31	)%	$	61,507		1.47	%		1.47	%(15)		0.48	%		43	%
B		13.56		(0.07	)		(0.75	)		(0.82	)		—			(0.07	)		—		(0.07	)		12.67		(6.05	)		318		2.70			2.29	(15)		(0.53	)		43
C		13.18		(0.03	)		(0.76	)		(0.79	)		—			(0.07	)		—		(0.07	)		12.32		(5.99	)		11,202		2.21			2.21	(15)		(0.27	)		43
I		14.41		0.11			(0.81	)		(0.70	)		(0.11	)		(0.07	)		—		(0.18	)		13.53		(4.90	)		66,525		1.11			1.11	(15)		0.83			43
R3		14.58		0.04			(0.84	)		(0.80	)		(0.02	)		(0.07	)		—		(0.09	)		13.69		(5.47	)		8,954		1.69			1.66	(15)		0.32			43
R4		14.66		0.09			(0.85	)		(0.76	)		(0.06	)		(0.07	)		—		(0.13	)		13.77		(5.17	)		7,619		1.39			1.36	(15)		0.66			43
R5		14.76		0.21			(0.93	)		(0.72	)		(0.11	)		(0.07	)		—		(0.18	)		13.86		(4.92	)		1,975		1.10			1.06	(15)		1.51			43
Y		14.76		0.15			(0.84	)		(0.69	)		(0.12	)		(0.07	)		—		(0.19	)		13.88		(4.73	)		290,395		0.99			0.99	(15)		1.09			43
For the Year Ended October 31, 2015
A	$	16.85	$	0.04		$	0.85		$	0.89		$	(0.24	)	$	(3.01	)	$	—	$	(3.25	)	$	14.49		7.24	%	$	74,087		1.47	%		1.47	%		0.27	%		55	%
B		15.88		(0.07	)		0.83			0.76			(0.07	)		(3.01	)		—		(3.08	)		13.56		6.64			1,072		2.58			2.16			(0.53	)		55
C		15.61		(0.06	)		0.78			0.72			(0.14	)		(3.01	)		—		(3.15	)		13.18		6.56			15,623		2.19			2.19			(0.47	)		55
I		16.76		0.11			0.83			0.94			(0.28	)		(3.01	)		—		(3.29	)		14.41		7.68			77,563		1.09			1.09			0.76			55
R3		16.94		0.01			0.87			0.88			(0.23	)		(3.01	)		—		(3.24	)		14.58		7.12			10,022		1.69			1.65			0.10			55
R4		17.02		0.06			0.87			0.93			(0.28	)		(3.01	)		—		(3.29	)		14.66		7.43			7,413		1.39			1.35			0.42			55
R5		17.11		0.11			0.86			0.97			(0.31	)		(3.01	)		—		(3.32	)		14.76		7.69			476		1.12			1.05			0.75			55
Y		17.12		0.12			0.85			0.97			(0.32	)		(3.01	)		—		(3.33	)		14.76		7.72			166,480		0.99			0.99			0.82			55
For the Year Ended October 31, 2014
A	$	17.46	$	0.07		$	(0.65	)	$	(0.58	)	$	(0.03	)	$	—		$	—	$	(0.03	)	$	16.85		(3.33	)%	$	69,074		1.49	%		1.49	%		0.37	%		66	%
B		16.57		(0.10	)		(0.59	)		(0.69	)		—			—			—		—			15.88		(4.16	)		2,524		2.52			2.29			(0.58	)		66
C		16.27		(0.05	)		(0.61	)		(0.66	)		—			—			—		—			15.61		(4.06	)		16,752		2.19			2.19			(0.32	)		66
I		17.39		0.15			(0.68	)		(0.53	)		(0.10	)		—			—		(0.10	)		16.76		(3.08	)		37,503		1.19			1.19			0.86			66
R3		17.58		0.04			(0.66	)		(0.62	)		(0.02	)		—			—		(0.02	)		16.94		(3.54	)		9,399		1.70			1.65			0.20			66
R4		17.65		0.09			(0.65	)		(0.56	)		(0.07	)		—			—		(0.07	)		17.02		(3.22	)		6,754		1.40			1.35			0.50			66
R5		17.72		0.13			(0.64	)		(0.51	)		(0.10	)		—			—		(0.10	)		17.11		(2.90	)		343		1.10			1.05			0.70			66
Y		17.73		0.15			(0.65	)		(0.50	)		(0.11	)		—			—		(0.11	)		17.12		(2.88	)		116,958		0.99			0.99			0.84			66
For the Year Ended October 31, 2013
A	$	13.14	$	0.05		$	4.51		$	4.56		$	(0.24	)	$	—		$	—	$	(0.24	)	$	17.46		35.16	%	$	63,926		1.54	%		1.54	%		0.34	%		78	%
B		12.47		(0.06	)		4.28			4.22			(0.12	)		—			—		(0.12	)		16.57		34.12			4,504		2.55			2.29			(0.43	)		78
C		12.26		(0.05	)		4.20			4.15			(0.14	)		—			—		(0.14	)		16.27		34.19			11,936		2.28			2.28			(0.39	)		78
I		13.09		0.10			4.49			4.59			(0.29	)		—			—		(0.29	)		17.39		35.66			5,546		1.11			1.11			0.64			78
R3		13.24		0.04			4.53			4.57			(0.23	)		—			—		(0.23	)		17.58		35.02			7,319		1.69			1.65			0.24			78
R4		13.29		0.08			4.55			4.63			(0.27	)		—			—		(0.27	)		17.65		35.44			3,662		1.39			1.35			0.53			78
R5		13.34		0.14			4.54			4.68			(0.30	)		—			—		(0.30	)		17.72		35.74			622		1.11			1.05			0.93			78
Y		13.34		0.14			4.56			4.70			(0.31	)		—			—		(0.31	)		17.73		35.86			216,574		0.99			0.99			0.94			78

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

104

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																												— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford International Small Company Fund (continued)
For the Year Ended October 31, 2012(10)
A	$	12.03	$	0.08		$	1.06		$	1.14		$	(0.03	)	$	—		$	—		$	(0.03	)	$	13.14		9.56	%	$	47,109		1.61	%		1.55	%		0.59	%		61	%
B		11.47		(0.03	)		1.03			1.00			—			—			—			—			12.47		8.72			4,973		2.62			2.30			(0.20	)		61
C		11.28		(0.02	)		1.00			0.98			—			—			—			—			12.26		8.69			8,647		2.37			2.30			(0.17	)		61
I		12.00		0.13			1.06			1.19			(0.10	)		—			—			(0.10	)		13.09		10.08			8,781		1.06			1.05			1.12			61
R3		12.16		0.08			1.06			1.14			(0.06	)		—			—			(0.06	)		13.24		9.44			4,297		1.71			1.65			0.62			61
R4		12.20		0.12			1.06			1.18			(0.09	)		—			—			(0.09	)		13.29		9.81			1,802		1.41			1.35			0.95			61
R5		12.22		0.14			1.08			1.22			(0.10	)		—			—			(0.10	)		13.34		10.17			164		1.15			1.05			1.15			61
Y		12.23		0.13			1.09			1.22			(0.11	)		—			—			(0.11	)		13.34		10.14			162,036		1.01			1.00			1.11			61
The Hartford International Value Fund
For the Year Ended October 31, 2016
A	$	14.31	$	0.19		$	0.96		$	1.15		$	(0.18	)	$	(0.26	)	$	—		$	(0.44	)	$	15.02		8.38	%	$	445,154		1.35	%		1.35	%(16)		1.40	%		32	%
C		14.06		0.09			0.96			1.05			(0.05	)		(0.26	)		—			(0.31	)		14.80		7.70			34,860		2.00			2.00	(16)		0.70			32
I		14.45		0.24			0.98			1.22			(0.22	)		(0.26	)		—			(0.48	)		15.19		8.84			685,403		0.98			0.98	(16)		1.74			32
R3		14.28		0.12			1.00			1.12			—			(0.26	)		—			(0.26	)		15.14		8.08			545		1.61			1.61	(16)		0.85			32
R4		14.36		0.19			0.98			1.17			(0.15	)		(0.26	)		—			(0.41	)		15.12		8.48			1,679		1.30			1.30	(16)		1.36			32
R5		14.46		0.23			0.99			1.22			(0.18	)		(0.26	)		—			(0.44	)		15.24		8.83			708		1.00			1.00	(16)		1.67			32
Y		14.72		0.27			0.98			1.25			(0.23	)		(0.26	)		—			(0.49	)		15.48		8.90			361,119		0.89			0.89	(16)		1.88			32
For the Year Ended October 31, 2015
A	$	14.37	$	0.16		$	(0.15	)	$	0.01		$	(0.07	)	$	—		$	—		$	(0.07	)	$	14.31		0.08	%	$	376,993		1.35	%		1.35	%		1.11	%		23	%
C		14.16		0.03			(0.11	)		(0.08	)		(0.02	)		—			—			(0.02	)		14.06		(0.56	)		47,089		2.01			2.01			0.24			23
I		14.49		0.18			(0.12	)		0.06			(0.10	)		—			—			(0.10	)		14.45		0.45			679,114		0.98			0.98			1.24			23
R3		14.33		0.10			(0.12	)		(0.02	)		(0.03	)		—			—			(0.03	)		14.28		(0.15	)		1,279		1.60			1.60			0.68			23
R4		14.42		0.16			(0.15	)		0.01			(0.07	)		—			—			(0.07	)		14.36		0.08			2,431		1.30			1.30			1.08			23
R5		14.50		0.19			(0.13	)		0.06			(0.10	)		—			—			(0.10	)		14.46		0.40			1,183		0.99			0.99			1.25			23
Y		14.75		0.21			(0.13	)		0.08			(0.11	)		—			—			(0.11	)		14.72		0.55			179,103		0.90			0.90			1.41			23
For the Year Ended October 31, 2014
A	$	14.22	$	0.14		$	0.01		$	0.15		$	—		$	—		$	—		$	—		$	14.37		1.05	%	$	116,268		1.37	%		1.36	%		0.94	%		31	%
C		14.11		0.03			0.02			0.05			—			—			—			—			14.16		0.35			52,779		2.05			2.04			0.19			31
I		14.29		0.18			0.02			0.20			—			—			—			—			14.49		1.40			515,604		1.02			1.01			1.20			31
R3		14.22		0.10			0.01			0.11			—			—			—			—			14.33		0.77			1,223		1.70			1.60			0.66			31
R4		14.26		0.15			0.01			0.16			—			—			—			—			14.42		1.12			1,111		1.39			1.30			0.96			31
R5		14.30		0.21			(0.01	)		0.20			—			—			—			—			14.50		1.40			1,185		1.08			1.00			1.37			31
Y		14.54		0.19			0.02			0.21			—			—			—			—			14.75		1.44			47,264		0.96			0.95			1.26			31
For the Year Ended October 31, 2013
A	$	11.83	$	0.21		$	3.22		$	3.43		$	(0.94	)	$	—		$	(0.10	)	$	(1.04	)	$	14.22		30.95	%	$	13,315		1.91	%		1.40	%		1.67	%		253	%
C		11.75		0.12			3.20			3.32			(0.87	)		—			(0.09	)		(0.96	)		14.11		30.00			2,604		2.57			2.11			0.91			253
I		11.89		0.25			3.24			3.49			(0.98	)		—			(0.11	)		(1.09	)		14.29		31.36			2,558		1.48			1.02			1.93			253
R3		11.83		0.21			3.20			3.41			(0.92	)		—			(0.10	)		(1.02	)		14.22		30.67			823		2.17			1.60			1.63			253
R4		11.86		0.24			3.21			3.45			(0.95	)		—			(0.10	)		(1.05	)		14.26		31.06			801		1.86			1.30			1.93			253
R5		11.89		0.28			3.22			3.50			(0.98	)		—			(0.11	)		(1.09	)		14.30		31.44			809		1.56			1.00			2.23			253
Y		11.91		0.23			3.50			3.73			(0.99	)		—			(0.11	)		(1.10	)		14.54		33.53			10,725		1.27			0.81			1.86			253

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

105

International/Global Equity Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments		Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford International Value Fund (continued)
For the Year Ended October 31, 2012
A	$	11.28	$	0.18	$	0.45	$	0.63	$	(0.08	)	$	—	$	—	$	(0.08	)	$	11.83		5.68	%	$	4,126		1.57	%		1.40	%		1.64	%		137	%
C		11.19		0.10		0.46		0.56		—			—		—		—			11.75		5.00			901		2.18			2.09			0.94			137
I		11.32		0.23		0.45		0.68		(0.11	)		—		—		(0.11	)		11.89		6.14			615		1.09			1.00			2.02			137
R3		11.26		0.16		0.45		0.61		(0.04	)		—		—		(0.04	)		11.83		5.47			641		1.80			1.60			1.41			137
R4		11.29		0.19		0.46		0.65		(0.08	)		—		—		(0.08	)		11.86		5.80			611		1.49			1.30			1.72			137
R5		11.32		0.23		0.45		0.68		(0.11	)		—		—		(0.11	)		11.89		6.15			615		1.19			1.00			2.02			137
Y		11.34		0.28		0.42		0.70		(0.13	)		—		—		(0.13	)		11.91		6.32			27,906		1.01			0.92			2.50			137

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

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

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

⁽⁴⁾ Excluding the expenses not subject to cap, the ratios would have been 1.75%, 2.50%, 1.35%, 1.95%, 1.65%, 1.35% and 1.30% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁵⁾  Commenced operations on February 29, 2016.

⁽⁶⁾  Not annualized.

⁽⁷⁾  Annualized.

⁽⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.99%, 0.96%, 1.35%, 1.05%, 0.95% and 0.86% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁹⁾  During the year ended October 31, 2014, the Fund incurred $165.7 million in sales of securities held associated with the transition of assets from The Hartford Global Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

⁽¹⁰⁾  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

⁽¹¹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 2.00%, 0.93%, 1.45%, 1.15%, 0.85% and 0.80% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹²⁾  Excluding the expenses not subject to cap, the ratios would have been 1.19%, 1.94%, 1.94%, 0.89%, 1.49%, 1.19%, 0.89% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹³⁾  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 1.00%, 1.60%, 1.30%, 1.00% and 0.95% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁴⁾  Commenced operations on November 7, 2014.

⁽¹⁵⁾  Excluding the expenses not subject to cap, the ratios would have been 1.46%, 2.28%, 2.20%, 1.10%, 1.65%, 1.35%, 1.05% and 0.98% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 1.34%, 1.99%, 0.97%, 1.60%, 1.29%, 0.99%, and 0.88% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁷⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

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

106

International/Global Equity Funds

Notes to Financial Statements

October 31, 2016

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-three series, as of October 31, 2016. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

Hartford Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)

Hartford Environmental Opportunities Fund (the “Environmental Opportunities Fund”)

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

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

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

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

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

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

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

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

Environmental Opportunities Fund commenced operations on February 29, 2016. Each Fund offers Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y shares. In addition, each Fund, except for Emerging Markets Equity Fund, Environmental Opportunities Fund and International Value Fund, offers Class B shares. Both Environmental Opportunities Fund and International Opportunities Fund offer Class R6 shares. Class A shares of each Fund are sold with a front-end sales charge of up to 5.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero, depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4, R5 and R6 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years.

No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

2. Significant Accounting Policies:

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

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

107

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available.

In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

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

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

108

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

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

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

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

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a

fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

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

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

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

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

109

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Global Capital Appreciation Fund    

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2016
Common Stock
Model	EV/EBITDA		5.75x to 11.5x	$	2,647,579
Model	EV/Estimated Revenue		2.42x to 3.44x		274,837
Cost	Trade Price		$50.19 to $106.61		440,433
Convertible Bonds
Cost	Trade Price		$100		78,639
Preferred Stock
Model	EV/Estimated Revenue		0.9x to 10.22x		7,826,859
Cost	Trade Price		$1.04 to $105.00		13,870,030
Total				$	25,138,377

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

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

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

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

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

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

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

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

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any

110

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

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

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

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

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2016.

4. Financial Derivative Instruments:

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

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

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

During the fiscal year ended October 31, 2016, Emerging Markets Equity Fund, Global Capital Appreciation Fund, Global Equity Income Fund, International Equity Fund and International Value Fund had engaged in Foreign Currency Contracts.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment

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October 31, 2016

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

During the fiscal year ended October 31, 2016, Emerging Markets Equity Fund and International Value Fund had engaged in Futures Contracts.

d) Additional Derivative Instrument Information:

Emerging Markets Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Liabilities:
Unrealized depreciation on futures contracts(1)	$	—	$	—	$	—	$	7,789	$	—	$	—	$	7,789
Total	$	—	$	—	$	—	$	7,789	$	—	$	—	$	7,789

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	—	$	—		$	—	$	—		$	—	$	—	$	—
Net realized gain (loss) on futures contracts		—		—			—		(391,226	)		—		—		(391,226	)
Net realized gain (loss) on foreign currency contracts		—		(246	)		—		—			—		—		(246	)
Total	$	—	$	(246	)	$	—	$	(391,226	)	$	—	$	—	$	(391,472	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—		$	—	$	(7,789	)	$	—	$	—	$	(7,789	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		—			—		—			—		—		—
Total	$	—	$	—		$	—	$	(7,789	)	$	—	$	—	$	(7,789	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		35
Foreign Currency Contracts Purchased	$	113,645
Foreign Currency Contracts Sold	$	114,469

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October 31, 2016

Global Capital Appreciation Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	531,701	$	—	$	—	$	—	$	—	$	531,701
Total	$	—	$	531,701	$	—	$	—	$	—	$	—	$	531,701
Unrealized depreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	(952,504	)	$	—	$	—	$	—	$	—	$	(952,504	)
Total	$	—	$	(952,504	)	$	—	$	—	$	—	$	—	$	(952,504	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	398,433		$	—	$	—	$	—	$	—	$	398,433
Total	$	—	$	398,433		$	—	$	—	$	—	$	—	$	398,433

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	4,974,527
Foreign Currency Contracts Sold	$	22,396,936

Global Equity Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	311,288	$	—	$	—	$	—	$	—	$	311,288
Total	$	—	$	311,288	$	—	$	—	$	—	$	—	$	311,288
Unrealized depreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—

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October 31, 2016

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	138,181	$	—	$	—	$	—	$	—	$	138,181
Total	$	—	$	138,181	$	—	$	—	$	—	$	—	$	138,181
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	55,747	$	—	$	—	$	—	$	—	$	55,747
Total	$	—	$	55,747	$	—	$	—	$	—	$	—	$	55,747

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	6,792,121
Foreign Currency Contracts Sold	$	10,980,328

International Equity Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	558	$	—	$	—	$	—	$	—	$	558
Total	$	—	$	558	$	—	$	—	$	—	$	—	$	558
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	40,898

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October 31, 2016

International Value Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on futures contracts(1)	$	—	$	—	$	—	$	272,159	$	—	$	—	$	272,159
Total	$	—	$	—	$	—	$	272,159	$	—	$	—	$	272,159

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	—	$	—	$	—	$	(1,120,008	)	$	—	$	—	$	(1,120,008	)
Net realized gain (loss) on foreign currency contracts		—		205		—		—			—		—		205
Total	$	—	$	205	$	—	$	(1,120,008	)	$	—	$	—	$	(1,119,803	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	(416,758	)	$	—	$	—	$	(416,758	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		—		—		—			—		—		—
Total	$	—	$	—	$	—	$	(416,758	)	$	—	$	—	$	(416,758	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		340
Foreign Currency Contracts Purchased	$	53,607

⁽¹⁾  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

e) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

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October 31, 2016

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2016:

Emerging Markets Equity Fund
Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(7,789	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(7,789	)
Derivatives not subject to a MNA		—		7,789
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Global Capital Appreciation Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	531,701	$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		531,701		—
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	531,701	$	—

Global Capital Appreciation Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	1,123	$	—	$	—	$	—	$	1,123
Commonwealth Bank of Australia		82,835		—		—		—		82,835
Credit Suisse First Boston Corp.		82,977		—		—		—		82,977
RBC Dominion Securities, Inc.		81,567		—		—		—		81,567
RBS Greenwich Capital		201,136		—		—		—		201,136
State Street Global Markets LLC		82,063		—		—		—		82,063
Total	$	531,701	$	—	$	—	$	—	$	531,701

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Global Equity Income Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	311,288	$	—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		311,288		—
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	311,288	$	—

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October 31, 2016

Global Equity Income Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Commonwealth Bank of Australia	$	78,265	$	—	$	—	$	—	$	78,265
Credit Suisse First Boston Corp.		78,399		—		—		—		78,399
RBC Dominion Securities, Inc.		77,067		—		—		—		77,067
State Street Global Markets LLC		77,557		—		—		—		77,557
Total	$	311,288	$	—	$	—	$	—	$	311,288

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Value Fund
Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(272,159	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(272,159	)
Derivatives not subject to a MNA		—		272,159
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency

117

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October 31, 2016

(U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2016 and October 31, 2015 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2016				For the Year Ended October 31, 2015
Fund	Ordinary Income		Long-Term Capital Gains(1)		Ordinary Income		Long-Term Capital Gains(1)
Emerging Markets Equity Fund	$	2,331,409	$	2,596,059	$	8,418,086	$	8,118,930
Environmental Opportunities Fund		—		—		—		—
Global Capital Appreciation Fund		37,158,200		43,746,249		83,063,224		146,531,213
Global Equity Income Fund		3,568,381		—		10,002,258		8,834,476
International Equity Fund		430,537		479,453		300,341		788,608
International Growth Fund		1,512,547		—		589,894		—
International Opportunities Fund		16,980,930		25,526,288		54,247,721		119,789,985
International Small Company Fund		3,064,654		1,911,012		11,953,651		39,363,960
International Value Fund		30,619,472		10,770,495		5,164,833		—

⁽¹⁾    The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

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October 31, 2016

As of October 31, 2016, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Emerging Markets Equity Fund	$	931,202	$	—	$	(27,545,222	)(1)	$	6,221,690		$	(20,392,330	)
Environmental Opportunities Fund		887,922		—		—			2,999,471			3,887,393
Global Capital Appreciation Fund		6,361,302		—		(68,044,841	)(1)		(22,951,897	)		(84,635,436	)
Global Equity Income Fund		240,486		—		(19,348,599	)(1)		(4,287,532	)		(23,395,645	)
International Equity Fund		566,358		—		(1,409,379	)(1)		182,404			(660,617	)
International Growth Fund		2,271,841		—		(120,068,245	)(1)		9,620,974			(108,175,430	)
International Opportunities Fund		29,694,888		—		(57,687,283	)(1)		21,224,248			(6,768,147	)
International Small Company Fund		3,085,749		—		(3,124,435	)(1)		(11,379,242	)		(11,417,928	)
International Value Fund		44,472,512		31,133,311		—			(66,922,542	)		8,683,281

⁽¹⁾  The Fund has capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, Passive Foreign Investment Companies, expiration or utilization of capital loss carryforwards or net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2016, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Emerging Markets Equity Fund	$	(1	)	$	42,883		$	(42,882	)
Environmental Opportunities Fund		(5,409	)		(33,224	)		38,633
Global Capital Appreciation Fund		(338,281	)		795,655			(457,374	)
Global Equity Income Fund		(3,459,659	)		(247,273	)		3,706,932
International Equity Fund		(3	)		82,698			(82,695	)
International Growth Fund		(129,753,159	)		60,480			129,692,679
International Opportunities Fund		—			176,916			(176,916	)
International Small Company Fund		—			1,311,194			(1,311,194	)
International Value Fund		—			4,914,937			(4,914,937	)

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

119

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Notes to Financial Statements – (continued)

October 31, 2016

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration				Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund	2017		2018
Emerging Markets Equity Fund	$	—	$	—	$	24,762,402	$	2,782,820
Global Capital Appreciation Fund		—		—		24,877,453		43,167,388
Global Equity Income Fund		169,331		2,733,538		5,980,017		10,465,713
International Equity Fund		—		—		1,409,379		—
International Growth Fund		110,545,296		—		9,522,949		—
International Opportunities Fund		—		—		47,469,406		10,217,877
International Small Company Fund		—		—		3,124,435		—

The Environmental Opportunities Fund and International Value Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2016.

During the year ended October 31, 2016, Global Equity Income Fund and International Growth Fund had expired prior year capital loss carryforwards of $3,459,659 and 129,753,159, respectively.

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of October 31, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Emerging Markets Equity Fund	1.1000% on first $250 million and;
	1.0500% on next $250 million and;
	1.0000% on next $500 million and;
	0.9700% over $1 billion
Environmental Opportunities Fund	0.8000% on first $500 million and;
	0.7500% on next $500 million and;
	0.7300% on next $1.5 billion and ;
	0.7250% on next $2.5 billion and;
	0.7200% over $5 billion

120

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Notes to Financial Statements – (continued)

October 31, 2016

Fund	Management Fee Rates
Global Capital Appreciation Fund	0.8500% on first $500 million and;
	0.7500% on next $500 million and;
	0.7000% on next $4 billion and;
	0.6800% on next $5 billion and;
	0.6750% over $10 billion
Global Equity Income Fund	0.7500% on first $500 million and;
	0.7000% on next $500 million and;
	0.6900% on next $4 billion and;
	0.6850% on next $5 billion and;
	0.6700% over $10 billion
International Equity Fund	0.7000% on first $500 million and;
	0.6500% on next $500 million and;
	0.6400% on next $1.5 billion and;
	0.6300% on next $2.5 billion and;
	0.6250% over $5 billion
International Growth Fund	0.8500% on first $500 million and;
	0.8000% on next $500 million and;
	0.7500% on next $4 billion and;
	0.7475% on next $5 billion and;
	0.7450% over $10 billion
International Opportunities Fund	0.7500% on first $500 million and;
	0.6500% on next $500 million and;
	0.6400% on next $1.5 billion and;
	0.6350% on next $2.5 billion and;
	0.6300% on next $5 billion and;
	0.6250% over $10 billion
International Small Company Fund	0.9000% on first $500 million and;
	0.8500% on next $500 million and;
	0.8000% on next $4 billion and;
	0.7975% on next $5 billion and;
	0.7950% over $10 billion
International Value Fund	0.8500% on first $500 million and;
	0.8000% on next $500 million and;
	0.7500% on next $4 billion and;
	0.7475% on next $5 billion and;
	0.7450% over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

121

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Notes to Financial Statements – (continued)

October 31, 2016

Fund	Accounting Services Fee Rates
Emerging Markets Equity Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
Environmental Opportunities Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
Global Capital Appreciation Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Global Equity Income Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
International Equity Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
International Growth Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
International Opportunities Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
International Small Company Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
International Value Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each Fund, as applicable, and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of October 31, 2016, HFMC contractually limited the total operating expenses of each Fund, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2017 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Equity Fund		1.75	%		NA			2.50	%		1.50	%		1.95	%		1.65	%		1.35	%		NA			1.30	%
Environmental Opportunities Fund		1.30	%		NA			2.05	%		1.05	%		1.60	%		1.30	%		1.00	%		0.90	%		0.90	%
Global Capital Appreciation Fund		1.25	%		2.00	%		2.00	%		1.00	%		1.35	%		1.05	%		0.95	%		NA			0.90	%
Global Equity Income Fund		1.25	%		2.00	%		2.00	%		1.00	%		1.45	%		1.15	%		0.85	%		NA			0.80	%
International Equity Fund		1.19	%		1.94	%		1.94	%		0.89	%		1.49	%		1.19	%		0.89	%		NA			0.79	%
International Growth Fund		1.30	%		2.05	%		2.05	%		1.00	%		1.60	%		1.30	%		1.00	%		NA			0.95	%
International Opportunities Fund		1.30	%		2.05	%		2.05	%		1.05	%		1.50	%		1.20	%		0.90	%		0.85	%		0.85	%
International Small Company Fund		1.60	%		2.35	%		2.35	%		1.35	%		1.65	%		1.35	%		1.05	%		NA			1.00	%
International Value Fund		1.40	%		NA			2.15	%		1.15	%		1.60	%		1.30	%		1.00	%		NA			0.95	%

122

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October 31, 2016

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the year ended October 31, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Equity Fund		1.76	%		—			2.51	%		1.36	%		1.96	%		1.66	%		1.36	%		—			1.31	%
Environmental Opportunities Fund		1.17	%		—			1.90	%		0.90	%		1.60	%		1.30	%		1.00	%		0.90	%		0.90	%
Global Capital Appreciation Fund		1.27	%		2.02	%		2.00	%		0.98	%		1.37	%		1.07	%		0.97	%		—			0.87	%
Global Equity Income Fund		1.27	%		2.02	%		2.02	%		0.95	%		1.47	%		1.17	%		0.87	%		—			0.82	%
International Equity Fund		1.20	%		1.95	%		1.95	%		0.90	%		1.50	%		1.20	%		0.90	%		—			0.80	%
International Growth Fund		1.32	%		2.07	%		2.07	%		1.02	%		1.62	%		1.32	%		1.02	%		—			0.97	%
International Opportunities Fund		1.19	%		2.04	%		1.93	%		0.88	%		1.44	%		1.14	%		0.84	%		0.74	%		0.74	%
International Small Company Fund		1.47	%		2.29	%		2.21	%		1.11	%		1.66	%		1.36	%		1.06	%		—			0.99	%
International Value Fund		1.35	%		—			2.00	%		0.98	%		1.61	%		1.30	%		1.00	%		—			0.89	%

e) Distribution and Service Plan for Class A, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Emerging Markets Equity Fund	$	60,641	$	321
Environmental Opportunities Fund		8,548		—
Global Capital Appreciation Fund		1,302,811		15,609
Global Equity Income Fund		345,123		12,576
International Equity Fund		42,990		1,015
International Growth Fund		316,364		8,691
International Opportunities Fund		2,277,391		21,135
International Small Company Fund		120,406		6,248
International Value Fund		42,283		5,616

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, B, C, R3 and R4 shares. Under a Plan, Class A, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

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October 31, 2016

f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2016, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Emerging Markets Equity Fund	$	232
Environmental Opportunities Fund		70
Global Capital Appreciation Fund		2,663
Global Equity Income Fund		375
International Equity Fund		74
International Growth Fund		497
International Opportunities Fund		4,718
International Small Company Fund		1,097
International Value Fund		3,144

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the year ended October 31, 2016, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

Fund	Percent of Average Daily Net Assets
Emerging Markets Equity Fund		0.04	%
Environmental Opportunities Fund		0.00	%
Global Capital Appreciation Fund		0.16	%
Global Equity Income Fund		0.18	%
International Equity Fund		0.13	%
International Growth Fund		0.21	%
International Opportunities Fund		0.08	%
International Small Company Fund		0.06	%
International Value Fund		0.11	%

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

124

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October 31, 2016

8. Affiliate Holdings:

As of October 31, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Equity Fund		—			—		—			67	%		—			32	%		100	%		—			—	%*
Environmental Opportunities Fund		77	%		NA		96	%		97	%		100	%		100	%		100	%		100	%		100	%
Global Capital Appreciation Fund		—			—		—			—			—			—			—			—			—
Global Equity Income Fund		—			—		—			—			—			—			5	%		—			—
International Equity Fund		—			—		—			—			—			—			100	%		—			100	%
International Growth Fund		—			—		—			—			—			—			—			—			—
International Opportunities Fund		—			—		—			—			—			—			—			—			—
International Small Company Fund		—			—		—			—			—			—			—			—			—
International Value Fund		—			—		—			—			—			—			—			—			—

Percentage of Fund by Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Equity Fund		—			—		—			2	%		—			—	%*		—	%*		—			—	%*
Environmental Opportunities Fund		4	%		NA		4	%		69	%		4	%		4	%		4	%		4	%		4	%
Global Capital Appreciation Fund		—			—		—			—			—			—			—			—			—
Global Equity Income Fund		—			—		—			—			—			—			—	%*		—			—
International Equity Fund		—			—		—			—			—			—			—	%*		—			37	%
International Growth Fund		—			—		—			—			—			—			—			—			—
International Opportunities Fund		—			—		—			—			—			—			—			—			—
International Small Company Fund		—			—		—			—			—			—			—			—			—
International Value Fund		—			—		—			—			—			—			—			—			—

* Percentage rounds to zero.

As of October 31, 2016, the Funds’ shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

	Percentage of Fund*
Emerging Markets Equity Fund		54	%
International Growth Fund		4	%
International Opportunities Fund		15	%
International Small Company Fund		35	%
International Value Fund		1	%

* Affiliated Funds invest in Class Y shares.

125

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Notes to Financial Statements – (continued)

October 31, 2016

9. Investment Transactions:

For the year ended October 31, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Emerging Markets Equity Fund	$	91,848,755	$	185,647,055
Environmental Opportunities Fund		30,831,106		6,586,031
Global Capital Appreciation Fund		1,078,318,206		1,352,674,679
Global Equity Income Fund		43,456,550		194,547,566
International Equity Fund		27,901,394		33,000,813
International Growth Fund		178,246,022		213,044,362
International Opportunities Fund		2,144,239,675		1,520,655,062
International Small Company Fund		316,945,124		191,526,860
International Value Fund		535,541,281		392,910,157
Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Emerging Markets Equity Fund	$	—	$	—
Environmental Opportunities Fund		—		—
Global Capital Appreciation Fund		—		—
Global Equity Income Fund		—		—
International Equity Fund		—		—
International Growth Fund		—		—
International Opportunities Fund		—		—
International Small Company Fund		—		—
International Value Fund		—		—
Fund	Total Cost of Purchases		Total Sales Proceeds
Emerging Markets Equity Fund	$	91,848,755	$	185,647,055
Environmental Opportunities Fund		30,831,106		6,586,031
Global Capital Appreciation Fund		1,078,318,206		1,352,674,679
Global Equity Income Fund		43,456,550		194,547,566
International Equity Fund		27,901,394		33,000,813
International Growth Fund		178,246,022		213,044,362
International Opportunities Fund		2,144,239,675		1,520,655,062
International Small Company Fund		316,945,124		191,526,860
International Value Fund		535,541,281		392,910,157

126

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Notes to Financial Statements – (continued)

October 31, 2016

10. Capital Share Transactions:

The following information is for the year ended October 31, 2016, and the year ended October 31, 2015:

Emerging Markets Equity Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		520,870		$	3,626,610			369,299		$	3,003,693
Shares Issued for Reinvested Dividends		40,904			269,547			104,636			817,519
Shares Redeemed		(262,071	)		(1,846,193)			(567,024	)		(4,282,266	)
Net Increase (Decrease)		299,703			2,049,964			(93,089	)		(461,054	)
Class C
Shares Sold		85,169		$	582,958			53,614		$	430,019
Shares Issued for Reinvested Dividends		8,877			57,268			24,474			186,978
Shares Redeemed		(200,443	)		(1,468,600	)		(62,005	)		(484,665	)
Net Increase (Decrease)		(106,397	)		(828,374	)		16,083			132,332
Class I
Shares Sold		87,824		$	645,522			98,377		$	811,469
Shares Issued for Reinvested Dividends		15,257			100,346			32,109			250,814
Shares Redeemed		(124,936	)		(900,718	)		(94,849	)		(710,781	)
Net Increase (Decrease)		(21,855	)		(154,850	)		35,637			351,502
Class R3
Shares Sold		5,740		$	39,299			14,680		$	106,680
Shares Issued for Reinvested Dividends		7,847			51,297			18,360			142,150
Shares Redeemed		(233,297	)		(1,397,860	)		(5,243	)		(41,049	)
Net Increase (Decrease)		(219,710	)		(1,307,264	)		27,797			207,781
Class R4
Shares Sold		1,479		$	10,371			4,213		$	32,772
Shares Issued for Reinvested Dividends		8,432			55,392			18,150			141,274
Shares Redeemed		(229,928	)		(1,379,560	)		(1,226	)		(8,738	)
Net Increase (Decrease)		(220,017	)		(1,313,797	)		21,137			165,308
Class R5
Shares Issued for Reinvested Dividends		9,169		$	60,336			18,919		$	147,780
Shares Redeemed		(231,917	)		(1,390,990	)		—			—
Net Increase (Decrease)		(222,748	)		(1,330,654	)		18,919			147,780
Class Y
Shares Sold		7,260,971		$	48,817,316			3,707,372		$	28,852,184
Shares Issued for Reinvested Dividends		660,401			4,329,828			1,901,797			14,836,456
Shares Redeemed		(21,715,124	)		(142,640,508	)		(3,138,255	)		(25,933,881	)
Net Increase (Decrease)		(13,793,752	)		(89,493,364	)		2,470,914			17,754,759
Total Net Increase (Decrease)		(14,284,776	)	$	(92,378,339	)		2,497,398		$	18,298,408

127

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Environmental Opportunities Fund
	For the Period Ended October 31, 2016
	Shares			Amount
Class A(1)
Shares Sold		129,291		$	1,340,024
Shares Redeemed		(128	)		(1,410	)
Net Increase (Decrease)		129,163			1,338,614
Class C(1)
Shares Sold		105,066		$	1,058,055
Shares Redeemed		(854	)		(10,009	)
Net Increase (Decrease)		104,212			1,048,046
Class I(1)
Shares Sold		1,861,952		$	18,688,381
Shares Redeemed		(1	)		(10	)
Net Increase (Decrease)		1,861,951			18,688,371
Class R3(1)
Shares Sold		100,001		$	1,000,010
Net Increase (Decrease)		100,001			1,000,010
Class R4(1)
Shares Sold		100,001		$	1,000,010
Net Increase (Decrease)		100,001			1,000,010
Class R5(1)
Shares Sold		100,001		$	1,000,010
Net Increase (Decrease)		100,001			1,000,010
Class R6(1)
Shares Sold		100,001		$	1,000,010
Net Increase (Decrease)		100,001			1,000,010
Class Y(1)
Shares Sold		100,001		$	1,000,010
Net Increase (Decrease)		100,001			1,000,010
Total Net Increase (Decrease)		2,595,331		$	26,075,081
(1) Commenced operations on February 29, 2016
Global Capital Appreciation Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		5,120,468		$	77,901,258			4,405,289		$	77,281,961
Shares Issued for Reinvested Dividends		2,819,448			43,456,913			6,902,770			113,948,606
Shares Redeemed		(8,868,779	)		(136,626,220	)		(6,236,751	)		(109,844,151)
Shares converted (from) Class B into Class A		238,345			3,586,542			294,409			5,198,933
Net Increase (Decrease)		(690,518	)		(11,681,507	)		5,365,717			86,585,349

128

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Global Capital Appreciation Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class B
Shares Sold		6,112		$	85,466			33,458		$	512,074
Shares Issued for Reinvested Dividends		77,516			1,076,699			471,587			7,106,814
Shares Redeemed		(833,779	)		(11,536,593	)		(1,282,740	)		(20,598,185	)
Shares converted (from) Class B into Class A		(261,786	)		(3,586,542	)		(321,926	)		(5,198,933	)
Net Increase (Decrease)		(1,011,937	)		(13,960,970	)		(1,099,621	)		(18,178,230	)
Class C
Shares Sold		673,690		$	9,437,346			1,412,837		$	22,653,778
Shares Issued for Reinvested Dividends		1,053,728			14,791,382			2,877,159			43,704,053
Shares Redeemed		(3,433,020	)		(48,190,891	)		(2,423,678	)		(38,972,648	)
Net Increase (Decrease)		(1,705,602	)		(23,962,163	)		1,866,318			27,385,183
Class I
Shares Sold		2,582,608		$	41,265,462			1,851,471		$	33,565,280
Shares Issued for Reinvested Dividends		405,754			6,455,750			994,179			16,903,606
Shares Redeemed		(2,858,227	)		(45,176,937	)		(2,012,868	)		(36,462,214	)
Net Increase (Decrease)		130,135			2,544,275			832,782			14,006,672
Class R3
Shares Sold		286,804		$	4,260,829			342,977		$	5,899,842
Shares Issued for Reinvested Dividends		126,623			1,920,552			313,245			5,091,973
Shares Redeemed		(499,211	)		(7,574,521	)		(367,439	)		(6,374,614	)
Net Increase (Decrease)		(85,784	)		(1,393,140	)		288,783			4,617,201
Class R4
Shares Sold		436,909		$	6,817,855			454,325		$	7,965,581
Shares Issued for Reinvested Dividends		45,069			706,172			94,753			1,587,167
Shares Redeemed		(236,231	)		(3,686,146	)		(198,248	)		(3,457,304	)
Net Increase (Decrease)		245,747			3,837,881			350,830			6,095,444
Class R5
Shares Sold		17,050		$	263,572			16,634		$	298,657
Shares Issued for Reinvested Dividends		2,306			36,869			14,059			240,165
Shares Redeemed		(17,698	)		(288,749	)		(73,903	)		(1,334,105	)
Net Increase (Decrease)		1,658			11,692			(43,210	)		(795,283	)
Class Y
Shares Sold		41,504		$	631,982			452,742		$	8,303,469
Shares Issued for Reinvested Dividends		592,161			9,541,887			1,909,632			32,986,535
Shares Redeemed		(11,165,385	)		(180,215,303	)		(1,403,955	)		(26,032,259	)
Net Increase (Decrease)		(10,531,720	)		(170,041,434	)		958,419			15,257,745
Total Net Increase (Decrease)		(13,648,021	)	$	(214,645,366	)		8,520,018		$	134,974,081

129

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

Global Equity Income Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,215,941		$	23,468,316			3,833,084		$	43,461,336
Shares Issued for Reinvested Dividends		275,663			2,912,868			471,942			5,196,994
Shares Redeemed		(2,289,579	)		(24,348,399	)		(1,011,185	)		(11,290,025	)
Shares converted (from) Class B into Class A		19,884			207,597			23,366			264,046
Net Increase (Decrease)		221,909			2,240,382			3,317,207			37,632,351
Class B
Shares Sold		1,146		$	11,324			14,593		$	160,638
Shares Issued for Reinvested Dividends		1,315			13,614			10,201			110,087
Shares Redeemed		(65,705	)		(672,330	)		(78,999	)		(864,146	)
Shares converted (from) Class B into Class A		(20,303	)		(207,597	)		(23,870	)		(264,046	)
Net Increase (Decrease)		(83,547	)		(854,989	)		(78,075	)		(857,467	)
Class C
Shares Sold		282,985		$	2,943,615			457,443		$	5,031,109
Shares Issued for Reinvested Dividends		23,600			242,991			53,459			576,227
Shares Redeemed		(384,712	)		(3,981,004	)		(187,913	)		(2,040,734	)
Net Increase (Decrease)		(78,127	)		(794,398	)		322,989			3,566,602
Class I
Shares Sold		1,121,156		$	12,066,667			299,596		$	3,355,551
Shares Issued for Reinvested Dividends		11,023			117,264			7,717			84,747
Shares Redeemed		(386,726	)		(4,140,726	)		(110,320	)		(1,212,982	)
Net Increase (Decrease)		745,453			8,043,205			196,993			2,227,316
Class R3
Shares Sold		10,310		$	110,967			3,328		$	36,730
Shares Issued for Reinvested Dividends		370			3,911			2,551			28,023
Shares Redeemed		(32,694	)		(339,121	)		(4,074	)		(44,792	)
Net Increase (Decrease)		(22,014	)		(224,243	)		1,805			19,961
Class R4
Shares Sold		7,323		$	78,490			5,097		$	59,306
Shares Issued for Reinvested Dividends		295			3,125			3,215			35,450
Shares Redeemed		(39,362	)		(411,327	)		(4,485	)		(51,121	)
Net Increase (Decrease)		(31,744	)		(329,712	)		3,827			43,635
Class R5
Shares Sold		4,425		$	45,173			2,052		$	23,194
Shares Issued for Reinvested Dividends		523			5,540			3,872			42,719
Shares Redeemed		(39,386	)		(412,503	)		(8,886	)		(98,402	)
Net Increase (Decrease)		(34,438	)		(361,790	)		(2,962	)		(32,489	)
Class Y
Shares Sold		100,124		$	1,068,151			210,129		$	2,333,579
Shares Issued for Reinvested Dividends		17,877			187,842			1,135,298			12,514,442
Shares Redeemed		(15,630,481	)		(163,759,657	)		(1,739,673	)		(19,818,159	)
Net Increase (Decrease)		(15,512,480	)		(162,503,664	)		(394,246	)		(4,970,138	)
Total Net Increase (Decrease)		(14,794,988	)	$	(154,785,209	)		3,367,538		$	37,629,771

130

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

International Equity Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		303,761		$	2,739,324			559,653		$	5,430,233
Shares Issued for Reinvested Dividends		35,947			321,092			44,818			414,564
Shares Redeemed		(563,556	)		(4,970,742	)		(351,124	)		(3,358,236	)
Shares converted (from) Class B into Class A		1,465			13,350			1,390			13,339
Net Increase (Decrease)		(222,383	)		(1,896,976	)		254,737			2,499,900
Class B
Shares Sold		302		$	2,851			2,819		$	28,512
Shares Issued for Reinvested Dividends		1,579			13,934			2,519			23,073
Shares Redeemed		(75,353	)		(628,930	)		(8,402	)		(81,159	)
Shares converted (from) Class B into Class A		(1,472	)		(13,350	)		(1,397	)		(13,339	)
Net Increase (Decrease)		(74,944	)		(625,495	)		(4,461	)		(42,913	)
Class C
Shares Sold		51,902		$	465,485			182,322		$	1,761,589
Shares Issued for Reinvested Dividends		5,688			49,962			5,928			54,143
Shares Redeemed		(86,232	)		(770,975	)		(75,421	)		(705,824	)
Net Increase (Decrease)		(28,642	)		(255,528	)		112,829			1,109,908
Class I
Shares Sold		280,392		$	2,528,071			344,857		$	3,452,456
Shares Issued for Reinvested Dividends		14,117			126,988			7,369			68,560
Shares Redeemed		(234,206	)		(2,038,524	)		(54,980	)		(528,878	)
Net Increase (Decrease)		60,303			616,535			297,246			2,992,138
Class R3
Shares Sold		1,627		$	14,553			2,278		$	21,854
Shares Issued for Reinvested Dividends		3,202			28,604			4,185			38,702
Shares Redeemed		(123,311	)		(1,028,839	)		(3,071	)		(30,051	)
Net Increase (Decrease)		(118,482	)		(985,682	)		3,392			30,505
Class R4
Shares Sold		15,678		$	145,278			5,397		$	53,364
Shares Issued for Reinvested Dividends		3,255			29,200			4,283			39,750
Shares Redeemed		(113,916	)		(945,441	)		(3,724	)		(36,183	)
Net Increase (Decrease)		(94,983	)		(770,963	)		5,956			56,931
Class R5
Shares Issued for Reinvested Dividends		3,333			29,992			4,310			40,096
Shares Redeemed		(113,792	)		(944,546	)		—			—
Net Increase (Decrease)		(110,459	)		(914,554	)		4,310			40,096
Class Y
Shares Sold		3,493		$	33,528			—		$	—
Shares Issued for Reinvested Dividends		34,286			308,593			43,848			407,935
Shares Redeemed		(8,914	)		(73,998	)		—			—
Net Increase (Decrease)		28,865			268,123			43,848			407,935
Total Net Increase (Decrease)		(560,725	)	$	(4,564,540	)		717,857		$	7,094,500

131

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

International Growth Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,754,340		$	21,059,282			3,074,163		$	39,352,628
Shares Issued for Reinvested Dividends		65,338			811,493			15,947			195,671
Shares Redeemed		(2,608,733	)		(31,207,862	)		(1,262,235	)		(15,806,493	)
Shares converted (from) Class B into Class A		39,923			479,457			50,865			647,873
Net Increase (Decrease)		(749,132	)		(8,857,630	)		1,878,740			24,389,679
Class B
Shares Sold		514		$	5,774			3,567		$	43,447
Shares Redeemed		(84,996	)		(941,155	)		(116,579	)		(1,373,725	)
Shares converted (from) Class B into Class A		(43,219	)		(479,457	)		(54,958	)		(647,873	)
Net Increase (Decrease)		(127,701	)		(1,414,838	)		(167,970	)		(1,978,151	)
Class C
Shares Sold		186,393		$	2,067,119			870,743		$	10,336,028
Shares Issued for Reinvested Dividends		1,428			16,426			—			—
Shares Redeemed		(499,578	)		(5,523,660	)		(368,208	)		(4,286,028	)
Net Increase (Decrease)		(311,757	)		(3,440,115	)		502,535			6,050,000
Class I
Shares Sold		2,285,382		$	27,524,212			4,492,253		$	57,010,617
Shares Issued for Reinvested Dividends		23,543			289,817			8,645			105,216
Shares Redeemed		(2,840,739	)		(34,180,946	)		(1,594,085	)		(19,495,770	)
Net Increase (Decrease)		(531,814	)		(6,366,917	)		2,906,813			37,620,063
Class R3
Shares Sold		25,598		$	307,139			81,655		$	1,062,434
Shares Issued for Reinvested Dividends		311			3,909			—			—
Shares Redeemed		(34,829	)		(431,935	)		(25,618	)		(329,477	)
Net Increase (Decrease)		(8,920	)		(120,887	)		56,037			732,957
Class R4
Shares Sold		508,796		$	6,319,428			445,446		$	5,707,359
Shares Issued for Reinvested Dividends		2,160			27,521			407			5,130
Shares Redeemed		(164,645	)		(2,028,918	)		(52,255	)		(674,384	)
Net Increase (Decrease)		346,311			4,318,031			393,598			5,038,105
Class R5
Shares Sold		151,216		$	1,867,611			501,392		$	6,418,898
Shares Issued for Reinvested Dividends		5,073			65,031			141			1,796
Shares Redeemed		(150,077	)		(1,846,207	)		(54,008	)		(714,918	)
Net Increase (Decrease)		6,212			86,435			447,525			5,705,776
Class Y
Shares Sold		649,741		$	7,855,364			699,487		$	9,271,744
Shares Issued for Reinvested Dividends		11,347			145,919			21,699			275,564
Shares Redeemed		(2,378,221	)		(29,745,112	)		(595,624	)		(7,898,300	)
Net Increase (Decrease)		(1,717,133	)		(21,743,829	)		125,562			1,649,008
Total Net Increase (Decrease)		(3,093,934	)	$	(37,539,750	)		6,142,840		$	79,207,437

132

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

International Opportunities Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		7,575,333		$	106,968,420			10,269,879		$	158,062,292
Shares Issued for Reinvested Dividends		868,989			12,437,463			3,820,202			55,886,076
Shares Redeemed		(10,891,481	)		(155,066,975	)		(5,521,408	)		(84,652,747	)
Shares converted (from) Class B into Class A		49,782			698,464			44,313			683,430
Net Increase (Decrease)		(2,397,377	)		(34,962,628	)		8,612,986			129,979,051
Class B
Shares Sold		5,108		$	63,749			12,982		$	179,213
Shares Issued for Reinvested Dividends		5,565			71,245			57,739			763,386
Shares Redeemed		(186,944	)		(2,398,535	)		(126,049	)		(1,767,908	)
Shares converted (from) Class B into Class A		(54,904	)		(698,464	)		(48,729	)		(683,430	)
Net Increase (Decrease)		(231,175	)		(2,962,005	)		(104,057	)		(1,508,739	)
Class C
Shares Sold		937,907		$	11,667,611			1,305,629		$	17,773,672
Shares Issued for Reinvested Dividends		87,264			1,090,037			509,830			6,583,049
Shares Redeemed		(1,208,098	)		(15,043,633	)		(935,584	)		(12,617,235	)
Net Increase (Decrease)		(182,927	)		(2,285,985	)		879,875			11,739,486
Class I
Shares Sold		16,552,819		$	236,342,309			3,443,155		$	52,676,546
Shares Issued for Reinvested Dividends		197,080			2,825,752			755,139			11,018,986
Shares Redeemed		(4,594,180	)		(64,749,919	)		(3,251,562	)		(49,737,633	)
Net Increase (Decrease)		12,155,719			174,418,142			946,732			13,957,899
Class R3
Shares Sold		1,635,959		$	23,441,858			1,247,956		$	19,530,235
Shares Issued for Reinvested Dividends		62,593			907,297			303,402			4,505,754
Shares Redeemed		(867,997	)		(12,390,815	)		(754,426	)		(11,844,039	)
Net Increase (Decrease)		830,555			11,958,340			796,932			12,191,950
Class R4
Shares Sold		3,661,160		$	53,420,418			2,789,255		$	44,424,154
Shares Issued for Reinvested Dividends		169,248			2,501,857			758,042			11,444,953
Shares Redeemed		(2,256,410	)		(33,108,803	)		(1,724,998	)		(27,217,128	)
Net Increase (Decrease)		1,573,998			22,813,472			1,822,299			28,651,979
Class R5
Shares Sold		2,603,294		$	38,437,244			2,002,167		$	32,143,117
Shares Issued for Reinvested Dividends		168,443			2,518,892			684,313			10,424,196
Shares Redeemed		(2,236,510	)		(32,758,923	)		(1,278,182	)		(20,091,141	)
Net Increase (Decrease)		535,227			8,197,213			1,408,298			22,476,172
Class R6(1)
Shares Sold		2,164,394		$	31,878,203			235,407		$	3,604,086
Shares Issued for Reinvested Dividends		5,475			82,327			80			1,222
Shares Redeemed		(395,206	)		(5,861,161	)		(46,866	)		(711,557	)
Net Increase (Decrease)		1,774,663			26,099,369			188,621			2,893,751

133

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

International Opportunities Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		38,570,812		$	575,377,033			8,899,775		$	142,646,218
Shares Issued for Reinvested Dividends		1,261,017			18,991,929			4,542,617			69,553,360
Shares Redeemed		(8,200,307	)		(122,899,503	)		(5,371,443	)		(85,781,089	)
Net Increase (Decrease)		31,631,522			471,469,459			8,070,949			126,418,489
Total Net Increase (Decrease)		45,690,205		$	674,745,377			22,622,635		$	346,800,038
(1)     Commenced operations on November 7, 2014.
International Small Company Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		802,594		$	11,043,672			1,150,098		$	16,417,781
Shares Issued for Reinvested Dividends		44,668			634,707			932,305			12,468,355
Shares Redeemed		(1,465,519	)		(20,050,743	)		(1,121,520	)		(16,187,334	)
Shares converted (from) Class B into Class A		25,164			347,335			52,520			758,259
Net Increase (Decrease)		(593,093	)		(8,025,029	)		1,013,403			13,457,061
Class B
Shares Sold		8		$	110			2,226		$	29,711
Shares Issued for Reinvested Dividends		404			5,301			36,670			455,891
Shares Redeemed		(27,536	)		(355,393	)		(62,649	)		(849,925	)
Shares converted (from) Class B into Class A		(26,921	)		(347,335	)		(56,063	)		(758,259	)
Net Increase (Decrease)		(54,045	)		(697,317	)		(79,816	)		(1,122,582	)
Class C
Shares Sold		113,740		$	1,432,547			253,124		$	3,287,060
Shares Issued for Reinvested Dividends		5,595			71,279			208,714			2,538,091
Shares Redeemed		(395,896	)		(4,955,071	)		(349,231	)		(4,738,939	)
Net Increase (Decrease)		(276,561	)		(3,451,245	)		112,607			1,086,212
Class I
Shares Sold		1,636,158		$	22,181,642			4,716,478		$	66,541,597
Shares Issued for Reinvested Dividends		63,476			900,778			407,558			5,420,446
Shares Redeemed		(2,164,939	)		(29,240,560	)		(1,979,359	)		(28,643,261	)
Net Increase (Decrease)		(465,305	)		(6,158,140	)		3,144,677			43,318,782
Class R3
Shares Sold		176,071		$	2,448,934			169,941		$	2,440,450
Shares Issued for Reinvested Dividends		4,663			66,319			132,265			1,780,915
Shares Redeemed		(214,393	)		(2,966,119	)		(169,342	)		(2,437,284	)
Net Increase (Decrease)		(33,659	)		(450,866	)		132,864			1,784,081
Class R4
Shares Sold		180,916		$	2,511,045			168,776		$	2,464,116
Shares Issued for Reinvested Dividends		3,682			53,004			74,936			1,014,613
Shares Redeemed		(137,084	)		(1,907,057	)		(134,915	)		(1,978,140	)
Net Increase (Decrease)		47,514			656,992			108,797			1,500,589

134

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

International Small Company Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		148,260		$	2,026,021			17,444		$	258,133
Shares Issued for Reinvested Dividends		425			6,178			4,887			66,586
Shares Redeemed		(38,493	)		(544,688	)		(10,091	)		(152,691	)
Net Increase (Decrease)		110,192			1,487,511			12,240			172,028
Class Y
Shares Sold		11,570,015		$	163,272,409			4,331,097		$	62,190,131
Shares Issued for Reinvested Dividends		209,108			3,046,810			1,822,344			24,844,610
Shares Redeemed		(2,127,287	)		(30,085,160	)		(1,710,624	)		(24,818,963	)
Net Increase (Decrease)		9,651,836			136,234,059			4,442,817			62,215,778
Total Net Increase (Decrease)		8,386,879		$	119,595,965			8,887,589		$	122,411,949
International Value Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		18,187,186		$	240,656,384			23,077,954		$	338,041,015
Shares Issued for Reinvested Dividends		804,380			10,951,409			42,611			594,855
Shares Redeemed		(15,701,748	)		(212,420,105	)		(4,859,329	)		(71,001,840	)
Net Increase (Decrease)		3,289,818			39,187,688			18,261,236			267,634,030
Class C
Shares Sold		111,606		$	1,477,781			742,062		$	10,528,148
Shares Issued for Reinvested Dividends		63,076			839,567			4,703			64,897
Shares Redeemed		(1,168,227	)		(15,775,218	)		(1,123,672	)		(16,012,601	)
Net Increase (Decrease)		(993,545	)		(13,457,870	)		(376,907	)		(5,419,556	)
Class I
Shares Sold		22,568,274		$	310,462,776			35,485,093		$	522,805,622
Shares Issued for Reinvested Dividends		1,085,434			14,938,808			178,998			2,516,718
Shares Redeemed		(25,510,856	)		(344,864,001	)		(24,249,137	)		(350,871,514)
Net Increase (Decrease)		(1,857,148	)		(19,462,417	)		11,414,954			174,450,826
Class R3
Shares Sold		11,641		$	159,171			11,519		$	166,532
Shares Issued for Reinvested Dividends		1,697			22,851			160			2,233
Shares Redeemed		(66,872	)		(898,026	)		(7,428	)		(112,260	)
Net Increase (Decrease)		(53,534	)		(716,004	)		4,251			56,505
Class R4
Shares Sold		29,983		$	407,374			129,762		$	1,838,378
Shares Issued for Reinvested Dividends		3,701			50,488			488			6,843
Shares Redeemed		(91,877	)		(1,241,593	)		(38,098	)		(585,896	)
Net Increase (Decrease)		(58,193	)		(783,731	)		92,152			1,259,325

135

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

International Value Fund (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		26,421		$	358,926			1,701		$	26,360
Shares Issued for Reinvested Dividends		1,915			26,260			555			7,803
Shares Redeemed		(63,648	)		(865,599	)		(2,156	)		(32,407	)
Net Increase (Decrease)		(35,312	)		(480,413	)		100			1,756
Class Y
Shares Sold		15,404,271		$	217,928,190			10,825,368		$	158,748,915
Shares Issued for Reinvested Dividends		424,304			5,947,505			40,598			580,952
Shares Redeemed		(4,664,967	)		(64,990,064	)		(1,899,944	)		(28,647,450	)
Net Increase (Decrease)		11,163,608			158,885,631			8,966,022			130,682,417
Total Net Increase (Decrease)		11,455,694		$	163,172,884			38,361,808		$	568,665,303

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2016, none of the Funds had borrowings under this facility.

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously. As of October 31, 2016, the trial was scheduled for November 2016.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

136

International/Global Equity Funds

Notes to Financial Statements – (continued)

October 31, 2016

13. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

14. Subsequent Events:

Effective November 1, 2016, the fee rates paid pursuant to the fund accounting agreement for each Fund are changing and the per account fee paid to HASCO for transfer agency services for all Classes, except Class Y, is also changing.

137

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of Hartford Emerging Markets Equity Fund, Hartford Environmental Opportunities Fund, Hartford Global Capital Appreciation Fund, Hartford Global Equity Income Fund, Hartford International Equity Fund, The Hartford International Growth Fund, The Hartford International Opportunities Fund, The Hartford International Small Company Fund and The Hartford International Value Fund (nine of the series comprising The Hartford Mutual Funds, Inc. (the Company)) as of October 31, 2016, and the related statements of operations, changes in net assets, and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Company’s management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Company’s internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2016, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of Hartford Emerging Markets Equity Fund, Hartford Environmental Opportunities Fund, Hartford Global Capital Appreciation Fund, Hartford Global Equity Income Fund, Hartford International Equity Fund, The Hartford International Growth Fund, The Hartford International Opportunities Fund, The Hartford International Small Company Fund and The Hartford International Value Fund at October 31, 2016, and the results of their operations, the changes in their net assets, and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

New York, New York

December 30, 2016

138

International/Global Equity Funds

Shareholder Meeting Results (Unaudited)

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below. The Meeting was adjourned for certain funds until April 19, 2016 with respect to proposals 2 through 6 listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Board of Directors of The Hartford Mutual Funds, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
Hartford Emerging Markets Equity Fund		14,050,643.2940
Hartford Global Capital Appreciation Fund		73,139,747.8110
Hartford Global Equity Income Fund		12,562,580.9610
Hartford International Equity Fund		3,787,364.1860
The Hartford International Growth Fund		17,025,634.7670
The Hartford International Opportunities Fund		123,895,605.6260
The Hartford International Small Company Fund		31,499,943.6720
The Hartford International Value Fund		88,657,109.1970

Proposal One: The election of nominees to the Board of Directors of The Hartford Mutual Funds, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

139

International/Global Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Emerging Markets Equity Fund(1)		11,202,961.1800		1,505.5148		10,722.6002		2,013,389.0000
Hartford Global Capital Appreciation Fund(2)		26,479,849.5880		835,954.6430		1,261,883.3830		8,529,105.0000
Hartford Global Equity Income Fund(2)		4,723,058.7620		103,116.9100		222,090.7800		1,350,044.0000
Hartford International Equity Fund(1)		2,289,157.6895		14,531.6037		7,262.4268		580,670.0000
The Hartford International Growth Fund(2)		6,387,751.1390		117,361.6690		391,718.0880		1,971,035.0000
The Hartford International Opportunities Fund(1)		47,703,270.3635		604,394.4519		1,048,105.0242		17,938,960.0000
The Hartford International Small Company Fund(1)		18,483,758.2529		825,482.8241		84,427.4370		1,892,168.0000
The Hartford International Value Fund(1)		63,516,340.8849		155,980.4326		218,148.7295		16,711,936.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Emerging Markets Equity Fund(1)		11,206,391.0295		4,105.8572		4,692.4083		2,013,389.0000
Hartford Global Capital Appreciation Fund(2)		26,107,918.9660		1,234,397.2210		1,235,371.4260		8,529,105.0000
Hartford Global Equity Income Fund(2)		4,588,602.5150		221,307.1940		238,356.7430		1,350,044.0000
Hartford International Equity Fund(1)		2,281,915.5608		20,226.3142		8,809.8450		580,670.0000
The Hartford International Growth Fund(2)		6,325,774.0960		186,779.7050		384,277.0950		1,971,035.0000
The Hartford International Opportunities Fund(1)		46,831,061.0516		1,445,422.8014		1,079,285.9866		17,938,960.0000
The Hartford International Small Company Fund(1)		18,420,799.6973		883,492.6553		89,376.1614		1,892,168.0000
The Hartford International Value Fund(1)		63,422,559.5637		225,714.1725		242,196.3108		16,711,936.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Emerging Markets Equity Fund(1)		11,206,006.7725		5,114.2777		4,068.2448		2,013,389.0000
Hartford Global Capital Appreciation Fund(2)		26,029,706.5150		1,276,263.8150		1,271,717.2830		8,529,105.0000
Hartford Global Equity Income Fund(2)		4,600,329.6830		210,653.4240		237,283.3440		1,350,044.0000
Hartford International Equity Fund(1)		2,286,072.5355		17,616.7577		7,262.4268		580,670.0000
The Hartford International Growth Fund(2)		6,352,168.5750		169,568.0580		375,094.2620		1,971,035.0000
The Hartford International Opportunities Fund(1)		46,870,769.9359		1,420,410.3242		1,064,589.5795		17,938,960.0000
The Hartford International Small Company Fund(1)		18,383,479.9740		923,148.0218		87,040.5182		1,892,168.0000
The Hartford International Value Fund(1)		63,426,635.3764		226,064.4446		237,770.2260		16,711,936.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

140

International/Global Equity Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Emerging Markets Equity Fund(1)		11,208,520.7079		2,600.3423		4,068.2448		2,013,389.0000
Hartford Global Capital Appreciation Fund(2)		26,053,078.4360		1,251,853.0260		1,272,756.1520		8,529,105.0000
Hartford Global Equity Income Fund(2)		4,606,506.4350		204,845.7280		236,914.2890		1,350,044.0000
Hartford International Equity Fund(1)		2,287,237.4384		14,904.4366		8,809.8450		580,670.0000
The Hartford International Growth Fund(2)		6,350,710.2570		175,987.9740		370,132.6640		1,971,035.0000
The Hartford International Opportunities Fund(1)		46,890,446.1300		1,378,005.0685		1,087,318.6411		17,938,960.0000
The Hartford International Small Company Fund(1)		18,333,538.9595		958,907.6941		101,221.8604		1,892,168.0000
The Hartford International Value Fund(1)		63,428,826.3014		229,488.5487		232,155.1969		16,711,936.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
Hartford Emerging Markets Equity Fund(1)		10,304,676.0552		906,444.9950		4,068.2448		2,013,389.0000
Hartford Global Capital Appreciation Fund(2)		24,056,532.3570		3,169,995.4160		1,351,159.8410		8,529,105.0000
Hartford Global Equity Income Fund(2)		4,501,344.2410		302,081.4730		244,840.7380		1,350,044.0000
Hartford International Equity Fund(1)		2,277,537.9929		24,603.8821		8,809.8450		580,670.0000
The Hartford International Growth Fund(2)		4,950,107.7650		1,551,374.2040		395,348.3270		1,971,035.0000
The Hartford International Opportunities Fund(1)		42,055,558.3323		6,264,777.4012		1,035,434.1061		17,938,960.0000
The Hartford International Small Company Fund(1)		15,163,799.9151		4,128,117.8413		101,750.7576		1,892,168.0000
The Hartford International Value Fund(1)		26,462,874.5417		37,169,495.3821		258,100.1232		16,711,936.0000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

141

International/Global Equity Funds

Directors and Officers of the Company

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011 and has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present.	76	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present).
LYNN S. BIRDSONG (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	76	None
CHRISTINE DETRICK (1958) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Enterprises (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Partner/Senior Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	76	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Enterprises (a real estate company) (November 2014 to present).

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
DUANE E. HILL (1945) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2001	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	76	None
SANDRA S. JAFFEE(3) (1941) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Ms. Jaffee is the founder and Chief Executive Officer of a private company, Homeworks Concierge, LLC, which provides residential property management services in Westchester County, New York (January 2012 to present). Ms. Jaffee served as Chairwoman (2008 to 2009) and Chief Executive Officer of Fortent (formerly Searchspace Group), a leading provider of compliance/regulatory technology to financial institutions from August 2005 to August 2009. From August 2004 to August 2005, Ms. Jaffee served as an Entrepreneur in Residence with Warburg Pincus, a private equity firm. Prior to joining Warburg Pincus, Ms. Jaffee served as Executive Vice President at Citigroup, from September 1995 to July 2004, where she was President and Chief Executive Officer of Citibank’s Global Securities Services (1995 to 2003). Ms. Jaffee served as a member of the Board of Directors of Broadridge Financial Solutions (November 2010 to November 2014). Ms. Jaffee currently serves as a member of the Board of Directors of Global Corps Africa (a non-profit organization) (January 2015 to present) as well as a Trustee of Muhlenberg College (September 2007 to present).	76	None

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
WILLIAM P. JOHNSTON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	76	None

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
PHILLIP O. PETERSON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2002	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	76	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	76	None

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(4) (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board, President and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also currently serves as Chairman of the Board, President and Manager of Lattice Strategies LLC. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	76	N/A
ANDREW S. DECKER (1963) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	AML Compliance Officer	Since 2015	Mr. Decker currently serves as the AML Compliance Officer for HFD and as Chief Compliance Officer and AML Compliance Officer for HASCO. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
MICHAEL FLOOK (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for the Company, The Hartford Mutual Funds II, Inc., The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
JOSEPH G. MELCHER (1973) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC. He also serves as Chief Compliance Officer and Executive Vice President of Lattice Strategies LLC. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A
VERNON J. MEYER (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of HLIC. He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
LAURA S. QUADE (1969) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2012	Ms. Quade currently serves as Senior Vice President of HLIC and Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
ALICE A. PELLEGRINO (1960) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Secretary	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

⁽¹⁾  Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽²⁾  The portfolios are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

⁽³⁾  Ms. Jaffee will retire as a Director of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., and Hartford HLS Series Fund II, Inc. effective December 18, 2016.

⁽⁴⁾  “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

For more information regarding the Directors and Officers, please refer to the Statement of Additional Information, as supplemented, which is available, without charge, upon request by calling 1-888-843-7824.

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HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc.

Hartford Emerging Markets Equity Fund

Hartford Global Capital Appreciation Fund

Hartford Global Equity Income Fund

Hartford International Equity Fund (formerly Hartford International Capital Appreciation Fund)

The Hartford International Growth Fund

The Hartford International Opportunities Fund

The Hartford International Small Company Fund

The Hartford International Value Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain funds, shareholders of each of the funds listed above (each a “Fund” and collectively, the “Funds”) voted to approve a new investment management agreement (the “Management Agreement”) by and between The Hartford Mutual Funds, Inc. (“HMF”), on behalf of each of its Funds, The Hartford Mutual Funds II, Inc. (“HMF II”) and Hartford Funds Management Company, LLC (“HFMC”).

At their meeting held on August 2-3, 2016, the Boards of Directors (collectively, the “Board”) of HMF and HMF II, including each of the Independent Directors, unanimously voted to approve (i) the continuation of the Management Agreement; and (ii) the continuation of the investment sub-advisory agreement (the “Sub-Advisory Agreement” and collectively with the Management Agreement, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”).

In the months preceding the August 2-3, 2016 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the annual approval of the Agreements at the Board’s meetings held on June 21-22, 2016 and August 2-3, 2016. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 21-22, 2016 and August 2-3, 2016 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, if any, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreement.

In determining whether to continue the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to continue the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

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Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of HFMC and its affiliates to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ approximately 65 portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of compliance with each Fund’s objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and, as applicable, the Sub-adviser.

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year, including in connection with the annual approval of the Agreements. These reports include, among other things, information on each Fund’s gross returns and with respect to certain reports, net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the

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Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser.

The Board considered the Consultant’s review of the profitability calculations used by HFMC in connection with the continuation of the Management Agreement, noting the Consultant’s view that Hartford Funds’ process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and well within common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 21-22, 2016 and August 2-3, 2016 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund, taking into account that HFMC compensates the Sub-adviser out of the management fee paid by the Fund to HFMC. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. With respect to each Fund’s sub-advisory fee schedule, the Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to a group of funds selected by Broadridge, in consultation with the Consultant, and a broader universe of funds selected by Broadridge. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise, given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s management and sub-advisory fees, as applicable, and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s management and sub-advisory fees, as applicable, and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of

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funds have grown over time, including through lower operating expenses. The Board also noted that, for each of Hartford Emerging Markets Equity Fund, Hartford Global Equity Income Fund, and Hartford International Equity Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board considered that it had approved an increase in the Funds’ fund accounting fee rate. The Board reviewed information from Broadridge comparing the new accounting fee rate with relevant industry data and considered that the new fund accounting fee schedule more properly aligned with HFMC’s actual costs for those services. The Board considered that, while the new fee schedule is projected to result in a reasonable increase in overall profitability to HFMC, HFMC expected that it would continue to operate at a net loss with respect to fund accounting services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved the implementation of a uniform transfer agency fee across all distribution channels for all classes of the Funds, except Class Y shares, in light of the reduction in revenue earned by HASCO associated with a decline in the use of directly-held accounts and a corresponding increase in the use of omnibus accounts. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee schedule on transfer agent profit margins. The Board considered information provided by HASCO indicating that, after giving effect to the new fee schedule, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also noted that certain affiliates of HFD distribute shares of the Funds and receive compensation in that regard.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research, and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

Fund-by-Fund factors

Hartford Emerging Markets Equity Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 2nd quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods. The Board noted recent changes to the Fund’s portfolio management team.

154

International/Global Equity Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group, while its actual management fee was in the 4th quintile. Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford Global Capital Appreciation Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford Global Equity Income Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period, the 2nd quintile for the 3-year period and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford International Equity Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1- and 5-year periods and the 4th quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford International Growth Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group, while its actual management fee was in the 2nd quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford International Opportunities Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1- and 5-year periods and the 2nd quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

155

International/Global Equity Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Hartford International Small Company Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, in line with its benchmark for the 3-year period and above its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford International Value Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1- and 3-year periods and the 1st quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

156

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

We will also give You a copy of our current Privacy Policy once a year if you maintain a continuing business relationship with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.: 1stAGChoice, Inc.; Access CoverageCorp, Inc.;

Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of the Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced in this report are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFAR-GE16  12/16    117964-3    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

During the year ended October 31, 2016, the period of this report, stocks endured a correction, then recovered and, despite periodic gyrations, managed

to remain generally in positive territory for the remainder of the period. Even with the bouts of uncertainty the market experienced, the current bull market continued into its seventh year, making it the second-longest bull market on record, as measured by the S&P 500 Index.¹ From November 1, 2015 through October 31, 2016, the S&P 500 generated a 4.51% total return.

The market reacted to a handful of concerns during the course of the year, including worries about low oil prices, weakness in the Chinese economy, a surprise vote for the U.K. to leave the European Union (dubbed Brexit), the beginning of a rate increase cycle by the U.S. Federal Reserve (Fed), and a contentious U.S. presidential election cycle.

There were also more positive influences, including generally positive jobs reports over the course of the period, which helped the unemployment rate fall to pre-recession levels. In addition, growth of the domestic economy, while slow, has remained steady. This has helped limit the Fed’s actions; they’ve kept rate increases very gradual, which helps markets better digest and account for such changes.

While the election results didn’t factor into returns for the period this report covers, President-elect Trump’s inauguration in 2017 is likely to play a key role in market movements for the new year and beyond. While it is difficult to assess the full potential impact of changing political policies, markets seem to consider his policies pro-growth, which could bode well for investors. However, change to the status quo can often result in volatility in the markets.

As we enter 2017, we encourage you to maintain a strong relationship with a financial advisor who can help guide you through shifting markets with confidence. If there’s one certain thing about markets, it’s that movements can be hard to anticipate, especially in the short term. So it’s important to proactively build a portfolio that takes that unknown into account along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of more than 50 mutual funds as you work toward those goals.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

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

Fixed Income Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	64
Financial Statements:
Schedules of Investments:
The Hartford Emerging Markets Local Debt Fund	70
The Hartford Floating Rate Fund	85
The Hartford Floating Rate High Income Fund	94
The Hartford High Yield Fund	102
The Hartford Inflation Plus Fund	110
Hartford Municipal Income Fund	117
The Hartford Municipal Opportunities Fund	122
The Hartford Municipal Real Return Fund	132
Hartford Municipal Short Duration Fund	139
The Hartford Quality Bond Fund	144
The Hartford Short Duration Fund	150
The Hartford Strategic Income Fund	164
The Hartford Total Return Bond Fund	186
The Hartford Unconstrained Bond Fund	213
The Hartford World Bond Fund	232
Statements of Assets and Liabilities	256
Statements of Operations	264
Statements of Changes in Net Assets	272
Financial Highlights	278
Notes to Financial Statements	292
Report of Independent Registered Public Accounting Firm	356
Shareholder Meeting Results (Unaudited)	357
Directors and Officers of the Companies	362
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	370
Quarterly Portfolio Holdings Information (Unaudited)	370
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	371

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

The Hartford Emerging Markets Local Debt Fund inception 05/31/2011

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

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Year		Since Inception1
Emerging Markets Local Debt A2		10.62%		0.16%		-1.06%
Emerging Markets Local Debt A3		5.64%		-0.76%		-1.90%
Emerging Markets Local Debt C2		9.78%		0.60%		-1.82%
Emerging Markets Local Debt C3		8.78%		0.60%		-1.82%
Emerging Markets Local Debt I2		10.93%		0.38%		-0.84%
Emerging Markets Local Debt R32		9.80%		-0.24%		-1.47%
Emerging Markets Local Debt R42		10.51%		0.13%		-1.11%
Emerging Markets Local Debt R52		10.44%		0.36%		-0.88%
Emerging Markets Local Debt Y2		10.96%		0.42%		-0.82%
JP Morgan GBI Emerging Markets Global Diversified Index		11.04%		-1.19%		-1.65%

¹  Inception: 05/31/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

JP Morgan GBI Emerging Markets Global Diversified Index tracks local currency bonds issued by Emerging Markets governments. It is an investable index that includes only those countries that are directly accessible by most of the international investor base. The index excludes countries with explicit capital controls, but does not factor in regulatory/tax hurdles in assessing eligibility.

You cannot invest directly in an index.

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

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

2

The Hartford Emerging Markets Local Debt Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Emerging Markets Local Debt	Class A		1.26%		1.54%
Emerging Markets Local Debt	Class C		2.01%		2.30%
Emerging Markets Local Debt	Class I		1.01%		1.19%
Emerging Markets Local Debt	Class R3		1.56%		1.82%
Emerging Markets Local Debt	Class R4		1.26%		1.52%
Emerging Markets Local Debt	Class R5		0.96%		1.22%
Emerging Markets Local Debt	Class Y		0.91%		1.12%

* Actual expenses may be higher or lower. Expense ratios are as shown in the March 1, 2016 prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. The Fund filed a supplement to its prospectus, dated August 10, 2016, with the U.S. Securities and Exchange Commission that announced modifications to the Fund’s management fee rate and an extension of the existing contractual expense reimbursement arrangements through February 28, 2018 for the Fund that became effective on November 1, 2016. However, the information in this annual report is as of October 31, 2016 and does not reflect any changes made to the total annual fund operating expense table in the prospectus, as supplemented. The net expense ratios shown in the supplement are the same as shown above. The gross expense ratios shown in the supplement are 1.48%, 2.28%, 1.21%, 1.76%, 1.46%, 1.15%, and 1.05% for Class A, Class C, Class I, Class R3, Class R4, Class R5, and Class Y, respectively. The contractual transfer agent reimbursements remain in effect through February 28, 2017 and automatically renew for one year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

James W. Valone, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Evan J. Ouellette

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Michael T. Henry

Vice President and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Emerging Markets Local Debt Fund returned 10.62%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the JP Morgan GBI Emerging Markets Global Diversified Index, which returned 11.04% for the same period. The Fund outperformed the 9.01% average return of the Lipper Emerging Markets Local Currency Debt Funds peer group, a group of funds that seek either current income or total return by investing at least 65% of total assets in debt issues denominated in the currency of their market of issuance.

Why did the Fund perform this way?

Performance across the emerging markets fixed income sectors was strong during the period. Local markets debt as measured by the JP Morgan GBI Emerging Markets Global Diversified (GBI-EMGD) Index generated a total return of 11.04% in U.S. Dollar terms. Decreases in emerging markets (EM) interest rates and appreciation of EM currencies versus the U.S. dollar aided market result, with rate decreases being the larger contributor. In December 2015, the U.S. Federal Reserve (Fed) increased its benchmark policy rate by 0.25%, a move which was well telegraphed and widely expected. 2016 started on a rough patch as concerns regarding China’s slowdown sent the markets tumbling. During the middle of 2016, market

3

The Hartford Emerging Markets Local Debt Fund

Manager Discussion and Analysis – (continued)

For Period Ended October 31, 2016, Annual Shareholder Report

volatility also spiked due to the United Kingdom’s (U.K.) unexpected decision to leave the European Union (“Brexit”). An overall cautious stance to further rate hikes from major central banks eased these concerns and led to an impressive stock market rebound. The Fed refrained from raising interest rates during the period ended October 31, 2016; however, it signaled a higher probability of a rate increase before year end.

Emerging market corporate debt finished the period with a return of 9.17% and Credit spreads narrowed by 0.64% to 3.33% by the end of the period as measured by the JP Morgan CEMBI Broad Diversified Index.

Within Latin America, an overwhelming majority of the Brazilian Senate voted to impeach Dilma Rousseff, officially removing her from the presidency after lengthy proceedings. Michel Temer, the former vice president, is now the president of Brazil and is expected to serve out the remainder of the term that ends in 2018. In Colombia, the voters narrowly rejected the terms of a peace deal with the Revolutionary Armed Forces of Colombia (FARC) rebel group, which would have ended the country’s long-lasting civil war. Also, the Colombian government sent a key tax reform proposal to Congress that would reduce corporate taxes substantially while increasing the value added tax. In Argentina, the business-friendly opposition candidate Maurico Macri won the presidential elections. Argentina returned to international capital markets with a successful bond issue, which will be used to pay the holdout investors from the settlement related to an earlier bond issue and finance the fiscal deficit. As a result, all injunctions on debt payments from Argentina have been lifted. Venezuela’s political struggles continued as the opposition collected close to two million signatures and submitted a petition to the National Electoral Council (CNE) in an effort to oust President Nicholas Maduro from office. Later in the period the judiciary suspended collection of signatures for a referendum. Venezuelan bonds surged after the state-owned oil company, Petróleos de Venezuela, S.A. (“PDVSA”), announced a debt swap deal. Pedro Pablo Kuczynski, a former finance minister, won the presidential elections in Peru.

In Turkey, President Erdogan’s AK Party had a decisive victory in the parliamentary election, returning the country to single-party rule. Later, markets were surprised by an attempted military coup in Turkey. President Recep Tayyip Erdogan imposed a three-month state of emergency on the nation and initiated large purges in the judiciary, security forces, and education sectors following the failed coup. In Romania, Prime Minister Ponta resigned after a lengthy period of sustained political pressure following allegations of corruption. South African president Jacob Zuma survived an impeachment vote in parliament with the support of the ruling African National Congress (ANC), which controls almost two-thirds of the assembly. Markets reacted positively when the national prosecutor dropped fraud charges against South African Finance Minister Pravin Gordhan. The Central Bank of Nigeria abandoned its currency peg to

the U.S. dollar and switched to a flexible exchange rate policy, leading to a sharp devaluation of the Nigerian naira. Saudi Arabia successfully issued bonds totaling $17.5 billion.

Within Asia, Indonesia’s President Joko Widodo conducted a significant reshuffle of the senior ranks of his cabinet, with one of the key changes being the reappointment of a reformist former finance minister. China eased limits on foreign investment in its domestic bond market. In addition, China announced a new trade weighted currency index that tracks a basket of currencies from 13 countries, moving away from the simple bilateral exchange rate between the Chinese renminbi and the U.S. dollar. The Chinese yuan has officially become one of the five global reserve currencies, as it was added to the International Monetary Fund’s Special Drawing Rights basket as of October 1, 2016. India’s Senate approved the Goods & Services Tax (GST), a major tax reform, which is designed to unify the indirect tax regime in the country and replace a state-based tax system that caused major distortions and inefficiencies. The markets reacted negatively to the news of the death of King Bhumibol Adulyadej of Thailand, whose role, while largely symbolic in the recent past, was perceived as a source of political stability. Rodrigo Duterte, considered a political outsider, won the Presidential election in the Philippines.

Within the Fund, security selection and currency positioning contributed positively to performance relative to the GBI-EMGD Index, while duration strategies detracted from performance. The Fund’s structural allocation to corporate bonds had a negative impact on relative performance as, generally speaking, corporate bonds modestly underperformed the local rates and coupon component of the GBI-EMGD Index. Within the corporate bond holdings in the Fund, security selection contributed positively to results versus the broad EM corporate index (JP Morgan CEMBI Broad Diversified Index) while country allocation strategies modestly detracted from performance.

The Fund’s duration strategies modestly detracted from performance. In Asia, an underweight in Thailand, given the low yield level and signs that the growth has bottomed, as well as an underweight in Malaysia, where regional growth trends are improving and valuations remain tight, negatively affected performance. In Latin America, an underweight later in the period to Mexico, taken due to potential adverse medium-term effects of the 2016 U.S. elections on the Mexican economy, proved favorable. On the other hand, a modest underweight duration exposure to Brazil, where local rates had a strong rally, detracted from performance relative to the GBI-EMGD Index. Within Europe, the Middle East and Africa (EMEA), an underweight duration to Poland, taken due to unattractive valuations, aided relative results. In contrast, an underweight duration in Romania, motivated by the government’s pro-cyclical fiscal stance ahead of the country’s general election, negatively affected performance.

4

The Hartford Emerging Markets Local Debt Fund

Manager Discussion and Analysis – (continued)

For Period Ended October 31, 2016, Annual Shareholder Report

Security selection was positive to performance relative to the GBI-EMGD Index during the period. Within Latin America, our allocation to select external corporate issues in certain countries, such as Guatemala, Chile, Peru, and Mexico, proved favorable. Additionally, exposure to external sovereign debt in Argentina aided results. In contrast, an underweight to short- and medium term local sovereign debt in Brazil negatively affected results. Within EMEA, the contribution from underweight exposure to short and medium term sovereign debt in Turkey, and short exposure to the front-end of the yield curve in South Africa, detracted from relative performance. In contrast, the Fund’s exposure to external quasi-sovereign debt in Russia, Kazakhstan, and Azerbaijan, as well as exposure to corporate debt in United Arab Emirates and Ghana, proved favorable to performance. In Asia, exposure to select external corporate issuers in China, Hong Kong, and India contributed positively to results. On the other hand, an underweight to the mid- and long-end of the local sovereign debt curve in Malaysia negatively affected performance.

During the period, currency positioning was the largest contributor to the performance relative to the GBI-EMGD Index. In Latin America, an underweight to Brazilian real throughout most of the period, as well as an overweight to Mexican peso during the second period, contributed positively to relative results. This was somewhat offset by an underweight exposure to Colombian peso, which detracted from performance. In EMEA, an overweight to the Russian ruble, taken due to the impressive adjustment in external accounts, and an underweight to the Turkish lira, given elevated geopolitical risks and vulnerability to capital outflows, contributed positively to results. Within Asia, an underweight exposure to the Malaysian ringgit, taken due to year-to-date outperformance, detracted from performance. In contrast, a short exposure to the Chinese renminbi, given unattractive valuations and our negative view on the country over the medium-term, proved favorable.

The Fund’s interest rate and credit positioning is primarily implemented through cash bond positions and derivatives such as interest rate and total return swaps, credit default swap contracts, and interest rate futures. We use local currency denominated cash bonds, currency forwards (deliverable and non-deliverable), and currency options to express our views on currency. Overall, the Fund’s positioning implemented via derivatives contributed positively to performance relative to the GBI-EMGD Index during the period.

What is the outlook?

We are turning more constructive on EM fundamentals now that the worst of the commodity price declines – principally in oil – seem to be behind us. We believe the drag on growth from these negative terms of trade shock should slowly dissipate particularly now that China has also taken steps to stabilize its domestic economy. We expect that growth will bottom for many EM countries in 2016 with a u-shaped growth recovery in 2017. Inflation pressures appear to be waning in the most vulnerable markets, and flexible exchange rate regimes

have helped most countries adjust to an environment of weaker global trade, reduced capital inflows and low commodity prices. Where needed, countries were also proactive in tightening monetary policy to counter pass-through to prices. In previous crises, the need to defend pegged currencies led to a rapid decline in reserves, a sharper spike in interest rates, and a rise in the debt burden for many countries, plunging them into crisis. Since that time, many countries have moved to more flexible exchange rates, allowing them to maintain reserves and limit government debt burdens, and leaving their countries less vulnerable. Flexible exchange rates appear to have served as an adjustment valve in many cases, causing imports to slow and exports to gradually increase as countries gained competitiveness. As a result, current account balances have meaningfully recovered in a number of markets. With current account deficits falling, pressures on the currencies of many countries should fade as they become less reliant on foreign capital inflows to finance external deficits. We think that fiscal policy and broader structural reforms still remain a weak spot and we view these areas as remaining vulnerabilities. However, policy makers in EM are shifting their mindset on fiscal policy and we believe fiscal performance is poised to improve as they embark on consolidation plans that will lead to a better profile for debt ratios in 2017.

The global growth outlook is mixed, but our base case expectations are for a slow global upturn in 2017, setting the stage for a gradual recovery in EM. Accommodative developed market central bank policy is likely to keep global liquidity trends positive, providing a source of support for EM assets. While our base case is for the U.S. Fed to proceed with the hiking cycle in December 2016, and continue to do so in a cautious, gradual, and transparent manner, there are risk scenarios surrounding the U.S. elections and relatedly for the Fed’s policy path. The key downside risks to EM emanate primarily from developed markets, including the U.S. Presidential elections and the potential that the European Central Bank (ECB) will not fully extend its quantitative easing program. Candidate Trump’s anti-trade orientation and protectionist policies could imply significant damage to EM and pose the largest near-term risk, particularly in Mexico. A change in ECB policy to move towards tapering could also result in increased volatility. In terms of China, growth continues to be supported by new credit creation. A meaningful build-up of credit in the economy appears to pose a longer-term risk, but we do not anticipate a hard economic landing in the near term. China’s high foreign-exchange reserves, a current account surplus, and access to domestic financing should keep crisis scenarios at bay for some time. From a cyclical perspective, monetary stimulus and continued credit growth are pushing up the property and infrastructure sectors and continuing to drive robust headline output growth.

Turning to the portfolio, we continue to find what we consider to be value in select local interest rates and continue to favor higher yielding bond markets, with the Fund’s largest overweight concentrated in countries like Russia. We have increased exposure in Turkey given that the local economy is softening and the central

5

The Hartford Emerging Markets Local Debt Fund

Manager Discussion and Analysis – (continued)

For Period Ended October 31, 2016, Annual Shareholder Report

bank appears poised to ease further than we believe is priced into markets. At the end of the period, we were underweight exposure in Mexico given the uncertainty around the U.S. election cycle and its potentially harsh direct implications for trade and investment. We are more cautious in Central Europe including Poland and Romania. We remained underweight lower yielding bond markets like Thailand, where regional growth trends are improving and valuations remain tight. We do not think that a moderate rise in inflation is adequately priced into these lower-yielding bond markets and we believe some upward adjustment in rates is required. This dynamic stands in contrast to higher-yielding markets that will likely see a softening of inflationary pressure as currency pass-through and other one-off shocks to prices fade.

As for currencies, we ended the period modestly underweight EM currencies at the portfolio level. In Latin America, we were short the Chilean peso due to still weak copper prices and what we view as less compelling valuations. We have been concentrating currency exposure in some of the smaller markets in the Latin America and EMEA region, such as Argentina, Ghana, and Kazakhstan, which we believe offer an interesting combination of attractive valuations and stable-to-improving fundamentals. We favor the Polish zloty where the central bank seems comfortable with some currency appreciation and should benefit from the country’s improved current account. We remained short the Chinese renminbi, which we expect to continue to remain weak. We favor exposure to the Indian rupee where the new inflation-targeting focused central bank governor should be supportive for the currency.

EM corporates reacted positively to the lower growth environment by cutting capital expenditures, dividends and cost structures. Leverage has been managed by conserving cash and selling assets. EM corporate fundamentals have suffered with lower commodity prices and uneven growth in developing markets. However, on a sequential basis, we are beginning to see signs of improvement. We believe that risks remain due to the potential for renewed volatility in commodities, currencies, as well as potential fallout from a Trump administration that could impact the EM corporate market over the medium term. We believe that EM corporates spreads are fairly valued when we compare available spreads to other markets, but are becoming stretched after a YTD rally. Improvement in commodity prices and the prospect for a turnaround in some of the more challenged economies (Brazil and Russia) could provide a beneficial tailwind. Technical factors in EM corporates appear to remain very strong given the low net supply expected this year. EM markets are enjoying the renewed inflow of capital and global search for yield in the environment of accommodative central banks. In Asia, we favor high quality companies with what we consider to be resilient business models and a track record of prudent and conservative financial management. We prefer India which we believe may benefit from a positive reform agenda. In Latin America, we favor Argentina given the positive reform momentum in the country. In EMEA, we see some value in Kazakhstan, where we favor oil and gas and financial sectors. We continue to find what we consider to be idiosyncratic opportunities in United Arab Emirates.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for

investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Corporate Bonds		22.4	%
Foreign Government Obligations		66.4
Total		88.8	%
Short-Term Investments		6.2
Purchased Options		0.6
Other Assets & Liabilities		4.4
Total		100.0	%

6

The Hartford Floating Rate Fund inception 04/29/2005

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Floating Rate A1		6.38%		4.17%		3.41%
Floating Rate A2		3.19%		3.53%		3.09%
Floating Rate B1		5.59%		3.37%		2.75%	3
Floating Rate B2		0.59%		3.02%		2.75%	3
Floating Rate C1		5.62%		3.40%		2.63%
Floating Rate C2		4.62%		3.40%		2.63%
Floating Rate I1		6.67%		4.44%		3.69%
Floating Rate R31		6.24%		3.90%		3.17%
Floating Rate R41		6.51%		4.17%		3.39%
Floating Rate R51		6.70%		4.45%		3.64%
Floating Rate Y1		6.76%		4.52%		3.73%
Credit Suisse Leveraged Loan Index		6.30%		5.07%		4.31%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of April 23, 2012, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on May 18, 2012, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

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

7

The Hartford Floating Rate Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Floating Rate	Class A		0.99%		0.99%
Floating Rate	Class B		1.76%		1.85%
Floating Rate	Class C		1.74%		1.74%
Floating Rate	Class I		0.72%		0.72%
Floating Rate	Class R3		1.26%		1.38%
Floating Rate	Class R4		1.01%		1.07%
Floating Rate	Class R5		0.71%		0.79%
Floating Rate	Class Y		0.66%		0.66%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Michael J. Bacevich

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Floating Rate Fund returned 6.38% before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, which returned 6.30% for the same period. The Fund outperformed the 5.07% average return of the Lipper Loan Participation Funds peer group, a group of funds that invest primarily in interests in collateralized senior corporate loans that have floating or variable rates.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the

country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the

8

The Hartford Floating Rate Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in longer-term government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sectors within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The Fund outperformed the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, over the twelve-month period. Benchmark-relative outperformance was largely driven by security selection. Selection was strongest within Metals and Mining, gaming, and Utilities, which was partially offset by weaker selection within the retail stores sector. In aggregate, sector allocation had a negligible impact on relative performance during the period. An overweight allocation to the energy sector contributed favorably to the Fund’s benchmark-relative performance, while an underweight to pharmaceuticals detracted from performance. In aggregate, quality positioning had a favorable impact on relative performance as the Fund’s overweight to B-rated securities benefited while the Fund’s underweight to CCC and below-rated securities detracted from performance.

The Fund used derivatives on a limited basis during the period for risk management purposes. Over the twelve month period ended

October 31, 2016, the Fund employed currency forwards to minimize active currency risk from investments in non-dollar denominated securities. Although we typically view currency forwards in conjunction with the securities intended to be hedged, on a standalone basis the currency forwards slightly contributed favorably to performance relative to the Credit Suisse Leveraged Loan Index due to the strength of the U.S. dollar relative to the British pound over the period.

What is the outlook?

We maintain a positive outlook for bank loans, underpinned by favorable fundamentals, attractive valuations, and a supportive technical backdrop. Additionally, we believe bank loans’ long-term potential benefits of diversification and their floating-rate nature, particularly given the still-low absolute yields across most fixed income sectors, will eventually reassert themselves, enhancing the relative appeal of this asset class.

From a technical perspective, collateralized loan obligation (CLO) issuance, an important source of bank loan demand, remains behind last year’s pace as $54 billion has priced year-to-date, versus $84 billion at this time in 2015, according to Standard & Poor’s (S&P).

We believe fundamentals continue to be stable overall; while borrowers’ leverage has been increasing, this trend is mitigated by historically strong interest coverage. Defaults have been concentrated in the Energy and Metals and Mining sectors, and, in our view, have likely peaked, following the stabilization in commodity prices.

The three-month London Interbank Offering Rate (LIBOR), the reference rate for most bank-loan coupons, has been on the rise due mainly to new U.S. money-market regulations that took effect October 14. LIBOR floors have already been pierced for some bank loans, so their coupons will rise with further increases in LIBOR. Should LIBOR continue to climb and exceed 1%, floors for many more bank loans will be pierced, potentially attracting investor flows to take advantage of the higher coupons. Bank loan mutual funds already recorded net inflows of $2.2 billion in the third quarter, the first positive quarterly inflow for the asset class since the first three months of 2014. At the end of the period, the Fund’s positioning remains moderately pro-cyclical, but we are emphasizing issuer-specific opportunities. At the end of the period, we believe we were finding the best opportunities in higher-quality, U.S.-focused issuers in less cyclical industries. We have also been taking advantage of favorable market conditions by selling less liquid loans and bonds, thereby improving the liquidity profile of the Fund.

At the end of the period, the Fund maintained out-of-benchmark allocations to high yield credit and investment grade credit. Within quality positioning, the Fund was overweight BBB- and above-rated securities and underweight CCC and below-rated securities. In

9

The Hartford Floating Rate Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

terms of sector positioning, the Fund was overweight Energy, financial institutions, and packaging and underweight retailers, Technology, and communications relative to the Credit Suisse Leveraged Loan Index at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk, bankruptcy risk, and insolvency. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		2.1	%
Total		2.1	%
Fixed Income Securities
Corporate Bonds		5.9	%
Senior Floating Rate Interests		87.2
Total		93.1	%
Short-Term Investments		7.3
Other Assets & Liabilities		(2.5	)
Total		100.0	%

10

The Hartford Floating Rate High Income Fund inception 09/30/2011

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Year		Since Inception1
Floating Rate High Income A2		7.81%		4.97%		5.34%
Floating Rate High Income A3		4.57%		4.33%		4.71%
Floating Rate High Income C2		6.90%		4.18%		4.55%
Floating Rate High Income C3		5.90%		4.18%		4.55%
Floating Rate High Income I2		8.07%		5.24%		5.62%
Floating Rate High Income R32		7.50%		4.63%		5.01%
Floating Rate High Income R42		7.77%		4.94%		5.31%
Floating Rate High Income R52		9.27%		5.46%		5.83%
Floating Rate High Income Y2		8.14%		5.24%		5.62%
Credit Suisse Leveraged Loan Index		6.30%		5.07%		5.51%

¹  Inception: 09/30/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of April 23, 2012, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on May 18, 2012, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

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

11

The Hartford Floating Rate High Income Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net			Gross
Floating Rate High Income	Class A		1.07	%		1.13	%
Floating Rate High Income	Class C		1.82	%		1.90	%
Floating Rate High Income	Class I		0.82	%		0.88	%
Floating Rate High Income	Class R3		1.37	%		1.50	%
Floating Rate High Income	Class R4		1.07	%		1.20	%
Floating Rate High Income	Class R5		0.77	%		0.90	%
Floating Rate High Income	Class Y		0.77	%		0.79	%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Michael J. Bacevich

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Floating Rate High Income Fund returned 7.81%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, which returned 6.30% for the same period. The Fund also outperformed the 5.07% average return of the Lipper Loan Participation Funds peer group, a group of funds that invest primarily in interests in collateralized senior corporate loans that have floating or variable rates.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad

sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise

12

The Hartford Floating Rate High Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in decline in intermediate and long-term government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The Fund outperformed the Fund’s benchmark, the Credit Suisse Leveraged Loan Index, over the twelve-month period. In aggregate, security selection contributed favorably to relative performance, specifically within the Energy, Metals and Mining, and chemicals sectors, which was only partially offset by negative selection in the retail stores sector. Sector allocation detracted from benchmark-relative performance during the period. In particular, overweight positions to the supermarkets and Food & Beverage sectors detracted from the Fund’s benchmark relative performance. In aggregate, quality positioning benefited relative performance, driven by the Fund’s overweight to B-rated securities.

The Fund used derivatives on a limited basis during the period for risk management purposes. Over twelve month period ended October 31, 2016, the Fund employed currency forwards to minimize active currency risk from investments in non-dollar denominated securities. Although we typically view currency forwards in conjunction with the securities intended to be hedged, on a standalone basis the currency forwards slightly contributed favorably to performance relative to the Credit Suisse Leveraged Loan Index due to the strength of the U.S. dollar relative to the British pound over the period.

What is the outlook?

We maintain a positive outlook for bank loans, underpinned by favorable fundamentals, attractive valuations, and a supportive technical backdrop. Additionally, we believe bank loans’ long-term potential benefits of diversification and floating-rate nature, particularly given the still-low absolute yields across most fixed income sectors, will eventually reassert themselves, enhancing the relative appeal of this asset class.

From a technical perspective, collateralized loan obligation (CLO) issuance, an important source of bank loan demand, remains behind last year’s pace as $54 billion has priced year-to-date, versus $84 billion at this time in 2015, according to Standard & Poor’s (S&P).

We believe fundamentals continue to be stable overall; while borrowers’ leverage has been increasing, this trend is mitigated by historically strong interest coverage. Defaults have been concentrated in the Energy and Metals and Mining sectors, and in our view, have likely peaked, following the stabilization in commodity prices.

The three-month London Interbank Offering Rate (LIBOR), the reference rate for most bank-loan coupons, has been on the rise due mainly to new U.S. money-market regulations that took effect October 14. LIBOR floors have already been pierced for some bank loans, so their coupons will rise with further increases in LIBOR. Should LIBOR continue to climb and exceed 1%, floors for many more bank loans will be pierced, potentially attracting investor flows to take advantage of the higher coupons. Bank loan mutual funds already recorded net inflows of $2.2 billion in the third quarter, the first positive quarterly inflow for the asset class since the first three months of 2014. The Fund’s positioning remains moderately pro-cyclical, but we are emphasizing issuer-specific opportunities. At the end of the period, we believe we were finding the best opportunities in higher-quality, U.S.-focused issuers in less cyclical industries. We have also been taking advantage of favorable market conditions by selling less liquid loans and bonds, thereby improving the liquidity profile of the Fund.

At the end of the period, the Fund maintained out-of-benchmark allocations to investment-grade credit and high yield credit. Within quality positioning, the Fund was overweight BBB- and above rated securities underweight CCC and below-rated securities. In terms of sector positioning, the Fund was overweight Healthcare, financial institutions, and consumer cyclical services, and underweight retailers, media & entertainment, and Technology relative to the Credit Suisse Leveraged Loan Index at the end of the period.

13

The Hartford Floating Rate High Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		1.4	%
Exchange Traded Funds		2.9
Total		4.3	%
Fixed Income Securities
Corporate Bonds		9.8	%
Senior Floating Rate Interests		77.7
Total		87.5	%
Short-Term Investments		14.6
Other Assets & Liabilities		(6.4	)
Total		100.0	%

14

The Hartford High Yield Fund inception 09/30/1998

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide high current income, and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year			5 Years			10 Years
High Yield A1		7.10	%		5.55	%		6.03	%
High Yield A2		2.28	%		4.59	%		5.54	%
High Yield B1		6.17	%		4.73	%		5.39	%3
High Yield B2		1.17	%		4.40	%		5.39	%3
High Yield C1		6.16	%		4.76	%		5.24	%
High Yield C2		5.16	%		4.76	%		5.24	%
High Yield I1		7.20	%		5.80	%		6.33	%
High Yield R31		6.64	%		5.22	%		5.72	%
High Yield R41		6.92	%		5.55	%		6.04	%
High Yield R51		7.27	%		5.84	%		6.31	%
High Yield Y1		7.32	%		5.90	%		6.39	%
Bloomberg Barclays U.S. Corporate High Yield Bond Index		10.14	%		7.17	%		7.60	%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/31/07. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Corporate High Yield Bond Index is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

15

The Hartford High Yield Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
High Yield	Class A		1.06%		1.17%
High Yield	Class B		1.81%		2.07%
High Yield	Class C		1.81%		1.85%
High Yield	Class I		0.81%		0.85%
High Yield	Class R3		1.36%		1.49%
High Yield	Class R4		1.06%		1.18%
High Yield	Class R5		0.76%		0.87%
High Yield	Class Y		0.71%		0.75%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Certain contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Christopher A. Jones, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

David B. Marshak

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford High Yield Fund returned 7.10% before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Corporate High Yield Bond Index, which returned 10.14% for the same period. The Fund outperformed the 7.03% average return of the Lipper High Yield Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity

extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of

16

The Hartford High Yield Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity and emerging markets-linked currencies, such as the Australian dollar (AUD), the Norwegian krone (NOK), and the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The Bloomberg Barclays U.S. Corporate High Yield Bond Index returned 10.14% for the twelve months ended October 31, 2016 and outperformed duration equivalent treasuries by 7.41%. The option-adjusted spread (OAS) of the Bloomberg Barclays U.S. Corporate High Yield Bond Index was 4.77% on October 31, 2016, narrower than twelve months ago (5.60%). As was the case with many other credit risk sectors, the period was volatile for the high yield market, as spreads widened in early 2016 but then tightened in mid-February, led by a rebound in the Energy and Metals and Mining sectors.

Overall, sector allocation decisions detracted from returns relative to the Bloomberg Barclays U.S. Corporate High Yield Bond Index, primarily driven by the Fund’s underweight allocation to the Metals and Mining sector, as commodity prices rebounded over the second

half of the period. This was partially offset by an underweight to transportation.

During the period, security selection modestly benefited returns relative to the Bloomberg Barclays U.S. Corporate High Yield Bond Index, driven primarily by the cable satellite sub-industry and Energy sector. Within Energy, we continue to focus the Fund’s exposure on higher quality exploration and production (E&P) credits and remain cautious on oil services and refining issuers. The positive security selection was partially offset by weaker selection in the Technology sector. Quality positioning detracted from relative performance during the period, due to an underweight to CCC-rated and below securities.

Over the period, the Fund had a small position in High Yield Credit Default Swap Index (CDX) which contributed positively to performance relative to the Bloomberg Barclays U.S. Corporate High Yield Bond Index. The Fund’s CDX position is used for liquidity purposes and for tactically adjusting the risk posture of the Fund.

What is the outlook?

We remain generally constructive on high yield, as valuations remain attractive relative to stable company fundamentals and strong demand for yield-producing assets, although we continue to monitor the global macroeconomic landscape. We are most positive on the U.S. economy, and as a result are emphasizing issuers that we believe will benefit from a strong U.S. consumer and sectors that are less cyclical in nature (for example, media cable and Healthcare) as we believe that they offer an attractive risk/reward profile. We expect that default rates will peak in the next six to twelve months in the 5-6% range, with the defaults mainly concentrated in the commodity-sensitive sectors (Energy and Metals and Mining). Yields in these sectors are higher on average than the broad market and while we have been finding what we see as opportunities in these sectors, we are generally taking a selective approach to investing in them. While we continue to monitor potential impacts to global growth due to the increased macroeconomic uncertainty and potential trends toward more protectionist policies, we believe that the high yield market will continue to be supported by strong investor demand. We expect that the strong global demand for yield will continue as a result of the low absolute level of interest rates around much of the globe. We believe this “search for yield” is likely to be a positive factor for high yield markets over the balance of 2016.

The Fund ended the period most overweight Healthcare and packaging and most underweight Utilities and automotive, relative to the Bloomberg Barclays U.S. Corporate High Yield Bond Index.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or

17

The Hartford High Yield Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.8	%
Total		0.8	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		0.0	%
Convertible Bonds		0.7
Corporate Bonds		89.3
Senior Floating Rate Interests		0.7
Total		90.7	%
Short-Term Investments		6.8
Other Assets & Liabilities		1.7
Total		100.0	%

18

The Hartford Inflation Plus Fund inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Inflation Plus A1		4.54%		0.35%		3.83%
Inflation Plus A2		-0.16%		-0.57%		3.36%
Inflation Plus B1		3.83%		-0.39%		3.21%	3
Inflation Plus B2		-1.17%		-0.75%		3.21%	3
Inflation Plus C1		3.83%		-0.39%		3.06%
Inflation Plus C2		2.83%		-0.39%		3.06%
Inflation Plus I1		4.85%		0.60%		4.11%
Inflation Plus R31		4.23%		0.00%		3.48%
Inflation Plus R41		4.55%		0.30%		3.78%
Inflation Plus R51		4.76%		0.58%		4.06%
Inflation Plus Y1		4.93%		0.67%		4.16%
Bloomberg Barclays U.S. TIPS 1-10 Year Index		4.68%		1.03%		3.83%
Bloomberg Barclays U.S. TIPS Index		5.89%		1.47%		4.46%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06.

Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. TIPS 1-10 Year Index represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have maturities of 1 to 10 years.

Bloomberg Barclays U.S. TIPS Index represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

19

The Hartford Inflation Plus Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Inflation Plus	Class A		0.85%		0.94%
Inflation Plus	Class B		1.60%		1.78%
Inflation Plus	Class C		1.60%		1.66%
Inflation Plus	Class I		0.60%		0.73%
Inflation Plus	Class R3		1.20%		1.25%
Inflation Plus	Class R4		0.90%		0.95%
Inflation Plus	Class R5		0.60%		0.66%
Inflation Plus	Class Y		0.54%		0.54%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Inflation Plus Fund returned 4.54%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmarks, the Bloomberg Barclays U.S. TIPS 1-10 Year Index, and Bloomberg Barclays U.S. TIPS Index, which returned 4.68% and 5.89%, respectively, for the same period. The Fund also underperformed the 5.07% average return of the Lipper Inflation Protected Bond Funds peer group, a group of funds that invest primarily in inflation-indexed fixed income securities. Inflation-linked bonds are fixed income securities structured to provide protection against inflation.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices,

concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a

20

The Hartford Inflation Plus Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amidst speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

While both real and nominal U.S. Treasury yields have remained low through much of this year, the “breakeven” spread between Treasury Inflation-Protected Securities (TIPS) and nominal Treasuries has been quite volatile. After the flight to quality sentiment and tightening financial conditions in January and February, breakevens have trended upwards, reflecting more bullish market inflation expectations as year-on-year core Consumer Price Index (CPI) has consistently stayed above 2% this year. However, even within this period there has been significant movement. For example, after initially recovering in March and April from their February lows, breakevens fell in June amid the broader flight to quality rally following the Brexit vote, which pushed nominal Treasury yields sharply lower. Since then, as risk assets have resumed their rally and financial conditions have remained relatively loose, breakevens have resumed their rally and are now net higher for the year. Over the six months ending October 31, 2016, 5- and 10-year breakevens rose by 0.03% and 0.05%, respectively, and over the twelve-month period ended October 31, 2016, 5- and 10-year breakevens are higher by 0.39% and 0.18%, respectively.

The Fund’s performance from TIPS was the primary detractor from results relative to the Bloomberg Barclays U.S. TIPS 1-10 Year

Index. This was primarily due to positioning in the first quarter of 2016, when the Fund was underweight the front end of the TIPS curve as front-end TIPS yields rallied strongly. The Fund’s allocation to a developed-currency relative value strategy was a contributor to performance throughout the period, mostly due to its long U.S. dollar position, as was the Fund’s positioning within Emerging Market inflation-linked bonds. The Fund’s allocations across various credit sectors (bank loans, Non-Agency residential mortgage backed securities, and commercial mortgage backed securities) all had a positive impact on performance, as credit sectors have trended tighter since February of this year.

Over the period, the portfolio made use of derivatives in pursuit of both risk management and total returns. Derivatives usage included U.S. Treasury futures to manage duration, credit default swaps to manage sector exposure, currency forwards both to hedge emerging market currency risk and as part of the developed currency strategy, and CPI swaps and bond forwards to add inflation sensitivity. Over the period, the impact of derivatives on relative performance was mixed. The Fund’s exposure to credit derivatives (e.g., commercial mortgage-backed security index), CPI Swaps, and U.S. Treasury futures was additive to performance. The developed-market currency strategy also contributed positively to overall performance. The impact of currency forwards used to hedge the currency exposure from Emerging Market bonds was mixed. As some of the bonds’ underlying currencies strengthened, the offsetting hedges detracted from the Fund’s overall performance.

What is the outlook?

Our outlook for domestic inflation is positive. Core CPI is over 2% and we expect headline CPI to exceed 2% in the coming months, while market inflation expectations, measured as the spread between nominal U.S. Treasuries and TIPS, are still well below this level. Strong housing and medical services inflation and stability in oil prices have contributed to higher overall inflation relative to last year. While the outlook going forward remains uncertain, particularly with heightened political risk, we believe that risks to inflation in 2017 continue to be skewed to the upside, and the potential for large fiscal stimulus next year could introduce further inflationary pressure. Domestic inflation and inflation expectations could continue to face headwinds. At the end of the period, the Fund continued to invest in inflation breakevens, though we may reduce this position if breakevens rise above 2 percent. At the end of the period, the Fund continued to be underweight shorter TIPS, which are most sensitive to short-term changes in inflation (e.g., as a result of oil price volatility). The Fund maintained allocations to bank loans, non-U.S. dollar inflation linked bonds, and non-agency mortgage backed securities and commercial mortgage backed securities at the end of the period.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated

21

The Hartford Inflation Plus Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		2.6	%
Foreign Government Obligations		2.9
Senior Floating Rate Interests		5.2
U.S. Government Agencies		0.3
U.S. Government Securities		83.7
Total		94.7	%
Short-Term Investments		5.7
Other Assets & Liabilities		(0.4	)
Total		100.0	%

22

Hartford Municipal Income Fund inception 05/29/2015

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		Since Inception1
Municipal Income A2		4.62%		4.43%
Municipal Income A3		-0.09%		1.11%
Municipal Income C2		3.86%		3.65%
Municipal Income C3		2.86%		3.65%
Municipal Income I2		4.89%		4.69%
Bloomberg Barclays Municipal Bond Index		4.06%		4.25%

¹  Inception: 05/29/2015

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Bloomberg Barclays Municipal Bond Index is an unmanaged index of municipal bonds with maturities greater than two years.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

23

Hartford Municipal Income Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Income	Class A		0.70%		1.12%
Municipal Income	Class C		1.45%		1.84%
Municipal Income	Class I		0.45%		0.84%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Municipal Income Fund returned 4.62%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond Index, which returned 4.06% for the same period. The Fund also outperformed the 4.52% average return of the Lipper General & Insured Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the

efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a

24

Hartford Municipal Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amidst speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 4.44% during the period. The Bank of America Merrill Lynch U.S. Municipal Securities Index also posted positive excess returns of 1.56%. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA GOs to 10-year Treasuries decreased over the period falling from 94.4% to 94.0%.

The primary driver of outperformance relative to the Bloomberg Barclays Municipal Bond Index during the period was security selection within investment grade revenue bonds, especially within the Healthcare, tax, and lease sectors. An out of benchmark allocation to high yield revenue bonds and high yield GOs also contributed positively to relative performance during the period. The Fund’s duration and yield curve positioning contributed positively to performance relative to the Barclays Municipal Bond Index during the period. An underweight to investment grade revenue lease bonds modestly detracted over the period.

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

What is the outlook?

Our view on U.S. economic growth remains generally constructive, supported by consumer, housing, and government spending, although we believe the near-term political uncertainty in the U.S. and Europe continues to pose risks. We also expect the Fed to view near-term risks as more balanced, supporting the case for a gradual path of raising interest rates. We ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are close to post-recession lows, we believe municipal securities offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk as the economic recovery is quite mature. We are constructive on select state general obligation/lease credits that have taken the steps we think are necessary to repair their credit profiles. Within the revenue sectors, we have a favorable view on special tax, transportation, and health care essential services; among these sectors, we see particularly strong fundamentals in transportation credits (airports and toll roads).

Although municipal sector credit spreads are close to post-crisis ranges, we expect spreads to remain steady given strong fundamental and technical trends. While we believe that negative headlines are likely to persist in Puerto Rico, Illinois, and Chicago, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market. The Fund ended the period with a duration of 5.94 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

25

Hartford Municipal Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2016

Municipal Bonds	Percentage of Net Assets
Airport		8.9	%
Development		2.8
Education		4.2
Facilities		0.2
General Obligation		12.1
Higher Education		2.4
Medical		11.6
Mello-Roos District		1.8
Nursing Homes		5.4
Other(2)		14.9
Pollution		0.3
Power		0.9
School District		4.7
Single Family Housing		2.6
Tobacco		3.5
Transportation		12.6
Utilities		1.9
Water		2.2
Short-Term Investments		7.5
Other Assets & Liabilities		(0.5	)
Total		100.0	%

⁽¹⁾  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾ Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

26

The Hartford Municipal Opportunities Fund inception 05/31/2007

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
Municipal Opportunities A2		4.40%		4.89%		2.85%
Municipal Opportunities A3		-0.29%		3.93%		2.34%
Municipal Opportunities B2		3.50%		4.08%		2.18%	4
Municipal Opportunities B3		-1.50%		3.74%		2.18%	4
Municipal Opportunities C2		3.50%		4.08%		2.07%
Municipal Opportunities C3		2.50%		4.08%		2.07%
Municipal Opportunities I2		4.66%		5.14%		3.11%
Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index		3.10%		3.51%		4.43%

¹  Inception: 05/31/2007

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

27

The Hartford Municipal Opportunities Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Opportunities	Class A		0.69%		0.70%
Municipal Opportunities	Class B		1.44%		1.52%
Municipal Opportunities	Class C		1.44%		1.46%
Municipal Opportunities	Class I		0.44%		0.45%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Municipal Opportunities Fund returned 4.40%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index, which returned 3.10% for the same period. The Fund also outperformed the 3.58% average return of the Lipper Intermediate Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the

efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a

28

The Hartford Municipal Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amidst speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 4.44% during the period. The Bank of America Merrill Lynch U.S. Municipal Securities Index also posted positive excess returns of 1.56% for the twelve-month period ended October 31, 2016. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA GOs to 10-year Treasuries decreased over the period falling from 94.4% to 94.0%. Over the period, technical factors were generally positive as demand from municipal funds and individual bonds were relatively strong given the uptick in supply due to lower rates.

An out of benchmark allocation to high yield, particularly tobacco and health care revenue bonds was the primary driver of outperformance during the period. Security selection within investment grade revenue bonds, particularly within the health care, lease, and special tax sectors also contributed positively to results relative to the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index over the period. Duration and yield curve positioning contributed positively to benchmark-relative outperformance, largely due to the Fund’s overweight to the 10-year and 20-year portions of the yield curve as

rates fell. The Fund’s overweight to investment grade special tax revenue bonds modestly detracted from performance relative to the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index over the period.

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

What is the outlook?

Our view on U.S. economic growth remains generally constructive, supported by consumer, housing, and government spending, although the near-term political uncertainty in the U.S. and Europe continues to pose risks. We also expect the Fed to view near-term risks as more balanced, supporting the case for a gradual path of raising interest rates. We ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are close to post-recession lows, we believe municipal securities offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk as the economic recovery is quite mature. We are constructive on select state general obligation/lease credits that have taken the steps we think are necessary to repair their credit profiles. Within the revenue sectors, we have a favorable view on special tax, transportation, and health care essential services; among these sectors, we see particularly strong fundamentals in transportation credits (airports and toll roads).

Although municipal sector credit spreads are close to post-crisis ranges, we expect spreads to remain steady given strong fundamental and technical trends. While we believe negative headlines are likely to persist in Puerto Rico, Illinois, and Chicago, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market. The Fund ended the period with a duration of 5.17 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions.

29

The Hartford Municipal Opportunities Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2016

Municipal Bonds	Percentage of Net Assets
Airport		4.1	%
Bond Bank		0.2
Development		4.6
Education		3.6
Facilities		0.7
General Obligation		15.0
Higher Education		2.1
Housing		0.1
Medical		11.9
Mello-Roos District		1.2
Multifamily Housing		0.4
Nursing Homes		4.6
Other(2)		18.6
Pollution		0.6
Power		1.6
School District		6.6
Single Family Housing		2.3
Tobacco		3.1
Transportation		9.8
Utilities		2.2
Water		4.1
Short-Term Investments		4.1
Other Assets & Liabilities		(1.5	)
Total		100.0	%

⁽¹⁾ For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾ Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

30

The Hartford Municipal Real Return Fund inception 06/02/1986

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income exempt from federal income tax and after-tax inflation-adjusted total returns.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Municipal Real Return A1		4.52%		3.07%		1.78%
Municipal Real Return A2		-0.18%		2.13%		1.31%
Municipal Real Return B1		3.88%		2.30%		1.17%	3
Municipal Real Return B2		-1.12%		1.94%		1.17%	3
Municipal Real Return C1		3.88%		2.32%		1.03%
Municipal Real Return C2		2.88%		2.32%		1.03%
Municipal Real Return I1		4.89%		3.35%		2.04%
Municipal Real Return Y1		4.90%		3.35%		2.04%
Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index		3.10%		3.51%		4.28%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016 which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

31

The Hartford Municipal Real Return Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Real Return	Class A		0.69%		0.79%
Municipal Real Return	Class B		1.44%		1.61%
Municipal Real Return	Class C		1.44%		1.54%
Municipal Real Return	Class I		0.44%		0.56%
Municipal Real Return	Class Y		0.44%		0.49%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Municipal Real Return Fund returned 4.52%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index, which returned 3.10% for the same period. The Fund also outperformed the 3.58% average return of the Lipper Intermediate Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at

least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a

32

The Hartford Municipal Real Return Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 4.44% during the period. Bank of America Merrill Lynch U.S. Municipal Securities Index also posted positive excess returns of 1.56% for the twelve month period ended October 31, 2016. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA GOs to 10-year Treasuries decreased over the period falling from 94.4% to 94.0%. Over the period, technical factors were generally positive as demand from municipal funds and individual bonds were relatively strong given the uptick in supply due to lower rates.

The Fund’s inflation overlay – which is implemented via Consumer Price Index (CPI) swap derivatives – was the main driver of outperformance relative to the Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index during the period, as longer term inflation expectations increased during the period. Security selection within investment grade revenue bonds also contributed positively to benchmark-relative returns over the period, particularly within the special tax and Healthcare sectors. An out-of-benchmark allocation to high yield revenue bonds also contributed positively to relative performance over the period. The Fund’s duration and yield curve positioning also modestly contributed to relative performance.

Outside of the CPI swaps previously mentioned, derivatives were not used in a significant manner in this Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

Our view on U.S. economic growth remains generally constructive, supported by consumer, housing, and government spending, although the near-term political uncertainty in the U.S. and Europe continues to pose risks. We also expect the Fed to view near-term risks as more balanced, supporting the case for a gradual path to raising interest rates. We ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are close to post-recession lows, we believe municipal securities offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk as the economic recovery is quite mature. We are constructive on select state general obligation/lease credits that have taken the steps we think are necessary to repair their credit profiles. Within the revenue sectors, we have a favorable view on special tax, transportation, and health care essential services; among these industries, we see particularly strong fundamentals in transportation credits (airports and toll roads).

Although municipal sector credit spreads are close to post-crisis ranges, we expect spreads to remain steady given strong fundamental and technical trends. While we believe that negative headlines are likely to persist in Puerto Rico, Illinois, and Chicago, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market.

We remain positive on longer-term breakeven valuations and continue to believe that they are undervalued relative to our expectation that core CPI will remain above 2% in the short- to medium-term. We believe that recent strength in wage growth, a robust housing market, and continued indications of a gradual Fed rate hiking trajectory will continue to be tailwinds to inflation. Inflation

33

The Hartford Municipal Real Return Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

drivers, such as wage growth and housing may face additional difficulties following the U.S. Presidential elections coupled with an already strong dollar, raising the headline inflation projection to above 2% early next year.

We maintained the portfolio’s inflation sensitivity during the period via the inflation overlay, with the hedge ratio at approximately 89% on a contribution to duration basis at the end of the period. The Fund ended the period with a duration of 4.63 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. The value of inflation-protected securities generally fluctuates with changes in real interest rates and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2016

Municipal Bonds	Percentage of Net Assets
Airport		10.4	%
Bond Bank		0.2
Development		3.2
Education		2.2
Facilities		2.1
General Obligation		11.5
Higher Education		5.9
Medical		13.5
Mello-Roos District		0.9
Multifamily Housing		0.2
Nursing Homes		4.6
Other(2)		17.1
Power		1.2
School District		6.9
Single Family Housing		0.3
Tobacco		1.9
Transportation		7.0
Water		7.6
Short-Term Investments		2.8
Other Assets & Liabilities		0.5
Total		100.0	%

⁽¹⁾ For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾ Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

34

Hartford Municipal Short Duration Fund inception 05/29/2015

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		Since Inception1
Municipal Short Duration A2		1.15%		1.45%
Municipal Short Duration A3		-3.40%		-1.78%
Municipal Short Duration C2		0.50%		0.72%
Municipal Short Duration C3		-0.50%		0.72%
Municipal Short Duration I2		1.40%		1.70%
Bloomberg Barclays Municipal Bond Short 1-5 Year Index		0.86%		1.45%

¹  Inception: 5/29/2015

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Bloomberg Barclays Municipal Bond Short 1-5 Year Index measures the performance of municipal bonds with time to maturity of more than one year and less than five years.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

35

Hartford Municipal Short Duration Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Municipal Short Duration	Class A		0.69%		1.12%
Municipal Short Duration	Class C		1.44%		1.82%
Municipal Short Duration	Class I		0.44%		0.78%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Brad W. Libby

Managing Director and Fixed Income Portfolio Manager / Credit Analyst

Wellington Management Company LLP

Timothy D. Haney, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Municipal Short Duration Fund returned 1.15%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays Municipal Bond Short 1-5 Year Index, which returned 0.86% for the same period. The Fund also outperformed the 0.73% average return of the Lipper Short Municipal Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in

credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus.

The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment

36

Hartford Municipal Short Duration Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Tax-exempt municipal bonds, as represented by the Bank of America Merrill Lynch U.S. Municipal Securities Index, posted a positive total return of 4.44% during the period. The Bank of America Merrill Lynch U.S. Municipal Securities Index also posted positive excess returns of 1.56% for the twelve month period ended October 31, 2016. The yield on 10-year AAA rated general obligation municipal bonds (GOs) tightened for the twelve-month period as did the yield on 10-year Treasuries. The ratio of yields on 10-year AAA GOs to 10-year Treasuries decreased over the period falling from 94.4% to 94.0%. Over the period, technical factors were generally positive as demand from municipal funds and individual bonds were relatively strong given the uptick in supply due to lower rates.

The Fund’s allocation to and security selection within investment grade revenue bonds contributed positively to returns relative to the Bloomberg Barclays Municipal Bond Short 1-5 Year Index over the period, specifically within the Healthcare and special tax sectors. Security selection within investment grade GO bonds and an out-of-benchmark allocation to high yield revenue bonds also contributed positively to benchmark-relative returns over the period. Duration and yield curve positioning contributed positively to benchmark-relative results during the period. An underweight to investment grade special tax revenue bonds modestly detracted from

performance relative to the Bloomberg Barclays Municipal Bond Short 1-5 Year Index over the period.

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

What is the outlook?

Our view on U.S. economic growth remains generally constructive, supported by consumer, housing, and government spending, although we believe the near-term political uncertainty in the U.S. and Europe continues to pose risks. We also expect the Fed to view near-term risks as more balanced, supporting the case for a gradual path to raising interest rates. We ended the period with a moderately pro-cyclical risk posture.

We continue to have a favorable view on municipal credit. Although spreads are close to post-recession lows, we believe municipal securities offer pockets of value relative to corporates on an after-tax basis, particularly in the mid-quality range (AA- to A-). Credit repair continues at the state level and tax collections are back to pre-recession levels in real terms; however, state budgets and revenues have become increasingly tied to the cycle, which may pose a risk as the economic recovery is quite mature. We are constructive on select state general obligation/lease credits that have taken the steps we think are necessary to repair their credit profiles. Within the revenue sectors, we have a favorable view on special tax, transportation, and health care essential services; among these sectors, we see particularly strong fundamentals in transportation credits (airports and toll roads).

Although municipal sector credit spreads are close to post-crisis ranges, we expect spreads to remain steady given strong fundamental and technical trends. While we believe that negative headlines are likely to persist in Puerto Rico, Illinois, and Chicago, we view these situations as isolated and unlikely to have an adverse effect on the broader municipal market. The Fund ended the period with a duration of 2.44 years.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

37

Hartford Municipal Short Duration Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition of Municipal Bonds⁽¹⁾

as of October 31, 2016

Municipal Bonds	Percentage of Net Assets
Airport		11.3	%
Development		2.6
Education		3.7
General Obligation		10.5
Higher Education		2.9
Housing		0.8
Medical		13.1
Mello-Roos District		3.2
Nursing Homes		5.0
Other(2)		12.6
Pollution		0.3
Power		1.7
School District		10.1
Single Family Housing		2.8
Tobacco		3.7
Transportation		8.8
Utilities		1.5
Water		3.4
Short-Term Investments		2.8
Other Assets & Liabilities		(0.8	)
Total		100.0	%

⁽¹⁾ For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

⁽²⁾  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

38

The Hartford Quality Bond Fund inception 11/30/2012

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		Since Inception1
Quality Bond A2		3.54%		2.21%
Quality Bond A3		-1.12%		1.01%
Quality Bond C2		2.70%		1.44%
Quality Bond C3		1.70%		1.44%
Quality Bond I2		3.73%		2.47%
Quality Bond R32		3.66%		1.97%
Quality Bond R42		4.08%		2.30%
Quality Bond R52		4.37%		2.61%
Quality Bond Y2		3.90%		2.52%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.33%

¹  Inception: 11/30/2012

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

39

The Hartford Quality Bond Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Quality Bond	Class A		1.01%		1.24%
Quality Bond	Class C		1.76%		1.99%
Quality Bond	Class I		0.76%		0.95%
Quality Bond	Class R3		1.31%		1.64%
Quality Bond	Class R4		1.01%		1.34%
Quality Bond	Class R5		0.71%		1.04%
Quality Bond	Class Y		0.66%		0.95%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Michael F. Garrett

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Val Petrov, PhD, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Brian Conroy, CFA

Vice President and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Quality Bond Fund returned 3.54%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 4.37% for the same period. The Fund also underperformed the 4.42% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or

ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further

40

The Hartford Quality Bond Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Mortgage backed securities (MBS), as measured by the Bloomberg Barclays U.S. MBS Fixed Rate Index, returned 3.28% for the period. In late 2015, higher coupons generally outperformed lower coupons amid the back up in interest rates. Through October 2016, middle coupons bonds, specifically those paying 3.5% and 4.0%, underperformed the rest of the coupon bond offerings. These bonds are particularly sensitive to changes in prepayment behavior, and

lower rates over the year stoked fears that prepayments rates would increase.

Over the trailing 12 month period a lower structural duration posture detracted from performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index as interest rates rallied over the period. The Fund strategically maintains a shorter duration than the Bloomberg Barclays U.S. Aggregate Bond Index, particularly on the long-end of the yield curve where the Fund was most underweight. The Fund’s structural underweight to investment grade (IG) corporate credit also detracted from performance as corporate spreads significantly outperformed government bonds.

The Fund’s overweight allocation to agency mortgage backed pass-through securities (MBS) as well as security selection within agency pass-throughs was additive to performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index. Additionally allocations to non-agency residential mortgage-backed securities (RMBS), collateralized mortgage obligations (CMOs), collateralized loan obligations (CLOs), and commercial mortgage backed securities (CMBS) contributed positively to performance. Lastly the Fund’s allocation to Federal National Mortgage Association Delegated Underwriting and Servicing (DUS) bonds was positive for benchmark relative performance.

The Fund utilized U.S. Treasury futures to adjust the duration and risk posture of the Fund. Over the period, the use of U.S. Treasury futures contributed positively to performance. Additionally the Fund used interest rate swaps and an interest rate swaption, which did not materially impact performance. A modest allocation to treasury inflation protected securities (TIPS) added to performance at the margin.

What is the outlook?

We continue to believe that agency MBS represent a better risk/reward trade-off than investment grade credit over a full market cycle. We believe that mortgage credit available to borrowers remains constrained in spite of recent government efforts, which reduces supply and prepayment risk. We believe the economic environment of modest gross domestic product growth and stable U.S. interest rates supports MBS ownership.

We have a constructive outlook on non-agency RMBS, given the continuing recovery of the U.S. housing market and positive technical tailwinds; however, given recent spread tightening, we expect near term return potential to be generated primarily through income. We maintained an allocation to asset backed securities based on what we consider to be a strengthening employment picture and a strong U.S. consumer. We also maintained an allocation to CMBS and DUS, as commercial real estate fundamentals are generally healthy, in our view.

41

The Hartford Quality Bond Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		25.6	%
U.S. Government Agencies		111.5
U.S. Government Securities		3.9
Total		141.0	%
Short-Term Investments		22.3
Other Assets & Liabilities		(63.3	)
Total		100.0	%

42

The Hartford Short Duration Fund inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Short Duration A1		2.56%		2.02%		2.63%
Short Duration A2		0.51%		1.61%		2.42%
Short Duration B1		2.66%		2.16%		2.34%	3
Short Duration B2		-2.34%		1.79%		2.34%	3
Short Duration C1		1.80%		1.27%		1.86%
Short Duration C2		0.80%		1.27%		1.86%
Short Duration I1		2.86%		2.33%		2.85%
Short Duration R31		2.26%		1.72%		2.63%
Short Duration R41		2.56%		2.05%		2.80%
Short Duration R51		2.87%		2.33%		2.94%
Short Duration Y1		2.92%		2.40%		2.97%
Bloomberg Barclays 1-3 Year U.S. Government/Credit Index		1.31%		1.00%		2.54%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 2.00% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index is an unmanaged index comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year U.S. Government/Credit Index includes securities in the 1-3 year maturity range in the U.S. Government/Credit Index.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

43

The Hartford Short Duration Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Short Duration	Class A		0.85%		0.90%
Short Duration	Class B		1.60%		1.78%
Short Duration	Class C		1.60%		1.60%
Short Duration	Class I		0.54%		0.54%
Short Duration	Class R3		1.15%		1.23%
Short Duration	Class R4		0.85%		0.92%
Short Duration	Class R5		0.55%		0.62%
Short Duration	Class Y		0.51%		0.51%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Timothy E. Smith

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Short Duration Fund returned 2.56%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays 1-3 Year U.S. Government/Credit Index, which returned 1.31% for the same period. The Fund also outperformed the 1.79% average return of the Lipper Short Investment Grade Debt Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed) in December 2015, which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies

sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest

44

The Hartford Short Duration Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The Fund’s allocation to investment grade credit was the primary driver of outperformance relative to the Bloomberg Barclays 1-3 Year U.S. Government/Credit Index over the period, in particular Industrials and Financials. The Fund’s out-of-benchmark allocation to bank loans, particularly in the Industrials sector, was also additive to relative results. In addition, the Fund’s allocation to asset-backed securities (ABS), specifically collateralized loan obligations (CLOs) and non-agency mortgage-backed securities contributed positively to returns. Duration and yield curve positioning also contributed positively to performance relative to the Bloomberg Barclays 1-3 Year U.S. Government/Credit Index for the period.

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

What is the outlook?

We believe that the U.S. economy will maintain a low growth rate in 2017, supported by the consumer, housing, and government sectors. Investments and exports remain a drag on growth, but they appear to be starting to show signs of stabilization. The Fed appears to view near-term risks as more balanced, which we believe supports the case for a gradual path towards raising interest rates. However,

global growth is still challenged. Political uncertainty in the U.S. and Europe pose the biggest near-term risks in our view.

We maintain a moderately pro-cyclical positioning in the corporate bond sector and continue to favor U.S. Financials, banks in particular. Our view is based on what we consider to be positive U.S. economic growth trends, attractive valuations, and more accommodative central bank policies that are balanced by increased geopolitical risk and slow global growth. We are constructive on the ABS sector based on what we consider to be strong consumer fundamentals, although our positive view is somewhat tempered by the age of the current cycle. Within the sector, we favor auto, credit card, and equipment ABS issuances. Our longer-term commercial mortgage backed securities (CMBS) outlook is constructive based on what we consider to be favorable commercial real estate fundamentals and attractive valuations, relative both to the sector’s own history and to other credit risk sectors. We are likewise positive on bank loans due both to their diversification benefits, as well as their floating-rate nature, which has benefited from increased U.S. London Interbank Offered Rate (LIBOR) rates. On balance, the Fund has been positioned with a moderately pro-cyclical risk posture. At the end of the period, we maintained allocations to agency and non-agency mortgage backed securities and continued to favor auto ABS and higher quality CLOs, as well as senior tranches of shorter collateralized mortgage-backed securities issuances and bank loans. We remained underweight, relative to the Bloomberg Barclays 1-3 Year U.S. Government/Credit Index, U.S. government and other non-corporate credit.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and

45

The Hartford Short Duration Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

economic developments in foreign countries and regions. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		13.0	%
Corporate Bonds		59.2
Foreign Government Obligations		0.3
Municipal Bonds		0.5
Senior Floating Rate Interests		20.6
U.S. Government Agencies		7.3
Total		100.9	%
Short-Term Investments		1.2
Other Assets & Liabilities		(2.1	)
Total		100.0	%

46

The Hartford Strategic Income Fund inception 05/31/2007

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income and long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
Strategic Income A2		7.02%		4.18%		4.48%
Strategic Income A3		2.21%		3.22%		3.97%
Strategic Income B2		6.98%		3.53%		3.78%	4
Strategic Income B3		1.98%		3.20%		3.78%	4
Strategic Income C2		6.27%		3.43%		3.73%
Strategic Income C3		5.27%		3.43%		3.73%
Strategic Income I2		7.29%		4.46%		4.77%
Strategic Income R32		6.81%		3.85%		4.75%
Strategic Income R42		7.15%		4.18%		4.94%
Strategic Income R52		7.49%		4.50%		5.12%
Strategic Income R62		7.43%		4.54%		5.14%
Strategic Income Y2		7.43%		4.53%		5.14%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.73%

¹  Since inception returns for Classes A, B, C, and I and the Bloomberg Barclays U.S. Aggregate Bond Index are since May 31, 2007. Since Inception returns for Classes R3, R4, R5, R6 and Y are since August 31, 2007.

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class Y shares commenced operations on 8/31/07. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Accordingly, the “Since Inception” performance shown for Class Y, R3, R4, R5 and R6 shares is since the commencement of operations of Class Y shares on 8/31/07.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of April 2, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

47

The Hartford Strategic Income Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Strategic Income	Class A		0.95%		1.03%
Strategic Income	Class B		1.70%		1.85%
Strategic Income	Class C		1.70%		1.74%
Strategic Income	Class I		0.70%		0.73%
Strategic Income	Class R3		1.25%		1.41%
Strategic Income	Class R4		0.95%		1.08%
Strategic Income	Class R5		0.65%		0.75%
Strategic Income	Class R6		0.60%		0.69%
Strategic Income	Class Y		0.60%		0.64%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Strategic Income Fund returned 7.02%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 4.37% for the same period. The Fund also outperformed the 5.38% average return of the Lipper Multi-Sector Income Funds peer group, a group of funds that seeks current income by allocating assets among several different fixed income securities sectors (with no more than 65% in any one sector except for defensive purposes), including U.S. government and foreign governments, with a significant portion of assets in securities rated below investment-grade.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor

market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s

48

The Hartford Strategic Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016 Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Consistent with the Fund’s objective to provide current income and long-term total return, we continued to position the Fund with an

overweight to credit risk sectors, including high yield credit, emerging markets debt, and bank loans. The primary driver of the Fund’s outperformance versus the Bloomberg Barclays U.S. Aggregate Bond Index over the period was an out-of-benchmark allocation to bank loans. The Fund also benefited from an overweight to and security selection within emerging markets debt during the period, including U.S. dollar-denominated sovereigns and to a lesser extent, local currency debt. An out-of-benchmark allocation to high yield industrial corporates was also additive during the period.

The Fund’s underweight to investment grade corporate bonds and agency mortgage-backed securities detracted during the period. An overweight allocation to commercial mortgage backed securities (CMBS) also negatively affected relative performance. We continue to be biased towards the intermediate portion of the yield curve. The Fund’s overweight to the 10-year portion of the yield curve benefited relative returns, while the Fund’s underweight to the 30-year portion of the yield curve detracted from returns relative to the Bloomberg Barclays U.S. Aggregate Bond Index as interest rates fell. Duration and yield curve positioning helped relative performance overall. Derivative exposure to high yield credit default swap indexes (CDX) detracted from relative performance. Derivative exposure to currency forwards and investment grade corporate credit default swap indexes helped relative returns.

What is the outlook?

We believe the U.S. economy will maintain positive growth. We maintain a moderately pro-cyclical risk posture in credit markets generally, and believe that capacity constraints will pressure inflation higher. We remained underweight investment grade corporates as we believe there are better opportunities in high yield and bank loans. We were also underweight agency mortgage backed securities at the end of the period, and we maintained a structural emphasis on higher income-producing sectors such as bank loans, emerging market debt, non-agency mortgage backed securities, and high yield.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and

49

The Hartford Strategic Income Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.5	%
Exchange Traded Funds		1.0
Preferred Stocks		0.1
Total		1.6	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		15.4	%
Corporate Bonds		26.3
Foreign Government Obligations		20.7
Municipal Bonds		1.3
Senior Floating Rate Interests		25.5
U.S. Government Agencies		0.4
U.S. Government Securities		4.6
Total		94.2	%
Short-Term Investments		4.8
Purchased Options		0.0
Other Assets & Liabilities		(0.6	)
Total		100.0	%

50

The Hartford Total Return Bond Fund inception 07/22/1996

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Total Return Bond Fund A1		4.77%		3.20%		3.93%
Total Return Bond Fund A2		0.05%		2.26%		3.45%
Total Return Bond Fund B1		4.09%		2.43%		3.32%	3
Total Return Bond Fund B2		-0.91%		2.08%		3.32%	3
Total Return Bond Fund C1		4.10%		2.44%		3.16%
Total Return Bond Fund C2		3.10%		2.44%		3.16%
Total Return Bond Fund I1		5.08%		3.50%		4.23%
Total Return Bond Fund R31		4.51%		2.89%		3.67%
Total Return Bond Fund R41		4.85%		3.21%		3.95%
Total Return Bond Fund R51		5.16%		3.52%		4.24%
Total Return Bond Fund R61		5.15%		3.58%		4.33%
Total Return Bond Fund Y1		5.27%		3.62%		4.35%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.64%

¹  Without sales charge

² With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of March 5, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

51

The Hartford Total Return Bond Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Total Return Bond	Class A		0.88%		0.88%
Total Return Bond	Class B		1.63%		1.87%
Total Return Bond	Class C		1.60%		1.60%
Total Return Bond	Class I		0.57%		0.57%
Total Return Bond	Class R3		1.17%		1.17%
Total Return Bond	Class R4		0.85%		0.85%
Total Return Bond	Class R5		0.56%		0.56%
Total Return Bond	Class R6		0.51%		0.51%
Total Return Bond	Class Y		0.45%		0.45%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Total Return Bond Fund returned 4.77%, before sales charge, for the twelve-month period ended October 31, 2016, outperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 4.37% for the same period. The Fund outperformed the 4.42% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other

developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

52

The Hartford Total Return Bond Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The primary driver of the Fund’s outperformance versus the Bloomberg Barclays U.S. Aggregate Bond Index was the out-of-benchmark allocation to non-agency mortgage backed securities (MBS) and collateralized loan obligations (CLOs). High yield positioning was also beneficial overall. Positive results from exposure to bank loans, BB-rated high yield bonds, and European

financials, were partially offset by losses from Credit Default Index derivative hedges used to reduce risk in some areas. Investment grade credit positioning, in particular security selection within Industrials, also benefited performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index. The Fund’s opportunistic interest rate positioning represented another positive contributor to performance as rates on the short-end of the yield curve rose over this period.

What is the outlook?

During the period, we continued to position the Fund with a moderately pro-cyclical risk posture in credit markets. U.S. economic growth remains positive, monetary policy is still accommodative, and we believe valuations are attractive. We are positioned for an increase in inflation expectations as we continue to believe capacity constraints will pressure inflation higher. We ended the period with a neutral to slight underweight in investment grade credit; we continued to favor Financials and Communications issuers. We maintained an overweight to agency MBS pass-through securities and continued to hold an out-of-benchmark allocation to non-agency residential MBS (RMBS). The Fund also held high quality commercial MBS and CLOs at the end of the period based on what we consider to be attractive valuations. Within high yield, we continued to favor BB-rated securities, bank loans, and contingent convertibles (CoCo’s) of large European banks.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund has the ability to invest in foreign, emerging-market, and high-yield (“junk”) bonds. Investments in these securities generally involve greater risk, volatility, and possibility of loss. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

53

The Hartford Total Return Bond Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.1	%
Preferred Stocks		0.0
Total		0.1	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		28.6	%
Corporate Bonds		34.5
Foreign Government Obligations		3.9
Municipal Bonds		1.1
Senior Floating Rate Interests		5.6
U.S. Government Agencies		49.7
U.S. Government Securities		10.1
Total		133.5	%
Short-Term Investments		5.3
Purchased Options		0.0
Other Assets & Liabilities		(38.9	)
Total		100.0	%

54

The Hartford Unconstrained Bond Fund inception 10/31/2002

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to maximize long-term total return.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Unconstrained Bond A1		2.62%		2.22%		3.43%
Unconstrained Bond A2		-2.00%		1.28%		2.95%
Unconstrained Bond B1		1.85%		1.48%		2.80%	3
Unconstrained Bond B2		-3.10%		1.12%		2.80%	3
Unconstrained Bond C1		1.86%		1.48%		2.66%
Unconstrained Bond C2		0.86%		1.48%		2.66%
Unconstrained Bond I1		2.98%		2.47%		3.55%
Unconstrained Bond R31		2.31%		1.94%		3.43%
Unconstrained Bond R41		2.62%		2.24%		3.59%
Unconstrained Bond R51		2.92%		2.55%		3.75%
Unconstrained Bond Y1		2.92%		2.51%		3.73%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.64%
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index		0.31%		0.11%		0.88%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may

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

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/25/12. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a different investment strategy and in pursuit of a different investment objective. As of April 23, 2012, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury bills publicly issued in the U.S. domestic markets with maturities of 90 days or less that assumes reinvestment of all income.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

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

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

55

The Hartford Unconstrained Bond Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
Unconstrained Bond	Class A		0.99%		1.17%
Unconstrained Bond	Class B		1.74%		2.11%
Unconstrained Bond	Class C		1.74%		1.86%
Unconstrained Bond	Class I		0.74%		0.81%
Unconstrained Bond	Class R3		1.29%		1.45%
Unconstrained Bond	Class R4		0.99%		1.14%
Unconstrained Bond	Class R5		0.69%		0.83%
Unconstrained Bond	Class Y		0.69%		0.73%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Joseph F. Marvan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

Robert D. Burn, CFA

Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Unconstrained Bond Fund returned 2.62%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index, which returned 4.37% for the same period. The Fund outperformed the Fund’s other benchmark, the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index, which returned 0.31% for the same period. The Fund underperformed the 3.51% average return of the Lipper Alternative Credit Focus Funds peer group, a group of funds that invest in a wide-range of credit-structured vehicles by using either fundamental credit research analysis or quantitative credit portfolio modeling trying to benefit from any changes in credit quality, credit spreads, and market liquidity.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor

market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed), which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s

56

The Hartford Unconstrained Bond Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s E.U. membership moved into sharper focus. The U.K.’s momentous vote to leave the E.U. (Brexit) led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote in the U.K. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The Fund maintained a low strategic duration posture given the current interest rate cycle. The Fund generally maintained a duration of 2 to 3 years less than the Bloomberg Barclays U.S. Aggregate

Bond Index. The Fund’s duration positioning was the primary detractor from returns relative to the Bloomberg Barclays U.S. Aggregate Bond Index as interest rates largely declined over the period, particularly on the long end of the yield curve where the Fund was most underweight. The Fund’s use of high yield credit default swap index and commercial mortgage-backed securities (CMBS) index derivatives were also drivers of underperformance relative to the Bloomberg Barclays U.S. Aggregate Bond Index. The Fund’s underweight to investment grade credit was another detractor during the period. On the other hand, out-of-benchmark allocations to bank loans, non-agency Residential Mortgage Backed Securities (RMBS), and collateralized loan obligations (CLOs) benefited performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index over the period. Total return swaps on high yield and equity exchange traded funds also contributed favorably to relative returns.

What is the outlook?

We expect the U.S. economy to maintain positive growth. We continue to maintain a moderately pro-cyclical risk stance in credit markets. We believe capacity constraints will pressure inflation higher so we remain positioned for an increase in inflation expectations. We are tactically positioning the Fund’s duration within a duration range of 0 to 5 years as we believe over the medium-term that having some duration exposure will generate attractive risk-adjusted returns. At the end of the period we maintained an emphasis on higher income-producing sectors such as bank loans, high yield, non-agency RMBS, high quality CMBS, and CLOs.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk such as nonpayment of principal or interest, and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and

57

The Hartford Unconstrained Bond Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.3	%
Total		0.3	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		34.2	%
Corporate Bonds		18.4
Foreign Government Obligations		4.3
Municipal Bonds		1.4
Senior Floating Rate Interests		17.2
U.S. Government Agencies		66.7
U.S. Government Securities		6.5
Total		148.7	%
Short-Term Investments		5.6
Purchased Options		0.0
Other Assets & Liabilities		(54.6	)
Total		100.0	%

58

The Hartford World Bond Fund inception 05/31/2011

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

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

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Year		Since Inception1
World Bond A2		1.78%		2.70%		3.18%
World Bond A3		-2.80%		1.76%		2.31%
World Bond C2		0.95%		1.96%		2.42%
World Bond C3		-0.03%		1.96%		2.42%
World Bond I2		1.91%		2.96%		3.45%
World Bond R32		1.48%		2.36%		2.84%
World Bond R42		1.79%		2.68%		3.16%
World Bond R52		2.02%		2.98%		3.46%
World Bond R62		2.14%		3.08%		3.56%
World Bond Y2		2.15%		3.08%		3.56%
Citigroup World Government Bond Index		5.99%		-0.04%		0.54%

¹  Inception: 05/31/2011

²  Without sales charge

³  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

Citigroup World Government Bond Index includes the most significant and liquid government bond markets globally that carry at least an investment grade rating. Index weights are based on the market capitalization of qualifying outstanding debt stocks

You cannot invest directly in an index.

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

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

59

The Hartford World Bond Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

		Net		Gross
World Bond	Class A		1.05%		1.08%
World Bond	Class C		1.77%		1.77%
World Bond	Class I		0.77%		0.77%
World Bond	Class R3		1.35%		1.39%
World Bond	Class R4		1.05%		1.08%
World Bond	Class R5		0.75%		0.83%
World Bond	Class R6		0.70%		0.74%
World Bond	Class Y		0.67%		0.67%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Mark H. Sullivan, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford World Bond Fund returned 1.78%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Citigroup World Government Bond Index, which returned 5.99% for the same period. The Fund also underperformed the 4.86% average return of the Lipper Global Income Funds peer group, a group of funds that invests primarily in U.S. dollar and non-U.S. dollar debt securities of issuers located in at least three countries, one of which may be the United States.

Why did the Fund perform this way?

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Federal Reserve (Fed) in December 2015, which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about

the efficacy of central bank monetary policies sparked a broad sell-off in higher yielding bonds, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China (PBOC) resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the referendum on the U.K.’s exit from the E.U. membership (Brexit) moved into sharper focus. The U.K.’s momentous vote to leave the E.U. led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase ahead of the Brexit vote. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained

60

The Hartford World Bond Fund

Manager Discussion and Analysis – (continued)

For Period Ended October 31, 2016, Annual Shareholder Report

skeptical about the Fed’s ability to raise interest rates in the near term, despite more aggressive rhetoric from some Fed members with respect to raising rates. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016 Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; short-term yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen (JPY) was the major gainer among G10 currencies while the British pound (GBP) depreciated sharply in the aftermath of Brexit. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors including high yield, emerging markets debt, and investment grade corporates, posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

For the twelve-month period, interest rate positioning, currency positioning, and credit strategies all contributed positively to total returns. Relative to the Citigroup World Government Bond Index, interest rate positioning and currency positioning detracted from performance.

Within country strategies, the Fund’s core allocation to developed sovereign governments was a positive contributor to total returns over the period as most sovereign debt yields declined, driven by continued central bank easing. Within macro-based duration strategies, overweight positions in U.K., particularly in intermediate rate securities, and the U.S. contributed positively as most global yields fell over the period. Additionally, the Fund’s underweight duration position in October was a meaningful contributor to performance as global rates sold off amidst an increase in expectation for less accommodative monetary policy from central banks. In quantitative country rotation strategies, our long Australia 10-year versus short U.K. 10-year positions, which were held in the third quarter 2016, detracted from performance of returns over the course of the quarter as spreads widened on these holdings. In addition, having no exposure to peripheral Europe and Japan relative to the Citigroup World Government Bond Index detracted from performance, as yields fell in those two regions. In October, the

Fund’s shorter duration relative to the Citigroup World Government Bond Index was a relative contributor, as global yields rose.

The Fund’s currency strategies provided positive total returns. The Fund’s high U.S. dollar exposure helped preserve capital in the last two months of 2015. Early in 2016, we increased the Fund’s Dollar Bloc allocation and decreased U.S. Dollar exposure, which contributed positively to performance as the U.S. Dollar depreciated against most currencies. Later in the period, we increased the Fund’s U.S. dollar exposure, which benefited the Fund as the dollar appreciated against most currencies, in particular the GBP. Within the Fund’s opportunistic strategies, the Fund’s underweight position in the Euro (EUR), primarily versus the U.S. dollar, was beneficial as the ECB suggested strongly at a further loosening of monetary policy and the currency depreciated against the dollar following the Brexit vote. However, the Fund’s underweight EUR position detracted in the third quarter of 2016, paired largely against the Swedish krona (SEK) as the Riksbank disappointed taking a decidedly cautious tone in spite of increased wage stability and signs of inflation. Overall, the Fund’s overweight positions in AUD, NOK, and Mexican peso (MXN) were positive contributors as the higher-risk, commodity-linked currencies rallied. However, the Fund’s position in MXN detracted in the last couple of months of the period due to continued concerns around the U.S. election. The Fund’s lack of exposure to the JPY drove underperformance relative to the Citigroup World Government Bond Index as the currency appreciated sharply versus the U.S. Dollar during the period.

Within the Fund’s credit strategies, our out-of-benchmark opportunistic allocations to securitized debt and high yield contributed positively to absolute returns and returns relative to the Citigroup World Government Bond Index. A rebound in energy prices and continued liquidity provided by central banks around the world supported most credit performance. The Fund’s exposure to investment grade corporates, primarily within Financials, detracted from results as Financials underperformed due to the unexpected Brexit vote and negative interest rates in certain markets.

The investment team makes use of derivatives in the portfolio, primarily liquid currency forwards and exchange-traded government bond futures, but also in small part credit default swaps, index credit default swaps and interest rate, bond, index and currency futures or options in pursuit of the investment objective as well as to hedge against risk.

The Fund’s macro-driven duration strategies that are primarily implemented through the use of exchange-traded government bond futures and cash bonds contributed positively to total returns over the period, while the Fund’s country rotation strategies, which are also implemented through exchange-traded government bond futures, detracted from performance. The Fund’s macro-driven and smart market currency strategies, which are implemented through currency forwards, also added to total returns over the period. The Fund’s

61

The Hartford World Bond Fund

Manager Discussion and Analysis – (continued)

For Period Ended October 31, 2016, Annual Shareholder Report

credit positioning, which is implemented through the use of cash bonds, credit default swaps (index and single name), and interest rate swaps, contributed positively to returns over the period.

What is the outlook?

We believe that global economic growth is moderately improving. In the U.S., we expect that labor market slack will continue to get absorbed and core inflation will slowly increase. The cycle in Japan and China is holding up well, with potential to surprise on the upside. In Japan, consumer inflation expectations look to have bottomed and other leads for inflation suggest the worst of the fall-off is now over. In the U.K., a number of leads now appear to be signaling that higher inflation is coming. Critically some of the recent upside inflation surprises seem to be coming from the service sector making it more difficult to dismiss as a temporary foreign exchange-related (GBP weakness) phenomenon.

Although global economic growth is moderately improving, political developments remain a key downside risk. As one prominent example, the U.S. economy faces a wide distribution of potential outcomes depending on the results of the Presidential election in early November. The election uncertainty has resulted in softness in recent data releases including capital expenditure (capex) and hiring intentions. We believe the U.S. economy is vulnerable to shocks as it is growing on a narrow breadth of strong consumer spending and housing versus a capex and profits recession. Similarly, one of the key downside risks for Europe stems from rising anti-integration political tone and the U.K.’s negotiating stance, which remains biased towards a hard Brexit scenario.

There is more and more talk about the limitations of monetary policy and a shift towards the fiscal lever (government spending). The BOJ could attempt to steepen the yield curve beyond 10 years to support banks’ interest margins. If monetary base expansion slows due to reduced BOJ buying in the 10+ year Japanese Government Bond (JGB) sector, markets could interpret that as tapering even though shorter-end yields are unchanged. In Europe, the good momentum in recent data has triggered a tapering discussion given the sensitivities around quantitative easing (QE) extension and changes in the asset purchase parameters. The PBOC could start to push up short-term rates as China’s overall cycle looks supportive for the next few months and rates appear to be too low given the recovery in cycle. The confluence of the above factors could cause global yield curves to steepen in the short-term.

Despite increasing rhetoric about a shift towards the fiscal lever, central bank asset purchases will likely outweigh net government supply in each of the remaining months of the year. We believe this huge mismatch between accelerating central bank QE and limited bond supply makes it difficult to generate a meaningful bond sell off, absent an inflation shock. Nevertheless, we think that the probability of a December 2016 Fed rate increase is high. Global central banks

could begin to deliver on the lower end of expectations of continued accommodative policy as they exhaust their monetary easing toolkits.

In our view, the short-term momentum in the EUR area data looks reasonably good. Given the sensitivities around QE extension and changes in the ECB asset purchase parameters, the good momentum in the economic data has triggered a tapering discussion, which has been EUR-supportive. However, we feel the tapering discussion is too premature given the weakness in inflation expectations. Additional downside risks include a fragile cycle and rising anti-integration political tone. The U.K.’s negotiating stance remains biased towards a hard Brexit scenario. If the probability of a hard Brexit increases, then markets could engage with negative U.K. debt dynamics, the current account deficit and the lack of foreign direct investment (FDI) and portfolio flows. In that world, further GBP weakness would start to undermine confidence instead of boosting exports.

We retain a neutral outlook on the JPY. We do not believe, the broader policy backdrop is supportive of a hard currency. However, we think flight to quality sentiment and current account surplus is JPY-supportive. The Fund’s base case is that the ongoing improving cycle in China and Japan may support Asian currencies. We have a positive bias in select higher-risk emerging markets (EM) and oil-linked currencies, including NOK and Indian Rupees (INR), due to commodity price stabilization and an improving cycle in Asia. We believe the downside risk to EM currencies relates to potential U.S. adoption of isolationist and protectionist policies.

We consider the fundamental outlook for corporate credit to remain favorable, although political risks in the U.S. and Europe will remain potential sources of volatility. We believe central banks will remain accommodative as long as economic conditions merit, and will inject additional liquidity in the event of the sustained market volatility that might result from these political risks. In addition, we remain overweight commercial mortgage-backed securities (CMBS) and auto asset-backed securities (ABS).

The U.S. consumer sector remains strong, with low unemployment and continued housing price appreciation. However, corporate capex will likely slow as companies remain reluctant to invest and hire given the electoral uncertainty. Delayed investment and weaker hiring could lead to slower economic growth in the fourth quarter. We still think the U.S. remains attractive relative to other markets though, and remain overweight U.S. corporate bonds, particularly U.S. Financials and Energy.

Structural weaknesses are ongoing concerns in Europe and we no longer consider the risk-reward balance to be attractive. In the event of a sharp economic slowdown, it is unclear how, and how quickly, European governments could implement fiscal measures and institute the structural reforms necessary to enhance Europe’s economic competitiveness. Furthermore, the negative interest rate

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The Hartford World Bond Fund

Manager Discussion and Analysis – (continued)

For Period Ended October 31, 2016, Annual Shareholder Report

environment is exacerbating the long-term earnings challenges faced by banks in the region.

The U.S. election in November is a source of market uncertainty and next year’s elections in a number of important European countries

also contribute to investor uncertainty. In addition, we continue to be mindful of the potential for further commodity price volatility, the potential for a renewed slowdown in Asian economic activity and the risk that a December rate increase by the Fed could lead to spikes in credit spread volatility.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is

non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		0.0	%
Total		0.0	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		14.1	%
Convertible Bonds		0.3
Corporate Bonds		25.6
Foreign Government Obligations		46.6
Senior Floating Rate Interests		1.6
U.S. Government Agencies		0.2
U.S. Government Securities		9.0
Total		97.4	%
Short-Term Investments		1.9
Purchased Options		0.1
Other Assets & Liabilities		0.6
Total		100.0	%

63

Fixed Income Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2016 through October 31, 2016.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/366 (to reflect the one-half year period).

The Hartford Emerging Markets Local Debt Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,025.90	$	6.31	$	1,000.00	$	1,018.90	$	6.29		1.24	%		184		366
Class C	$	1,000.00	$	1,020.60	$	10.16	$	1,000.00	$	1,015.08	$	10.13		2.00	%		184		366
Class I	$	1,000.00	$	1,025.80	$	5.09	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class R3	$	1,000.00	$	1,024.70	$	6.92	$	1,000.00	$	1,018.30	$	6.90		1.36	%		184		366
Class R4	$	1,000.00	$	1,026.00	$	5.75	$	1,000.00	$	1,019.46	$	5.74		1.13	%		184		366
Class R5	$	1,000.00	$	1,030.00	$	3.01	$	1,000.00	$	1,022.17	$	3.00		0.59	%		184		366
Class Y	$	1,000.00	$	1,026.60	$	4.53	$	1,000.00	$	1,020.66	$	4.52		0.89	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

64

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Floating Rate Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,051.20	$	5.16	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class B	$	1,000.00	$	1,048.60	$	9.01	$	1,000.00	$	1,016.34	$	8.87		1.75	%		184		366
Class C	$	1,000.00	$	1,048.80	$	8.86	$	1,000.00	$	1,016.49	$	8.72		1.72	%		184		366
Class I	$	1,000.00	$	1,052.70	$	3.72	$	1,000.00	$	1,021.52	$	3.66		0.72	%		184		366
Class R3	$	1,000.00	$	1,051.10	$	6.44	$	1,000.00	$	1,018.85	$	6.34		1.25	%		184		366
Class R4	$	1,000.00	$	1,052.50	$	5.16	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class R5	$	1,000.00	$	1,054.10	$	3.61	$	1,000.00	$	1,021.62	$	3.56		0.70	%		184		366
Class Y	$	1,000.00	$	1,054.40	$	3.36	$	1,000.00	$	1,021.87	$	3.30		0.65	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford Floating Rate High Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,062.20	$	5.49	$	1,000.00	$	1,019.81	$	5.38		1.06	%		184		366
Class C	$	1,000.00	$	1,058.30	$	9.36	$	1,000.00	$	1,016.04	$	9.17		1.81	%		184		366
Class I	$	1,000.00	$	1,063.50	$	4.20	$	1,000.00	$	1,021.06	$	4.12		0.81	%		184		366
Class R3	$	1,000.00	$	1,060.70	$	7.04	$	1,000.00	$	1,018.30	$	6.90		1.36	%		184		366
Class R4	$	1,000.00	$	1,062.30	$	5.44	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class R5	$	1,000.00	$	1,063.90	$	3.94	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366
Class Y	$	1,000.00	$	1,063.90	$	3.94	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford High Yield Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,054.00	$	5.47	$	1,000.00	$	1,019.81	$	5.38		1.06	%		184		366
Class B	$	1,000.00	$	1,048.70	$	9.32	$	1,000.00	$	1,016.04	$	9.17		1.81	%		184		366
Class C	$	1,000.00	$	1,048.60	$	9.32	$	1,000.00	$	1,016.04	$	9.17		1.81	%		184		366
Class I	$	1,000.00	$	1,053.60	$	4.23	$	1,000.00	$	1,021.01	$	4.17		0.82	%		184		366
Class R3	$	1,000.00	$	1,051.00	$	7.06	$	1,000.00	$	1,018.25	$	6.95		1.37	%		184		366
Class R4	$	1,000.00	$	1,052.20	$	5.52	$	1,000.00	$	1,019.76	$	5.43		1.07	%		184		366
Class R5	$	1,000.00	$	1,054.10	$	3.98	$	1,000.00	$	1,021.27	$	3.91		0.77	%		184		366
Class Y	$	1,000.00	$	1,054.40	$	3.67	$	1,000.00	$	1,021.57	$	3.61		0.71	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

65

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Inflation Plus Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,017.50	$	4.36	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class B	$	1,000.00	$	1,014.40	$	8.10	$	1,000.00	$	1,017.09	$	8.11		1.60	%		184		366
Class C	$	1,000.00	$	1,014.40	$	8.10	$	1,000.00	$	1,017.09	$	8.11		1.60	%		184		366
Class I	$	1,000.00	$	1,019.00	$	3.10	$	1,000.00	$	1,022.07	$	3.10		0.61	%		184		366
Class R3	$	1,000.00	$	1,015.90	$	6.13	$	1,000.00	$	1,019.05	$	6.14		1.21	%		184		366
Class R4	$	1,000.00	$	1,017.50	$	4.56	$	1,000.00	$	1,020.61	$	4.57		0.90	%		184		366
Class R5	$	1,000.00	$	1,019.10	$	3.05	$	1,000.00	$	1,022.12	$	3.05		0.60	%		184		366
Class Y	$	1,000.00	$	1,019.00	$	2.79	$	1,000.00	$	1,022.37	$	2.80		0.55	%		184		366

Hartford Municipal Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,010.30	$	3.44	$	1,000.00	$	1,021.72	$	3.46		0.68	%		184		366
Class C	$	1,000.00	$	1,006.70	$	7.16	$	1,000.00	$	1,018.00	$	7.20		1.42	%		184		366
Class I	$	1,000.00	$	1,011.70	$	2.12	$	1,000.00	$	1,023.03	$	2.14		0.42	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford Municipal Opportunities Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,008.20	$	3.43	$	1,000.00	$	1,021.72	$	3.46		0.68	%		184		366
Class B	$	1,000.00	$	1,003.30	$	7.15	$	1,000.00	$	1,018.00	$	7.20		1.42	%		184		366
Class C	$	1,000.00	$	1,003.30	$	7.20	$	1,000.00	$	1,017.95	$	7.25		1.43	%		184		366
Class I	$	1,000.00	$	1,009.50	$	2.22	$	1,000.00	$	1,022.93	$	2.24		0.44	%		184		366

66

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Municipal Real Return Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,014.90	$	3.44	$	1,000.00	$	1,021.72	$	3.46		0.68	%		184		366
Class B	$	1,000.00	$	1,011.20	$	7.23	$	1,000.00	$	1,017.95	$	7.25		1.43	%		184		366
Class C	$	1,000.00	$	1,011.10	$	7.23	$	1,000.00	$	1,017.95	$	7.25		1.43	%		184		366
Class I	$	1,000.00	$	1,016.10	$	2.23	$	1,000.00	$	1,022.93	$	2.24		0.44	%		184		366
Class Y	$	1,000.00	$	1,016.20	$	2.18	$	1,000.00	$	1,022.98	$	2.19		0.43	%		184		366

Hartford Municipal Short Duration Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,003.10	$	3.42	$	1,000.00	$	1,021.72	$	3.46		0.68	%		184		366
Class C	$	1,000.00	$	1,000.30	$	7.14	$	1,000.00	$	1,018.00	$	7.20		1.42	%		184		366
Class I	$	1,000.00	$	1,004.40	$	2.17	$	1,000.00	$	1,022.98	$	2.19		0.43	%		184		366

The Hartford Quality Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,013.10	$	4.81	$	1,000.00	$	1,020.36	$	4.82		0.95	%		184		366
Class C	$	1,000.00	$	1,008.40	$	8.58	$	1,000.00	$	1,016.59	$	8.62		1.70	%		184		366
Class I	$	1,000.00	$	1,013.40	$	3.64	$	1,000.00	$	1,021.52	$	3.66		0.72	%		184		366
Class R3	$	1,000.00	$	1,011.60	$	5.92	$	1,000.00	$	1,019.26	$	5.94		1.17	%		184		366
Class R4	$	1,000.00	$	1,015.50	$	1.93	$	1,000.00	$	1,023.23	$	1.93		0.38	%		184		366
Class R5	$	1,000.00	$	1,016.10	$	0.91	$	1,000.00	$	1,024.23	$	0.92		0.18	%		184		366
Class Y	$	1,000.00	$	1,015.00	$	2.94	$	1,000.00	$	1,022.22	$	2.95		0.58	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

67

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Short Duration Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,012.20	$	4.30	$	1,000.00	$	1,020.86	$	4.32		0.85	%		184		366
Class B	$	1,000.00	$	1,013.20	$	4.25	$	1,000.00	$	1,020.91	$	4.27		0.84	%		184		366
Class C	$	1,000.00	$	1,009.40	$	8.03	$	1,000.00	$	1,017.14	$	8.06		1.59	%		184		366
Class I	$	1,000.00	$	1,014.60	$	2.89	$	1,000.00	$	1,022.27	$	2.90		0.57	%		184		366
Class R3	$	1,000.00	$	1,011.70	$	5.76	$	1,000.00	$	1,019.41	$	5.79		1.14	%		184		366
Class R4	$	1,000.00	$	1,013.20	$	4.25	$	1,000.00	$	1,020.91	$	4.27		0.84	%		184		366
Class R5	$	1,000.00	$	1,014.70	$	2.79	$	1,000.00	$	1,022.37	$	2.80		0.55	%		184		366
Class Y	$	1,000.00	$	1,014.90	$	2.58	$	1,000.00	$	1,022.57	$	2.59		0.51	%		184		366

The Hartford Strategic Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,042.90	$	4.83	$	1,000.00	$	1,020.41	$	4.77		0.94	%		184		366
Class B	$	1,000.00	$	1,043.90	$	4.83	$	1,000.00	$	1,020.41	$	4.77		0.94	%		184		366
Class C	$	1,000.00	$	1,039.70	$	8.66	$	1,000.00	$	1,016.64	$	8.57		1.69	%		184		366
Class I	$	1,000.00	$	1,044.20	$	3.60	$	1,000.00	$	1,021.62	$	3.56		0.70	%		184		366
Class R3	$	1,000.00	$	1,041.20	$	6.36	$	1,000.00	$	1,018.90	$	6.29		1.24	%		184		366
Class R4	$	1,000.00	$	1,044.10	$	4.88	$	1,000.00	$	1,020.36	$	4.82		0.95	%		184		366
Class R5	$	1,000.00	$	1,044.60	$	3.34	$	1,000.00	$	1,021.87	$	3.30		0.65	%		184		366
Class R6	$	1,000.00	$	1,044.90	$	3.14	$	1,000.00	$	1,022.07	$	3.10		0.61	%		184		366
Class Y	$	1,000.00	$	1,044.90	$	3.14	$	1,000.00	$	1,022.07	$	3.10		0.61	%		184		366

The Hartford Total Return Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,021.00	$	4.37	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class B	$	1,000.00	$	1,018.20	$	8.17	$	1,000.00	$	1,017.04	$	8.16		1.61	%		184		366
Class C	$	1,000.00	$	1,017.30	$	8.06	$	1,000.00	$	1,017.14	$	8.06		1.59	%		184		366
Class I	$	1,000.00	$	1,022.40	$	3.20	$	1,000.00	$	1,021.97	$	3.20		0.63	%		184		366
Class R3	$	1,000.00	$	1,020.30	$	5.89	$	1,000.00	$	1,019.31	$	5.89		1.16	%		184		366
Class R4	$	1,000.00	$	1,020.90	$	4.27	$	1,000.00	$	1,020.91	$	4.27		0.84	%		184		366
Class R5	$	1,000.00	$	1,023.40	$	2.80	$	1,000.00	$	1,022.37	$	2.80		0.55	%		184		366
Class R6	$	1,000.00	$	1,023.40	$	2.24	$	1,000.00	$	1,022.93	$	2.24		0.44	%		184		366
Class Y	$	1,000.00	$	1,023.00	$	2.24	$	1,000.00	$	1,022.93	$	2.24		0.44	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

68

Fixed Income Funds

Expense Examples (Unaudited) – (continued)

The Hartford Unconstrained Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,028.30	$	5.10	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class B	$	1,000.00	$	1,025.60	$	8.91	$	1,000.00	$	1,016.34	$	8.87		1.75	%		184		366
Class C	$	1,000.00	$	1,024.50	$	8.91	$	1,000.00	$	1,016.34	$	8.87		1.75	%		184		366
Class I	$	1,000.00	$	1,030.70	$	3.83	$	1,000.00	$	1,021.37	$	3.81		0.75	%		184		366
Class R3	$	1,000.00	$	1,027.90	$	6.63	$	1,000.00	$	1,018.60	$	6.60		1.30	%		184		366
Class R4	$	1,000.00	$	1,029.40	$	5.10	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class R5	$	1,000.00	$	1,031.00	$	3.57	$	1,000.00	$	1,021.62	$	3.56		0.70	%		184		366
Class Y	$	1,000.00	$	1,029.90	$	3.57	$	1,000.00	$	1,021.62	$	3.56		0.70	%		184		366

The Hartford World Bond Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,006.80	$	5.30	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class C	$	1,000.00	$	1,002.90	$	9.01	$	1,000.00	$	1,016.14	$	9.07		1.79	%		184		366
Class I	$	1,000.00	$	1,007.80	$	4.09	$	1,000.00	$	1,021.06	$	4.12		0.81	%		184		366
Class R3	$	1,000.00	$	1,005.80	$	6.86	$	1,000.00	$	1,018.30	$	6.90		1.36	%		184		366
Class R4	$	1,000.00	$	1,006.80	$	5.30	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class R5	$	1,000.00	$	1,008.70	$	3.84	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366
Class R6	$	1,000.00	$	1,008.70	$	3.58	$	1,000.00	$	1,021.57	$	3.61		0.71	%		184		366
Class Y	$	1,000.00	$	1,008.70	$	3.48	$	1,000.00	$	1,021.67	$	3.51		0.69	%		184		366

69

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.4%
			Argentina - 0.4%
	$	198,730	Aeropuertos Argentina S.A. 10.75%, 12/01/2020(1)	$	215,622
		150,000	Banco Hipotecario S.A. 9.75%, 11/30/2020(2)		169,500
		50,000	IRSA Propiedades Comerciales S.A. 8.75%, 03/23/2023(2)		55,500
					440,622
			Austria - 0.3%
		200,000	BRF GmbH 4.35%, 09/29/2026(2)		193,400
		200,000	Eldorado Intl. Finance GmbH 8.63%, 06/16/2021(2)		163,000
					356,400
			Azerbaijan - 0.5%
		200,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(2)		225,616
		260,000	State Oil Co. of the Azerbaijan Republic 6.95%, 03/18/2030(1)		281,944
					507,560
			Barbados - 0.3%
		240,000	Columbus International, Inc. 7.38%, 03/30/2021(1)		256,800
			Bermuda - 0.7%
		275,000	Digicel Group Ltd. 7.13%, 04/01/2022(1)		217,855
		215,000	GCX Ltd. 7.00%, 08/01/2019(1)		208,007
		310,000	Inkia Energy Ltd. 8.38%, 04/04/2021(1)		322,400
					748,262
			Brazil - 0.9%
		270,000	Banco do Brasil S.A. 5.88%, 01/26/2022(1)		271,858
		200,000	Centrais Electricas Brasileiras S.A. 5.75%, 10/27/2021(1)		199,750
		175,000	Vale S.A. 5.63%, 09/11/2042		152,150
		325,000	Votorantim Cimentos S.A. 7.25%, 04/05/2041(1)		316,062
					939,820
			British Virgin Islands - 1.9%
		245,000	CLP Power HK Finance Ltd. 4.25%, 11/07/2019(1)(3)(4)		253,925
		325,000	CNPC General Capital Ltd. 3.40%, 04/16/2023(1)		334,799
		270,000	GTL Trade Finance, Inc. 5.89%, 04/29/2024(1)		267,941
		470,000	HLP Finance Ltd. 4.75%, 06/25/2022(1)		505,663
		615,000	SmarTone Finance Ltd. 3.88%, 04/08/2023(1)		619,780
					1,982,108
			Cayman Islands - 2.8%
		250,000	Alibaba Group Holding Ltd. 3.13%, 11/28/2021		258,312
		230,000	Alliance Global Group Cayman Islands, Inc. 6.50%, 08/18/2017(1)		236,038

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.4% - (continued)
			Cayman Islands - 2.8% - (continued)
	$	360,000	Alpha Star Holding Ltd. 4.97%, 04/09/2019(1)	$	346,465
		275,000	Emirates NBD Tier Ltd. 5.75%, 05/30/2019(1)(3)(4)		279,015
		225,000	Geely Automobile Holdings Ltd. 5.25%, 10/06/2019(1)		234,000
		300,000	KWG Property Holding Ltd. 8.98%, 01/14/2019(1)		315,749
		200,000	Longfor Properties Co., Ltd. 6.75%, 01/29/2023(1)		215,497
		235,000	6.88%, 10/18/2019(1)		243,577
		240,000	MAF Global Securities Ltd. 7.13%, 10/29/2018(1)(3)(4)		252,600
		200,000	Semiconductor Manufacturing International Corp. 4.13%, 10/07/2019(1)		207,773
		275,000	Shimao Property Holdings Ltd. 8.38%, 02/10/2022(1)		310,084
					2,899,110
			Chile - 0.5%
		200,000	Cencosud S.A. 5.15%, 02/12/2025(2)		212,809
		350,000	Empresa Electrica Angamos S.A. 4.88%, 05/25/2029(1)		344,114
					556,923
			China - 0.2%
		225,000	Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(2)		240,669
			Colombia - 1.2%
			Banco de Bogota S.A.
		250,000	5.38%, 02/19/2023(1)		254,250
		200,000	6.25%, 05/12/2026(2)		206,500
			Colombia Telecomunicaciones S.A. ESP
		295,000	8.50%, 03/30/2020(2)(3)(4)		261,370
		150,000	8.50%, 12/29/2049(1)(4)		132,900
		280,000	Empresa de Energia de Bogota S.A. ESP 6.13%, 11/10/2021(1)		288,050
	COP	280,000,000	Empresa de Telecomunicaciones de Bogota 7.00%, 01/17/2023(2)		69,573
					1,212,643
			India - 1.2%
	$	255,000	Bharti Airtel Ltd. 4.38%, 06/10/2025(2)		262,373
		240,000	ICICI Bank Ltd. 6.38%, 04/30/2022(1)(4)		243,267
		230,000	Indian Oil Corp. Ltd. 5.75%, 08/01/2023(1)		261,931
		230,000	NTPC Ltd. 4.38%, 11/26/2024(1)		245,123
		275,000	Reliance Industries Ltd. 4.88%, 02/10/2045(2)		276,868
					1,289,562
			Ireland - 0.7%
		350,000	Borets Finance Ltd. 7.63%, 09/26/2018(1)		344,540
		200,000	Novolipetsk Steel via Steel Funding DAC 4.50%, 06/15/2023(1)		199,750

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

70

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.4% - (continued)
			Ireland - 0.7% - (continued)
	$	125,000	Vnesheconombank Via VEB Finance PLC 6.90%, 07/09/2020(1)	$	134,688
					678,978
			Kazakhstan - 0.8%
		295,000	Halyk Savings Bank of Kazakhstan JSC 7.25%, 01/28/2021(1)		320,193
		233,000	KazMunayGas National Co. JSC 7.00%, 05/05/2020(1)		258,335
		310,000	Zhaikmunai LLP 6.38%, 02/14/2019(1)		287,199
					865,727
			Luxembourg - 2.1%
	ZAR	475,000	European Investment Bank 0.00%, 12/31/2018(5)		29,717
	$	385,000	MHP S.A. 8.25%, 04/02/2020(1)		376,907
		275,000	Minerva Luxembourg S.A. 6.50%, 09/20/2026(2)		269,335
		365,000	Petrobras Global Finance B.V. 5.38%, 01/27/2021		361,423
		380,000	Sberbank of Russia Via SB Capital S.A. 5.13%, 10/29/2022(1)		382,428
		200,000	Severstal OAO Via Steel Capital S.A. 5.90%, 10/17/2022(1)		216,467
		515,000	VTB Bank OJSC Via VTB Capital S.A. 6.95%, 10/17/2022(1)		537,747
					2,174,024
			Mauritius - 0.2%
		200,000	MTN Mauritius Investment Ltd. 5.37%, 02/13/2022(2)		201,432
			Mexico - 1.0%
		275,000	Banco Nacional de Comercio Exterior S.N.C. 3.80%, 08/11/2026(2)(4)		272,250
		225,000	BBVA Bancomer S.A. 6.75%, 09/30/2022(1)		253,024
		200,000	Mexico City Airport Trust 5.50%, 10/31/2046(2)		195,250
		160,000	Petroleos Mexicanos 6.75%, 09/21/2047(2)		158,600
		200,000	Trust F 5.25%, 01/30/2026(2)		206,500
					1,085,624
			Morocco - 0.3%
		295,000	OCP S.A. 6.88%, 04/25/2044(1)		323,320
			Netherlands - 1.2%
		240,000	ICTSI Treasury B.V. 5.88%, 09/17/2025(1)		257,819
		200,000	Ihs Netherlands Holdco B.V. 9.50%, 10/27/2021(2)		208,017
		330,000	Myriad International Holdings B.V. 5.50%, 07/21/2025(1)		349,826
			Petrobras Global Finance B.V.
		150,000	7.25%, 03/17/2044		138,000
		65,000	8.38%, 05/23/2021		71,910
		265,000	VTR Finance B.V. 6.88%, 01/15/2024(1)		277,256
					1,302,828

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 22.4% - (continued)
			Peru - 0.6%
	$	321,000	Banco de Credito del Peru/Panama 6.88%, 09/16/2026(1)(4)	$	365,298
		250,000	Union Andina de Cementos SAA 5.88%, 10/30/2021(2)		259,750
					625,048
			Philippines - 0.3%
		240,000	SM Investments Corp. 4.88%, 06/10/2024(1)		256,229
			Singapore - 1.3%
		200,000	BOC Aviation Ltd. 3.88%, 04/27/2026(2)		205,221
		260,000	STATS ChipPAC Ltd. 8.50%, 11/24/2020(2)		269,438
		465,000	Theta Capital Pte Ltd. 6.13%, 11/14/2020(1)		478,047
		390,000	United Overseas Bank Ltd. 3.75%, 09/19/2024(1)(4)		402,792
					1,355,498
			Thailand - 0.6%
		225,000	Krung Thai Bank PCL/Cayman Islands 5.20%, 12/26/2024(1)(4)		235,581
		435,000	PTT Exploration & Production PCL 4.88%, 06/18/2019(2)(3)(4)		439,746
					675,327
			Turkey - 1.4%
		200,000	Turkcell Iletisim Hizmetleri AS 5.75%, 10/15/2025(1)		204,880
			Turkiye Is Bankasi
		200,000	5.38%, 10/06/2021(1)		199,652
		225,000	5.38%, 10/06/2021(2)		224,609
			Turkiye Sinai Kalkinma Bankasi AS
		200,000	4.88%, 05/18/2021(1)		195,368
		400,000	5.13%, 04/22/2020(1)		397,216
		200,000	Yasar Holding AS 8.88%, 05/06/2020(1)		213,000
					1,434,725
			United Arab Emirates - 0.5%
			Abu Dhabi National Energy Co. PJSC
		200,000	3.63%, 01/12/2023(1)		203,809
		200,000	4.38%, 06/22/2026(1)		209,316
		110,000	DP World Ltd. 6.85%, 07/02/2037(1)		125,307
					538,432
			United Kingdom - 0.3%
	ZAR	550,000	European Bank for Reconstruction & Development 0.00%, 12/31/2020(5)		29,264
	$	340,000	Tullow Oil PLC 6.25%, 04/15/2022(1)		311,950
					341,214
			United States - 0.2%
		230,000	Southern Copper Corp. 6.75%, 04/16/2040		250,554
			Total Corporate Bonds (cost $23,102,046)	$	23,539,439

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

71

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 66.4%
			Argentina - 1.6%
			Argentine Bonos del Tesoro
	ARS	8,975,000	18.20%, 10/03/2021	$	622,200
		3,125,000	21.20%, 09/19/2018		211,520
	$	250,000	City of Buenos Aires Argentina 7.50%, 06/01/2027(2)		269,375
		150,000	Provincia de Buenos Aires 9.13%, 03/16/2024(2)		166,125
		275,000	Provincia del Chaco Argentina 9.38%, 08/18/2024(2)		274,313
		150,000	Provincia del Chubut Argentina 7.75%, 07/26/2026(2)		151,500
					1,695,033
			Brazil - 7.6%
	EUR	100,000	Banco Nacional de Desenvolvimento Economico e Social 3.63%, 01/21/2019(1)		112,135
			Brazil Letras do Tesouro Nacional
	BRL	4,655,000	0.00%, 01/01/2020(5)		1,036,811
		2,978,000	0.00%, 07/01/2020(5)		629,190
			Brazil Notas do Tesouro Nacional
		6,147,000	10.00%, 01/01/2021		1,848,685
		13,031,000	10.00%, 01/01/2023		3,855,138
		1,208,000	10.00%, 01/01/2025		353,399
		498,000	10.00%, 01/01/2027		143,741
					7,979,099
			Bulgaria - 0.3%
	EUR	250,000	Bulgaria Government International Bond 3.13%, 03/26/2035(1)		281,655
			Chile - 0.4%
	CLP	281,500,000	Chile Government International Bond 5.50%, 08/05/2020		457,876
			Colombia - 5.0%
			Colombian TES
	COP	1,616,900,000	6.00%, 04/28/2028		478,636
		346,000,000	7.00%, 09/11/2019		116,327
		348,500,000	7.00%, 05/04/2022		116,432
		1,281,500,000	7.50%, 08/26/2026		429,522
		2,417,800,000	7.75%, 09/18/2030		822,247
		3,858,500,000	10.00%, 07/24/2024		1,508,033
		4,659,200,000	11.00%, 07/24/2020		1,763,454
					5,234,651
			Ecuador - 0.2%
			Ecuador Government International Bond
	$	200,000	10.75%, 03/28/2022(2)		211,500
			Ghana - 0.5%
			Ghana Government Bond
	GHS	180,000	21.00%, 03/23/2020		45,616
		185,000	24.00%, 11/23/2020		50,672
		1,625,000	24.75%, 07/19/2021		473,897
					570,185
			Hungary - 4.0%
			Hungary Government Bond
	HUF	370,820,000	2.00%, 10/30/2019		1,346,366
		60,510,000	2.50%, 10/27/2021		221,818
	$	165,130,000	3.00%, 06/26/2024		600,989
		161,320,000	5.50%, 06/24/2025		689,967

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 66.4% - (continued)
			Hungary - 4.0% - (continued)
	$	194,500,000	6.50%, 06/24/2019	$	787,687
		47,040,000	6.75%, 10/22/2028		226,881
		87,720,000	7.50%, 11/12/2020		384,068
					4,257,776
			Indonesia - 7.4%
			Indonesia Treasury Bond
	IDR	12,382,000,000	6.63%, 05/15/2033		840,521
		6,784,000,000	8.25%, 06/15/2032		544,398
		4,746,000,000	8.25%, 05/15/2036		377,820
		18,026,000,000	8.38%, 03/15/2024		1,467,168
		7,284,000,000	8.38%, 09/15/2026		593,946
		20,171,000,000	8.38%, 03/15/2034		1,619,338
		5,821,000,000	8.75%, 05/15/2031		498,542
		21,602,000,000	9.00%, 03/15/2029		1,834,382
					7,776,115
			Kazakhstan - 0.1%
	EUR	125,000	KazAgro National Management Holding JSC 3.26%, 05/22/2019(1)		135,509
			Malaysia - 6.2%
			Malaysia Government Bond
	MYR	2,175,000	3.49%, 03/31/2020		522,104
		2,465,000	3.65%, 10/31/2019		595,348
		375,000	3.66%, 10/15/2020		90,332
		1,485,000	3.76%, 03/15/2019		359,965
		2,485,000	3.80%, 09/30/2022		601,045
		4,305,000	3.80%, 08/17/2023		1,042,169
		3,415,000	3.84%, 04/15/2033		772,715
		755,000	3.89%, 07/31/2020		183,778
		1,125,000	3.96%, 09/15/2025		272,136
		1,645,000	4.05%, 09/30/2021		403,209
		2,910,000	4.16%, 07/15/2021		718,182
		1,625,000	4.38%, 11/29/2019		401,390
		2,540,000	4.50%, 04/15/2030		627,140
					6,589,513
			Mexico - 4.3%
			Mexican Bonos
	MXN	6,901,800	6.50%, 06/10/2021		373,206
		15,192,700	6.50%, 06/09/2022		822,450
		10,032,600	7.50%, 06/03/2027		576,436
		5,126,200	7.75%, 05/29/2031		299,523
		1,258,100	7.75%, 11/23/2034		73,717
		2,156,600	7.75%, 11/13/2042		127,755
		19,773,200	8.00%, 06/11/2020		1,119,498
		7,660,900	8.00%, 12/07/2023		449,176
		2,987,800	8.50%, 05/31/2029		184,735
		7,401,700	10.00%, 12/05/2024		487,006
		120,311	Mexican Udibonos 4.50%, 12/04/2025(6)		7,180
					4,520,682
			Mongolia - 0.2%
	$	200,000	Mongolia Government International Bond 10.88%, 04/06/2021(1)		216,006
			Peru - 0.9%
			Peru Government Bond
	PEN	100,000	6.35%, 08/12/2028		30,597
		378,000	6.85%, 02/12/2042		118,226

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

72

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 66.4% - (continued)
			Peru - 0.9% - (continued)
	PEN	2,235,000	6.90%, 08/12/2037	$	715,883
		325,000	6.95%, 08/12/2031		105,029
					969,735
			Poland - 3.9%
			Poland Government Bond
	PLN	7,705,000	1.50%, 04/25/2020		1,918,370
		275,000	1.75%, 07/25/2021		67,838
		740,000	2.00%, 04/25/2021		185,538
		3,765,000	3.25%, 07/25/2025		975,690
		1,050,000	5.25%, 10/25/2020		297,423
		1,450,000	5.75%, 10/25/2021		425,326
		855,000	Republic of Poland Government Bond 2.50%, 07/25/2027		203,177
					4,073,362
			Russia - 5.3%
			Russian Federal Bond - OFZ
	RUB	8,810,000	6.40%, 05/27/2020		129,438
		35,240,000	7.00%, 01/25/2023		514,876
		32,595,000	7.00%, 08/16/2023		474,798
		34,895,000	7.05%, 01/19/2028		496,721
		86,835,000	7.50%, 08/18/2021		1,311,402
		3,195,000	7.60%, 04/14/2021		48,554
		44,410,000	7.75%, 09/16/2026		668,476
		12,345,000	8.15%, 02/03/2027		191,391
	RUB	109,900,000	8.50%, 09/17/2031		1,734,271
					5,569,927
			South Africa - 7.1%
			South Africa Government Bond
	ZAR	3,962,218	6.25%, 03/31/2036		213,578
		3,855,000	6.50%, 02/28/2041		207,477
		5,645,000	6.75%, 03/31/2021		397,050
		6,615,000	7.00%, 02/28/2031		408,132
		4,130,000	8.00%, 01/31/2030		280,260
		12,225,000	8.25%, 03/31/2032		834,460
		12,985,000	8.50%, 01/31/2037		888,089
		5,940,000	8.75%, 01/31/2044		412,248
		2,875,000	8.75%, 02/28/2048		198,977
		3,070,000	8.88%, 02/28/2035		219,371
		9,945,000	9.00%, 01/31/2040		709,586
		32,415,000	10.50%, 12/21/2026		2,662,507
					7,431,735
			Sri Lanka - 0.2%
	$	200,000	Sri Lanka Government International Bond 6.83%, 07/18/2026(2)		211,020
			Thailand - 3.3%
			Thailand Government Bond
	THB	5,966,408	1.20%, 07/14/2021(1)(6)		167,168
		21,260,720	1.25%, 03/12/2028(1)(6)		567,356
		17,975,000	3.63%, 06/16/2023		565,634
		28,669,000	3.65%, 12/17/2021		890,114
		585,000	3.85%, 12/12/2025		19,033
		22,550,000	3.88%, 06/13/2019		680,205
		15,300,000	4.88%, 06/22/2029		555,781
					3,445,291

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 66.4% - (continued)
			Turkey - 7.9%
	$	200,000	Export Credit Bank of Turkey 5.38%, 10/24/2023(2)	$	199,940
			Turkey Government Bond
	TRY	1,315,558	3.00%, 07/21/2021(6)		433,661
		3,675,000	7.10%, 03/08/2023		1,039,820
		2,875,000	8.00%, 03/12/2025		834,370
		3,615,000	8.50%, 09/14/2022		1,104,051
		545,000	8.80%, 09/27/2023		167,503
		2,370,000	9.00%, 07/24/2024		733,768
		150,000	9.20%, 09/22/2021		47,653
		1,725,000	9.40%, 07/08/2020		554,977
		1,225,000	9.50%, 01/12/2022		392,728
		1,860,000	10.40%, 03/20/2024		620,050
		6,410,000	10.70%, 02/17/2021		2,150,284
					8,278,805
			Total Foreign Government Obligations (cost $70,247,507)	$	69,905,475
			Total Long-Term Investments (cost $93,349,553)	$	93,444,914
SHORT-TERM INVESTMENTS - 6.2%
			Other Investment Pools & Funds - 6.2%
		6,475,643	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	6,475,643
			Total Short-Term Investments (cost $6,475,643)	$	6,475,643

Total Investments Excluding Purchased Options (cost $99,825,196)	95.0	%	$	99,920,557
Total Purchased Options (cost $793,435)	0.6	%	$	594,949
Total Investments (cost $100,618,631)^	95.6	%	$	100,515,506
Other Assets and Liabilities	4.4	%		4,661,649
Total Net Assets	100.0	%	$	105,177,155

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

73

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $101,619,799 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	3,050,600
Unrealized Depreciation		(4,154,893	)
Net Unrealized Depreciation	$	(1,104,293	)

⁽¹⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $18,480,612, which represents 17.6% of total net assets.

⁽²⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $6,731,099, which represents 6.4% of total net assets.

⁽³⁾ Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁴⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁵⁾  Security is a zero-coupon bond.

⁽⁶⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
USD Call/BRL Put		GSC		3.90 BRL per USD		01/11/17		USD	1,027,000	$	1,345	$	22,922	$	(21,577	)
USD Call/HUF Put		BOA		282.15 HUF per USD		01/13/17		USD	1,053,000		16,073		31,169		(15,096	)
USD Call/MXN Put		GSC		21.45 MXN per USD		06/06/17		USD	1,917,000		36,605		44,762		(8,157	)
USD Call/TRY Put		GSC		3.22 TRY per USD		01/12/17		USD	523,000		5,843		8,159		(2,316	)
USD Call/TRY Put		BOA		3.95 TRY per USD		02/19/18		USD	919,000		25,118		68,557		(43,439	)
USD Call/TRY Put		JPM		3.46 TRY per USD		04/27/17		USD	2,111,000		29,212		32,457		(3,245	)
Total Calls										$	114,196	$	208,026	$	(93,830	)
Puts
USD Put/COP Call		GSC		2,870.00 COP per USD		04/20/17		USD	1,814,000	$	31,986	$	49,214	$	(17,228	)
USD Put/IDR Call		DEUT		12,325.00 IDR per USD		03/07/17		USD	2,250,000		2,952		8,167		(5,215	)
USD Put/INR Call		JPM		64.55 INR per USD		03/06/17		USD	2,221,000		1,721		5,397		(3,676	)
USD Put/MXN Call		GSC		16.82 MXN per USD		03/08/17		USD	1,863,000		3,191		50,394		(47,203	)
USD Put/MXN Call		MSC		18.57 MXN per USD		03/23/17		USD	6,964,000		159,107		108,931		50,176
USD Put/MYR Call		BOA		4.18 MYR per USD		04/21/17		USD	2,127,000		43,527		52,494		(8,967	)
USD Put/MYR Call		JPM		3.75 MYR per USD		07/04/17		USD	1,163,000		1,991		5,966		(3,975	)
USD Put/PLN Call		BCLY		3.78 PLN per USD		04/27/17		USD	2,111,000		26,208		23,031		3,177
USD Put/RUB Call		GSC		62.17 RUB per USD		12/28/16		USD	988,000		8,007		18,673		(10,666	)
USD Put/RUB Call		GSC		62.58 RUB per USD		01/11/17		USD	1,027,000		11,520		18,055		(6,535	)
USD Put/RUB Call		GSC		61.83 RUB per USD		01/12/17		USD	1,047,000		7,979		17,066		(9,087	)
USD Put/RUB Call		CSFB		59.74 RUB per USD		03/08/17		USD	2,250,000		10,618		12,364		(1,746	)
USD Put/RUB Call		DEUT		58.20 RUB per USD		03/20/17		USD	3,378,000		9,202		60,737		(51,535	)
USD Put/RUB Call		CBK		57.40 RUB per USD		06/06/17		USD	959,000		3,671		4,733		(1,062	)
USD Put/ZAR Call		HSBC		13.00 ZAR per USD		02/23/17		USD	1,862,000		31,365		33,218		(1,853	)
Total Puts										$	353,045	$	468,440	$	(115,395	)
Total purchased option contracts										$	467,241	$	676,466	$	(209,225	)

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

74

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Option Contracts Outstanding at October 31, 2016 - (continued)
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written option contracts:
Calls
USD Call/HUF Put		BOA		297.35 HUF per USD		01/13/17		USD	(1,053,000	)	$	(3,911	)	$	(11,899	)	$	7,988
USD Call/PLN Put		BCLY		4.21 PLN per USD		04/27/17		USD	(2,111,000	)		(24,152	)		(27,633	)		3,481
USD Call/RUB Put		GSC		75.11 RUB per USD		12/28/16		USD	(988,000	)		(1,209	)		(24,305	)		23,096
USD Call/RUB Put		GSC		74.80 RUB per USD		01/11/17		USD	(1,027,000	)		(2,353	)		(23,703	)		21,350
USD Call/RUB Put		GSC		73.55 RUB per USD		01/12/17		USD	(1,047,000	)		(3,197	)		(22,594	)		19,397
USD Call/RUB Put		GSC		83.44 RUB per USD		06/06/17		USD	(959,000	)		(8,277	)		(36,183	)		27,906
USD Call/TRY Put		BOA		6.05 TRY per USD		02/19/18		USD	(919,000	)		(4,283	)		(19,299	)		15,016
Total Calls											$	(47,382	)	$	(165,616	)	$	118,234
Puts
USD Put/BRL Call		GSC		3.27 BRL per USD		01/11/17		USD	(1,027,000	)	$	(31,280	)	$	(17,274	)	$	(14,006	)
USD Put/COP Call		GSC		2,675.00 COP per USD		04/20/17		USD	(1,814,000	)		(10,150	)		(16,272	)		6,122
USD Put/HUF Call		BOA		270.00 HUF per USD		01/13/17		USD	(1,053,000	)		(3,440	)		(13,636	)		10,196
USD Put/MXN Call		BOA		18.57 MXN per USD		11/17/16		USD	(3,727,000	)		(43,126	)		(47,147	)		4,021
USD Put/MXN Call		MSC		20.01 MXN per USD		03/23/17		USD	(2,321,000	)		(157,354	)		(108,915	)		(48,439	)
USD Put/MYR Call		BOA		4.18 MYR per USD		11/23/16		USD	(2,127,000	)		(13,360	)		(20,749	)		7,389
USD Put/TRY Call		GSC		2.86 TRY per USD		01/12/17		USD	(1,047,000	)		(300	)		(11,517	)		11,217
USD Put/TRY Call		JPM		3.07 TRY per USD		04/27/17		USD	(2,111,000	)		(27,190	)		(23,253	)		(3,937	)
USD Put/ZAR Call		CBK		12.75 ZAR per USD		12/19/16		USD	(3,724,000	)		(20,224	)		(11,488	)		(8,736	)
Total Puts											$	(306,424	)	$	(270,251	)	$	(36,173	)
Total written option contracts											$	(353,806	)	$	(435,867	)	$	82,061

OTC Swaption Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate			Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
Interest Rate Swaption KRW		BOA		1.95	%		01/26/18		KRW	1,034,545,000	$	38,222	$	19,638	$	18,584
Interest Rate Swaption KRW		CBK		1.94	%		01/26/18		KRW	2,069,095,000		75,113		38,846		36,267
Total Calls											$	113,335	$	58,484	$	54,851
Puts
Interest Rate Swaption KRW		BOA		1.95	%		01/26/18		KRW	1,034,545,000	$	4,685	$	19,638	$	(14,953	)
Interest Rate Swaption KRW		CBK		1.94	%		01/26/18		KRW	2,069,095,000		9,688		38,847		(29,159	)
Total Puts											$	14,373	$	58,485	$	(44,112	)
Total purchased swaption contracts											$	127,708	$	116,969	$	10,739

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury Long Bond Future		1		12/20/2016	$	170,792	$	162,719	$	(8,073	)
Short position contracts:
Euro BUXL 30-Year Bond Future		1		12/08/2016	$	210,241	$	197,463	$	12,778
U.S. Treasury 10-Year Note Future		5		12/20/2016		649,991		648,125		1,866
U.S. Treasury 5-Year Note Future		1		12/30/2016		120,913		120,797		116
Total									$	14,760
Total futures contracts									$	6,687

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

75

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Cross Currency Swap Contracts Outstanding at October 31, 2016
Receive	Pay	Maturity Date(1)		Counter- party		Notional Amount of Currency Received			Notional Amount of Currency Delivered			Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 8.07% based on the notional amount of currency delivered		12/21/18		JPM		USD	1,623,652		RUB	105,375,000	$	12,598	$	—		$	(38,382	)	$	(50,980	)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 7.07% based on the notional amount of currency delivered		12/21/21		JPM		USD	929,199		RUB	60,305,000		7,210		—			(21,724	)		(28,934	)
Fixed Rate equal to 8.07% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		12/21/18		JPM		RUB	105,375,000		USD	1,623,652		—		(12,598	)		52,735			65,333
Fixed Rate equal to 7.07% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		12/21/21		JPM		RUB	60,305,000		USD	929,199		—		(7,210	)		21,966			29,176
Total												$	19,808	$	(19,808	)	$	14,595		$	14,595

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counterparty	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1M MXIBTIIE	5.65% Fixed		MXN	4,560,000		08/17/21	$	—	$	—	$	(4,622	)	$	(4,622	)
BCLY	1.98% Fixed	3M KRW KSDA		KRW	1,605,000,000		12/16/25		—		—		(58,855	)		(58,855	)
BCLY	3M KRW KSDA	1.54% Fixed		KRW	7,363,975,000		12/16/17		—		—		13,977			13,977
BCLY	1.70% Fixed	3M PLN WIBOR		PLN	7,325,000		10/06/17		—		—		2,297			2,297
BNP	3M KRW KSDA	1.24% Fixed		KRW	264,840,000		12/21/21		—		—		(2,003	)		(2,003	)
DEUT	1M MXIBTIIE	5.90% Fixed		MXN	16,230,000		07/20/21		—		—		(7,009	)		(7,009	)
DEUT	6.13% Fixed	3M Banco Central De La Republica		COP	422,610,000		09/20/21		—		—		194			194
DEUT	1.31% Fixed	3M KRW KSDA		KRW	1,578,050,000		12/21/26		—		—		26,423			26,423
DEUT	3M KRW KSDA	1.25% Fixed		KRW	116,000,000		12/21/21		—		—		(2,103	)		(2,103	)
GSC	1M MXIBTIIE	5.90% Fixed		MXN	25,675,000		07/21/21		—		—		(11,423	)		(11,423	)
GSC	3M Banco Central De La Republica	6.74% Fixed		COP	1,605,475,000		06/29/18		—		—		3,145			3,145
GSC	3M Banco Central De La Republica	7.30% Fixed		COP	377,755,000		06/29/26		—		—		6,263			6,263
GSC	6.79% Fixed	3M Banco Central De La Republica		COP	1,322,155,000		06/29/21		—		—		(13,277	)		(13,277	)
GSC	3M KRW KSDA	1.24% Fixed		KRW	207,185,000		12/21/21		—		—		(1,602	)		(1,602	)
GSC	3.48% Fixed	6M CLICP		CLP	140,790,000		03/12/17		—		—		(48	)		(48	)
GSC	6M PLN WIBOR	2.13% Fixed		PLN	3,500,000		11/02/21		—		—		1,414			1,414
JPM	1M MXN TIIE	6.07% Fixed		MXN	12,475,000		10/25/21		—		—		(1,702	)		(1,702	)
JPM	6.10% Fixed	3M Banco Central De La Republica		COP	525,400,000		09/16/21		—		—		503			503
JPM	6.10% Fixed	3M Banco Central De La Republica		COP	1,751,340,000		09/20/21		—		—		1,566			1,566
JPM	1.69% Fixed	3M PLN WIBOR		PLN	5,450,000		10/03/17		—		—		2,266			2,266
MSC	3M Banco Central De La Republica	6.82% Fixed		COP	2,596,675,000		06/27/18		—		—		6,152			6,152
MSC	3M Banco Central De La Republica	6.54% Fixed		COP	1,628,600,000		07/08/18		—		—		1,674			1,674
MSC	3M Banco Central De La Republica	7.41% Fixed		COP	677,875,000		06/27/26		—		—		13,060			13,060

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

76

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016 - (continued)
Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
MSC		3M Banco Central De La Republica		6.98% Fixed		COP	466,520,000		07/08/26	$	—	$	—	$	4,091		$	4,091
MSC		6.51% Fixed		3M Banco Central De La Republica		COP	1,526,210,000		07/08/21		—		—		(8,030	)		(8,030	)
MSC		6.90% Fixed		3M Banco Central De La Republica		COP	2,286,985,000		06/27/21		—		—		(24,153	)		(24,153	)
Total										$	—	$	—	$	(51,802	)	$	(51,802	)

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
1.58% Fixed		3M USD LIBOR		USD	400,000		06/07/26	$	—	$	—	$	(7,190	)	$	(7,190	)
2.03% Fixed		3M USD LIBOR		USD	1,150,000		12/03/25		—		—		(47,103	)		(47,103	)
3M USD LIBOR		0.97% Fixed		USD	7,950,000		12/03/17		—		—		19,474			19,474
3M USD LIBOR		1.90% Fixed		USD	810,000		07/29/26		—		—		20,812			20,812
Total								$	—	$	—	$	(14,007	)	$	(14,007	)

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
ARS	Buy		12/21/16	BNP	$	52,280	$	53,088	$	808
ARS	Buy		12/21/16	BNP		80,431		81,231		800
ARS	Buy		01/04/17	BNP		201,781		205,682		3,901
ARS	Sell		12/21/16	HSBC		52,333		53,088		(755	)
ARS	Sell		12/21/16	JPM		79,975		81,231		(1,256	)
ARS	Sell		01/04/17	JPM		202,753		205,681		(2,928	)
AUD	Buy		12/21/16	CBK		1,524,104		1,542,179		18,075
AUD	Sell		12/21/16	CBK		2,312,433		2,339,856		(27,423	)
BRL	Buy		12/02/16	MSC		11,975,661		12,362,049		386,388
BRL	Buy		12/02/16	MSC		533,390		542,807		9,417
BRL	Buy		12/02/16	MSC		533,739		538,775		5,036
BRL	Buy		12/02/16	MSC		106,090		109,803		3,713
BRL	Buy		12/02/16	BNP		294,388		297,768		3,380
BRL	Buy		12/02/16	MSC		260,297		263,649		3,352
BRL	Buy		12/02/16	SCB		96,575		99,257		2,682
BRL	Buy		01/13/17	GSC		485,149		525,174		40,025
BRL	Buy		11/03/17	JPM		3,570,432		3,638,889		68,457
BRL	Sell		12/02/16	GSC		550,344		545,909		4,435
BRL	Sell		12/02/16	SCB		113,780		111,663		2,117
BRL	Sell		12/02/16	SSG		140,389		141,130		(741	)
BRL	Sell		12/02/16	HSBC		683,986		691,691		(7,705	)
BRL	Sell		12/02/16	MSC		161,343		169,977		(8,634	)
BRL	Sell		12/02/16	GSC		914,839		937,971		(23,132	)
BRL	Sell		12/02/16	MSC		653,960		686,419		(32,459	)
BRL	Sell		12/02/16	JPM		3,890,577		3,970,247		(79,670	)
BRL	Sell		11/03/17	MSC		3,152,672		3,639,743		(487,071	)
BRL	Sell		11/03/17	MSC		3,152,037		3,639,458		(487,421	)
CAD	Sell		12/21/16	CBK		791,526		771,954		19,572
CLP	Buy		12/21/16	BOA		2,568,226		2,665,283		97,057
CLP	Buy		12/21/16	SCB		2,568,415		2,665,283		96,868
CLP	Buy		12/21/16	SSG		354,896		364,844		9,948
CLP	Buy		12/21/16	JPM		132,338		131,631		(707	)
CLP	Sell		12/21/16	MSC		319,820		324,882		(5,062	)

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

77

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
CLP	Sell		12/21/16	SCB	$	3,305,358	$	3,430,020	$	(124,662	)
CLP	Sell		12/21/16	BOA		3,305,115		3,430,020		(124,905	)
CNH	Buy		12/21/16	GSC		999,295		1,000,239		944
CNH	Buy		12/21/16	BCLY		240,380		236,984		(3,396	)
CNH	Buy		03/08/17	BOA		1,276,148		1,258,786		(17,362	)
CNH	Buy		03/09/17	BCLY		894,924		881,123		(13,801	)
CNH	Sell		12/21/16	RBS		2,522,673		2,501,041		21,632
CNH	Sell		12/21/16	GSC		331,783		330,132		1,651
CNH	Sell		12/21/16	BCLY		223,298		223,320		(22	)
CNH	Sell		12/21/16	BCLY		233,866		234,633		(767	)
CNH	Sell		03/08/17	BCLY		623,888		625,155		(1,267	)
CNH	Sell		03/09/17	BCLY		473,093		474,024		(931	)
COP	Buy		11/25/16	GSC		725,332		708,436		(16,896	)
COP	Buy		12/21/16	SSG		1,903,747		1,899,665		(4,082	)
COP	Buy		12/21/16	SSG		262,536		257,682		(4,854	)
COP	Buy		12/21/16	SSG		308,381		301,031		(7,350	)
COP	Buy		12/21/16	SSG		778,975		750,720		(28,255	)
COP	Buy		07/18/17	BNP		755,286		755,134		(152	)
COP	Buy		07/18/17	SSG		161,900		161,474		(426	)
COP	Buy		07/18/17	SSG		397,960		397,003		(957	)
COP	Buy		07/21/17	SSG		228,804		229,397		593
COP	Buy		07/21/17	SSG		153,022		152,930		(92	)
COP	Buy		08/01/17	RBS		340,076		357,342		17,266
COP	Buy		08/03/17	CBK		313,345		328,858		15,513
COP	Buy		08/03/17	CIB		172,884		181,553		8,669
COP	Buy		08/04/17	GSC		478,669		504,123		25,454
COP	Sell		11/15/16	GSC		172		166		6
COP	Sell		11/25/16	CBK		527,984		514,286		13,698
COP	Sell		12/21/16	JPM		549,558		533,740		15,818
COP	Sell		12/21/16	HSBC		440,404		431,077		9,327
COP	Sell		12/21/16	SSG		796,108		788,190		7,918
COP	Sell		12/21/16	MSC		86,006		83,332		2,674
COP	Sell		12/21/16	CBK		112,803		110,449		2,354
COP	Sell		12/21/16	SSG		177,068		176,688		380
COP	Sell		04/24/17	GSC		411,213		401,538		9,675
COP	Sell		07/18/17	SCB		1,326,420		1,313,610		12,810
COP	Sell		07/21/17	CIB		392,142		382,328		9,814
COP	Sell		08/01/17	CIB		366,305		357,343		8,962
COP	Sell		08/03/17	CIB		523,452		510,412		13,040
COP	Sell		08/04/17	CIB		516,825		504,123		12,702
EUR	Buy		12/21/16	GSC		263,345		258,595		(4,750	)
EUR	Buy		12/21/16	RBC		382,931		374,138		(8,793	)
EUR	Buy		12/21/16	SSG		381,867		373,038		(8,829	)
EUR	Buy		12/21/16	CBA		383,068		374,138		(8,930	)
EUR	Buy		12/21/16	CSFB		383,083		374,138		(8,945	)
EUR	Sell		12/21/16	CSFB		588,145		574,412		13,733
EUR	Sell		12/21/16	CBA		588,122		574,412		13,710
EUR	Sell		12/21/16	RBC		587,912		574,412		13,500
EUR	Sell		12/21/16	SSG		583,501		570,010		13,491
HUF	Buy		12/21/16	CBK		47,137		45,973		(1,164	)
HUF	Buy		12/21/16	MSC		227,716		224,645		(3,071	)
HUF	Buy		12/21/16	MSC		176,560		172,932		(3,628	)
HUF	Buy		12/21/16	SCB		339,674		333,371		(6,303	)
HUF	Buy		12/21/16	SCB		668,586		655,335		(13,251	)
HUF	Buy		12/21/16	RBS		615,075		595,093		(19,982	)
HUF	Buy		12/21/16	MSC		1,377,439		1,348,974		(28,465	)
HUF	Buy		12/21/16	SCB		2,046,353		2,007,579		(38,774	)
HUF	Buy		01/17/17	BOA		508,240		510,559		2,319

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

78

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
HUF	Sell		12/21/16	SCB	$	3,586,250	$	3,518,298	$	67,952
HUF	Sell		12/21/16	BCLY		357,392		351,703		5,689
HUF	Sell		12/21/16	HSBC		218,476		214,564		3,912
HUF	Sell		12/21/16	WEST		207,211		204,060		3,151
HUF	Sell		12/21/16	SSG		115,376		113,865		1,511
HUF	Sell		12/21/16	GSC		22,871		22,909		(38	)
HUF	Sell		12/21/16	SCB		391,161		391,766		(605	)
HUF	Sell		12/21/16	BCLY		499,928		503,219		(3,291	)
HUF	Sell		12/21/16	CBK		390,769		394,329		(3,560	)
IDR	Buy		12/21/16	SCB		1,447,318		1,469,814		22,496
IDR	Buy		12/21/16	BOA		559,713		569,945		10,232
IDR	Buy		12/21/16	HSBC		327,034		327,715		681
IDR	Buy		12/21/16	BCLY		179,695		180,247		552
IDR	Buy		12/21/16	CSFB		179,658		180,018		360
IDR	Buy		12/21/16	MSC		272,866		272,272		(594	)
IDR	Sell		12/21/16	MSC		249,820		247,555		2,265
IDR	Sell		12/21/16	MSC		114,216		114,613		(397	)
IDR	Sell		03/09/17	DEUT		221,198		221,942		(744	)
INR	Buy		12/21/16	JPM		603,629		607,992		4,363
INR	Buy		12/21/16	SCB		467,349		467,880		531
INR	Buy		12/21/16	BCLY		64,047		64,186		139
INR	Buy		12/21/16	MSC		981,317		979,443		(1,874	)
INR	Sell		12/21/16	RBS		24,034		24,218		(184	)
INR	Sell		03/08/17	JPM		217,902		218,266		(364	)
KRW	Buy		12/21/16	UBS		2,496,539		2,462,651		(33,888	)
KRW	Sell		12/21/16	UBS		2,603,253		2,567,917		35,336
KRW	Sell		12/21/16	CBK		557,596		535,881		21,715
KRW	Sell		12/21/16	CBK		467,851		465,002		2,849
KZT	Buy		11/07/16	DEUT		112,958		118,872		5,914
KZT	Buy		11/07/16	BOA		104,887		110,067		5,180
KZT	Buy		11/14/16	CBK		95,597		99,071		3,474
KZT	Buy		11/16/16	DEUT		217,819		226,376		8,557
KZT	Buy		11/18/16	BCLY		102,279		106,296		4,017
KZT	Buy		11/18/16	CBK		109,367		111,557		2,190
KZT	Sell		11/07/16	DEUT		36,202		37,775		(1,573	)
KZT	Sell		11/07/16	DEUT		84,593		88,142		(3,549	)
KZT	Sell		11/07/16	CBK		98,732		103,021		(4,289	)
MXN	Buy		11/17/16	MSC		706,619		707,382		763
MXN	Buy		11/18/16	BCLY		129,392		126,074		(3,318	)
MXN	Buy		11/22/16	BOA		1,333,087		1,335,061		1,974
MXN	Buy		12/21/16	UBS		7,384,635		7,498,959		114,324
MXN	Buy		12/21/16	SSG		373,268		390,327		17,059
MXN	Buy		12/21/16	BCLY		172,276		179,382		7,106
MXN	Buy		12/21/16	CBK		333,524		337,354		3,830
MXN	Buy		12/21/16	BNP		79,683		81,538		1,855
MXN	Buy		12/21/16	CBK		74,228		75,908		1,680
MXN	Buy		12/21/16	SSG		20,329		20,778		449
MXN	Buy		12/21/16	GSC		8,429		8,679		250
MXN	Buy		12/21/16	MSC		34,591		34,772		181
MXN	Buy		12/21/16	MSC		478,386		477,966		(420	)
MXN	Buy		12/21/16	BCLY		65,543		64,178		(1,365	)
MXN	Buy		12/21/16	MSC		736,408		729,207		(7,201	)
MXN	Buy		12/22/16	GSC		533,662		512,844		(20,818	)
MXN	Buy		12/30/16	DEUT		684,506		693,063		8,557
MXN	Buy		02/10/17	DEUT		1,236,655		1,210,203		(26,452	)
MXN	Buy		02/10/17	JPM		2,182,215		2,145,949		(36,266	)
MXN	Buy		02/21/17	GSC		617,769		633,298		15,529
MXN	Buy		02/21/17	JPM		531,676		511,759		(19,917	)

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

79

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
MXN	Buy		03/10/17	JPM	$	72,945	$	73,378	$	433
MXN	Buy		05/31/17	DEUT		440,796		435,001		(5,795	)
MXN	Buy		06/08/17	GSC		824,258		820,422		(3,836	)
MXN	Buy		08/31/17	BOA		2,745,233		2,862,401		117,168
MXN	Sell		12/21/16	HSBC		365,379		362,972		2,407
MXN	Sell		12/21/16	MSC		325,860		324,571		1,289
MXN	Sell		12/21/16	MSC		103,211		103,526		(315	)
MXN	Sell		12/21/16	MSC		66,271		67,755		(1,484	)
MXN	Sell		12/21/16	GSC		324,231		326,149		(1,918	)
MXN	Sell		12/21/16	HSBC		658,889		662,819		(3,930	)
MXN	Sell		12/21/16	MSC		159,256		165,021		(5,765	)
MXN	Sell		12/21/16	DEUT		347,701		354,871		(7,170	)
MXN	Sell		12/21/16	BNP		334,062		342,562		(8,500	)
MXN	Sell		12/21/16	BCLY		333,563		343,509		(9,946	)
MXN	Sell		12/21/16	BNP		1,073,944		1,100,649		(26,705	)
MXN	Sell		12/21/16	GSC		1,584,025		1,610,756		(26,731	)
MXN	Sell		12/22/16	GSC		132,510		130,972		1,538
MXN	Sell		12/30/16	DEUT		597,852		628,891		(31,039	)
MXN	Sell		02/10/17	JPM		3,349,520		3,356,152		(6,632	)
MXN	Sell		02/21/17	DEUT		274,192		270,353		3,839
MXN	Sell		03/10/17	GSC		850,573		781,344		69,229
MXN	Sell		03/27/17	MSC		523,751		545,510		(21,759	)
MXN	Sell		05/31/17	GSC		387,266		396,564		(9,298	)
MXN	Sell		06/08/17	BCLY		548,578		552,127		(3,549	)
MXN	Sell		06/08/17	BCLY		653,094		657,319		(4,225	)
MXN	Sell		08/31/17	BOA		2,911,511		2,862,401		49,110
MYR	Buy		11/25/16	BOA		1,061,799		1,059,242		(2,557	)
MYR	Buy		12/21/16	CBK		345,187		346,160		973
MYR	Buy		12/21/16	BNP		347,909		347,111		(798	)
MYR	Buy		12/21/16	BCLY		264,820		259,144		(5,676	)
MYR	Buy		12/21/16	BOA		293,868		287,674		(6,194	)
MYR	Buy		12/21/16	SCB		6,432,773		6,318,605		(114,168	)
MYR	Sell		12/21/16	SCB		3,936,827		3,866,957		69,870
MYR	Sell		12/21/16	BCLY		617,314		608,633		8,681
MYR	Sell		12/21/16	GSC		358,363		354,005		4,358
MYR	Sell		12/21/16	HSBC		520,945		520,666		279
MYR	Sell		04/25/17	BOA		1,120,874		1,116,636		4,238
MYR	Sell		07/06/17	JPM		115,260		113,260		2,000
NGN	Buy		07/26/17	SCB		38,908		41,771		2,863
NGN	Buy		07/26/17	CBK		23,029		24,991		1,962
NGN	Buy		07/26/17	DEUT		14,566		15,743		1,177
NGN	Buy		07/26/17	SCB		6,284		6,746		462
NGN	Buy		08/02/17	BCLY		45,346		50,630		5,284
NGN	Buy		08/02/17	SCB		35,795		39,940		4,145
NGN	Buy		08/02/17	JPM		33,130		36,943		3,813
NGN	Buy		08/02/17	GSC		20,595		22,965		2,370
NGN	Sell		07/26/17	CBK		36,532		44,626		(8,094	)
NGN	Sell		07/26/17	CBK		36,532		44,626		(8,094	)
NGN	Sell		08/02/17	CBK		55,403		67,716		(12,313	)
NGN	Sell		08/02/17	CBK		67,713		82,762		(15,049	)
NZD	Buy		12/21/16	BCLY		1,600,299		1,563,022		(37,277	)
NZD	Sell		12/21/16	BCLY		2,393,141		2,337,396		55,745
PEN	Buy		12/21/16	SCB		1,955,046		1,992,197		37,151
PEN	Buy		12/21/16	BCLY		40,181		40,784		603
PEN	Buy		12/21/16	DEUT		31,195		31,622		427
PEN	Buy		12/21/16	MSC		154,828		155,156		328
PEN	Buy		12/21/16	BNP		124,556		124,420		(136	)
PEN	Buy		12/21/16	SSG		213,810		213,671		(139	)

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

80

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
PEN	Buy		12/21/16	SSG	$	368,243	$	367,644	$	(599	)
PEN	Sell		12/21/16	BCLY		34,357		34,873		(516	)
PEN	Sell		12/21/16	HSBC		78,694		79,794		(1,100	)
PEN	Sell		12/21/16	SSG		198,337		200,963		(2,626	)
PEN	Sell		12/21/16	SCB		583,237		594,320		(11,083	)
PHP	Buy		12/21/16	RBS		1,435,172		1,423,470		(11,702	)
PHP	Sell		12/21/16	RBS		1,496,379		1,484,178		12,201
PHP	Sell		12/21/16	BCLY		584,929		586,438		(1,509	)
PLN	Buy		12/21/16	MSC		715,919		723,424		7,505
PLN	Buy		12/21/16	GSC		1,097,397		1,100,287		2,890
PLN	Buy		12/21/16	SCB		114,376		115,860		1,484
PLN	Buy		12/21/16	SCB		115,438		115,860		422
PLN	Buy		12/21/16	CSFB		66,542		65,187		(1,355	)
PLN	Buy		12/21/16	MSC		266,968		265,078		(1,890	)
PLN	Buy		12/21/16	BCLY		231,419		225,354		(6,065	)
PLN	Buy		12/21/16	CBK		579,564		571,660		(7,904	)
PLN	Buy		12/21/16	RBS		6,578,425		6,501,393		(77,032	)
PLN	Sell		12/21/16	CBK		519,695		509,020		10,675
PLN	Sell		12/21/16	HSBC		750,903		742,267		8,636
PLN	Sell		12/21/16	GSC		201,229		197,344		3,885
PLN	Sell		12/21/16	SSG		138,343		137,504		839
PLN	Sell		12/21/16	JPM		157,316		159,148		(1,832	)
PLN	Sell		05/02/17	BCLY		930,420		939,029		(8,609	)
RON	Buy		12/21/16	SCB		25,569		25,609		40
RON	Buy		12/21/16	MSC		376,317		365,835		(10,482	)
RON	Buy		12/21/16	SCB		2,310,481		2,230,372		(80,109	)
RON	Sell		12/21/16	SCB		138,957		134,139		4,818
RON	Sell		12/21/16	HSBC		160,241		158,529		1,712
RUB	Buy		12/21/16	CBK		2,114,679		2,176,412		61,733
RUB	Buy		12/21/16	GSC		204,121		211,810		7,689
RUB	Buy		12/21/16	CSFB		6,045		5,956		(89	)
RUB	Buy		12/21/16	GSC		5,050		4,960		(90	)
RUB	Buy		12/21/16	GSC		76,657		75,730		(927	)
RUB	Buy		12/21/16	CSFB		88,148		87,205		(943	)
RUB	Buy		12/21/16	GSC		224,698		222,679		(2,019	)
RUB	Buy		12/21/16	HSBC		252,551		250,204		(2,347	)
RUB	Buy		12/21/16	JPM		286,592		282,859		(3,733	)
RUB	Buy		12/21/16	BCLY		758,123		742,353		(15,770	)
RUB	Buy		06/07/17	CBK		274,698		270,565		(4,133	)
RUB	Sell		12/21/16	CSFB		741,961		731,950		10,011
RUB	Sell		12/21/16	GSC		301,735		297,476		4,259
RUB	Sell		12/21/16	MSC		241,198		240,344		854
RUB	Sell		12/21/16	JPM		420,258		419,685		573
RUB	Sell		12/21/16	MSC		119,086		118,757		329
RUB	Sell		12/21/16	BCLY		459,186		464,236		(5,050	)
RUB	Sell		12/21/16	CBK		181,763		187,069		(5,306	)
RUB	Sell		12/21/16	JPM		425,356		431,986		(6,630	)
RUB	Sell		12/21/16	BCLY		314,156		324,035		(9,879	)
RUB	Sell		12/29/16	GSC		431,124		452,046		(20,922	)
RUB	Sell		01/12/17	GSC		490,385		512,901		(22,516	)
RUB	Sell		01/13/17	GSC		502,736		518,686		(15,950	)
RUB	Sell		03/09/17	CSFB		216,176		222,324		(6,148	)
RUB	Sell		06/07/17	GSC		385,570		411,105		(25,535	)
THB	Buy		12/21/16	JPM		130,766		129,891		(875	)
THB	Buy		12/21/16	BCLY		130,362		128,749		(1,613	)
THB	Buy		12/21/16	BCLY		1,074,575		1,065,388		(9,187	)
THB	Buy		12/21/16	RBS		5,512,863		5,499,569		(13,294	)
THB	Sell		12/21/16	BCLY		721,284		714,541		6,743

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

81

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
THB	Sell		12/21/16	RBC	$	195,439	$	193,266	$	2,173
THB	Sell		12/21/16	BNP		175,078		175,281		(203	)
THB	Sell		12/21/16	JPM		97,414		97,632		(218	)
THB	Sell		12/21/16	SSG		114,259		117,044		(2,785	)
THB	Sell		12/21/16	HSBC		515,531		523,560		(8,029	)
TRY	Buy		12/21/16	MSC		400,583		401,720		1,137
TRY	Buy		12/21/16	SCB		182,141		182,164		23
TRY	Buy		12/21/16	HSBC		285,173		283,792		(1,381	)
TRY	Buy		12/21/16	JPM		602,776		597,945		(4,831	)
TRY	Buy		12/21/16	BCLY		225,527		215,720		(9,807	)
TRY	Buy		12/21/16	RBS		5,215,872		5,047,538		(168,334	)
TRY	Buy		01/13/17	GSC		506,009		483,500		(22,509	)
TRY	Buy		04/28/17	JPM		913,084		918,767		5,683
TRY	Buy		02/20/18	HSBC		145,616		152,899		7,283
TRY	Buy		02/20/18	BOA		34,209		35,891		1,682
TRY	Buy		02/20/18	DEUT		9,172		9,629		457
TRY	Sell		12/21/16	RBS		2,407,148		2,329,461		77,687
TRY	Sell		12/21/16	RBS		945,414		906,985		38,429
TRY	Sell		12/21/16	BNP		560,109		542,656		17,453
TRY	Sell		12/21/16	BCLY		238,931		231,380		7,551
TRY	Sell		12/21/16	CBK		229,945		223,710		6,235
TRY	Sell		12/21/16	GSC		394,144		391,492		2,652
TRY	Sell		12/21/16	RBS		363,402		361,131		2,271
TRY	Sell		12/21/16	GSC		152,245		150,206		2,039
TRY	Sell		12/21/16	GSC		252,246		252,153		93
TRY	Sell		12/21/16	HSBC		364,099		364,328		(229	)
TRY	Sell		01/13/17	JPM		187,140		191,173		(4,033	)
TRY	Sell		02/20/18	DEUT		190,652		198,419		(7,767	)
ZAR	Buy		12/21/16	CBK		7,157,048		7,666,195		509,147
ZAR	Buy		12/21/16	CSFB		518,513		550,290		31,777
ZAR	Buy		12/21/16	BCLY		1,243,625		1,273,688		30,063
ZAR	Buy		12/21/16	JPM		282,745		302,040		19,295
ZAR	Buy		12/21/16	CBK		329,230		340,492		11,262
ZAR	Buy		12/21/16	GSC		291,942		302,920		10,978
ZAR	Buy		12/21/16	BNP		332,728		342,620		9,892
ZAR	Buy		12/21/16	MSC		137,821		146,397		8,576
ZAR	Buy		12/21/16	BCLY		354,356		360,304		5,948
ZAR	Sell		12/21/16	UBS		417,079		420,991		(3,912	)
ZAR	Sell		12/21/16	RBC		237,908		243,628		(5,720	)
ZAR	Sell		12/21/16	GSC		530,663		539,356		(8,693	)
ZAR	Sell		12/21/16	MSC		213,187		223,814		(10,627	)
ZAR	Sell		12/21/16	HSBC		571,022		610,537		(39,515	)
ZAR	Sell		12/21/16	CBK		6,170,188		6,609,130		(438,942	)
ZAR	Sell		02/27/17	HSBC		85,195		86,342		(1,147	)
ZAR	Sell		02/27/17	GSC		181,787		189,054		(7,267	)
Total									$	(534,010	)

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

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

82

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
WEST	Westpac International
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CLP	Chilean Peso
CNH	Chinese Renminbi
COP	Colombian Peso
EUR	Euro
GHS	Ghana Cedi
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
KRW	South Korean Won
KZT	Kazakhstani Tenge
MXN	Mexican Peso
MYR	Malaysian Ringgit
NGN	Nigerian Naira
NZD	New Zealand Dollar
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand

Other Abbreviations:
CJSC	Closed Joint Stock Company
CLICP	Sinacofi Chile Interbank Offered Rate
JSC	Joint Stock Company
KSDA	Korea Securities Dealers Association
LIBOR	London Interbank Offered Rate
MXIBTIIE	Mexico Interbank Equilibrium Interest Rate
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PJSC	Private Joint Stock Company
TIIE	Interbank Equilibrium Interest Rate
WIBOR	Warsaw Interbank Offered Rate

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

83

The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Corporate Bonds	$	23,539,439		$	—		$	23,539,439		$	—
Foreign Government Obligations		69,905,475			—			69,905,475			—
Short-Term Investments		6,475,643			6,475,643			—			—
Purchased Options		594,949			—			594,949			—
Foreign Currency Contracts(2)		2,839,133			—			2,839,133			—
Futures Contracts(2)		14,760			14,760			—			—
Swaps - Cross Currency(2)		94,509			—			94,509			—
Swaps - Interest Rate(2)		123,311			—			123,311			—
Total	$	103,587,219		$	6,490,403		$	97,096,816		$	—
Liabilities
Foreign Currency Contracts(2)	$	(3,373,143	)	$	—		$	(3,373,143	)	$	—
Futures Contracts(2)		(8,073	)		(8,073	)		—			—
Swaps - Cross Currency(2)		(79,914	)		—			(79,914	)		—
Swaps - Interest Rate(2)		(189,120	)		—			(189,120	)		—
Written Options		(353,806	)		—			(353,806	)		—
Total	$	(4,004,056	)	$	(8,073	)	$	(3,995,983	)	$	—

⁽¹⁾ For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

84

The Hartford Floating Rate Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 5.9%
			Auto Parts & Equipment - 0.2%
	$	7,500,000	Titan International, Inc. 6.88%, 10/01/2020	$	7,200,000
			Biotechnology - 0.1%
		6,250,000	Sterigenics-Nordion Topco LLC (Cash) 8.13%, 11/01/2021(1)(2)		6,125,000
			Chemicals - 0.3%
		9,576,000	Hexion, Inc. 6.63%, 04/15/2020		8,379,000
		6,550,000	Momentive Performance Materials, Inc. 3.88%, 10/24/2021		5,829,500
					14,208,500
			Commercial Banks - 3.1%
		3,250,000	Access Bank plc 9.25%, 06/24/2021(1)(3)		2,965,950
	EUR	9,400,000	Banco Bilbao Vizcaya Argentaria S.A. 7.00%, 02/19/2019(3)(4)		9,971,210
	$	4,000,000	Banco de Bogota S.A. 6.25%, 05/12/2026(1)		4,130,000
		4,000,000	Banco do Brasil S.A. 9.00%, 06/18/2024(3)(4)(5)		3,704,000
	EUR	6,800,000	Banco Santander S.A. 6.25%, 03/12/2019(3)(4)(5)		6,938,052
		9,000,000	Bank of Ireland 7.38%, 06/18/2020(3)(4)(5)		9,584,150
	$	9,000,000	Barclays plc 8.25%, 12/15/2018(3)(4)		9,112,500
			Credit Agricole S.A.
		4,600,000	6.63%, 09/23/2019(1)(3)(4)		4,473,500
		5,000,000	6.63%, 09/23/2019(3)(4)(5)		4,862,500
		2,150,000	7.88%, 01/23/2024(1)(3)(4)		2,178,552
		7,000,000	Credit Suisse Group AG 7.50%, 12/11/2023(1)(3)(4)		7,245,000
		7,220,000	HSBC Holdings plc 6.38%, 03/30/2025(3)(4)		7,247,075
		7,000,000	ING Groep N.V. 6.50%, 04/16/2025(3)(4)		6,930,000
		6,000,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(3)(4)		5,482,500
		3,000,000	Lloyds Banking Group plc 7.50%, 06/27/2024(3)(4)		3,090,000
		9,060,000	Royal Bank of Scotland Group plc 8.63%, 08/15/2021(3)(4)		9,014,700
		8,915,000	Societe Generale S.A. 6.00%, 01/27/2020(1)(3)(4)		8,190,211
			Turkiye Is Bankasi
		4,305,000	5.50%, 04/21/2022(1)		4,291,078
		4,000,000	6.00%, 10/24/2022(5)		3,963,320
		7,000,000	UBS Group AG 7.13%, 02/19/2020(3)(4)(5)		7,166,250
					120,540,548
			Electric - 0.1%
		4,000,000	GenOn Energy, Inc. 7.88%, 06/15/2017		3,280,000
			Food - 0.2%
	GBP	7,335,000	Iceland Bondco plc 4.65%, 07/15/2020(1)(3)		8,439,362

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 5.9% - (continued)
			Healthcare-Services - 0.4%
			Community Health Systems, Inc.
	$	9,300,000	5.13%, 08/01/2021	$	8,672,250
		7,500,000	7.13%, 07/15/2020		6,056,250
					14,728,500
			Lodging - 0.3%
		10,524,000	Chester Downs & Marina LLC / Chester Downs Finance Corp. 9.25%, 02/01/2020(1)		10,313,520
			Machinery - Construction & Mining - 0.1%
		3,500,000	BlueLine Rental Finance Corp. 7.00%, 02/01/2019(1)		3,053,750
			Machinery-Diversified - 0.1%
		2,625,000	Cloud Crane LLC 10.13%, 08/01/2024(1)		2,736,563
			Oil & Gas - 0.5%
		4,565,000	KCA Deutag UK Finance plc 7.25%, 05/15/2021(1)		3,925,900
		12,100,000	Permian Resources LLC / AEPB Finance Corp. 7.38%, 08/01/2019(1)(3)		8,863,250
		6,065,000	Shelf Drilling Holdings Ltd. 8.63%, 11/01/2018(1)		4,852,000
		4,000,000	Zhaikmunai LLP 7.13%, 11/13/2019(5)		3,690,000
					21,331,150
			Packaging & Containers - 0.1%
		2,425,000	ARD Finance S.A. (Cash) 7.13%, 09/15/2023(1)(2)		2,400,750
			Pharmaceuticals - 0.4%
		7,000,000	Endo Finance LLC 6.00%, 07/15/2023(1)		6,090,000
		10,000,000	Valeant Pharmaceuticals International, Inc. 6.75%, 08/15/2018(1)		9,760,000
					15,850,000
			Software - 0.0%
		1,665,000	Infor Software Parent LLC (Cash) 7.13%, 05/01/2021(1)(2)		1,685,813
			Total Corporate Bonds (cost $244,616,686)	$	231,893,456
SENIOR FLOATING RATE INTERESTS - 87.2%(6)
			Advertising - 0.9%
		37,071,035	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	35,625,264
			Aerospace/Defense - 1.3%
		8,097,229	Fly Funding II S.a.r.l. 3.54%, 08/09/2019		8,112,452
			TransDigm, Inc.
		14,785,817	3.75%, 05/14/2022		14,726,083
		27,383,248	3.75%, 06/09/2023		27,263,583
					50,102,118
			Agriculture - 0.1%
		3,853,007	Pinnacle Operating Corp. 4.75%, 11/15/2018		3,236,526

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

85

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Airlines - 0.8%
	$	30,000,000	American Airlines, Inc. 3.50%, 04/28/2023	$	29,995,800
			Auto Manufacturers - 0.4%
		15,751,934	Jaguar Holding Co. 4.25%, 08/18/2022		15,726,573
			Auto Parts & Equipment - 0.2%
		8,635,016	CS Intermediate Holdco 2 LLC 4.00%, 04/04/2021		8,643,651
			Beverages - 0.5%
		19,898,458	Oak Tea, Inc. 4.25%, 07/02/2022		19,910,994
			Chemicals - 2.3%
		21,427,727	Chemours Co. 3.75%, 05/12/2022		21,149,166
			Ineos U.S. Finance LLC
		14,006,943	3.75%, 05/04/2018		14,028,373
		2,295,032	4.25%, 03/31/2022		2,306,806
		19,171,950	Nexeo Solutions LLC 5.25%, 06/09/2023		19,291,775
		5,558,646	Solenis International L.P. Co. 4.25%, 07/31/2021		5,549,697
		27,923,595	Univar, Inc. 4.25%, 07/01/2022		27,958,500
					90,284,317
			Coal - 0.7%
		9,835,366	Arch Coal, Inc. 10.00%, 06/15/2021		10,040,237
			Ascent Resources - Marcellus LLC
		16,880,000	5.25%, 08/04/2020		9,505,634
		1,835,000	8.50%, 08/04/2021		162,856
		8,982,491	Peabody Energy Corp. 4.25%, 09/24/2020		7,908,006
					27,616,733
			Commercial Services - 4.2%
		11,762,818	Affinion Group, Inc. 6.75%, 04/30/2018		11,446,751
			Brickman Group Ltd. LLC
		33,519,141	4.00%, 12/18/2020		33,444,728
		11,912,388	7.50%, 12/17/2021		11,871,409
		2,898,000	Brock Holdings III, Inc. 10.00%, 03/16/2018		2,728,960
			Capital Automotive L.P.
		4,292,738	4.00%, 04/10/2019		4,327,638
		3,305,000	6.00%, 04/30/2020		3,321,525
		7,411,764	Global Payments, Inc. 3.50%, 04/22/2023		7,458,088
		6,090,658	Innovairre Holdings Co., LLC 5.00%, 08/02/2019(7)(8)		5,298,872
		4,532,225	KAR Auction Services, Inc. 4.38%, 03/09/2023		4,578,952
		11,300,852	ON Assignment, Inc. 3.50%, 06/03/2022		11,353,853
		9,751,475	Russell Investment Group 6.75%, 06/01/2023		9,800,233
		25,385,288	ServiceMaster Co. 4.25%, 07/01/2021		25,401,280
		17,349,483	TransUnion LLC 3.50%, 04/09/2021		17,392,856

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Commercial Services - 4.2% - (continued)
			USAGM Hold Co LLC
	$	2,240,894	5.01%, 07/28/2022(9)	$	2,249,297
		11,294,106	5.50%, 07/28/2022		11,336,459
					162,010,901
			Construction Materials - 0.2%
		8,663,563	Summit Materials Cos. I, LLC 4.00%, 07/17/2022		8,717,710
			Distribution/Wholesale - 0.7%
		10,911,658	FPC Holdings, Inc. 5.25%, 11/19/2019		9,820,492
			PowerTeam Services LLC
		16,244,445	4.25%, 05/06/2020		16,203,834
		2,665,000	8.25%, 11/06/2020		2,651,675
					28,676,001
			Diversified Financial Services - 2.2%
		8,443,508	Infinity Acquisition LLC 4.25%, 08/06/2021		8,091,667
		10,345,000	RP Crown Parent LLC 4.50%, 10/12/2023		10,337,655
			SAM Finance Lux S.a.r.l.
		25,236,995	4.25%, 12/17/2020		25,386,902
	EUR	7,567,080	4.50%, 12/17/2020		8,357,353
	$	25,049,828	Silver II U.S. Holdings LLC 4.00%, 12/13/2019		22,993,738
		9,125,000	Telenet International Finance S.a.r.l. 4.36%, 06/30/2024		9,126,916
					84,294,231
			Electric - 5.4%
			Calpine Construction Finance Co., L.P.
		11,437,672	3.09%, 05/03/2020		11,351,889
		32,665,770	3.34%, 01/31/2022		32,482,188
			Calpine Corp.
		7,292,970	3.59%, 05/27/2022		7,301,211
		27,770,400	3.84%, 05/31/2023		27,937,022
		16,650,000	Chief Exploration & Development LLC 7.75%, 05/16/2021		15,911,240
		19,095,000	Dynegy Inc. 5.00%, 06/27/2023		19,142,737
		24,973,967	Energy Future Intermediate Holding Co. LLC 4.25%, 06/30/2017		25,114,571
		10,768,757	ExGen Texas Power LLC 5.75%, 09/16/2021		8,621,790
		20,448,750	NRG Energy, Inc. 3.50%, 06/30/2023		20,474,311
			Pike Corp.
		9,885,677	5.50%, 12/22/2021		9,910,392
		8,625,000	9.50%, 06/22/2022		8,625,000
		20,138,896	Seadrill Partners Finco LLC 4.00%, 02/21/2021		11,189,775
		11,942,424	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		12,045,170
					210,107,296
			Electronics - 0.2%
		6,956,175	Ceridian LLC 4.50%, 09/15/2020		6,817,051

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

86

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Electronics - 0.2% - (continued)
	$	465,231	Provo Craft & Novelty, Inc. 0.00%, 07/07/2019(1)(7)(8)(10)(11)	$	—
					6,817,051
			Energy-Alternate Sources - 0.9%
		3,224,726	EMG Utica LLC 4.75%, 03/27/2020		3,168,294
		32,454,541	MEG Energy Corp. 3.75%, 03/31/2020		30,573,151
					33,741,445
			Entertainment - 1.3%
		3,040,000	AMC Entertainment, Inc. 0.00%, 12/15/2022(11)		3,050,123
		24,047,970	Aristocrat Technologies, Inc. 3.63%, 10/20/2021		24,133,100
		9,548,733	CityCenter Holdings LLC 4.25%, 10/16/2020		9,598,482
		15,946,619	Scientific Games International, Inc. 6.00%, 10/01/2021		16,006,419
					52,788,124
			Environmental Control - 0.3%
		11,715,266	ADS Waste Holdings, Inc. 3.75%, 10/09/2019		11,718,546
			Food - 3.1%
			Albertsons LLC
		33,938,544	4.50%, 08/25/2021		34,178,829
		5,631,735	4.75%, 12/21/2022		5,687,433
	GBP	6,300,000	Burtons Foods Ltd. 5.23%, 11/27/2020		7,695,165
			Hostess Brands LLC
	$	15,176,700	4.50%, 08/03/2022		15,276,259
		3,865,000	8.50%, 08/03/2023		3,886,760
			JBS USA LLC
		19,389,410	3.75%, 05/25/2018		19,349,080
		6,891,347	3.75%, 09/18/2020		6,877,013
		29,589,025	4.00%, 10/30/2022		29,522,450
					122,472,989
			Food Service - 0.2%
		8,801,555	Hearthside Group Holdings LLC 4.50%, 06/02/2021		8,823,559
			Hand/Machine Tools - 0.1%
		11,248,972	Ameriforge Group, Inc. 5.00%, 12/19/2019		5,877,588
			Healthcare-Products - 1.7%
		29,074,230	Alere, Inc. 4.25%, 06/18/2022		28,948,920
		6,483,161	Immucor, Inc. 5.00%, 08/17/2018		6,327,565
		15,700,000	Revlon Consumer Products Corp. 4.25%, 09/07/2023		15,727,789
		15,884,525	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		15,805,102
					66,809,376
			Healthcare-Services - 7.2%
		17,241,850	Air Medical Group Holdings, Inc. 4.25%, 04/28/2022		17,080,293
		19,592,378	American Renal Holdings, Inc. 4.75%, 09/20/2019		19,347,473

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Healthcare-Services - 7.2% - (continued)
	$	7,591,768	CDRH Parent, Inc. 5.25%, 07/01/2021	$	5,959,538
		27,364,091	Community Health Systems, Inc. 4.00%, 01/27/2021		25,811,179
		17,758,761	DJO Finance LLC 4.25%, 06/08/2020		17,558,975
			Envision Healthcare Corp.
		15,938,226	4.25%, 05/25/2018		15,952,411
		10,446,063	4.50%, 10/28/2022		10,478,759
		12,065,956	IMS Health, Inc. 3.50%, 03/17/2021		12,126,286
			inVentiv Health, Inc.
		35,045,000	0.00%, 09/28/2023(11)		35,026,076
		20,919,393	8.75%, 05/15/2018		20,914,163
		28,066,916	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		28,356,286
		15,198,858	Opal Acquisition, Inc. 5.00%, 11/27/2020		13,970,335
		11,994,140	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		11,704,242
		12,703,759	Surgery Center Holdings, Inc. 4.75%, 11/03/2020		12,735,519
			U.S. Renal Care, Inc.
		28,797,763	5.25%, 12/31/2022		27,546,788
		5,000,000	9.00%, 12/31/2023		4,775,000
					279,343,323
			Home Furnishings - 0.2%
		9,271,216	Hillman Group, Inc. 4.50%, 06/30/2021		9,288,646
			Household Products/Wares - 0.2%
		6,875,578	Galleria Co. 3.75%, 01/26/2023		6,916,419
			Insurance - 3.3%
			Asurion LLC
		5,700,000	0.00%, 10/27/2023(11)		5,700,000
		6,684,492	5.00%, 05/24/2019		6,685,695
		10,215,000	8.50%, 03/03/2021		10,287,322
		14,995,801	Evertec Group LLC 3.25%, 04/17/2020		14,845,843
		19,244,108	HUB International Ltd. 4.00%, 10/02/2020		19,230,830
			Sedgwick Claims Management Services, Inc.
		32,688,441	3.75%, 03/01/2021		32,433,144
		18,125,000	6.75%, 02/28/2022		17,966,406
		20,507,961	USI, Inc. 4.25%, 12/27/2019		20,503,655
					127,652,895
			Internet - 1.1%
		23,565,151	Lands’ End, Inc. 4.25%, 04/04/2021		17,987,987
		24,183,421	Zayo Group LLC 3.75%, 05/06/2021		24,296,115
					42,284,102
			Leisure Time - 1.1%
			Delta 2 (LUX) S.a.r.l.
		17,549,500	4.75%, 07/30/2021		17,573,894
		17,285,000	7.75%, 07/31/2022		17,400,291

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

87

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Leisure Time - 1.1% - (continued)
	$	6,912,500	Lindblad Expeditions, Inc. 5.50%, 05/08/2021	$	6,929,781
					41,903,966
			Lodging - 2.2%
		7,414,870	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(10)(11)		8,662,645
		36,243,927	Caesars Entertainment Resort Properties LLC 7.00%, 10/11/2020		36,425,146
		19,441,633	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		19,409,166
		4,690,000	Four Seasons Holdings, Inc. 6.25%, 12/27/2020		4,722,267
		15,157,013	Station Casinos LLC 3.75%, 06/08/2023		15,222,036
					84,441,260
			Machinery-Construction & Mining - 0.9%
		11,093,053	American Rock Salt Holdings LLC 4.75%, 05/20/2021		10,724,210
		7,027,210	Headwaters, Inc. 4.00%, 03/24/2022		7,060,167
		16,191,423	Neff Rental LLC 7.25%, 06/09/2021		15,732,719
					33,517,096
			Machinery-Diversified - 2.1%
		27,526,816	Brand Energy & Infrastructure Services, Inc. 4.75%, 11/26/2020		27,143,367
			Gardner Denver, Inc.
		16,793,830	4.25%, 07/30/2020		16,286,153
	EUR	11,461,466	4.75%, 07/30/2020		12,291,942
	$	19,363,103	Gates Global, Inc. 4.25%, 07/06/2021		19,074,593
		8,272,219	Paladin Brands Holding, Inc. 7.25%, 08/16/2019		7,320,913
					82,116,968
			Media - 7.4%
			Advantage Sales & Marketing, Inc.
		33,203,026	4.25%, 07/23/2021		32,857,050
		14,080,000	7.50%, 07/25/2022		13,279,271
		18,801,688	AVSC Holding Corp. 4.50%, 01/24/2021		18,813,533
		14,410,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		14,421,960
		7,370,000	CBS Radio, Inc. 4.50%, 10/17/2023		7,406,850
		23,875,025	Charter Communications Operating LLC 3.50%, 01/24/2023		24,010,874
		14,253,289	CSC Holdings LLC 3.88%, 10/11/2024		14,297,902
		2,376,656	Dex Media, Inc 11.00%, 07/29/2021		2,309,325
		15,999,722	MGOC, Inc. 4.00%, 07/31/2020		15,996,362
		505,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(11)		506,894
		5,665,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(11)		5,686,244

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Media - 7.4% - (continued)
	$	6,875,550	Numericable Group SA 4.56%, 07/31/2022	$	6,878,438
			Numericable U.S. LLC
		18,753,913	0.00%, 01/13/2025(11)		18,665,394
		5,696,375	5.14%, 01/15/2024		5,743,370
		21,291,500	Quebecor Media, Inc. 3.32%, 08/17/2020		21,229,329
		31,560,205	Tribune Media Co. 3.75%, 12/27/2020		31,710,116
		13,200,000	UPC Financing Partnership 4.08%, 08/31/2024		13,260,456
			Virgin Media Investment Holdings Ltd.
		18,663,348	3.50%, 06/30/2023		18,735,762
	GBP	18,800,000	4.25%, 06/30/2023		23,039,977
					288,849,107
			Metal Fabricate/Hardware - 0.5%
	$	19,647,761	Rexnord LLC 4.00%, 08/21/2020		19,691,968
			Oil & Gas - 3.0%
			California Resources Corp.
		35,959,029	3.53%, 10/01/2019		34,295,924
		10,715,000	11.38%, 12/31/2021		11,505,231
		6,600,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		7,049,658
		8,078,348	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		5,726,983
		4,000,000	EP Energy LLC 9.75%, 06/30/2021		4,090,000
		7,464,446	Fieldwood Energy LLC 3.88%, 10/01/2018		6,876,621
		14,661,966	KCA Deutag US Finance LLC 6.25%, 05/15/2020		12,975,840
		13,441,312	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		10,730,603
		21,820,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		14,946,700
		8,346,128	Western Refining, Inc. 5.25%, 11/12/2020		8,325,263
					116,522,823
			Oil & Gas Services - 1.0%
		21,187,798	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020		17,526,335
		11,802,268	Drillships Financial Holding, Inc. 6.00%, 03/31/2021		6,019,157
		5,200,510	Pacific Drilling S.A. 4.50%, 06/03/2018		1,462,643
		17,775,012	Paragon Offshore Finance Co. 5.25%, 07/18/2021		6,154,598
			Utex Industries, Inc.
		8,824,270	5.00%, 05/22/2021		7,485,893
		3,000,000	8.25%, 05/22/2022		1,515,000
					40,163,626
			Packaging & Containers - 3.3%
			Berlin Packaging LLC
		1,150,000	0.00%, 10/01/2021(11)		1,154,313
		5,313,000	7.75%, 10/01/2022		5,349,553
		14,770,913	Berry Plastics Group, Inc. 3.75%, 10/01/2022		14,816,260
		20,049,151	Berry Plastics Holding Corp. 3.50%, 02/08/2020		20,071,205

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

88

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Packaging & Containers - 3.3% - (continued)
	$	12,725,000	Mauser U.S. Corp. 8.75%, 07/31/2022	$	12,597,750
		14,295,788	Mauser U.S. Corp. LLC 4.50%, 07/31/2021		14,286,925
		9,805,850	Owens-Illinois, Inc. 3.50%, 09/01/2022		9,805,850
		39,623,225	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		39,711,584
		9,716,142	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		9,691,852
					127,485,292
			Pharmaceuticals - 3.3%
		39,799,262	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		39,734,788
			Genoa, a QoL Healthcare Company LLC
		5,745,000	0.00%, 10/25/2023(11)		5,745,000
		1,750,000	0.00%, 10/25/2024(11)		1,741,250
		18,181,340	PRA Holdings, Inc. 4.50%, 09/23/2020		18,249,520
			Valeant Pharmaceuticals International, Inc.
		5,564,667	5.25%, 12/11/2019		5,551,757
		20,575,050	5.25%, 08/05/2020		20,489,252
		32,587,008	5.50%, 04/01/2022		32,464,807
		4,452,056	Vizient, Inc. 5.00%, 02/13/2023		4,497,956
					128,474,330
			Pipelines - 0.6%
		9,879,647	Energy Transfer Equity L.P. 4.04%, 12/02/2019		9,881,426
		14,283,002	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		12,336,943
					22,218,369
			Real Estate - 0.7%
			DTZ U.S. Borrower LLC
		21,207,644	4.25%, 11/04/2021		21,145,718
		5,330,000	9.25%, 11/04/2022		5,334,424
					26,480,142
			Real Estate Investment Trusts - 1.3%
		32,133,525	MGM Growth Properties Operating Partnership L.P. 4.00%, 04/25/2023		32,193,936
		18,708,106	Realogy Corp. 3.75%, 07/20/2022		18,852,345
					51,046,281
			Retail - 5.2%
		7,000,000	84 Lumber Co. 0.00%, 10/04/2023(11)		6,921,250
		17,872,564	Bass Pro Group LLC 4.00%, 06/05/2020		17,857,729
		3,417,250	Coty, Inc. 3.04%, 10/27/2022		3,417,250
		11,551,050	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		11,626,825
		13,852,519	HD Supply, Inc. 3.59%, 08/13/2021		13,861,246
		31,589,500	Michaels Stores, Inc. 3.75%, 01/27/2023		31,820,735

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Retail - 5.2% - (continued)
	$	12,165,884	Neiman Marcus Group, Inc. 4.25%, 10/25/2020	$	11,177,406
			Outerwall, Inc.
		8,515,000	5.25%, 09/27/2023		8,593,082
		5,265,000	9.75%, 09/27/2024		5,225,512
		9,724,169	Party City Holdings, Inc. 4.20%, 08/19/2022		9,749,841
		18,552,452	PetSmart, Inc. 4.00%, 03/11/2022		18,588,815
			Rite Aid Corp.
		19,330,000	4.88%, 06/21/2021		19,386,444
		7,755,000	5.75%, 08/21/2020		7,776,792
		7,500,000	Safway Group Holding LLC 5.75%, 08/19/2023		7,500,000
		20,112,554	Sports Authority, Inc. 6.85%, 11/16/2017		4,089,485
		9,345,372	SuperValu, Inc. 5.50%, 03/21/2019		9,366,119
		16,535,496	US Foods, Inc. 4.00%, 06/27/2023		16,632,890
					203,591,421
			Semiconductors - 1.8%
		35,459,000	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		35,808,625
		7,352,057	Lattice Semiconductor Corp. 5.51%, 03/10/2021		7,278,537
		17,317,760	NXP B.V. 3.41%, 12/07/2020		17,370,753
		10,875,000	ON Semiconductor Corp. 3.78%, 03/31/2023		10,934,812
					71,392,727
			Software - 8.0%
		38,238,755	CDW LLC 3.00%, 08/04/2023		38,395,916
		28,185,000	Dell, Inc. 4.00%, 09/07/2023		28,377,504
		18,510,638	Epicor Software Corp. 4.75%, 06/01/2022		18,284,993
			First Data Corp.
		55,310,658	3.52%, 03/24/2021		55,531,901
		20,075,000	4.27%, 07/08/2022		20,213,116
		5,618,005	Hyland Software, Inc. 4.75%, 07/01/2022		5,640,478
		15,181,249	Infor U.S., Inc. 3.75%, 06/03/2020		15,132,517
	EUR	3,414,501	Infor US, Inc. 4.00%, 06/03/2020		3,756,478
			Kronos, Inc.
	$	5,505,000	0.00%, 10/04/2023(11)		5,526,910
		15,272,696	4.50%, 10/30/2019		15,329,968
		3,533,211	9.75%, 04/30/2020		3,574,055
			Magic Newco LLC
	EUR	4,205,000	0.00%, 10/03/2023(11)		4,660,769
	$	5,360,000	0.00%, 10/03/2023(11)		5,400,200
		22,291,022	6.50%, 12/12/2018		22,435,914
			Peak 10, Inc.
		2,756,550	5.00%, 06/17/2021		2,769,175
		4,310,000	8.25%, 06/17/2022		3,993,948
		10,285,000	Quest Software U.S. Holdings, Inc. 0.00%, 09/23/2022(11)		10,277,286

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

89

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 87.2%(6) - (continued)
			Software - 8.0% - (continued)
	$	17,823,582	SS&C Technologies, Inc. 4.00%, 07/08/2022	$	17,951,733
		35,291,550	WEX, Inc. 4.25%, 07/01/2023		35,666,699
					312,919,560
			Telecommunications - 4.6%
		10,008,825	CommScope, Inc. 3.25%, 12/29/2022		10,050,562
		14,051,817	Entravision Communications Corp. 3.50%, 05/31/2020		14,010,785
			Level 3 Financing, Inc.
		25,785,000	3.50%, 05/31/2022		25,881,694
		27,045,000	4.00%, 08/01/2019		27,161,023
		16,442,500	4.00%, 01/15/2020		16,516,491
			LTS Buyer LLC
		25,802,313	4.09%, 04/13/2020		25,828,115
		2,078,413	8.00%, 04/12/2021		2,079,722
		8,685,219	Salem Communications Corp. 4.50%, 03/13/2020		8,511,515
		41,339,156	Univision Communications, Inc. 4.00%, 03/01/2020		41,393,668
		8,064,328	XO Communications LLC 4.25%, 03/17/2021		8,069,408
					179,502,983
			Transportation - 0.3%
			Kenan Advantage Group, Inc.
		683,426	1.50%, 01/31/2017(9)		680,008
		12,704,523	4.00%, 07/31/2022		12,641,001
					13,321,009
			Trucking & Leasing - 0.2%
		6,705,168	Consolidated Container Co. LLC 5.00%, 07/03/2019		6,660,444
			Total Senior Floating Rate Interests (cost $3,493,438,825)	$	3,399,781,550
COMMON STOCKS - 2.1%
			Energy - 1.5%
		703,905	Arch Coal, Inc.*	$	51,652,549
		418,220,006	KCA Deutag*(7)(8)		3,945,487
		389,285	Templar Energy LLC Class A(7)(8)		3,892,849
					59,490,885
			Food & Staples Retailing - 0.0%
		5,846,778	PC Holdings(1)(7)(8)		6
			Media - 0.1%
		494,501	Dex Media, Inc.(7)(8)		1,013,727
		15,581	F & W Publications, Inc.		1,168,537
		138,305	MPM Holdings, Inc.*(7)		1,428,691
					3,610,955

Shares or Principal Amount				Market Value†
COMMON STOCKS - 2.1% - (continued)
			Utilities - 0.5%
	$	1,167,128	TCEH Corp.	$	17,740,346
		70,000,000	TCEH Corp.*(7)(8)		—
					17,740,346
			Total Common Stocks (cost $79,444,147)	$	80,842,192
			Total Long-Term Investments (cost $3,817,499,658)	$	3,712,517,198
SHORT-TERM INVESTMENTS - 7.3%
			Other Investment Pools & Funds - 7.3%
		285,034,601	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	285,034,601
			Total Short-Term Investments (cost $285,034,601)	$	285,034,601

Total Investments (cost $4,102,534,259)^	102.5	%	$	3,997,551,799
Other Assets and Liabilities	(2.5	)%		(98,037,030	)
Total Net Assets	100.0	%	$	3,899,514,769

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

90

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $4,105,098,734 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	35,573,405
Unrealized Depreciation		(143,120,340	)
Net Unrealized Depreciation	$	(107,546,935	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $107,202,705, which represents 2.7% of total net assets.

⁽²⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $39,908,272, which represents 1.0% of total net assets.

⁽⁶⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽⁷⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $15,579,632, which represents 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁸⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost Basis
	10/2016		494,501	Dex Media, Inc.	$	801,692
	08/2016		6,090,658	Innovairre Holdings Co., LLC		5,355,770
	03/2011		418,220,006	KCA Deutag		5,667,718
	10/2016		5,846,778	PC Holdings		—
	09/2013		465,231	Provo Craft & Novelty, Inc.		58,056
	10/2016		70,000,000	TCEH Corp.		—
	09/2016		389,285	Templar Energy LLC Class A		3,333,177
					$	15,216,413

At October 31, 2016, the aggregate value of these securities was $14,150,941, which represents 0.4% of total net assets.

⁽⁹⁾  This security, or a portion of this security, has unfunded loan commitments. As of October 31, 2016, the aggregate value of the unfunded commitment was $2,929,305, which rounds to zero percent of total net assets.

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

91

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

⁽¹⁰⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹¹⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		11/30/16	CBK	$	53,322,731	$	53,761,023	$	(438,292)
GBP	Buy		11/30/16	HSBC		2,318,269		2,331,850		13,581
GBP	Sell		11/30/16	CBK		40,132,339		40,401,981		(269,642	)
Total									$	(694,353	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK	Citibank NA
HSBC	HSBC Bank USA
Currency Abbreviations:
EUR	Euro
GBP	British Pound

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

92

The Hartford Floating Rate Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Corporate Bonds	$	231,893,456		$	—	$	231,893,456		$	—
Senior Floating Rate Interests		3,399,781,550			—		3,394,482,678			5,298,872
Common Stocks
Energy		59,490,885			51,652,549		—			7,838,336
Food & Staples Retailing		6			—		—			6
Media		3,610,955			—		1,168,537			2,442,418
Utilities		17,740,346			17,740,346		—			—
Short-Term Investments		285,034,601			285,034,601		—			—
Foreign Currency Contracts(2)		13,581			—		13,581			—
Total	$	3,997,565,380		$	354,427,496	$	3,627,558,252		$	15,579,632
Liabilities
Foreign Currency Contracts(2)	$	(707,934	)	$	—	$	(707,934	)	$	—
Total	$	(707,934	)	$	—	$	(707,934	)	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $1,558,050 were transferred from Level 1 to Level 2 due to an investment with no observable trading but a bid or mean price is used and there were no transfers from Level 2 to Level 1.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks		Senior Floating Rate Interests			Total
Beginning balance	$	4,851,861	$	—		$	4,851,861
Purchases		4,134,869		5,356,592			9,491,461
Sales		—		(15,265	)		(15,265	)
Accrued discounts/(premiums)		—		56,989			56,989
Total realized gain/(loss)		—		1,893			1,893
Net change in unrealized appreciation/depreciation		1,294,030		(101,337	)		1,192,693
Transfers into Level 3(1)		—		—			—
Transfers out of Level 3(1)		—		—			—
Ending balance	$	10,280,760	$	5,298,872		$	15,579,632

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $1,192,693.

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

93

The Hartford Floating Rate High Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 9.8%
			Auto Parts & Equipment - 0.3%
	$	1,000,000	Titan International, Inc. 6.88%, 10/01/2020	$	960,000
			Biotechnology - 0.3%
		1,250,000	Sterigenics-Nordion Topco LLC (Cash) 8.13%, 11/01/2021(1)(2)		1,225,000
			Chemicals - 0.8%
		1,440,000	Hexion, Inc. 6.63%, 04/15/2020		1,260,000
		1,990,000	Momentive Performance Materials, Inc. 3.88%, 10/24/2021		1,771,100
					3,031,100
			Commercial Banks - 5.2%
		425,000	Access Bank plc 9.25%, 06/24/2021(1)(3)		387,855
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	400,000	7.00%, 02/19/2019(3)(4)(5)		424,307
	$	1,000,000	9.00%, 05/09/2018(3)(4)(5)		1,038,750
		1,000,000	Banco de Bogota S.A. 6.25%, 05/12/2026		1,032,500
		1,000,000	Banco do Brasil S.A. 9.00%, 06/18/2024(3)(4)(5)		926,000
	EUR	500,000	Banco Santander S.A. 6.25%, 03/12/2019(3)(4)(5)		510,151
		1,500,000	Bank of Ireland 7.38%, 06/18/2020(3)(4)(5)		1,597,358
	$	2,000,000	Barclays plc 8.25%, 12/15/2018(3)(4)		2,025,000
		1,085,000	Credit Agricole S.A. 7.88%, 01/23/2024(1)(3)(4)		1,099,409
		1,000,000	Credit Suisse Group AG 7.50%, 12/11/2023(1)(3)(4)		1,035,000
		1,250,000	ING Groep N.V. 6.50%, 04/16/2025(3)(4)		1,237,500
		1,400,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(3)(4)		1,279,250
		500,000	Lloyds Banking Group plc 7.50%, 06/27/2024(3)(4)		515,000
		1,450,000	Royal Bank of Scotland Group plc 8.63%, 08/15/2021(3)(4)		1,442,750
		1,720,000	Societe Generale S.A. 6.00%, 01/27/2020(1)(3)(4)		1,580,164
			Turkiye Is Bankasi
		861,000	5.50%, 04/21/2022(1)		858,215
		600,000	6.00%, 10/24/2022(5)		594,498
		1,500,000	UBS Group AG 7.13%, 02/19/2020(3)(4)(5)		1,535,625
					19,119,332
			Electric - 0.2%
		1,000,000	GenOn Energy, Inc. 7.88%, 06/15/2017		820,000
			Food - 0.4%
	GBP	1,165,000	Iceland Bondco plc 4.65%, 07/15/2020(1)(3)		1,340,403
			Healthcare-Services - 0.4%
	$	1,550,000	Community Health Systems, Inc. 7.13%, 07/15/2020		1,251,625
			Lodging - 0.5%
		2,005,000	Chester Downs & Marina LLC / Chester Downs Finance Corp. 9.25%, 02/01/2020(1)		1,964,900

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 9.8% - (continued)
			Machinery - Construction & Mining - 0.1%
	$	500,000	BlueLine Rental Finance Corp. 7.00%, 02/01/2019(1)	$	436,250
			Machinery-Diversified - 0.1%
		375,000	Cloud Crane LLC 10.13%, 08/01/2024(1)		390,938
			Oil & Gas - 0.9%
		685,000	KCA Deutag UK Finance plc 7.25%, 05/15/2021(1)		589,100
		1,400,000	Permian Resources LLC / AEPB Finance Corp. 7.38%, 08/01/2019(1)(3)		1,025,500
		955,000	Shelf Drilling Holdings Ltd. 8.63%, 11/01/2018(1)		764,000
		1,000,000	Zhaikmunai LLP 7.13%, 11/13/2019(5)		922,500
					3,301,100
			Packaging & Containers - 0.1%
		345,000	ARD Finance S.A. (Cash) 7.13%, 09/15/2023(1)(2)		341,550
			Pharmaceuticals - 0.5%
		1,500,000	Endo Finance LLC 6.00%, 07/15/2023(1)		1,305,000
		500,000	Valeant Pharmaceuticals International, Inc. 6.75%, 08/15/2018(1)		488,000
					1,793,000
			Total Corporate Bonds (cost $37,158,345)	$	35,975,198
SENIOR FLOATING RATE INTERESTS - 77.7%(6)
			Advertising - 0.8%
		2,996,818	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	2,879,942
			Aerospace/Defense - 1.1%
		4,136,363	TransDigm, Inc. 3.75%, 06/09/2023		4,118,287
			Agriculture - 0.1%
		307,887	Pinnacle Operating Corp. 4.75%, 11/15/2018		258,625
			Auto Manufacturers - 0.5%
		1,771,853	Jaguar Holding Co. 4.25%, 08/18/2022		1,769,001
			Beverages - 0.6%
		2,391,918	Oak Tea, Inc. 4.25%, 07/02/2022		2,393,425
			Chemicals - 2.1%
		2,101,190	Chemours Co. 3.75%, 05/12/2022		2,073,874
		1,798,813	Ineos U.S. Finance LLC 4.25%, 03/31/2022		1,808,040
		857,850	Nexeo Solutions LLC 5.25%, 06/09/2023		863,212
		709,853	Solenis International L.P. Co. 4.25%, 07/31/2021		708,710
		2,241,813	Univar, Inc. 4.25%, 07/01/2022		2,244,616
					7,698,452

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

94

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Coal - 0.6%
	$	489,807	Arch Coal, Inc. 10.00%, 06/15/2021	$	500,010
			Ascent Resources - Marcellus LLC
		1,560,000	5.25%, 08/04/2020		878,483
		430,000	8.50%, 08/04/2021		38,162
		811,149	Peabody Energy Corp. 4.25%, 09/24/2020		714,120
					2,130,775
			Commercial Services - 4.3%
		1,024,724	Affinion Group, Inc. 6.75%, 04/30/2018		997,190
			Brickman Group Ltd. LLC
		3,420,230	4.00%, 12/18/2020		3,412,637
		3,587,411	7.50%, 12/17/2021		3,575,070
		402,000	Brock Holdings III, Inc. 10.00%, 03/16/2018		378,551
			Global Payments, Inc.
		500,000	0.00%, 10/19/2022(7)		501,875
		1,012,111	3.50%, 04/22/2023		1,018,436
		502,475	KAR Auction Services, Inc. 4.38%, 03/09/2023		507,655
		877,488	Russell Investment Group 6.75%, 06/01/2023		881,875
		1,338,553	ServiceMaster Co. 4.25%, 07/01/2021		1,339,396
		1,458,737	TransUnion LLC 3.50%, 04/09/2021		1,462,384
			USAGM Hold Co LLC
		242,550	5.01%, 07/28/2022(8)		243,460
		1,222,450	5.50%, 07/28/2022		1,227,034
					15,545,563
			Distribution/Wholesale - 0.3%
			PowerTeam Services LLC
		435,241	4.25%, 05/06/2020		434,152
		665,000	8.25%, 11/06/2020		661,675
					1,095,827
			Diversified Financial Services - 1.3%
		1,406,435	Infinity Acquisition LLC 4.25%, 08/06/2021		1,347,828
		1,170,000	RP Crown Parent LLC 4.50%, 10/12/2023		1,169,169
		2,053,849	Silver II U.S. Holdings LLC 4.00%, 12/13/2019		1,885,270
		480,000	Telenet International Finance S.a.r.l. 4.36%, 06/30/2024		480,101
					4,882,368
			Electric - 4.1%
			Calpine Corp.
		1,221,938	3.84%, 05/31/2023		1,229,269
		1,094,225	4.00%, 01/15/2023		1,098,919
		1,115,000	Chief Exploration & Development LLC 7.75%, 05/16/2021		1,065,527
		1,405,000	Dynegy Inc. 5.00%, 06/27/2023		1,408,513
		1,464,125	ExGen Texas Power LLC 5.75%, 09/16/2021		1,172,223
		2,493,750	NRG Energy, Inc. 3.50%, 06/30/2023		2,496,867

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Electric - 4.1% - (continued)
			Pike Corp.
	$	1,924,645	5.50%, 12/22/2021	$	1,929,457
		2,375,000	9.50%, 06/22/2022		2,375,000
		1,013,370	Seadrill Partners Finco LLC 4.00%, 02/21/2021		563,059
		1,522,577	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		1,535,675
					14,874,509
			Electronics - 0.1%
		491,090	Ceridian LLC 4.50%, 09/15/2020		481,269
			Energy-Alternate Sources - 1.0%
		359,423	EMG Utica LLC 4.75%, 03/27/2020		353,133
		3,354,956	MEG Energy Corp. 3.75%, 03/31/2020		3,160,469
					3,513,602
			Entertainment - 1.0%
		280,000	AMC Entertainment, Inc. 0.00%, 12/15/2022(7)		280,932
		2,123,713	Aristocrat Technologies, Inc. 3.63%, 10/20/2021		2,131,231
		1,228,088	Scientific Games International, Inc. 6.00%, 10/01/2021		1,232,694
					3,644,857
			Food - 3.8%
			Albertsons LLC
		2,732,747	4.50%, 08/25/2021		2,752,095
		1,746,236	4.75%, 12/21/2022		1,763,506
	GBP	1,500,000	Burtons Foods Ltd. 5.23%, 11/27/2020		1,832,182
			Hostess Brands LLC
	$	2,033,209	4.50%, 08/03/2022		2,046,547
		2,575,000	8.50%, 08/03/2023		2,589,497
		3,070,825	JBS USA LLC 4.00%, 10/30/2022		3,063,916
					14,047,743
			Food Service - 0.5%
		1,964,775	Hearthside Group Holdings LLC 4.50%, 06/02/2021		1,969,687
			Hand/Machine Tools - 0.3%
		2,231,351	Ameriforge Group, Inc. 5.00%, 12/19/2019		1,165,881
			Healthcare-Products - 2.0%
		2,984,887	Alere, Inc. 4.25%, 06/18/2022		2,972,022
		1,449,210	Immucor, Inc. 5.00%, 08/17/2018		1,414,429
		2,000,000	Revlon Consumer Products Corp. 4.25%, 09/07/2023		2,003,540
		994,925	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		989,950
					7,379,941
			Healthcare-Services - 8.4%
		2,444,063	Air Medical Group Holdings, Inc. 4.25%, 04/28/2022		2,421,161

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

95

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Healthcare-Services - 8.4% - (continued)
	$	1,030,431	American Renal Holdings, Inc. 4.75%, 09/20/2019	$	1,017,551
		1,104,158	CDRH Parent, Inc. 5.25%, 07/01/2021		866,764
			Community Health Systems, Inc.
		3,411,390	4.00%, 01/27/2021		3,217,794
		4,000,000	4.08%, 12/31/2018		3,900,000
		1,285,391	DJO Finance LLC 4.25%, 06/08/2020		1,270,930
			inVentiv Health, Inc.
		5,020,000	0.00%, 09/28/2023(7)		5,017,289
		3,073,811	8.75%, 05/15/2018		3,073,043
		2,315,389	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		2,339,261
		1,434,034	Opal Acquisition, Inc. 5.00%, 11/27/2020		1,318,121
		797,708	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		778,427
		977,590	Surgery Center Holdings, Inc. 4.75%, 11/03/2020		980,034
			U.S. Renal Care, Inc.
		2,232,300	5.25%, 12/31/2022		2,135,329
		2,500,000	9.00%, 12/31/2023		2,387,500
					30,723,204
			Home Furnishings - 0.3%
		974,747	Hillman Group, Inc. 4.50%, 06/30/2021		976,579
			Insurance - 2.9%
		1,430,000	Asurion LLC 8.50%, 03/03/2021		1,440,124
		1,981,918	Evertec Group LLC 3.25%, 04/17/2020		1,962,099
		1,733,660	HUB International Ltd. 4.00%, 10/02/2020		1,732,464
			Sedgwick Claims Management Services, Inc.
		3,000,000	0.00%, 03/01/2021(7)		2,992,810
		2,500,000	6.75%, 02/28/2022		2,478,125
					10,605,622
			Internet - 1.0%
		1,486,836	Lands’ End, Inc. 4.25%, 04/04/2021		1,134,947
		2,654,377	Zayo Group LLC 3.75%, 05/06/2021		2,666,746
					3,801,693
			Leisure Time - 0.9%
			Delta 2 (LUX) S.a.r.l.
		917,063	4.75%, 07/30/2021		918,337
		1,405,000	7.75%, 07/31/2022		1,414,371
		987,500	Lindblad Expeditions, Inc. 5.50%, 05/08/2021		989,969
					3,322,677
			Lodging - 2.8%
		5,051,280	Caesars Entertainment Resort Properties LLC 7.00%, 10/11/2020		5,076,536
		2,952,209	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		2,947,278
		2,124,675	Station Casinos LLC 3.75%, 06/08/2023		2,133,790
					10,157,604

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Machinery-Construction & Mining - 1.0%
	$	569,381	American Rock Salt Holdings LLC 4.75%, 05/20/2021	$	550,449
		528,662	Headwaters, Inc. 4.00%, 03/24/2022		531,141
		2,680,400	Neff Rental LLC 7.25%, 06/09/2021		2,604,464
					3,686,054
			Machinery-Diversified - 2.5%
		2,202,682	Brand Energy & Infrastructure Services, Inc. 4.75%, 11/26/2020		2,171,999
		2,999,133	Gardner Denver, Inc. 4.25%, 07/30/2020		2,908,470
		3,496,564	Gates Global, Inc. 4.25%, 07/06/2021		3,444,465
		904,097	Paladin Brands Holding, Inc. 7.25%, 08/16/2019		800,126
					9,325,060
			Media - 6.3%
			Advantage Sales & Marketing, Inc.
		3,692,256	4.25%, 07/23/2021		3,653,782
		1,545,000	7.50%, 07/25/2022		1,457,136
		1,760,515	AVSC Holding Corp. 4.50%, 01/24/2021		1,761,624
		1,665,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		1,666,382
		825,000	CBS Radio, Inc. 4.50%, 10/17/2023		829,125
		2,985,000	Charter Communications Operating LLC 3.50%, 01/24/2023		3,001,985
		1,536,184	CSC Holdings LLC 3.88%, 10/11/2024		1,540,992
		40,818	Mission Broadcasting, Inc. 0.00%, 09/26/2023(7)		40,971
		450,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(7)		451,688
			Numericable U.S. LLC
		2,371,000	0.00%, 01/13/2025(7)		2,359,809
		1,034,800	5.14%, 01/15/2024		1,043,337
		4,018,356	Tribune Media Co. 3.75%, 12/27/2020		4,037,444
		1,005,000	UPC Financing Partnership 4.08%, 08/31/2024		1,009,603
					22,853,878
			Oil & Gas - 2.4%
			California Resources Corp.
		2,427,627	3.53%, 10/01/2019		2,315,350
		715,000	11.38%, 12/31/2021		767,731
		625,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		667,581
		499,321	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		353,983
		500,000	EP Energy LLC 9.75%, 06/30/2021		511,250
		1,048,377	KCA Deutag US Finance LLC 6.25%, 05/15/2020		927,813
		960,094	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		766,472
		3,435,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		2,352,975
					8,663,155

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

96

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Oil & Gas Services - 1.3%
	$	2,768,648	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020	$	2,290,198
		485,807	Drillships Financial Holding, Inc. 6.00%, 03/31/2021		247,761
		503,969	Pacific Drilling S.A. 4.50%, 06/03/2018		141,741
		2,974,900	Paragon Offshore Finance Co. 5.25%, 07/18/2021		1,030,059
			Utex Industries, Inc.
		774,557	5.00%, 05/22/2021		657,080
		750,000	8.25%, 05/22/2022		378,750
					4,745,589
			Packaging & Containers - 3.0%
			Berlin Packaging LLC
		285,000	0.00%, 10/01/2021(7)		286,069
		1,976,143	7.75%, 10/01/2022		1,989,739
		1,641,213	Berry Plastics Group, Inc. 3.75%, 10/01/2022		1,646,251
		2,570,000	Mauser U.S. Corp. 8.75%, 07/31/2022		2,544,300
		1,988,659	Mauser U.S. Corp. LLC 4.50%, 07/31/2021		1,987,426
		2,420,000	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		2,425,396
					10,879,181
			Pharmaceuticals - 3.5%
		2,910,139	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		2,905,425
			Genoa, a QoL Healthcare Company LLC
		1,435,000	0.00%, 10/25/2023(7)		1,435,000
		750,000	0.00%, 10/25/2024(7)		746,250
		866,180	PRA Holdings, Inc. 4.50%, 09/23/2020		869,428
			Valeant Pharmaceuticals International, Inc.
		969,803	5.25%, 08/05/2020		965,759
		4,685,194	5.50%, 04/01/2022		4,667,625
		1,157,007	Vizient, Inc. 5.00%, 02/13/2023		1,168,935
					12,758,422
			Real Estate - 0.6%
			DTZ U.S. Borrower LLC
		991,231	4.25%, 11/04/2021		988,336
		1,125,000	9.25%, 11/04/2022		1,125,934
					2,114,270
			REITS - 0.9%
		3,313,350	MGM Growth Properties Operating Partnership L.P. 4.00%, 04/25/2023		3,319,579
			Retail - 2.7%
		1,000,000	84 Lumber Co. 0.00%, 10/04/2023(7)		988,750
		1,542,672	Bass Pro Group LLC 4.00%, 06/05/2020		1,541,392
		872,813	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		878,538
		964,104	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		885,770

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Retail - 2.7% - (continued)
			Outerwall, Inc.
	$	680,000	5.25%, 09/27/2023	$	686,236
		1,050,000	9.75%, 09/27/2024		1,042,125
		975,000	Party City Holdings, Inc. 0.00%, 08/19/2022(7)		977,574
		1,408,619	PetSmart, Inc. 4.00%, 03/11/2022		1,411,380
		3,103,983	Sports Authority, Inc. 6.85%, 11/16/2017		631,133
		732,490	SuperValu, Inc. 5.50%, 03/21/2019		734,116
					9,777,014
			Semiconductors - 1.8%
		2,457,687	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		2,481,919
		1,838,014	Lattice Semiconductor Corp. 5.51%, 03/10/2021		1,819,634
		1,615,598	NXP B.V. 3.41%, 12/07/2020		1,620,542
		650,000	ON Semiconductor Corp. 3.78%, 03/31/2023		653,575
					6,575,670
			Software - 8.5%
		1,979,659	CDW LLC 3.00%, 08/04/2023		1,987,795
		1,970,000	Dell, Inc. 4.00%, 09/07/2023		1,983,455
		12,000,000	First Data Corp. 3.47%, 03/24/2021		12,048,000
		395,741	Hyland Software, Inc. 4.75%, 07/01/2022		397,324
			Kronos, Inc.
		495,000	0.00%, 10/04/2023(7)		496,970
		1,846,521	4.50%, 10/30/2019		1,853,445
		756,476	9.75%, 04/30/2020		765,221
			Magic Newco LLC
	EUR	375,000	0.00%, 10/03/2023(7)		415,645
	$	475,000	0.00%, 10/03/2023(7)		478,563
		1,751,823	6.50%, 12/12/2018		1,763,210
			Peak 10, Inc.
		689,138	5.00%, 06/17/2021		692,294
		1,845,000	8.25%, 06/17/2022		1,709,706
		1,770,000	Quest Software U.S. Holdings, Inc. 0.00%, 09/23/2022(7)		1,768,673
		1,606,005	SS&C Technologies, Inc. 4.00%, 07/08/2022		1,617,552
		2,897,738	WEX, Inc. 4.25%, 07/01/2023		2,928,540
					30,906,393
			Telecommunications - 1.7%
		1,004,825	CommScope, Inc. 3.25%, 12/29/2022		1,009,015
		1,270,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		1,274,763
			LTS Buyer LLC
		1,680,390	4.09%, 04/13/2020		1,682,070
		1,319,413	8.00%, 04/12/2021		1,320,244
		971,590	Salem Communications Corp. 4.50%, 03/13/2020		952,158
					6,238,250

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

97

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)
			Transportation - 0.7%
			Kenan Advantage Group, Inc.
	$	125,606	1.50%, 01/31/2017(8)	$	124,978
		2,353,653	4.00%, 07/31/2022		2,341,884
					2,466,862
			Total Senior Floating Rate Interests (cost $293,698,264)	$	283,746,510
COMMON STOCKS - 1.4%
			Energy - 0.9%
		35,039	Arch Coal, Inc.*	$	2,571,162
		78,609	Templar Energy LLC Class A(9)(10)		786,091
					3,357,253
			Media - 0.2%
		69,152	MPM Holdings, Inc.*(10)		714,340
			Utilities - 0.3%
		75,030	TCEH Corp.		1,140,456
		4,500,000	TCEH Corp.*(9)(10)		—
					1,140,456
			Total Common Stocks (cost $6,682,526)	$	5,212,049
EXCHANGE TRADED FUNDS - 2.9%
			Other Investment Pools & Funds - 2.9%
		119,200	Alerian MLP ETF		1,457,816
		50,900	iShares U.S. Preferred Stock ETF		1,982,555
		161,800	PowerShares Senior Loan Portfolio		3,750,524
		47,600	SPDR Blackstone / GSO Senior Loan ETF		2,251,956
		21,900	SPDR Wells Fargo Preferred Stock ETF		985,610
			Total Exchange Traded Funds (cost $10,509,530)	$	10,428,461
			Total Long-Term Investments (cost $348,048,665)	$	335,362,218
SHORT-TERM INVESTMENTS - 14.6%
			Other Investment Pools & Funds - 14.6%
		53,257,630	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	53,257,630
			Total Short-Term Investments (cost $53,257,630)	$	53,257,630

Total Investments (cost $401,306,295)^	106.4	%	$	388,619,848
Other Assets and Liabilities	(6.4	)%		(23,440,127	)
Total Net Assets	100.0	%	$	365,179,721

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

98

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $401,500,782 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	2,776,836
Unrealized Depreciation		(15,657,770	)
Net Unrealized Depreciation	$	(12,880,934	)

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $16,110,534, which represents 4.4% of total net assets.

⁽²⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾ These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $7,549,189, which represents 2.1% of total net assets.

⁽⁶⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽⁷⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁸⁾  This security, or a portion of this security, has unfunded loan commitments. As of October 31, 2016, the aggregate value of the unfunded commitment was $368,438, which rounds to zero percent of total net assets.

⁽⁹⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	10/2016		78,609	Templar Energy LLC Class A	$	673,075
	10/2016		4,500,000	TCEH Corp.		—

At October 31, 2016, the aggregate value of these securities was $786,091, which represents 0.2% of total net assets.

⁽¹⁰⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $1,500,431, which represents 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

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

99

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		11/30/16	CBK	$	3,044,677	$	3,069,703	$	(25,026	)
GBP	Buy		11/30/16	HSBC		1,159,134		1,165,924		6,790
GBP	Sell		11/30/16	CBK		3,909,950		3,936,220		(26,270	)
Total									$	(44,506)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK	Citibank NA
HSBC	HSBC Bank USA
Currency Abbreviations:
EUR	Euro
GBP	British Pound
Other Abbreviations:
ETF	Exchange Traded Fund
SPDR	Standard & Poor’s Depositary Receipt

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

100

The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Corporate Bonds	$	35,975,198		$	—	$	35,975,198		$	—
Senior Floating Rate Interests		283,746,510			—		283,746,510			—
Common Stocks
Energy		3,357,253			2,571,162		—			786,091
Media		714,340			—		—			714,340
Utilities		1,140,456			1,140,456		—			—
Exchange Traded Funds		10,428,461			10,428,461		—			—
Short-Term Investments		53,257,630			53,257,630		—			—
Foreign Currency Contracts(2)		6,790			—		6,790			—
Total	$	388,626,638		$	67,397,709	$	319,728,498		$	1,500,431
Liabilities
Foreign Currency Contracts(2)	$	(51,296	)	$	—	$	(51,296	)	$	—
Total	$	(51,296	)	$	—	$	(51,296	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Total
Beginning balance	$	1,455,650		$	1,455,650
Purchases		673,075			673,075
Sales		—			—
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		(628,294	)		(628,294	)
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	1,500,431		$	1,500,431

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016: was $(628,294).

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

101

The Hartford High Yield Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%
			Asset-Backed - Finance & Insurance - 0.0%
	$	920,000	Soundview NIM Trust 8.25%, 12/25/2036(1)(2)(3)	$	—
			Total Asset & Commercial Mortgage Backed Securities (cost $915,920)	$	—
CORPORATE BONDS - 89.3%
			Chemicals - 0.7%
			Chemours Co.
		1,660,000	6.63%, 05/15/2023	$	1,610,200
		290,000	7.00%, 05/15/2025		282,025
		365,000	Platform Specialty Products Corp. 6.50%, 02/01/2022(1)		354,050
		330,000	Versum Materials, Inc. 5.50%, 09/30/2024(1)		337,425
					2,583,700
			Commercial Banks - 5.1%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	1,600,000	7.00%, 02/19/2019(4)(5)(6)		1,697,227
	$	1,600,000	9.00%, 05/09/2018(4)(5)(6)		1,662,000
		1,625,000	Barclays plc 8.25%, 12/15/2018(4)(6)		1,645,313
		1,050,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(4)(6)		1,097,250
		1,699,000	CIT Group, Inc. 5.50%, 02/15/2019(1)		1,788,197
		945,000	Credit Agricole S.A. 7.88%, 01/23/2024(1)(4)(6)		957,550
		1,855,000	Credit Suisse Group AG 6.25%, 12/18/2024(4)(5)(6)		1,790,075
		775,000	HBOS Capital Funding L.P. 6.85%, 12/23/2016(4)(5)		782,750
		725,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(4)(6)		662,469
		1,610,000	Radian Group, Inc. 7.00%, 03/15/2021		1,804,713
			Royal Bank of Scotland Group plc
		1,605,000	6.99%, 10/05/2017(1)(4)(6)		1,793,587
		1,200,000	7.64%, 09/30/2017(4)(6)		1,164,000
		405,000	8.63%, 08/15/2021(4)(6)		402,975
		1,130,000	Societe Generale S.A. 8.25%, 11/29/2018(4)(5)(6)		1,162,488
					18,410,594
			Commercial Services - 1.4%
		1,040,000	APX Group, Inc. 7.88%, 12/01/2022		1,094,610
		1,210,000	Hertz Corp. 5.50%, 10/15/2024(1)		1,174,789
		2,815,000	Quad/Graphics, Inc. 7.00%, 05/01/2022		2,702,400
					4,971,799
			Construction Materials - 2.7%
		630,000	BMC East LLC 5.50%, 10/01/2024(1)		639,450
		1,215,000	Builders FirstSource, Inc. 5.63%, 09/01/2024(1)		1,227,150
		1,650,000	Cemex Finance LLC 6.00%, 04/01/2024(1)		1,707,750

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Construction Materials - 2.7% - (continued)
	$	940,000	Cemex S.A.B. de C.V. 6.13%, 05/05/2025(1)	$	972,900
		1,705,000	Ply Gem Industries, Inc. 6.50%, 02/01/2022		1,779,338
		3,460,000	Standard Industries, Inc. 5.38%, 11/15/2024(1)		3,576,775
					9,903,363
			Distribution/Wholesale - 0.4%
			American Builders & Contractors Supply Co., Inc.
		870,000	5.63%, 04/15/2021(1)		898,275
		420,000	5.75%, 12/15/2023(1)		437,850
					1,336,125
			Diversified Financial Services - 3.5%
			AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
		1,670,000	4.50%, 05/15/2021		1,735,965
		515,000	4.63%, 10/30/2020		542,038
		710,000	FBM Finance, Inc. 8.25%, 08/15/2021(1)		741,950
			International Lease Finance Corp.
		1,340,000	5.88%, 04/01/2019		1,440,071
		1,285,000	5.88%, 08/15/2022		1,415,145
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		1,905,000	6.50%, 08/01/2018		1,927,622
		1,070,000	6.50%, 07/01/2021		1,061,975
		171,000	7.88%, 10/01/2020		174,420
		275,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(1)		284,625
			Springleaf Finance Corp.
		525,000	5.25%, 12/15/2019		526,969
		705,000	7.75%, 10/01/2021		734,539
		1,840,000	8.25%, 12/15/2020		1,996,400
					12,581,719
			Electric - 0.0%
		1,460,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020(2)(7)		—
			Entertainment - 1.2%
			GLP Capital L.P. / GLP Financing II, Inc.
		75,000	4.38%, 04/15/2021		78,938
		1,280,000	5.38%, 04/15/2026		1,360,000
		1,570,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024(1)		1,581,775
		885,000	Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp. 6.13%, 08/15/2021(1)		913,762
		350,000	WMG Acquisition Corp. 5.00%, 08/01/2023(1)		354,375
					4,288,850
			Environmental Control - 0.2%
		810,000	Clean Harbors, Inc. 5.13%, 06/01/2021		829,238
			Food - 1.7%
		360,000	Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp. 5.88%, 01/15/2024		386,100

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

102

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Food - 1.7% - (continued)
	$	2,660,000	Post Holdings, Inc. 5.00%, 08/15/2026(1)	$	2,580,200
			TreeHouse Foods, Inc.
		1,870,000	4.88%, 03/15/2022		1,940,125
		1,105,000	6.00%, 02/15/2024(1)		1,186,770
					6,093,195
			Healthcare-Products - 2.0%
			Alere, Inc.
		2,175,000	6.38%, 07/01/2023(1)		2,240,250
		2,140,000	6.50%, 06/15/2020		2,167,627
		2,595,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(1)		2,666,363
					7,074,240
			Healthcare-Services - 7.1%
		1,735,000	Amsurg Corp. 5.63%, 07/15/2022		1,769,700
			Community Health Systems, Inc.
		3,760,000	6.88%, 02/01/2022		2,867,000
		2,965,000	7.13%, 07/15/2020		2,394,238
		970,000	Envision Healthcare Corp. 5.13%, 07/01/2022(1)		970,000
		2,645,000	HCA Holdings, Inc. 6.25%, 02/15/2021		2,853,294
			HCA, Inc.
		2,050,000	5.38%, 02/01/2025		2,092,435
		1,610,000	5.88%, 05/01/2023		1,708,113
		2,236,000	7.50%, 11/15/2095		2,247,180
		825,000	LifePoint Health, Inc. 5.88%, 12/01/2023		837,375
		945,000	MEDNAX, Inc. 5.25%, 12/01/2023(1)		987,525
		350,000	MPH Acquisition Holdings LLC 7.13%, 06/01/2024(1)		374,465
			Tenet Healthcare Corp.
		2,565,000	4.75%, 06/01/2020		2,622,712
		2,840,000	5.00%, 03/01/2019		2,753,920
		455,000	6.75%, 06/15/2023		418,031
		750,000	8.13%, 04/01/2022		733,125
					25,629,113
			Home Builders - 2.7%
		1,210,000	Beazer Homes USA, Inc. 8.75%, 03/15/2022(1)		1,285,625
			KB Home
		1,030,000	7.00%, 12/15/2021		1,104,675
		830,000	7.50%, 09/15/2022		898,475
		1,090,000	8.00%, 03/15/2020		1,209,900
			Lennar Corp.
		805,000	4.75%, 04/01/2021		852,801
		2,095,000	4.75%, 11/15/2022		2,178,800
		450,000	4.88%, 12/15/2023		459,000
		1,595,000	M/I Homes, Inc. 6.75%, 01/15/2021		1,678,737
					9,668,013
			Household Products - 0.9%
		1,335,000	Avon International Operations, Inc. 7.88%, 08/15/2022(1)		1,435,125
		1,865,000	Revlon Consumer Products Corp. 6.25%, 08/01/2024(1)		1,920,950
					3,356,075

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Insurance - 0.1%
	$	445,000	MGIC Investment Corp. 5.75%, 08/15/2023	$	469,475
			Internet - 1.9%
		3,160,000	Netflix, Inc. 5.88%, 02/15/2025		3,503,650
			Zayo Group LLC / Zayo Capital, Inc.
		2,175,000	6.00%, 04/01/2023		2,289,187
		835,000	6.38%, 05/15/2025		879,105
					6,671,942
			Iron/Steel - 1.9%
			AK Steel Corp.
		640,000	7.63%, 05/15/2020		643,200
		910,000	7.63%, 10/01/2021		905,450
		1,095,000	8.38%, 04/01/2022		1,105,950
		685,000	ArcelorMittal 7.25%, 02/25/2022		777,475
		630,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(1)		636,300
			United States Steel Corp.
		191,000	6.88%, 04/01/2021		188,672
		701,000	7.38%, 04/01/2020		697,495
		315,000	7.50%, 03/15/2022		301,612
		1,650,000	8.38%, 07/01/2021(1)		1,753,125
					7,009,279
			Lodging - 0.7%
		1,285,000	Boyd Gaming Corp. 6.38%, 04/01/2026(1)		1,374,950
		1,145,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,187,938
					2,562,888
			Machinery-Diversified - 0.7%
		1,800,000	Cloud Crane LLC 10.13%, 08/01/2024(1)		1,876,500
		605,000	Gardner Denver, Inc. 6.88%, 08/15/2021(1)		592,900
					2,469,400
			Media - 11.7%
		685,000	CBS Radio, Inc. 7.25%, 11/01/2024(1)		711,544
			CCO Holdings LLC / CCO Holdings Capital Corp.
		105,000	5.13%, 02/15/2023		108,675
		2,150,000	5.13%, 05/01/2023(1)		2,219,875
		495,000	5.75%, 09/01/2023		522,225
		190,000	5.75%, 01/15/2024		200,925
		1,610,000	5.75%, 02/15/2026(1)		1,677,419
		3,935,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 5.13%, 12/15/2021(1)		3,834,662
			CSC Holdings LLC
		2,580,000	5.25%, 06/01/2024		2,412,300
		600,000	10.13%, 01/15/2023(1)		676,500
		705,000	10.88%, 10/15/2025(1)		810,750
			DISH DBS Corp.
		1,250,000	5.00%, 03/15/2023		1,231,250
		2,500,000	6.75%, 06/01/2021		2,685,950
		2,162,000	7.88%, 09/01/2019		2,410,630

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

103

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Media - 11.7% - (continued)
			Gray Television, Inc.
	$	560,000	5.13%, 10/15/2024(1)	$	543,200
		400,000	5.88%, 07/15/2026(1)		398,000
		2,780,000	Liberty Interactive LLC 8.25%, 02/01/2030		2,974,600
		1,205,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(1)(4)		1,283,687
		925,000	Quebecor Media, Inc. 5.75%, 01/15/2023		966,625
		2,330,000	SFR Group S.A. 7.38%, 05/01/2026(1)		2,353,300
			Sinclair Television Group, Inc.
		590,000	5.13%, 02/15/2027(1)		564,925
		1,005,000	5.88%, 03/15/2026(1)		1,037,663
			TEGNA, Inc.
		2,820,000	4.88%, 09/15/2021(1)		2,939,850
		1,250,000	5.13%, 10/15/2019		1,285,937
		270,000	5.50%, 09/15/2024(1)		276,750
		800,000	6.38%, 10/15/2023		846,000
		3,735,000	Tribune Media Co. 5.88%, 07/15/2022		3,735,000
		2,330,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(1)		2,414,462
		990,000	Videotron Ltd. 5.00%, 07/15/2022		1,033,313
					42,156,017
			Metal Fabricate/Hardware - 0.5%
			Novelis Corp.
		650,000	5.88%, 09/30/2026(1)		658,125
		1,200,000	6.25%, 08/15/2024(1)		1,248,000
					1,906,125
			Mining - 1.8%
			Anglo American Capital plc
		250,000	4.13%, 04/15/2021(1)		252,719
		200,000	4.13%, 09/27/2022(1)		198,000
		1,120,000	4.88%, 05/14/2025(1)		1,139,600
		376,000	9.38%, 04/08/2019(1)		430,520
		1,315,000	Constellium N.V. 7.88%, 04/01/2021(1)		1,400,475
		1,290,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		1,362,562
		95,000	New Gold, Inc. 6.25%, 11/15/2022(1)		95,950
			Teck Resources Ltd.
		470,000	8.00%, 06/01/2021(1)		513,475
		975,000	8.50%, 06/01/2024(1)		1,128,563
					6,521,864
			Miscellaneous Manufacturing - 0.6%
		2,650,000	Bombardier, Inc. 6.13%, 01/15/2023(1)		2,300,253
			Office/Business Equipment - 0.5%
			CDW LLC / CDW Finance Corp.
		405,000	5.00%, 09/01/2023		415,895
		1,330,000	6.00%, 08/15/2022		1,409,800
					1,825,695

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Oil & Gas - 12.6%
			Anadarko Petroleum Corp.
	$	125,000	4.85%, 03/15/2021	$	135,703
		85,000	5.55%, 03/15/2026		96,627
			Antero Resources Corp.
		470,000	5.38%, 11/01/2021		477,050
		1,055,000	5.63%, 06/01/2023		1,076,100
		1,385,000	6.00%, 12/01/2020		1,424,819
		2,460,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(1)		2,404,650
		1,705,000	Bonanza Creek Energy, Inc. 6.75%, 04/15/2021		1,035,787
		4,220,000	California Resources Corp. 8.00%, 12/15/2022(1)		2,848,500
		375,000	Callon Petroleum Co. 6.13%, 10/01/2024(1)		386,250
			Concho Resources, Inc.
		1,740,000	5.50%, 10/01/2022		1,787,850
		460,000	5.50%, 04/01/2023		470,580
			Continental Resources, Inc.
		500,000	3.80%, 06/01/2024		460,000
		250,000	4.50%, 04/15/2023		238,125
		1,935,000	4.90%, 06/01/2044		1,647,169
		955,000	5.00%, 09/15/2022		935,900
		2,330,000	Denbury Resources, Inc. 9.00%, 05/15/2021(1)		2,399,900
			Diamondback Energy, Inc.
		205,000	4.75%, 11/01/2024(1)		205,000
		2,460,000	7.63%, 10/01/2021		2,605,140
		1,385,000	Energen Corp. 4.63%, 09/01/2021		1,398,850
		1,640,000	Ensco plc 5.75%, 10/01/2044		1,094,700
			Laredo Petroleum, Inc.
		1,080,000	5.63%, 01/15/2022		1,053,000
		1,185,000	6.25%, 03/15/2023		1,190,925
		855,000	7.38%, 05/01/2022		880,650
		1,375,000	Matador Resources Co. 6.88%, 04/15/2023		1,443,750
			MEG Energy Corp.
		610,000	6.38%, 01/30/2023(1)		503,250
		1,935,000	7.00%, 03/31/2024(1)		1,586,700
		1,310,000	Noble Holding International Ltd. 6.20%, 08/01/2040		769,625
		425,000	PDC Energy, Inc. 6.13%, 09/15/2024(1)		442,000
			QEP Resources, Inc.
		2,135,000	5.25%, 05/01/2023		2,097,637
		200,000	5.38%, 10/01/2022		198,000
		235,000	6.80%, 03/01/2020		242,344
			Rice Energy, Inc.
		660,000	6.25%, 05/01/2022		671,550
		500,000	7.25%, 05/01/2023		530,000
		930,000	Rowan Cos., Inc. 5.85%, 01/15/2044		655,650
		1,040,000	RSP Permian, Inc. 6.63%, 10/01/2022		1,095,900
			SM Energy Co.
		1,745,000	5.00%, 01/15/2024		1,622,850
		15,000	5.63%, 06/01/2025		14,288
		240,000	6.13%, 11/15/2022		241,200

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

104

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Oil & Gas - 12.6% - (continued)
	$	115,000	6.50%, 11/15/2021	$	116,725
		210,000	6.75%, 09/15/2026		215,250
			Tullow Oil plc
		1,650,000	6.00%, 11/01/2020(1)		1,534,500
		1,340,000	6.25%, 04/15/2022(1)		1,229,450
			WPX Energy, Inc.
		1,920,000	5.25%, 09/15/2024		1,824,000
		1,410,000	6.00%, 01/15/2022		1,406,475
		660,000	8.25%, 08/01/2023		712,800
					45,407,219
			Packaging & Containers - 4.3%
		1,840,000	ARD Finance S.A. (Cash) 7.13%, 09/15/2023(1)(8)		1,821,600
			Ardagh Packaging Finance plc
		1,395,000	6.00%, 06/30/2021(1)		1,429,875
		625,000	6.75%, 01/31/2021(1)		643,750
		571,000	7.25%, 05/15/2024(1)		602,405
	EUR	315,000	Ball Corp. 3.50%, 12/15/2020		381,487
	$	1,865,000	Berry Plastics Corp. 6.00%, 10/15/2022		1,972,238
			Owens-Brockway Glass Container, Inc.
		1,895,000	5.88%, 08/15/2023(1)		2,019,359
		2,595,000	6.38%, 08/15/2025(1)		2,848,013
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		2,430,000	5.13%, 07/15/2023(1)		2,494,541
		815,000	7.00%, 07/15/2024(1)		871,031
		445,000	8.25%, 02/15/2021		464,914
					15,549,213
			Pharmaceuticals - 3.8%
			Endo Finance LLC
		1,510,000	6.00%, 07/15/2023(1)		1,313,700
		2,985,000	6.50%, 02/01/2025(1)		2,514,862
		1,692,000	PRA Holdings, Inc. 9.50%, 10/01/2023(1)		1,852,740
		2,055,000	Quintiles IMS, Inc. 4.88%, 05/15/2023(1)		2,119,219
			Valeant Pharmaceuticals International, Inc.
		1,155,000	5.50%, 03/01/2023(1)		906,675
		5,560,000	5.88%, 05/15/2023(1)		4,378,500
		360,000	6.13%, 04/15/2025(1)		284,400
		435,000	Vizient, Inc. 10.38%, 03/01/2024(1)		485,025
					13,855,121
			Pipelines - 1.4%
			Energy Transfer Equity L.P.
		2,230,000	5.50%, 06/01/2027		2,174,250
		1,592,000	7.50%, 10/15/2020		1,735,280
		1,070,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.75%, 03/15/2024		1,144,900
					5,054,430
			REITS - 0.3%
		1,095,000	Equinix, Inc. 5.88%, 01/15/2026		1,170,467

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Retail - 2.4%
	$	1,905,000	CEC Entertainment, Inc. 8.00%, 02/15/2022	$	1,914,525
		1,516,837	Chinos Intermediate Holdings A, Inc. (Cash) 7.75%, 05/01/2019(1)(8)		621,903
		1,960,000	L Brands, Inc. 6.88%, 11/01/2035		2,077,600
		2,480,000	Michaels Stores, Inc. 5.88%, 12/15/2020(1)		2,551,300
		1,305,000	Party City Holdings, Inc. 6.13%, 08/15/2023(1)		1,384,931
					8,550,259
			Semiconductors - 1.7%
		1,650,000	Entegris, Inc. 6.00%, 04/01/2022(1)		1,707,750
		2,005,000	Micron Technology, Inc. 5.50%, 02/01/2025		1,965,522
			Sensata Technologies B.V.
		1,520,000	5.00%, 10/01/2025(1)		1,558,000
		770,000	5.63%, 11/01/2024(1)		816,200
					6,047,472
			Software - 4.1%
		1,135,000	Camelot Finance S.A. 7.88%, 10/15/2024(1)		1,160,537
			Change Healthcare Holdings, Inc.
		1,035,000	6.00%, 02/15/2021(1)		1,086,750
		1,625,000	11.00%, 12/31/2019		1,706,250
			First Data Corp.
		1,835,000	5.38%, 08/15/2023(1)		1,899,225
		3,240,000	5.75%, 01/15/2024(1)		3,288,600
		1,795,000	7.00%, 12/01/2023(1)		1,880,262
		544,000	Infor Software Parent LLC (Cash) 7.13%, 05/01/2021(1)(8)		550,800
		2,205,000	Infor US, Inc. 6.50%, 05/15/2022		2,279,419
		475,000	JDA Escrow LLC / JDA Bond Finance, Inc. 7.38%, 10/15/2024(1)		490,438
		580,000	MSCI, Inc. 5.75%, 08/15/2025(1)		616,627
					14,958,908
			Telecommunications - 8.7%
			Alcatel-Lucent USA, Inc.
		3,070,000	6.45%, 03/15/2029		3,384,675
		660,000	6.50%, 01/15/2028		702,900
			Altice Financing S.A.
		235,000	6.50%, 01/15/2022(1)		245,634
		1,220,000	6.63%, 02/15/2023(1)		1,256,600
		2,900,000	7.50%, 05/15/2026(1)		2,987,000
			Frontier Communications Corp.
		765,000	10.50%, 09/15/2022		795,600
		1,510,000	11.00%, 09/15/2025		1,546,089
			Level 3 Financing, Inc.
		2,720,000	5.25%, 03/15/2026(1)		2,760,800
		1,880,000	5.38%, 08/15/2022		1,931,700
		820,000	SoftBank Group Corp. 4.50%, 04/15/2020(1)		842,550
			Sprint Communications, Inc.
		2,480,000	7.00%, 03/01/2020(1)		2,697,000
		1,533,000	9.00%, 11/15/2018(1)		1,686,300

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

105

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 89.3% - (continued)
			Telecommunications - 8.7% - (continued)
			Sprint Corp.
	$	680,000	7.13%, 06/15/2024	$	639,200
		1,815,000	7.25%, 09/15/2021		1,858,106
		1,680,000	7.88%, 09/15/2023		1,663,200
		1,675,000	T-Mobile USA, Inc. 6.63%, 11/15/2020		1,721,062
			Wind Acquisition Finance S.A.
	EUR	3,075,000	4.00%, 07/15/2020(1)		3,426,216
	$	1,190,000	4.75%, 07/15/2020(1)		1,195,950
					31,340,582
			Total Corporate Bonds (cost $318,596,007)	$	322,552,633
SENIOR FLOATING RATE INTERESTS - 0.7%(9)
			Insurance - 0.1%
		485,000	Asurion LLC 8.50%, 03/03/2021	$	488,434
			Machinery-Diversified - 0.3%
		1,007,865	Gardner Denver, Inc. 4.25%, 07/30/2020		977,397
			Media - 0.2%
		770,000	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		772,988
			Semiconductors - 0.1%
		250,604	NXP B.V. 3.41%, 12/07/2020		251,371
			Total Senior Floating Rate Interests (cost $2,489,936)	$	2,490,190
CONVERTIBLE BONDS - 0.7%
			Home Builders - 0.3%
		873,000	M/I Homes, Inc. 3.00%, 03/01/2018	$	872,455
			Insurance - 0.2%
		670,000	MGIC Investment Corp. 2.00%, 04/01/2020		855,925
			Oil & Gas - 0.2%
		1,645,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		756,700
			Total Convertible Bonds (cost $3,417,611)		2,485,080
COMMON STOCKS - 0.8%
			Energy - 0.3%
		104,555,002	KCA Deutag*(1)(2)(7)		986,372
			Pharmaceuticals, Biotechnology & Life Sciences - 0.2%
		35,700	Endo International plc*		669,375

Shares or Principal Amount			Market Value†
COMMON STOCKS - 0.8% - (continued)
		Utilities - 0.3%
	3,200,000	TCEH Corp.*(2)(7)	$	—
	78,357	Vistra Energy Corp.*		1,191,026
				1,191,026
		Total Common Stocks (cost $4,258,696)	$	2,846,773
		Total Long-Term Investments (cost $329,678,170)	$	330,374,676
SHORT-TERM INVESTMENTS - 6.8%
		Other Investment Pools & Funds - 6.8%
	24,405,657	Fidelity Institutional Government Fund, Institutional Class	$	24,405,657
		Total Short-Term Investments (cost $24,405,657)	$	24,405,657

Total Investments (cost $354,083,827)^	98.3	%	$	354,780,333
Other Assets and Liabilities	1.7	%		6,131,610
Total Net Assets	100.0	%	$	360,911,943

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

106

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $354,323,365 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	10,504,098
Unrealized Depreciation		(10,047,130	)
Net Unrealized Appreciation	$	456,968

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $152,314,909, which represents 42.2% of total net assets.

⁽²⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $986,372, which represents 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽³⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $7,094,540, which represents 2.0% of total net assets.

⁽⁶⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁷⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/ Par		Security	Cost Basis
	03/2011		104,555,002	KCA Deutag	$	1,416,929
	10/2016		3,200,000	TCEH Corp.		—
	10/2016		1,460,000	Texas Competitive Electric Holdings Co. LLC		—
					$	1,416,929

At October 31, 2016, the aggregate value of these securities was $986,372, which represents 0.3% of total net assets.

⁽⁸⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁹⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

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

107

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Notional Amount(a)	(Pay)/Receive Fixed Rate			Expiration Date	Cost Basis		Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.27	USD    11,950,000		(5.00	%)	12/20/21	$	519,369	$	462,949	$	(56,420)
Total						$	519,369	$	462,949	$	(56,420)

^(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 October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		11/30/16	CBK	$	5,344,809	$	5,388,741	$	(43,932)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
CBK	Citibank NA
Currency Abbreviations:
EUR	Euro
USD	United States Dollar
Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
Other Abbreviations:
MSCI	Morgan Stanley Capital International

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

108

The Hartford High Yield Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	—		$	—	$	—		$	0
Corporate Bonds		322,552,633			—		322,552,633			—
Senior Floating Rate Interests		2,490,190			—		2,490,190			—
Convertible Bonds		2,485,080			—		2,485,080			—
Common Stocks
Energy		986,372			—		—			986,372
Pharmaceuticals, Biotechnology & Life Sciences		669,375			669,375		—			—
Utilities		1,191,026			1,191,026		—			—
Short-Term Investments		24,405,657			24,405,657		—			—
Total	$	354,780,333		$	26,266,058	$	327,527,903		$	986,372
Liabilities
Foreign Currency Contracts(2)	$	(43,932	)	$	—	$	(43,932	)	$	—
Swaps - Credit Default(2)		(56,420	)		—		(56,420	)		—
Total	$	(100,352	)	$	—	$	(100,352	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Asset & Commercial Mortgage Backed Securities		Common Stocks		Total
Beginning balance	$	0	$	485,135	$	485,135
Purchases		—		—		—
Sales		—		—		—
Accrued discounts/(premiums)		—		—		—
Total realized gain/(loss)		—		—		—
Net change in unrealized appreciation/depreciation		—		501,237		501,237
Transfers into Level 3(1)		—		—		—
Transfers out of Level 3(1)		—		—		—
Ending balance	$	0	$	986,372	$	986,372

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $501,237.

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

109

The Hartford Inflation Plus Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.6%
			Asset-Backed - Finance & Insurance - 0.2%
	$	1,360,000	HSI Asset Securitization Corp. Trust 0.80%, 02/25/2036(1)	$	1,216,822
			Asset-Backed - Home Equity - 0.1%
		820,202	GSAA Home Equity Trust 5.99%, 06/25/2036(1)		412,564
		756,875	Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(2)		466,010
					878,574
			Whole Loan Collateral CMO - 2.3%
		1,004,672	Adjustable Rate Mortgage Trust 0.80%, 11/25/2035(1)		928,010
		342,678	Banc of America Alternative Loan Trust 6.23%, 10/25/2036(2)		212,412
		1,433,890	Banc of America Funding Trust 6.05%, 10/25/2036(2)		1,252,391
		501,742	Bear Stearns Adjustable Rate Mortgage Trust 2.83%, 10/25/2035(1)		482,837
		877,385	Chase Mortgage Finance Trust 2.76%, 12/25/2035(1)		802,768
		587,052	Deutsche Alt-A Securities Mortgage Loan Trust 0.68%, 12/25/2036(1)		480,058
		924,172	GSR Mortgage Loan Trust 3.19%, 10/25/2035(1)		809,322
		700,036	HarborView Mortgage Loan Trust 0.72%, 01/19/2038(1)		601,164
		696,769	1.53%, 10/25/2037(1)		648,268
		3,127,644	IndyMac Index Mortgage Loan Trust 0.82%, 01/25/2036(1)		1,977,789
		1,444,944	JP Morgan Mortgage Trust 3.06%, 01/25/2037(1)		1,346,879
		651,058	Luminent Mortgage Trust 0.73%, 10/25/2046(1)		555,839
		1,401,720	MASTR Adjustable Rate Mortgages Trust 0.77%, 05/25/2037(1)		864,143
		131,430	Residential Asset Securitization Trust 0.98%, 03/25/2035(1)		103,269
		323,427	Residential Funding Mortgage Securities, Inc. 3.47%, 02/25/2036(1)		291,750
		589,079	6.00%, 07/25/2037		543,999
		802,446	Structured Adjustable Rate Mortgage Loan Trust 2.99%, 06/25/2035(1)		699,007
		795,834	WaMu Mortgage Pass-Through Certificates Trust 0.95%, 06/25/2044(1)		737,410
		284,357	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 0.62%, 02/25/2037(1)		180,506
		996,607	1.35%, 11/25/2046(1)		721,066
					14,238,887
			Total Asset & Commercial Mortgage Backed Securities (cost $16,629,591)	$	16,334,283

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 2.9%
			Argentina - 0.1%
	ARS	9,506,672	Argentina Treasury Bond 2.25%, 04/28/2020	$	625,706
			Brazil - 1.0%
			Brazil Notas do Tesouro Nacional
	BRL	13,566,349	6.00%, 05/15/2017(3)		4,236,636
		5,104,287	6.00%, 08/15/2022(3)		1,598,799
					5,835,435
			Colombia - 0.6%
			Colombian TES
	COP	4,889,162,880	3.50%, 03/10/2021(3)		1,669,250
		4,780,029,780	4.75%, 02/23/2023(3)		1,738,806
					3,408,056
			Russia - 0.5%
	RUB	215,127,440	Russian Federal Inflation Linked Bond 2.50%, 08/16/2023(3)		3,321,919
			South Africa - 0.2%
	ZAR	19,362,166	South Africa Government Bond - CPI Linked 1.88%, 02/28/2033(3)		1,418,013
			Thailand - 0.5%
	THB	113,000,000	Bank of Thailand 1.49%, 02/17/2018(1)		3,227,414
			Total Foreign Government Obligations (cost $17,196,698)	$	17,836,543
SENIOR FLOATING RATE INTERESTS - 5.2%(4)
			Aerospace/Defense - 0.2%
	$	506,618	BE Aerospace, Inc. 3.82%, 12/16/2021	$	509,471
		604,388	TransDigm, Inc. 3.75%, 06/09/2023		601,746
					1,111,217
			Airlines - 0.2%
		330,000	American Airlines, Inc. 3.25%, 04/28/2023		330,000
		990,000	Delta Air Lines, Inc. 3.25%, 08/24/2022		994,534
					1,324,534
			Auto Manufacturers - 0.1%
		841,416	Chrysler Group LLC 3.50%, 05/24/2017		841,946
			Chemicals - 0.2%
		99,479	Chemours Co. 3.75%, 05/12/2022		98,186
		124,375	Huntsman International LLC 4.25%, 04/01/2023		125,152
		566,265	Ineos U.S. Finance LLC 3.75%, 05/04/2018		567,131
		184,538	Nexeo Solutions LLC 5.25%, 06/09/2023		185,691
					976,160
			Commercial Services - 0.1%
		62,284	Global Payments, Inc. 3.50%, 04/22/2023		62,673

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

110

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.2%(4) - (continued)
			Commercial Services - 0.1% - (continued)
	$	199,500	Hertz Corp. 3.50%, 06/30/2023		201,038
		149,250	KAR Auction Services, Inc. 4.38%, 03/09/2023		150,789
		224,438	Russell Investment Group 6.75%, 06/01/2023		225,559
		174,108	TransUnion LLC 3.50%, 04/09/2021		174,544
					814,603
			Construction Materials - 0.1%
		500,000	American Builders & Contractors Supply Co. 0.00%, 10/31/2023(5)		501,875
			Diversified Financial Services - 0.3%
		685,000	Delos Finance S.a.r.l. 3.59%, 03/06/2021		688,856
		1,035,337	RPI Finance Trust 3.04%, 10/14/2022		1,044,210
					1,733,066
			Electric - 0.1%
		443,888	Calpine Corp. 3.84%, 05/31/2023		446,551
		180,000	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		181,549
					628,100
			Energy-Alternate Sources - 0.1%
		841,869	MEG Energy Corp. 3.75%, 03/31/2020		793,066
			Environmental Control - 0.0%
		135,000	Advanced Disposal Services, Inc. 0.00%, 10/26/2023(5)		135,169
			Food - 0.1%
		263,677	Albertsons LLC 4.75%, 12/21/2022		266,285
		110,952	B&G Foods, Inc. 3.84%, 11/02/2022		111,877
		332,488	JBS USA LLC 4.00%, 10/30/2022		331,739
					709,901
			Healthcare-Products - 0.0%
		105,000	Revlon Consumer Products Corp. 4.25%, 09/07/2023		105,186
			Healthcare-Services - 0.4%
		208,425	Acadia Healthcare Company, Inc. 3.75%, 02/16/2023		209,034
		109,878	Community Health Systems, Inc. 3.75%, 12/31/2019 103,800
		202,172	4.00%, 01/27/2021		190,699
		1,454,585	IMS Health, Inc. 3.50%, 03/17/2021		1,461,858
		300,000	inVentiv Health, Inc. 0.00%, 09/28/2023(5)		299,838
		339,654	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		343,156
					2,608,385

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.2%(4) - (continued)
			Household Products/Wares - 0.0%
	$	290,000	Galleria Co. 3.75%, 01/26/2023	$	291,723
			Insurance - 0.2%
		575,000	Asurion LLC 0.00%, 10/27/2023(5)		575,000
		671,849	5.00%, 05/24/2019		671,970
					1,246,970
			Lodging - 0.1%
		195,000	Boyd Gaming Corp. 3.53%, 09/15/2023		196,353
		169,575	Station Casinos LLC 3.75%, 06/08/2023		170,303
					366,656
			Media - 0.4%
		115,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		115,095
		298,500	Charter Communications Operating LLC 3.50%, 01/24/2023		300,198
		302,632	CSC Holdings LLC 3.88%, 10/11/2024		303,579
		15,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(5)		15,056
		145,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(5)		145,544
		330,000	Numericable U.S. LLC 0.00%, 01/13/2025(5)		328,442
		275,000	UPC Financing Partnership 4.08%, 08/31/2024		276,260
		673,321	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		675,934
					2,160,108
			Mining - 0.1%
		384,083	Minerals Technologies, Inc. 3.75%, 05/09/2021		387,206
			Oil & Gas - 0.2%
		110,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		117,494
		1,200,250	Energy Transfer Equity L.P. 3.29%, 12/02/2019		1,190,048
					1,307,542
			Packaging & Containers - 0.3%
		496,778	Berry Plastics Holding Corp. 3.50%, 02/08/2020		497,324
		197,500	Owens-Illinois, Inc. 3.50%, 09/01/2022		197,500
		971,051	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		973,217
					1,668,041
			Pharmaceuticals - 0.2%
		401,963	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		401,311
		853,125	Grifols Worldwide Operations USA, Inc. 3.46%, 02/27/2021		859,907
		180,370	Vizient, Inc. 5.00%, 02/13/2023		182,230
					1,443,448

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

111

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.2%(4) - (continued)
			REITS - 0.0%
	$	263,675	MGM Growth Properties Operating Partnership L.P. 3.50%, 04/25/2023	$	264,171
			Retail - 0.2%
		244,275	Coty, Inc. 3.04%, 10/27/2022		244,275
		129,675	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		130,526
		320,530	Michaels Stores, Inc. 3.75%, 01/27/2023		322,876
		180,000	Outerwall, Inc. 5.25%, 09/27/2023		181,651
		184,538	Yum! Brands, Inc. 3.29%, 06/16/2023		186,383
					1,065,711
			Semiconductors - 0.1%
		327,239	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		330,465
		173,290	NXP B.V. 3.41%, 12/07/2020		173,821
		215,000	ON Semiconductor Corp. 3.78%, 03/31/2023		216,182
					720,468
			Software - 1.0%
		280,000	Dell, Inc. 4.00%, 09/07/2023		281,912
			First Data Corp.
		452,309	3.52%, 03/24/2021		454,118
		975,000	4.27%, 07/08/2022		981,708
		751,430	Infor U.S., Inc. 3.75%, 06/03/2020		749,018
		1,002,188	Kronos, Inc. 4.50%, 10/30/2019		1,005,947
			Magic Newco LLC
		100,000	0.00%, 10/03/2023(5)		100,750
		1,684,863	6.50%, 12/12/2018		1,695,815
		251,421	SS&C Technologies, Inc. 4.00%, 07/08/2022		253,228
		493,763	WEX, Inc. 4.25%, 07/01/2023		499,011
					6,021,507
			Telecommunications - 0.5%
		630,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		632,362
		997,394	Telesat Canada 3.50%, 03/28/2019		997,394
		988,574	Univision Communications, Inc. 4.00%, 03/01/2020		990,117
		485,872	Ziggo Financing Partnership 3.50%, 01/15/2022		485,469
		56,179	3.70%, 01/15/2022		56,132
					3,161,474
			Total Senior Floating Rate Interests (cost $32,213,187)	$	32,388,233

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 0.3%
			FHLMC - 0.3%
	$	1,654,991	FHLMC 3.38%, 04/25/2028(1)	$	1,693,700
			FNMA - 0.0%
		1,077	FNMA 10.50%, 12/01/2018		1,083
			Total U.S. Government Agencies (cost $1,666,206)	$	1,694,783
U.S. GOVERNMENT SECURITIES - 83.7%
			U.S. Treasury Securities - 83.7%
			U.S. Treasury Bonds - 7.1%
		35,142,002	2.50%, 01/15/2029(3)	$	44,136,281
					44,136,281
			U.S. Treasury Notes - 76.6%
		42,715,816	0.13%, 04/15/2018(3)(6)		43,123,368
		20,377,126	0.13%, 04/15/2019(3)		20,702,243
		11,082,685	0.13%, 04/15/2020(3)		11,293,467
		19,496,807	0.13%, 01/15/2022(3)		19,881,225
		40,877,290	0.13%, 07/15/2022(3)		41,808,761
		58,625,115	0.13%, 01/15/2023(3)		59,465,037
		59,364,092	0.13%, 07/15/2024(3)		59,967,410
		4,250,475	0.25%, 01/15/2025(3)		4,306,747
		48,548,566	0.38%, 07/15/2023(3)		50,185,624
		59,821,731	0.63%, 01/15/2024(3)		62,493,967
		19,951,221	1.13%, 01/15/2021(3)(6)		21,203,000
		59,564,196	1.25%, 07/15/2020(3)		63,600,206
		15,325,338	1.38%, 01/15/2020(3)(6)		16,251,754
					474,282,809
			Total U.S. Government Securities (cost $507,235,020)	$	518,419,090
			Total Long-Term Investments (cost $574,940,702)	$	586,672,932
SHORT-TERM INVESTMENTS - 5.7%
			Foreign Government Obligations - 4.5%
	JPY	2,950,000,000	Japan Treasury Discount Bill 0.00%, 12/19/2016	$	28,142,668
			Other Investment Pools & Funds - 1.2%
		7,487,813	Fidelity Institutional Government Fund, Institutional Class		7,487,813
			Total Short-Term Investments (cost $36,310,778)	$	35,630,481

Total Investments (cost $611,251,480)^	100.4	%	$	622,303,413
Other Assets and Liabilities	(0.4	)%		(2,636,446	)
Total Net Assets	100.0	%	$	619,666,967

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

112

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $612,121,499 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	11,768,907
Unrealized Depreciation		(1,586,993	)
Net Unrealized Appreciation	$	10,181,914

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽²⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽³⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁴⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽⁵⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁶⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 5-Year Note Future		143		12/30/2016	$	17,373,674	$	17,273,953	$	(99,721	)
Short position contracts:
Euro-Bund Future		41		12/08/2016	$	7,353,605	$	7,298,909	$	54,696
U.S. Treasury 2-Year Note Future		146		12/30/2016		31,827,892		31,848,531		(20,639	)
Total									$	34,057
Total futures contracts									$	(65,664	)

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Sell protection:
CMBX.NA.AAA.6		MSC		USD	11,425,660		0.50	%		05/11/63	$	—	$	(369,140	)	$	(61,016	)	$	308,124
CMBX.NA.AAA.6		UBS		USD	1,659,515		0.50	%		05/11/63		—		(53,343	)		(8,863	)		44,480
CMBX.NA.AAA.6		CSI		USD	979,714		0.50	%		05/11/63		—		(35,960	)		(5,232	)		30,728
CMBX.NA.AAA.6		MSC		USD	954,721		0.50	%		05/11/63		—		(31,831	)		(5,098	)		26,733
CMBX.NA.AAA.6		DEUT		USD	929,728		0.50	%		05/11/63		—		(31,405	)		(4,965	)		26,440
CMBX.NA.AAA.6		MSC		USD	794,768		0.50	%		05/11/63		—		(26,847	)		(4,245	)		22,602
CMBX.NA.AAA.6		GSC		USD	1,757,486		0.50	%		05/11/63		—		(28,736	)		(8,702	)		20,034
CMBX.NA.AAA.6		GSC		USD	589,828		0.50	%		05/11/63		—		(19,494	)		(3,150	)		16,344
CMBX.NA.AAA.6		GSC		USD	554,838		0.50	%		05/11/63		—		(18,730	)		(2,963	)		15,767
Total											$	—	$	(615,486	)	$	(104,234	)	$	511,252
Total traded indices											$	—	$	(615,486	)	$	(104,234	)	$	511,252
Total OTC contracts											$	—	$	(615,486	)	$	(104,234	)	$	511,252

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

113

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2016

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

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY		1.41% Fixed		CPURNSA		USD	16,050,000		01/15/18	$	—	$	—	$	(82,761	)	$	(82,761	)
DEUT		1.44% Fixed		CPURNSA		USD	16,190,000		09/11/20		—		—		202,120			202,120
Total										$	—	$	—	$	119,359		$	119,359

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate		0.94% Fixed		USD	13,439,000		08/22/24	$	—	$	—	$	149,214	$	149,214
12M Federal Funds Rate		1.03% Fixed		USD	9,012,000		09/06/26		—		—		162,081		162,081
12M Federal Funds Rate		1.00% Fixed		USD	3,322,000		09/29/26		99,833		—		72,297		(27,536	)
Total								$	99,833	$	—	$	383,592	$	283,759

Bond Forward Contracts Outstanding at October 31, 2016
Counterparty	Reference Obligation		Notional Amount			Expiration Date		Unrealized Appreciation/ (Depreciation)
BOA		U.S. Treasury Bonds, 0.13%, 07/15/2024		USD	11,789,537		11/30/2016	$	(20,991	)
BOA		U.S. Treasury Bonds, 2.38%, 01/15/2025		USD	24,640,860		11/30/2016		(34,932	)
BOA		U.S. Treasury Notes, 2.38%, 01/15/2027		USD	14,598,391		11/15/2016		(56,733	)
								$	(112,656	)

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/30/16	HSBC	$	2,509,708	$	2,516,690	$	6,982
AUD	Buy		11/30/16	SSG		2,245,891		2,248,375		2,484
AUD	Buy		11/30/16	SSG		2,514,276		2,497,688		(16,588	)
AUD	Sell		11/30/16	HSBC		2,394,037		2,373,032		21,005
AUD	Sell		11/30/16	DEUT		1,192,901		1,186,516		6,385
AUD	Sell		11/30/16	CSFB		1,192,890		1,186,516		6,374
BRL	Sell		12/02/16	TDB		5,636,418		5,789,427		(153,009	)
CAD	Buy		11/30/16	BMO		7,396,267		7,352,503		(43,764	)
CHF	Sell		11/30/16	CSFB		1,266,869		1,264,106		2,763
CHF	Sell		11/30/16	CSFB		1,266,741		1,264,106		2,635
CHF	Sell		11/30/16	BNP		2,516,420		2,528,212		(11,792	)
COP	Sell		12/21/16	SSG		3,147,438		3,140,689		6,749
EUR	Buy		11/30/16	HSBC		2,519,002		2,544,347		25,345
EUR	Buy		11/30/16	CBK		2,512,089		2,514,673		2,584
EUR	Sell		11/30/16	BOA		2,529,967		2,530,060		(93	)

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

114

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		11/30/16	BNP	$	1,257,997	$	1,265,030	$	(7,033	)
EUR	Sell		11/30/16	CSFB		1,257,594		1,265,030		(7,436	)
EUR	Sell		11/30/16	HSBC		2,531,105		2,544,347		(13,242	)
EUR	Sell		11/30/16	CBK		2,494,172		2,514,673		(20,501	)
GBP	Buy		11/30/16	SSG		3,780,017		3,799,053		19,036
GBP	Sell		11/30/16	HSBC		1,258,471		1,261,451		(2,980	)
GBP	Sell		11/30/16	GSC		3,776,493		3,794,154		(17,661	)
GBP	Sell		11/30/16	CBK		5,004,833		5,038,460		(33,627	)
JPY	Buy		11/30/16	GSC		2,728,866		2,740,105		11,239
JPY	Sell		11/30/16	CBK		5,516,417		5,480,202		36,215
JPY	Sell		11/30/16	CSFB		1,390,683		1,388,675		2,008
JPY	Sell		11/30/16	GSC		1,390,623		1,388,665		1,958
JPY	Sell		12/19/16	CBK		28,975,543		28,189,232		786,311
RUB	Sell		12/21/16	CSFB		3,168,208		3,292,965		(124,757	)
THB	Sell		12/21/16	RBS		3,237,430		3,229,623		7,807
ZAR	Sell		12/21/16	CBK		1,313,233		1,406,655		(93,422	)
Total									$	401,975

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
MSC	Morgan Stanley
RBS	RBS Greenwich Capital
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
COP	Colombian Peso
EUR	Euro
GBP	British Pound
JPY	Japanese Yen
RUB	Russian Ruble
THB	Thai Baht
ZAR	South African Rand

Index Abbreviations:
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
OTC	Over-the-Counter

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

115

The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	16,334,283		$	—		$	16,334,283		$	—
Foreign Government Obligations		17,836,543			—			17,836,543			—
Senior Floating Rate Interests		32,388,233			—			32,388,233			—
U.S. Government Agencies		1,694,783			—			1,694,783			—
U.S. Government Securities		518,419,090			—			518,419,090			—
Short-Term Investments		35,630,481			7,487,813			28,142,668			—
Foreign Currency Contracts(2)		947,880			—			947,880			—
Futures Contracts(2)		54,696			54,696			—			—
Swaps - Credit Default(2)		511,252			—			511,252			—
Swaps - Interest Rate(2)		513,415			—			513,415			—
Total	$	624,330,656		$	7,542,509		$	616,788,147		$	—
Liabilities
Bond Forward Contracts(2)	$	(112,656	)	$	—		$	(112,656	)	$	—
Foreign Currency Contracts(2)		(545,905	)		—			(545,905	)		—
Futures Contracts(2)		(120,360	)		(120,360	)		—			—
Swaps - Interest Rate(2)		(110,297	)		—			(110,297	)		—
Total	$	(889,218	)	$	(120,360	)	$	(768,858	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

116

Hartford Municipal Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 93.0%
			Alabama - 0.9%
	$	145,000	Alabama 21st Century Auth Rev 5.00%, 06/01/2021	$	166,124
			Alaska - 0.6%
		100,000	CIVICVentures, AK, Rev 5.00%, 09/01/2023		118,354
			Arizona - 1.2%
		200,000	Salt Verde Financial Corp. Rev 5.00%, 12/01/2037		239,456
			California - 7.4%
		250,000	Abag Finance Authority for Nonprofit Corps. Rev 6.00%, 08/01/2030		298,793
		170,000	Alameda Corridor, CA, Transportation Auth Rev 0.00%, 10/01/2018(1)		163,934
		100,000	California County, CA, Tobacco Securitization Agency 5.00%, 06/01/2020		111,554
		250,000	California Health Facilities Financing Auth Rev 5.88%, 07/01/2025		282,770
		45,000	Elk Grove Finance Auth Special Tax 5.00%, 09/01/2032		53,390
			Orange County Community Facs Dist Special Tax
		100,000	5.00%, 08/15/2023		118,451
		150,000	5.00%, 08/15/2033(2)		170,196
		10,000	Palomar Health, CA, Rev 3.00%, 11/01/2017		10,118
		255,000	San Joaquin Hills Transportation Corridor Agency 0.00%, 01/15/2025(1)		198,948
					1,408,154
			Colorado - 2.2%
		110,000	Colorado Health Facilities Auth Rev 2.00%, 09/01/2018		111,305
		150,000	Denver Convention Center Hotel Auth Rev 5.00%, 12/01/2040(2)		168,402
		25,000	E-470 Public Highway Auth Rev 5.00%, 09/01/2019		27,472
		100,000	Park Creek, CO, Metropolitan Dist Rev 5.00%, 12/01/2023		116,547
					423,726
			Connecticut - 2.4%
		50,000	City of Hartford, CT, GO 5.00%, 07/01/2027		57,741
		100,000	Connecticut State Health & Educational Fac Auth 3.25%, 09/01/2021(3)		101,037
		250,000	Town of Hamden, CT, GO 5.00%, 08/15/2025		303,175
					461,953
			Florida - 3.9%
		100,000	Broward County, FL, Airport System Rev 5.00%, 10/01/2020		113,490
		200,000	City of Port State Lucie, FL 4.00%, 07/01/2027		219,298
			County of Lee, FL, Airport Rev
		125,000	5.00%, 10/01/2032		145,161
		100,000	5.00%, 10/01/2033		115,535

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 93.0% - (continued)
			Florida - 3.9% - (continued)
	$		County of Miami-Dade, FL, Aviation Rev	$
		15,000	5.00%, 10/01/2029		17,573
		15,000	5.00%, 10/01/2031		17,343
		20,000	5.00%, 10/01/2032		23,023
		20,000	5.00%, 10/01/2033		22,939
		65,000	County of Miami-Dade, FL, Seaport Department Rev 5.00%, 10/01/2023		76,517
					750,879
			Georgia - 0.6%
		70,000	Burke County, GA, Development Auth Rev 2.35%, 10/01/2032(4)		71,544
		45,000	Georgia Housing & Finance Auth Rev 3.50%, 06/01/2039		47,841
					119,385
			Idaho - 1.3%
		250,000	Idaho Housing & Finance Association Rev 5.00%, 07/15/2017		257,098
			Illinois - 20.9%
		250,000	Chicago Midway International Airport Rev 5.00%, 01/01/2041		276,730
		100,000	Chicago O’Hare International Airport Rev 5.00%, 01/01/2029		118,674
		250,000	Chicago, IL, Park Dist GO 5.00%, 01/01/2020		267,427
			Chicago, IL, Transit Auth Rev
		75,000	5.00%, 06/01/2020		83,528
		160,000	5.25%, 12/01/2024		182,331
		250,000	City of Chicago, IL, GO 5.00%, 01/01/2026		264,570
		105,000	City of Chicago, IL, Waterworks Rev 5.00%, 11/01/2018		111,894
			Cook County, IL, Community High School Dist No 212 Leyden
		105,000	5.00%, 12/01/2027		122,585
		170,000	5.00%, 12/01/2030		195,408
		105,000	County of Cook, IL, GO 5.00%, 11/15/2028		114,295
			Illinois Finance Auth Rev
		90,000	4.50%, 05/15/2020		94,980
		15,000	5.00%, 07/01/2018		16,012
		150,000	5.00%, 11/15/2030		176,262
		150,000	5.00%, 02/15/2033		165,869
		245,000	5.00%, 08/15/2035		282,169
		150,000	5.00%, 10/01/2041		174,156
		100,000	Kane McHenry Cook & DeKalb Counties, IL, USD GO 5.00%, 01/01/2023		117,623
		150,000	Kendall Kane & Will County, IL, USD GO 5.00%, 02/01/2024		180,540
		125,000	Metropolitan Pier & Exposition Auth 0.00%, 06/15/2020(1)		112,478
		125,000	Regional Transportation Auth Rev 6.25%, 07/01/2022		155,416
			State of Illinois, GO
		100,000	5.00%, 07/01/2017		102,278
		250,000	5.00%, 05/01/2029		269,237
		250,000	State of Illinois, Sales Tax Rev 5.00%, 06/15/2025		295,580

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

117

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 93.0% - (continued)
			Illinois - 20.9% - (continued)
	$	90,000	University of Illinois, IL, Auxiliary Facs, Rev 5.00%, 04/01/2024	$	105,107
					3,985,149
			Indiana - 0.5%
		85,000	Indianapolis Airport Auth Rev 4.75%, 01/01/2030		91,582
			Louisiana - 2.6%
			Louisiana Public Facilities Auth Rev
		100,000	5.00%, 05/15/2047		112,760
		40,000	6.38%, 05/15/2031		49,126
		100,000	Louisiana State Local Gov’t Environmental Facs & Community DA 5.75%, 11/15/2030		106,669
		100,000	Louisiana State Local Gov’t Environmental Facs & Community DA Rev 6.00%, 11/15/2030		108,863
		100,000	Louisiana State Public Facilities Auth Rev 5.00%, 05/15/2035		115,039
					492,457
			Massachusetts - 1.7%
		100,000	Commonwealth of Massachusetts, GO 4.00%, 09/01/2034		108,987
		200,000	Massachusetts State, PA 4.00%, 07/01/2046		206,968
					315,955
			Michigan - 3.5%
		150,000	Great Lakes Water Auth Water Supply System Rev 5.00%, 07/01/2046		170,013
			Michigan Finance Auth
		150,000	5.00%, 04/01/2019		162,310
		100,000	5.00%, 07/01/2035		112,311
		100,000	5.00%, 05/15/2038		112,157
		50,000	State of Michigan 5.00%, 03/15/2027		62,283
		35,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		41,504
					660,578
			Minnesota - 1.2%
		100,000	City of Rochester, MN, Healthcare & Housing Rev Fac 4.00%, 12/01/2019		104,536
		20,000	Duluth, MN, Independent School District No 709 4.00%, 02/01/2027		22,603
		50,000	Saint Paul, MN, Housing & Redev Auth Healthcare Rev 5.25%, 11/15/2028		55,808
		100,000	Sartell, MN, Independent School Dist No 748 0.00%, 02/01/2035(1)		55,734
					238,681
			Nebraska - 0.6%
		100,000	Central Plains, NE, Energy Proj Gas Rev 5.25%, 12/01/2021		116,774
			Nevada - 1.9%
		95,000	Clark County, NV 2.25%, 12/01/2019		96,904

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 93.0% - (continued)
			Nevada - 1.9% - (continued)
	$	250,000	Clark County, School Dist, GO 5.00%, 06/15/2022	$	261,705
					358,609
			New Jersey - 4.1%
		205,000	City of Bayonne NJ 5.00%, 07/01/2034		237,480
		285,000	New Jersey Educational Facilities Auth Rev 5.00%, 09/01/2019		307,162
			New Jersey Health Care Facilities Financing Auth Rev
		150,000	5.00%, 07/01/2022		177,405
		50,000	5.25%, 07/01/2026		59,152
					781,199
			New York - 5.7%
		100,000	Liberty, NY, Corp. Development Goldman Sachs Headquarters 5.25%, 10/01/2035		126,293
		40,000	Long Island Power Auth 1.25%, 05/01/2033(4)		39,921
			Metropolitan Transportation Auth, NY, Rev
		100,000	5.25%, 11/15/2036		123,171
		70,000	5.25%, 11/15/2040		80,029
		130,000	New York City Transitional Finance Authority Future Tax Secured Rev 5.00%, 11/01/2038		153,570
		100,000	New York City Water & Sewer System 5.00%, 06/15/2043		114,495
			New York State Dormitory Auth Rev
		150,000	5.00%, 03/15/2031		181,244
		100,000	5.00%, 05/01/2043		113,934
		75,000	New York Transportation Development Corp. Rev 5.00%, 08/01/2018		78,856
		80,000	Town of Oyster Bay, NY, GO 3.00%, 08/15/2020		78,842
					1,090,355
			North Carolina - 0.2%
		25,000	North Carolina Medical Care Commission Rev 5.00%, 10/01/2027(2)		30,103
			Ohio - 4.3%
		200,000	American Municipal Power, Inc. 4.00%, 02/15/2036		213,418
			Buckeye, OH, Tobacco Settlement FA
		250,000	6.00%, 06/01/2042		236,280
		150,000	6.50%, 06/01/2047		149,004
			City of Cleveland, OH, Airport System Rev
		60,000	5.00%, 01/01/2022		69,807
		55,000	5.00%, 01/01/2023		65,078
		70,000	County of Montgomery, OH 5.00%, 05/01/2039		74,749
		25,000	Ohio Air Quality Dev Auth Rev 3.13%, 07/01/2033(4)		23,497
					831,833
			Pennsylvania - 5.5%
			Beaver County, PA, Industrial Dev Auth Rev
		50,000	2.50%, 12/01/2041(4)		49,307
		50,000	2.70%, 04/01/2035(4)		47,139

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

118

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 93.0% - (continued)
			Pennsylvania - 5.5% - (continued)
	$	100,000	Montgomery County Industrial Development Auth Rev 5.00%, 12/01/2025	$	117,001
		150,000	Pennsylvania Higher Educational Facilities Auth Rev 5.00%, 05/01/2025		182,639
			Pennsylvania Turnpike Commission Rev
		250,000	1.61%, 12/01/2021(4)		249,417
		150,000	5.00%, 12/01/2025		184,110
		90,000	5.00%, 12/01/2031		106,448
		115,000	School District of Philadelphia 5.00%, 09/01/2019		124,700
					1,060,761
			Puerto Rico - 0.7%
		200,000	Commonwealth of Puerto Rico 6.00%, 07/01/2039		127,500
			Rhode Island - 1.0%
		180,000	Rhode Island Housing & Mortgage Finance Corp., RI, Rev 4.00%, 10/01/2032		187,002
			Tennessee - 2.3%
		150,000	Shelby Counnty, TN, Health Educational & Housing Facs Board Rev 5.00%, 09/01/2025		165,873
		250,000	Tennessee Housing Dev Agency Rev 3.50%, 01/01/2047		269,000
					434,873
			Texas - 11.6%
		150,000	Arlington, TX, Higher Education Finance Corp. Rev 4.00%, 08/15/2030		167,346
		250,000	Central Texas Turnpike System Rev 5.00%, 08/15/2042		278,407
		200,000	City of Austin, TX, Airport System Rev 5.00%, 11/15/2031		231,456
		250,000	Dallas/Fort Worth, TX, International Airport Rev 5.00%, 11/01/2043		273,617
		100,000	Harris County-Houston Sports Auth Rev 5.00%, 11/15/2020		114,620
		75,000	Kerrville Health Facs Dev Corp. 5.00%, 08/15/2023		86,175
		150,000	Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2040		172,437
		100,000	New Hope, TX, Cultural Education Facilities Finance Corp. 5.00%, 11/01/2031		113,468
		185,000	North Texas Tollway Auth Rev 6.25%, 01/01/2039		205,191
		180,000	Northside Independent School Dist 1.65%, 08/01/2045(4)		181,424
		100,000	Tarrant County, TX, Cultural Education Facs Financing Corp. 4.50%, 11/15/2021		101,287
		250,000	Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2025		299,417
					2,224,845

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 93.0% - (continued)
			Virginia - 0.5%
	$	90,000	Wise County Industrial Development Auth Rev 1.88%, 11/01/2040(4)	$	91,013
			Washington - 3.7%
		300,000	State of Washington, GO 5.00%, 08/01/2032		364,785
		95,000	Tobacco Settlement Auth Rev 5.00%, 06/01/2017		97,216
		115,000	Washington State Health Care Fac Auth Rev 5.00%, 01/01/2026		139,154
		100,000	Washington State Housing Finance Commission Rev 7.00%, 07/01/2050(3)		106,459
					707,614
			Total Municipal Bonds (cost $17,425,518)	$	17,772,012
			Total Long-Term Investments (cost $17,425,518)	$	17,772,012
SHORT-TERM INVESTMENTS - 7.5%
			Other Investment Pools & Funds - 7.5%
		1,424,374	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	1,424,374
			Total Short-Term Investments (cost $1,424,374)	$	1,424,374

Total Investments (cost $18,849,892)^	100.5	%	$	19,196,386
Other Assets and Liabilities	(0.5	)%		(89,892	)
Total Net Assets	100.0	%	$	19,106,494

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

119

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $18,849,892 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	435,222
Unrealized Depreciation		(88,728	)
Net Unrealized Appreciation	$	346,494

⁽¹⁾  Security is a zero-coupon bond.

⁽²⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $367,990 at October 31, 2016.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $207,496, which represents 1.1% of total net assets.

⁽⁴⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
PA	Port Authority
Rev	Revenue
USD	United School District

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

120

Hartford Municipal Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Municipal Bonds	$	17,772,012	$	—	$	17,772,012	$	—
Short-Term Investments		1,424,374		1,424,374		—		—
Total	$	19,196,386	$	1,424,374	$	17,772,012	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

121

The Hartford Municipal Opportunities Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4%
			Alabama - 0.7%
	$	1,615,000	Alabama Federal Aid Highway Finance Auth 5.00%, 09/01/2026	$	1,887,967
		2,000,000	Jefferson County, AL, Sewer Rev 5.00%, 10/01/2017		2,058,460
		1,540,000	Mobile, AL, Industrial Development Board Pollution 1.65%, 06/01/2034(1)		1,544,020
					5,490,447
			Alaska - 0.3%
		2,000,000	CIVICVentures, AK, Rev 5.00%, 09/01/2025		2,409,640
			Arizona - 1.5%
			Arizona State Health Fac Auth
		2,000,000	5.00%, 12/01/2029		2,378,120
		2,000,000	5.00%, 12/01/2030		2,368,440
		265,000	Estrella Mountain Ranch, AZ, Community Fac Dist GO 6.20%, 07/15/2032		269,261
		380,000	Maricopa County Industrial Dev Auth 5.25%, 07/01/2032		390,253
		1,400,000	Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School 8.50%, 07/01/2039		1,652,756
		3,000,000	Salt River, AZ, Agricultural Improvement 5.00%, 12/01/2027		3,542,070
		855,000	Salt Verde Financial Corp. 5.25%, 12/01/2020		970,459
					11,571,359
			California - 9.6%
			Alameda Corridor Transportation Auth
		600,000	5.00%, 10/01/2024		720,396
		500,000	5.00%, 10/01/2025		605,510
		2,500,000	Alhambra, CA, Unified School District 0.00%, 08/01/2036(2)		1,269,950
		1,150,000	Bay Area, CA, Toll Auth Bridge Rev 1.50%, 04/01/2047(1)		1,155,727
			California County, CA, Tobacco Securitization
		175,000	4.00%, 06/01/2017		177,821
		800,000	4.00%, 06/01/2018		833,488
		1,000,000	5.00%, 06/01/2022		1,159,870
			California State Communities DA Rev
		955,000	1.35%, 04/01/2036(1)		874,398
		1,000,000	5.63%, 10/01/2032		1,104,680
		4,985,000	California State GO 6.50%, 04/01/2033		5,636,490
		1,500,000	California State Health Facilities 6.00%, 07/01/2029		1,690,935
		1,000,000	California State Public Works Board, Correctional Facilities Improvement 6.00%, 03/01/2035		1,157,170
		2,000,000	California State Public Works Board, Lease Rev 5.25%, 10/01/2023		2,382,000
		2,000,000	California State Public Works Board, State University Trustees 6.25%, 04/01/2034		2,253,600
		2,500,000	California Statewide Communities Dev Auth Rev 5.25%, 12/01/2056(3)		2,782,300

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			California - 9.6% - (continued)
	$	910,000	Elk Grove Finance Auth Special Tax 5.00%, 09/01/2032	$	1,079,670
		660,000	Foothill-Eastern, CA, Transportation Corridor Agency 5.00%, 01/15/2053(1)		676,388
		5,000,000	Golden State Tobacco Securitization Corp. 5.75%, 06/01/2047		4,921,900
			Hemet, CA, Unif School Dist FA Special Tax
		1,440,000	5.00%, 09/01/2030		1,638,259
		535,000	5.00%, 09/01/2031		605,727
		5,225,000	Long Beach, CA, FA Natural Gas 2.00%, 11/15/2027(1)		4,953,300
		1,000,000	Oakland, CA, Airport Rev 5.00%, 05/01/2026		1,147,350
			Orange County Community Fac Dist
		1,000,000	5.00%, 08/15/2034		1,136,830
		1,000,000	5.00%, 08/15/2036(4)		1,124,010
		2,500,000	5.00%, 08/15/2041(4)		2,788,100
		480,000	Palomar Health, CA, Rev 3.00%, 11/01/2017		485,650
		500,000	Port of Oakland, CA 5.00%, 05/01/2023		589,365
		1,000,000	Rancho Cucamonga, CA, Redev Agency Tax 5.00%, 09/01/2029		1,209,900
		1,150,000	San Bernardino, CA, USD GO 5.00%, 08/01/2021		1,340,521
		1,000,000	San Buenaventura, CA, Community Memorial Health System 7.50%, 12/01/2041		1,195,360
		3,000,000	San Diego, CA, Redev Agency Tax Allocation 7.00%, 11/01/2039		3,407,610
			San Diego, CA, Unified School District
		805,000	4.00%, 07/01/2034		895,176
		865,000	4.00%, 07/01/2035		959,060
		875,000	San Joaquin Hills, CA, Transporation Auth 5.00%, 01/15/2029		1,028,440
			San Jose, CA, Redev Agency
		2,575,000	5.00%, 08/01/2022		2,652,919
		500,000	6.50%, 08/01/2023		546,420
			San Mateo Joint Powers Financing Auth
		1,250,000	5.00%, 06/15/2029		1,550,562
		1,250,000	5.00%, 06/15/2030		1,545,512
		1,335,000	Santa Cruz County, CA, Redev Agency 6.63%, 09/01/2029		1,545,863
			Santa Margarita, CA, Water Dist Special Tax
		500,000	4.25%, 09/01/2021		548,615
		500,000	5.00%, 09/01/2022		573,220
		500,000	5.00%, 09/01/2023		580,380
		1,095,000	5.00%, 09/01/2028		1,264,079
		1,500,000	Stockton Redev. Agcy. Successor Agcy. 5.00%, 09/01/2029(4)		1,781,745
			Tustin, CA, Community Facilities District
		775,000	5.00%, 09/01/2020		877,068
		600,000	5.00%, 09/01/2021		693,498
		3,000,000	Twin Rivers, CA, Unif School Dist Cops 3.45%, 07/01/2037(1)		3,000,000
					72,146,832
			Colorado - 2.1%
		10,000,000	City of Colorado Springs CO Utilities System Rev. 0.68%, 11/01/2026(1)		10,000,000

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

122

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Colorado - 2.1% - (continued)
	$	1,330,000	Colorado Health Fac Auth 1.61%, 10/01/2039(1)	$	1,324,148
		1,000,000	Denver, CO, City and County Special Fac Airport Rev 5.00%, 11/15/2018		1,070,450
		800,000	Denver, CO, Convention Center Hotel Auth. 5.00%, 12/01/2027(4)		936,568
		2,000,000	Park Creek Metropolitan District 5.00%, 12/01/2029		2,324,400
					15,655,566
			Connecticut - 2.3%
		5,000,000	City of Bridgeport, CT, GO 5.00%, 08/15/2025		6,050,250
		475,000	City of New Britain, CT, GO 5.00%, 03/01/2017		481,275
		2,600,000	City of New Haven, CT, GO 5.00%, 08/01/2024		3,117,738
			Connecticut Housing FA
		860,000	4.00%, 11/15/2044		927,260
		1,995,000	4.00%, 11/15/2045		2,145,862
		700,000	Connecticut State Health & Educational Fac Auth 2.88%, 09/01/2020(3)		703,038
		2,250,000	State of Connecticut, GO 5.00%, 05/15/2025		2,727,945
		1,000,000	Town of Hamden, CT 4.00%, 08/15/2018		1,045,980
					17,199,348
			District of Columbia - 0.4%
			Metropolitan Washington, DC, Airport Auth System Rev
		1,000,000	5.00%, 10/01/2020		1,138,580
		1,450,000	5.00%, 10/01/2022		1,720,686
					2,859,266
			Florida - 5.4%
		2,000,000	Broward County, FL, School Board 5.00%, 07/01/2027		2,425,300
			City of Port State Lucie, FL,
		2,410,000	4.00%, 07/01/2028		2,621,309
		2,415,000	4.00%, 07/01/2029		2,603,563
			Collier County, FL, Industrial Development Auth
		200,000	6.25%, 05/15/2035(3)		205,040
		500,000	6.50%, 05/15/2020(3)		502,225
		500,000	7.00%, 05/15/2024(3)		569,715
		2,045,000	Florida Village Community Development Dist 8 6.38%, 05/01/2038		2,169,213
		1,040,000	Greater Orlando, FL, Aviation Auth 5.00%, 10/01/2024		1,198,382
		125,000	Highlands County, FL, Adventist Health (Prerefunded with US Gov’t Securities) 5.25%, 11/15/2036(1)		125,191
		1,905,000	Highlands County, FL, Health Fac Auth 5.25%, 11/15/2036		1,907,953
		2,000,000	Jacksonville, FL, Econ Development Commission 6.25%, 09/01/2027(3)		2,060,140
		2,700,000	Jacksonville, FL, Sales Tax Rev 5.00%, 10/01/2021		3,156,921

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Florida - 5.4% - (continued)
	$	2,000,000	Lake County, FL, School Board 5.00%, 06/01/2026	$	2,405,880
		1,750,000	Lakeland, FL, Retirement Community Rev 6.38%, 01/01/2043		1,859,375
		500,000	Magnolia Creek, FL, Community Development Dist Capital Improvement 5.90%, 05/01/2039*		107,500
		1,000,000	Miami Beach, FL, Redevelopment Agency 5.00%, 02/01/2026		1,203,600
		3,000,000	Miami-Dade County, FL 5.00%, 07/01/2032		3,580,710
			Miami-Dade County, FL, Aviation Rev
		1,000,000	5.00%, 10/01/2024		1,162,210
		2,500,000	5.00%, 10/01/2026		2,856,175
		200,000	5.00%, 10/01/2035		221,744
		2,000,000	Miami-Dade County, FL, School Board 5.00%, 08/01/2027		2,459,120
		2,130,000	Orange County, FL, School Board 5.00%, 08/01/2026		2,540,089
		1,000,000	Palm Beach County, FL, Health System 6.75%, 06/01/2024		1,167,600
		715,000	River Bend Community Development Dist, FL, Capital Improvement Rev 7.13%, 11/01/2015*		92,235
		375,000	Village, FL, Community Development Dist No. 11 3.25%, 05/01/2019		376,103
		775,000	Volusia County, FL, School Board 5.00%, 08/01/2025		944,120
					40,521,413
			Georgia - 0.8%
		2,860,000	Burke County, GA, Development Auth Rev 2.35%, 10/01/2032(1)		2,923,092
		1,500,000	Dekalb Newton and Gwinnett Counties, GA, Joint DA 6.00%, 07/01/2034		1,680,000
		1,500,000	Marietta, GA, DA Life University, Inc. Proj 7.00%, 06/15/2030		1,599,090
					6,202,182
			Hawaii - 0.2%
		1,000,000	Hawaii State Dept of Transportation 5.00%, 08/01/2022		1,166,140
			Idaho - 0.1%
		1,000,000	Idaho State Health Facilities Auth Rev 5.00%, 03/01/2032		1,152,670
			Illinois - 13.5%
		790,000	Aurora, IL, Tax Increment Rev 6.75%, 12/30/2027		836,958
			Chicago Midway International Airport
		500,000	5.00%, 01/01/2021		565,790
		1,420,000	5.00%, 01/01/2031		1,643,494
		2,545,000	Chicago O’Hare International Airport Rev 5.00%, 01/01/2030		3,001,700
			Chicago Park Dist
		1,000,000	4.00%, 01/01/2017		1,004,430
		500,000	5.25%, 01/01/2037		538,000
			Chicago Transit Auth
		3,000,000	5.00%, 06/01/2020		3,331,170
		800,000	5.25%, 12/01/2027		907,552
		5,000,000	5.25%, 12/01/2028		5,649,250

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

123

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Illinois - 13.5% - (continued)
			Chicago, IL, Board of Education
	$	1,510,000	5.00%, 12/01/2042	$	1,321,099
		1,625,000	6.00%, 01/01/2020		1,704,690
		275,000	Chicago, IL, Park Dist GO 5.00%, 01/01/2020		294,170
			Chicago, IL, Park Dist, GO
		65,000	5.00%, 01/01/2019		69,545
		700,000	5.00%, 01/01/2025		810,096
		2,750,000	5.00%, 01/01/2026		3,157,303
		100,000	5.00%, 01/01/2036		107,609
		2,770,000	Chicago, IL, Transit Auth 5.00%, 06/01/2021		2,779,335
			City of Chicago, IL, GO
		1,700,000	4.00%, 01/01/2018		1,714,739
		700,000	5.00%, 12/01/2023		727,678
		2,000,000	5.00%, 01/01/2024		2,131,060
		1,000,000	5.50%, 01/01/2040		1,039,210
			City of Chicago, IL, Wastewater Transmission Rev
		715,000	5.00%, 01/01/2028		816,694
		1,785,000	5.00%, 01/01/2029		2,025,065
			City of Chicago, IL, Waterworks Rev
		615,000	5.00%, 11/01/2017		616,820
		135,000	5.00%, 11/01/2023		154,976
		1,000,000	5.00%, 11/01/2027		1,185,840
		1,020,000	5.00%, 11/01/2028		1,178,161
		1,000,000	Cook Cnty. Community High School Dist. No 212 Leyden 5.00%, 12/01/2034		1,133,300
		3,465,000	Cook County, IL, Community Consolidated School Dist 5.00%, 12/01/2024		4,187,938
		1,775,000	Cook County, IL, Community High School Dist No. 212 Leyden 5.00%, 12/01/2026		2,082,128
		3,415,000	Cook County, IL, GO 5.00%, 11/15/2027		4,022,392
		1,400,000	Illinois FA Rev, Art Institute of Chicago 6.00%, 03/01/2038		1,562,022
		700,000	Illinois FA Rev, Depaul University Rev 5.00%, 10/01/2028		854,833
		3,000,000	Illinois FA Rev, Silver Cross Hospital and Medicine 5.50%, 08/15/2030		3,167,760
			Illinois Finance Auth
		1,000,000	5.00%, 11/15/2023		1,217,140
		1,240,000	7.75%, 08/15/2034		1,467,652
		4,000,000	Illinois Metropolitan Pier & Exposition Auth 0.00%, 12/15/2024(2)		3,001,400
			Illinois State FA Rev
		4,000,000	5.00%, 02/15/2027		4,618,920
		665,000	5.00%, 11/15/2028		794,522
		1,650,000	5.00%, 11/15/2031		1,926,557
		1,500,000	5.00%, 11/15/2033		1,734,150
		1,510,000	5.00%, 11/15/2034		1,734,522
			Illinois State GO
		1,500,000	5.00%, 01/01/2022		1,596,780
		1,500,000	5.00%, 08/01/2025		1,630,740
		1,500,000	5.25%, 01/01/2021		1,637,175
		1,455,000	6.50%, 06/15/2022		1,671,082

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Illinois - 13.5% - (continued)
	$	1,000,000	Illinois State Toll Highway Auth 5.00%, 12/01/2031	$	1,190,000
		2,800,000	Kane Cook & DuPage Counties, IL, GO 5.00%, 01/01/2031		3,187,352
		1,250,000	Kane McHenry Cook & DeKalb Counties, IL, USD 5.00%, 01/01/2027		1,466,275
		1,665,000	Kendall Kane & Will County, IL, Community Unit School District 5.00%, 02/01/2034		1,924,757
			Metropolitan Pier & Exposition Auth
		1,120,000	0.00%, 06/15/2020(2)		1,007,798
		2,000,000	0.00%, 06/15/2027(2)		1,331,360
		1,650,000	5.00%, 12/15/2020		1,827,408
			Metropolitan Water Reclamation District of Greater Chicago
		5,000,000	5.00%, 12/01/2027		6,192,850
		2,530,000	5.00%, 12/01/2031		2,854,270
		985,000	State of Illinois 5.00%, 02/01/2026		1,076,792
					101,412,309
			Indiana - 1.6%
		2,000,000	City of Whiting, IN 5.00%, 03/01/2046(1)		2,316,240
		1,000,000	Indiana State FA Hospital Rev 5.00%, 12/01/2029		1,193,920
		1,625,000	Indiana State Financing Auth Rev 5.00%, 03/01/2023		1,838,980
		1,000,000	Indianapolis Local Public Improvement Bond Bank 5.00%, 01/01/2031		1,181,340
		1,000,000	Indianapolis, IN, Airport Auth Rev 5.00%, 01/01/2029		1,158,690
		775,000	Richmond, IN, Hospital Auth Rev 5.00%, 01/01/2035		883,422
		2,000,000	Vigo County, IN, Hospital Auth 5.75%, 09/01/2042(3)		2,081,660
		1,000,000	Whiting, IN, Environmental Facilities Rev 1.85%, 06/01/2044(1)		1,008,790
					11,663,042
			Kansas - 0.4%
			Wyandotte County-Kansas City, KS
		1,000,000	5.00%, 09/01/2025		1,208,300
		1,390,000	5.00%, 09/01/2028		1,674,700
					2,883,000
			Kentucky - 0.5%
		350,000	Kentucky Public Transportation Inf Auth 5.00%, 07/01/2017		359,009
		1,710,000	Louisville & Jefferson County, KY, Metropolitan Gov’t Pollution Control Rev 1.65%, 10/01/2033(1)		1,713,813
		1,515,000	Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives 5.00%, 12/01/2023		1,745,083
					3,817,905
			Louisiana - 2.5%
		2,000,000	City of Shreevport, LA, Water & Sewer Revenue 5.00%, 12/01/2027		2,414,620

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

124

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Louisiana - 2.5% - (continued)
	$	2,500,000	Louisana State, Tobacco Settlement Financing Corp. 5.00%, 05/15/2026	$	2,552,225
		975,000	Louisiana State Local Gov’t Environmental Facs & Community DA 5.75%, 11/15/2030		1,040,023
		1,750,000	Louisiana State, Local Gov’t Environmental Facilities & Community Development Auth 6.00%, 11/15/2035		1,873,287
			New Orleans, LA, Aviation Board
		750,000	5.00%, 01/01/2034		853,185
		2,500,000	6.00%, 01/01/2023		2,755,750
			State of Louisiana
		2,000,000	5.00%, 08/01/2027		2,443,520
		4,000,000	5.00%, 12/01/2031		4,762,720
					18,695,330
			Maryland - 0.3%
		480,000	Maryland Economic Dev. Corp. 4.00%, 06/01/2020		522,168
		1,500,000	Westminster Maryland Rev 4.38%, 07/01/2021		1,545,510
					2,067,678
			Massachusetts - 2.4%
		6,915,000	Commonwealth of Massachusetts 0.97%, 11/01/2020(1)		6,879,042
		2,650,000	Commonwealth of Massachusetts, GO 4.00%, 09/01/2034		2,888,155
			Massachusetts Dev. Finance Agcy.
		165,000	4.00%, 07/15/2036		185,894
		1,000,000	5.00%, 07/01/2029		1,165,710
		2,000,000	5.00%, 07/01/2030		2,311,460
			Massachusetts State Development Fin Agency Rev
		1,200,000	5.00%, 01/01/2019		1,294,296
		1,200,000	8.00%, 04/15/2031		1,441,620
			Massachusetts State PA
		455,000	4.00%, 07/01/2022		514,660
		385,000	5.00%, 07/01/2021		445,249
		650,000	5.00%, 07/01/2023		774,572
					17,900,658
			Michigan - 3.9%
		250,000	City of Detriot, MI, Distributable State Aid GO 4.25%, 11/01/2021		260,408
		4,000,000	Great Lakes, MI, Water Auth. Water Supply System Rev. 5.00%, 07/01/2029		4,740,240
		4,000,000	Kent, MI, Hospital FA 6.00%, 07/01/2035		4,013,160
			Michigan FA
		1,000,000	5.00%, 07/01/2018		1,060,080
		2,700,000	5.00%, 10/01/2030		3,137,535
			Michigan Finance Auth
		2,165,000	5.00%, 04/01/2020		2,403,042
		665,000	5.00%, 07/01/2027		788,038
		665,000	5.00%, 07/01/2028		781,275
		650,000	5.00%, 07/01/2029		752,329
			Michigan St FA
		2,555,000	5.00%, 06/01/2033		2,943,871
		1,000,000	5.00%, 06/01/2034		1,148,520

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Michigan - 3.9% - (continued)
	$	735,000	Michigan State Building Auth 5.00%, 04/15/2027	$	912,061
		2,000,000	Royal Oak, MI, Hospital FA 8.25%, 09/01/2039		2,266,240
		1,415,000	State of Michigan 5.00%, 03/15/2027		1,762,609
		1,690,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		1,996,026
					28,965,434
			Minnesota - 0.5%
			City of Rochester, MN, Healthcare & Housing Rev Fac
		250,000	2.00%, 12/01/2018		250,042
		250,000	4.00%, 12/01/2019		261,340
		940,000	Duluth, MN, Independent School District No 709 4.00%, 02/01/2027		1,062,341
			Sartell, MN, Independent School District No. 748
		1,410,000	0.00%, 02/01/2029(2)		1,004,343
		1,850,000	0.00%, 02/01/2030(2)		1,265,104
					3,843,170
			Mississippi - 0.3%
		1,850,000	State of Mississippi 5.00%, 10/15/2029		2,176,617
			Missouri - 0.5%
		3,500,000	Kirkwood, MO, Industrial DA Retirement Community 8.25%, 05/15/2045		3,897,670
			Nevada - 0.8%
			Clark County, NV
		1,040,000	2.25%, 12/01/2019		1,060,842
		1,000,000	2.50%, 12/01/2018		1,022,030
		750,000	3.00%, 12/01/2017		763,762
			Las Vegas, NV, Spl Impt Dist
		360,000	5.00%, 06/01/2027		385,999
		690,000	5.00%, 06/01/2029		730,538
		390,000	Mesquite, NV, Special Improvement Dist 6.00%, 08/01/2027		393,900
		1,110,000	Nevada State Natural Resources GO 5.00%, 03/01/2026		1,323,708
					5,680,779
			New Jersey - 2.6%
		100,000	New Jersey Economic Dev Auth 2.27%, 02/01/2018(1)		100,408
		250,000	New Jersey Economic Dev. Auth. 4.00%, 07/15/2018		259,078
		2,855,000	New Jersey Health Care Facilities FA, Hospital Asset Transformation 5.75%, 10/01/2031		3,116,404
		550,000	New Jersey State Building Auth Rev 4.00%, 06/15/2018		569,365
		960,000	New Jersey State Econ DA 4.88%, 09/15/2019		1,015,402
		2,000,000	New Jersey State Educational FA Rev, University of Medicine & Dentistry 7.50%, 12/01/2032		2,328,320

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

125

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			New Jersey - 2.6% - (continued)
			New Jersey State Transportation Trust Fund Auth
	$	5,000,000	0.00%, 12/15/2032(2)	$	2,620,150
		1,000,000	5.00%, 09/15/2017(4)		1,033,000
			New Jersey Transportation Trust Fund Auth
		3,000,000	5.00%, 06/15/2018		3,153,210
		4,940,000	5.00%, 06/15/2021		5,168,870
					19,364,207
			New Mexico - 0.5%
		3,000,000	Los Alamos County, NM, Tax Improvement Rev 5.88%, 06/01/2027		3,234,750
		865,000	Montecito Estates, NM, Public Improvement Dist 7.00%, 10/01/2037		913,578
					4,148,328
			New York - 11.1%
			City of New York, NY
		8,050,000	0.69%, 08/01/2031(1)		8,050,000
		4,000,000	6.25%, 10/15/2028		4,411,916
		5,170,000	Liberty, NY, Corp. Development Goldman Sachs Headquarters 5.25%, 10/01/2035		6,529,348
		1,460,000	Long Island Power Auth 1.25%, 05/01/2033(1)		1,457,124
		940,000	New York City Housing Development Corp. 4.50%, 02/15/2048		1,013,508
		1,000,000	New York City, NY, Transitional Fin Auth 5.00%, 07/15/2026		1,245,220
			New York Metropolitan Transportation Auth Rev
		2,100,000	5.00%, 11/15/2020		2,403,450
		5,000,000	5.25%, 11/15/2027		6,449,550
		980,000	New York Mortgage Agency Rev 3.50%, 10/01/2034		1,030,882
			New York State Dormitory Auth Rev
		1,670,000	5.00%, 03/15/2022		1,948,472
		2,000,000	5.00%, 12/15/2027		2,389,540
		970,000	5.00%, 03/15/2028		1,025,804
		7,000,000	5.00%, 03/15/2030		8,578,700
		6,305,000	5.00%, 03/15/2031		7,645,875
		860,000	New York State Energy Research & Development Auth 2.38%, 07/01/2026(1)		878,146
		1,535,000	New York State Liberty Development Corp. Rev 5.15%, 11/15/2034(3)		1,745,541
			New York State Thruway Auth
		1,000,000	4.00%, 01/01/2037		1,065,510
		1,000,000	5.00%, 01/01/2019		1,085,070
		1,000,000	New York State Urban Development Corp. Rev 5.00%, 03/15/2026		1,212,430
		1,825,000	New York Transportation Development Corp. Rev 5.00%, 08/01/2018		1,918,823
		1,145,000	Newburth, NY, GO 5.00%, 06/15/2019		1,245,897
		2,750,000	PA of New York and New Jersey 5.00%, 10/15/2025		3,355,825
		2,500,000	Sales Tax Asset Receivable Corp. 5.00%, 10/15/2029		3,102,650
		245,000	Syracuse, NY, Industrial Dev. Agcy. 5.00%, 01/01/2029		283,137

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			New York - 11.1% - (continued)
			Town of Oyster Bay, NY, GO
	$	100,000	2.25%, 03/01/2017	$	99,568
		285,000	2.50%, 03/01/2018		280,736
		25,000	2.50%, 03/01/2019		24,533
		615,000	2.63%, 03/01/2020		599,920
		400,000	3.00%, 08/15/2017		398,540
		500,000	3.00%, 03/01/2018		508,295
		100,000	3.00%, 08/15/2018		99,550
		205,000	3.00%, 08/15/2019		203,155
		175,000	3.00%, 08/15/2020		172,468
		115,000	3.50%, 03/15/2017		115,077
		50,000	3.75%, 12/01/2018		50,487
		275,000	5.00%, 02/15/2018		280,500
		95,000	5.00%, 03/15/2019		98,798
		2,340,000	5.00%, 08/15/2024		2,769,507
		2,500,000	TSASC, Inc. 5.00%, 06/01/2034		2,473,975
		940,000	Ulster County, NY, Capital Resource Corp. Rev 0.00%, 09/15/2044(3)		852,477
		2,000,000	Ulster County, NY, IDA Kingston Regional Senior Living 6.00%, 09/15/2042		2,000,820
			Yonkers, NY, GO
		885,000	3.00%, 08/15/2019		924,250
		1,000,000	5.00%, 03/15/2021		1,145,560
					83,170,634
			North Carolina - 0.7%
		1,325,000	North Carolina Eastern Municipal Power 4.00%, 01/01/2020		1,447,934
		1,555,000	North Carolina Medical Care Commission Retirement FA Rev, First Mortgage Galloway Ridge 5.88%, 01/01/2031		1,684,889
		1,175,000	North Carolina Medical Care Commission Rev 5.00%, 10/01/2027(4)		1,414,841
		1,000,000	North Carolina State Medical Care Commission, Galloway Ridge, Inc. 6.00%, 01/01/2039		1,081,930
					5,629,594
			Ohio - 3.1%
		2,000,000	Allen County, OH, Hospital Fac Rev 5.00%, 05/01/2023		2,349,400
			Buckeye, OH, Tobacco Settlement FA
		4,000,000	5.88%, 06/01/2047		3,749,880
		6,680,000	6.00%, 06/01/2042		6,313,402
			City of Cleveland, OH, Airport System Rev
		1,165,000	5.00%, 01/01/2022		1,355,419
		1,060,000	5.00%, 01/01/2023		1,254,234
		345,000	County of Hamilton, OH, Sales Tax Rev 5.00%, 12/01/2027		434,859
		1,750,000	County of Montgomery, OH 5.00%, 05/01/2039		1,868,737
		2,000,000	Dayton, OH, City School Dist GO 5.00%, 11/01/2027		2,504,280
		2,275,000	Lancaster, OH, Gas Rev 0.95%, 02/01/2019(1)		2,260,281
		1,085,000	Ohio Air Quality Dev Auth Rev 3.13%, 07/01/2033(1)		1,019,748
					23,110,240

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

126

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Oregon - 0.3%
			Port of Portland, OR, Airport Rev
	$	1,000,000	5.00%, 07/01/2031	$	1,161,180
		750,000	5.00%, 07/01/2032		868,072
					2,029,252
			Other U.S. Territories - 0.1%
		705,000	Puerto Rico Highway & Transportation Auth 4.95%, 07/01/2026		742,287
			Pennsylvania - 6.3%
		500,000	Allegheny County Hospital Development Auth 5.38%, 08/15/2029		552,035
		955,000	Allegheny County, PA, Industrial DA Charter School 6.75%, 08/15/2035		1,034,084
		945,000	Allegheny County, PA, Port Authority 5.00%, 03/01/2019		1,026,034
			Beaver County, PA, Industrial Dev Auth Rev
		1,900,000	2.50%, 12/01/2041(1)		1,873,666
		1,930,000	2.70%, 04/01/2035(1)		1,819,546
			Beaver County, PA, GO
		1,220,000	5.00%, 11/15/2020		1,368,694
		1,285,000	5.00%, 11/15/2021		1,470,027
		1,345,000	5.00%, 11/15/2022		1,566,602
		2,000,000	Commonwealth FA, PA, 5.00%, 06/01/2026		2,365,200
		3,000,000	Commonwealth of Pennsylvania 5.00%, 09/15/2027		3,666,810
		1,165,000	Montgomery County, PA, Higher Education and Health 5.00%, 10/01/2023		1,367,349
		2,410,000	Montgomery County, PA, Industrial Dev Auth 5.00%, 12/01/2046		2,644,348
		2,250,000	Pennsylvania State IDA 5.00%, 07/01/2021		2,591,145
			Pennsylvania State Turnpike Commission Rev
		575,000	1.51%, 12/01/2020(1)		573,125
		2,000,000	1.53%, 12/01/2021(1)		1,987,960
		300,000	5.00%, 12/01/2027		364,092
		1,335,000	6.00%, 06/01/2028		1,442,080
			Pennsylvania Turnpike Commission
		1,000,000	5.00%, 12/01/2029		1,202,700
		1,590,000	5.00%, 12/01/2030		1,898,349
		2,000,000	5.00%, 12/01/2033		2,345,620
		925,000	Pennsylvania Turnpike Commission Rev 1.61%, 12/01/2021(1)		922,845
			Philadelphia, PA, Municipal Auth
		750,000	6.38%, 04/01/2029		835,875
		800,000	6.50%, 04/01/2034		892,744
		1,635,000	Philadelphia, PA, School Dist GO 5.00%, 09/01/2023(4)		1,873,416
			Pittsburgh, PA, School Dist GO
		1,575,000	5.00%, 09/01/2021		1,820,432
		750,000	5.00%, 09/01/2023		868,762
			School Dist. of Philadelphia
		150,000	3.00%, 09/01/2019		154,436
		3,500,000	5.00%, 09/01/2017		3,598,280
		1,560,000	5.00%, 09/01/2022		1,775,670
		1,000,000	Susquehanna, PA, Regional Airport Auth System Rev 5.00%, 01/01/2019		1,059,730
					46,961,656

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Puerto Rico - 0.8%
			Commonwealth of Puerto Rico
	$	3,685,000	5.75%, 07/01/2038*	$	2,330,763
		5,545,000	6.00%, 07/01/2039		3,534,937
					5,865,700
			Rhode Island - 1.1%
		1,415,000	Cranston, RI, GO 5.00%, 07/01/2019		1,555,396
		1,000,000	Rhode Island Commerce Corp. 5.00%, 06/15/2019		1,094,330
		1,900,000	Rhode Island Health & Educational Bldg Corp. 5.00%, 05/15/2027		2,256,535
		1,500,000	Rhode Island State & Providence Plantations 4.00%, 10/01/2018		1,582,320
		1,655,000	Rhode Island State Health & Educational Bldg Corp. 4.00%, 05/15/2017		1,675,655
					8,164,236
			South Carolina - 0.8%
		4,500,000	Greenville Cnty. School Dist 5.00%, 12/01/2023		4,515,165
		1,987,000	Lancaster County, SC, Sun City Assessment 7.70%, 11/01/2017*		417,270
		1,000,000	South Carolina State Public Service Auth 5.00%, 12/01/2029		1,212,690
					6,145,125
			South Dakota - 0.7%
		2,995,000	South Dakota Housing Dev Auth 3.50%, 11/01/2046		3,167,422
		1,000,000	South Dakota State Education Enhancement 5.00%, 06/01/2026		1,154,030
		1,000,000	South Dakota State Health & Educational FA 5.00%, 11/01/2029		1,165,950
					5,487,402
			Tennessee - 1.2%
			Shelby Cnty. Health Educational & Housing Facs. Board
		1,000,000	4.00%, 09/01/2031		973,730
		1,000,000	5.00%, 09/01/2037		1,058,860
		5,000,000	Tennessee Housing Dev Agency Rev 3.50%, 01/01/2047		5,380,000
		1,440,000	Tennessee Housing Dev. Agcy. 3.50%, 01/01/2047		1,543,406
					8,955,996
			Texas - 11.5%
		1,000,000	Arlington, TX, Higher Education Fin 5.00%, 08/15/2027		1,196,100
		1,500,000	Brazos Harbor, TX, Industrial Development Corp. 5.90%, 05/01/2038(1)		1,586,625
		1,395,000	City of Houston, TX, Ref 5.00%, 03/01/2027		1,722,727
		500,000	Clifton Higher Education Finance Corp. 4.00%, 08/15/2031		549,225
		5,000,000	Dallas Cnty. Utility & Reclamation Dist. 5.00%, 02/15/2027(4)		6,113,250
		1,250,000	Dallas Independent School Dist 1.50%, 02/15/2034(1)		1,256,813

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

127

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Texas - 11.5% - (continued)
	$	1,500,000	Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2028	$	1,848,045
		1,000,000	Denton Independent School Dist. 0.00%, 08/15/2020(2)		953,950
			Harris County - Houston, TX
		2,500,000	5.00%, 11/15/2030		2,938,375
		250,000	5.00%, 11/15/2032		284,500
		350,000	5.00%, 11/15/2034		393,523
		5,000,000	Houston Independent School Dist 1.38%, 06/01/2037(1)		5,006,950
		2,165,000	Irving Independent School Dist 5.00%, 02/15/2027		2,706,488
		1,500,000	Kerrville Health Fac Dev Corp. 5.00%, 08/15/2035		1,653,285
			New Hope Cultural Education Facilities Finance Corp.
		700,000	1.85%, 11/01/2020		692,531
		1,000,000	5.00%, 11/01/2046		1,100,720
		1,000,000	New Hope Cultural Education Facs. Finance Corp. 3.25%, 11/15/2022(4)		996,730
		2,375,000	New Hope, TX, Cultural Education Facilities Finance Corp. 5.00%, 11/01/2031		2,694,865
			North East Texas Regional Mobility Auth
		1,090,000	5.00%, 01/01/2024		1,284,816
		1,200,000	5.00%, 01/01/2025		1,430,916
		1,870,000	5.00%, 01/01/2026		2,252,303
		1,965,000	5.00%, 01/01/2027		2,345,404
			North Texas Tollway Auth Rev
		2,995,000	5.00%, 01/01/2022		3,523,438
		2,500,000	5.00%, 01/01/2030		2,934,225
		1,250,000	6.10%, 01/01/2028		1,384,043
		5,000,000	North Texas Tollway Auth. 0.00%, 01/01/2032(2)		2,950,300
			Permanent Univ. Fund
		3,000,000	5.00%, 07/01/2026		3,766,650
		2,000,000	5.00%, 07/01/2027		2,491,120
		1,985,000	San Antonio, TX, Airport System Rev 5.00%, 07/01/2023		2,283,822
			San Antonio, TX, Water Rev
		2,200,000	5.00%, 05/15/2026		2,682,614
		1,115,000	5.00%, 05/15/2031		1,353,298
		1,000,000	Spring Branch Independent School Dist. 5.00%, 02/01/2026		1,238,090
			Tarrant County, TX, Cultural Education Fac
		610,000	3.88%, 11/15/2020		615,935
		2,000,000	5.00%, 10/01/2034		2,221,740
		2,030,000	Texas Municipal Gas Acquisition & Supply Corp. 6.25%, 12/15/2026		2,457,701
		1,500,000	Texas State Transportation Commission 0.98%, 04/01/2032(1)		1,499,925
		1,250,000	Texas State Transportation Commission Turnpike System 5.00%, 08/15/2032		1,426,062
		2,500,000	Texas State Transportation Commission, GO 1.01%, 10/01/2041(1)		2,487,625
		2,000,000	Travis County, TX, Health Fac Development 7.13%, 11/01/2040		2,464,340

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Texas - 11.5% - (continued)
	$	1,000,000	Univ. of Texas System 5.00%, 08/15/2026	$	1,276,570
		2,445,000	Willis Independent School Dist. 5.00%, 02/15/2027		3,056,519
		3,500,000	Wylie, TX, ISD, GO 0.00%, 08/15/2018(2)		3,428,530
					86,550,688
			Utah - 0.4%
		2,925,000	Utah Housing Corp. 4.00%, 01/01/2045		3,139,783
			Vermont - 0.5%
		2,800,000	Vermont Housing Finance Agency 4.00%, 11/01/2046		3,004,708
		900,000	Vermont State Econ DA Waste 4.75%, 04/01/2036(1)(3)		900,450
					3,905,158
			Virginia - 0.3%
		1,750,000	Washington County, VA, Industrial DA Hospital 7.75%, 07/01/2038		1,955,398
			Washington - 2.6%
		2,060,000	Chelan County, WA, Public Utility District No. 1 0.00%, 06/01/2028(2)		1,529,241
			Grant County, WA, Utility Dist 2
		1,825,000	5.00%, 01/01/2022		2,136,108
		1,905,000	5.00%, 01/01/2023		2,275,827
		3,000,000	State of Washington, GO 5.00%, 07/01/2033		3,583,470
			Washington State Health Care Fac Auth Rev
		1,295,000	5.00%, 01/01/2026		1,566,989
		780,000	5.00%, 07/01/2028		893,061
		2,000,000	5.00%, 03/01/2029		2,342,560
		3,600,000	Washington State Health Care Fac Auth, VA Mason Medical 6.13%, 08/15/2037		3,720,744
		1,150,000	Washington State Housing Finance Commission 7.00%, 07/01/2045(3)		1,228,280
					19,276,280
			West Virginia - 0.5%
		2,000,000	West Virginia Economic Dev. Auth 1.70%, 01/01/2041(1)		1,975,060
		1,740,000	West Virginia Economic Development Auth 1.90%, 03/01/2040(1)		1,748,596
					3,723,656
			Wisconsin - 1.7%
		1,790,000	Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025		2,082,397
		1,500,000	Public Finance Auth 5.00%, 09/01/2025(3)		1,702,440
		1,700,000	Wisconsin Health and Educational Fac, Iowa Health System Obligated Group 5.00%, 12/01/2028		2,043,060
			Wisconsin State
		2,685,000	5.75%, 05/01/2033		2,980,833
		1,295,000	6.00%, 05/01/2036		1,445,945

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

128

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 97.4% - (continued)
			Wisconsin - 1.7% - (continued)
	$	2,000,000	Wisconsin State Health & Educational Fac Auth Rev 5.00%, 11/15/2027	$	2,428,320
					12,682,995
			Total Municipal Bonds (cost $706,855,072)	$	730,387,070
			Total Long-Term Investments (cost $706,855,072)	$	730,387,070
SHORT-TERM INVESTMENTS - 4.1%
			Other Investment Pools & Funds - 4.1%
		31,283,272	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	31,283,272
			Total Short-Term Investments (cost $31,283,272)	$	31,283,272

Total Investments (cost $738,138,344)^	101.5	%	$	761,670,342
Other Assets and Liabilities	(1.5	)%		(11,572,313	)
Total Net Assets	100.0	%	$	750,098,029

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

129

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $738,138,344 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	28,482,351
Unrealized Depreciation		(4,950,353	)
Net Unrealized Appreciation	$	23,531,998

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

* Non-income producing.

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽²⁾  Security is a zero-coupon bond.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $15,333,306, which represents 2.0% of total net assets.

⁽⁴⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $18,102,578 at October 31, 2016.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
ISD	Independent School District
IDA	Industrial Development Authority
PA	Port Authority
Rev	Revenue
USD	United School District
VA	Veterans Administration

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

130

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Municipal Bonds	$	730,387,070	$	—	$	730,387,070	$	—
Short-Term Investments		31,283,272		31,283,272		—		—
Total	$	761,670,342	$	31,283,272	$	730,387,070	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

131

The Hartford Municipal Real Return Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7%
			Alabama - 0.9%
	$	1,500,000	County of Jefferson, AL, Sewer Rev 5.00%, 10/01/2018	$	1,583,070
			Alaska - 0.9%
		375,000	Alaska Municipal Bond Bank Auth Rev 5.75%, 09/01/2033		407,616
		1,000,000	CIVICVentures, AK 5.00%, 09/01/2026		1,194,280
					1,601,896
			Arizona - 0.9%
		1,000,000	Arizona State Health Fac Auth Hospital System Rev 5.00%, 02/01/2020		1,109,400
		265,000	Estrella Mountain Ranch, AZ, Community Fac Dist GO 6.20%, 07/15/2032		269,261
		201,000	Sundance, AZ, Community Fac Dist 7.13%, 07/01/2027(1)		201,113
					1,579,774
			California - 13.1%
			California State Communities DA Rev
		570,000	1.35%, 04/01/2036(2)		521,892
		1,000,000	5.00%, 10/01/2022		1,110,430
		250,000	5.50%, 07/01/2037(3)		3
		500,000	California State Dept Water Resources Supply Rev 5.00%, 05/01/2022		531,055
		1,000,000	California State Health Facilities 6.00%, 07/01/2029		1,127,290
		170,000	California State Public Works Board, State University Trustees 6.13%, 04/01/2029		191,049
		1,530,000	Corona-Norco California University 4.00%, 09/01/2019		1,646,525
		300,000	El Dorado, CA, Irrigation Dist 5.38%, 08/01/2024		335,961
		315,000	Elk Grove, CA, Finance Auth 5.00%, 09/01/2031		375,924
		435,000	Foothill-Eastern, CA, Transportation Corridor Agency 5.00%, 01/15/2053(2)		445,801
		425,000	Golden State, CA, Tobacco Securitization Corp. 5.00%, 06/01/2017		435,417
		1,000,000	Hemet, CA, Unif School Dist FA Special Tax 5.00%, 09/01/2031		1,132,200
		400,000	Huntington Park, CA, Public FA Rev 5.25%, 09/01/2019		401,380
		1,100,000	Los Angeles, CA, Regional Airports Improvement Corp. 5.00%, 01/01/2020		1,210,517
		1,000,000	Oakland, CA, Airport Rev 5.00%, 05/01/2026		1,147,350
		500,000	San Bernardino, CA, Community College Dist GO 6.38%, 08/01/2026		547,910
		500,000	San Buenaventura, CA, Rev 5.25%, 12/01/2017		517,560
		60,000	San Diego, CA, Redev Agency, Centre City Sub Pkg 5.25%, 09/01/2026		60,208

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			California - 13.1% - (continued)
	$	1,120,000	San Francisco City & County, CA, Redev FA 6.50%, 08/01/2032	$	1,276,486
		290,000	San Joaquin Hills, CA, Transporation Auth 5.00%, 01/15/2029		340,854
		1,000,000	San Jose, CA, Redev Agency 6.50%, 08/01/2019		1,095,960
		665,000	Santa Cruz County, CA, Redev Agency 6.63%, 09/01/2029		770,037
		500,000	Santa Margarita, CA, Water Dist Special Tax 5.00%, 09/01/2024		579,700
		500,000	5.00%, 09/01/2025		575,965
		970,000	5.00%, 09/01/2028		1,119,778
		500,000	Southern California State Public Power Auth 5.00%, 07/01/2023		542,645
		225,000	Temecula, CA, Redev Agency Tax Allocation Rev 5.63%, 12/15/2038		227,707
		1,000,000	Tuolumne, CA, Wind Proj Auth Rev 5.88%, 01/01/2029		1,106,230
		700,000	Twin Rivers, CA, Unif School Dist Certificates of Participation 3.20%, 06/01/2035(2)		701,645
		1,250,000	Ventura County, CA, Certificates of Participation 5.63%, 08/15/2027		1,410,487
		1,000,000	Washington Township, CA, Health Care Dist Rev 6.00%, 07/01/2029		1,095,490
					22,581,456
			Colorado - 0.5%
		200,000	Denver, CO, Convention Center Hotel Auth. 5.00%, 12/01/2027(4)		234,142
		600,000	University of Colorado Enterprise Rev 5.75%, 06/01/2028		672,672
					906,814
			Connecticut - 2.8%
		1,500,000	City of Bridgeport, CT, GO 5.00%, 08/15/2025		1,815,075
		950,000	City of Hartford, CT, GO 5.00%, 07/01/2027		1,097,069
		1,000,000	City of New Haven, CT, GO 5.00%, 11/01/2017		1,039,280
		750,000	State of Connecticut, GO 5.00%, 05/15/2025		909,315
					4,860,739
			District of Columbia - 2.6%
		3,000,000	District of Columbia University Rev 5.25%, 04/01/2034(2)		3,222,330
		1,035,000	Metropolitan Washington, DC, Airport Auth System Rev 5.00%, 10/01/2022		1,228,214
					4,450,544
			Florida - 6.2%
			Broward County, FL, Airport System Rev
		145,000	5.00%, 10/01/2019		160,100
		265,000	5.00%, 10/01/2020		300,749
		285,000	5.00%, 10/01/2021		331,321

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

132

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			Florida - 6.2% - (continued)
			City of Port State Lucie, FL,
	$	590,000	4.00%, 07/01/2028	$	641,731
		585,000	4.00%, 07/01/2029		630,677
			Collier County, FL, Industrial Development Auth
		500,000	6.50%, 05/15/2020(1)		502,225
		500,000	7.00%, 05/15/2024(1)		569,715
		1,000,000	Greater Orlando, FL, Aviation Auth 5.00%, 10/01/2024		1,152,290
		2,000,000	Jacksonville, FL, Econ Development Commission 6.25%, 09/01/2027(1)		2,060,140
		190,000	Miami Beach, FL, Health Fac Auth 5.00%, 11/15/2020		215,851
		530,000	Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2027		627,064
		625,000	Miami-Dade County, FL, Expressway Auth 5.00%, 07/01/2024		766,012
		1,000,000	Miami-Dade County, FL, School Board 5.00%, 08/01/2027		1,229,560
		1,000,000	Palm Beach County, FL, Health 6.80%, 06/01/2025		1,170,100
		360,000	River Bend Community Development Dist, FL, Capital Improvement Rev 7.13%, 11/01/2015(3)		46,440
		190,000	Village, FL, Community Development Dist No. 11 3.25%, 05/01/2019		190,559
					10,594,534
			Georgia - 1.3%
		2,000,000	Atlanta, GA, Airport Passenger Fac Charge Rev 5.00%, 01/01/2023		2,233,700
			Hawaii - 1.0%
		1,000,000	Hawaii State Dept of Transportation 5.00%, 08/01/2022		1,166,140
		500,000	Hawaii State Harbor System Rev 5.38%, 01/01/2020		501,860
					1,668,000
			Illinois - 19.5%
		825,000	Chicago, IL, Board of Education 6.00%, 01/01/2020		865,458
		1,000,000	Chicago, IL, Midway International Airport 5.00%, 01/01/2036		1,165,220
			Chicago, IL, O’Hare International Airport Rev
		825,000	5.00%, 01/01/2023		953,659
		1,500,000	5.00%, 01/01/2026		1,736,040
		2,670,000	Chicago, IL, Park Dist, GO 5.00%, 01/01/2025		3,089,938
		100,000	Chicago, IL, Transit Auth 5.25%, 06/01/2022		105,486
			City of Chicago, IL, GO
		785,000	4.00%, 01/01/2018		791,806
		300,000	5.00%, 12/01/2023		311,862
		1,000,000	5.50%, 01/01/2030		1,064,100
			City of Chicago, IL, Wastewater Transmission Rev
		285,000	5.00%, 01/01/2028		325,535
		715,000	5.00%, 01/01/2029		811,160
			City of Chicago, IL, Waterworks Rev
		260,000	5.00%, 11/01/2017		260,770
		1,205,000	5.00%, 11/01/2029		1,345,431

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			Illinois - 19.5% - (continued)
	$	310,000	Cook County, IL, Community High School Dist No 212 Leyden 5.00%, 12/01/2027	$	361,919
		885,000	Cook County, IL, GO 5.00%, 11/15/2027		1,042,406
		1,498,000	Huntley, IL, Special Service No. 9 5.10%, 03/01/2028		1,517,474
			Illinois State FA Rev
		1,000,000	5.00%, 10/01/2023		1,204,900
		1,000,000	5.00%, 02/15/2027		1,154,730
		335,000	5.00%, 11/15/2028		400,248
		1,000,000	5.00%, 11/15/2031		1,167,610
		1,000,000	5.00%, 11/15/2033		1,156,100
		625,000	5.00%, 11/15/2034		717,931
			Illinois State GO
		1,000,000	5.00%, 01/01/2022		1,064,520
		2,000,000	5.25%, 01/01/2021		2,182,900
			Illinois State Toll Highway Auth
		1,000,000	5.00%, 01/01/2027		1,181,320
		1,000,000	5.00%, 01/01/2031		1,199,110
		1,400,000	Kane Cook & DuPage Counties, IL, GO 5.00%, 01/01/2031		1,593,677
		625,000	Kane McHenry Cook & DeKalb Counties, IL, USD 5.00%, 01/01/2027		733,137
		1,000,000	Met Pier & Exposition Auth, IL, Rev 5.00%, 12/15/2035		1,123,650
		1,000,000	Railsplitter, IL, Tobacco Settlement Auth 5.50%, 06/01/2023		1,159,010
		500,000	Springfield, IL, Water Rev 5.25%, 03/01/2026		527,405
		1,000,000	State of Illinois 5.00%, 02/01/2026		1,093,190
					33,407,702
			Indiana - 0.7%
			University of Southern Indiana
		820,000	5.00%, 10/01/2022		911,118
		250,000	5.00%, 10/01/2023		277,553
					1,188,671
			Kentucky - 0.9%
		230,000	Kentucky Public Transportation Inf Auth 5.00%, 07/01/2017		235,920
		1,085,000	Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives 5.00%, 12/01/2023		1,249,779
					1,485,699
			Louisiana - 2.0%
		1,500,000	Louisana State, Tobacco Settlement Financing Corp. 5.00%, 05/15/2026		1,531,335
		1,155,000	Louisiana State Local Gov’t Environmental Facs & Community DA Rev 6.00%, 11/15/2030		1,257,368
		500,000	New Orleans, LA, Aviation Board 5.00%, 01/01/2034		568,790
					3,357,493
			Maryland - 0.6%
		1,000,000	Westminster Maryland Rev 3.88%, 07/01/2019		1,018,340

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

133

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			Massachusetts - 0.1%
	$	200,000	Massachusetts School Building Auth. 5.00%, 11/15/2030	$	246,924
			Michigan - 2.4%
		1,000,000	Great Lakes, MI, Water Auth. Water Supply System Rev. 5.00%, 07/01/2029		1,185,060
			Michigan Finance Auth
		600,000	5.00%, 07/01/2018		636,048
		335,000	5.00%, 07/01/2027		396,982
		335,000	5.00%, 07/01/2028		393,575
		350,000	5.00%, 07/01/2029		405,100
		265,000	Michigan State Building Auth 5.00%, 04/15/2027		328,838
		370,000	State of Michigan 5.00%, 03/15/2027		460,894
		275,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030		326,101
					4,132,598
			Minnesota - 0.2%
		240,000	Duluth, MN, Independent School District No 709 4.00%, 02/01/2027		271,236
			Missouri - 0.1%
		1,000,000	Stone Canyon, MO, Community Improvement Dist Rev 5.75%, 04/01/2027(3)(5)		250,000
			Nevada - 0.2%
		400,000	Las Vegas, NV, Special Improvement Dist 5.00%, 06/01/2028		425,644
			New Jersey - 1.6%
			New Jersey State Econ DA
		480,000	4.88%, 09/15/2019		507,701
		1,000,000	5.00%, 09/01/2021		1,096,310
		1,060,000	New Jersey Transportation Trust Fund Auth 5.00%, 06/15/2021		1,109,110
					2,713,121
			New York - 9.4%
		1,000,000	City of New York, NY 6.25%, 10/15/2028		1,102,979
		1,140,000	Liberty, NY, Corp. Development Goldman Sachs Headquarters 5.25%, 10/01/2035		1,439,740
		1,000,000	Metropolitan Transportation Auth, NY, Rev 5.25%, 11/15/2023		1,160,700
		395,000	New York City Housing Development Corp. 4.50%, 02/15/2048		425,889
		440,000	New York Mortgage Agency Rev 3.50%, 10/01/2034		462,845
			New York State Dormitory Auth Rev
		970,000	5.00%, 03/15/2028		1,025,804
		1,500,000	5.00%, 03/15/2030		1,840,680
		2,000,000	5.00%, 03/15/2031		2,416,580
		2,000,000	5.38%, 03/01/2029		2,189,620
		765,000	New York State Liberty Development Corp. Rev 5.15%, 11/15/2034(1)		869,928
		520,000	New York Transportation Development Corp. Rev 5.00%, 08/01/2018		546,733

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			New York - 9.4% - (continued)
			Newburth, NY, GO
	$	610,000	5.00%, 06/15/2017	$	623,353
		645,000	5.00%, 06/15/2018		681,339
		75,000	Syracuse, NY, Industrial Dev. Agcy. 5.00%, 01/01/2029		86,675
			Town of Oyster Bay, NY,
		265,000	3.00%, 03/01/2021		277,052
		155,000	4.00%, 11/01/2022		166,289
			Town of Oyster Bay, NY, GO
		50,000	2.50%, 03/15/2018		49,541
		175,000	3.00%, 08/15/2017		174,361
		575,000	Ulster County, NY, Capital Resource Corp. Rev 0.00%, 09/15/2044(1)(6)		521,462
					16,061,570
			North Carolina - 0.2%
		275,000	North Carolina Medical Care Commission Rev 5.00%, 10/01/2027(4)		331,133
			Ohio - 2.9%
			City of Cleveland, OH, Airport System Rev
		355,000	5.00%, 01/01/2022		413,025
		325,000	5.00%, 01/01/2023		384,553
		85,000	County of Hamilton, OH, Sales Tax Rev 5.00%, 12/01/2027		107,139
		1,200,000	Cuyahoga, OH, Community College Dist 5.00%, 08/01/2027		1,349,964
		2,000,000	Dayton, OH, City School Dist GO 5.00%, 11/01/2027		2,504,280
		250,000	Ohio Air Quality Dev Auth Rev 3.13%, 07/01/2033(2)		234,965
					4,993,926
			Oklahoma - 1.4%
		2,310,000	Norman, OK, Regional Hospital Auth Rev 5.25%, 09/01/2019		2,385,629
			Other U.S. Territories - 0.2%
		380,000	Puerto Rico Highway & Transportation Auth 4.95%, 07/01/2026		400,098
			Pennsylvania - 5.9%
		470,000	Beaver County, PA, Industrial Dev Auth Rev 2.70%, 04/01/2035(2)		443,102
		1,000,000	Commonwealth FA, PA, 5.00%, 06/01/2026		1,182,600
		1,000,000	Montgomery County, PA, Higher Education and Health 5.00%, 10/01/2023		1,173,690
			Pennsylvania State Turnpike Commission Rev
		200,000	5.00%, 12/01/2027		242,728
		665,000	6.00%, 06/01/2028		718,340
		750,000	Pennsylvania State, GO 5.00%, 08/15/2023		899,407
		1,000,000	Philadelphia, PA, GO 5.25%, 08/01/2019		1,103,560
		365,000	Philadelphia, PA, School Dist GO 5.00%, 09/01/2023(4)		418,224
		200,000	Philadelphia, PA, School Dist GO 5.25%, 09/01/2023		220,874
			Pittsburgh, PA, School Dist GO
		1,570,000	5.00%, 09/01/2021		1,814,653
		750,000	5.00%, 09/01/2023		868,763

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

134

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			Pennsylvania - 5.9% - (continued)
	$	1,000,000	Susquehanna Area, PA, Regional Airport Auth 5.00%, 01/01/2018	$	1,034,760
					10,120,701
			Rhode Island - 2.2%
		1,410,000	Cranston, RI, GO 5.00%, 07/01/2018		1,500,733
			Rhode Island Health & Educational Bldg Corp.
		1,215,000	5.00%, 05/15/2018		1,276,370
		800,000	5.00%, 05/15/2027		950,120
					3,727,223
			South Carolina - 0.7%
		1,000,000	South Carolina St Jobs-Econ DA Rev 5.25%, 08/01/2024		1,197,090
			South Dakota - 0.3%
		415,000	South Dakota State Health & Educational FA 5.00%, 11/01/2029		483,869
			Texas - 8.4%
		1,050,000	Clifton, TX, Higher Education Finance Corp. 4.00%, 08/15/2030		1,159,977
		1,000,000	Dallas, TX, Area Rapid Transit Sales Tax Rev 5.00%, 12/01/2030		1,220,050
		750,000	Dallas-Fort Worth, TX, International Airport Rev 5.00%, 11/01/2023		847,672
		1,500,000	Grapevine-Colleyville Independent School Dist GO, TX 5.00%, 08/15/2027		1,847,205
		250,000	Harris County - Houston, TX 5.00%, 11/15/2032		284,500
		2,000,000	Houston, TX, Utility System Rev 6.00%, 11/15/2036		2,250,773
		1,000,000	New Hope, TX, Cultural Education Facilities Finance Corp. 5.00%, 11/01/2031		1,134,680
			North Texas Tollway Auth Rev
		1,000,000	5.00%, 01/01/2030		1,173,690
		370,000	6.00%, 01/01/2025		391,386
		325,000	San Antonio, TX, Water Rev 5.00%, 05/15/2031		394,459
			Tarrant County, TX, Cultural Education Fac
		305,000	3.88%, 11/15/2020		307,968
		550,000	5.00%, 10/01/2034		610,979
		1,000,000	6.25%, 11/15/2029		1,105,410
		1,000,000	Texas State Municipal Gas Acquisition & Supply Corp. 5.25%, 12/15/2017		1,042,950
		550,000	Texas State Transportation Commission Turnpike System 5.00%, 08/15/2032		627,468
					14,399,167
			Vermont - 0.3%
		600,000	Vermont State Econ DA Waste 4.75%, 04/01/2036(1)(2)		600,300
			Virginia - 0.3%
		500,000	Virginia State Resources Auth Infrastructure 5.00%, 11/01/2024		540,002
			Washington - 3.5%
		2,285,000	FYI Properties, WA, Lease Rev 5.50%, 06/01/2034		2,528,718

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 96.7% - (continued)
			Washington - 3.5% - (continued)
			Washington State Health Care Fac Auth Rev
	$	590,000	5.00%, 01/01/2026	$	713,918
		1,820,000	5.00%, 03/01/2029		2,131,730
		550,000	Washington State Housing Finance Commission 6.50%, 07/01/2030(1)		580,079
					5,954,445
			Wisconsin - 2.5%
		1,705,000	Milwaukee County, WI, Airport Rev 5.00%, 12/01/2024		2,000,425
			Wisconsin State
		125,000	5.75%, 05/01/2033		138,773
		865,000	6.00%, 05/01/2036		965,824
		1,000,000	Wisconsin State Health & Educational Fac Auth Rev 5.00%, 11/15/2027		1,214,160
					4,319,182
			Total Municipal Bonds (cost $159,081,649)	$	166,072,290
			Total Long-Term Investments (cost $159,081,649)	$	166,072,290
SHORT-TERM INVESTMENTS - 2.8%
			Other Investment Pools & Funds - 2.8%
		4,715,118	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	4,715,118
			Total Short-Term Investments (cost $4,715,118)	$	4,715,118

Total Investments (cost $163,796,767)^	99.5	%	$	170,787,408
Other Assets and Liabilities	0.5	%		935,431
Total Net Assets	100.0	%	$	171,722,839

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

135

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $163,796,767 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	8,587,361
Unrealized Depreciation		(1,596,720	)
Net Unrealized Appreciation	$	6,990,641

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $5,904,962, which represents 3.4% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽³⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁴⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $989,734 at October 31, 2016.

⁽⁵⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/ Par	Security	Cost Basis
04/2007	$    1,000,000	Stone Canyon, MO, Community Improvement Dist Rev	$	990,337

At October 31, 2016, the aggregate value of these securities was $250,000, which represents 0.1% of total net assets.

⁽⁶⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counter-party	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.15% Fixed	CPURNSA		USD	3,600,000		01/15/20	$	—	$	—	$	38,857		$	38,857
BCLY	1.18% Fixed	CPURNSA		USD	7,550,000		01/15/19		—		—		54,786			54,786
BCLY	1.28% Fixed	CPURNSA		USD	3,700,000		01/15/20		—		—		40,541			40,541
BCLY	1.53% Fixed	CPURNSA		USD	3,335,000		03/03/17		—		—		(25,923	)		(25,923	)
BCLY	1.54% Fixed	CPURNSA		USD	7,000,000		03/03/21		—		—		104,408			104,408
BCLY	1.67% Fixed	CPURNSA		USD	5,750,000		03/08/26		—		—		143,852			143,852
BNP	1.07% Fixed	CPURNSA		USD	6,275,000		02/03/17		—		—		(14,280	)		(14,280	)
BNP	1.53% Fixed	CPURNSA		USD	5,425,000		01/15/18		—		—		(105,830	)		(105,830	)
BNP	1.59% Fixed	CPURNSA		USD	22,263,000		07/15/21		—		—		324,029			324,029
BNP	1.70% Fixed	CPURNSA		USD	4,850,000		01/15/23		—		—		81,483			81,483
BOA	1.63% Fixed	CPURNSA		USD	8,639,000		07/15/21		—		—		115,058			115,058
BOA	2.45% Fixed	CPURNSA		USD	7,800,000		03/22/17		—		—		(514,139	)		(514,139	)
CBK	2.03% Fixed	CPURNSA		USD	1,185,000		06/01/25		—		—		(18,969	)		(18,969	)
CBK	2.34% Fixed	CPURNSA		USD	525,000		04/15/18		—		—		(28,836	)		(28,836	)
CBK	2.45% Fixed	CPURNSA		USD	950,000		11/07/34		—		—		(97,710	)		(97,710	)
DEUT	1.23% Fixed	CPURNSA		USD	7,450,000		11/12/19		—		—		71,794			71,794
DEUT	1.46% Fixed	CPURNSA		USD	6,785,000		03/02/17		—		—		(44,465	)		(44,465	)
DEUT	1.48% Fixed	CPURNSA		USD	3,155,000		03/02/17		—		—		(21,823	)		(21,823	)
DEUT	1.48% Fixed	CPURNSA		USD	2,300,000		07/15/23		—		—		38,706			38,706
DEUT	1.54% Fixed	CPURNSA		USD	1,850,000		12/11/24		—		—		34,762			34,762
DEUT	1.56% Fixed	CPURNSA		USD	5,020,000		09/02/20		—		—		33,092			33,092
DEUT	1.69% Fixed	CPURNSA		USD	1,985,000		08/04/25		—		—		39,578			39,578

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

136

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016 - (continued)
Counter-party	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
DEUT	1.70% Fixed	CPURNSA		USD	1,475,000		12/02/24	$	—	$	—	$	28,220		$	28,220
JPM	1.76% Fixed	CPURNSA		USD	12,288,000		07/15/23		—		—		233,419			233,419
JPM	1.81% Fixed	CPURNSA		USD	5,080,000		11/03/25		—		—		54,530			54,530
JPM	2.33% Fixed	CPURNSA		USD	7,000,000		09/30/21		—		—		(582,381	)		(582,381	)
JPM	2.75% Fixed	CPURNSA		USD	1,075,000		03/03/21		—		—		(133,299	)		(133,299	)
MSC	1.44% Fixed	CPURNSA		USD	1,525,000		08/09/23		—		—		33,711			33,711
Total								$	—	$	—	$	(116,829	)	$	(116,829	)

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
DEUT	Deutsche Bank Securities, Inc.
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
Currency Abbreviations:
USD	United States Dollar
Index Abbreviations:
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted

Other Abbreviations:
OTC	Over-the-Counter
Municipal Abbreviations:
DA	Development Authority
FA	Finance Authority
GO	General Obligation
Rev	Revenue
USD	United School District

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

137

The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)		Level 2(1)			Level 3
Assets
Municipal Bonds	$	166,072,290		$	—	$	166,072,290		$	—
Short-Term Investments		4,715,118			4,715,118		—			—
Swaps - Interest Rate(2)		1,470,826			—		1,470,826			—
Total	$	172,258,234		$	4,715,118	$	167,543,116		$	—
Liabilities
Swaps - Interest Rate(2)	$	(1,587,655	)	$	—	$	(1,587,655	)	$	—
Total	$	(1,587,655	)	$	—	$	(1,587,655	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

138

Hartford Municipal Short Duration Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 98.0%
			Arizona - 1.5%
	$	250,000	Arizona State Health Fac Auth Hospital System Rev 5.00%, 02/01/2020	$	277,350
			California - 11.7%
		170,000	Alameda Cnty, CA, Corridor Transportation Auth Rev 0.00%, 10/01/2018(1)		163,934
		250,000	Bay Area Toll Auth Bridge Rev 1.88%, 04/01/2047(2)		254,035
			California County Tobacco Securitization Agency
		100,000	4.00%, 06/01/2017		101,612
		200,000	4.00%, 06/01/2018		208,372
		195,000	5.00%, 06/01/2020		217,530
		250,000	California State Health Facilities Financing Auth 5.88%, 07/01/2025		282,770
		200,000	Jurupa Public Financing Auth 4.00%, 09/01/2018		208,942
		80,000	Long Beach Bond Finance Auth 5.25%, 11/15/2018		86,102
			Orange County Community Fac Dist
		150,000	4.00%, 08/15/2021(3)		164,144
		100,000	4.00%, 08/15/2021		110,182
		10,000	Palomar Health, CA, Rev 3.00%, 11/01/2017		10,118
		100,000	Riverside County, CA, Infrastructure Financing Auth 4.00%, 11/01/2018		106,093
		75,000	Roseville Natural Gas Financing Auth 5.00%, 02/15/2023		86,355
		35,000	San Jose Redevelopment Agency 6.50%, 08/01/2018		36,784
		100,000	Tustin Communities Fac Dist 3.00%, 09/01/2019		105,418
					2,142,391
			Colorado - 4.2%
		110,000	Colorado Health Fac Auth 2.00%, 09/01/2017		110,777
		150,000	Denver Convention Center Hotel Auth 5.00%, 12/01/2022(3)		174,552
		250,000	Denver, CO, City and County Special Fac Airport Rev 5.25%, 11/15/2018		271,120
		50,000	E-470 Public Highway Auth 0.00%, 09/01/2019(1)		47,397
		150,000	Park Creek Metropolitan District 5.00%, 12/01/2021		170,458
					774,304
			Connecticut - 4.0%
		150,000	City of Bridgeport, CT, GO 4.00%, 08/15/2021		165,782
		25,000	City of New Britain, CT, GO 5.00%, 03/01/2017		25,330
		150,000	City of New Haven, CT, GO 5.00%, 08/15/2021		172,272
		100,000	Connecticut State Health & Educational Fac Auth 3.25%, 09/01/2021(4)		101,037
		250,000	Town of Hamden, CT, GO 5.00%, 08/15/2019		272,757
					737,178

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 98.0% - (continued)
			District of Columbia - 0.6%
	$	95,000	Metropolitan Washington Airports Auth 5.00%, 10/01/2039	$	107,081
			Florida - 3.5%
		165,000	Broward County, FL, Airport System Rev 5.00%, 10/01/2020		187,259
		200,000	City of Port, St. Lucie, FL 1.75%, 07/01/2022		197,440
		250,000	School District of Broward County, FL, GO 5.00%, 07/01/2017		257,092
					641,791
			Georgia - 0.4%
		70,000	Burke County Development Auth 2.35%, 10/01/2032(2)		71,544
			Guam - 0.9%
		150,000	Antonio B Won Pat International Airport Auth 5.00%, 10/01/2018		159,375
			Illinois - 20.2%
			Chicago Transit Auth
		100,000	5.00%, 06/01/2019		108,472
		100,000	5.00%, 06/01/2020		111,039
		100,000	5.00%, 12/01/2022		113,897
		255,000	Chicago, IL, Board of Education 0.00%, 12/01/2016(1)		254,204
		160,000	City of Chicago IL Wastewater Transmission Rev 0.00%, 01/01/2022(1)		139,034
		250,000	City of Chicago O’Hare International Airport 5.25%, 01/01/2019		270,805
		95,000	City of Chicago, IL, GO 4.00%, 01/01/2020		95,532
			City of Chicago, IL, Park Dist
		70,000	3.00%, 01/01/2021		72,208
		100,000	5.00%, 01/01/2017		100,603
			City of Chicago, IL, Waterworks Rev
		50,000	5.00%, 11/01/2016		50,000
		100,000	5.00%, 11/01/2018		106,566
		20,000	5.00%, 11/01/2020		22,341
			Cook County, IL, GO
		90,000	5.00%, 11/15/2017		93,388
		100,000	5.00%, 11/15/2019		109,684
			Illinois Finance Auth
		100,000	5.00%, 11/15/2021		116,484
		150,000	5.00%, 02/15/2022		168,053
			Illinois Finance Auth.
		90,000	4.50%, 05/15/2020		94,980
		130,000	7.75%, 08/15/2034		153,867
		125,000	Illinois Housing Dev. Auth 3.05%, 08/01/2022		132,191
		250,000	Illinois State Toll Highway Auth 5.00%, 12/01/2017		260,940
		100,000	Kane McHenry Cook & DeKalb Counties, IL, Community School Dist 4.00%, 01/01/2020		107,817
			Metropolitan Pier & Exposition Auth
		50,000	0.00%, 12/15/2019(1)		45,751
		50,000	0.00%, 06/15/2021(1)		43,459
		50,000	Railsplitter Tobacco Settlement Auth 5.25%, 06/01/2021		57,618
		100,000	Southern Illinois Univ 4.00%, 04/01/2018		102,191

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

139

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 98.0% - (continued)
			Illinois - 20.2% - (continued)
			State of Illinois
	$	180,000	4.00%, 06/15/2020	$	196,513
		180,000	5.00%, 06/15/2017		184,561
		150,000	State of Illinois Unemployment Compensation Trust Fund 5.00%, 12/15/2016		150,744
			State of Illinois, GO
		100,000	5.00%, 02/01/2020		106,774
		120,000	5.00%, 02/01/2022		130,952
					3,700,668
			Indiana - 0.1%
		25,000	Indianapolis Airport Auth 5.10%, 01/15/2017		25,214
			Louisiana - 2.6%
			City of New Orleans, LA, Sewerage Service Rev
		165,000	5.00%, 06/01/2018		174,982
		110,000	5.00%, 06/01/2021		126,287
		100,000	Louisiana State Public Facilities Auth Rev 3.00%, 05/15/2018		102,557
		75,000	New Orleans Aviation Board 5.00%, 01/01/2019		80,677
					484,503
			Maryland - 0.1%
		20,000	Maryland Economic Development Corp. 4.00%, 06/01/2020		21,757
			Massachusetts - 0.9%
		150,000	Massachusetts Dev. Finance Agency 5.00%, 07/01/2022		174,492
			Michigan - 4.8%
			Michigan Finance Auth
		150,000	5.00%, 04/01/2019		162,311
		150,000	5.00%, 07/01/2019		163,725
		150,000	5.00%, 11/15/2022		177,702
		100,000	State of Michigan 5.00%, 03/15/2021		115,288
		250,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2021		260,912
					879,938
			Minnesota - 0.8%
		135,000	City of Rochester, MN, Healthcare & Housing Rev Fac 3.50%, 12/01/2018		138,212
			Nebraska - 1.3%
		120,000	Central Plains Energy Project 5.25%, 12/01/2021		140,129
		100,000	County of Washington, NE 2.38%, 09/01/2030(2)		102,453
					242,582
			Nevada - 2.8%
		95,000	Clark County, NV 2.25%, 12/01/2019		96,904
		150,000	Clark County, NV, Department of Aviation 5.00%, 07/01/2017		154,023
		250,000	Clark County, NV, School Dist 5.00%, 06/15/2022		261,705
					512,632

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 98.0% - (continued)
			New Jersey - 1.6%
	$	280,000	New Jersey Educational Fac Auth Rev 5.00%, 09/01/2019	$	301,773
			New York - 3.2%
		250,000	New York State Dormitory Auth Rev 4.00%, 05/01/2019		267,342
			New York Transportation Development Corp.
		80,000	5.00%, 08/01/2018		84,113
		100,000	5.00%, 01/01/2019		107,969
			Oyster Bay, NY, Public Improvement, GO
		70,000	2.25%, 03/01/2017		69,698
		30,000	3.75%, 03/01/2017		30,049
		25,000	5.00%, 02/15/2019		25,904
					585,075
			North Dakota - 0.9%
		150,000	North Dakota Housing Finance Agency 3.50%, 07/01/2046		160,584
			Ohio - 1.6%
		135,000	American Municipal Power, Inc. 5.00%, 02/15/2017		136,615
			City of Cleveland, OH, Airport System Rev
		60,000	5.00%, 01/01/2022		69,807
		60,000	5.00%, 01/01/2023		70,994
		25,000	Ohio Air Quality Dev. Auth 3.13%, 07/01/2033(2)		23,496
					300,912
			Pennsylvania - 8.9%
		165,000	Allegheny County, PA, Hospital Development Auth 5.38%, 08/15/2029		182,172
			Beaver Cnty. Industrial Dev. Auth.
		50,000	2.50%, 12/01/2041(2)		49,307
		50,000	2.70%, 04/01/2035(2)		47,139
		125,000	Beaver County, PA, GO 4.00%, 11/15/2018		131,286
		250,000	Commonwealth of Pennsylvania, PA, GO 5.00%, 08/15/2019		275,562
		150,000	Montgomery County, PA, Industrial Dev. Auth 4.00%, 12/01/2020		161,507
		250,000	Pennsylvania State Turnpike Commission Rev 1.61%, 12/01/2021(2)		249,417
		150,000	Philadelphia Auth. for Industrial Dev. 5.00%, 12/01/2022		174,603
			School District of Philadelphia
		85,000	4.00%, 09/01/2022		89,784
		65,000	5.00%, 09/01/2020		71,770
		205,000	Susquehanna Area Regional Airport Auth 3.00%, 01/01/2017		205,445
					1,637,992
			Rhode Island - 1.0%
		70,000	Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032		72,723
		100,000	Rhode Island State, Tobacco Settlement Financing Corp. 5.00%, 06/01/2020		110,855
					183,578
			South Carolina - 1.7%
		250,000	Greenville Cnty. School Dist 5.00%, 12/01/2023		250,843

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

140

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 98.0% - (continued)
			South Carolina - 1.7% - (continued)
	$	55,000	Piedmont Municipal Power Agency 5.00%, 01/01/2017	$	55,371
					306,214
			South Dakota - 0.6%
		100,000	South Dakota Health & Educational Fac Auth 5.00%, 11/01/2020		113,938
			Tennessee - 2.3%
		150,000	Shelby Cnty. Health Educational & Housing Facs. Board 4.00%, 09/01/2022		156,654
		250,000	Tennessee Housing Dev. Agency 3.50%, 01/01/2047		269,000
					425,654
			Texas - 13.9%
		120,000	Arlington Higher Education Finance Corp. Education Rev, Harmony Public School 4.00%, 02/15/2018		124,562
		200,000	Duncanville Independent School Dist 2.00%, 02/15/2017		200,756
		210,000	Harris County-Houston Sports Auth 5.00%, 11/15/2020		240,702
		100,000	Kerrville Health Fac Dev. Corp. 5.00%, 08/15/2020		111,224
		400,000	Leander Independent School Dist 0.00%, 08/15/2017(1)		396,916
			Lower Colorado River Auth Rev
		120,000	4.00%, 05/15/2020		131,721
		100,000	5.00%, 05/15/2020		113,218
		150,000	New Hope Cultural Education Facs. Finance Corp. 1.70%, 11/01/2019		149,001
		265,000	North Texas Tollway Auth Rev 5.63%, 01/01/2033		279,313
		400,000	Permanent Univ. Fund 5.00%, 07/01/2018		426,976
		200,000	Plano Independent School Dist 5.00%, 02/15/2017		202,450
		100,000	Tarrant County, TX, Cultural Education Fac 4.50%, 11/15/2021		101,287
		75,000	Texas State Municipal Gas Acquisition & Supply Corp. 5.25%, 12/15/2017		78,221
					2,556,347
			Virginia - 0.5%
		90,000	Wise County Industrial Development Auth Rev 1.88%, 11/01/2040(2)		91,013
			Washington - 1.4%
		55,000	State of Washington 5.00%, 08/01/2019		60,877
		80,000	Washington Health Care Fac Auth 5.00%, 10/01/2039		87,431
		100,000	Washington State Housing Finance Commission 4.38%, 01/01/2021(4)		101,371
					249,679
			Total Municipal Bonds (cost $17,894,340)	$	18,003,771
			Total Long-Term Investments (cost $17,894,340)	$	18,003,771

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 2.8%
		Short-Term Investments - 2.8%
	514,892	Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class	$	514,892
		Total Short-Term Investments (cost $514,892)	$	514,892

Total Investments (cost $18,409,232)^	100.8	%	$	18,518,663
Other Assets and Liabilities	(0.8	)%		(153,226	)
Total Net Assets	100.0	%	$	18,365,437

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

141

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $18,409,232 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	138,476
Unrealized Depreciation		(29,045	)
Net Unrealized Appreciation	$	109,431

⁽¹⁾  Security is a zero-coupon bond.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽³⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $338,692 at October 31, 2016.

⁽⁴⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $202,408, which represents 1.1% of total net assets.

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:
GO	General Obligation
PA	Port Authority
Rev	Revenue

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

142

Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Municipal Bonds	$	18,003,771	$	—	$	18,003,771	$	—
Short-Term Investments		514,892		514,892		—		—
Total	$	18,518,663	$	514,892	$	18,003,771	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

143

The Hartford Quality Bond Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 25.6%
			Asset-Backed - Automobile - 1.9%
			AmeriCredit Automobile Receivables Trust
	$	205,000	2.21%, 05/10/2021	$	207,215
		550,000	3.41%, 10/08/2020(1)		556,079
			Santander Drive Auto Receivables Trust
		202,000	2.36%, 04/15/2020		203,098
		620,000	2.44%, 04/15/2021		626,876
		525,000	2.74%, 01/15/2021		533,312
		200,000	Westlake Automobile Receivables Trust 2.24%, 04/15/2020(1)		200,566
					2,327,146
			Asset-Backed - Credit Card - 1.0%
		1,250,000	Evergreen Credit Card Trust 1.26%, 04/15/2020(1)(2)		1,256,471
			Asset-Backed - Finance & Insurance - 6.9%
		500,000	Atrium IX 2.13%, 02/28/2024(1)(2)		500,817
		720,000	BlueMountain CLO Ltd. 2.23%, 11/20/2024(1)(2)		720,698
		250,000	Carlyle Global Market Strategies Ltd. 2.40%, 04/17/2025(1)(2)		251,062
			Cent CLO Ltd.
		410,000	2.00%, 07/23/2025(1)(2)		407,470
		400,000	2.27%, 11/07/2026(1)(2)		399,666
		750,000	Dryden Senior Loan Fund 2.36%, 07/15/2026(1)(2)		751,472
		1,000,000	Eaton Vance CLO Ltd. 2.33%, 07/15/2026(1)(2)		1,001,116
		125,000	HSI Asset Securitization Corp. Trust 0.80%, 02/25/2036(2)		111,840
		761,308	LCM XVII L.P. 2.24%, 10/15/2026(1)(2)		761,308
			Madison Park Funding Ltd.
		250,000	2.16%, 10/23/2025(1)(2)		249,760
		250,000	2.18%, 10/23/2025(1)(2)		249,874
			Magnetite CLO Ltd.
		445,000	2.18%, 04/15/2026(1)(2)		445,000
		500,000	2.36%, 04/15/2026(1)(2)		500,915
			Nationstar HECM Loan Trust
		215,765	2.24%, 06/25/2026(1)		216,642
		183,098	2.98%, 02/25/2026(1)		183,574
		250,000	SoFi Consumer Loan Program LLC 3.05%, 12/26/2025(1)		250,149
			Springleaf Funding Trust
		49,943	2.41%, 12/15/2022(1)		49,999
		875,000	3.16%, 11/15/2024(1)		883,640
		710,000	Thacher Park CLO Ltd. 2.35%, 10/20/2026(1)(2)		709,641
					8,644,643
			Asset-Backed - Home Equity - 2.6%
		215,296	Ameriquest Mortgage Securities, Inc. 1.81%, 08/25/2033(2)		206,397
		199,022	Argent Securities, Inc. 1.58%, 10/25/2033(2)		187,343
		211,629	Asset Backed Securities Corp. Home Equity Loan Trust 1.04%, 08/25/2034(2)		180,742
			NRZ Advance Receivables Trust
		960,000	2.58%, 10/15/2049(1)		959,999
		820,000	3.20%, 11/15/2047(1)		824,011

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 25.6% - (continued)
			Asset-Backed - Home Equity - 2.6% - (continued)
	$	815,000	3.30%, 08/17/2048(1)	$	819,297
					3,177,789
			Commercial Mortgage - Backed Securities - 6.6%
		570,000	Banc of America Commercial Mortgage Trust 5.55%, 06/10/2049(2)		579,970
		125,235	Bear Stearns Commercial Mortgage Securities Trust 5.33%, 02/11/2044		125,857
			Commercial Mortgage Trust
		725,000	3.96%, 03/10/2047		787,501
		104,815	5.44%, 03/10/2039		105,045
		1,452	Credit Suisse Commercial Mortgage Trust 5.54%, 01/15/2049(2)		1,450
			CSAIL Commercial Mortgage Trust
		1,350,000	3.50%, 06/15/2057		1,434,480
		912,000	3.72%, 08/15/2048		984,481
			FREMF Mortgage Trust
		610,000	3.04%, 03/25/2045(1)(2)		611,985
		153,000	3.28%, 11/25/2046(1)(2)		152,768
		165,000	4.22%, 06/25/2047(1)(2)		176,547
		200,000	4.54%, 10/25/2030(1)(2)		208,799
		720,752	4.61%, 01/25/2048(1)(2)		782,052
		400,000	JP Morgan Chase Commercial Mortgage Securities Trust 2.96%, 04/15/2046		413,943
		93,566	LB-UBS Commercial Mortgage Trust 5.43%, 02/15/2040		94,110
		17,874	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.38%, 08/12/2048		17,909
		623,000	Morgan Stanley Bank of America Merrill Lynch Trust 3.31%, 04/15/2048		651,797
		364,132	Morgan Stanley Re-Remic Trust 5.79%, 08/15/2045(1)(2)		366,009
		675,000	WF-RBS Commercial Mortgage Trust 3.61%, 11/15/2047		720,501
					8,215,204
			Whole Loan Collateral CMO - 6.6%
		446,353	COLT Mortgage Loan Trust 2.75%, 09/25/2046(1)(2)		449,129
			Connecticut Avenue Securities
		384,444	1.98%, 01/25/2029(2)		386,373
		420,000	3.13%, 05/25/2024(2)		415,208
		600,000	5.53%, 07/25/2025(2)		639,195
		457,373	GSR Mortgage Loan Trust 2.97%, 01/25/2036(2)		422,349
		85,791	IndyMac Index Mortgage Loan Trust 3.35%, 06/25/2036(2)		69,901
			LSTAR Securities Investment Trust
		734,160	2.53%, 04/01/2020(1)(2)		724,066
		211,424	2.53%, 05/01/2020(1)(2)		207,880
		187,489	2.53%, 08/01/2020(1)(2)		187,207
		149,157	MortgageIT Trust 1.17%, 02/25/2035(2)		143,519
		184,349	Residential Accredit Loans, Inc. 4.01%, 09/25/2035(2)		155,262
		117,145	Residential Funding Mortgage Securities, Inc. 3.41%, 09/25/2035(2)		109,834

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

144

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 25.6% - (continued)
			Whole Loan Collateral CMO - 6.6% - (continued)
	$	60,911	Sequoia Mortgage Trust 0.99%, 02/20/2035(2)	$	59,605
		155,172	Springleaf Mortgage Loan Trust 3.52%, 12/25/2065(1)(2)		155,792
		350,000	SPS Servicer Advance Receivables Trust 2.62%, 01/15/2047(1)		349,809
		822,716	Thornburg Mortgage Securities Trust 2.37%, 04/25/2045(2)		824,039
			Towd Point Mortgage Trust
		647,305	2.25%, 08/25/2055(1)(2)		648,275
		1,038,472	2.75%, 04/25/2055(1)(2)		1,053,077
		434,673	2.75%, 08/25/2055(1)(2)		441,890
		149,155	3.00%, 03/25/2054(1)(2)		152,098
		642,000	3.75%, 04/25/2055(1)(2)		655,799
					8,250,307
			Total Asset & Commercial Mortgage Backed Securities (cost $31,532,644)	$	31,871,560
U.S. GOVERNMENT AGENCIES - 111.5%
			FHLMC - 32.2%
		21,840	0.00%, 11/15/2036(3)(4)	$	20,149
		695,000	1.66%, 07/25/2041(2)(5)		62,299
		2,250,000	1.75%, 11/25/2040(2)(5)		195,977
		670,000	1.83%, 04/25/2029(2)		668,712
		420,000	1.83%, 03/25/2029(2)		420,000
		465,754	1.98%, 07/25/2028(2)		467,843
		560,250	2.48%, 05/25/2025(2)		570,505
		1,409,888	2.50%, 03/15/2028(5)		124,751
		375,000	2.78%, 11/25/2028(2)		380,261
		231,547	3.00%, 03/15/2033(5)		27,601
		1,362,483	3.00%, 12/01/2043		1,405,814
		3,675,000	3.00%, 12/01/2046(6)		3,775,769
		815,000	3.33%, 05/25/2028(2)		835,587
		1,201,435	3.50%, 03/15/2041(5)		144,699
		4,625,994	3.50%, 04/01/2046		4,855,120
		892,625	3.50%, 05/01/2046		937,480
		3,554,185	3.50%, 08/01/2046		3,734,186
		2,281,228	3.50%, 09/01/2046		2,397,172
		614,988	4.00%, 07/15/2027(5)		63,888
		713,267	4.00%, 03/15/2028(5)		76,479
		498,909	4.00%, 06/15/2041		532,778
		571,000	4.00%, 08/15/2043		638,713
		456,054	4.00%, 07/01/2044		487,534
		1,727,305	4.00%, 05/01/2046		1,849,336
		7,675,000	4.00%, 11/01/2046(6)		8,209,551
		1,625,222	4.50%, 07/01/2042		1,783,596
		288,916	4.50%, 09/01/2044		315,672
		2,375,000	4.50%, 11/01/2046(6)		2,595,337
		659,305	5.00%, 05/01/2039		733,044
		1,039,105	5.00%, 08/01/2039		1,148,920
		383,809	5.00%, 07/01/2041		424,355
		100,000	5.00%, 11/01/2046(6)		110,619
		79,571	5.50%, 08/15/2033		88,307
					40,082,054
			FNMA - 63.5%
		160,275	0.00%, 06/25/2036(3)(4)		144,348
		294,112	1.88%, 04/25/2055(2)(5)		18,532

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 111.5% - (continued)
			FNMA - 63.5% - (continued)
	$	1,124,830	1.95%, 08/25/2044(2)(5)	$	92,433
		335,000	2.00%, 02/25/2043		299,313
		672,975	2.04%, 06/25/2055(2)(5)		46,841
		64,357	2.50%, 06/25/2028(5)		5,520
		18,600,000	2.50%, 11/01/2031(6)		19,139,110
		420,000	2.50%, 03/25/2043		390,388
		300,000	2.50%, 12/01/2046(6)		298,916
		1,891,342	2.54%, 07/01/2026		1,908,276
		100,000	2.68%, 05/01/2025		102,887
		464,861	2.71%, 12/01/2027		475,184
		1,181,482	2.87%, 10/01/2025		1,229,774
		950,000	2.95%, 10/01/2025		996,315
		351,940	2.95%, 01/01/2028		365,983
		975,000	2.99%, 11/01/2025		1,021,964
		209,143	3.00%, 09/25/2027(5)		21,162
		174,664	3.00%, 04/25/2028(5)		18,274
		2,143,461	3.00%, 03/01/2031		2,244,057
		4,900,000	3.00%, 11/01/2031(6)		5,127,774
		14,365,000	3.00%, 11/01/2046(6)		14,789,216
		1,250,000	3.18%, 10/01/2025		1,330,383
		14,890	3.34%, 04/01/2024		16,057
		990,000	3.38%, 12/01/2029		1,054,797
		82,766	3.45%, 01/01/2024		89,658
		4,869	3.47%, 01/01/2024		5,280
		2,416,153	3.50%, 11/01/2026		2,547,119
		416,066	3.50%, 10/25/2027(5)		47,657
		97,091	3.50%, 05/25/2030(5)		11,393
		582,662	3.50%, 02/01/2045		611,556
		1,041,657	3.50%, 01/01/2046		1,093,719
		487,309	3.50%, 02/01/2046		511,612
		1,009,903	3.50%, 09/01/2046		1,060,487
		424,152	3.50%, 10/01/2046		445,396
		247,586	3.54%, 02/01/2024		269,819
		14,362	3.67%, 08/01/2023		15,701
		5,000	3.76%, 03/01/2024		5,513
		5,000	3.86%, 12/01/2025		5,566
		14,349	3.87%, 10/01/2025		15,946
		14,642	3.89%, 05/01/2030		16,201
		15,286	3.93%, 10/01/2023		16,900
		111,215	3.96%, 05/01/2034		123,841
		9,945	3.97%, 05/01/2029		11,173
		700,000	4.00%, 11/01/2031(6)		724,787
		867,039	4.00%, 12/01/2040		927,955
		213,893	4.00%, 03/01/2041		229,686
		60,649	4.00%, 03/25/2042(5)		8,909
		31,742	4.00%, 08/01/2044		33,972
		314,382	4.00%, 10/01/2044		336,470
		585,634	4.00%, 11/01/2044		626,779
		564,071	4.00%, 05/01/2045		603,924
		554,529	4.00%, 12/01/2045		594,051
		559,185	4.00%, 02/01/2046		599,025
		1,356,305	4.00%, 05/01/2046		1,455,354
		284,179	4.00%, 05/01/2046(7)		304,427
		278,116	4.00%, 06/01/2046		297,930
		10,700,000	4.00%, 11/01/2046(6)		11,457,359
		9,374	4.06%, 10/01/2028		10,664
		493,002	4.06%, 03/01/2030		555,402
		124,789	4.50%, 07/25/2027(5)		14,257
		152,528	4.50%, 08/01/2041		168,432
		47,896	4.50%, 09/01/2041		52,348
		1,025,000	4.50%, 11/01/2046(6)		1,120,293

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

145

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 111.5% - (continued)
			FNMA - 63.5% - (continued)
	$	73,656	5.46%, 05/25/2042(2)(5)	$	8,766
		800,000	5.50%, 11/01/2046(6)		901,973
					79,074,804
			GNMA - 15.8%
		548,176	2.14%, 04/20/2040		486,069
		87,523	3.00%, 08/15/2045		91,133
		5,100,000	3.00%, 11/01/2046(6)		5,312,766
		1,600,000	3.00%, 12/01/2046(6)		1,663,469
		4,132,277	3.50%, 10/20/2046		4,389,547
		75,000	3.50%, 11/01/2046(6)		79,430
		2,258,840	4.00%, 04/16/2026(5)		253,854
		53,448	4.00%, 05/16/2042(5)		9,041
		77,879	4.00%, 01/20/2044(5)		14,309
		3,100,000	4.00%, 11/01/2046(6)		3,320,512
		593,457	4.50%, 06/20/2039		640,291
		257,148	4.50%, 09/16/2040		293,793
		86,779	4.50%, 09/20/2041		95,378
		51,511	4.50%, 05/20/2044		55,625
		110,183	4.50%, 06/20/2044		118,997
		94,883	4.50%, 10/20/2044		102,481
		63,201	4.50%, 01/20/2046		68,190
		75,000	4.50%, 11/01/2046(6)		80,930
		224,744	5.00%, 05/20/2034		252,250
		64,984	5.00%, 07/15/2039		73,697
		552,773	5.00%, 05/20/2040(5)		132,615
		656,074	5.00%, 04/20/2041		856,561
		55,152	5.00%, 06/15/2041		61,621
		274,097	5.00%, 10/16/2041(5)		45,365
		54,511	5.00%, 03/15/2044		61,019
		652,763	5.50%, 05/20/2038		732,330
		118,361	5.50%, 03/16/2039		135,337
		38,391	6.00%, 01/15/2039		43,916
		253,515	6.00%, 09/15/2040		290,000
					19,760,526
			Total U.S. Government Agencies (cost $138,417,139)	$	138,917,384
U.S. GOVERNMENT SECURITIES - 3.9%
			Other Direct Federal Obligations - 0.6%
			FHLB - 0.6%
		700,000	Tennessee Valley Authority 4.25%, 09/15/2065	$	790,137
			U.S. Treasury Securities - 3.3%
			U.S. Treasury Notes - 3.3%
		3,877,058	U.S. Treasury Inflation Indexed Note 0.63%, 01/15/2026(8)	$	4,046,982
					4,046,982
			Total U.S. Government Securities (cost $4,907,432)	$	4,837,119
			Total Long-Term Investments (cost $174,857,215)	$	175,626,063

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 22.3%
		Other Investment Pools & Funds - 22.3%
	27,738,921	Fidelity Institutional Government Fund, Institutional Class	$	27,738,921
	177	Fidelity Money Market Class 1		177
		Total Short-Term Investments (cost $27,739,098)	$	27,739,098

Total Investments (cost $202,596,313)^	163.3	%	$	203,365,161
Other Assets and Liabilities	(63.3	)%		(78,850,983	)
Total Net Assets	100.0	%	$	124,514,178

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

146

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $202,621,806 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	1,128,498
Unrealized Depreciation		(385,143	)
Net Unrealized Appreciation	$	743,355

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $20,472,408, which represents 16.4% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽³⁾  Securities disclosed are principal-only strips.

⁽⁴⁾  Security is a zero-coupon bond.

⁽⁵⁾  Securities disclosed are interest-only strips.

⁽⁶⁾  Represents or includes a TBA transaction.

⁽⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽⁸⁾  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future		58		12/20/2016	$	7,546,034	$	7,518,250	$	(27,784	)
U.S. Treasury 5-Year Note Future		40		12/30/2016		4,859,769		4,831,875		(27,894	)
U.S. Ultra Bond Future		25		12/20/2016		4,671,330		4,398,437		(272,893	)
Total									$	(328,571	)
Short position contracts:
U.S. 10-Year Ultra Future		8		12/20/2016	$	1,155,586	$	1,132,125	$	23,461
U.S. Treasury 2-Year Note Future		7		12/30/2016		1,526,425		1,526,984		(559	)
Total									$	22,902
Total futures contracts									$	(305,669	)

TBA Sale Commitments Outstanding at October 31, 2016
Description	Principal Amount		Maturity Date		Market Value†			Unrealized Appreciation/ (Depreciation)
FHLMC, 3.50%	$	6,400,000		11/01/2046	$	(6,716,750	)	$	12,701
FNMA, 3.00%		14,365,000		11/01/2046		(14,789,216	)		42,575
FNMA, 3.00%		3,365,000		12/01/2046		(3,457,669	)		(263	)
FNMA, 3.50%		1,570,000		11/01/2031		(1,654,081	)		(56	)
FNMA, 3.50%		6,850,000		11/01/2046		(7,191,430	)		7,232
FNMA, 3.50%		3,400,000		12/01/2046		(3,565,883	)		1,460
FNMA, 5.00%		1,600,000		11/01/2046		(1,771,919	)		2,331
GNMA, 3.50%		1,700,000		11/01/2046		(1,800,406	)		1,574
GNMA, 4.00%		11,000,000		11/01/2046		(11,782,461	)		6,446
Total (proceeds $52,803,815)					$	(52,729,815	)	$	74,000

At October 31, 2016, the aggregate market value of TBA Sale Commitments Outstanding represents (42.3)% of total net assets.

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

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

147

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations:
USD	United States Dollar
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
TBA	To Be Announced

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

148

The Hartford Quality Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1 (1)			Level 2 (1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	31,871,560		$	—		$	31,871,560		$	—
U.S. Government Agencies		138,917,384			—			138,917,384			—
U.S. Government Securities		4,837,119			—			4,837,119			—
Short-Term Investments		27,739,098			27,739,098			—			—
Futures Contracts(2)		23,461			23,461			—			—
Total	$	203,388,622		$	27,762,559		$	175,626,063		$	—
Liabilities
Futures Contracts(2)	$	(329,130	)	$	(329,130	)	$	—		$	—
TBA Sale Commitments		(52,729,815	)		—			(52,729,815	)		—
Total	$	(53,058,945	)	$	(329,130	)	$	(52,729,815	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	104,992		$	104,992
Purchases		—
Sales		(105,000	)		(105,000	)
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		8			8
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	—		$	—

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $0.

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

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

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

149

The Hartford Short Duration Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 13.0%
			Asset-Backed - Automobile - 1.4%
			AmeriCredit Automobile Receivables Trust
	$	1,290,000	1.60%, 07/08/2019	$	1,292,678
		380,000	1.81%, 10/08/2020		382,033
		2,000,000	2.72%, 09/09/2019		2,018,715
		395,000	CarMax Auto Owner Trust 1.50%, 08/15/2018		395,061
		236,078	Chesapeake Funding LLC 0.98%, 01/07/2025(1)(2)		236,047
		488,177	Credit Acceptance Automotive Loan Trust 1.55%, 10/15/2021(1)		488,339
			GM Financial Automobile Leasing Trust
		1,055,000	1.97%, 05/20/2020		1,054,012
		1,905,000	2.14%, 06/20/2019		1,913,818
		1,415,000	Honda Auto Receivables Owner Trust 1.46%, 10/15/2020		1,420,930
		1,091,309	M&T Bank Automotive Receivables Trust 1.57%, 08/15/2018(1)		1,092,407
		616,412	Prestige Automotive Receivables Trust 1.52%, 04/15/2020(1)		616,828
		1,390,970	Santander Drive Automotive Receivables Trust 3.64%, 05/15/2018		1,394,887
		655,000	Westlake Automobile Receivables Trust 2.30%, 11/15/2019(1)		657,697
					12,963,452
			Asset-Backed - Credit Card - 0.5%
		2,480,000	Golden Credit Card Trust 1.60%, 09/15/2021(1)		2,480,983
		1,645,000	Synchrony Credit Card Master Note Trust 2.04%, 03/15/2022		1,664,302
					4,145,285
			Asset-Backed - Finance & Insurance - 7.0%
			Ally Master Owner Trust
		3,900,000	1.43%, 06/17/2019		3,906,406
		2,695,000	1.54%, 09/15/2019		2,703,522
		3,000,000	American Tower Trust I 1.55%, 03/15/2043(1)		2,999,170
			Apidos CLO
		2,250,000	1.98%, 04/15/2025(1)(2)		2,239,807
		1,495,000	2.38%, 04/17/2026(1)(2)		1,498,486
			Carlyle Global Market Strategies Ltd.
		870,000	2.03%, 04/18/2025(1)(2)		868,644
		2,750,000	2.98%, 07/20/2023(1)(2)		2,750,137
		1,500,000	Cent CLO Ltd. 2.36%, 01/25/2026(1)(2)		1,497,635
			CIFC Funding Ltd.
		2,125,000	2.03%, 04/16/2025(1)(2)		2,118,379
		2,180,000	2.41%, 08/14/2024(1)(2)		2,178,023
		3,470,000	2.63%, 01/29/2025(1)(2)		3,470,000
		1,694,200	DB Master Finance LLC 3.26%, 02/20/2045(1)		1,699,196
		1,460,000	Dryden Senior Loan Fund 2.23%, 04/18/2026(1)(2)		1,459,263
		8,889	First Franklin Mortgage Loan Trust 1.18%, 05/25/2035(2)		8,885
		435,000	Ford Credit Floorplan Master Owner Trust A 1.40%, 02/15/2019		435,157
		1,700,000	Gramercy Park CLO Ltd. 2.78%, 07/17/2023(1)(2)		1,699,981

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 13.0% - (continued)
			Asset-Backed - Finance & Insurance - 7.0% - (continued)
	$	57,194	Hasco NIM Cayman Co. 6.25%, 12/26/2035*(1)(3)	$	—
		2,000,000	ING Investment Management CLO Ltd. 2.19%, 03/14/2022(1)(2)		2,008,740
		2,000,000	Limerock CLO Ltd. 2.38%, 04/18/2026(1)(2)		1,998,412
		180,481	Long Beach Asset Holdings Corp. 5.78%, 04/25/2046*(1)(3)		—
		4,680,000	Magnetite CLO Ltd. 2.83%, 07/25/2026(1)(2)		4,682,256
		2,670,000	MMAF Equipment Finance LLC 1.59%, 02/08/2022(1)		2,680,878
			Nationstar HECM Loan Trust
		436,911	2.01%, 08/25/2026(1)		434,662
		938,766	2.24%, 06/25/2026(1)		942,581
		511,413	2.98%, 02/25/2026(1)		512,740
		2,500,000	Octagon Investment Partners Ltd. 2.00%, 07/17/2025(1)(2)		2,480,505
		1,540,000	Ocwen Master Advance Receivables Trust 3.21%, 11/15/2047(1)		1,542,034
		2,500,000	Race Point CLO Ltd. 2.48%, 05/24/2023(1)(2)		2,515,430
		2,060,000	SBA Tower Trust 2.90%, 10/15/2044(1)		2,095,264
		964,809	Springleaf Funding Trust 2.41%, 12/15/2022(1)		965,899
		252,206	Structured Asset Securities Corp. 0.68%, 02/25/2036(2)		251,563
		4,035,000	Symphony CLO L.P. 2.63%, 01/09/2023(1)(2)		4,047,396
		2,500,000	Verizon Owner Trust 1.42%, 01/20/2021(1)		2,502,955
		1,455,000	Voya CLO Ltd. 2.38%, 04/18/2026(1)(2)		1,457,226
					62,651,232
			Asset-Backed - Home Equity - 0.8%
		833,300	Accredited Mortgage Loan Trust 1.21%, 01/25/2035(2)		821,521
		334,698	Aegis Asset Backed Securities Trust 1.63%, 09/25/2034(2)		334,206
		1,395,474	Morgan Stanley Capital I Trust 1.29%, 01/25/2035(2)		1,379,964
		4,000,000	NRZ Advance Receivables Trust 2.58%, 10/15/2049(1)		3,999,997
		107,852	Renaissance Home Equity Loan Trust 9.79%, 04/25/2037*(1)(2)		1
		540,189	Residential Asset Securities Corp. 5.30%, 07/25/2034(2)		555,659
					7,091,348
			Commercial Mortgage - Backed Securities - 1.6%
		2,597,341	CD Mortgage Trust 5.89%, 11/15/2044(2)		2,654,950
		274,147	Citigroup Commercial Mortgage Trust 0.69%, 09/10/2045		273,861
		1,105,713	Citigroup/Deutsche Bank Commercial Mortgage Trust 5.32%, 12/11/2049		1,109,416
			COMM Mortgage Trust
		195,398	0.70%, 10/15/2045		195,020
		613,604	1.28%, 08/10/2046		612,850

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

150

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 13.0% - (continued)
			Commercial Mortgage - Backed Securities - 1.6% - (continued)
			DBUBS Mortgage Trust
	$	1,175,939	0.85%, 11/10/2046(1)(2)(4)	$	25,090
		28,363	3.74%, 11/10/2046(1)		28,455
			FREMF Mortgage Trust
		4,540,400	3.00%, 10/25/2047(1)(2)		4,508,866
		885,000	3.82%, 06/25/2047(1)(2)		914,297
		111,109	GS Mortgage Securities Corp. II 0.66%, 11/10/2045		111,036
		228,459	GS Mortgage Securities Trust 1.21%, 07/10/2046		228,498
			JP Morgan Chase Commercial Mortgage Securities Trust
		343,039	1.30%, 01/15/2046		343,079
		1,702,171	3.91%, 05/05/2030(1)		1,818,080
		196,610	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.38%, 08/12/2048		197,001
		779,489	Morgan Stanley Reremic Trust 1.00%, 03/27/2051(1)		775,724
		520,557	UBS-Barclays Commercial Mortgage Trust 0.73%, 08/10/2049		519,513
		347,922	WF-RBS Commercial Mortgage Trust 0.67%, 11/15/2045		347,351
					14,663,087
			Whole Loan Collateral CMO - 1.7%
			Connecticut Avenue Securities
		790,901	1.48%, 05/25/2024(2)		790,901
		1,438,126	1.73%, 07/25/2024(2)		1,440,392
			New Residential Mortgage Loan Trust
		1,147,206	3.25%, 09/25/2056(1)(2)		1,177,136
		1,125,413	3.75%, 11/26/2035(1)(2)		1,168,040
		877,849	3.75%, 03/25/2056(1)(2)		906,153
			Towd Point Mortgage Trust
		2,184,071	2.25%, 08/25/2055(1)(2)		2,187,346
		3,555,668	2.25%, 07/25/2056(1)(2)		3,559,762
		902,235	2.75%, 02/25/2055(1)(2)		918,759
		2,051,043	2.75%, 04/25/2055(1)(2)		2,078,810
		891,318	2.75%, 05/25/2055(1)(2)		903,119
					15,130,418
			Total Asset & Commercial Mortgage Backed Securities (cost $116,737,162)	$	116,644,822
CORPORATE BONDS - 59.2%
			Aerospace/Defense - 0.0%
		365,000	BAE Systems Holdings, Inc. 2.85%, 12/15/2020(1)	$	370,900
			Agriculture - 0.3%
		2,000,000	Imperial Brands Finance plc 2.05%, 02/11/2018(1)		2,008,190
			Reynolds American, Inc.
		180,000	2.30%, 08/21/2017		181,441
		644,000	3.25%, 06/12/2020		672,473
					2,862,104
			Auto Manufacturers - 3.6%
		2,500,000	American Honda Finance Corp. 1.70%, 09/09/2021		2,473,740

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Auto Manufacturers - 3.6% - (continued)
			Daimler Finance NA LLC
	$	2,000,000	2.00%, 07/06/2021(1)	$	1,985,354
		2,500,000	2.25%, 09/03/2019(1)		2,532,495
			Ford Motor Credit Co. LLC
		3,500,000	2.02%, 05/03/2019		3,499,335
		2,000,000	2.46%, 03/27/2020		2,006,214
			General Motors Financial Co., Inc.
		2,500,000	3.20%, 07/13/2020		2,542,645
		2,500,000	3.20%, 07/06/2021		2,523,820
			Harley-Davidson Financial Services, Inc.
		840,000	2.40%, 09/15/2019(1)		851,007
		2,500,000	2.85%, 01/15/2021(1)		2,577,560
			Hyundai Capital America
		2,000,000	2.00%, 07/01/2019(1)		2,001,326
		2,490,000	2.60%, 03/19/2020(1)		2,524,223
			Nissan Motor Acceptance Corp.
		2,500,000	2.35%, 03/04/2019(1)		2,535,265
		1,250,000	2.55%, 03/08/2021(1)		1,272,107
		2,000,000	Toyota Motor Credit Corp. 2.13%, 07/18/2019		2,032,876
		750,000	Volkswagen Group of America Finance LLC 2.45%, 11/20/2019(1)		758,423
					32,116,390
			Auto Parts & Equipment - 0.2%
		500,000	Delphi Automotive plc 3.15%, 11/19/2020		515,237
		1,200,000	Johnson Controls, Inc. 1.40%, 11/02/2017		1,201,369
					1,716,606
			Beverages - 0.9%
		4,000,000	Anheuser-Busch InBev Finance, Inc. 2.65%, 02/01/2021		4,090,852
		625,000	Molson Coors Brewing Co. 2.10%, 07/15/2021		622,517
		1,000,000	Pernod Ricard S.A. 2.95%, 01/15/2017(1)		1,002,806
		2,500,000	SABMiller Holdings, Inc. 1.58%, 08/01/2018(1)(2)		2,500,922
					8,217,097
			Biotechnology - 0.5%
		1,500,000	Amgen, Inc. 2.13%, 05/01/2020		1,515,152
		1,055,000	Biogen, Inc. 2.90%, 09/15/2020		1,088,001
		2,000,000	Celgene Corp. 2.88%, 08/15/2020		2,063,492
					4,666,645
			Chemicals - 0.5%
		4,500,000	Air Liquide Finance S.A. 1.75%, 09/27/2021(1)		4,442,864
			Commercial Banks - 21.7%
			ABN Amro Bank N.V.
		1,500,000	1.80%, 09/20/2019(1)		1,494,210
		1,000,000	2.45%, 06/04/2020(1)		1,014,242
			Bank of America Corp.
		2,500,000	2.25%, 04/21/2020		2,511,375
		3,500,000	2.50%, 10/21/2022		3,491,631
		2,000,000	2.63%, 10/19/2020		2,033,466

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

151

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Commercial Banks - 21.7% - (continued)
	$	2,000,000	2.63%, 04/19/2021	$	2,023,982
		2,500,000	2.65%, 04/01/2019		2,546,480
		1,500,000	Bank of Montreal 2.38%, 01/25/2019		1,524,084
			Bank of New York Mellon Corp.
		1,395,000	1.94%, 10/30/2023(2)		1,395,057
		1,500,000	2.30%, 09/11/2019		1,532,166
			Bank of Nova Scotia
		1,500,000	1.38%, 12/18/2017		1,501,227
		2,000,000	1.65%, 06/14/2019		2,000,806
		1,000,000	1.95%, 01/15/2019		1,007,124
		3,250,000	Bank of Tokyo-Mitsubishi UFJ Ltd. 2.35%, 09/08/2019(1)		3,286,205
		3,000,000	Banque Federative du Credit Mutuel S.A. 2.00%, 04/12/2019(1)		3,010,176
			Barclays plc
		2,500,000	2.75%, 11/08/2019		2,520,045
		1,850,000	2.88%, 06/08/2020		1,858,266
		2,625,000	3.25%, 01/12/2021		2,656,631
		1,750,000	BB&T Corp. 2.05%, 05/10/2021		1,756,267
			BNP Paribas S.A.
		1,500,000	2.38%, 05/21/2020		1,519,065
		2,000,000	2.70%, 08/20/2018		2,037,100
			BPCE S.A.
		1,390,000	2.50%, 12/10/2018		1,413,187
		1,650,000	2.50%, 07/15/2019		1,679,383
		2,500,000	Canadian Imperial Bank of Commerce 1.60%, 09/06/2019		2,499,680
		1,250,000	Capital One NA/Mclean VA 2.25%, 09/13/2021		1,243,026
			CIT Group, Inc.
		2,500,000	4.25%, 08/15/2017		2,532,000
		1,250,000	5.00%, 05/15/2017		1,265,625
			Citigroup, Inc.
		2,000,000	2.40%, 02/18/2020		2,019,992
		965,000	2.50%, 07/29/2019		980,764
		4,500,000	2.65%, 10/26/2020		4,572,036
		770,000	Citizens Bank NA 2.55%, 05/13/2021		779,751
		665,000	Citizens Financial Group, Inc. 2.38%, 07/28/2021		665,684
		1,555,000	Compass Bank 2.75%, 09/29/2019		1,556,365
		1,650,000	Cooperatieve Rabobank UA 2.50%, 01/19/2021		1,686,369
		1,800,000	Credit Agricole S.A. 2.75%, 06/10/2020(1)		1,840,358
		1,250,000	Credit Suisse AG 1.70%, 04/27/2018		1,249,330
		2,000,000	Credit Suisse Group Funding Guernsey Ltd. 3.45%, 04/16/2021(1)		2,036,942
			Danske Bank A/S
		1,120,000	2.00%, 09/08/2021(1)		1,116,463
		1,250,000	2.80%, 03/10/2021(1)		1,286,961
		2,000,000	Deutsche Bank AG/London 1.88%, 02/13/2018		1,971,708
		2,600,000	Discover Bank/Greenwood 3.10%, 06/04/2020		2,676,206
		2,150,000	DNB Bank ASA 2.38%, 06/02/2021(1)		2,176,572

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Commercial Banks - 21.7% - (continued)
			Fifth Third Bancorp
	$	1,100,000	2.25%, 06/14/2021	$	1,111,209
		4,250,000	2.38%, 04/25/2019		4,318,191
			Goldman Sachs Group, Inc.
		1,225,000	2.35%, 11/15/2021		1,217,559
		1,000,000	2.55%, 10/23/2019		1,018,545
		1,850,000	2.60%, 04/23/2020		1,880,519
		660,000	2.63%, 04/25/2021		667,045
		545,000	2.75%, 09/15/2020		555,770
		1,005,000	2.88%, 02/25/2021		1,028,015
			HSBC Holdings plc
		1,800,000	2.95%, 05/25/2021		1,827,326
		1,150,000	3.40%, 03/08/2021		1,185,551
			HSBC USA, Inc.
		2,090,000	1.63%, 01/16/2018		2,091,241
		1,550,000	2.35%, 03/05/2020		1,554,672
			Huntington Bancshares Inc.
		2,000,000	2.30%, 01/14/2022		1,982,590
		1,700,000	3.15%, 03/14/2021		1,754,133
		1,785,000	Huntington National Bank 2.20%, 04/01/2019		1,799,583
		2,395,000	ING Bank N.V. 2.50%, 10/01/2019(1)		2,436,757
			JP Morgan Chase & Co.
		1,800,000	2.11%, 10/24/2023(2)		1,792,917
		4,000,000	2.30%, 08/15/2021		4,003,136
		3,000,000	2.40%, 06/07/2021		3,025,293
		3,000,000	2.55%, 03/01/2021		3,044,688
		1,500,000	2.75%, 06/23/2020		1,535,760
			KeyBank NA
		1,000,000	1.60%, 08/22/2019		997,220
		1,350,000	2.35%, 03/08/2019		1,373,329
		2,000,000	2.50%, 12/15/2019		2,044,556
			Lloyds Bank plc
		980,000	2.30%, 11/27/2018		994,754
		1,000,000	2.40%, 03/17/2020		1,011,133
			Manufacturers & Traders Trust Co.
		1,045,000	1.75%, 12/28/2020(2)		1,038,212
		2,500,000	2.25%, 07/25/2019		2,541,440
		1,500,000	Mizuho Financial Group, Inc. 2.63%, 04/12/2021(1)		1,514,652
			Morgan Stanley
		1,290,000	2.20%, 12/07/2018		1,301,595
		2,000,000	2.28%, 10/24/2023(2)		1,997,600
		920,000	2.50%, 04/21/2021		927,277
		1,500,000	2.65%, 01/27/2020		1,526,306
		1,750,000	5.63%, 09/23/2019		1,926,726
		1,500,000	6.63%, 04/01/2018		1,601,538
		1,000,000	National Australia Bank Ltd. 1.88%, 07/12/2021		991,110
		1,750,000	National Bank of Canada 2.10%, 12/14/2018		1,769,233
		2,000,000	Nordea Bank AB 1.63%, 09/30/2019(1)		1,992,660
			PNC Bank NA
		1,750,000	2.25%, 07/02/2019		1,779,589
		1,500,000	2.45%, 11/05/2020		1,528,271
		2,250,000	Regions Financial Corp. 3.20%, 02/08/2021		2,332,705
			Royal Bank of Canada
		2,000,000	1.63%, 04/15/2019		1,999,730

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

152

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Commercial Banks - 21.7% - (continued)
	$	1,250,000	2.00%, 12/10/2018	$	1,261,539
		1,500,000	2.50%, 01/19/2021		1,538,609
			Santander Holdings USA, Inc.
		1,115,000	2.65%, 04/17/2020		1,114,167
		1,000,000	2.70%, 05/24/2019		1,009,734
		2,250,000	Santander UK plc 2.38%, 03/16/2020		2,265,365
			Skandinaviska Enskilda Banken AB
		1,250,000	1.75%, 03/19/2018(1)		1,253,075
		1,400,000	2.63%, 11/17/2020(1)		1,428,818
		1,200,000	Societe Generale S.A. 2.63%, 10/01/2018		1,220,940
		3,000,000	Standard Chartered plc 2.40%, 09/08/2019(1)		3,019,380
		2,200,000	Sumitomo Mitsui Banking Corp. 2.65%, 07/23/2020		2,238,586
			SunTrust Banks, Inc.
		1,750,000	2.50%, 05/01/2019		1,784,867
		895,000	2.90%, 03/03/2021		923,877
			Svenska Handelsbanken AB
		1,010,000	1.88%, 09/07/2021		1,000,699
		2,000,000	2.25%, 06/17/2019		2,029,730
		1,500,000	2.45%, 03/30/2021		1,526,501
		1,800,000	Swedbank AB 1.75%, 03/12/2018(1)		1,805,146
			Toronto-Dominion Bank
		1,500,000	2.13%, 04/07/2021		1,510,481
		2,000,000	2.50%, 12/14/2020		2,046,376
			UBS Group Funding Jersey Ltd.
		1,000,000	2.95%, 09/24/2020(1)		1,020,684
		1,750,000	3.00%, 04/15/2021(1)		1,787,924
			Wells Fargo & Co.
		2,000,000	2.10%, 07/26/2021		1,989,680
		3,000,000	2.12%, 10/31/2023(2)		2,992,200
		1,875,000	2.15%, 01/30/2020		1,888,963
		2,500,000	2.50%, 03/04/2021		2,527,922
					194,173,406
			Commercial Services - 0.6%
		195,000	Catholic Health Initiatives 1.60%, 11/01/2017		195,210
		1,870,000	ERAC USA Finance LLC 2.35%, 10/15/2019(1)		1,894,179
			Total System Services, Inc.
		2,075,000	2.38%, 06/01/2018		2,088,506
		1,500,000	3.80%, 04/01/2021		1,582,315
					5,760,210
			Construction Materials - 0.2%
		2,000,000	Fortune Brands Home & Security, Inc. 3.00%, 06/15/2020		2,057,048
			Diversified Financial Services - 3.8%
		1,665,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 2.75%, 05/15/2017		1,667,081
			Air Lease Corp.
		2,705,000	2.13%, 01/15/2018		2,714,440
		2,500,000	2.13%, 01/15/2020		2,496,478
		3,000,000	Ally Financial, Inc. 3.25%, 11/05/2018		3,000,000
		2,500,000	Capital One Bank USA NA 2.30%, 06/05/2019		2,525,665

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Diversified Financial Services - 3.8% - (continued)
	$	1,150,000	Credit Agricole S.A. 2.38%, 07/01/2021(1)	$	1,158,160
		3,130,000	GE Capital International Funding Co. 2.34%, 11/15/2020		3,192,459
		1,217,000	General Electric Co. 2.20%, 01/09/2020		1,234,752
		2,025,000	LeasePlan Corp. N.V. 2.88%, 01/22/2019(1)		2,043,083
		2,500,000	Macquarie Group Ltd. 3.00%, 12/03/2018(1)		2,553,748
		1,700,000	National Rural Utilities Cooperative Finance Corp. 1.65%, 02/08/2019		1,711,475
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		2,000,000	6.50%, 08/01/2018		2,023,750
		1,250,000	6.50%, 07/01/2021		1,240,625
		2,365,000	Protective Life Global Funding 1.72%, 04/15/2019(1)		2,366,703
		1,350,000	Societe Generale S.A. 2.50%, 04/08/2021(1)		1,374,346
			Synchrony Financial
		610,000	2.70%, 02/03/2020		616,656
		2,255,000	3.00%, 08/15/2019		2,304,432
					34,223,853
			Electric - 1.7%
		1,000,000	Ameren Illinois Co. 9.75%, 11/15/2018		1,162,778
		500,000	American Electric Power Co., Inc. 1.65%, 12/15/2017		501,302
		1,200,000	Commonwealth Edison Co. 6.95%, 07/15/2018		1,295,694
			Dominion Resources, Inc.
		2,500,000	2.50%, 12/01/2019		2,562,247
		490,000	2.96%, 07/01/2019		501,210
		395,000	Emera US Finance L.P. 2.70%, 06/15/2021(1)		401,998
		1,055,000	Eversource Energy 2.50%, 03/15/2021		1,070,167
		805,000	Exelon Corp. 2.85%, 06/15/2020		828,493
		2,285,000	Fortis, Inc. 2.10%, 10/04/2021(1)		2,266,229
			NextEra Energy Capital Holdings, Inc.
		325,000	1.65%, 09/01/2018		325,727
		1,520,000	2.30%, 04/01/2019		1,541,179
		3,000,000	Southern Co. 2.35%, 07/01/2021		3,025,941
					15,482,965
			Electronics - 0.2%
		630,000	Arrow Electronics, Inc. 3.00%, 03/01/2018		637,513
		850,000	Fortive Corp. 2.35%, 06/15/2021(1)		852,177
					1,489,690
			Engineering & Construction - 0.3%
			SBA Tower Trust
		1,300,000	2.24%, 04/15/2043(1)		1,302,840

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

153

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Engineering & Construction - 0.3% - (continued)
	$	1,310,000	2.93%, 12/15/2042(1)	$	1,313,060
					2,615,900
			Food - 2.0%
		4,000,000	Danone S.A. 2.08%, 11/02/2021(1)		3,998,172
		330,000	JM Smucker Co. 2.50%, 03/15/2020		336,502
			Kraft Heinz Foods Co.
		2,000,000	2.00%, 07/02/2018		2,014,406
		1,425,000	2.80%, 07/02/2020		1,466,098
			Kroger Co.
		1,415,000	1.50%, 09/30/2019		1,407,430
		540,000	2.60%, 02/01/2021		550,392
		1,250,000	7.00%, 05/01/2018		1,353,081
		2,500,000	Mondelez International Holdings Netherlands B.V. 2.00%, 10/28/2021(1)		2,475,200
		3,000,000	Mondelez International, Inc. 1.41%, 02/01/2019(2)		2,999,823
		1,195,000	Tyson Foods, Inc. 2.65%, 08/15/2019		1,221,606
					17,822,710
			Forest Products & Paper - 0.3%
		2,650,000	Georgia-Pacific LLC 2.54%, 11/15/2019(1)		2,703,069
			Healthcare-Products - 0.5%
		1,680,000	Medtronic, Inc. 2.50%, 03/15/2020		1,724,484
		2,750,000	Zimmer Biomet Holdings, Inc. 2.00%, 04/01/2018		2,763,522
					4,488,006
			Healthcare-Services - 1.9%
			Aetna, Inc.
		2,135,000	1.50%, 11/15/2017		2,140,141
		3,350,000	2.40%, 06/15/2021		3,380,395
			Anthem, Inc.
		4,000,000	2.25%, 08/15/2019		4,037,136
		1,000,000	2.38%, 02/15/2017		1,003,104
		1,810,000	Dignity Health 2.64%, 11/01/2019		1,843,659
			Laboratory Corp. of America Holdings
		1,411,000	2.20%, 08/23/2017		1,420,373
		590,000	2.63%, 02/01/2020		599,776
			UnitedHealth Group, Inc.
		1,525,000	2.13%, 03/15/2021		1,539,122
		835,000	2.70%, 07/15/2020		859,493
					16,823,199
			Holding Companies-Diversified - 0.3%
		2,500,000	Hutchison Whampoa International Ltd. 1.63%, 10/31/2017(1)		2,501,538
			Home Furnishings - 0.2%
		1,400,000	Whirlpool Corp. 2.40%, 03/01/2019		1,423,372
			Housewares - 0.0%
		355,000	Newell Brands, Inc. 2.05%, 12/01/2017		357,098

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Insurance - 2.7%
	$	4,000,000	American International Group, Inc. 2.30%, 07/16/2019	$	4,058,728
		1,705,000	Berkshire Hathaway, Inc. 2.20%, 03/15/2021		1,742,271
		775,000	Chubb INA Holdings, Inc. 2.30%, 11/03/2020		790,797
			Marsh & McLennan Cos., Inc.
		985,000	2.35%, 09/10/2019		998,634
		770,000	2.55%, 10/15/2018		781,190
		2,300,000	MassMutual Global Funding II 2.00%, 04/15/2021(1)		2,297,330
		1,500,000	Metropolitan Life Global Funding I 1.95%, 09/15/2021(1)		1,493,695
			Principal Life Global Funding
		2,000,000	1.50%, 04/18/2019(1)		1,993,480
		1,255,000	2.20%, 04/08/2020(1)		1,263,302
			Prudential Financial, Inc.
		2,000,000	1.60%, 08/15/2018(2)		1,996,356
		1,500,000	2.35%, 08/15/2019		1,527,315
		390,000	QBE Insurance Group Ltd. 2.40%, 05/01/2018(1)		391,480
		861,000	TIAA Asset Management Finance Co. LLC 2.95%, 11/01/2019(1)		885,560
		705,000	Trinity Acquisition plc 3.50%, 09/15/2021		728,010
		1,445,000	Unum Group 3.00%, 05/15/2021		1,466,697
		1,715,000	Voya Financial, Inc. 2.90%, 02/15/2018		1,743,254
					24,158,099
			Internet - 0.2%
		2,000,000	Netflix, Inc. 5.50%, 02/15/2022		2,165,000
			Iron/Steel - 0.2%
		403,000	Glencore Funding LLC 2.50%, 01/15/2019(1)		403,455
		1,500,000	Steel Dynamics, Inc. 5.13%, 10/01/2021		1,563,750
					1,967,205
			IT Services - 1.0%
		4,000,000	Diamond 1 Finance Corp. / Diamond 2 Finance Corp. 3.48%, 06/01/2019(1)		4,103,996
		1,250,000	Hewlett Packard Enterprise Co. 3.85%, 10/15/2020(1)		1,324,336
			NCR Corp.
		1,250,000	4.63%, 02/15/2021		1,265,625
		1,755,000	5.00%, 07/15/2022		1,782,413
					8,476,370
			Lodging - 0.4%
		1,500,000	Marriott International, Inc. 2.30%, 01/15/2022		1,500,429
		1,845,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		1,893,431
					3,393,860
			Machinery-Diversified - 0.2%
		2,000,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		2,045,000

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

154

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Media - 1.5%
	$	3,000,000	CBS Corp. 2.30%, 08/15/2019	$	3,038,280
		1,685,000	Charter Communications Operating LLC / Charter Communications Operating Capital 3.58%, 07/23/2020(1)		1,747,107
		400,000	Columbus Cable Barbados Ltd. 7.38%, 03/30/2021(1)		428,000
		2,195,000	Scripps Networks Interactive, Inc. 2.80%, 06/15/2020		2,239,071
		1,770,000	Sky plc 2.63%, 09/16/2019(1)		1,794,152
		2,000,000	Time Warner Cable, Inc. 5.85%, 05/01/2017		2,044,400
			Viacom, Inc.
		955,000	2.20%, 04/01/2019		959,547
		1,500,000	2.75%, 12/15/2019		1,526,385
					13,776,942
			Mining - 0.3%
		1,500,000	Anglo American Capital plc 4.13%, 04/15/2021(1)		1,516,312
		1,015,000	Freeport-McMoRan, Inc. 2.38%, 03/15/2018		1,002,313
					2,518,625
			Miscellaneous Manufacturing - 0.2%
		1,500,000	Pentair Finance S.A. 2.90%, 09/15/2018		1,520,814
			Office/Business Equipment - 0.4%
		3,250,000	Pitney Bowes, Inc. 3.38%, 10/01/2021		3,241,121
			Oil & Gas - 1.9%
			Anadarko Petroleum Corp.
		2,500,000	4.85%, 03/15/2021		2,714,060
		1,022,000	6.38%, 09/15/2017		1,064,924
		1,575,000	BP Capital Markets plc 2.32%, 02/13/2020		1,599,795
		680,000	ConocoPhillips Co. 4.20%, 03/15/2021		738,185
		1,755,000	Exxon Mobil Corp. 2.22%, 03/01/2021		1,779,572
		1,726,000	Marathon Oil Corp. 2.70%, 06/01/2020		1,702,043
			Noble Energy, Inc.
		1,015,000	4.15%, 12/15/2021		1,076,703
		1,595,000	8.25%, 03/01/2019		1,815,161
		455,000	Petroleos Mexicanos 5.50%, 02/04/2019(1)		481,617
		1,565,000	Pioneer Natural Resources Co. 3.45%, 01/15/2021		1,630,417
		2,000,000	Suncor Energy, Inc. 6.10%, 06/01/2018		2,138,584
		685,000	Total Capital Canada Ltd. 1.45%, 01/15/2018		686,316
					17,427,377
			Oil & Gas Services - 0.4%
		2,500,000	Schlumberger Holdings Corp. 3.00%, 12/21/2020(1)		2,594,047
		925,000	Schlumberger Norge AS 1.25%, 08/01/2017(1)		924,915
					3,518,962

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Pharmaceuticals - 2.3%
			AbbVie, Inc.
	$	1,250,000	2.30%, 05/14/2021	$	1,250,102
		1,330,000	2.50%, 05/14/2020		1,346,723
			Actavis Funding SCS
		490,000	2.45%, 06/15/2019		497,959
		3,855,000	3.00%, 03/12/2020		3,969,104
		715,000	Baxalta, Inc. 2.00%, 06/22/2018		718,492
		1,300,000	Bayer US Finance LLC 2.38%, 10/08/2019(1)		1,318,230
			Cardinal Health, Inc.
		370,000	1.70%, 03/15/2018		371,152
		1,435,000	2.40%, 11/15/2019		1,462,338
		2,115,000	Express Scripts Holding Co. 2.25%, 06/15/2019		2,140,507
		945,000	Mylan N.V. 3.75%, 12/15/2020(1)		986,769
		285,000	Perrigo Finance Unlimited Co. 3.50%, 03/15/2021		294,493
		3,000,000	Shire Acquisitions Investments Ireland DAC 1.90%, 09/23/2019		2,994,375
			Teva Pharmaceutical Finance Netherlands III B.V.
		1,125,000	1.70%, 07/19/2019		1,116,272
		1,800,000	2.20%, 07/21/2021		1,778,272
					20,244,788
			Pipelines - 0.9%
		1,195,000	Columbia Pipeline Group, Inc. 2.45%, 06/01/2018		1,200,033
		2,250,000	Enbridge, Inc. 1.29%, 06/02/2017(2)		2,247,336
			Enterprise Products Operating LLC
		1,195,000	2.55%, 10/15/2019		1,219,282
		1,700,000	2.85%, 04/15/2021		1,748,080
		1,435,000	Kinder Morgan, Inc. 3.05%, 12/01/2019		1,470,343
					7,885,074
			Real Estate - 0.1%
		1,100,000	WEA Finance LLC / Westfield UK & Europe Finance plc 3.25%, 10/05/2020(1)		1,138,279
			Real Estate Investment Trusts - 1.5%
		1,755,000	American Tower Corp. 3.30%, 02/15/2021		1,822,924
		240,000	Crown Castle International Corp. 3.40%, 02/15/2021		249,392
		2,580,000	ERP Operating L.P. 2.38%, 07/01/2019		2,630,377
		1,870,000	Scentre Group 2.38%, 11/05/2019(1)		1,893,783
			Simon Property Group L.P.
		1,000,000	2.50%, 09/01/2020		1,025,024
		860,000	2.50%, 07/15/2021		878,873
		570,000	Ventas Realty L.P. 1.25%, 04/17/2017		570,098
		3,000,000	Ventas Realty L.P. / Ventas Capital Corp. 2.00%, 02/15/2018		3,014,091
		1,010,000	Welltower, Inc. 2.25%, 03/15/2018		1,018,898
					13,103,460

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

155

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Retail - 0.8%
	$	320,000	AutoZone, Inc. 1.63%, 04/21/2019	$	320,113
			CVS Health Corp.
		2,350,000	2.13%, 06/01/2021		2,350,204
		715,000	2.80%, 07/20/2020		736,728
		3,000,000	Home Depot, Inc. 2.00%, 04/01/2021		3,036,744
		550,000	McDonald’s Corp. 2.75%, 12/09/2020		566,145
					7,009,934
			Savings & Loans - 0.1%
		885,000	Nationwide Building Society 2.35%, 01/21/2020(1)		892,476
			Semiconductors - 0.6%
		2,000,000	NXP B.V. / NXP Funding LLC 4.13%, 06/01/2021(1)		2,135,000
		3,450,000	TSMC Global Ltd. 1.63%, 04/03/2018(1)		3,452,208
					5,587,208
			Software - 0.6%
		541,000	Fidelity National Information Services, Inc. 2.25%, 08/15/2021		540,904
		2,750,000	Hewlett Packard Enterprise Co. 3.10%, 10/05/2018(1)		2,811,669
		2,375,000	Oracle Corp. 1.90%, 09/15/2021		2,365,683
					5,718,256
			Telecommunications - 1.6%
			AT&T, Inc.
		915,000	1.75%, 01/15/2018		916,804
		2,790,000	2.45%, 06/30/2020		2,806,442
		2,000,000	2.80%, 02/17/2021		2,027,384
		2,180,000	Cisco Systems, Inc. 2.20%, 02/28/2021		2,217,208
		4,495,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 09/20/2021(1)		4,530,466
		1,900,000	Verizon Communications, Inc. 1.38%, 08/15/2019		1,883,846
					14,382,150
			Toys/Games/Hobbies - 0.2%
		2,000,000	Mattel, Inc. 2.35%, 05/06/2019		2,024,466
			Transportation - 1.0%
		3,450,000	AP Moeller - Maersk A/S 2.55%, 09/22/2019(1)		3,483,362
		825,000	FedEx Corp. 2.30%, 02/01/2020		838,865
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		2,050,000	2.50%, 06/15/2019(1)		2,077,716
		45,000	2.88%, 07/17/2018(1)		45,817
		1,000,000	3.20%, 07/15/2020(1)		1,029,238
		1,075,000	Ryder System, Inc. 2.45%, 09/03/2019		1,093,752
					8,568,750

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 59.2% - (continued)
			Trucking & Leasing - 0.4%
	$	1,145,000	GATX Corp. 1.25%, 03/04/2017	$	1,145,316
		2,125,000	TTX Co. 2.25%, 02/01/2019(1)		2,147,215
					3,292,531
			Total Corporate Bonds (cost $523,651,738)	$	530,371,417
FOREIGN GOVERNMENT OBLIGATIONS - 0.3%
			Saudi Arabia - 0.3%
		2,810,000	Saudi Government International Bond 2.38%, 10/26/2021(1)	$	2,802,975
			Total Foreign Government Obligations (cost $2,782,097)	$	2,802,975
MUNICIPAL BONDS - 0.5%
			General - 0.3%
		2,500,000	Florida State Board of Administration Finance Corp. Rev 2.16%, 07/01/2019	$	2,543,275
		365,000	New Jersey Economic Development Auth 0.00%, 02/15/2018(5)		355,258
					2,898,533
			General Obligation - 0.0%
		265,000	Illinois State, GO 5.88%, 03/01/2019		285,622
			Pollution - 0.2%
		1,300,000	Gloucester County Improvement Auth 2.50%, 12/01/2029(2)		1,319,721
			Total Municipal Bonds (cost $4,441,166)	$	4,503,876
SENIOR FLOATING RATE INTERESTS - 20.6%(6)
			Advertising - 0.2%
		1,680,829	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	1,615,276
			Aerospace/Defense - 0.7%
		1,556,945	BE Aerospace, Inc. 3.82%, 12/16/2021		1,565,711
		487,313	Fly Funding II S.a.r.l. 3.54%, 08/09/2019		488,229
		3,896,274	TransDigm, Inc. 3.75%, 06/09/2023		3,879,247
					5,933,187
			Airlines - 0.7%
			American Airlines, Inc.
		1,573,493	3.25%, 06/27/2020		1,574,390
		980,000	3.25%, 10/10/2021		980,137
		1,000,000	3.25%, 04/28/2023		1,000,000
		1,980,000	Delta Air Lines, Inc. 3.25%, 08/24/2022		1,989,068
		893,250	Pilot Travel Centers LLC 3.28%, 05/25/2023		898,279
					6,441,874

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

156

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Auto Manufacturers - 0.2%
			Chrysler Group LLC
	$	359,777	3.25%, 12/31/2018	$	359,928
		1,257,055	3.50%, 05/24/2017		1,257,847
		585,428	Jaguar Holding Co. 4.25%, 08/18/2022		584,486
					2,202,261
			Beverages - 0.1%
		656,444	Oak Tea, Inc. 4.25%, 07/02/2022		656,858
			Biotechnology - 0.3%
		2,887,218	Alkermes, Inc. 3.59%, 09/25/2019		2,883,609
			Chemicals - 0.7%
		497,394	Chemours Co. 3.75%, 05/12/2022		490,927
			Huntsman International LLC
		1,979,738	3.75%, 10/01/2021		1,986,548
		293,525	4.25%, 04/01/2023		295,359
		1,488,704	Ineos U.S. Finance LLC 3.75%, 05/04/2018		1,490,982
		1,286,775	Nexeo Solutions LLC 5.25%, 06/09/2023		1,294,817
		467,649	PolyOne Corp. 3.50%, 11/11/2022		471,156
		310,000	Versum Materials, Inc. 3.34%, 09/29/2023		311,420
					6,341,209
			Commercial Services - 1.0%
		994,898	Brickman Group Ltd. LLC 4.00%, 12/18/2020		992,689
		495,688	Bright Horizons Family Solutions, Inc. 5.25%, 01/30/2020		497,457
		467,128	Global Payments, Inc. 3.50%, 04/22/2023		470,047
		1,496,250	Hertz Corp. 3.50%, 06/30/2023		1,507,786
		661,675	KAR Auction Services, Inc. 4.38%, 03/09/2023		668,497
		1,102,066	Quikrete Holdings, Inc. 4.00%, 09/28/2020		1,102,529
		1,216,950	Russell Investment Group 6.75%, 06/01/2023		1,223,035
		1,853,401	TransUnion LLC 3.50%, 04/09/2021		1,858,035
		521,839	Vantiv LLC 3.25%, 10/14/2023		524,939
					8,845,014
			Construction Materials - 0.3%
		2,675,000	American Builders & Contractors Supply Co. 0.00%, 10/31/2023(7)		2,685,031
			Distribution/Wholesale - 0.1%
		495,000	Beacon Roofing Supply, Inc. 3.50%, 10/01/2022		496,238
			Diversified Financial Services - 0.4%
		685,000	Delos Finance S.a.r.l. 3.59%, 03/06/2021		688,856
		455,000	RP Crown Parent LLC 4.50%, 10/12/2023		454,677

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Diversified Financial Services - 0.4% - (continued)
	$	1,230,813	RPI Finance Trust 3.04%, 10/04/2022	$	1,241,361
		912,891	SAM Finance Lux S.a.r.l. 4.25%, 12/17/2020		918,314
		550,000	Telenet International Finance S.a.r.l. 4.36%, 06/30/2024		550,115
					3,853,323
			Electric - 0.7%
		2,219,438	Calpine Corp. 3.84%, 05/31/2023		2,232,754
		2,307,103	NRG Energy, Inc. 3.50%, 06/30/2023		2,309,987
		1,199,173	Seadrill Partners Finco LLC 4.00%, 02/21/2021		666,296
		1,020,000	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		1,028,776
					6,237,813
			Energy-Alternate Sources - 0.2%
		1,683,738	MEG Energy Corp. 3.75%, 03/31/2020		1,586,132
			Entertainment - 0.8%
		195,000	AMC Entertainment, Inc. 0.00%, 12/15/2022(7)		195,649
		1,046,154	Aristocrat Technologies, Inc. 3.63%, 10/20/2021		1,049,857
		497,590	Cedar Fair L.P. 3.25%, 03/06/2020		499,043
		1,240,346	Hilton Worldwide Finance LLC 3.03%, 10/25/2023		1,246,126
		1,060,025	Penn National Gaming, Inc. 3.25%, 10/30/2020		1,061,085
		2,349,113	Regal Cinemas Corporation 3.50%, 04/01/2022		2,360,858
		523,169	Scientific Games International, Inc. 6.00%, 10/01/2021		525,131
					6,937,749
			Environmental Control - 0.2%
		826,248	ADS Waste Holdings, Inc. 3.75%, 10/09/2019		826,480
		415,000	Advanced Disposal Services, Inc. 0.00%, 10/26/2023(7)		415,519
		577,787	US Ecology, Inc. 3.75%, 06/17/2021		579,711
					1,821,710
			Food - 0.7%
			Albertsons LLC
		1,711,387	4.50%, 08/25/2021		1,723,504
		373,127	4.75%, 12/21/2022		376,818
		523,429	4.75%, 06/22/2023		528,883
		452,344	B&G Foods, Inc. 3.84%, 11/02/2022		456,112
			JBS USA LLC
		1,043,519	3.75%, 09/18/2020		1,041,349
		734,450	4.00%, 10/30/2022		732,797
		565,725	Pinnacle Foods Finance LLC 3.28%, 01/13/2023		570,109

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

157

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Food - 0.7% - (continued)
	$	1,164,000	Pinnacle Foods Group LLC 3.25%, 04/29/2020	$	1,169,971
					6,599,543
			Healthcare-Products - 0.5%
		2,222,922	Alere, Inc. 4.25%, 06/18/2022		2,213,342
		1,565,467	Immucor, Inc. 5.00%, 08/17/2018		1,527,896
		495,000	Revlon Consumer Products Corp. 4.25%, 09/07/2023		495,876
					4,237,114
			Healthcare-Services - 1.7%
		927,988	Acadia Healthcare Company, Inc. 3.75%, 02/16/2023		930,697
		1,980,939	American Renal Holdings, Inc. 4.75%, 09/20/2019		1,956,177
		1,065,475	Amsurg Corp. 3.50%, 07/16/2021		1,064,953
			Community Health Systems, Inc.
		758,577	3.75%, 12/31/2019		716,620
		300,099	4.00%, 01/27/2021		283,069
		1,476,025	DaVita HealthCare Partners, Inc. 3.50%, 06/24/2021		1,474,638
		1,047,088	Envision Healthcare Corp. 4.50%, 10/28/2022		1,050,365
		750,523	HCA, Inc. 3.78%, 03/17/2023		758,126
		1,630,085	IMS Health, Inc. 3.50%, 03/17/2021		1,638,236
		1,510,000	inVentiv Health, Inc. 0.00%, 09/28/2023(7)		1,509,185
		2,100,115	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		2,121,767
		393,001	Surgery Center Holdings, Inc. 4.75%, 11/03/2020		393,984
		1,081,825	U.S. Renal Care, Inc. 5.25%, 12/31/2022		1,034,830
					14,932,647
			Household Products/Wares - 0.1%
		815,000	Galleria Co. 3.75%, 01/26/2023		819,841
			Insurance - 0.7%
			Asurion LLC
		760,000	0.00%, 10/27/2023(7)		760,000
		895,961	5.00%, 05/24/2019		896,123
		2,951,865	5.00%, 08/04/2022		2,964,794
		1,726,847	HUB International Ltd. 4.00%, 10/02/2020		1,725,655
					6,346,572
			Internet - 0.1%
		648,964	Zayo Group LLC 3.75%, 05/06/2021		651,988
			Leisure Time - 0.3%
		2,980,839	Delta 2 (LUX) S.a.r.l. 4.75%, 07/30/2021		2,984,982
			Lodging - 0.4%
		1,290,000	Boyd Gaming Corp. 3.53%, 09/15/2023		1,298,953

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Lodging - 0.4% - (continued)
	$	811,231	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021	$	808,952
		1,336,650	Station Casinos LLC 3.75%, 06/08/2023		1,342,384
					3,450,289
			Machinery-Diversified - 0.4%
		1,940,000	Gardner Denver, Inc. 4.25%, 07/30/2020		1,881,354
		1,468,033	Gates Global, Inc. 4.25%, 07/06/2021		1,446,159
					3,327,513
			Media - 1.6%
		1,776,362	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		1,757,852
		655,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		655,544
		425,000	CBS Radio, Inc. 4.50%, 10/17/2023		427,125
			Charter Communications Operating LLC
		401,513	3.00%, 07/01/2020		402,167
		977,791	3.00%, 01/04/2021		979,013
		298,500	3.50%, 01/24/2023		300,198
		684,211	CSC Holdings LLC 3.88%, 10/11/2024		686,352
		1,117,589	MGOC, Inc. 4.00%, 07/31/2020		1,117,354
		65,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(7)		65,244
		730,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(7)		732,738
			Numericable U.S. LLC
		1,730,000	0.00%, 01/13/2025(7)		1,721,834
		412,925	5.14%, 01/15/2024		416,332
		1,930,445	Tribune Media Co. 3.75%, 12/27/2020		1,939,615
		1,385,000	UPC Financing Partnership 4.08%, 08/31/2024		1,391,343
		1,363,476	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		1,368,766
					13,961,477
			Metal Fabricate/Hardware - 0.2%
		1,426,882	Rexnord LLC 4.00%, 08/21/2020		1,430,093
			Mining - 0.0%
		384,083	Minerals Technologies, Inc. 3.75%, 05/09/2021		387,206
			Oil & Gas - 0.5%
		645,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		688,944
		2,007,000	Energy Transfer Equity L.P. 3.29%, 12/02/2019		1,989,940
		654,932	Fieldwood Energy LLC 3.88%, 10/01/2018		603,357
		1,496,250	Western Refining, Inc. 5.50%, 06/23/2023		1,493,452
					4,775,693

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

158

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Oil & Gas Services - 0.2%
	$	1,780,667	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020	$	1,472,950
		275,738	Pacific Drilling S.A. 4.50%, 06/03/2018		77,551
					1,550,501
			Packaging & Containers - 0.7%
		1,187,336	Berry Plastics Group, Inc. 3.75%, 10/01/2022		1,190,981
		1,808,883	Berry Plastics Holding Corp. 3.50%, 02/08/2020		1,810,872
		986,249	Coveris Holdings S.A. 4.50%, 05/08/2019		986,249
		390,063	Owens-Illinois, Inc. 3.50%, 09/01/2022		390,063
		2,257,738	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		2,262,773
					6,640,938
			Pharmaceuticals - 0.4%
		2,000,634	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		1,997,393
		430,000	Genoa, a QoL Healthcare Company LLC 0.00%, 10/25/2023(7)		430,000
		975,000	Grifols Worldwide Operations USA, Inc. 3.46%, 02/27/2021		982,751
		554,307	Vizient, Inc. 5.00%, 02/13/2023		560,022
					3,970,166
			Provincial - 0.0%
		411,475	Seminole Tribe of Florida, Inc. 3.09%, 04/29/2020		412,401
			Real Estate - 0.2%
		1,741,184	DTZ U.S. Borrower LLC 4.25%, 11/04/2021		1,736,100
			Real Estate Investment Trusts - 0.3%
		303,475	Equinix, Inc. 4.00%, 01/08/2023		306,131
		2,119,350	MGM Growth Properties Operating Partnership L.P. 4.00%, 04/25/2023		2,123,334
		546,027	Realogy Corp. 3.75%, 07/20/2022		550,237
					2,979,702
			Retail - 1.4%
		719,446	B.C. Unlimited LLC 3.75%, 12/10/2021		722,446
		507,275	Bass Pro Group LLC 4.00%, 06/05/2020		506,854
		1,903,223	BJ’s Wholesale Club, Inc. 4.50%, 09/26/2019		1,905,012
		1,007,950	Coty, Inc. 3.04%, 10/27/2022		1,007,950
		708,225	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		712,871
		1,061,586	Michaels Stores, Inc. 3.75%, 01/27/2023		1,069,357
		1,802,265	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		1,655,831

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Retail - 1.4% - (continued)
	$	710,000	Outerwall, Inc. 5.25%, 09/27/2023	$	716,511
		696,298	PetSmart, Inc. 4.00%, 03/11/2022		697,663
		1,087,515	Serta Simmons Holdings LLC 4.25%, 10/01/2019		1,084,209
		1,213,411	US Foods, Inc. 4.00%, 06/27/2023		1,220,558
		1,122,188	Yum! Brands, Inc. 3.29%, 06/16/2023		1,133,409
					12,432,671
			Semiconductors - 0.7%
		1,116,379	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		1,127,386
		588,040	Entegris, Inc. 3.50%, 04/30/2021		590,980
		435,261	MacDermid, Inc. 5.00%, 06/07/2023		438,525
		762,199	NXP B.V. 3.41%, 12/07/2020		764,531
		1,200,000	ON Semiconductor Corp. 3.78%, 03/31/2023		1,206,600
		1,960,150	Sensata Technologies B.V. 3.00%, 10/14/2021		1,967,501
					6,095,523
			Software - 1.9%
		1,019,573	CDW LLC 3.00%, 08/04/2023		1,023,764
		1,395,000	Dell, Inc. 4.00%, 09/07/2023		1,404,528
		2,034,259	Emdeon Business Services LLC 3.75%, 11/02/2018		2,038,084
			First Data Corp.
		904,618	3.52%, 03/24/2021		908,236
		4,180,000	4.27%, 07/08/2022		4,208,758
		761,748	Infor U.S., Inc. 3.75%, 06/03/2020		759,303
		1,252,188	Kronos, Inc. 4.50%, 10/30/2019		1,256,884
			Magic Newco LLC
	EUR	385,000	0.00%, 10/03/2023(7)		426,729
	$	460,000	0.00%, 10/03/2023(7)		463,450
		1,684,863	6.50%, 12/12/2018		1,695,815
		972,968	SS&C Technologies, Inc. 4.00%, 07/08/2022		979,963
		2,224,425	WEX, Inc. 4.25%, 07/01/2023		2,248,071
					17,413,585
			Telecommunications - 1.0%
		2,000,000	Abacus Innovations Corp. 3.28%, 08/16/2023		2,013,580
		301,950	CommScope, Inc. 3.25%, 12/29/2022		303,209
			Level 3 Financing, Inc.
		1,255,000	3.50%, 05/31/2022		1,259,706
		510,000	4.00%, 08/01/2019		512,188
		1,228,500	4.00%, 01/15/2020		1,234,028
		1,079,342	Telesat Canada 3.50%, 03/28/2019		1,079,342

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

159

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 20.6%(6) - (continued)
			Telecommunications - 1.0% - (continued)
	$	2,223,023	Univision Communications, Inc. 4.00%, 03/01/2020	$	2,226,308
			Ziggo Financing Partnership
		485,872	3.50%, 01/15/2022		485,469
		56,179	3.70%, 01/15/2022		56,132
					9,169,962
			Total Senior Floating Rate Interests (cost $185,248,117)	$	184,843,791
U.S. GOVERNMENT AGENCIES - 7.3%
			FHLMC - 1.4%
		191,319	1.53%, 02/25/2024(2)	$	191,452
		11,733,522	1.78%, 07/25/2021(2)(4)		749,188
		13,046,584	1.96%, 08/25/2018(2)(4)		361,851
		9,352,227	3.00%, 04/01/2031		9,789,775
		1,554,774	3.50%, 04/01/2027		1,651,144
					12,743,410
			FNMA - 5.8%
		7,000,000	1.38%, 01/28/2019		7,062,965
		3,231,721	3.00%, 08/01/2027		3,387,987
		4,016,432	3.00%, 02/01/2030		4,204,929
		6,175,787	3.00%, 12/01/2030		6,465,625
		2,144,685	3.00%, 02/01/2031		2,245,338
		4,252,804	3.00%, 03/01/2031		4,452,394
		7,000,000	3.00%, 11/01/2031(8)(9)		7,325,391
		2,688,356	3.50%, 11/01/2026		2,835,337
		6,098,172	3.50%, 12/01/2026		6,431,382
		978,236	3.50%, 12/01/2028		1,030,455
		5,600,000	3.50%, 11/01/2031(8)(9)		5,899,906
					51,341,709
			GNMA - 0.1%
		354,909	5.00%, 08/20/2039		384,698
		357,541	6.50%, 05/16/2031		415,557
					800,255
			Total U.S. Government Agencies (cost $64,089,291)	$	64,885,374
			Total Long-Term Investments (cost $896,949,571)	$	904,052,255
SHORT-TERM INVESTMENTS - 1.2%
			Other Investment Pools & Funds - 1.2%
		10,554,617	Fidelity Institutional Government Fund, Institutional Class	$	10,554,617
			Total Short-Term Investments (cost $10,554,617)	$	10,554,617

Total Investments (cost $907,504,188)^	102.1	%	$	914,606,872
Other Assets and Liabilities	(2.1	)%		(19,038,676	)
Total Net Assets	100.0	%	$	895,568,196

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

160

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

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

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

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

^ At October 31, 2016, the cost of securities for federal income tax purposes was $907,512,614 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	9,548,130
Unrealized Depreciation		(2,453,872	)
Net Unrealized Appreciation	$	7,094,258

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $230,364,791, which represents 25.7% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $0, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁴⁾  Securities disclosed are interest-only strips.

⁽⁵⁾  Security is a zero-coupon bond.

⁽⁶⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽⁷⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁸⁾  Represents or includes a TBA transaction.

⁽⁹⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $13,239,488 at October 31, 2016.

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		569		12/30/2016	$	124,309,788	$	124,122,016	$	(187,772	)
Short position contracts:
U.S. Treasury 10-Year Note Future		24		12/20/2016	$	3,150,138	$	3,111,000	$	39,138
U.S. Treasury 5-Year Note Future		969		12/30/2016		117,710,196		117,052,172		658,024
U.S. Treasury Long Bond Future		7		12/20/2016		1,192,829		1,139,031		53,798
Total									$	750,960
Total futures contracts									$	563,188

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

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

161

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations:
EUR	Euro
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
TBA	To Be Announced
Municipal Abbreviations:
GO	General Obligation
Rev	Revenue

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

162

The Hartford Short Duration Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	116,644,822		$	—		$	116,644,822	$	—
Corporate Bonds		530,371,417			—			530,371,417		—
Foreign Government Obligations		2,802,975			—			2,802,975		—
Municipal Bonds		4,503,876			—			4,503,876		—
Senior Floating Rate Interests		184,843,791			—			184,843,791		—
U.S. Government Agencies		64,885,374			—			64,885,374		—
Short-Term Investments		10,554,617			10,554,617			—		—
Futures Contracts(2)		750,960			750,960			—		—
Total	$	915,357,832		$	11,305,577		$	904,052,255	$	—
Liabilities
Futures Contracts(2)	$	(187,772	)	$	(187,772	)	$	—	$	—
Total	$	(187,772	)	$	(187,772	)	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

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

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

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

163

The Hartford Strategic Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 15.4%
			Asset-Backed - Finance & Insurance - 1.4%
	$	750,000	CIFC Funding Ltd. 3.54%, 12/05/2024(1)(2)	$	746,915
		250,000	6.59%, 12/05/2024(1)(2)		241,224
		1,155,000	First Franklin Mortgage Loan Trust 0.77%, 04/25/2036(1)		771,482
		1,875,878	GSAMP Trust 0.62%, 01/25/2037(1)		1,168,736
		1,165,000	Magnetite Ltd. 5.83%, 01/18/2027(1)(2)		1,048,291
		773,807	SoFi Consumer Loan Program LLC 3.09%, 10/27/2025(2)		777,064
		869,000	Sound Point CLO Ltd. 5.48%, 07/15/2025(1)(2)		784,796
					5,538,508
			Asset-Backed - Home Equity - 1.6%
		1,178,863	GSAA Home Equity Trust 0.60%, 12/25/2046(1)		641,003
		1,696,116	0.61%, 02/25/2037(1)		947,431
		499,565	0.63%, 03/25/2037(1)		269,246
		1,394,971	0.71%, 11/25/2036(1)		692,442
		1,233,267	0.76%, 04/25/2047(1)		820,162
		551,320	5.88%, 09/25/2036(3)		287,815
		110,316	Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust 0.68%, 06/25/2036(1)		96,434
		2,754,974	Morgan Stanley Mortgage Loan Trust 0.70%, 11/25/2036(1)		1,219,144
		85,833	Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(3)		43,607
			Soundview Home Loan Trust
		1,565,937	0.77%, 07/25/2036(1)		1,066,212
		280,000	0.78%, 11/25/2036(1)		199,483
					6,282,979
			Commercial Mortgage - Backed Securities - 1.8%
		840,000	Banc of America Commercial Mortgage Trust 3.12%, 09/15/2048(1)(2)		459,104
		180,000	Citigroup Commercial Mortgage Trust 4.40%, 03/10/2047(1)(2)		125,451
		330,000	Commercial Mortgage Pass-Through Certificates 4.75%, 10/15/2045(1)(2)		204,161
		105,000	Commercial Mortgage Trust 4.57%, 10/15/2045(1)(2)		71,419
		1,795,000	GS Mortgage Securities Corp. II 4.85%, 11/10/2045(1)(2)		1,664,918
			GS Mortgage Securities Trust
		270,000	3.58%, 06/10/2047(2)		158,994
		465,167	3.67%, 04/10/2047(2)		242,287
		485,000	JP Morgan Chase Commercial Mortgage Securities Corp. 4.42%, 12/15/2047(1)(2)		388,179
			JP Morgan Chase Commercial Mortgage Securities Trust
		560,000	2.73%, 10/15/2045(1)(2)		313,639
		125,000	4.00%, 08/15/2046(1)(2)		102,188
		390,000	Morgan Stanley Bank of America Merrill Lynch Trust 4.50%, 08/15/2045(2)		281,063

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 15.4% - (continued)
			Commercial Mortgage - Backed Securities - 1.8% - (continued)
	$	365,000	Morgan Stanley Capital I Trust 5.16%, 07/15/2049(1)(2)	$	287,576
		240,000	UBS-Barclays Commercial Mortgage Trust 4.09%, 03/10/2046(1)(2)		167,391
		710,000	VNDO Mortgage Trust 3.95%, 12/13/2029(1)(2)		729,788
			WF-RBS Commercial Mortgage Trust
		665,000	3.02%, 11/15/2047(2)		301,265
		1,750,000	4.80%, 11/15/2045(1)(2)		1,414,943
		170,000	5.00%, 06/15/2044(1)(2)		147,446
		195,505	5.00%, 04/15/2045(1)(2)		115,966
					7,175,778
			Whole Loan Collateral CMO - 10.6%
			Adjustable Rate Mortgage Trust
		94,635	0.79%, 01/25/2036(1)		78,702
		116,671	1.03%, 01/25/2036(1)		100,115
		373,945	3.98%, 11/25/2037(1)(2)		313,035
			Alternative Loan Trust
		337,177	0.80%, 01/25/2036(1)		277,677
		518,000	0.85%, 11/25/2035(1)		416,164
		1,858,651	0.93%, 10/25/2036(1)		1,147,438
		753,172	5.50%, 12/25/2035		630,999
		1,150,645	5.75%, 05/25/2036		889,866
		918,994	6.00%, 05/25/2036		696,459
			American Home Mortgage Assets Trust
		384,484	0.66%, 03/25/2047(1)		295,918
		120,240	0.72%, 09/25/2046(1)		90,586
		715,484	1.46%, 10/25/2046(1)		499,667
			Banc of America Funding Trust
		491,163	0.72%, 10/20/2036(1)		410,838
		586,389	3.19%, 04/20/2036(1)		492,854
		153,035	5.85%, 01/25/2037(3)		129,909
		258,386	Banc of America Mortgage Trust 3.23%, 09/25/2035(1)		247,472
			BCAP LLC Trust
		658,148	0.70%, 01/25/2037(1)		530,082
		655,227	0.71%, 03/25/2037(1)		610,208
			Bear Stearns Adjustable Rate Mortgage Trust
		600,298	2.83%, 10/25/2035(1)		577,680
		265,558	3.12%, 02/25/2036(1)		222,893
		200,830	Bear Stearns Alt-A Trust 0.85%, 08/25/2036(1)		152,959
		336,806	Bear Stearns Mortgage Funding Trust 0.71%, 10/25/2036(1)		273,417
		1,050,000	Chase Mortgage Finance Trust 5.50%, 11/25/2035		999,609
			CHL Mortgage Pass-Through Trust
		71,542	1.21%, 03/25/2035(1)		55,956
		118,508	2.82%, 03/20/2036(1)		96,418
		980,993	3.13%, 09/25/2047(1)		868,922
		329,837	Deutsche Alt-A Securities Mortgage Loan Trust 0.68%, 03/25/2037(1)		243,087
		1,752,412	DSLA Mortgage Loan Trust 1.43%, 03/19/2046(1)		1,424,700
		129,084	First Horizon Mortgage Pass-Through Trust 2.97%, 08/25/2037(1)		102,521

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

164

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 15.4% - (continued)
			Whole Loan Collateral CMO - 10.6% - (continued)
			GMAC Mortgage Corp. Loan Trust
	$	676,466	3.41%, 09/19/2035(1)	$	617,071
		107,759	3.41%, 04/19/2036(1)		95,796
			GSR Mortgage Loan Trust
		2,339,960	0.83%, 01/25/2037(1)		1,442,663
		1,372,118	2.97%, 01/25/2036(1)		1,267,046
		1,071,256	3.05%, 04/25/2035(1)		1,023,660
		108,079	3.21%, 10/25/2035(1)		93,860
			HarborView Mortgage Loan Trust
		281,624	0.72%, 01/19/2038(1)		241,848
		2,916,933	0.77%, 12/19/2036(1)		2,167,849
		720,411	0.86%, 09/19/2035(1)		577,850
		60,482	Impac CMB Trust 2.78%, 02/25/2036(1)		58,218
		1,519,224	Impac Secured Assets Corp. 0.81%, 08/25/2036(1)		1,134,799
		702,576	IndyMac IMSC Mortgage Loan Trust 0.68%, 03/25/2047(1)		445,167
			IndyMac Index Mortgage Loan Trust
		311,822	0.72%, 04/25/2037(1)		227,943
		207,887	0.77%, 07/25/2035(1)		181,469
		477,987	0.81%, 07/25/2035(1)		384,452
		672,438	0.82%, 01/25/2036(1)		425,221
		1,272,107	0.93%, 07/25/2046(1)		763,316
		1,529,179	3.14%, 04/25/2037(1)		975,911
			JP Morgan Mortgage Trust
		374,520	2.98%, 11/25/2035(1)		349,221
		997,021	2.99%, 05/25/2036(1)		893,541
		278,763	3.16%, 09/25/2035(1)		265,585
			Lehman XS Trust
		418,578	0.74%, 07/25/2046(1)		333,440
		153,960	0.77%, 06/25/2047(1)		105,341
		928,428	LSTAR Securities Investment Trust 2.53%, 09/01/2021(1)(2)		917,009
		75,957	Luminent Mortgage Trust 0.73%, 10/25/2046(1)		64,848
		309,382	Merrill Lynch Mortgage Investors Trust 3.10%, 07/25/2035(1)		239,992
		1,761,275	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.54%, 06/25/2036(1)		1,320,841
		449,100	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		423,432
			Residential Accredit Loans, Inc.
		231,413	0.83%, 04/25/2036(1)		166,191
		205,596	1.32%, 09/25/2046(1)		145,787
		1,506,427	1.83%, 11/25/2037(1)		1,027,620
		88,462	6.00%, 12/25/2035		76,406
		959,266	Residential Asset Securitization Trust 0.98%, 03/25/2035(1)		753,728
			Residential Funding Mortgage Securities, Inc.
		1,026,329	3.25%, 08/25/2035(1)		759,610
		92,257	3.47%, 04/25/2037(1)		78,409
		59,128	Sequoia Mortgage Trust 3.09%, 07/20/2037(1)		47,746
		1,035,172	Springleaf Mortgage Loan Trust 3.52%, 12/25/2065(1)(2)		1,039,308

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 15.4% - (continued)
			Whole Loan Collateral CMO - 10.6% - (continued)
	$	1,565,246	Structured Adjustable Rate Mortgage Loan Trust 2.98%, 02/25/2036(1)	$	1,244,614
		1,446,155	Structured Asset Mortgage Investments II Trust 0.76%, 02/25/2036(1)		1,160,118
		1,506,241	TBW Mortgage-Backed Trust 6.00%, 07/25/2036		1,204,140
			WaMu Mortgage Pass-Through Certificates Trust
		157,994	0.95%, 06/25/2044(1)		146,395
		1,259,138	1.33%, 12/25/2046(1)		975,453
		65,156	1.52%, 08/25/2046(1)		55,581
		152,318	2.20%, 11/25/2046(1)		136,817
		1,303,504	2.57%, 06/25/2037(1)		1,164,754
		313,203	2.81%, 08/25/2036(1)		278,346
		873,738	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 1.13%, 07/25/2036(1)		481,398
		185,614	Wells Fargo Alternative Loan Trust 3.15%, 12/28/2037(1)		161,639
			Wells Fargo Commercial Mortgage Trust
		685,000	2.88%, 05/15/2048(1)(2)		348,886
		205,000	3.36%, 09/15/2058(2)		122,715
		264,907	Wells Fargo Mortgage Backed Securities Trust 3.23%, 09/25/2036(1)		248,460
					41,737,661
			Total Asset & Commercial Mortgage Backed Securities (cost $61,587,972)	$	60,734,926
CORPORATE BONDS - 26.3%
			Advertising - 0.0%
		45,000	Lamar Media Corp. 5.75%, 02/01/2026	$	48,179
			Airlines - 0.0%
		55,000	Aircastle Ltd. 5.00%, 04/01/2023		56,925
			Apparel - 0.3%
		255,000	Hanesbrands, Inc. 4.88%, 05/15/2026(2)		259,462
		950,000	William Carter Co. 5.25%, 08/15/2021		988,000
					1,247,462
			Auto Parts & Equipment - 0.0%
		150,000	ZF North America Capital, Inc. 4.75%, 04/29/2025(2)		158,250
			Chemicals - 0.4%
		845,000	NOVA Chemicals Corp. 5.00%, 05/01/2025(2)		848,169
		45,000	Versum Materials, Inc. 5.50%, 09/30/2024(2)		46,012
		545,000	Westlake Chemical Corp. 4.63%, 02/15/2021(2)		569,520
					1,463,701

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

165

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Commercial Banks - 8.8%
	EUR	775,000	Allied Irish Banks plc 7.38%, 12/03/2020(1)(4)(5)	$	790,012
			Banco Bilbao Vizcaya Argentaria S.A.
		2,400,000	7.00%, 02/19/2019(1)(4)(5)		2,545,841
	$	1,200,000	9.00%, 05/09/2018(1)(4)(5)		1,246,500
	EUR	1,200,000	Banco Santander S.A. 6.25%, 09/11/2021(1)(4)(5)		1,228,385
		1,550,000	Bank of Ireland 7.38%, 06/18/2020(1)(4)(5)		1,650,604
			Barclays plc
	$	200,000	7.88%, 03/15/2022(1)(4)(5)		198,800
	EUR	1,550,000	8.00%, 12/15/2020(1)(4)		1,741,924
	$	830,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(2)(4)		867,350
			CIT Group, Inc.
		600,000	5.38%, 05/15/2020		641,250
		517,000	5.50%, 02/15/2019(2)		544,142
		310,000	Citigroup, Inc. 5.50%, 09/13/2025		349,081
	EUR	725,000	Cooperatieve Rabobank UA 5.50%, 06/29/2020(1)(4)(5)		800,846
			Credit Agricole S.A.
		1,050,000	6.50%, 06/23/2021(1)(4)(5)		1,181,454
	$	900,000	8.13%, 12/23/2025(1)(2)(4)		966,456
		2,965,000	Credit Suisse Group AG 6.25%, 12/18/2024(1)(2)(4)		2,861,225
		3,800,000	Export-Import Bank of India 3.38%, 08/05/2026(2)		3,767,875
		895,000	Goldman Sachs Group, Inc. 5.15%, 05/22/2045		966,981
		2,025,000	ICICI Bank Ltd. 4.00%, 03/18/2026(2)		2,058,307
		1,625,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(2)(4)		1,484,844
	GBP	450,000	Lloyds Banking Group plc 7.00%, 06/27/2019(1)(4)(5)		550,525
	$	240,000	Radian Group, Inc. 7.00%, 03/15/2021		269,026
			Royal Bank of Scotland Group plc
		1,690,000	7.50%, 08/10/2020(1)(4)		1,550,575
		350,000	8.63%, 08/15/2021(1)(4)		348,250
	GBP	200,000	Santander UK Group Holdings plc 7.38%, 06/24/2022(1)(4)(5)		244,921
			Societe Generale S.A.
	$	800,000	7.38%, 09/13/2021(1)(2)(4)		793,200
		1,875,000	8.25%, 11/29/2018(1)(4)(5)		1,928,906
			UBS Group AG
	EUR	425,000	5.75%, 02/19/2022(1)(4)(5)		487,538
	$	1,175,000	6.88%, 03/22/2021(1)(4)(5)		1,178,391
		250,000	7.00%, 02/19/2025(1)(4)(5)		266,875
		975,000	7.13%, 02/19/2020(1)(4)(5)		998,156
					34,508,240
			Commercial Services - 0.3%
		470,000	Cardtronics, Inc. 5.13%, 08/01/2022		480,575
			United Rentals North America, Inc.
		200,000	4.63%, 07/15/2023		206,500
		280,000	5.50%, 07/15/2025		283,500
					970,575

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Construction Materials - 0.9%
	$	90,000	Boise Cascade Co. 5.63%, 09/01/2024(2)	$	91,013
		595,000	CRH America, Inc. 5.13%, 05/18/2045(2)		656,013
		191,000	Eagle Materials, Inc. 4.50%, 08/01/2026		192,522
		1,180,000	Grupo Cementos de Chihuahua S.A.B. de C.V. 8.13%, 02/08/2020(2)		1,241,950
		440,000	Norbord, Inc. 6.25%, 04/15/2023(2)		467,500
			Standard Industries, Inc.
		755,000	5.38%, 11/15/2024(2)		780,481
		150,000	6.00%, 10/15/2025(2)		160,117
					3,589,596
			Diversified Financial Services - 0.9%
		970,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 4.50%, 05/15/2021		1,008,315
		160,000	Aircastle Ltd. 5.50%, 02/15/2022		171,600
			International Lease Finance Corp.
		390,000	5.88%, 04/01/2019		419,125
		100,000	5.88%, 08/15/2022		110,128
		80,000	6.25%, 05/15/2019		86,500
			Navient Corp.
		340,000	5.50%, 01/15/2019		346,800
		270,000	6.63%, 07/26/2021		272,025
		495,000	7.25%, 09/25/2023		493,144
		690,000	8.45%, 06/15/2018		746,269
					3,653,906
			Electric - 1.5%
		1,235,000	AES Corp. 8.00%, 06/01/2020		1,448,037
		1,270,000	Eskom Holdings SOC Ltd. 5.75%, 01/26/2021(5)		1,276,350
		645,000	NRG Energy, Inc. 6.25%, 07/15/2022		646,613
		2,390,000	Perusahaan Listrik Negara PT 5.50%, 11/22/2021(5)		2,646,925
					6,017,925
			Electrical Components & Equipment - 0.1%
		400,000	EnerSys 5.00%, 04/30/2023(2)		410,000
			Engineering & Construction - 0.3%
		1,355,000	SBA Tower Trust 3.60%, 04/15/2043(2)		1,359,890
			Entertainment - 0.1%
			GLP Capital L.P. / GLP Financing II, Inc.
		10,000	4.38%, 04/15/2021		10,525
		150,000	5.38%, 04/15/2026		159,375
			WMG Acquisition Corp.
		180,000	4.88%, 11/01/2024(2)		179,550
		110,000	5.00%, 08/01/2023(2)		111,375
					460,825

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

166

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Environmental Control - 0.2%
			Clean Harbors, Inc.
	$	60,000	5.13%, 06/01/2021	$	61,425
		601,000	5.25%, 08/01/2020		613,020
					674,445
			Forest Products & Paper - 0.2%
			Cascades, Inc.
		120,000	5.50%, 07/15/2022(2)		122,476
		255,000	5.75%, 07/15/2023(2)		257,550
		440,000	Clearwater Paper Corp. 5.38%, 02/01/2025(2)		444,400
					824,426
			Gas - 0.1%
			AmeriGas Partners L.P. / AmeriGas Finance Corp.
		175,000	5.63%, 05/20/2024		183,313
		175,000	5.88%, 08/20/2026		183,750
					367,063
			Healthcare-Products - 0.1%
		455,000	Kinetic Concepts, Inc. / KCI USA, Inc. 7.88%, 02/15/2021(2)		490,262
			Healthcare-Services - 1.0%
		645,000	Community Health Systems, Inc. 5.13%, 08/01/2021		601,463
		50,000	HCA Holdings, Inc. 6.25%, 02/15/2021		53,938
			HCA, Inc.
		305,000	4.75%, 05/01/2023		317,581
		30,000	5.38%, 02/01/2025		30,621
		970,000	6.50%, 02/15/2020		1,074,275
		440,000	LifePoint Health, Inc. 5.88%, 12/01/2023		446,600
		90,000	MEDNAX, Inc. 5.25%, 12/01/2023(2)		94,050
		1,080,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		1,137,650
					3,756,178
			Home Builders - 0.3%
		551,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022		579,239
		450,000	Meritage Homes Corp. 6.00%, 06/01/2025		474,750
		55,000	PulteGroup, Inc. 4.25%, 03/01/2021		57,750
					1,111,739
			Insurance - 0.9%
		1,330,000	AXA S.A. 6.46%, 12/14/2018(1)(2)(4)		1,386,791
		235,000	CNO Financial Group, Inc. 5.25%, 05/30/2025		237,350
	EUR	1,450,000	Mapfre S.A. 5.92%, 07/24/2037(1)		1,638,785
	$	110,000	MGIC Investment Corp. 5.75%, 08/15/2023		116,050
					3,378,976

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Internet - 0.0%
	$	175,000	Netflix, Inc. 4.38%, 11/15/2026(2)	$	172,156
			Iron/Steel - 0.2%
			Steel Dynamics, Inc.
		290,000	5.13%, 10/01/2021		302,325
		155,000	5.50%, 10/01/2024		163,525
		414,000	United States Steel Corp. 7.38%, 04/01/2020		411,930
					877,780
			IT Services - 0.1%
		250,000	NCR Corp. 4.63%, 02/15/2021		253,125
			Lodging - 0.4%
		420,000	Choice Hotels International, Inc. 5.75%, 07/01/2022		459,375
		275,000	Hilton Domestic Operating Co., Inc. 4.25%, 09/01/2024(2)		275,688
		710,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		728,637
					1,463,700
			Machinery - Construction & Mining - 0.1%
		245,000	Oshkosh Corp. 5.38%, 03/01/2025		256,025
			Machinery-Diversified - 0.1%
		465,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		475,463
			Media - 1.8%
		335,000	Altice US Finance I Corp. 5.50%, 05/15/2026(2)		341,700
			CCO Holdings LLC / CCO Holdings Capital Corp.
		30,000	5.13%, 02/15/2023		31,050
		770,000	5.25%, 09/30/2022		801,762
		70,000	5.75%, 09/01/2023		73,850
		10,000	5.75%, 01/15/2024		10,575
		15,000	6.63%, 01/31/2022		15,638
		195,000	Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045(2)		228,511
		350,000	Charter Communications Operating LLC / Charter Communications Operating Capital 4.91%, 07/23/2025(2)		377,493
		215,000	Columbus Cable Barbados Ltd. 7.38%, 03/30/2021(2)		230,050
		325,000	CSC Holdings LLC 5.50%, 04/15/2027(2)		329,672
			DISH DBS Corp.
		55,000	5.88%, 11/15/2024		55,378
		625,000	6.75%, 06/01/2021		671,487
		425,000	7.88%, 09/01/2019		473,875
		810,000	Liberty Interactive LLC 8.25%, 02/01/2030		866,700
		440,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(2)(4)		468,732

The accompanying notes are an integral part of these financial statements.

167

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Media - 1.8% - (continued)
	$	240,000	SFR Group S.A. 7.38%, 05/01/2026(2)	$	242,400
			TEGNA, Inc.
		220,000	4.88%, 09/15/2021(2)		229,350
		470,000	5.13%, 07/15/2020		488,800
		5,000	5.50%, 09/15/2024(2)		5,125
		30,000	6.38%, 10/15/2023		31,725
		300,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(2)		310,875
			Videotron Ltd.
		110,000	5.00%, 07/15/2022		114,813
		750,000	5.38%, 06/15/2024(2)		784,687
					7,184,248
			Mining - 0.4%
			Anglo American Capital plc
		235,000	3.63%, 05/14/2020(2)		236,175
		210,000	4.13%, 09/27/2022(2)		207,900
		200,000	4.88%, 05/14/2025(2)		203,500
			Freeport-McMoRan, Inc.
		60,000	3.88%, 03/15/2023		54,150
		160,000	4.55%, 11/14/2024		146,800
		160,000	5.40%, 11/14/2034		137,800
		355,000	5.45%, 03/15/2043		294,650
		55,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		58,094
		235,000	Teck Resources Ltd. 8.50%, 06/01/2024(2)		272,012
					1,611,081
			Multi-National - 0.0%
	INR	8,060,000	International Finance Corp. 7.10%, 03/21/2031		128,552
			Oil & Gas - 2.8%
			Anadarko Petroleum Corp.
	$	15,000	5.55%, 03/15/2026		17,052
		20,000	6.60%, 03/15/2046		24,721
		120,000	Antero Resources Corp. 5.63%, 06/01/2023		122,400
			Concho Resources, Inc.
		20,000	5.50%, 10/01/2022		20,550
		220,000	5.50%, 04/01/2023		225,060
		115,000	6.50%, 01/15/2022		119,025
			Continental Resources, Inc.
		15,000	3.80%, 06/01/2024		13,800
		175,000	4.50%, 04/15/2023		166,688
		45,000	4.90%, 06/01/2044		38,306
		205,000	5.00%, 09/15/2022		200,900
		30,000	Diamondback Energy, Inc. 4.75%, 11/01/2024(2)		30,000
		1,861,000	Ecopetrol S.A. 5.88%, 05/28/2045		1,642,332
			Marathon Oil Corp.
		160,000	3.85%, 06/01/2025		154,493
		70,000	5.20%, 06/01/2045		65,651
		55,000	6.60%, 10/01/2037		59,055
		45,000	6.80%, 03/15/2032		48,915
		271,000	MEG Energy Corp. 7.00%, 03/31/2024(2)		222,220

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Oil & Gas - 2.8% - (continued)
			Petrobras Global Finance B.V.
	$	1,145,000	4.38%, 05/20/2023	$	1,037,656
		1,335,000	5.38%, 01/27/2021		1,321,917
			Petroleos Mexicanos
		936,000	5.50%, 06/27/2044		806,270
		1,867,000	6.75%, 09/21/2047(2)		1,850,664
		30,000	SM Energy Co. 6.75%, 09/15/2026		30,750
		455,000	Tesoro Corp. 5.13%, 04/01/2024		468,650
			WPX Energy, Inc.
		260,000	5.25%, 09/15/2024		247,000
		425,000	6.00%, 01/15/2022		423,938
		1,567,000	YPF S.A. 8.50%, 07/28/2025(5)		1,708,030
					11,066,043
			Packaging & Containers - 0.4%
		130,000	Crown Americas LLC / Crown Americas Capital Corp. 4.25%, 09/30/2026(2)		127,563
		635,000	Graphic Packaging International, Inc. 4.88%, 11/15/2022		665,163
		215,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(2)		229,109
		465,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(2)		477,350
					1,499,185
			Pipelines - 1.2%
			DCP Midstream LLC
		55,000	5.35%, 03/15/2020(2)		56,650
		65,000	9.75%, 03/15/2019(2)		73,125
			DCP Midstream Operating L.P.
		70,000	2.70%, 04/01/2019		68,425
		40,000	3.88%, 03/15/2023		38,900
		145,000	4.95%, 04/01/2022		148,625
		100,000	5.60%, 04/01/2044		93,750
		1,255,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		1,367,950
		1,260,000	Energy Transfer Partners L.P. 5.95%, 10/01/2043		1,296,736
			MPLX L.P.
		210,000	4.88%, 12/01/2024		219,629
		205,000	4.88%, 06/01/2025		213,846
			Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
		230,000	5.50%, 10/15/2019		245,525
		625,000	6.25%, 10/15/2022		662,500
			Williams Cos., Inc.
		100,000	3.70%, 01/15/2023		96,750
		50,000	4.55%, 06/24/2024		50,875
		90,000	5.75%, 06/24/2044		91,969
		60,000	7.88%, 09/01/2021		69,600
					4,794,855
			Real Estate Investment Trusts - 0.2%
		230,000	Corrections Corp. of America 4.13%, 04/01/2020		215,050

The accompanying notes are an integral part of these financial statements.

168

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Real Estate Investment Trusts - 0.2% - (continued)
	$	350,000	Equinix, Inc. 5.38%, 04/01/2023	$	365,312
					580,362
			Retail - 0.2%
		425,000	Group 1 Automotive, Inc. 5.00%, 06/01/2022		423,937
		250,000	KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 5.25%, 06/01/2026(2)		260,625
					684,562
			Semiconductors - 0.3%
			NXP B.V. / NXP Funding LLC
		200,000	4.13%, 06/15/2020(2)		211,000
		230,000	4.63%, 06/15/2022(2)		250,700
		330,000	4.63%, 06/01/2023(2)		361,350
			Sensata Technologies B.V.
		265,000	5.00%, 10/01/2025(2)		271,625
		45,000	5.63%, 11/01/2024(2)		47,700
					1,142,375
			Shipbuilding - 0.0%
		60,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(2)		63,113
			Software - 0.3%
			First Data Corp.
		95,000	5.00%, 01/15/2024(2)		96,425
		530,000	5.38%, 08/15/2023(2)		548,550
			MSCI, Inc.
		20,000	4.75%, 08/01/2026(2)		20,150
		45,000	5.25%, 11/15/2024(2)		47,250
		245,000	5.75%, 08/15/2025(2)		260,472
		50,000	Open Text Corp. 5.88%, 06/01/2026(2)		53,250
					1,026,097
			Telecommunications - 1.4%
		390,000	AT&T, Inc. 4.75%, 05/15/2046		381,645
		300,000	CommScope, Inc. 4.38%, 06/15/2020(2)		307,875
		150,000	Frontier Communications Corp. 10.50%, 09/15/2022		156,000
		1,040,000	Mobile Telesystems OJSC via MTS International Funding Ltd. 5.00%, 05/30/2023(2)		1,075,152
		380,000	Nokia Oyj 6.63%, 05/15/2039		410,400
			Sprint Communications, Inc.
		1,114,000	7.00%, 03/01/2020(2)		1,211,475
		476,000	9.00%, 11/15/2018(2)		523,600
			T-Mobile USA, Inc.
		400,000	6.46%, 04/28/2019		406,500
		40,000	6.63%, 11/15/2020		41,100
			Telecom Italia Capital S.A.
		125,000	6.00%, 09/30/2034		124,375
		40,000	6.38%, 11/15/2033		40,980
		145,000	7.72%, 06/04/2038		159,862

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 26.3% - (continued)
			Telecommunications - 1.4% - (continued)
	$	550,000	Wind Acquisition Finance S.A. 4.75%, 07/15/2020(2)	$	552,750
					5,391,714
			Total Corporate Bonds (cost $102,986,724)	$	103,218,999
FOREIGN GOVERNMENT OBLIGATIONS - 20.7%
			Argentina - 1.3%
	ARS	6,049,245	Argentina Treasury Bond 2.25%, 04/28/2020	$	398,146
			Argentine Republic Government International Bond
	EUR	4,115,000	2.26%, 12/31/2038(3)		2,854,897
	$	320,000	7.63%, 04/22/2046(2)		348,800
		918,335	8.28%, 12/31/2033		1,029,913
		325,045	Provincia de Buenos Aires 9.95%, 06/09/2021(2)		370,551
					5,002,307
			Australia - 0.1%
	AUD	280,000	Australia Government Bond 5.75%, 05/15/2021(5)		249,198
			Austria - 0.2%
			Austria Government Bond
	EUR	260,000	1.65%, 10/21/2024(2)(5)		321,529
		400,000	1.95%, 06/18/2019(2)(5)		467,856
					789,385
			Belgium - 0.3%
			Belgium Government Bond
		440,000	1.25%, 06/22/2018(5)		497,954
		375,000	2.60%, 06/22/2024(2)(5)		491,281
		225,000	3.75%, 09/28/2020(2)(5)		287,743
					1,276,978
			Brazil - 2.1%
			Brazil Notas do Tesouro Nacional
	BRL	12,099,160	6.00%, 05/15/2017(6)		3,778,448
		4,480,953	6.00%, 08/15/2022(6)		1,403,554
		1,574,000	10.00%, 01/01/2021		473,374
	$	2,830,000	Brazilian Government International Bond 5.00%, 01/27/2045		2,497,475
					8,152,851
			Canada - 0.1%
	CAD	775,000	Canadian Government Bond 1.75%, 09/01/2019		596,842
			Chile - 0.0%
	CLP	25,000,000	Bonos de la Tesoreria de la Republica en pesos 6.00%, 01/01/2020		40,939
			Colombia - 0.3%
			Colombian TES
	COP	2,958,719,600	4.25%, 05/17/2017(6)		993,906
		444,000,000	10.00%, 07/24/2024		173,530
					1,167,436
			Croatia - 0.5%
	EUR	1,715,000	Croatia Government International Bond 3.00%, 03/11/2025(5)		1,917,941

The accompanying notes are an integral part of these financial statements.

169

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 20.7% - (continued)
			Denmark - 0.1%
			Denmark Government Bond
	DKK	500,000	1.75%, 11/15/2025	$	83,490
		1,745,000	4.00%, 11/15/2019		292,378
					375,868
			Finland - 0.1%
			Finland Government Bond
	EUR	150,000	1.13%, 09/15/2018(2)(5)		169,986
		170,000	1.50%, 04/15/2023(2)(5)		206,177
					376,163
			France - 0.8%
			France Government Bond OAT
		630,000	0.01%, 05/25/2020(5)		701,956
		445,000	0.50%, 11/25/2019(5)		503,370
		810,000	1.00%, 11/25/2018(5)		917,952
		790,000	3.00%, 04/25/2022(5)		1,019,996
					3,143,274
			Hungary - 0.8%
			Hungary Government International Bond
	$	2,696,000	5.38%, 02/21/2023		3,059,421
		130,000	6.38%, 03/29/2021		149,974
					3,209,395
			India - 0.1%
	INR	18,000,000	International Finance Corp. 7.80%, 06/03/2019		280,196
			Indonesia - 1.8%
			Indonesia Government International Bond
	$	775,000	6.63%, 02/17/2037(5)		973,005
		765,000	6.75%, 01/15/2044(5)		1,008,529
		1,610,000	7.75%, 01/17/2038(5)		2,257,012
			Indonesia Treasury Bond
	IDR	15,313,000,000	8.25%, 07/15/2021		1,229,922
		15,844,000,000	8.38%, 03/15/2024		1,289,572
		3,848,000,000	8.38%, 09/15/2026		313,770
					7,071,810
			Ireland - 0.1%
			Ireland Government Bond
	EUR	205,000	3.40%, 03/18/2024(5)		275,799
		230,000	4.50%, 10/18/2018		276,892
					552,691
			Italy - 0.8%
			Italy Buoni Poliennali Del Tesoro
		1,300,000	1.50%, 08/01/2019		1,477,572
		415,000	3.75%, 09/01/2024		537,734
		815,000	4.75%, 09/01/2021		1,071,179
					3,086,485
			Japan - 0.5%
	JPY	165,000,000	Japan Government Five Year Bond 0.30%, 09/20/2018		1,590,038
		48,800,000	Japan Government Ten Year Bond 1.10%, 03/20/2021		491,951
					2,081,989
			Malaysia - 0.1%
			Malaysia Government Bond
	MYR	1,095,000	3.80%, 09/30/2022		264,847
		440,000	3.96%, 09/15/2025		106,436

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 20.7% - (continued)
			Malaysia - 0.1% - (continued)
	MYR	325,000	5.73%, 07/30/2019	$	82,660
					453,943
			Mexico - 1.1%
			Mexican Bonos
	MXN	3,969,600	6.50%, 06/09/2022		214,892
		1,749,000	8.00%, 06/11/2020		99,023
		5,319,200	10.00%, 12/05/2024		349,985
			Mexico Government International Bond
	$	520,000	3.50%, 01/21/2021		547,560
		3,456,000	4.35%, 01/15/2047		3,269,376
					4,480,836
			Netherlands - 0.4%
			Netherlands Government Bond
	EUR	350,000	0.25%, 01/15/2020		394,173
		545,000	1.25%, 01/15/2019(2)(5)		622,415
		290,000	2.00%, 07/15/2024(2)(5)		367,724
					1,384,312
			Norway - 0.1%
			Norway Government Bond
	NOK	295,000	2.00%, 05/24/2023(2)(5)		37,617
		1,305,000	3.75%, 05/25/2021(2)(5)		177,365
					214,982
			Panama - 0.4%
	$	1,675,000	Panama Government International Bond 3.88%, 03/17/2028		1,775,500
			Peru - 0.2%
	PEN	135,000	Peru Government Bond 8.20%, 08/12/2026		47,539
	$	500,000	Peruvian Government International Bond 4.13%, 08/25/2027		556,875
					604,414
			Poland - 0.2%
			Poland Government Bond
	PLN	1,410,000	2.00%, 04/25/2021		353,525
		865,000	4.00%, 10/25/2023		235,292
		1,100,000	5.25%, 10/25/2017		290,193
					879,010
			Romania - 0.7%
	RON	280,000	Romania Government Bond 5.75%, 04/29/2020		77,088
	EUR	2,078,000	Romanian Government International Bond 2.88%, 10/28/2024(5)		2,490,989
					2,568,077
			Russia - 1.4%
			Russian Foreign Bond - Eurobond
	$	2,000,000	4.88%, 09/16/2023(5)		2,149,920
		3,100,000	5.00%, 04/29/2020(5)		3,307,328
					5,457,248
			Saudi Arabia - 0.8%
		3,245,000	Saudi Government International Bond 4.50%, 10/26/2046(2)		3,192,269
			Singapore - 0.0%
	SGD	130,000	Singapore Government Bond 3.00%, 09/01/2024		101,804

The accompanying notes are an integral part of these financial statements.

170

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 20.7% - (continued)
			South Africa - 0.3%
			South Africa Government Bond
	ZAR	5,140,000	7.00%, 02/28/2031	$	317,128
		790,000	8.00%, 01/31/2030		53,609
	$	1,029,000	South Africa Government International Bond 4.30%, 10/12/2028		997,821
					1,368,558
			Spain - 0.8%
			Spain Government Bond
	EUR	180,000	0.50%, 10/31/2017		199,028
		135,000	1.30%, 10/31/2026(2)(5)		149,340
		155,000	1.95%, 04/30/2026(2)(5)		182,296
		575,000	2.75%, 10/31/2024(2)(5)		721,216
		700,000	4.50%, 01/31/2018		813,201
		770,000	5.50%, 04/30/2021(2)(5)		1,047,478
					3,112,559
			Sweden - 0.1%
			Sweden Government Bond
	SEK	1,215,000	1.50%, 11/13/2023		150,272
		2,615,000	3.75%, 08/12/2017		299,845
					450,117
			Switzerland - 0.1%
			Switzerland Government Bond
	CHF	50,000	2.00%, 05/25/2022(5)		58,208
		145,000	3.00%, 01/08/2018(5)		153,345
					211,553
			Thailand - 0.5%
	THB	64,125,000	Bank of Thailand 1.49%, 02/23/2018		1,830,077
		7,420,000	Thailand Government Bond 3.63%, 06/16/2023		233,491
					2,063,568
			Trinidad - 0.7%
	$	2,545,000	Trinidad & Tobago Government International Bond 4.50%, 08/04/2026(2)		2,589,538
			Turkey - 1.7%
	TRY	780,000	Turkey Government Bond 9.40%, 07/08/2020		250,946
			Turkey Government International Bond
	$	230,000	3.25%, 03/23/2023		214,137
		3,385,000	4.88%, 04/16/2043		3,007,302
		1,805,000	5.13%, 03/25/2022		1,864,316
		310,000	6.63%, 02/17/2045		347,482
		1,100,000	6.75%, 04/03/2018		1,159,125
					6,843,308
			United Kingdom - 0.2%
			United Kingdom Gilt
	GBP	120,000	1.50%, 01/22/2021(5)		152,531
		365,000	1.75%, 07/22/2019(5)		464,159
		170,000	2.00%, 07/22/2020(5)		219,739
					836,429
			Venezuela - 0.9%
			Venezuela Government International Bond
	$	4,499,000	7.75%, 10/13/2019(5)		2,283,243

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 20.7% - (continued)
			Venezuela - 0.9% - (continued)
	$	2,115,300	12.75%, 08/23/2022(5)	$	1,223,701
					3,506,944
			Total Foreign Government Obligations (cost $81,375,896)	$	81,466,717
MUNICIPAL BONDS - 1.3%
			General - 1.0%
		915,000	Chicago Transit Authority 6.90%, 12/01/2040	$	1,180,726
			Puerto Rico Commonwealth Government Employees Retirement System
		3,090,000	6.15%, 07/01/2038		1,127,850
		2,000,000	6.20%, 07/01/2039		730,000
		2,365,000	6.30%, 07/01/2043		863,225
		485,000	6.55%, 07/01/2058		177,025
					4,078,826
			Higher Education - 0.3%
		835,000	University of California 4.60%, 05/15/2031		955,975
			Total Municipal Bonds (cost $5,873,547)	$	5,034,801
SENIOR FLOATING RATE INTERESTS - 25.5%(7)
			Advertising - 0.1%
		588,045	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	565,111
			Aerospace/Defense - 0.7%
		711,563	Fly Funding II S.a.r.l. 3.54%, 08/09/2019		712,900
			TransDigm, Inc.
		1,645,226	3.75%, 05/14/2022		1,638,579
		478,800	3.75%, 06/09/2023		476,708
					2,828,187
			Agriculture - 0.2%
		774,785	Pinnacle Operating Corp. 4.75%, 11/15/2018		650,819
			Airlines - 0.2%
		340,000	American Airlines, Inc. 3.50%, 04/28/2023		339,953
		591,938	Delta Air Lines, Inc. 3.25%, 10/18/2018		594,897
					934,850
			Auto Manufacturers - 0.3%
		585,112	Chrysler Group LLC 3.50%, 05/24/2017		585,481
		583,569	Jaguar Holding Co. 4.25%, 08/18/2022		582,629
					1,168,110
			Biotechnology - 0.1%
		427,200	Alkermes, Inc. 3.59%, 09/25/2019		426,666

The accompanying notes are an integral part of these financial statements.

171

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Chemicals - 0.6%
	$	766,110	Chemours Co. 3.75%, 05/12/2022	$	756,151
			Ineos U.S. Finance LLC
		892,958	3.75%, 05/04/2018		894,324
		152,674	4.25%, 03/31/2022		153,457
		573,563	Nexeo Solutions LLC 5.25%, 06/09/2023		577,147
					2,381,079
			Coal - 0.1%
		204,511	Arch Coal, Inc. 10.00%, 06/15/2021		208,771
		270,000	Ascent Resources - Marcellus LLC 5.25%, 08/04/2020		152,045
					360,816
			Commercial Services - 0.7%
			Brickman Group Ltd. LLC
		265,000	0.00%, 12/17/2021(8)		264,088
		1,012,791	4.00%, 12/18/2020		1,010,543
		160,900	Global Payments, Inc. 3.50%, 04/22/2023		161,905
		199,000	KAR Auction Services, Inc. 4.38%, 03/09/2023		201,052
		235,739	Moneygram International, Inc. 4.25%, 03/27/2020		228,667
		334,012	ON Assignment, Inc. 3.50%, 06/03/2022		335,579
		478,800	Russell Investment Group 6.75%, 06/01/2023		481,194
					2,683,028
			Distribution/Wholesale - 0.2%
		770,000	FPC Holdings, Inc. 5.25%, 11/19/2019		693,000
		303,762	PowerTeam Services LLC 4.25%, 05/06/2020		303,002
					996,002
			Diversified Financial Services - 0.3%
		200,000	RP Crown Parent LLC 4.50%, 10/12/2023		199,858
		853,169	SAM Finance Lux S.a.r.l. 4.25%, 12/17/2020		858,237
		190,000	Telenet International Finance S.a.r.l. 4.36%, 06/30/2024		190,040
					1,248,135
			Electric - 0.6%
		553,613	Calpine Corp. 3.84%, 05/31/2023		556,934
		415,000	Chief Exploration & Development LLC 7.75%, 05/16/2021		396,586
		235,000	Energy Future Intermediate Holding Co. LLC 4.25%, 06/30/2017		236,323
		983,553	Seadrill Partners Finco LLC 4.00%, 02/21/2021		546,492
		450,000	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		453,872
					2,190,207

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Electronics - 0.1%
	$	474,572	Ceridian LLC 4.50%, 09/15/2020	$	465,081
			Entertainment - 0.3%
		784,615	Aristocrat Technologies, Inc. 3.63%, 10/20/2021		787,393
		165,507	Hilton Worldwide Finance LLC 3.03%, 10/25/2023		166,279
		353,700	Scientific Games International, Inc. 6.00%, 10/01/2021		355,026
					1,308,698
			Environmental Control - 0.1%
		328,546	ADS Waste Holdings, Inc. 3.75%, 10/09/2019		328,638
		100,000	Advanced Disposal Services, Inc. 0.00%, 10/26/2023(8)		100,125
					428,763
			Food - 0.7%
			Albertsons LLC
		1,261,245	4.50%, 08/25/2021		1,270,175
		338,302	4.75%, 12/21/2022		341,648
		475,200	Hostess Brands LLC 4.50%, 08/03/2022		478,317
		585,575	JBS USA LLC 4.00%, 10/30/2022		584,258
					2,674,398
			Food Service - 0.1%
		366,563	Hearthside Group Holdings LLC 4.50%, 06/02/2021		367,479
			Healthcare-Products - 0.3%
		522,355	Alere, Inc. 4.25%, 06/18/2022		520,104
		215,000	Revlon Consumer Products Corp. 4.25%, 09/07/2023		215,381
		267,300	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		265,963
					1,001,448
			Healthcare-Services - 1.5%
		258,050	Acadia Healthcare Company, Inc. 3.75%, 02/16/2023		258,804
		571,952	American Renal Holdings, Inc. 4.75%, 09/20/2019		564,802
		176,400	CDRH Parent, Inc. 5.25%, 07/01/2021		138,474
			Community Health Systems, Inc.
		262,677	3.75%, 12/31/2019		248,148
		769,693	4.00%, 01/27/2021		726,013
		471,438	Envision Healthcare Corp. 4.50%, 10/28/2022		472,913
		665,000	inVentiv Health, Inc. 0.00%, 09/28/2023(8)		664,641
		182,123	Medpace Holdings, Inc. 4.75%, 04/01/2021		182,578
		1,052,450	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		1,063,300
		201,149	Opal Acquisition, Inc. 5.00%, 11/27/2020		184,890

The accompanying notes are an integral part of these financial statements.

172

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Healthcare-Services - 1.5% - (continued)
	$	542,177	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021	$	529,072
		260,363	Surgery Center Holdings, Inc. 4.75%, 11/03/2020		261,014
		779,113	U.S. Renal Care, Inc. 5.25%, 12/31/2022		745,268
					6,039,917
			Household Products/Wares - 0.1%
		260,000	Galleria Co. 3.75%, 01/26/2023		261,544
			Insurance - 1.6%
			Asurion LLC
		305,000	0.00%, 10/27/2023(8)		305,000
		359,234	5.00%, 05/24/2019		359,298
		1,183,627	5.00%, 08/04/2022		1,188,811
		1,585,000	8.50%, 03/03/2021		1,596,222
		391,838	Evertec Group LLC 3.25%, 04/17/2020		387,919
		650,044	National Financial Partners Corp. 4.50%, 07/01/2020		651,162
			Sedgwick Claims Management Services, Inc.
		994,898	3.75%, 03/01/2021		987,128
		375,000	6.75%, 02/28/2022		371,719
		404,344	USI, Inc. 4.25%, 12/27/2019		404,259
					6,251,518
			Internet - 0.2%
		740,040	Zayo Group LLC 3.75%, 05/06/2021		743,488
			Leisure Time - 0.9%
			Delta 2 (LUX) S.a.r.l.
		2,253,002	4.75%, 07/30/2021		2,256,133
		810,000	7.75%, 07/31/2022		815,403
		386,696	Town Sports International LLC 4.50%, 11/15/2020		297,517
					3,369,053
			Lodging - 0.9%
		450,000	Boyd Gaming Corp. 3.53%, 09/15/2023		453,123
		1,251,442	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(8)(9)		1,386,761
		449,650	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		448,899
			Four Seasons Holdings, Inc.
		298,730	3.59%, 06/27/2020		299,943
		275,000	6.25%, 12/27/2020		276,892
		461,208	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		459,912
		403,988	Station Casinos LLC 3.75%, 06/08/2023		405,721
					3,731,251
			Machinery-Construction & Mining - 0.4%
		977,500	American Rock Salt Holdings LLC 4.75%, 05/20/2021		944,998
		389,015	Headwaters, Inc. 4.00%, 03/24/2022		390,840

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Machinery-Construction & Mining - 0.4% - (continued)
	$	384,657	Neff Rental LLC 7.25%, 06/09/2021	$	373,760
					1,709,598
			Machinery-Diversified - 0.7%
		802,313	Brand Energy & Infrastructure Services, Inc. 4.75%, 11/26/2020		791,136
		397,700	Gardner Denver, Inc. 4.25%, 07/30/2020		385,677
		1,417,736	Gates Global, Inc. 4.25%, 07/06/2021		1,396,612
					2,573,425
			Media - 2.0%
		861,264	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		852,289
		361,883	AVSC Holding Corp. 4.50%, 01/24/2021		362,111
		400,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		400,332
		250,000	CBS Radio, Inc. 4.50%, 10/17/2023		251,250
		970,125	Charter Communications Operating LLC 3.50%, 01/24/2023		975,645
		273,026	CSC Holdings LLC 3.88%, 10/11/2024		273,881
		519,750	Getty Images, Inc. 4.75%, 10/18/2019		440,327
		546,178	ION Media Networks, Inc. 4.75%, 12/18/2020		548,226
		464,781	MGOC, Inc. 4.00%, 07/31/2020		464,683
		25,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(8)		25,094
		295,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(8)		296,106
			Numericable U.S. LLC
		500,000	0.00%, 01/13/2025(8)		497,640
		159,200	5.14%, 01/15/2024		160,513
		1,074,493	Tribune Media Co. 3.75%, 12/27/2020		1,079,597
		695,000	UPC Financing Partnership 4.08%, 08/31/2024		698,183
		521,824	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		523,849
					7,849,726
			Metal Fabricate/Hardware - 0.2%
		771,358	Rexnord LLC 4.00%, 08/21/2020		773,094
			Mining - 0.2%
		124,892	Ardagh Holdings USA, Inc. 4.00%, 12/17/2021		126,024
		265,787	FMG Resources August 2006 Pty Ltd. 3.75%, 06/30/2019		265,537
		306,192	Minerals Technologies, Inc. 3.75%, 05/09/2021		308,682
					700,243

The accompanying notes are an integral part of these financial statements.

173

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Miscellaneous Manufacturing - 0.2%
	$	748,141	Sram LLC 4.02%, 04/10/2020	$	729,438
			Oil & Gas - 0.7%
		355,000	California Resources Corp. 11.38%, 12/31/2021		381,181
		345,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		368,505
		268,813	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		190,569
		624,061	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		498,207
		305,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		208,925
			Western Refining, Inc.
		520,288	5.25%, 11/12/2020		518,987
		498,750	5.50%, 06/23/2023		497,817
					2,664,191
			Oil & Gas Services - 0.2%
		889,838	Crosby U.S. Acquisition Corp. 4.00%, 11/23/2020		736,065
		291,313	Paragon Offshore Finance Co. 5.25%, 07/18/2021		100,867
					836,932
			Packaging & Containers - 1.1%
			Berry Plastics Group, Inc.
		444,710	3.50%, 01/06/2021		444,897
		737,046	3.75%, 10/01/2022		739,309
		290,897	Mauser U.S. Corp. LLC 4.50%, 07/31/2021		290,717
		217,250	Owens-Illinois, Inc. 3.50%, 09/01/2022		217,250
		1,898,793	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		1,903,027
		579,852	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		578,402
					4,173,602
			Pharmaceuticals - 0.7%
		1,047,088	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		1,045,391
		215,000	Genoa, a QoL Healthcare Company LLC 0.00%, 10/25/2023(8)		215,000
		853,869	PRA Holdings, Inc. 4.50%, 09/23/2020		857,071
		466,507	Valeant Pharmaceuticals International, Inc. 5.50%, 04/01/2022		464,758
		277,154	Vizient, Inc. 5.00%, 02/13/2023		280,011
					2,862,231
			Real Estate - 0.2%
			DTZ U.S. Borrower LLC
		543,125	4.25%, 11/04/2021		541,539
		265,000	9.25%, 11/04/2022		265,220
					806,759

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Real Estate Investment Trusts - 0.3%
	$	810,925	MGM Growth Properties Operating Partnership L.P. 4.00%, 04/25/2023	$	812,449
		423,932	Realogy Corp. 3.75%, 07/20/2022		427,201
					1,239,650
			Retail - 2.2%
		946,380	BJ’s Wholesale Club, Inc. 4.50%, 09/26/2019		947,269
		423,938	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		426,719
		514,398	J. Crew Group, Inc. 4.00%, 03/05/2021		391,513
		923,598	Michaels Stores, Inc. 3.75%, 01/27/2023		930,359
		820,047	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		753,418
		455,000	Outerwall, Inc. 5.25%, 09/27/2023		459,172
		897,008	Party City Holdings, Inc. 4.20%, 08/19/2022		899,377
		494,348	PetSmart, Inc. 4.00%, 03/11/2022		495,317
			Rite Aid Corp.
		745,000	4.88%, 06/21/2021		747,176
		325,000	5.75%, 08/21/2020		325,913
		1,764,901	US Foods, Inc. 4.00%, 06/27/2023		1,775,296
		374,063	Yum! Brands, Inc. 3.29%, 06/16/2023		377,803
					8,529,332
			Semiconductors - 0.7%
		857,049	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		865,500
		609,606	MacDermid, Inc. 5.00%, 06/07/2023		614,178
			NXP B.V.
		495,764	3.34%, 01/11/2020		497,499
		405,233	3.41%, 12/07/2020		406,473
		465,000	ON Semiconductor Corp. 3.78%, 03/31/2023		467,557
					2,851,207
			Software - 3.2%
		982,281	CDW LLC 3.00%, 08/04/2023		986,318
		560,000	Dell, Inc. 4.00%, 09/07/2023		563,825
		592,500	Epicor Software Corp. 4.75%, 06/01/2022		585,277
			First Data Corp.
		2,230,081	3.52%, 03/24/2021		2,239,002
		1,460,000	4.27%, 07/08/2022		1,470,045
		841,711	Infor U.S., Inc. 3.75%, 06/03/2020		839,009
			Kronos, Inc.
		1,927,683	4.50%, 10/30/2019		1,934,912
		668,024	9.75%, 04/30/2020		675,746

The accompanying notes are an integral part of these financial statements.

174

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(7) - (continued)
			Software - 3.2% - (continued)
			Magic Newco LLC
	EUR	160,000	0.00%, 10/03/2023(8)	$	177,342
	$	185,000	0.00%, 10/03/2023(8)		186,388
		864,032	6.50%, 12/12/2018		869,648
		835,267	SS&C Technologies, Inc. 4.00%, 07/08/2022		841,272
		1,236,900	WEX, Inc. 4.25%, 07/01/2023		1,250,048
					12,618,832
			Telecommunications - 1.3%
		148,500	CommScope, Inc. 3.25%, 12/29/2022		149,119
		874,317	Entravision Communications Corp. 3.50%, 05/31/2020		871,764
			Level 3 Financing, Inc.
		625,000	3.50%, 05/31/2022		627,344
		1,135,000	4.00%, 08/01/2019		1,139,869
		251,747	LTS Buyer LLC 4.09%, 04/13/2020		251,999
		147,950	Salem Communications Corp. 4.50%, 03/13/2020		144,991
		1,614,835	Univision Communications, Inc. 4.00%, 03/01/2020		1,616,735
		375,375	XO Communications LLC 4.25%, 03/17/2021		375,611
					5,177,432
			Transportation - 0.1%
			Kenan Advantage Group, Inc.
		18,433	1.50%, 01/31/2017(10)		18,341
		328,846	4.00%, 07/31/2022		327,202
					345,543
			Trucking & Leasing - 0.2%
		608,303	Consolidated Container Co. LLC 5.00%, 07/03/2019		604,246
			Total Senior Floating Rate Interests (cost $101,047,347)	$	100,121,129
U.S. GOVERNMENT AGENCIES - 0.4%
			FHLMC - 0.4%
		5,359,132	0.31%, 10/25/2020(1)(11)	$	37,832
		1,420,000	4.43%, 04/25/2029(1)		1,401,707
					1,439,539
			FNMA - 0.0%
		312,136	FNMA 5.50%, 06/25/2042(11)		72,268
			Total U.S. Government Agencies (cost $1,511,198)	$	1,511,807
U.S. GOVERNMENT SECURITIES - 4.6%
			U.S. Treasury Securities - 4.6%
			U.S. Treasury Bonds - 0.8%
		1,190,000	3.00%, 11/15/2045	$	1,291,987
		1,335,000	3.75%, 11/15/2043(12)		1,659,259
		50,000	5.38%, 02/15/2031		71,020
					3,022,266

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 4.6% - (continued)
			U.S. Treasury Notes - 3.8%
	$	900,000	0.88%, 01/31/2018(12)	$	901,441
		12,511,000	1.25%, 12/15/2018(13)		12,598,965
		495,000	2.00%, 02/15/2025		504,475
		910,000	2.13%, 08/15/2021(12)		943,023
					14,947,904
			Total U.S. Government Securities (cost $17,606,385)	$	17,970,170
EXCHANGE TRADED FUNDS - 1.0%
			Other Investment Pools & Funds - 1.0%
		174,900	PowerShares Senior Loan Portfolio	$	4,054,182
			Total Exchange Traded Funds (cost $4,019,202)	$	4,054,182
COMMON STOCKS - 0.5%
			Energy - 0.5%
		14,720	Arch Coal, Inc.*	$	1,080,154
		83,644,001	KCA Deutag*(2)(14)(15)		789,097
		17,105	Templar Energy LLC Class A(14)(15)		171,048
					2,040,299
			Utilities - 0.0%
		8,337	TCEH Corp.		126,722
		500,000	TCEH Corp.*(14)(15)		—
					126,722
			Total Common Stocks (cost $2,352,360)	$	2,167,021
PREFERRED STOCKS - 0.1%
			Diversified Financials - 0.1%
		20,000	GMAC Capital Trust I Series 2 6.60%(1)	$	510,600
			Total Preferred Stocks (cost $513,939)	$	510,600
			Total Long-Term Investments (cost $378,874,570)	$	376,790,352
SHORT-TERM INVESTMENTS - 4.8%
			Foreign Government Obligations - 2.1%
	JPY	430,000,000	Japan Treasury Discount Bill 0.01%, 01/11/2017	$	4,102,147
			Romania Treasury Bills
	RON	2,010,000	0.55%, 08/28/2017		487,360
		3,330,000	0.57%, 08/28/2017		807,417
		10,885,000	0.58%, 06/26/2017		2,641,995
					8,038,919

The accompanying notes are an integral part of these financial statements.

175

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 4.8% - (continued)
		Other Investment Pools & Funds - 2.7%
	10,594,233	Fidelity Institutional Government Fund, Institutional Class	$	10,594,233
		Total Short-Term Investments (cost $18,724,649)	$	18,633,152

Total Investments Excluding Purchased Options (cost $397,599,219)	100.6	%	$	395,423,504
Total Purchased Options (cost $18,590)	0.0	%	$	403
Total Investments (cost $397,617,809)^	100.6	%	$	395,423,907
Other Assets and Liabilities	(0.6	)%		(2,230,539	)
Total Net Assets	100.0	%	$	393,193,368

The accompanying notes are an integral part of these financial statements.

176

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $397,827,420 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	9,262,480
Unrealized Depreciation		(11,665,993	)
Net Unrealized Depreciation	$	(2,403,513	)

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽²⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $63,679,298, which represents 16.2% of total net assets.

⁽³⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $49,004,957, which represents 12.5% of total net assets.

⁽⁶⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁷⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽⁸⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁹⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹⁰⁾  This security, or a portion of this security, has unfunded loan commitments. As of October 31, 2016, the aggregate value of the unfunded commitment was $18,341, which rounds to zero percent of total net assets.

⁽¹¹⁾  Securities disclosed are interest-only strips.

⁽¹²⁾ This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹³⁾ This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁴⁾ The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	03/2011		83,644,001	KCA Deutag	$	1,133,543
	10/2016		500,000	TCEH Corp.		—
	10/2016		17,105	Templar Energy LLC Class A		146,457
					$	1,280,000

The accompanying notes are an integral part of these financial statements.

177

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

At October 31, 2016, the aggregate value of these securities was $960,145, which represents 0.2% of total net assets.

⁽¹⁵⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $960,145, which represents 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Puts
CNH Put/JPY Call		GSC		14.93 JPY per CNH		11/10/16		CNH	6,727,000	$	403	$	18,590	$	(18,187	)
Total purchased option contracts										$	403	$	18,590	$	(18,187	)

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
10-Year Mini JGB Future		7		12/12/2016	$	1,013,393	$	1,012,520	$	(873	)
Australian 10-Year Bond Future		3		12/15/2016		309,487		302,658		(6,829	)
Australian 3-Year Bond Future		7		12/15/2016		602,452		599,350		(3,102	)
Australian Dollar Future		21		12/19/2016		1,590,799		1,594,320		3,521
Canadian Dollar Future		64		12/20/2016		4,839,198		4,769,600		(69,598	)
Canadian Government 10-Year Bond Future		3		12/19/2016		324,582		323,462		(1,120	)
Euro-BOBL Future		19		12/08/2016		2,749,653		2,734,595		(15,058	)
Euro-BTP Future		7		12/08/2016		1,098,851		1,064,730		(34,121	)
Euro-Oat Future		9		12/08/2016		1,582,649		1,544,205		(38,444	)
Euro-Schatz Future		4		12/08/2016		492,088		491,704		(384	)
Eurodollar 3-Month Future		330		12/18/2017		81,595,012		81,559,500		(35,512	)
Japan 10-Year Bond Future		4		12/13/2016		5,790,052		5,786,593		(3,459	)
Long Gilt Future		6		12/28/2016		945,027		920,497		(24,530	)
U.S. Treasury 10-Year Note Future		838		12/20/2016		109,426,468		108,625,750		(800,718	)
U.S. Treasury 10-Year Ultra Note Future		62		12/20/2016		8,956,203		8,773,969		(182,234	)
U.S. Treasury Long Bond Future		64		12/20/2016		10,907,157		10,414,000		(493,157	)
Total									$	(1,705,618	)
Short position contracts:
British Pound Future		53		12/19/2016	$	4,041,943	$	4,059,138	$	(17,195	)
Euro FX Future		23		12/19/2016		3,153,629		3,158,762		(5,133	)
Euro-Bund Future		85		12/08/2016		15,317,979		15,131,884		186,095
Eurodollar 3-Month Future		330		09/17/2018		81,515,154		81,456,375		58,779
Japan Yen Future		30		12/19/2016		3,607,817		3,579,562		28,255
Swiss Franc Future		25		12/19/2016		3,163,055		3,163,125		(70	)
U.S. Treasury 2-Year Note Future		292		12/30/2016		63,666,032		63,697,063		(31,031	)
U.S. Treasury 5-Year Note Future		217		12/30/2016		26,360,281		26,212,922		147,359
U.S. Treasury Ultra Bond Future		19		12/20/2016		3,384,552		3,342,812		41,740
Total									$	408,799
Total futures contracts									$	(1,296,819	)

The accompanying notes are an integral part of these financial statements.

178

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1		JPM		USD	676,277		(0.32%)		07/25/45	$	128,084	$	—		$	128,838		$	754
ABX.HE.AA.06-1		MSC		USD	202,883		(0.32%)		07/25/45		38,485		—			38,654			169
ABX.HE.AAA.06-1		JPM		USD	162,852		(0.18%)		07/25/45		3,618		—			3,633			15
ABX.HE.AAA.06-1		MSC		USD	90,473		(0.18%)		07/25/45		2,027		—			2,018			(9	)
ABX.HE.AAA.06-1		GSC		USD	24,388		(0.18%)		07/25/45		2,256		—			544			(1,712	)
ABX.HE.AAA.06-1		GSC		USD	84,966		(0.18%)		07/25/45		7,647		—			1,896			(5,751	)
ABX.HE.AAA.07-1		GSC		USD	406,614		(0.09%)		08/25/37		94,173		—			100,261			6,088
ABX.HE.AAA.07-1		MSC		USD	1,245,484		(0.09%)		08/25/37		305,416		—			307,109			1,693
ABX.HE.AAA.07-1		JPM		USD	256,423		(0.09%)		08/25/37		62,721		—			63,228			507
ABX.HE.AAA.07-1		CSI		USD	1,161,231		(0.09%)		08/25/37		309,238		—			286,331			(22,907	)
ABX.HE.PENAAA.06-2		BOA		USD	4,238		(0.11%)		05/25/46		964		—			480			(484	)
ABX.HE.PENAAA.06-2		JPM		USD	446,705		(0.11%)		05/25/46		51,787		—			50,574			(1,213	)
ABX.HE.PENAAA.06-2		CSI		USD	701,844		(0.11%)		05/25/46		81,552		—			79,463			(2,089	)
CMBX.NA.A.7		JPM		USD	615,000		(2.00%)		01/17/47		24,114		—			26,018			1,904
CMBX.NA.AA.7		CSI		USD	985,000		(1.50%)		01/17/47		31,133		—			24,030			(7,103	)
CMBX.NA.AA.7		CSI		USD	1,040,000		(1.50%)		01/17/47		32,871		—			25,372			(7,499	)
CMBX.NA.AA.7		CSI		USD	1,200,000		(1.50%)		01/17/47		37,928		—			29,275			(8,653	)
CMBX.NA.AA.8		MSC		USD	435,000		(1.50%)		10/17/57		17,693		—			17,988			295
CMBX.NA.AJ.4		DEUT		USD	883,003		(0.96%)		02/17/51		162,765		—			221,690			58,925
CMBX.NA.AJ.4		GSC		USD	164,761		(0.96%)		02/17/51		26,719		—			41,366			14,647
CMBX.NA.AJ.4		CSI		USD	2,037,320		(0.96%)		02/17/51		506,871		—			511,550			4,679
CMBX.NA.AJ.4		JPM		USD	1,415,765		(0.96%)		02/17/51		351,747		—			355,446			3,699
CMBX.NA.AJ.4		MSC		USD	956,998		(0.96%)		02/17/51		238,119		—			240,293			2,174
CMBX.NA.AS.6		CSI		USD	1,050,000		(1.00%)		05/11/63		11,338		—			3,503			(7,835	)
CMBX.NA.AS.6		CSI		USD	1,275,000		(1.00%)		05/11/63		13,767		—			4,253			(9,514	)
CMBX.NA.AS.7		GSC		USD	725,000		(1.00%)		01/17/47		16,045		—			7,089			(8,956	)
CMBX.NA.AS.7		CSI		USD	1,385,000		(1.00%)		01/17/47		25,552		—			13,581			(11,971	)
CMBX.NA.AS.7		GSC		USD	700,000		(1.00%)		01/17/47		20,017		—			6,300			(13,717	)
CMBX.NA.AS.8		DEUT		USD	340,000		(1.00%)		10/17/57		25,149		—			7,839			(17,310	)
CMBX.NA.BBB.7		GSC		USD	375,000		(3.00%)		01/17/47		32,730		—			31,660			(1,070	)
CMBX.NA.BBB.7		CSI		USD	570,000		(3.00%)		01/17/47		56,011		—			48,171			(7,840	)
CMBX.NA.BBB.7		CSI		USD	660,000		(3.00%)		01/17/47		64,855		—			55,777			(9,078	)
CMBX.NA.BBB.7		MSC		USD	630,000		(3.00%)		01/17/47		65,550		—			53,242			(12,308	)
CMBX.NA.BBB.7		DEUT		USD	275,000		(3.00%)		01/17/47		20,320		—			23,218			2,898
CMBX.NA.BBB.7		MSC		USD	380,000		(3.00%)		01/17/47		31,867		—			32,114			247
CMBX.NA.BBB.7		CSI		USD	75,000		(3.00%)		01/17/47		6,485		—			6,332			(153	)
CMBX.NA.BBB.7		GSC		USD	215,000		(3.00%)		01/17/47		19,622		—			17,650			(1,972	)
CMBX.NA.BBB.7		DEUT		USD	280,000		(3.00%)		01/17/47		26,996		—			23,640			(3,356	)
CMBX.NA.BBB.7		GSC		USD	430,000		(3.00%)		01/17/47		41,532		—			36,304			(5,228	)
CMBX.NA.BBB.7		GSC		USD	680,000		(3.00%)		01/17/47		64,166		—			57,410			(6,756	)
CMBX.NA.BBB.7		DEUT		USD	295,000		(3.00%)		01/17/47		37,104		—			24,905			(12,199	)
CMBX.NA.BBB.7		GSC		USD	265,000		(3.00%)		01/17/47		37,387		—			22,373			(15,014	)
CMBX.NA.BBB.7		MSC		USD	1,915,000		(3.00%)		01/17/47		188,194		—			161,837			(26,357	)
Total										$	3,322,615	$	—		$	3,193,255		$	(129,360	)
Sell protection:
CDX.EMS.26		GSC		USD	5,970,000		1.00%		12/20/21	$	—	$	(375,677	)	$	(375,987	)	$	(310)
CDX.EMS.26		BCLY		USD	480,000		1.00%		12/20/21		—		(28,508	)		(30,230	)		(1,722	)
CDX.EMS.26		BCLY		USD	6,171,000		1.00%		12/20/21		—		(375,741	)		(388,647	)		(12,906	)
CMBX.NA.AAA.6		JPM		USD	3,732,909		0.50%		05/11/63		—		(117,805	)		(19,935	)		97,870
CMBX.NA.AAA.6		DEUT		USD	4,263,754		0.50%		05/11/63		—		(103,928	)		(22,770	)		81,158
CMBX.NA.AAA.6		JPM		USD	4,993,540		0.50%		05/11/63		—		(47,180	)		(26,666	)		20,514
CMBX.NA.AAA.6		CSI		USD	419,877		0.50%		05/11/63		—		(4,528	)		(2,248	)		2,280
CMBX.NA.AAA.6		CSI		USD	359,895		0.50%		05/11/63		—		(3,881	)		(1,927	)		1,954
CMBX.NA.AAA.6		CSI		USD	359,895		0.50%		05/11/63		—		(3,881	)		(1,927	)		1,954
CMBX.NA.BB.6		MSC		USD	2,219,000		5.00%		05/11/63		—		(412,148	)		(340,847	)		71,301

The accompanying notes are an integral part of these financial statements.

179

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.6		CSI		USD	730,000		5.00%		05/11/63	$	—	$	(135,579	)	$	(112,131	)	$	23,448
CMBX.NA.BB.6		CSI		USD	730,000		5.00%		05/11/63		—		(135,579	)		(112,131	)		23,448
CMBX.NA.BB.6		CSI		USD	730,000		5.00%		05/11/63		—		(135,579	)		(112,131	)		23,448
CMBX.NA.BB.6		CSI		USD	725,000		5.00%		05/11/63		—		(134,651	)		(111,363	)		23,288
CMBX.NA.BB.6		CSI		USD	378,000		5.00%		05/11/63		—		(70,204	)		(58,062	)		12,142
CMBX.NA.BB.6		CSI		USD	440,000		5.00%		05/11/63		—		(78,529	)		(67,586	)		10,943
CMBX.NA.BB.6		GSC		USD	412,000		5.00%		05/11/63		—		(48,280	)		(63,228	)		(14,948	)
CMBX.NA.BB.6		GSC		USD	870,000		5.00%		05/11/63		—		(96,073	)		(133,514	)		(37,441	)
CMBX.NA.BB.8		GSC		USD	735,000		5.00%		10/17/57		—		(226,191	)		(199,546	)		26,645
CMBX.NA.BB.8		CSI		USD	1,255,000		5.00%		10/17/57		—		(355,227	)		(340,897	)		14,330
CMBX.NA.BB.8		CSI		USD	1,245,000		5.00%		10/17/57		—		(352,397	)		(338,181	)		14,216
CMBX.NA.BB.8		CSI		USD	805,000		5.00%		10/17/57		—		(227,855	)		(218,663	)		9,192
CMBX.NA.BB.8		MSC		USD	743,000		5.00%		10/17/57		—		(210,320	)		(201,822	)		8,498
CMBX.NA.BB.8		MSC		USD	210,000		5.00%		10/17/57		—		(61,117	)		(57,013	)		4,104
CMBX.NA.BB.8		MSC		USD	180,000		5.00%		10/17/57		—		(52,310	)		(48,869	)		3,441
CMBX.NA.BB.8		GSC		USD	80,000		5.00%		10/17/57		—		(23,925	)		(21,720	)		2,205
CMBX.NA.BB.8		GSC		USD	145,000		5.00%		10/17/57		—		(40,857	)		(39,367	)		1,490
CMBX.NA.BB.8		GSC		USD	20,000		5.00%		10/17/57		—		(2,348	)		(5,430	)		(3,082	)
CMBX.NA.BB.8		JPM		USD	205,000		5.00%		10/17/57		—		(45,816	)		(55,656	)		(9,840	)
CMBX.NA.BB.8		BOA		USD	340,000		5.00%		10/17/57		—		(43,357	)		(92,307	)		(48,950	)
CMBX.NA.BB.8		UBS		USD	365,000		5.00%		10/17/57		—		(41,888	)		(99,095	)		(57,207	)
CMBX.NA.BB.8		BOA		USD	370,000		5.00%		10/17/57		—		(33,806	)		(100,452	)		(66,646	)
CMBX.NA.BB.8		BOA		USD	462,000		5.00%		10/17/57		—		(32,206	)		(125,430	)		(93,224	)
CMBX.NA.BB.9		GSC		USD	395,000		5.00%		09/17/58		—		(109,813	)		(96,428	)		13,385
CMBX.NA.BB.9		BOA		USD	210,000		5.00%		09/17/58		—		(58,982	)		(51,266	)		7,716
CMBX.NA.BB.9		GSC		USD	210,000		5.00%		09/17/58		—		(58,382	)		(51,266	)		7,116
CMBX.NA.BB.9		GSC		USD	210,000		5.00%		09/17/58		—		(57,878	)		(51,266	)		6,612
CMBX.NA.BB.9		JPM		USD	220,000		5.00%		09/17/58		—		(60,128	)		(53,707	)		6,421
CMBX.NA.BB.9		BOA		USD	205,000		5.00%		09/17/58		—		(56,029	)		(50,045	)		5,984
CMBX.NA.BBB.8		GSC		USD	870,000		3.00%		10/17/57		—		(127,484	)		(146,532	)		(19,048	)
PrimeX.ARM.2		MSC		USD	871,089		4.58%		12/25/37		32,362		—			12,233			(20,129	)
PrimeX.ARM.2		JPM		USD	244,096		4.58%		12/25/37		10,406		—			3,375			(7,031	)
Total										$	42,768	$	(4,586,067	)	$	(4,410,680	)	$	132,619
Total traded indices										$	3,365,383	$	(4,586,067	)	$	(1,217,425	)	$	3,259
Credit default swaps on single-name issues:
Sell protection:
Peruvian Government International Bond		GSC		USD	2,890,000		1.00%/0.90%		06/20/21	$	—	$	(68,895	)	$	15,927		$	84,822
Peruvian Government International Bond		BCLY		USD	2,890,000		1.00%/0.90%		06/20/21		—		(63,983	)		15,964			79,947
Philippines Government International Bond		BCLY		USD	4,900,000		1.00%/0.90%		12/20/20		—		—			24,538			24,538
Philippines Government International Bond		BCLY		USD	6,500,000		1.00%/1.04%		06/20/21		—		(31,270	)		(3,700	)		27,570
Russian Government International Bond		BCLY		USD	1,065,000		1.00%/2.04%		06/20/21		—		(55,466	)		(47,351	)		8,115
South Africa Government International Bond		BOA		USD	1,100,000		1.00%/2.40%		12/20/21		—		(75,619	)		(72,340	)		3,279
Total										$	—	$	(295,233	)	$	(66,962	)	$	228,271
Total single-name issues										$	—	$	(295,233	)	$	(66,962	)	$	228,271
Total OTC contracts										$	3,365,383	$	(4,881,300	)	$	(1,284,387	)	$	231,530

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring

The accompanying notes are an integral part of these financial statements.

180

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26		USD	170,000		(5.00	%)		06/20/21	$	(3,531	)	$	(8,171	)	$	(4,640	)
CDX.NA.HY.26		USD	2,035,000		(5.00	%)		06/20/21		(55,457	)		(97,898	)		(42,441	)
CDX.NA.HY.27		USD	15,235,000		(5.00	%)		12/20/21		(541,113	)		(591,176	)		(50,063	)
CDX.NA.HY.27		USD	83,476,000		(5.00	%)		12/20/21		3,106,815			3,237,126			130,311
CDX.NA.IG.26		USD	8,274,000		(1.00	%)		06/20/21		(66,413	)		(113,862	)		(47,449	)
ITRAXX.XOV.26		EUR	5,094,000		(5.00	%)		12/20/21		450,743			454,499			3,756
Total									$	2,891,044		$	2,880,518		$	(10,526	)

^(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.

Cross Currency Swap Contracts Outstanding at October 31, 2016
Receive	Pay	Maturity Date(1)		Counter- party		Notional Amount of Currency Received			Notional Amount of Currency Delivered			Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.120% based on the notional amount of currency delivered		03/16/22		DEUT		USD	422,583		CNH	2,863,000	$	—	$	(6,694	)	$	268	$	6,962
Fixed Rate equal to 3.120% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		03/16/22		DEUT		CNH	2,863,000		USD	422,583		6,694		—			11,245		4,551
Total												$	6,694	$	(6,694	)	$	11,513	$	11,513

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counterparty	Payments made by Fund		Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY		1.89% Fixed	CPURNSA		USD	20,889,000		07/15/24	$	—	$	—	$	220,466		$	220,466
GSC		6M LIBOR	6.26% Fixed		INR	96,410,000		09/12/21		—		—		(6,315	)		(6,315	)
Total									$	—	$	—	$	214,151		$	214,151
Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund			Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate			1.00% Fixed		USD	6,373,000		09/29/26	$	191,521	$	—	$	138,696			$    (52,825)

The accompanying notes are an integral part of these financial statements.

181

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/04/16	UBS	$	37,739	$	38,031	$	292
AUD	Buy		11/04/16	MSC		201,186		200,041		(1,145	)
AUD	Buy		11/04/16	CBK		201,358		200,042		(1,316	)
AUD	Buy		11/04/16	CBA		403,475		400,843		(2,632	)
AUD	Buy		12/05/16	CBA		418,640		419,522		882
AUD	Buy		12/05/16	GSC		208,133		209,000		867
AUD	Buy		12/05/16	BCLY		209,071		209,760		689
AUD	Sell		11/04/16	BCLY		209,236		209,930		(694	)
AUD	Sell		11/04/16	GSC		208,299		209,169		(870	)
AUD	Sell		11/04/16	CBA		418,968		419,859		(891	)
BRL	Sell		12/02/16	GSC		1,396,396		1,442,316		(45,920	)
BRL	Sell		12/02/16	MSC		3,649,426		3,757,778		(108,352	)
CAD	Buy		11/04/16	GSC		428,058		421,991		(6,067	)
CAD	Buy		12/05/16	RBC		59,705		59,658		(47	)
CAD	Buy		12/05/16	RBC		422,956		422,082		(874	)
CAD	Sell		11/04/16	RBC		422,849		421,992		857
CHF	Buy		11/04/16	CSFB		85,959		85,914		(45	)
CHF	Sell		11/04/16	JPM		87,834		85,914		1,920
CHF	Sell		12/05/16	CSFB		86,087		86,060		27
CNY	Buy		12/21/16	RBS		384,159		381,717		(2,442	)
COP	Sell		12/21/16	SSG		506,373		492,800		13,573
COP	Sell		12/21/16	SSG		509,166		508,074		1,092
DKK	Buy		11/04/16	SCB		56,071		56,240		169
DKK	Buy		12/05/16	RBC		28,036		28,085		49
DKK	Sell		11/04/16	BCLY		57,635		56,239		1,396
DKK	Sell		12/05/16	SCB		56,146		56,317		(171	)
EUR	Buy		11/04/16	RBS		202,607		197,626		(4,981	)
EUR	Buy		11/04/16	UBS		1,076,315		1,070,473		(5,842	)
EUR	Buy		11/04/16	HSBC		791,179		778,427		(12,752	)
EUR	Buy		11/04/16	BMO		6,157,296		6,030,884		(126,412	)
EUR	Buy		12/05/16	SSG		6,869,616		6,887,666		18,050
EUR	Buy		12/21/16	BOA		18,010,416		17,595,501		(414,915	)
EUR	Buy		03/15/17	CBK		438,450		436,331		(2,119	)
EUR	Buy		03/15/17	BOA		177,515		171,219		(6,296	)
EUR	Buy		03/15/17	BOA		240,640		231,973		(8,667	)
EUR	Buy		03/15/17	UBS		280,922		270,636		(10,286	)
EUR	Buy		03/15/17	UBS		5,097,980		4,948,766		(149,214	)
EUR	Sell		11/04/16	CBK		715,085		710,355		4,730
EUR	Sell		11/04/16	RBS		369,316		367,804		1,512
EUR	Sell		11/04/16	BNP		61,442		60,386		1,056
EUR	Sell		11/04/16	HSBC		60,341		60,386		(45	)
EUR	Sell		11/30/16	BNP		425,678		425,340		338
EUR	Sell		11/30/16	CBK		9,912,370		9,993,846		(81,476	)
EUR	Sell		12/05/16	RBC		120,744		120,932		(188	)
EUR	Sell		12/05/16	RBS		54,666		54,970		(304	)
EUR	Sell		12/21/16	RBC		2,163,821		2,116,082		47,739
EUR	Sell		12/21/16	BOA		849,223		830,807		18,416
EUR	Sell		03/15/17	BOA		5,927,233		5,864,508		62,725
EUR	Sell		03/15/17	JPM		1,609,499		1,568,582		40,917
EUR	Sell		03/15/17	BOA		2,014,909		1,982,820		32,089
EUR	Sell		03/15/17	BOA		1,080,446		1,110,158		(29,712	)
GBP	Buy		11/04/16	UBS		121,955		122,409		454
GBP	Buy		11/04/16	BMO		1,727,497		1,628,042		(99,455	)
GBP	Buy		11/30/16	JPM		505,827		508,255		2,428
GBP	Buy		12/05/16	SSG		1,491,848		1,500,522		8,674
GBP	Sell		11/04/16	RBS		194,996		183,614		11,382
GBP	Sell		11/04/16	RBS		67,195		67,325		(130	)
GBP	Sell		11/30/16	CBK		1,307,777		1,316,564		(8,787	)

The accompanying notes are an integral part of these financial statements.

182

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
HUF		Buy		12/21/16		SCB	$	146,531	$	143,754	$	(2,777	)
IDR		Sell		12/21/16		HSBC		639,115		652,160		(13,045	)
IDR		Sell		12/21/16		JPM		1,873,930		1,895,940		(22,010	)
JPY		Buy		11/04/16		UBS		611,446		602,729		(8,717	)
JPY		Buy		11/04/16		MSC		10,143,987		9,715,383		(428,604	)
JPY		Buy		12/05/16		CBK		9,840,725		9,857,304		16,579
JPY		Sell		11/04/16		RBS		147,321		142,099		5,222
JPY		Sell		11/04/16		CBK		68,068		65,804		2,264
JPY		Sell		11/04/16		RBS		216,964		215,533		1,431
JPY		Sell		11/04/16		HSBC		49,392		48,638		754
JPY		Sell		11/04/16		CBK		9,830,699		9,846,037		(15,338	)
JPY		Sell		12/05/16		BNP		52,239		52,512		(273	)
JPY		Sell		01/11/17		CBK		4,153,586		4,113,306		40,280
MXN		Buy		11/04/16		RBC		100,944		104,022		3,078
MXN		Buy		12/05/16		RBC		27,551		27,399		(152	)
MXN		Buy		12/05/16		GSC		104,675		103,643		(1,032	)
MXN		Sell		11/04/16		GSC		105,041		104,022		1,019
MYR		Buy		11/04/16		UBS		73,791		72,687		(1,104	)
MYR		Buy		12/05/16		BOA		72,579		72,563		(16	)
MYR		Sell		11/04/16		BOA		72,706		72,688		18
NOK		Buy		11/04/16		HSBC		35,198		35,220		22
NOK		Sell		11/04/16		RBC		35,925		35,220		705
NOK		Sell		12/05/16		HSBC		35,200		35,222		(22	)
PHP		Buy		12/21/16		RBS		11,655		11,560		(95	)
PLN		Buy		11/04/16		CBK		124,678		125,393		715
PLN		Sell		11/04/16		JPM		55,490		54,031		1,459
PLN		Sell		11/04/16		MSC		71,874		71,363		511
PLN		Sell		12/05/16		CBK		124,623		125,304		(681	)
RON		Sell		06/26/17		CBK		2,717,547		2,663,033		54,514
RON		Sell		08/28/17		JPM		849,923		815,304		34,619
RON		Sell		08/28/17		BNP		512,428		492,120		20,308
RUB		Buy		06/21/17		CBK		131,124		135,917		4,793
SEK		Buy		11/04/16		HSBC		198,917		198,438		(479	)
SEK		Sell		11/04/16		JPM		209,819		198,437		11,382
SEK		Sell		12/05/16		HSBC		199,190		198,731		459
SGD		Buy		11/04/16		MSC		108,880		106,382		(2,498	)
SGD		Buy		12/05/16		CBK		106,324		106,406		82
SGD		Sell		11/04/16		CBK		106,291		106,382		(91	)
THB		Sell		12/21/16		RBS		1,841,208		1,836,768		4,440
TRY		Sell		12/21/16		BOA		640,923		629,584		11,339
ZAR		Buy		11/04/16		JPM		50,402		50,762		360
ZAR		Buy		12/05/16		CSFB		19,288		19,515		227
ZAR		Buy		12/21/16		GSC		1,023,139		1,069,907		46,768
ZAR		Sell		11/04/16		CSFB		19,412		19,637		(225	)
ZAR		Sell		11/04/16		RBC		30,367		31,125		(758	)
ZAR		Sell		12/21/16		GSC		251,784		267,477		(15,693	)
ZAR		Sell		12/21/16		GSC		756,643		802,430		(45,787	)
Total											$	(1,156,773	)

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

183

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
ARS	Argentine Peso
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CLP	Chilean Peso
CNH	Chinese Renminbi
CNY	Chinese Yuan
COP	Colombian Peso
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee

Currency Abbreviations:
JPY	Japanese Yen
MXN	Mexican Peso
MYR	Malaysian Ringgit
NOK	Norwegian Krone
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
SEK	Swedish Krona
SGD	Singapore Dollar
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand
Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
ABX.HE.PEN	Markit Asset Backed Security Home Equity Penultimate
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
OTC	Over-the-Counter

The accompanying notes are an integral part of these financial statements.

184

The Hartford Strategic Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	60,734,926		$	—		$	60,734,926		$	—
Corporate Bonds		103,218,999			—			103,218,999			—
Foreign Government Obligations		81,466,717			—			81,466,717			—
Municipal Bonds		5,034,801			—			5,034,801			—
Senior Floating Rate Interests		100,121,129			—			100,121,129			—
U.S. Government Agencies		1,511,807			—			1,511,807			—
U.S. Government Securities		17,970,170			—			17,970,170			—
Exchange Traded Funds		4,054,182			4,054,182			—			—
Common Stocks
Energy		2,040,299			1,080,154			—			960,145
Utilities		126,722			126,722			—			—
Preferred Stocks		510,600			510,600			—			—
Short-Term Investments		18,633,152			10,594,233			8,038,919			—
Purchased Options		403			—			403			—
Foreign Currency Contracts(2)		535,671			—			535,671			—
Futures Contracts(2)		465,749			465,749			—			—
Swaps - Credit Default(2)		986,135			—			986,135			—
Swaps - Cross Currency(2)		11,513			—			11,513			—
Swaps - Interest Rate(2)		220,466			—			220,466			—
Total	$	397,643,441		$	16,831,640		$	379,851,656		$	960,145
Liabilities
Foreign Currency Contracts(2)	$	(1,692,444	)	$	—		$	(1,692,444	)	$	—
Futures Contracts(2)		(1,762,568	)		(1,762,568	)		—			—
Swaps - Credit Default(2)		(765,131	)		—			(765,131	)		—
Swaps - Interest Rate(2)		(59,140	)		—			(59,140	)		—
Total	$	(4,279,283	)	$	(1,762,568	)	$	(2,516,715	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks		Total
Beginning balance	$	388,108	$	388,108
Purchases		146,456		146,456
Sales		—		—
Accrued discounts/(premiums)		—		—
Total realized gain/(loss)		—		—
Net change in unrealized appreciation/depreciation		425,581		425,581
Transfers into Level 3(1)		—		—
Transfers out of Level 3(1)		—		—
Ending balance	$	960,145	$	960,145

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $425,581.

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

185

The Hartford Total Return Bond Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6%
			Asset-Backed - Automobile - 0.9%
	$	2,030,000	AmeriCredit Automobile Receivables Trust 2.72%, 09/09/2019	$	2,048,995
		1,840,000	CarMax Auto Owner Trust 2.58%, 11/16/2020		1,848,375
			First Investors Auto Owner Trust
		479,542	1.49%, 01/15/2020(2)		479,695
		3,176,738	1.67%, 11/16/2020(2)		3,180,604
		930,000	2.39%, 11/16/2020(2)		935,748
		650,000	GM Financial Automobile Leasing Trust 1.96%, 03/20/2018(2)		652,683
			Santander Drive Auto Receivables Trust
		811,325	1.82%, 05/15/2019		812,632
		650,144	2.25%, 06/17/2019		652,734
		2,415,000	2.36%, 04/15/2020		2,428,126
		4,500,000	Santander Drive Automotive Receivables Trust 1.83%, 01/15/2020		4,512,774
		782,573	Westlake Automobile Receivables Trust 1.58%, 04/15/2020(2)		782,654
					18,335,020
			Asset-Backed - Finance & Insurance - 13.8%
		4,200,000	American Money Management Corp. 2.33%, 07/27/2026(2)(3)		4,199,194
			Apidos CLO
		2,935,000	2.33%, 01/19/2025(2)(3)		2,938,176
		4,775,000	2.38%, 04/17/2026(2)(3)		4,786,135
		1,445,000	2.43%, 01/16/2027(2)(3)		1,446,272
		1,510,000	2.73%, 07/15/2023(2)(3)		1,512,639
			Ares CLO Ltd.
		2,238,020	1.73%, 04/20/2023(2)(3)		2,223,961
		3,580,000	1.99%, 07/28/2025(2)(3)		3,578,203
		4,460,000	2.40%, 04/17/2026(2)(3)		4,463,006
			Atlas Senior Loan Fund Ltd.
		6,012,000	2.30%, 07/16/2026(2)(3)		6,008,994
		3,775,000	2.42%, 10/15/2026(2)(3)		3,786,665
		1,740,000	Atrium CDO Corp. 2.07%, 11/16/2022(2)(3)		1,740,644
		3,420,000	Atrium XI 3.03%, 10/23/2025(2)(3)		3,420,311
		4,375,000	Avery Point IV CLO Ltd. 2.40%, 04/25/2026(2)(3)		4,387,989
		1,030,000	Babson CLO Ltd. 2.37%, 07/20/2025(2)(3)		1,029,480
		4,946,000	BlueMountain CLO Ltd. 2.33%, 11/30/2026(2)(3)		4,945,149
		555,000	Cal Funding II Ltd. 3.47%, 10/25/2027(2)		542,677
			Carlyle Global Market Strategies Ltd.
		4,630,000	2.36%, 04/27/2027(2)(3)		4,636,482
		2,815,000	2.69%, 10/20/2029(2)(3)		2,813,832
			Cent CLO Ltd.
		3,995,000	2.36%, 01/25/2026(2)(3)		3,988,700
		4,475,000	2.37%, 04/17/2026(2)(3)		4,471,107
		2,865,000	2.38%, 07/27/2026(2)(3)		2,861,780
		1,810,000	2.93%, 04/17/2026(2)(3)		1,808,176
			CIFC Funding Ltd.
		4,175,000	2.31%, 05/24/2026(2)(3)		4,176,632
		4,745,000	2.38%, 04/18/2025(2)(3)		4,752,032

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Asset-Backed - Finance & Insurance - 13.8% - (continued)
	$	3,940,000	2.41%, 08/14/2024(2)(3)	$	3,936,426
		188,557	Consumer Credit Origination Loan Trust 2.82%, 03/15/2021(2)		188,799
			Dryden Senior Loan Fund
		4,695,000	2.23%, 04/18/2026(2)(3)		4,692,629
		3,970,000	2.31%, 07/15/2027(2)(3)		3,967,995
		4,800,000	2.36%, 07/15/2026(2)(3)		4,809,422
			First Franklin Mortgage Loan Trust
		2,250,478	0.77%, 04/25/2036(3)		1,503,207
		1,065,000	0.84%, 09/25/2036(3)		745,708
		1,015,000	Flatiron CLO Ltd. 2.78%, 07/17/2026(2)(3)		1,010,178
		695,000	Ford Credit Floorplan Master Owner Trust A 1.40%, 02/15/2019		695,251
		6,637,000	Galaxy CLO Ltd. 2.13%, 04/15/2025(2)(3)		6,625,604
		3,876,532	Gramercy Park CLO Ltd. 2.18%, 07/17/2023(2)(3)		3,877,551
		2,525,000	Green Tree Agency Advance Funding Trust 3.10%, 10/15/2048(2)		2,531,312
		2,910,000	Highbridge Loan Management Ltd. 2.23%, 05/05/2027(2)(3)		2,906,313
		1,565,000	ING Investment Management CLO Ltd. 2.19%, 03/14/2022(2)(3)		1,571,839
		4,210,000	KKR CLO Ltd. 2.35%, 10/18/2028(2)(3)		4,212,071
		615,000	LCM L.P. 2.22%, 04/15/2022(2)(3)		618,877
		3,575,000	Lendmark Funding Trust 3.26%, 04/21/2025(2)		3,574,594
		4,765,000	Limerock CLO Ltd. 2.38%, 04/18/2026(2)(3)		4,761,217
			Madison Park Funding Ltd.
		4,825,000	2.16%, 10/23/2025(2)(3)		4,820,358
		2,800,000	2.33%, 01/19/2025(2)(3)		2,802,293
		4,525,000	2.38%, 07/20/2026(2)(3)		4,545,154
		415,000	2.50%, 04/22/2022(2)(3)		415,131
		3,370,000	3.29%, 01/27/2026(2)(3)		3,371,837
			Magnetite CLO Ltd.
		2,585,000	2.18%, 04/15/2026(2)(3)(4)		2,585,000
		3,890,000	2.30%, 07/25/2026(2)(3)		3,891,793
		2,895,000	2.36%, 04/15/2026(2)(3)		2,900,295
		3,170,000	2.38%, 04/15/2027(2)(3)		3,170,789
		3,115,000	2.83%, 07/25/2026(2)(3)		3,116,501
			Nationstar HECM Loan Trust
		662,436	2.24%, 06/25/2026(2)		665,127
		1,897,279	2.98%, 02/25/2026(2)		1,902,203
		3,795,000	Neuberger Berman CLO Ltd. 2.24%, 08/04/2025(2)(3)		3,803,774
		1,395,000	Oak Hill Credit Partners X Ltd. 2.35%, 07/20/2026(2)(3)		1,394,296
		4,495,000	Oaktree EIF II Ltd. 2.37%, 02/15/2026(2)(3)		4,494,236
		4,015,000	OCP CLO Ltd. 2.41%, 04/17/2027(2)(3)		4,021,729
		2,385,000	Octagon Investment Partners Ltd. 2.00%, 07/17/2025(2)(3)		2,366,402
		5,829,000	OHA Credit Partners VIII Ltd. 2.00%, 04/20/2025(2)(3)		5,808,121

The accompanying notes are an integral part of these financial statements.

186

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Asset-Backed - Finance & Insurance - 13.8% - (continued)
	$	5,360,000	OHA Loan Funding Ltd. 2.32%, 02/15/2027(2)(3)	$	5,382,957
		6,305,000	OneMain Financial Issuance Trust 4.10%, 03/20/2028(2)		6,472,656
			OZLM Funding Ltd.
		4,470,000	2.21%, 04/30/2027(2)(3)		4,477,966
		4,595,000	2.43%, 04/17/2026(2)(3)		4,606,111
		5,355,000	Race Point CLO Ltd. 2.39%, 04/15/2027(2)(3)		5,366,208
		2,710,000	SBA Tower Trust 2.90%, 10/15/2044(2)(5)		2,756,391
		3,320,000	Seneca Park CLO Ltd. 2.36%, 07/17/2026(2)(3)		3,320,405
		3,430,000	Shackleton CLO Ltd. 2.36%, 07/17/2026(2)(3)		3,438,928
			SoFi Consumer Loan Program LLC
		3,970,000	3.05%, 12/26/2025(2)		3,972,367
		3,733,850	3.09%, 10/27/2025(2)		3,749,566
			Sound Point CLO Ltd.
		3,768,000	2.25%, 01/21/2026(2)(3)		3,761,937
		4,385,000	2.41%, 04/15/2027(2)(3)		4,394,476
		1,410,000	5.48%, 07/15/2025(2)(3)		1,273,374
		1,545,965	Springleaf Funding Trust 2.41%, 12/15/2022(2)		1,547,711
		4,090,000	Symphony CLO L.P. 2.63%, 01/09/2023(2)(3)		4,102,564
		3,950,000	Symphony CLO Ltd. 2.36%, 07/14/2026(2)(3)		3,954,084
		2,740,000	Thacher Park CLO Ltd. 2.35%, 10/20/2026(2)(3)		2,738,616
		4,500,000	Tremen Park Ltd. 2.38%, 04/20/2027(2)(3)		4,509,859
			Voya CLO Ltd.
		2,115,000	2.23%, 04/18/2026(4)		2,115,000
		1,545,000	2.30%, 07/25/2026(2)(3)		1,544,710
		1,500,000	2.33%, 07/17/2026(2)(3)		1,501,133
		4,220,000	2.36%, 04/18/2027(2)(3)		4,224,220
		4,690,000	2.38%, 04/18/2026(2)(3)		4,697,176
		1,505,000	2.98%, 04/18/2027(2)(3)		1,504,290
		5,625,000	Zais CLO Ltd. 2.41%, 10/15/2028(2)(3)		5,575,826
					279,810,799
			Asset-Backed - Home Equity - 1.6%
			GSAA Home Equity Trust
		644,590	0.60%, 12/25/2046(3)		350,494
		6,292,715	0.61%, 02/25/2037(3)		3,515,038
		1,210,834	0.62%, 12/25/2036(3)		583,597
		3,917,762	0.63%, 03/25/2037(3)		2,111,522
		2,581,869	0.71%, 11/25/2036(3)		1,281,600
		878,285	0.75%, 05/25/2047(3)		667,962
		550,425	0.83%, 03/25/2036(3)		366,469
		596,021	5.88%, 09/25/2036(5)		311,151
		1,667,346	5.99%, 06/25/2036(3)		838,679
		206,243	Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust 0.68%, 06/25/2036(3)		180,290
		1,518,439	Morgan Stanley Mortgage Loan Trust 0.70%, 11/25/2036(3)		671,947
			NRZ Advance Receivables Trust
		5,080,000	2.58%, 10/15/2049(2)		5,079,996

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Asset-Backed - Home Equity - 1.6% - (continued)
	$	13,030,000	3.30%, 08/17/2048(2)	$	13,098,707
		786,806	Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(5)		399,728
			Soundview Home Loan Trust
		3,500,000	0.71%, 07/25/2037(3)		2,431,423
		830,000	0.77%, 07/25/2036(3)		565,128
		1,485,000	0.78%, 11/25/2036(3)		1,057,975
					33,511,706
			Commercial Mortgage - Backed Securities - 6.8%
			Banc of America Commercial Mortgage Trust
		1,970,000	3.12%, 09/15/2048(2)(3)		1,076,710
		590,000	3.71%, 09/15/2048		635,491
		2,269,106	5.49%, 02/10/2051		2,320,283
		230,110	5.75%, 02/10/2051(3)		234,129
		510,000	Bear Stearns Commercial Mortgage Securities, Inc. 5.13%, 10/12/2042(3)		505,590
			Citigroup Commercial Mortgage Trust
		15,035,856	1.12%, 07/10/2047(3)(6)		919,688
		16,305,638	1.17%, 04/10/2048(3)(6)		1,097,219
		300,000	2.94%, 04/10/2048		306,230
		720,000	3.11%, 04/10/2048(2)		492,887
		445,000	3.19%, 04/10/2048		462,323
		1,045,000	3.76%, 06/10/2048		1,130,071
		795,000	3.82%, 11/10/2048		862,108
		190,000	3.86%, 05/10/2047		206,339
		415,000	4.40%, 03/10/2047(2)(3)		289,235
		305,000	4.90%, 03/10/2047(2)(3)		255,854
		1,325,264	Citigroup/Deutsche Bank Commercial Mortgage Trust 5.32%, 12/11/2049		1,329,702
		269,248	Cobalt CMBS Commercial Mortgage Trust 5.25%, 08/15/2048		268,925
		1,279,090	Commercial Mortgage Loan Trust 6.09%, 12/10/2049(3)		1,312,118
			Commercial Mortgage Pass-Through Certificates
		5,990,685	0.99%, 02/10/2047(3)(6)		208,664
		360,000	4.24%, 02/10/2047(3)		400,161
		735,000	4.75%, 10/15/2045(2)(3)		454,722
			Commercial Mortgage Trust
		3,279,381	1.97%, 07/10/2046(2)(3)(6)		194,165
		945,249	2.85%, 10/15/2045		980,172
		525,000	3.10%, 03/10/2046		547,995
		225,000	3.18%, 02/10/2048		234,461
		1,025,000	3.21%, 03/10/2046		1,076,473
		270,000	3.29%, 12/10/2044		287,702
		1,270,000	3.35%, 02/10/2048		1,327,578
		3,050,000	3.42%, 03/10/2031(2)		3,224,177
		905,000	3.61%, 06/10/2046(3)		971,902
		455,000	3.62%, 07/10/2050		484,425
		1,425,000	3.69%, 08/10/2047		1,521,129
		900,000	3.80%, 08/10/2047		973,812
		740,000	3.90%, 07/10/2050		802,640
		490,125	3.96%, 03/10/2047		532,378
		860,000	4.02%, 07/10/2045		942,136
		2,350,000	4.05%, 04/10/2047		2,580,081
		420,000	4.07%, 02/10/2047(3)		462,391
		390,000	4.21%, 08/10/2046		432,235
		660,000	4.21%, 08/10/2046(3)		732,263

The accompanying notes are an integral part of these financial statements.

187

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Commercial Mortgage - Backed Securities - 6.8% - (continued)
	$	595,000	4.23%, 07/10/2045(3)	$	663,325
		630,000	4.57%, 10/15/2045(2)(3)		428,513
		1,616,102	Credit Suisse Commercial Mortgage Trust 5.69%, 06/15/2039(3)		1,629,242
			Credit Suisse First Boston Mortgage Securities Corp.
		3,567	4.77%, 07/15/2037		3,565
		876,645	4.88%, 04/15/2037		790,933
			CSAIL Commercial Mortgage Trust
		44,043,043	0.89%, 06/15/2057(3)(6)		2,318,540
		1,515,254	0.96%, 04/15/2050(3)(6)		86,700
		5,921,184	1.06%, 11/15/2048(3)(6)		376,670
		450,000	3.36%, 08/15/2048(3)		331,504
		5,437,000	3.72%, 08/15/2048		5,869,107
		4,441,401	DBUBS Mortgage Trust 0.85%, 11/10/2046(2)(3)(6)		94,761
		1,710,000	Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028(2)		1,914,312
			FREMF Mortgage Trust
		2,495,000	3.00%, 10/25/2047(2)(3)		2,523,419
		2,710,000	5.25%, 09/25/2043(2)(3)		2,952,474
		384,972	GE Business Loan Trust 1.54%, 05/15/2034(2)(3)		331,500
		260,000	GE Commercial Mortgage Corp. 5.61%, 12/10/2049(3)		257,385
			GS Mortgage Securities Trust
		26,470,298	0.22%, 07/10/2046(3)(6)		168,248
		3,322,182	1.37%, 08/10/2044(2)(3)(6)		172,077
		75,000	2.94%, 02/10/2046		77,690
		2,010,000	2.95%, 11/05/2034(2)		2,064,546
		605,000	3.38%, 05/10/2050		636,725
		635,000	3.58%, 06/10/2047(2)		373,932
		695,000	3.67%, 04/10/2047(2)		361,998
		3,305,000	3.86%, 06/10/2047		3,592,293
		725,000	4.51%, 11/10/2047(2)(3)		579,765
		1,310,000	4.87%, 04/10/2047(2)(3)		923,323
		2,713,700	Hilton USA Trust 2.66%, 11/05/2030(2)		2,714,692
		730,000	JP Morgan Chase Commercial Mortgage Securities Corp. 4.42%, 12/15/2047(2)(3)		584,269
			JP Morgan Chase Commercial Mortgage Securities Trust
		5,362,934	2.03%, 02/12/2051(3)		5,232,670
		1,325,000	2.73%, 10/15/2045(2)(3)		742,093
		1,269,333	3.91%, 05/05/2030(2)		1,355,768
		380,000	4.00%, 08/15/2046(2)(3)		310,652
		979,006	5.34%, 05/15/2047		977,697
		1,160,000	5.39%, 08/15/2046(2)(3)		1,190,023
		860,378	5.72%, 02/15/2051		881,406
			JPMBB Commercial Mortgage Securities Trust
		15,174,735	0.86%, 09/15/2047(3)(6)		555,064
		5,098,080	0.95%, 05/15/2048(3)(6)		216,893
		520,061	3.61%, 05/15/2048		555,637
		860,000	3.74%, 10/15/2048(2)(3)		631,391
		2,170,000	3.78%, 08/15/2047		2,342,503
		1,665,000	3.80%, 09/15/2047		1,802,221

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Commercial Mortgage - Backed Securities - 6.8% - (continued)
	$	2,085,000	4.00%, 04/15/2047	$	2,278,108
		225,429	JPMDB Commercial Mortgage Securites Trust 3.10%, 12/15/2049(4)		164,930
			LB-UBS Commercial Mortgage Trust
		176,736	5.43%, 02/15/2040		177,763
		948,360	5.86%, 07/15/2040(3)		957,741
		723,445	6.11%, 04/15/2041(3)		754,770
		39,955	Lehman Brothers Small Balance Commercial 5.52%, 09/25/2030(2)(3)		39,745
			Merrill Lynch/Countrywide Commercial Mortgage Trust
		627,067	5.38%, 08/12/2048		628,313
		1,905,514	5.70%, 09/12/2049		1,956,700
		2,511,197	5.74%, 06/12/2050(3)		2,542,652
			Morgan Stanley Bank of America Merrill Lynch Trust
		4,408,367	1.12%, 10/15/2048(3)(6)		315,502
		9,607,788	1.15%, 12/15/2047(3)(6)		557,561
		150,000	2.86%, 11/15/2045		155,779
		410,000	2.92%, 02/15/2046		423,694
		460,000	3.06%, 10/15/2048(2)		327,568
		690,000	3.10%, 10/15/2026(4)		704,366
		730,000	3.13%, 12/15/2048		760,815
		880,000	3.18%, 08/15/2045		925,861
		2,315,000	3.74%, 08/15/2047		2,498,285
		425,000	4.06%, 02/15/2047		466,625
		730,173	4.26%, 10/15/2046(3)		810,373
		775,000	4.50%, 08/15/2045(2)		558,523
			Morgan Stanley Capital I Trust
		18,769,037	0.46%, 09/15/2047(2)(3)(6)		285,169
		2,605,000	3.47%, 08/11/2029(2)		2,740,183
		860,000	5.16%, 07/15/2049(2)(3)		677,575
		425,000	5.33%, 10/12/2052(2)(3)		393,407
		1,197,390	5.57%, 12/15/2044		1,222,571
		525,596	5.81%, 12/12/2049		538,138
		525,000	6.28%, 01/11/2043(2)(3)		521,041
			Morgan Stanley Re-Remic Trust
		602,910	5.79%, 08/12/2045(2)(3)		606,018
		607,696	5.79%, 08/15/2045(2)(3)		610,829
		885,000	SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(2)(3)		893,708
			UBS-Barclays Commercial Mortgage Trust
		1,200,000	3.09%, 08/10/2049		1,253,833
		910,000	3.19%, 03/10/2046		951,031
		835,120	3.24%, 04/10/2046		875,453
		485,000	4.09%, 03/10/2046(2)(3)		338,270
			Wells Fargo Commercial Mortgage Trust
		12,962,087	1.20%, 05/15/2048(3)(6)		882,056
		915,000	2.92%, 10/15/2045		954,239
		310,000	3.18%, 04/15/2050		321,512
		810,000	3.41%, 12/15/2047		853,161
		605,000	3.41%, 09/15/2058		638,322
		760,000	3.64%, 06/15/2048		812,495
		1,695,000	3.82%, 08/15/2050		1,836,253
		255,000	4.10%, 05/15/2048(3)		206,319
		430,000	4.23%, 06/15/2048(3)		332,590
		60,000	4.78%, 10/15/2045(2)(3)		57,951

The accompanying notes are an integral part of these financial statements.

188

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Commercial Mortgage - Backed Securities - 6.8% - (continued)
			WF-RBS Commercial Mortgage Trust
	$	2,258,387	1.39%, 03/15/2047(3)(6)	$	140,997
		870,000	2.87%, 11/15/2045		905,188
		1,170,000	2.88%, 12/15/2045		1,214,167
		1,545,000	3.02%, 11/15/2047(2)		699,931
		305,000	3.07%, 03/15/2045		318,738
		350,000	3.35%, 05/15/2045		362,398
		730,000	3.61%, 11/15/2047		779,209
		635,000	3.67%, 11/15/2044		685,029
		3,315,000	3.68%, 08/15/2047		3,569,202
		740,000	3.72%, 05/15/2047		796,855
		3,230,281	4.00%, 05/15/2047		3,537,055
		180,000	4.05%, 03/15/2047		197,202
		2,369,636	4.10%, 03/15/2047		2,608,789
		445,000	4.90%, 06/15/2044(2)(3)		499,285
		345,000	5.00%, 06/15/2044(2)(3)		299,228
		400,505	5.00%, 04/15/2045(2)(3)		237,563
		960,000	5.58%, 04/15/2045(2)(3)		981,704
					137,332,428
			Whole Loan Collateral CMO - 5.5%
			Adjustable Rate Mortgage Trust
		226,172	0.79%, 01/25/2036(3)		188,093
		982,350	0.80%, 11/25/2035(3)		907,391
		1,349,124	1.03%, 01/25/2036(3)		1,157,675
		920,563	3.98%, 11/25/2037(2)(3)		770,618
			Alternative Loan Trust
		3,130,695	0.80%, 01/25/2036(3)		2,578,230
		1,040,871	0.85%, 11/25/2035(3)		836,242
		207,926	0.93%, 10/25/2036(3)		128,363
		923,266	5.75%, 05/25/2036		714,020
		344,338	6.00%, 05/25/2036		260,956
		219,603	6.00%, 12/25/2036		138,473
			American Home Mortgage Assets Trust
		689,183	0.72%, 09/25/2046(3)		519,211
		885,614	1.46%, 10/25/2046(3)		618,479
			Banc of America Funding Trust
		138,913	0.72%, 10/20/2036(3)		116,195
		180,246	0.76%, 02/20/2047(3)		158,654
		2,156,418	0.83%, 05/20/2047(3)		1,773,613
		2,643,487	5.77%, 05/25/2037(3)		2,363,276
		111,625	5.85%, 01/25/2037(5)		94,757
			BCAP LLC Trust
		494,600	0.70%, 01/25/2037(3)		398,359
		1,332,176	0.71%, 03/25/2037(3)		1,240,645
			Bear Stearns Adjustable Rate Mortgage Trust
		1,085,733	2.83%, 10/25/2035(3)		1,044,825
		696,108	3.12%, 02/25/2036(3)		584,271
			Bear Stearns Alt-A Trust
		218,044	0.85%, 08/25/2036(3)		166,069
		2,876,836	1.03%, 01/25/2036(3)		2,478,872
		1,586,246	Bear Stearns Mortgage Funding Trust 0.71%, 10/25/2036(3)		1,287,707
		918,236	Chase Mortgage Finance Trust 2.76%, 12/25/2035(3)		840,146
			CHL Mortgage Pass-Through Trust
		1,275,184	1.21%, 03/25/2035(3)		997,374
		303,677	2.82%, 03/20/2036(3)		247,071
		517,999	2.93%, 06/20/2035(3)		483,314
		2,079,704	3.13%, 09/25/2047(3)		1,842,115

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Whole Loan Collateral CMO - 5.5% - (continued)
			Countrywide Home Loans, Inc.
	$	1,147,109	2.80%, 11/20/2035(3)	$	957,705
		810,720	3.00%, 04/20/2036(3)		581,856
		1,321,064	Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035		1,229,155
		1,032,046	Deutsche Mortgage Sec, Inc. Mortgage Loan Trust 5.66%, 12/25/2033(5)		1,046,473
			DSLA Mortgage Loan Trust
		239,523	0.89%, 01/19/2045(3)		205,629
		882,386	1.43%, 03/19/2046(3)		717,374
			GMAC Mortgage Corp. Loan Trust
		930,491	3.41%, 09/19/2035(3)		848,793
		157,584	3.41%, 04/19/2036(3)		140,089
			GSR Mortgage Loan Trust
		4,580,786	0.83%, 01/25/2037(3)		2,824,206
		221,486	1.03%, 11/25/2035(3)		146,108
		2,795,144	2.97%, 01/25/2036(3)		2,581,101
		305,888	3.19%, 10/25/2035(3)		267,874
			HarborView Mortgage Loan Trust
		1,606,060	0.72%, 01/19/2038(3)		1,379,223
		3,035,864	0.77%, 12/19/2036(3)		2,256,238
		899,572	1.23%, 01/19/2035(3)		588,925
		405,638	1.53%, 10/25/2037(3)		377,402
			IndyMac Index Mortgage Loan Trust
		1,554,081	0.72%, 04/25/2037(3)		1,136,038
		685,650	0.77%, 07/25/2035(3)		598,519
		1,382,277	0.81%, 07/25/2035(3)		1,111,785
		745,227	0.82%, 01/25/2036(3)		471,250
		714,763	2.88%, 01/25/2036(3)		666,431
		557,773	3.04%, 08/25/2035(3)		446,176
		1,673,173	3.14%, 04/25/2037(3)		1,067,807
		2,127,683	3.33%, 07/25/2037(3)		1,420,608
			JP Morgan Mortgage Trust
		241,453	2.98%, 04/25/2037(3)		213,370
		660,106	2.99%, 05/25/2036(3)		587,774
		941,483	3.16%, 09/25/2035(3)		896,975
		888,639	Lehman XS Trust 0.74%, 07/25/2046(3)		707,891
			LSTAR Securities Investment Trust
		4,208,620	2.53%, 01/01/2020(2)(3)		4,187,577
		5,406,957	2.53%, 04/01/2020(2)(3)		5,332,611
		2,281,563	2.53%, 09/01/2021(2)(3)		2,253,500
		4,970,983	2.53%, 10/01/2020(2)(3)		4,949,210
		499,145	Luminent Mortgage Trust 0.73%, 10/25/2046(3)		426,143
		475,886	Merrill Lynch Mortgage Investors Trust 3.10%, 07/25/2035(3)		369,152
		1,727,050	Morgan Stanley Mortgage Loan Trust 3.09%, 05/25/2036(3)		1,207,212
		5,497,555	New Residential Mortgage Loan Trust 3.75%, 11/26/2035(2)(3)		5,705,785
		215,826	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.54%, 06/25/2036(3)		161,855
		2,498,412	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		2,355,619
			Residential Accredit Loans, Inc.
		235,999	0.75%, 02/25/2046(3)		103,595

The accompanying notes are an integral part of these financial statements.

189

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.6% - (continued)
			Whole Loan Collateral CMO - 5.5% - (continued)
	$	2,152,141	0.83%, 04/25/2036(3)	$	1,545,583
		305,539	1.32%, 09/25/2046(3)		216,655
		2,250,983	1.83%, 11/25/2037(3)		1,535,524
		1,693,744	6.00%, 12/25/2035		1,462,917
		740,785	Residential Asset Securitization Trust 0.98%, 03/25/2035(3)		582,061
		746,935	Residential Funding Mortgage Securities, Inc. 3.25%, 08/25/2035(3)		552,824
		340,971	Sequoia Mortgage Trust 3.09%, 07/20/2037(3)		275,333
		2,860,171	Springleaf Mortgage Loan Trust 3.52%, 12/25/2065(2)(3)		2,871,599
		541,181	Structured Adjustable Rate Mortgage Loan Trust 0.83%, 09/25/2034(3)		418,091
		581,280	Structured Asset Mortgage Investments II Trust 0.76%, 02/25/2036(3)		466,308
		926,802	TBW Mortgage-Backed Trust 6.00%, 07/25/2036		740,917
			Towd Point Mortgage Trust
		5,034,073	2.25%, 08/25/2055(2)(3)		5,041,622
		1,784,600	2.75%, 04/25/2055(2)(3)		1,807,413
		3,934,692	2.75%, 08/25/2055(2)(3)		4,000,024
		630,615	3.00%, 03/25/2054(2)(3)		643,056
			WaMu Mortgage Pass-Through Certificates Trust
		1,173,782	0.95%, 06/25/2044(3)		1,087,612
		647,801	1.50%, 07/25/2046(3)		523,364
		562,468	1.52%, 08/25/2046(3)		479,808
		358,621	2.20%, 11/25/2046(3)		322,125
		388,946	2.26%, 12/25/2036(3)		335,509
		1,650,632	2.57%, 06/25/2037(3)		1,474,934
			Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
		499,129	0.62%, 02/25/2037(3)		316,839
		244,173	0.69%, 02/25/2037(3)		184,389
		1,779,776	1.13%, 07/25/2036(3)		980,592
		913,155	1.35%, 11/25/2046(3)		660,687
		828,358	Wells Fargo Alternative Loan Trust 3.15%, 12/28/2037(3)		721,362
			Wells Fargo Commercial Mortgage Trust
		30,441,157	1.19%, 09/15/2057(3)(6)		1,986,833
		2,115,000	2.88%, 05/15/2048(2)(3)		1,077,219
		1,090,000	3.36%, 09/15/2058(2)		652,484
		675,000	3.84%, 09/15/2058		732,563
					111,156,295
			Whole Loan Collateral PAC - 0.0%
		176,708	Alternative Loan Trust 1.03%, 12/25/2035(3)		116,196
			Total Asset & Commercial Mortgage Backed Securities (cost $578,449,052)	$	580,262,444
CORPORATE BONDS - 34.5%
			Advertising - 0.0%
		70,000	Lamar Media Corp. 5.75%, 02/01/2026	$	74,946

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Aerospace/Defense - 0.2%
	$	470,000	BAE Systems Holdings, Inc. 2.85%, 12/15/2020(2)	$	477,597
		530,000	BAE Systems plc 4.75%, 10/11/2021(2)		585,960
			Lockheed Martin Corp.
		955,000	2.50%, 11/23/2020		979,725
		1,535,000	4.70%, 05/15/2046		1,740,807
					3,784,089
			Agriculture - 0.5%
			Altria Group, Inc.
		690,000	2.63%, 09/16/2026		684,202
		740,000	3.88%, 09/16/2046		728,529
		1,680,000	BAT International Finance plc 2.75%, 06/15/2020(2)		1,721,610
			Imperial Brands Finance plc
		1,345,000	2.05%, 07/20/2018(2)		1,352,455
		760,000	2.95%, 07/21/2020(2)		780,385
		1,855,000	3.75%, 07/21/2022(2)		1,956,966
		1,935,000	Reynolds American, Inc. 3.25%, 06/12/2020		2,020,552
					9,244,699
			Airlines - 0.0%
		195,000	Aircastle Ltd. 5.00%, 04/01/2023		201,825
			Apparel - 0.1%
		385,000	Hanesbrands, Inc. 4.88%, 05/15/2026(2)		391,737
		1,375,000	William Carter Co. 5.25%, 08/15/2021		1,430,000
					1,821,737
			Auto Manufacturers - 1.5%
		3,545,000	Daimler Finance North America LLC 1.65%, 03/02/2018(2)		3,552,296
			Ford Motor Credit Co. LLC
		6,510,000	1.46%, 03/27/2017		6,514,284
		700,000	2.24%, 06/15/2018		704,096
		1,935,000	3.20%, 01/15/2021		1,976,883
		800,000	4.13%, 08/04/2025		831,379
		1,370,000	4.25%, 02/03/2017		1,380,596
			General Motors Co.
		1,830,000	6.60%, 04/01/2036		2,163,157
		330,000	6.75%, 04/01/2046		404,994
			General Motors Financial Co., Inc.
		1,900,000	2.40%, 04/10/2018		1,910,439
		3,150,000	3.50%, 07/10/2019		3,241,145
		1,585,000	3.70%, 05/09/2023		1,605,732
		3,640,000	4.75%, 08/15/2017		3,731,156
		2,395,000	5.25%, 03/01/2026		2,608,335
					30,624,492
			Auto Parts & Equipment - 0.0%
			ZF North America Capital, Inc.
		190,000	4.50%, 04/29/2022(2)		201,163
		165,000	4.75%, 04/29/2025(2)		174,075
					375,238
			Beverages - 1.5%
			Anheuser-Busch InBev Finance, Inc.
		3,725,000	1.90%, 02/01/2019		3,753,958

The accompanying notes are an integral part of these financial statements.

190

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Beverages - 1.5% - (continued)
	$	605,000	2.15%, 02/01/2019	$	614,117
		9,320,000	3.30%, 02/01/2023		9,727,200
		480,000	3.65%, 02/01/2026		505,086
		2,905,000	4.70%, 02/01/2036		3,220,300
		5,870,000	4.90%, 02/01/2046		6,712,562
			Anheuser-Busch InBev Worldwide, Inc.
		1,025,000	2.50%, 07/15/2022		1,036,355
		1,445,000	3.75%, 07/15/2042		1,414,171
		1,110,000	Molson Coors Brewing Co. 4.20%, 07/15/2046		1,109,704
		1,945,000	Pernod Ricard S.A. 3.25%, 06/08/2026(2)		1,953,688
					30,047,141
			Biotechnology - 0.1%
		755,000	Celgene Corp. 4.63%, 05/15/2044		760,185
			Gilead Sciences, Inc.
		530,000	2.50%, 09/01/2023		526,767
		675,000	3.25%, 09/01/2022		710,220
					1,997,172
			Chemicals - 0.0%
		70,000	Versum Materials, Inc. 5.50%, 09/30/2024(2)		71,575
			Commercial Banks - 10.9%
	EUR	1,480,000	Allied Irish Banks plc 7.38%, 12/03/2020(3)(7)(8)		1,508,669
			Banco Bilbao Vizcaya Argentaria S.A.
		2,200,000	7.00%, 02/19/2019(3)(7)(8)		2,333,688
		800,000	8.88%, 04/14/2021(3)(7)(8)		946,261
	$	2,800,000	9.00%, 05/09/2018(3)(7)(8)		2,908,500
			Banco Santander S.A.
	EUR	2,000,000	6.25%, 03/12/2019(3)(7)(8)		2,040,604
		700,000	6.25%, 09/11/2021(3)(7)(8)		716,558
			Bank of America Corp.
	$	4,875,000	2.50%, 10/21/2022		4,863,344
		2,475,000	2.63%, 04/19/2021		2,504,678
		2,575,000	4.00%, 01/22/2025		2,647,597
		5,805,000	4.20%, 08/26/2024		6,066,097
		990,000	5.00%, 01/21/2044		1,133,635
		585,000	6.11%, 01/29/2037		710,172
		3,090,000	7.75%, 05/14/2038		4,389,042
	EUR	2,450,000	Bank of Ireland 7.38%, 06/18/2020(3)(7)(8)		2,609,019
	$	1,895,000	Bank of Nova Scotia 4.50%, 12/16/2025		1,999,848
		5,390,000	Barclays Bank plc 6.05%, 12/04/2017(2)		5,614,332
			Barclays plc
		1,025,000	7.88%, 03/15/2022(3)(7)(8)		1,018,850
	EUR	2,025,000	8.00%, 12/15/2020(3)(7)		2,275,739
		455,000	8.25%, 12/15/2018(3)(7)		460,687
		2,265,000	BNP Paribas S.A. 7.63%, 03/30/2021(2)(3)(7)		2,366,925
		860,000	BPCE S.A. 5.15%, 07/21/2024(2)		906,160
			Capital One NA/Mclean VA
		7,075,000	1.65%, 02/05/2018		7,080,844
		2,200,000	2.35%, 08/17/2018		2,223,452

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Commercial Banks - 10.9% - (continued)
			CIT Group, Inc.
	EUR	40,000	5.00%, 05/15/2017	$	40,500
		1,614,000	5.50%, 02/15/2019(2)		1,698,735
		485,000	6.63%, 04/01/2018(2)		509,250
			Citigroup, Inc.
		1,255,000	1.85%, 11/24/2017		1,259,269
	$	1,890,000	2.70%, 03/30/2021		1,922,591
		535,000	3.20%, 10/21/2026		533,747
		2,425,000	4.30%, 11/20/2026		2,530,638
		5,430,000	4.45%, 09/29/2027		5,721,113
		1,820,000	4.60%, 03/09/2026		1,942,288
		1,135,000	4.65%, 07/30/2045		1,241,868
		435,000	5.50%, 09/13/2025		489,839
		1,135,000	6.68%, 09/13/2043		1,460,608
			Credit Agricole S.A.
		200,000	4.38%, 03/17/2025(2)		204,126
	EUR	1,440,000	6.50%, 06/23/2021(3)(7)(8)		1,620,279
	GBP	750,000	7.50%, 06/23/2026(3)(7)(8)		921,443
	$	2,025,000	8.13%, 12/23/2025(2)(3)(7)		2,174,526
		5,415,000	Credit Suisse Group AG 6.25%, 12/18/2024(2)(3)(7)		5,225,475
			Credit Suisse Group Funding Guernsey Ltd.
		1,225,000	3.13%, 12/10/2020		1,237,271
		565,000	3.80%, 06/09/2023(2)		570,483
			Goldman Sachs Group, Inc.
		460,000	2.00%, 04/25/2019		462,607
		360,000	2.04%, 04/23/2020(3)		362,114
		3,040,000	2.35%, 11/15/2021		3,021,535
		1,725,000	2.38%, 01/22/2018		1,740,899
		560,000	2.60%, 04/23/2020		569,238
		1,695,000	2.75%, 09/15/2020		1,728,495
		2,045,000	2.88%, 02/25/2021		2,091,830
		860,000	4.75%, 10/21/2045		945,846
		2,105,000	5.15%, 05/22/2045		2,274,297
		2,696,000	6.00%, 06/15/2020		3,045,852
		1,410,000	6.25%, 02/01/2041		1,805,927
		1,700,000	6.45%, 05/01/2036		2,066,583
		4,180,000	6.75%, 10/01/2037		5,271,979
			HSBC Holdings plc
		1,125,000	2.95%, 05/25/2021		1,142,079
		2,870,000	3.40%, 03/08/2021		2,958,723
		1,125,000	3.60%, 05/25/2023		1,162,012
		3,800,000	4.25%, 08/18/2025		3,899,758
	EUR	1,200,000	5.25%, 09/16/2022(3)(7)(8)		1,284,368
	$	800,000	5.25%, 03/14/2044		878,159
		1,125,000	HSBC USA, Inc. 2.75%, 08/07/2020		1,142,796
		3,825,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(2)(3)(7)		3,495,094
			JP Morgan Chase & Co.
		1,110,000	2.30%, 08/15/2021		1,110,870
		5,745,000	2.40%, 06/07/2021		5,793,436
		1,855,000	2.55%, 10/29/2020		1,886,580
		2,190,000	2.70%, 05/18/2023		2,196,524
		530,000	2.75%, 06/23/2020		542,635
		2,515,000	4.25%, 10/01/2027		2,674,939
		2,800,000	4.35%, 08/15/2021		3,057,718
		1,060,000	6.00%, 01/15/2018		1,115,979
			Morgan Stanley
		1,975,000	2.13%, 04/25/2018		1,989,437
		465,000	2.45%, 02/01/2019		472,161

The accompanying notes are an integral part of these financial statements.

191

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Commercial Banks - 10.9% - (continued)
	$	1,175,000	2.50%, 01/24/2019	$	1,193,479
		5,205,000	2.50%, 04/21/2021		5,246,172
		4,385,000	3.13%, 07/27/2026		4,364,101
		1,665,000	3.95%, 04/23/2027		1,712,929
		2,710,000	4.00%, 07/23/2025		2,887,708
		460,000	4.35%, 09/08/2026		488,380
		310,000	4.88%, 11/01/2022		340,492
		4,950,000	5.55%, 04/27/2017		5,057,440
		505,000	7.30%, 05/13/2019		571,020
		1,675,000	PNC Bank NA 1.45%, 07/29/2019		1,668,159
		355,000	Radian Group, Inc. 7.00%, 03/15/2021		397,934
			Royal Bank of Scotland Group plc
		5,110,000	3.88%, 09/12/2023		5,003,002
		770,000	6.13%, 12/15/2022		813,000
		2,455,000	7.50%, 08/10/2020(3)(7)		2,252,462
		520,000	8.00%, 08/10/2025(3)(7)		494,000
		745,000	8.63%, 08/15/2021(3)(7)		741,275
		4,000,000	Santander Issuances SAU 5.18%, 11/19/2025		4,144,072
	GBP	755,000	Santander UK Group Holdings plc 7.38%, 06/24/2022(3)(7)(8)		924,575
			Societe Generale S.A.
	$	2,525,000	7.38%, 09/13/2021(2)(3)(7)		2,503,537
		3,040,000	8.25%, 11/29/2018(3)(7)(8)		3,127,400
		3,080,000	SunTrust Banks, Inc. 3.50%, 01/20/2017		3,090,324
			UBS Group AG
	EUR	800,000	5.75%, 02/19/2022(3)(7)(8)		917,719
	$	1,875,000	6.88%, 03/22/2021(3)(7)(8)		1,880,411
		2,765,000	7.13%, 02/19/2020(3)(7)(8)		2,830,669
		2,550,000	UBS Group Funding Jersey Ltd. 2.65%, 02/01/2022(2)		2,536,347
		720,000	UniCredit S.p.A. 8.00%, 06/03/2024(3)(7)(8)		626,400
			Wells Fargo & Co.
		1,190,000	3.00%, 04/22/2026		1,184,515
		955,000	3.00%, 10/23/2026		948,444
		2,465,000	4.40%, 06/14/2046		2,472,383
		3,315,000	4.90%, 11/17/2045		3,563,522
		50,000	5.38%, 11/02/2043		57,137
		3,130,000	5.61%, 01/15/2044		3,670,250
					220,528,478
			Commercial Services - 0.2%
		1,055,000	Cardtronics, Inc. 5.13%, 08/01/2022		1,078,737
		2,140,000	ERAC USA Finance LLC 2.60%, 12/01/2021(2)		2,164,375
			United Rentals North America, Inc.
		425,000	4.63%, 07/15/2023		438,813
		290,000	5.50%, 07/15/2025		293,625
		10,000	5.50%, 05/15/2027(4)		9,950
					3,985,500
			Construction Materials - 0.2%
		140,000	Boise Cascade Co. 5.63%, 09/01/2024(2)		141,575
		1,800,000	CRH America, Inc. 5.13%, 05/18/2045(2)		1,984,577

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Construction Materials - 0.2% - (continued)
	$	291,000	Eagle Materials, Inc. 4.50%, 08/01/2026	$	293,318
		690,000	Norbord, Inc. 6.25%, 04/15/2023(2)		733,125
			Standard Industries, Inc.
		665,000	5.38%, 11/15/2024(2)		687,444
		695,000	6.00%, 10/15/2025(2)		741,878
					4,581,917
			Diversified Financial Services - 0.9%
		125,000	Aircastle Ltd. 5.50%, 02/15/2022		134,063
		1,905,000	Bear Stearns Cos LLC 5.55%, 01/22/2017		1,923,917
		1,555,000	Intercontinental Exchange, Inc. 2.75%, 12/01/2020		1,605,828
		2,600,000	International Lease Finance Corp. 5.88%, 04/01/2019		2,794,168
		425,000	Nasdaq, Inc. 3.85%, 06/30/2026		438,084
			Navient Corp.
		1,095,000	5.50%, 01/15/2019		1,116,900
		370,000	6.63%, 07/26/2021		372,775
		395,000	7.25%, 01/25/2022		398,950
		680,000	7.25%, 09/25/2023		677,450
		945,000	8.45%, 06/15/2018		1,022,065
		2,845,000	Synchrony Financial 2.60%, 01/15/2019		2,878,935
			Visa, Inc.
		1,740,000	2.80%, 12/14/2022		1,809,471
		2,315,000	4.30%, 12/14/2045		2,582,153
					17,754,759
			Electric - 1.1%
			AES Corp.
		1,950,000	4.88%, 05/15/2023		1,934,770
		275,000	5.50%, 03/15/2024		279,125
		580,000	Comision Federal de Electricidad 4.75%, 02/23/2027(2)		590,150
		1,350,000	Dominion Resources, Inc. 2.85%, 08/15/2026		1,329,433
		1,260,000	DTE Energy Co. 1.50%, 10/01/2019		1,253,599
		1,145,000	Duke Energy Carolinas LLC 4.25%, 12/15/2041		1,241,598
		545,000	Duke Energy Corp. 2.65%, 09/01/2026		530,297
		1,710,000	Duke Energy Florida LLC 3.40%, 10/01/2046		1,632,137
		1,435,000	Duke Energy Progress LLC 4.38%, 03/30/2044		1,581,488
		360,000	EDP Finance B.V. 5.25%, 01/14/2021(2)		387,101
		1,825,000	Electricite de France S.A. 4.95%, 10/13/2045(2)		1,944,355
			Emera US Finance L.P.
		320,000	2.70%, 06/15/2021(2)		325,669
		355,000	4.75%, 06/15/2046(2)		377,257
			Exelon Corp.
		370,000	2.45%, 04/15/2021		373,841
		1,880,000	2.85%, 06/15/2020		1,934,866

The accompanying notes are an integral part of these financial statements.

192

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Electric - 1.1% - (continued)
			Fortis, Inc.
	$	630,000	2.10%, 10/04/2021(2)	$	624,825
		1,340,000	3.06%, 10/04/2026(2)		1,318,612
		825,000	NextEra Energy Capital Holdings, Inc. 1.65%, 09/01/2018		826,845
		720,000	NRG Energy, Inc. 7.25%, 05/15/2026(2)		708,415
		495,000	Oncor Electric Delivery Co. LLC 7.00%, 09/01/2022		623,693
		675,000	Pacific Gas & Electric Co. 8.25%, 10/15/2018		760,311
			Southern Co.
		1,320,000	1.85%, 07/01/2019		1,327,635
		490,000	2.95%, 07/01/2023		503,736
		595,000	4.40%, 07/01/2046		628,393
					23,038,151
			Electrical Components & Equipment - 0.0%
		705,000	EnerSys 5.00%, 04/30/2023(2)		722,625
			Electronics - 0.1%
		1,140,000	Fortive Corp. 2.35%, 06/15/2021(2)		1,142,920
			Engineering & Construction - 0.3%
			SBA Tower Trust
		2,400,000	2.93%, 12/15/2042(2)		2,405,607
		3,435,000	3.60%, 04/15/2043(2)		3,447,396
					5,853,003
			Entertainment - 0.0%
			GLP Capital L.P. / GLP Financing II, Inc.
		15,000	4.38%, 04/15/2021		15,788
		230,000	5.38%, 04/15/2026		244,375
			WMG Acquisition Corp.
		280,000	4.88%, 11/01/2024(2)		279,300
		185,000	5.00%, 08/01/2023(2)		187,312
					726,775
			Environmental Control - 0.1%
			Clean Harbors, Inc.
		150,000	5.13%, 06/01/2021		153,562
		1,035,000	5.25%, 08/01/2020		1,055,700
					1,209,262
			Food - 0.5%
		3,000,000	Danone S.A. 1.69%, 10/30/2019(2)		3,003,294
			Kraft Heinz Foods Co.
		1,205,000	2.00%, 07/02/2018		1,213,680
		815,000	2.80%, 07/02/2020		838,506
		490,000	4.38%, 06/01/2046		496,950
			Kroger Co.
		736,000	1.50%, 09/30/2019		732,062
		1,035,000	2.65%, 10/15/2026		1,003,952
		125,000	3.88%, 10/15/2046		119,481
		1,600,000	Sigma Alimentos S.A. de CV 4.13%, 05/02/2026(2)		1,609,600
		1,640,000	Sysco Corp. 2.50%, 07/15/2021		1,665,072
					10,682,597

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Forest Products & Paper - 0.1%
			Cascades, Inc.
	$	265,000	5.50%, 07/15/2022(2)	$	270,467
		270,000	5.75%, 07/15/2023(2)		272,700
		1,045,000	Clearwater Paper Corp. 5.38%, 02/01/2025(2)		1,055,450
					1,598,617
			Gas - 0.1%
			AmeriGas Partners L.P. / AmeriGas Finance Corp.
		365,000	5.63%, 05/20/2024		382,337
		365,000	5.88%, 08/20/2026		383,250
		405,000	Southern Co. Gas Capital Corp. 2.45%, 10/01/2023		404,958
		75,000	Southern Star Central Corp. 5.13%, 07/15/2022(2)		76,313
					1,246,858
			Healthcare-Products - 0.5%
		140,000	Hologic, Inc. 5.25%, 07/15/2022(2)		148,064
		695,000	Kinetic Concepts, Inc. / KCI USA, Inc. 7.88%, 02/15/2021(2)		748,862
			Medtronic, Inc.
		1,125,000	2.50%, 03/15/2020		1,154,789
		1,353,000	4.38%, 03/15/2035		1,484,233
		530,000	4.63%, 03/15/2045		599,622
			Thermo Fisher Scientific, Inc.
		490,000	2.95%, 09/19/2026		482,571
		1,740,000	3.00%, 04/15/2023		1,766,147
		3,645,000	Zimmer Biomet Holdings, Inc. 1.45%, 04/01/2017		3,646,779
					10,031,067
			Healthcare-Services - 1.0%
			Aetna, Inc.
		850,000	2.80%, 06/15/2023		861,337
		315,000	4.25%, 06/15/2036		319,627
			Anthem, Inc.
		4,575,000	3.50%, 08/15/2024		4,740,313
		320,000	4.63%, 05/15/2042		334,122
		505,000	Community Health Systems, Inc. 5.13%, 08/01/2021		470,913
			HCA, Inc.
		450,000	4.75%, 05/01/2023		468,563
		690,000	6.50%, 02/15/2020		764,175
		1,336,000	7.50%, 11/15/2095		1,342,680
		695,000	LifePoint Health, Inc. 5.88%, 12/01/2023		705,425
		150,000	MEDNAX, Inc. 5.25%, 12/01/2023(2)		156,750
		2,625,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		2,765,122
			UnitedHealth Group, Inc.
		2,345,000	1.70%, 02/15/2019		2,353,369
		1,745,000	3.35%, 07/15/2022		1,856,453
		1,620,000	3.75%, 07/15/2025		1,753,360
		590,000	4.75%, 07/15/2045		683,067
					19,575,276
			Holding Companies-Diversified - 0.2%
		4,025,000	Hutchison Whampoa International Ltd. 2.00%, 11/08/2017(2)		4,043,117

The accompanying notes are an integral part of these financial statements.

193

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Home Builders - 0.1%
	$	850,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022	$	893,562
		515,000	Meritage Homes Corp. 6.00%, 06/01/2025		543,325
		80,000	PulteGroup, Inc. 4.25%, 03/01/2021		84,000
					1,520,887
			Insurance - 0.3%
		1,135,000	American International Group, Inc. 4.70%, 07/10/2035		1,215,352
			CNO Financial Group, Inc.
		25,000	4.50%, 05/30/2020		25,656
		345,000	5.25%, 05/30/2025		348,450
		1,375,000	Marsh & McLennan Cos., Inc. 3.50%, 03/10/2025		1,437,865
		1,497,000	Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039(2)		2,312,141
		205,000	MGIC Investment Corp. 5.75%, 08/15/2023		216,275
					5,555,739
			Internet - 0.0%
		275,000	Netflix, Inc. 4.38%, 11/15/2026(2)		270,531
			Iron/Steel - 0.1%
			ArcelorMittal
		535,000	5.13%, 06/01/2020		561,750
		935,000	6.13%, 06/01/2025		1,023,825
			Steel Dynamics, Inc.
		300,000	5.13%, 10/01/2021		312,750
		325,000	5.50%, 10/01/2024		342,875
		386,000	United States Steel Corp. 7.38%, 04/01/2020		384,070
					2,625,270
			IT Services - 0.2%
			Apple, Inc.
		1,955,000	3.45%, 02/09/2045		1,806,379
		615,000	3.85%, 08/04/2046		598,878
			Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
		975,000	3.48%, 06/01/2019(2)		1,000,349
		770,000	4.42%, 06/15/2021(2)		805,194
		490,000	8.35%, 07/15/2046(2)		593,729
					4,804,529
			Lodging - 0.1%
		456,000	Hilton Domestic Operating Co., Inc. 4.25%, 09/01/2024(2)		457,140
		1,085,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		1,113,481
					1,570,621
			Machinery - Construction & Mining - 0.0%
		255,000	Oshkosh Corp. 5.38%, 03/01/2025		266,475
			Machinery-Diversified - 0.1%
		456,000	Case New Holland Industrial, Inc. 7.88%, 12/01/2017		482,790

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Machinery-Diversified - 0.1% - (continued)
	$	635,000	CNH Industrial N.V. 4.50%, 08/15/2023	$	638,175
					1,120,965
			Media - 2.8%
			21st Century Fox America, Inc.
		2,150,000	6.15%, 03/01/2037		2,618,648
		750,000	6.20%, 12/15/2034		924,433
		500,000	Altice US Finance I Corp. 5.50%, 05/15/2026(2)		510,000
		575,000	CBS Corp. 4.00%, 01/15/2026		610,254
			CCO Holdings LLC / CCO Holdings Capital Corp.
		35,000	5.13%, 02/15/2023		36,225
		140,000	5.25%, 09/30/2022		145,775
		170,000	5.75%, 09/01/2023		179,350
		1,310,000	5.75%, 02/15/2026(2)		1,364,856
			Charter Communications Operating LLC / Charter Communications Operating Capital
		1,100,000	3.58%, 07/23/2020(2)		1,140,545
		3,920,000	4.46%, 07/23/2022(2)		4,175,498
		2,910,000	4.91%, 07/23/2025(2)		3,138,583
		5,075,000	6.48%, 10/23/2045(2)		5,947,139
		325,000	Columbus Cable Barbados Ltd. 7.38%, 03/30/2021(2)		347,750
			Comcast Corp.
		665,000	1.63%, 01/15/2022		651,602
		5,285,000	2.75%, 03/01/2023		5,431,046
		1,595,000	3.40%, 07/15/2046		1,471,769
		600,000	4.75%, 03/01/2044		678,773
		95,000	5.70%, 07/01/2019		105,477
			Cox Communications, Inc.
		685,000	3.25%, 12/15/2022(2)		685,989
		735,000	3.35%, 09/15/2026(2)		724,809
		1,200,000	3.85%, 02/01/2025(2)		1,217,863
		510,000	CSC Holdings LLC 5.50%, 04/15/2027(2)		517,331
			DISH DBS Corp.
		755,000	5.88%, 11/15/2024		760,191
		1,200,000	7.88%, 09/01/2019		1,338,000
		1,295,000	Grupo Televisa S.A.B. 6.13%, 01/31/2046		1,413,253
		1,265,000	Liberty Interactive LLC 8.25%, 02/01/2030		1,353,550
		1,379,000	NBC Universal Media LLC 5.95%, 04/01/2041		1,795,877
		240,000	SFR Group S.A. 7.38%, 05/01/2026(2)		242,400
			Sky plc
		565,000	2.63%, 09/16/2019(2)		572,709
		1,575,000	3.13%, 11/26/2022(2)		1,600,980
			TEGNA, Inc.
		1,670,000	5.13%, 10/15/2019		1,718,013
		1,020,000	5.13%, 07/15/2020		1,060,800
			Time Warner Cable, Inc.
		1,175,000	4.50%, 09/15/2042		1,104,949
		2,145,000	8.75%, 02/14/2019		2,463,644
		3,190,000	Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033		4,346,254

The accompanying notes are an integral part of these financial statements.

194

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Media - 2.8% - (continued)
			Time Warner, Inc.
	$	575,000	4.85%, 07/15/2045	$	610,662
		1,445,000	6.10%, 07/15/2040		1,728,415
		345,000	6.20%, 03/15/2040		420,549
		1,100,000	6.50%, 11/15/2036		1,368,468
		330,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(2)		341,963
		270,000	Viacom, Inc. 3.45%, 10/04/2026		268,170
					57,132,562
			Mining - 0.1%
			Anglo American Capital plc
		240,000	3.63%, 05/14/2020(2)		241,200
		250,000	4.13%, 04/15/2021(2)		252,719
		220,000	4.13%, 09/27/2022(2)		217,800
		200,000	4.88%, 05/14/2025(2)		203,500
			Freeport-McMoRan, Inc.
		85,000	3.88%, 03/15/2023		76,712
		230,000	4.55%, 11/14/2024		211,025
		225,000	5.40%, 11/14/2034		193,781
		525,000	5.45%, 03/15/2043		435,750
		175,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		184,844
		605,000	Rio Tinto Finance USA Ltd. 3.75%, 06/15/2025		644,352
		400,000	Teck Resources Ltd. 8.50%, 06/01/2024(2)		463,000
					3,124,683
			Oil & Gas - 2.7%
			Anadarko Petroleum Corp.
		810,000	4.50%, 07/15/2044		762,536
		1,540,000	4.85%, 03/15/2021		1,671,861
		2,010,000	5.55%, 03/15/2026		2,284,954
		170,000	6.38%, 09/15/2017		177,140
		1,690,000	6.60%, 03/15/2046		2,088,955
		280,000	6.95%, 06/15/2019		312,503
		185,000	Antero Resources Corp. 5.63%, 06/01/2023		188,700
			BP Capital Markets plc
		1,345,000	2.11%, 09/16/2021		1,346,849
		710,000	2.52%, 01/15/2020		722,859
		1,915,000	2.75%, 05/10/2023		1,933,823
			Cenovus Energy, Inc.
		3,685,000	3.00%, 08/15/2022		3,581,636
		445,000	3.80%, 09/15/2023		438,860
		980,000	5.20%, 09/15/2043		933,704
		535,000	Concho Resources, Inc. 5.50%, 04/01/2023		547,305
		2,420,000	ConocoPhillips Co. 4.95%, 03/15/2026		2,714,732
			Continental Resources, Inc.
		25,000	3.80%, 06/01/2024		23,000
		280,000	4.50%, 04/15/2023		266,700
		55,000	4.90%, 06/01/2044		46,819
		310,000	5.00%, 09/15/2022		303,800
		3,500,000	Devon Energy Corp. 3.25%, 05/15/2022		3,514,140
		390,000	Devon Financing Corp. LLC 7.88%, 09/30/2031		496,506

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Oil & Gas - 2.7% - (continued)
	$	45,000	Diamondback Energy, Inc. 4.75%, 11/01/2024(2)	$	45,000
		1,000,000	EnCana Corp. 3.90%, 11/15/2021		1,011,800
		955,000	EOG Resources, Inc. 4.15%, 01/15/2026		1,037,373
			Hess Corp.
		1,435,000	4.30%, 04/01/2027		1,428,567
		1,155,000	5.60%, 02/15/2041		1,142,553
		1,245,000	5.80%, 04/01/2047		1,283,363
		936,000	6.00%, 01/15/2040		972,325
		1,945,000	Kerr-McGee Corp. 6.95%, 07/01/2024		2,332,086
			Marathon Oil Corp.
		675,000	2.70%, 06/01/2020		665,631
		1,585,000	2.80%, 11/01/2022		1,506,026
		380,000	3.85%, 06/01/2025		366,920
		105,000	5.20%, 06/01/2045		98,476
		75,000	6.60%, 10/01/2037		80,530
		65,000	6.80%, 03/15/2032		70,655
			Petroleos Mexicanos
		210,000	4.63%, 09/21/2023(2)		209,433
		1,440,000	5.50%, 02/04/2019(2)		1,524,240
		296,000	5.50%, 06/27/2044		254,974
		690,000	6.38%, 02/04/2021(2)		754,860
		2,090,000	6.63%, 06/15/2035		2,103,585
		769,000	6.75%, 09/21/2047(2)		762,271
			Pioneer Natural Resources Co.
		400,000	3.45%, 01/15/2021		416,720
		450,000	3.95%, 07/15/2022		480,341
		2,040,000	4.45%, 01/15/2026		2,234,804
		290,000	6.65%, 03/15/2017		295,611
			QEP Resources, Inc.
		20,000	5.38%, 10/01/2022		19,800
		25,000	6.80%, 03/01/2020		25,781
			Shell International Finance B.V.
		930,000	2.50%, 09/12/2026		904,110
		1,920,000	3.25%, 05/11/2025		1,982,611
		1,800,000	4.38%, 05/11/2045		1,876,426
		170,000	SM Energy Co. 6.13%, 11/15/2022		170,850
			Statoil ASA
		300,000	3.70%, 03/01/2024		325,164
		1,855,000	3.95%, 05/15/2043		1,865,855
		105,000	Tesoro Corp. 5.13%, 04/01/2024		108,150
			Valero Energy Corp.
		2,455,000	3.40%, 09/15/2026		2,402,787
		315,000	4.90%, 03/15/2045		308,598
		95,000	WPX Energy, Inc. 5.25%, 09/15/2024		90,250
					55,515,908
			Packaging & Containers - 0.1%
		215,000	Crown Americas LLC / Crown Americas Capital Corp. 4.25%, 09/30/2026(2)		210,969
			Graphic Packaging International, Inc.
		5,000	4.13%, 08/15/2024		4,975
		690,000	4.88%, 11/15/2022		722,775
		300,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(2)		319,687

The accompanying notes are an integral part of these financial statements.

195

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Packaging & Containers - 0.1% - (continued)
	$	770,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(2)	$	790,451
					2,048,857
			Pharmaceuticals - 1.3%
		975,000	AbbVie, Inc. 3.20%, 05/14/2026		958,800
			Actavis Funding SCS
		4,860,000	2.35%, 03/12/2018		4,907,677
		5,225,000	3.00%, 03/12/2020		5,379,655
		256,000	Baxalta, Inc. 3.60%, 06/23/2022		266,626
		855,000	Cardinal Health, Inc. 1.95%, 06/15/2018		861,749
		2,240,000	EMD Finance LLC 2.95%, 03/19/2022(2)		2,295,633
			Mylan N.V.
		1,020,000	3.00%, 12/15/2018(2)		1,041,728
		1,180,000	3.15%, 06/15/2021(2)		1,198,952
		1,170,000	3.75%, 12/15/2020(2)		1,221,714
		740,000	Perrigo Finance Unlimited Co. 3.50%, 03/15/2021		764,647
		195,000	Quintiles IMS, Inc. 4.88%, 05/15/2023(2)		201,094
		1,920,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		1,905,108
			Teva Pharmaceutical Finance Netherlands III B.V.
		3,435,000	1.70%, 07/19/2019		3,408,351
		2,785,000	2.20%, 07/21/2021		2,751,382
					27,163,116
			Pipelines - 1.5%
			DCP Midstream LLC
		60,000	5.35%, 03/15/2020(2)		61,800
		70,000	9.75%, 03/15/2019(2)		78,750
			DCP Midstream Operating L.P.
		195,000	2.70%, 04/01/2019		190,612
		100,000	3.88%, 03/15/2023		97,250
		200,000	4.95%, 04/01/2022		205,000
		100,000	5.60%, 04/01/2044		93,750
		2,133,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		2,324,970
			Energy Transfer Partners L.P.
		590,000	4.05%, 03/15/2025		582,774
		3,020,000	5.95%, 10/01/2043		3,108,051
		925,000	Enterprise Products Operating LLC 3.95%, 02/15/2027		961,101
			Kinder Morgan Energy Partners L.P.
		520,000	5.30%, 09/15/2020		567,836
		180,000	6.50%, 04/01/2020		201,935
		360,000	6.85%, 02/15/2020		405,729
		2,410,000	Kinder Morgan, Inc. 5.05%, 02/15/2046		2,334,569
		555,000	Magellan Midstream Partners L.P. 5.00%, 03/01/2026		629,495
			MPLX L.P.
		475,000	4.88%, 12/01/2024		496,780
		240,000	4.88%, 06/01/2025		250,356

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Pipelines - 1.5% - (continued)
	$	465,000	Phillips 66 Partners L.P. 3.55%, 10/01/2026	$	463,290
			Plains All American Pipeline L.P. / PAA Finance Corp.
		1,845,000	2.85%, 01/31/2023		1,778,248
		1,830,000	3.65%, 06/01/2022		1,885,217
		1,550,000	Regency Energy Partners L.P. / Regency Energy Finance Corp. 5.88%, 03/01/2022		1,735,952
			Sunoco Logistics Partners Operations L.P.
		105,000	3.90%, 07/15/2026		106,372
		1,080,000	4.25%, 04/01/2024		1,129,806
			Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
		515,000	5.50%, 10/15/2019		549,762
		480,000	6.25%, 10/15/2022		508,800
		30,000	6.38%, 05/01/2024		32,325
		1,675,000	Texas Eastern Transmission L.P. 2.80%, 10/15/2022(2)		1,668,089
			Williams Cos., Inc.
		150,000	3.70%, 01/15/2023		145,125
		75,000	4.55%, 06/24/2024		76,313
		150,000	5.75%, 06/24/2044		153,281
		100,000	7.88%, 09/01/2021		116,000
			Williams Partners L.P.
		3,265,000	3.60%, 03/15/2022		3,323,215
		860,000	4.00%, 11/15/2021		900,991
		1,255,000	4.30%, 03/04/2024		1,288,559
		1,105,000	5.25%, 03/15/2020		1,195,158
					29,647,261
			Real Estate - 0.1%
		2,230,000	ProLogis L.P. 3.35%, 02/01/2021		2,343,442
			Real Estate Investment Trusts - 0.7%
			American Tower Corp.
		2,160,000	3.40%, 02/15/2019		2,238,605
		550,000	3.45%, 09/15/2021		574,396
		490,000	4.50%, 01/15/2018		506,566
		3,170,000	Brandywine Operating Partnership L.P. 3.95%, 02/15/2023		3,239,832
		360,000	Corrections Corp. of America 4.13%, 04/01/2020		336,600
			Crown Castle International Corp.
		240,000	3.40%, 02/15/2021		249,392
		940,000	3.70%, 06/15/2026		962,791
			Equinix, Inc.
		560,000	4.88%, 04/01/2020		579,600
		95,000	5.38%, 04/01/2023		99,156
		1,605,000	HCP, Inc. 4.25%, 11/15/2023		1,688,617
			Kimco Realty Corp.
		2,115,000	3.13%, 06/01/2023		2,151,623
		1,085,000	3.40%, 11/01/2022		1,134,472
		1,110,000	Ventas Realty L.P. / Ventas Capital Corp. 3.25%, 08/15/2022		1,148,969
					14,910,619

The accompanying notes are an integral part of these financial statements.

196

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Retail - 0.8%
	$	540,000	AutoZone, Inc. 1.63%, 04/21/2019	$	540,190
			CVS Health Corp.
		535,000	2.13%, 06/01/2021		535,047
		3,010,000	2.80%, 07/20/2020		3,101,471
		1,421,000	3.88%, 07/20/2025		1,516,358
		2,535,000	5.13%, 07/20/2045		2,957,308
			Group 1 Automotive, Inc.
		666,000	5.00%, 06/01/2022		664,335
		35,000	5.25%, 12/15/2023(2)		34,825
			Home Depot, Inc.
		1,460,000	3.50%, 09/15/2056		1,356,477
		260,000	4.20%, 04/01/2043		282,287
		415,000	KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 5.25%, 06/01/2026(2)		432,637
			Lowe’s Cos., Inc.
		2,675,000	2.50%, 04/15/2026		2,643,751
		2,200,000	3.70%, 04/15/2046		2,168,958
		765,000	Walgreens Boots Alliance, Inc. 2.60%, 06/01/2021		774,387
					17,008,031
			Semiconductors - 0.2%
		910,000	Intel Corp. 4.10%, 05/19/2046		936,203
		1,605,000	Lam Research Corp. 2.80%, 06/15/2021		1,634,256
			NXP B.V. / NXP Funding LLC
		210,000	4.13%, 06/15/2020(2)		221,550
		250,000	4.63%, 06/15/2022(2)		272,500
		515,000	4.63%, 06/01/2023(2)		563,925
		220,000	5.75%, 03/15/2023(2)		234,300
		350,000	Sensata Technologies B.V. 5.00%, 10/01/2025(2)		358,750
		211,000	Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026(2)		228,407
					4,449,891
			Shipbuilding - 0.0%
		100,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(2)		105,188
			Software - 0.6%
			First Data Corp.
		125,000	5.00%, 01/15/2024(2)		126,875
		695,000	5.38%, 08/15/2023(2)		719,325
		112,000	6.75%, 11/01/2020(2)		115,920
			Microsoft Corp.
		2,605,000	1.55%, 08/08/2021		2,578,525
		1,010,000	2.40%, 08/08/2026		990,598
		1,540,000	3.70%, 08/08/2046		1,504,845
		1,570,000	3.95%, 08/08/2056		1,532,549
			MSCI, Inc.
		360,000	5.25%, 11/15/2024(2)		378,000
		180,000	5.75%, 08/15/2025(2)		191,367
			Open Text Corp.
		170,000	5.63%, 01/15/2023(2)		176,055
		40,000	5.88%, 06/01/2026(2)		42,600
		3,395,000	Oracle Corp. 1.90%, 09/15/2021		3,381,682
					11,738,341

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 34.5% - (continued)
			Telecommunications - 2.0%
	$	340,000	Altice Financing S.A. 6.63%, 02/15/2023(2)	$	350,200
			AT&T, Inc.
		2,710,000	3.60%, 02/17/2023		2,790,127
		1,545,000	3.80%, 03/15/2022		1,626,337
		835,000	4.50%, 05/15/2035		828,895
		3,685,000	4.75%, 05/15/2046		3,606,053
		155,000	5.80%, 02/15/2019		168,375
			Cisco Systems, Inc.
		3,230,000	1.40%, 09/20/2019		3,231,638
		1,860,000	2.20%, 02/28/2021		1,891,746
		350,000	CommScope, Inc. 4.38%, 06/15/2020(2)		359,187
		210,000	Frontier Communications Corp. 10.50%, 09/15/2022		218,400
		4,500,000	GTP Acquisition Partners I LLC 3.48%, 06/15/2050(2)		4,690,125
		650,000	Nokia Oyj 6.63%, 05/15/2039		702,000
			Sprint Communications, Inc.
		1,645,000	7.00%, 03/01/2020(2)		1,788,937
		862,000	9.00%, 11/15/2018(2)		948,200
		5,050,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 03/20/2023(2)		5,089,844
		700,000	T-Mobile USA, Inc. 6.46%, 04/28/2019		711,375
			Telecom Italia Capital S.A.
		185,000	6.00%, 09/30/2034		184,075
		60,000	6.38%, 11/15/2033		61,470
		215,000	7.72%, 06/04/2038		237,038
			Verizon Communications, Inc.
		4,236,000	4.27%, 01/15/2036		4,253,338
		465,000	4.40%, 11/01/2034		471,145
		3,109,000	4.52%, 09/15/2048		3,091,686
		3,489,000	4.67%, 03/15/2055		3,401,287
		870,000	Wind Acquisition Finance S.A. 4.75%, 07/15/2020(2)		874,350
					41,575,828
			Transportation - 0.6%
		725,000	Canadian Pacific Railway Co. 9.45%, 08/01/2021		938,727
			FedEx Corp.
		605,000	3.25%, 04/01/2026		628,133
		1,205,000	4.55%, 04/01/2046		1,290,777
		1,535,000	Norfolk Southern Corp. 2.90%, 06/15/2026		1,548,421
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		565,000	2.50%, 06/15/2019(2)		572,639
		3,700,000	2.88%, 07/17/2018(2)		3,767,159
		645,000	3.30%, 04/01/2021(2)		668,123
		270,000	3.38%, 02/01/2022(2)		279,069
		915,000	4.88%, 07/11/2022(2)		1,012,864
		1,095,000	Ryder System, Inc. 2.55%, 06/01/2019		1,115,117
					11,821,029
			Total Corporate Bonds (cost $683,493,751)	$	701,283,609

The accompanying notes are an integral part of these financial statements.

197

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 3.9%
			Argentina - 0.1%
	EUR	2,925,000	Argentine Republic Government International Bond 2.26%, 12/31/2038(5)	$	2,029,301
			Brazil - 0.7%
			Brazil Notas do Tesouro Nacional
	BRL	36,009,335	6.00%, 05/15/2017(9)		11,245,359
		12,604,885	6.00%, 08/15/2022(9)		3,948,186
					15,193,545
			Colombia - 0.1%
	COP	8,633,640,800	Colombian TES 4.25%, 05/17/2017(9)		2,900,249
			Indonesia - 0.4%
			Indonesia Treasury Bond
	IDR	43,418,000,000	8.25%, 07/15/2021		3,487,283
		44,896,000,000	8.38%, 03/15/2024		3,654,165
					7,141,448
			Japan - 1.0%
	JPY	2,070,000,000	Japan Treasury Discount Bill 0.32%, 01/11/2017		19,747,547
			Mexico - 0.1%
	$	2,632,000	Mexico Government International Bond 5.75%, 10/12/2110		2,691,220
			Qatar - 0.1%
		1,080,000	Qatar Government International Bond 4.63%, 06/02/2046(2)		1,136,959
			Romania - 0.6%
			Romania Treasury Bills
	RON	6,075,000	0.55%, 08/28/2017		1,472,990
		10,065,000	0.57%, 08/28/2017		2,440,435
		32,545,000	0.58%, 06/26/2017		7,899,287
					11,812,712
			Saudi Arabia - 0.4%
			Saudi Government International Bond
	$	1,825,000	2.38%, 10/26/2021(2)		1,820,438
		5,690,000	4.50%, 10/26/2046(2)		5,597,537
					7,417,975
			South Africa - 0.2%
		4,290,000	South Africa Government International Bond 4.30%, 10/12/2028		4,160,013
			Thailand - 0.2%
	THB	172,635,000	Bank of Thailand 1.49%, 02/23/2018		4,926,867
			Total Foreign Government Obligations (cost $78,759,613)	$	79,157,836
MUNICIPAL BONDS - 1.1%
			Development - 0.1%
			State of California
	$	1,300,000	7.50%, 04/01/2034	$	1,916,603
		485,000	7.60%, 11/01/2040		762,037
		80,000	7.63%, 03/01/2040		123,237
					2,801,877

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 1.1% - (continued)
			General - 0.4%
	$	2,705,000	Chicago Transit Authority 6.90%, 12/01/2040	$	3,489,975
			Puerto Rico Commonwealth Government Employees Retirement System
		5,400,000	6.15%, 07/01/2038		1,971,000
		1,225,000	6.20%, 07/01/2039		447,125
		3,350,000	6.30%, 07/01/2043		1,222,750
		975,000	6.55%, 07/01/2058		355,875
					7,486,725
			General Obligation - 0.4%
		4,435,000	California State, GO Taxable 7.55%, 04/01/2039		6,870,524
		765,000	Illinois State, GO 5.10%, 06/01/2033		731,233
					7,601,757
			Higher Education - 0.1%
		2,365,000	University of California 4.60%, 05/15/2031		2,707,641
			Utility - Electric - 0.1%
		1,285,000	Municipal Electric Auth Georgia 6.64%, 04/01/2057		1,683,684
			Total Municipal Bonds (cost $21,652,199)	$	22,281,684
SENIOR FLOATING RATE INTERESTS - 5.6%(10)
			Advertising - 0.0%
		475,336	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	456,798
			Aerospace/Defense - 0.2%
		956,945	BE Aerospace, Inc. 3.82%, 12/16/2021		962,333
			TransDigm, Inc.
		1,478,582	3.75%, 05/14/2022		1,472,609
		1,378,788	3.75%, 06/09/2023		1,372,762
					3,807,704
			Agriculture - 0.0%
		285,096	Pinnacle Operating Corp. 4.75%, 11/15/2018		239,480
			Airlines - 0.0%
		425,000	American Airlines, Inc. 3.50%, 04/28/2023		424,941
		437,938	Delta Air Lines, Inc. 3.25%, 10/18/2018		440,127
					865,068
			Auto Manufacturers - 0.1%
			Chrysler Group LLC
		627,451	3.25%, 12/31/2018		627,714
		793,532	3.50%, 05/24/2017		794,032
		609,853	Jaguar Holding Co. 4.25%, 08/18/2022		608,871
					2,030,617
			Chemicals - 0.2%
		914,955	Chemours Co. 3.75%, 05/12/2022		903,061

The accompanying notes are an integral part of these financial statements.

198

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Chemicals - 0.2% - (continued)
	$	250,808	Huntsman International LLC 3.59%, 04/19/2019	$	251,906
			Ineos U.S. Finance LLC
		1,570,677	3.75%, 05/04/2018		1,573,080
		428,472	4.25%, 03/31/2022		430,670
		458,850	Nexeo Solutions LLC 5.25%, 06/09/2023		461,718
		681,782	Univar, Inc. 4.25%, 07/01/2022		682,634
					4,303,069
			Coal - 0.0%
		313,351	Arch Coal, Inc. 10.00%, 06/15/2021		319,878
		325,000	Ascent Resources - Marcellus LLC 5.25%, 08/04/2020		183,017
					502,895
			Commercial Services - 0.1%
		173,875	Global Payments, Inc. 4.03%, 04/22/2023		174,962
		199,000	KAR Auction Services, Inc. 4.38%, 03/09/2023		201,052
		411,046	Moneygram International, Inc. 4.25%, 03/27/2020		398,715
		370,230	ON Assignment, Inc. 3.50%, 06/03/2022		371,967
		518,700	Russell Investment Group 6.75%, 06/01/2023		521,293
		1,107,721	ServiceMaster Co. 4.25%, 07/01/2021		1,108,419
					2,776,408
			Construction Materials - 0.1%
		1,729,938	American Builders & Contractors Supply Co. 3.50%, 10/31/2023		1,736,425
			Diversified Financial Services - 0.0%
		265,000	RP Crown Parent LLC 4.50%, 10/12/2023		264,812
		400,000	Telenet International Finance S.a.r.l. 4.36%, 06/30/2024		400,084
					664,896
			Electric - 0.3%
		996,754	Calpine Construction Finance Co., L.P. 3.34%, 01/31/2022		991,152
		2,398,988	Calpine Corp. 3.84%, 05/31/2023		2,413,382
		330,000	Chief Exploration & Development LLC 7.75%, 05/16/2021		315,358
		280,000	Energy Future Intermediate Holding Co. LLC 4.25%, 06/30/2017		281,577
		997,500	NRG Energy, Inc. 3.50%, 06/30/2023		998,747
		1,000,848	Seadrill Partners Finco LLC 4.00%, 02/21/2021		556,101
		615,000	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		620,291
					6,176,608

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Entertainment - 0.1%
	$	917,290	Aristocrat Technologies, Inc. 3.63%, 10/20/2021	$	920,537
		311,063	Eldorado Resorts LLC 4.25%, 07/23/2022		312,229
		479,971	Hilton Worldwide Finance LLC 3.03%, 10/25/2023		482,207
		265,275	Scientific Games International, Inc. 6.00%, 10/01/2021		266,270
					1,981,243
			Food - 0.2%
			Albertsons LLC
		849,324	4.50%, 08/25/2021		855,337
		358,202	4.75%, 12/21/2022		361,745
		1,092,000	Aramark Services, Inc. 3.34%, 02/24/2021		1,097,460
		268,846	B&G Foods, Inc. 3.84%, 11/02/2022		271,085
		504,900	Hostess Brands LLC 4.50%, 08/03/2022		508,212
		1,096,713	JBS USA LLC 4.00%, 10/30/2022		1,094,245
					4,188,084
			Food Service - 0.0%
		283,475	Hearthside Group Holdings LLC 4.50%, 06/02/2021		284,184
			Healthcare-Products - 0.1%
		572,103	Alere, Inc. 4.25%, 06/18/2022		569,638
		225,000	Revlon Consumer Products Corp. 4.25%, 09/07/2023		225,398
		287,100	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		285,664
					1,080,700
			Healthcare-Services - 0.5%
		431,738	Acadia Healthcare Company, Inc. 3.75%, 02/16/2023		432,998
		997,408	American Renal Holdings, Inc. 4.75%, 09/20/2019		984,941
		439,875	Amsurg Corp. 3.50%, 07/16/2021		439,659
		186,200	CDRH Parent, Inc. 5.25%, 07/01/2021		146,167
			Community Health Systems, Inc.
		209,455	3.75%, 12/31/2019		197,870
		587,828	4.00%, 01/27/2021		554,469
		1,141,706	4.08%, 12/31/2018		1,113,163
		855,313	DaVita HealthCare Partners, Inc. 3.50%, 06/24/2021		854,508
		565,725	Envision Healthcare Corp. 4.50%, 10/28/2022		567,496
		449,777	IMS Health, Inc. 3.50%, 03/17/2021		452,026
		710,000	inVentiv Health, Inc. 0.00%, 09/28/2023(11)		709,617
		1,167,262	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		1,179,297
		561,355	Opal Acquisition, Inc. 5.00%, 11/27/2020		515,981

The accompanying notes are an integral part of these financial statements.

199

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Healthcare-Services - 0.5% - (continued)
	$	278,351	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021	$	271,623
		255,451	Surgery Center Holdings, Inc. 4.75%, 11/03/2020		256,089
		927,988	U.S. Renal Care, Inc. 5.25%, 12/31/2022		887,676
					9,563,580
			Household Products/Wares - 0.0%
		335,000	Galleria Co. 3.75%, 01/26/2023		336,990
			Insurance - 0.4%
			Asurion LLC
		365,000	0.00%, 10/27/2023(11)		365,000
		425,881	5.00%, 05/24/2019		425,957
		1,402,951	5.00%, 08/04/2022		1,409,096
		1,430,000	8.50%, 03/03/2021		1,440,124
		923,963	Evertec Group LLC 3.25%, 04/17/2020		914,723
		195,363	National Financial Partners Corp. 4.50%, 07/01/2020		195,699
			Sedgwick Claims Management Services, Inc.
		1,705,028	3.75%, 03/01/2021		1,691,712
		580,000	6.75%, 02/28/2022		574,925
		1,020,376	USI, Inc. 4.25%, 12/27/2019		1,020,162
					8,037,398
			Internet - 0.1%
		311,754	Lands’ End, Inc. 4.25%, 04/04/2021		237,971
		1,127,179	Zayo Group LLC 3.75%, 05/06/2021		1,132,431
					1,370,402
			Leisure Time - 0.2%
			Delta 2 (LUX) S.a.r.l.
		2,125,000	4.75%, 07/30/2021		2,127,954
		1,005,000	7.75%, 07/31/2022		1,011,703
					3,139,657
			Lodging - 0.2%
		735,000	Boyd Gaming Corp. 3.53%, 09/15/2023		740,101
		1,978,834	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(11)(12)		2,192,805
		327,463	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		326,916
		518,859	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		517,401
		374,063	Station Casinos LLC 3.75%, 06/08/2023		375,667
					4,152,890
			Machinery-Construction & Mining - 0.2%
		1,081,061	American Rock Salt Holdings LLC 4.75%, 05/20/2021		1,045,115
		1,630,871	Headwaters, Inc. 4.00%, 03/24/2022		1,638,520
		463,295	Neff Rental LLC 7.25%, 06/09/2021		450,170
					3,133,805

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Machinery-Diversified - 0.0%
	$	927,179	Gates Global, Inc. 4.25%, 07/06/2021	$	913,364
			Media - 0.5%
		588,788	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		582,653
		767,788	AVSC Holding Corp. 4.50%, 01/24/2021		768,272
		435,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		435,361
		250,000	CBS Radio, Inc. 4.50%, 10/17/2023		251,250
			Charter Communications Operating LLC
		1,335,150	3.00%, 07/01/2020		1,337,326
		478,913	3.00%, 01/04/2021		479,511
		562,175	3.50%, 01/24/2023		565,374
		493,421	CSC Holdings LLC 3.88%, 10/11/2024		494,965
		522,804	MGOC, Inc. 4.00%, 07/31/2020		522,694
		45,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(11)		45,169
		500,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(11)		501,875
			Numericable U.S. LLC
		546,000	0.00%, 01/13/2025(11)		543,423
		203,975	5.14%, 01/15/2024		205,658
		1,165,463	Tribune Media Co. 3.75%, 12/27/2020		1,170,999
		1,595,000	UPC Financing Partnership 4.08%, 08/31/2024		1,602,305
		989,782	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		993,622
					10,500,457
			Metal Fabricate/Hardware - 0.0%
		808,309	Rexnord LLC 4.00%, 08/21/2020		810,128
			Mining - 0.0%
		194,277	Ardagh Holdings USA, Inc. 4.00%, 12/17/2021		196,037
		390,666	FMG Resources August 2006 Pty Ltd. 3.75%, 06/30/2019		390,299
		239,045	Minerals Technologies, Inc. 3.75%, 05/09/2021		240,989
					827,325
			Oil & Gas - 0.1%
		485,000	California Resources Corp. 11.38%, 12/31/2021		520,769
		380,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		405,889
		254,150	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		180,175
		646,774	Fieldwood Energy LLC 3.88%, 10/01/2018		595,841
					1,702,674
			Packaging & Containers - 0.3%
		449,941	Berry Plastics Group, Inc. 3.75%, 10/01/2022		451,322

The accompanying notes are an integral part of these financial statements.

200

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Packaging & Containers - 0.3% - (continued)
	$	1,495,750	Berry Plastics Holding Corp. 3.50%, 02/08/2020	$	1,497,395
		278,241	Mauser U.S. Corp. LLC 4.50%, 07/31/2021		278,069
		296,250	Owens-Illinois, Inc. 3.50%, 09/01/2022		296,250
		2,818,558	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		2,824,843
		422,222	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		421,167
					5,769,046
			Pharmaceuticals - 0.1%
		1,449,734	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		1,447,386
		215,000	Genoa, a QoL Healthcare Company LLC 0.00%, 10/25/2023(11)		215,000
		555,024	Valeant Pharmaceuticals International, Inc. 5.50%, 04/01/2022		552,942
		307,949	Vizient, Inc. 5.00%, 02/13/2023		311,124
					2,526,452
			Pipelines - 0.1%
		650,588	Energy Transfer Equity L.P. 4.04%, 12/02/2019		650,705
		357,050	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		308,402
					959,107
			Real Estate - 0.1%
			DTZ U.S. Borrower LLC
		814,688	4.25%, 11/04/2021		812,309
		235,000	9.25%, 11/04/2022		235,195
					1,047,504
			REITS - 0.0%
		925,350	MGM Growth Properties Operating Partnership L.P. 4.00%, 04/25/2023		927,090
			Retail - 0.3%
		311,011	B.C. Unlimited LLC 3.75%, 12/10/2021		312,307
		394,000	Bass Pro Group LLC 4.00%, 06/05/2020		393,673
		164,175	Coty, Inc. 3.04%, 10/27/2022		164,175
		927,675	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		933,761
		1,320,447	Michaels Stores, Inc. 3.75%, 01/27/2023		1,330,113
		670,356	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		615,890
		617,842	Party City Holdings, Inc. 4.20%, 08/19/2022		619,474
		522,521	PetSmart, Inc. 4.00%, 03/11/2022		523,545
		115,000	Rite Aid Corp. 5.75%, 08/21/2020		115,323

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Retail - 0.3% - (continued)
	$	448,350	US Foods, Inc. 4.00%, 06/27/2023	$	450,991
		374,063	Yum! Brands, Inc. 3.29%, 06/16/2023		377,803
					5,837,055
			Semiconductors - 0.2%
		718,576	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		725,661
		563,228	Lattice Semiconductor Corp. 5.51%, 03/10/2021		557,596
			NXP B.V.
		693,162	3.34%, 01/11/2020		695,588
		370,574	3.41%, 12/07/2020		371,708
		680,000	ON Semiconductor Corp. 3.78%, 03/31/2023		683,740
					3,034,293
			Software - 0.7%
		1,489,913	CDW LLC 3.00%, 08/04/2023		1,496,036
		700,000	Dell, Inc. 4.00%, 09/07/2023		704,781
		158,000	Epicor Software Corp. 4.75%, 06/01/2022		156,074
			First Data Corp.
		3,442,873	3.52%, 03/24/2021		3,456,644
		1,010,000	4.27%, 07/08/2022		1,016,949
		556,262	Hyland Software, Inc. 4.75%, 07/01/2022		558,487
		984,381	Infor U.S., Inc. 3.75%, 06/03/2020		981,221
			Kronos, Inc.
		1,198,313	4.50%, 10/30/2019		1,202,806
		314,334	9.75%, 04/30/2020		317,968
			Magic Newco LLC
	EUR	175,000	0.00%, 10/03/2023(11)		193,968
	$	185,000	0.00%, 10/03/2023(11)		186,387
		678,116	SS&C Technologies, Inc. 4.00%, 07/08/2022		682,992
		719,341	Verint Systems, Inc. 3.51%, 09/06/2019		723,837
		1,780,538	WEX, Inc. 4.25%, 07/01/2023		1,799,465
					13,477,615
			Telecommunications - 0.2%
		237,600	CommScope, Inc. 3.25%, 12/29/2022		238,591
		1,690,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		1,696,338
		315,918	LTS Buyer LLC 4.09%, 04/13/2020		316,234
			Ziggo Financing Partnership
		765,617	3.50%, 01/15/2022		764,981
		88,524	3.70%, 01/15/2022		88,451
					3,104,595
			Transportation - 0.0%
			Kenan Advantage Group, Inc.
		18,433	1.50%, 01/31/2017(13)		18,341
		402,621	4.00%, 07/31/2022		400,609
					418,950

The accompanying notes are an integral part of these financial statements.

201

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(10) - (continued)
			Trucking & Leasing - 0.0%
	$	498,098	Consolidated Container Co. LLC 5.00%, 07/03/2019	$	494,776
			Total Senior Floating Rate Interests (cost $113,371,045)	$	113,179,332
U.S. GOVERNMENT AGENCIES - 49.7%
			FHLMC - 11.9%
		171,435	0.00%, 11/15/2036(14)(15)	$	158,160
		27,443,909	0.31%, 10/25/2020(3)(6)		193,738
		12,898,090	1.96%, 08/25/2018(3)(6)		357,732
		1,922,641	3.00%, 08/01/2029		2,025,235
		9,340,000	3.00%, 11/01/2031(4)(16)		9,774,164
		861,909	3.00%, 03/15/2033(6)		102,740
		42,525,000	3.00%, 12/01/2046(4)(16)		43,691,036
		1,010,000	3.18%, 03/25/2028(3)		1,027,497
		4,298,000	3.38%, 04/25/2028(3)		4,398,528
		4,400,000	3.50%, 11/01/2031(4)(16)		4,644,578
		3,802,590	3.50%, 08/01/2034		4,024,498
		4,833,658	3.50%, 03/15/2041(6)		582,159
		53,400,000	3.50%, 11/01/2046(4)(16)		56,042,884
		3,970,940	4.00%, 08/01/2025		4,238,810
		4,292,305	4.00%, 07/15/2027(6)		443,227
		3,075,966	4.00%, 03/15/2028(6)		329,817
		3,555,050	4.00%, 05/01/2042		3,815,554
		932,090	4.00%, 08/01/2042		1,006,219
		1,439,268	4.00%, 09/01/2042		1,553,734
		378,070	4.00%, 07/01/2044		404,311
		2,533,073	4.00%, 01/01/2046		2,711,511
		1,422,467	4.00%, 02/01/2046		1,522,564
		45,750,000	4.00%, 11/01/2046(4)(16)		48,936,414
		972,972	4.50%, 03/15/2041		1,154,738
		6,923,058	4.50%, 05/01/2042		7,583,152
		1,155,663	4.50%, 09/01/2044		1,262,685
		17,925,000	4.50%, 11/01/2046(4)(16)		19,587,963
		3,140,492	4.75%, 07/15/2039		3,437,566
		5,825,000	5.00%, 11/01/2046(4)(16)		6,443,565
		15,921	5.50%, 11/01/2037		18,036
		1,584	5.50%, 02/01/2038		1,810
		72,971	5.50%, 04/01/2038		82,734
		65,959	5.50%, 06/01/2038		74,721
		3,913,339	5.50%, 08/01/2038		4,433,533
		192,656	5.50%, 05/01/2040		218,552
		803,949	5.50%, 08/01/2040		910,561
		729,558	5.50%, 06/01/2041		829,549
		328,966	6.00%, 01/01/2023		358,626
		79,780	6.00%, 11/01/2032		92,463
		164,680	6.00%, 11/01/2033		190,479
		132,380	6.00%, 02/01/2034		153,103
		210,769	6.00%, 07/01/2034		243,487
		69,704	6.00%, 08/01/2034		80,525
		96,375	6.00%, 09/01/2034		111,333
		37,580	6.00%, 01/01/2035		43,083
		58,128	6.00%, 03/01/2035		67,114
		48,793	6.00%, 05/01/2038		55,778
		388,110	6.00%, 06/01/2038		443,664
		933,698	6.00%, 05/15/2039		1,057,895
		1,026,626	6.50%, 07/15/2036		1,166,265
					242,088,090

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 49.7% - (continued)
			FNMA - 30.5%
	$	153,458	0.00%, 03/25/2036(14)(15)	$	138,381
		1,320,522	0.00%, 06/25/2036(14)(15)		1,189,297
		4,793,685	1.88%, 04/25/2055(3)(6)		302,052
		5,379,009	1.89%, 05/25/2046(3)(6)		314,154
		4,905,507	1.95%, 08/25/2044(3)(6)		403,109
		2,964,951	2.04%, 06/25/2055(3)(6)		206,370
		999,317	2.50%, 06/25/2028(6)		85,710
		139,300,000	2.50%, 11/01/2031(4)(16)		143,337,527
		526,455	2.50%, 01/01/2043		527,900
		2,880,360	2.50%, 02/01/2043		2,888,266
		2,164,011	2.50%, 03/01/2043		2,169,943
		1,330,771	2.50%, 04/01/2043		1,334,424
		520,342	2.50%, 06/01/2043		521,039
		883,105	2.50%, 08/01/2043		884,345
		2,100,000	2.50%, 12/01/2046(4)(16)		2,092,412
		4,225,000	2.65%, 06/01/2025		4,338,272
		5,600,000	2.69%, 04/01/2025		5,767,216
		2,148,847	2.78%, 02/01/2027		2,218,129
		2,196,038	2.82%, 07/01/2025		2,282,499
		1,850,000	2.84%, 12/01/2025		1,919,552
		929,524	3.00%, 09/25/2027(6)		94,053
		6,287,669	3.00%, 01/25/2028(6)		586,621
		2,850,061	3.00%, 04/25/2028(6)		298,185
		1,337,964	3.00%, 01/01/2030		1,400,756
		90,037	3.00%, 11/01/2030		94,269
		56,044,000	3.00%, 11/01/2031(4)(16)		58,649,172
		82,125,000	3.00%, 11/01/2046(4)(16)		84,550,250
		82,000,000	3.00%, 12/01/2046(4)(16)		84,258,198
		285,000	3.16%, 12/01/2026		302,751
		1,465,000	3.21%, 05/01/2023		1,566,811
		261,869	3.24%, 12/01/2026		279,767
		678,698	3.30%, 12/01/2026		727,038
		253,127	3.34%, 04/01/2024		272,971
		564,352	3.41%, 11/01/2024		610,808
		1,910,861	3.42%, 04/01/2024		2,068,636
		97,372	3.45%, 01/01/2024		105,480
		642,846	3.47%, 01/01/2024		697,171
		1,823,053	3.50%, 10/25/2027(6)		208,818
		1,535,300	3.50%, 05/25/2030(6)		180,157
		2,524,867	3.50%, 02/01/2045		2,650,073
		4,443,021	3.50%, 01/01/2046		4,665,082
		5,259,056	3.50%, 02/01/2046		5,522,032
		4,124,359	3.50%, 09/01/2046		4,330,941
		1,796,409	3.50%, 10/01/2046		1,886,384
		72,300,000	3.50%, 11/01/2046(4)(16)		75,903,707
		249,079	3.67%, 08/01/2023		272,316
		70,000	3.70%, 10/01/2023		76,928
		95,000	3.76%, 03/01/2024		104,744
		350,000	3.77%, 12/01/2025		387,922
		140,000	3.86%, 12/01/2025		155,856
		70,000	3.86%, 11/01/2023		77,836
		234,369	3.87%, 10/01/2025		260,457
		307,477	3.89%, 05/01/2030		340,226
		325,000	3.93%, 10/01/2023		359,327
		135,392	3.96%, 05/01/2034		150,763
		84,532	3.97%, 05/01/2029		94,969
		1,195,883	4.00%, 06/01/2025		1,278,980
		4,509,506	4.00%, 10/01/2040		4,832,463
		1,870,389	4.00%, 11/01/2040		2,007,786
		1,364,777	4.00%, 12/01/2040		1,465,188
		678,340	4.00%, 02/01/2041		728,771

The accompanying notes are an integral part of these financial statements.

202

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 49.7% - (continued)
			FNMA - 30.5% - (continued)
	$	1,644,301	4.00%, 03/01/2041	$	1,765,787
		721,722	4.00%, 03/25/2042(6)		106,012
		4,330,439	4.00%, 05/25/2042(6)		707,637
		571,616	4.00%, 08/01/2042		612,974
		1,548,261	4.00%, 09/01/2042		1,662,414
		416,837	4.00%, 11/25/2042(6)		60,492
		383,391	4.00%, 03/01/2045		410,405
		2,795,926	4.00%, 02/01/2046		2,995,124
		2,969,359	4.00%, 05/01/2046		3,181,055
		1,586,094	4.00%, 06/01/2046		1,699,155
		58,850,000	4.00%, 11/01/2046(4)(16)		63,015,474
		196,858	4.06%, 10/01/2028		223,942
		622,850	4.50%, 08/01/2024		663,628
		60,805	4.50%, 04/01/2025		65,529
		966,948	4.50%, 07/25/2027(6)		110,470
		1,333,762	4.50%, 09/01/2035		1,459,176
		330,751	4.50%, 08/01/2040		364,285
		3,992,340	4.50%, 10/01/2040		4,368,499
		1,800,347	4.50%, 10/01/2041		1,968,497
		1,543,209	4.50%, 09/01/2043		1,685,676
		300,000	4.50%, 11/01/2046(4)(16)		327,891
		8,735	5.00%, 04/01/2018		8,957
		23,468	5.00%, 05/01/2018		24,082
		156,608	5.00%, 06/01/2018		160,593
		13,250	5.00%, 07/01/2018		13,587
		47,153	5.00%, 12/01/2019		48,583
		238,533	5.00%, 01/01/2022		249,126
		494,434	5.00%, 04/25/2038		536,568
		573,941	5.46%, 05/25/2042(3)(6)		68,304
		768	5.50%, 01/01/2017		770
		7,659	5.50%, 11/01/2018		7,797
		63,029	5.50%, 08/01/2019		65,538
		63,132	5.50%, 09/01/2019		65,499
		85,741	5.50%, 10/01/2019		88,799
		13,510	5.50%, 05/01/2020		14,131
		664,699	5.50%, 06/01/2022		717,334
		247,199	5.50%, 06/01/2033		280,782
		973,420	5.50%, 07/01/2033		1,106,874
		84,916	5.50%, 08/01/2033		96,546
		3,301,932	5.50%, 11/01/2035		3,748,897
		879,896	5.50%, 04/01/2036		998,287
		709,726	5.50%, 04/25/2037		801,454
		1,553,305	5.50%, 11/01/2037		1,750,066
		1,825,521	5.50%, 06/25/2042(6)		422,658
		2,968	6.00%, 05/01/2017		2,970
		16,782	6.00%, 11/01/2031		19,210
		215,874	6.00%, 12/01/2032		252,906
		321,984	6.00%, 03/01/2033		374,319
		832,192	6.00%, 02/01/2037		953,266
		580,777	6.00%, 12/01/2037		665,868
		288,757	6.00%, 03/01/2038		331,396
		227,971	6.00%, 10/01/2038		260,951
		16,578	7.00%, 10/01/2037		17,590
		2,494	7.50%, 12/01/2029		2,642
		17,005	7.50%, 03/01/2030		20,960
		25,417	7.50%, 09/01/2031		27,307
					619,083,999
			GNMA - 7.3%
		256,631	3.00%, 11/15/2042		267,977
		259,313	3.00%, 06/15/2043		270,009

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 49.7% - (continued)
			GNMA - 7.3% - (continued)
	$	216,233	3.00%, 07/15/2043	$	225,152
		279,026	3.00%, 10/15/2044		290,535
		307,326	3.00%, 02/15/2045		320,002
		187,579	3.00%, 03/15/2045		195,316
		906,480	3.00%, 04/15/2045		943,869
		247,360	3.00%, 06/15/2045		257,563
		8,170,254	3.00%, 07/15/2045		8,507,247
		37,825,000	3.00%, 11/01/2046(4)(16)		39,403,014
		12,500,000	3.00%, 12/01/2046(4)(16)		12,995,850
		762,397	3.50%, 05/15/2042		813,814
		1,904,689	3.50%, 12/15/2042		2,037,623
		1,445,679	3.50%, 03/15/2043		1,546,368
		1,645,386	3.50%, 04/15/2043		1,753,530
		5,111,652	3.50%, 05/15/2043		5,450,844
		17,621,406	3.50%, 10/20/2046		18,718,490
		1,125,000	3.50%, 11/01/2046(4)(16)		1,191,445
		3,850,264	4.00%, 09/20/2040		4,164,012
		492,778	4.00%, 10/20/2040		527,956
		956,182	4.00%, 12/20/2040		1,048,146
		454,306	4.00%, 05/16/2042(6)		76,846
		311,516	4.00%, 01/20/2044(6)		57,235
		12,645,000	4.00%, 11/01/2046(4)(16)		13,544,474
		73,555	4.50%, 07/15/2033		81,522
		164,046	4.50%, 05/15/2040		182,473
		682,411	4.50%, 06/15/2041		757,502
		2,614,351	4.50%, 06/20/2044		2,823,469
		2,288,477	4.50%, 10/20/2044		2,471,747
		2,433,216	4.50%, 01/20/2046		2,625,292
		2,875,000	4.50%, 11/01/2046(4)(16)		3,102,305
		1,378,812	5.00%, 06/15/2041		1,540,520
		1,887,224	5.00%, 10/16/2041(6)		312,351
		2,234,968	5.00%, 03/15/2044		2,501,785
		5,200,000	5.00%, 11/01/2046(4)(16)		5,770,925
		707,445	5.50%, 05/15/2033		821,082
		59,959	5.50%, 06/15/2035		68,646
		118,149	5.50%, 04/15/2038		133,972
		861,396	5.50%, 03/16/2039		984,944
		1,000,000	5.50%, 11/01/2046(4)(16)		1,129,028
		79,679	6.00%, 02/15/2029		91,146
		180,443	6.00%, 11/15/2032		211,563
		235,938	6.00%, 02/15/2033		271,129
		65,632	6.00%, 07/15/2033		75,077
		123,994	6.00%, 10/15/2034		144,208
		681,337	6.00%, 03/15/2036		806,687
		7,103	6.00%, 05/15/2036		8,171
		190,612	6.00%, 10/15/2036		220,723
		80,942	6.00%, 01/15/2037		92,590
		205,458	6.00%, 02/15/2037		237,092
		378,361	6.00%, 06/15/2037		437,290
		128,660	6.00%, 11/15/2037		147,258
		1,290	6.00%, 03/15/2038		1,476
		101,183	6.00%, 06/15/2038		117,938
		248,647	6.00%, 08/15/2038		284,525
		280,062	6.00%, 10/15/2038		320,593
		299,677	6.00%, 11/15/2038		345,593
		168,424	6.00%, 12/15/2038		194,330
		166,182	6.00%, 01/15/2039		190,142
		6,198	6.00%, 03/15/2039		7,095
		945,760	6.00%, 04/15/2039		1,103,533
		511,540	6.00%, 08/15/2039		585,158
		31,468	6.00%, 09/15/2039		36,175

The accompanying notes are an integral part of these financial statements.

203

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 49.7% - (continued)
			GNMA - 7.3% - (continued)
	$	86,239	6.00%, 11/15/2039	$	98,650
		30,391	6.00%, 06/15/2040		34,790
		250,296	6.00%, 12/15/2040		286,389
		857,597	6.00%, 06/15/2041		981,018
		400,000	6.00%, 11/01/2046(4)(16)		457,117
		16,395	6.50%, 09/15/2028		18,847
		2,861	6.50%, 10/15/2028		3,288
		5,445	6.50%, 12/15/2028		6,259
		67,303	6.50%, 05/15/2029		79,681
		103,523	6.50%, 08/15/2031		118,998
		16,424	6.50%, 09/15/2031		18,880
		61,733	6.50%, 10/15/2031		70,961
		178,035	6.50%, 11/15/2031		204,650
		40,904	6.50%, 01/15/2032		47,019
		33,415	6.50%, 03/15/2032		39,085
		7,947	6.50%, 04/15/2032		9,135
		49,317	6.50%, 07/15/2032		56,690
					148,375,829
			Total U.S. Government Agencies (cost $1,006,011,540)	$	1,009,547,918
U.S. GOVERNMENT SECURITIES - 10.1%
			U.S. Treasury Securities - 10.1%
			U.S. Treasury Bonds - 3.5%
	$	16,530,000	2.50%, 02/15/2045(17)	$	16,242,014
		7,800,000	2.50%, 02/15/2046		7,653,446
		6,525,000	2.88%, 08/15/2045		6,914,464
		3,440,000	3.00%, 11/15/2044(17)		3,736,432
		9,045,000	3.00%, 05/15/2045(18)		9,819,478
		10,790,000	3.13%, 08/15/2044(17)		12,003,033
		530,000	3.38%, 05/15/2044		616,850
		3,560,000	3.63%, 02/15/2044		4,326,653
		7,016,000	4.50%, 02/15/2036		9,539,290
					70,851,660
			U.S. Treasury Notes - 6.6%
		69,212,576	0.25%, 01/15/2025(9)		70,128,881
		275,000	0.63%, 07/31/2017(17)		274,979
		2,050,000	0.88%, 04/30/2017(17)		2,053,463
		91,000	1.50%, 12/31/2018		92,130
		28,095,000	1.63%, 02/15/2026(17)		27,629,691
		29,413,000	2.25%, 11/15/2025(17)		30,504,487
		4,700,000	3.13%, 04/30/2017(18)		4,760,310
					135,443,941
			Total U.S. Government Securities (cost $200,944,435)	$	206,295,601
COMMON STOCKS - 0.1%
			Energy - 0.1%
		22,554	Arch Coal, Inc.*	$	1,655,013
		8,492	Templar Energy LLC Class A(1)		84,917
					1,739,930
			Utilities - 0.0%
		350,000	TCEH Corp.*(1)		—

Shares or Principal Amount				Market Value†
COMMON STOCKS - 0.1% - (continued)
			Utilities - 0.0% - (continued)
		5,836	Vistra Energy Corp.*	$	88,707
					88,707
			Total Common Stocks (cost $1,595,111)	$	1,828,637
PREFERRED STOCKS - 0.0%
			Banks - 0.0%
		469	U.S. Bancorp Series A 3.50%(3)(7)	$	415,529
			Diversified Financials - 0.0%
		20,000	Citigroup Capital XIII 7.26%(3)		520,200
			Total Preferred Stocks (cost $889,590)	$	935,729
			Total Long-Term Investments (cost $2,685,166,336)	$	2,714,772,790
SHORT-TERM INVESTMENTS - 5.3%
			Commercial Paper - 0.5%
	$	10,280,000	KFW International Finance, Inc. 0.82%, 02/01/2017	$	10,257,002
			Other Investment Pools & Funds - 4.8%
		97,253,396	Morgan Stanley Institutional Liquidity Funds, Institutional Class		97,253,396
			Total Short-Term Investments (cost $107,511,854)	$	107,510,398

Total Investments Excluding Purchased Options (cost $2,792,678,190)	138.9	%	$	2,822,283,188
Total Purchased Options (cost $62,164)	0.0	%	$	1,347
Total Investments (cost $2,792,740,354)^	138.9	%	$	2,822,284,535
Other Assets and Liabilities	(38.9	)%		(790,931,394	)
Total Net Assets	100.0	%	$	2,031,353,141

The accompanying notes are an integral part of these financial statements.

204

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $2,793,865,960 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	46,182,162
Unrealized Depreciation		(17,763,587	)
Net Unrealized Appreciation	$	28,418,575

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $84,917, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $523,471,270, which represents 25.8% of total net assets.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁴⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $785,769,380 at October 31, 2016.

⁽⁵⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁶⁾  Securities disclosed are interest-only strips.

⁽⁷⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁸⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $28,215,413, which represents 1.4% of total net assets.

⁽⁹⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁰⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽¹¹⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹²⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹³⁾  This security, or a portion of this security, has unfunded loan commitments. As of October 31, 2016, the aggregate value of the unfunded commitment was $18,341, which rounds to zero percent of total net assets.

⁽¹⁴⁾  Securities disclosed are principal-only strips.

⁽¹⁵⁾  Security is a zero-coupon bond.

⁽¹⁶⁾  Represents or includes a TBA transaction.

⁽¹⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁸⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

The accompanying notes are an integral part of these financial statements.

205

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Puts
CNH Put/JPY Call		GSC		14.93 JPY per CNH		11/10/16		CNH	22,494,000	$	1,347	$	62,164	$	(60,817	)
Total purchased option contracts										$	1,347	$	62,164	$	(60,817	)

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Eurodollar 3-Month Future		799		12/18/2017	$	197,558,906	$	197,472,850	$	(86,056	)
U.S. Treasury 10-Year Ultra Note Future		204		12/20/2016		29,427,703		28,869,188		(558,515	)
U.S. Treasury 5-Year Note Future		2,598		12/30/2016		315,634,180		313,830,281		(1,803,899	)
U.S. Treasury Long Bond Future		246		12/20/2016		41,885,075		40,028,812		(1,856,263	)
Total									$	(4,304,733	)
Short position contracts:
Euro-Bund Future		133		12/08/2016	$	23,856,300	$	23,676,947	$	179,353
Eurodollar 3-Month Future		799		09/17/2018		197,365,553		197,223,163		142,390
U.S. Treasury 10-Year Note Future		1,686		12/20/2016		220,369,038		218,547,750		1,821,288
U.S. Treasury 2-Year Note Future		1,063		12/30/2016		231,801,410		231,883,485		(82,075	)
U.S. Treasury Ultra Bond Future		13		12/20/2016		2,403,331		2,287,188		116,143
Total									$	2,177,099
Total futures contracts									$	(2,127,634	)

TBA Sale Commitments Outstanding at October 31, 2016
Description	Principal Amount		Maturity Date		Market Value†			Unrealized Appreciation/ (Depreciation)
FNMA, 3.50%	$	2,400,000		11/01/2031	$	(2,528,531	)	$	(82	)
FNMA, 3.50%		21,600,000		12/01/2046		(22,653,845	)		9,280
FNMA, 4.50%		625,000		11/01/2046		(683,106	)		352
FNMA, 4.50%		300,000		12/01/2046		(327,656	)		(47	)
FNMA, 5.50%		5,700,000		11/01/2046		(6,426,556	)		(12,275	)
GNMA, 3.50%		15,800,000		11/01/2046		(16,733,188	)		12,203
GNMA, 4.00%		43,775,000		11/01/2046		(46,888,838	)		(2,549	)
Total (proceeds $96,248,602)					$	(96,241,720	)	$	6,882

At October 31, 2016, the aggregate market value of TBA Sale Commitments Outstanding represents (4.7)% of total net assets.

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

206

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1		MSC		USD	1,032,859		(0.32%)		07/25/45	$	195,921	$	—		$	196,781		$	860
ABX.HE.AAA.06-1		CSI		USD	43,270		(0.18%)		07/25/45		649		—			965			316
ABX.HE.AAA.06-1		JPM		USD	7,867		(0.18%)		07/25/45		175		—			176			1
ABX.HE.AAA.06-1		MSC		USD	132,956		(0.18%)		07/25/45		2,979		—			2,966			(13	)
ABX.HE.AAA.06-1		GSC		USD	81,033		(0.18%)		07/25/45		7,293		—			1,808			(5,485	)
ABX.HE.AAA.07-1		GSC		USD	802,238		(0.09%)		08/25/37		185,801		—			197,812			12,011
ABX.HE.AAA.07-1		GSC		USD	183,159		(0.09%)		08/25/37		42,204		—			45,163			2,959
ABX.HE.AAA.07-1		MSC		USD	1,465,276		(0.09%)		08/25/37		359,313		—			361,305			1,992
ABX.HE.AAA.07-1		JPM		USD	172,170		(0.09%)		08/25/37		42,112		—			42,452			340
ABX.HE.AAA.07-1		CSI		USD	1,740,015		(0.09%)		08/25/37		463,369		—			429,045			(34,324	)
ABX.HE.PENAAA.06-2		MSC		USD	650,985		(0.11%)		05/25/46		75,650		—			73,705			(1,945	)
ABX.HE.PENAAA.06-2		JPM		USD	1,377,411		(0.11%)		05/25/46		159,686		—			155,947			(3,739	)
ABX.HE.PENAAA.06-2		GSC		USD	1,111,252		(0.11%)		05/25/46		277,813		—			125,813			(152,000	)
CDX.EM.26		BCLY		USD	50,174,000		(1.00%)		12/20/21		2,930,648		—			3,158,004			227,356
CMBX.NA.A.7		JPM		USD	1,565,000		(2.00%)		01/17/47		61,363		—			66,207			4,844
CMBX.NA.AA.7		CSI		USD	1,070,000		(1.50%)		01/17/47		33,820		—			26,104			(7,716	)
CMBX.NA.AA.7		CSI		USD	1,850,000		(1.50%)		01/17/47		58,473		—			45,133			(13,340	)
CMBX.NA.AA.7		CSI		USD	1,850,000		(1.50%)		01/17/47		58,473		—			45,133			(13,340	)
CMBX.NA.AA.7		CSI		USD	2,140,000		(1.50%)		01/17/47		67,639		—			52,208			(15,431	)
CMBX.NA.AA.8		MSC		USD	925,000		(1.50%)		10/17/57		37,623		—			38,250			627
CMBX.NA.AAA.8		MSC		USD	500,000		(0.50%)		10/17/57		13,252		—			9,993			(3,259	)
CMBX.NA.AAA.8		MSC		USD	1,165,000		(0.50%)		10/17/57		30,423		—			23,283			(7,140	)
CMBX.NA.AJ.4		GSC		USD	1,055,657		(0.96%)		02/17/51		171,256		—			265,037			93,781
CMBX.NA.AJ.4		DEUT		USD	1,272,708		(0.96%)		02/17/51		234,600		—			319,530			84,930
CMBX.NA.AJ.4		CBK		USD	944,172		(0.96%)		02/17/51		169,000		—			237,047			68,047
CMBX.NA.AJ.4		MSC		USD	7,510,952		(0.96%)		02/17/51		1,868,866		—			1,885,925			17,059
CMBX.NA.AJ.4		CSI		USD	1,405,899		(0.96%)		02/17/51		349,778		—			353,007			3,229
CMBX.NA.AS.6		CSI		USD	2,230,000		(1.00%)		05/11/63		24,079		—			7,440			(16,639	)
CMBX.NA.AS.6		CSI		USD	2,715,000		(1.00%)		05/11/63		29,316		—			9,058			(20,258	)
CMBX.NA.AS.7		CBK		USD	1,445,000		(1.00%)		01/17/47		31,980		—			14,130			(17,850	)
CMBX.NA.AS.7		CSI		USD	3,220,000		(1.00%)		01/17/47		59,406		—			31,575			(27,831	)
CMBX.NA.AS.7		GSC		USD	1,710,000		(1.00%)		01/17/47		48,899		—			15,391			(33,508	)
CMBX.NA.AS.8		DEUT		USD	730,000		(1.00%)		10/17/57		53,997		—			16,832			(37,165	)
CMBX.NA.BBB.7		GSC		USD	810,000		(3.00%)		01/17/47		70,696		—			68,385			(2,311	)
CMBX.NA.BBB.7		CSI		USD	1,490,000		(3.00%)		01/17/47		146,415		—			125,921			(20,494	)
CMBX.NA.BBB.7		CSI		USD	1,740,000		(3.00%)		01/17/47		170,981		—			147,048			(23,933	)
CMBX.NA.BBB.7		MSC		USD	1,360,000		(3.00%)		01/17/47		141,504		—			114,934			(26,570	)
CMBX.NA.BBB.7		DEUT		USD	590,000		(3.00%)		01/17/47		43,595		—			49,812			6,217
CMBX.NA.BBB.7		MSC		USD	820,000		(3.00%)		01/17/47		68,765		—			69,299			534
CMBX.NA.BBB.7		GSC		USD	460,000		(3.00%)		01/17/47		41,982		—			37,763			(4,219	)
CMBX.NA.BBB.7		CSI		USD	2,070,000		(3.00%)		01/17/47		178,986		—			174,764			(4,222	)
CMBX.NA.BBB.7		CSI		USD	725,000		(3.00%)		01/17/47		65,796		—			61,210			(4,586	)
CMBX.NA.BBB.7		DEUT		USD	600,000		(3.00%)		01/17/47		57,848		—			50,656			(7,192	)
CMBX.NA.BBB.7		GSC		USD	925,000		(3.00%)		01/17/47		89,342		—			78,095			(11,247	)
CMBX.NA.BBB.7		GSC		USD	1,635,000		(3.00%)		01/17/47		154,282		—			138,038			(16,244	)
CMBX.NA.BBB.7		DEUT		USD	625,000		(3.00%)		01/17/47		78,611		—			52,767			(25,844	)
CMBX.NA.BBB.7		GSC		USD	595,000		(3.00%)		01/17/47		83,945		—			50,234			(33,711	)
CMBX.NA.BBB.7		MSC		USD	4,340,000		(3.00%)		01/17/47		426,508		—			366,775			(59,733	)
Total										$	9,965,112	$	—		$	9,838,926		$	(126,186	)
Sell protection:
CMBX.NA.A.6		MSC		USD	60,000		2.00%		05/11/63	$	—	$	(1,372	)	$	(2,267	)	$	(895	)
CMBX.NA.A.6		GSC		USD	1,210,000		2.00%		05/11/63		15,795		—			(45,735	)		(61,530	)
CMBX.NA.AAA.6		JPM		USD	20,163,106		0.50%		05/11/63		—		(824,855	)		(107,677	)		717,178
CMBX.NA.AAA.6		JPM		USD	5,463,403		0.50%		05/11/63		—		(172,417	)		(29,176	)		143,241
CMBX.NA.AAA.6		UBS		USD	4,448,700		0.50%		05/11/63		—		(142,997	)		(23,758	)		119,239

The accompanying notes are an integral part of these financial statements.

207

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.AAA.6		MLI		USD	3,918,854		0.50%		05/11/63	$	—	$	(128,379	)	$	(20,928	)	$	107,451
CMBX.NA.AAA.6		MLI		USD	4,009,828		0.50%		05/11/63		—		(128,382	)		(21,414	)		106,968
CMBX.NA.AAA.6		MLI		USD	3,823,882		0.50%		05/11/63		—		(126,864	)		(20,421	)		106,443
CMBX.NA.AAA.6		MLI		USD	4,598,656		0.50%		05/11/63		—		(105,760	)		(24,559	)		81,201
CMBX.NA.AAA.6		GSC		USD	11,596,610		0.50%		05/11/63		—		(134,549	)		(61,929	)		72,620
CMBX.NA.AAA.6		UBS		USD	3,294,037		0.50%		05/11/63		—		(87,759	)		(17,591	)		70,168
CMBX.NA.AAA.6		MLI		USD	1,914,440		0.50%		05/11/63		—		(65,185	)		(10,224	)		54,961
CMBX.NA.AAA.6		CSI		USD	2,199,357		0.50%		05/11/63		—		(51,924	)		(11,745	)		40,179
CMBX.NA.AAA.6		CSI		USD	2,199,357		0.50%		05/11/63		—		(51,860	)		(11,745	)		40,115
CMBX.NA.AAA.6		MSC		USD	2,104,385		0.50%		05/11/63		—		(49,069	)		(11,238	)		37,831
CMBX.NA.AAA.6		CSI		USD	1,114,674		0.50%		05/11/63		—		(40,914	)		(5,953	)		34,961
CMBX.NA.AAA.6		GSC		USD	1,229,641		0.50%		05/11/63		—		(39,345	)		(6,567	)		32,778
CMBX.NA.AAA.6		DEUT		USD	1,049,693		0.50%		05/11/63		—		(35,458	)		(5,606	)		29,852
CMBX.NA.AAA.6		MLI		USD	1,433,581		0.50%		05/11/63		—		(33,804	)		(7,656	)		26,148
CMBX.NA.AAA.6		MSC		USD	894,738		0.50%		05/11/63		—		(30,223	)		(4,778	)		25,445
CMBX.NA.AAA.6		MSC		USD	664,806		0.50%		05/11/63		—		(22,165	)		(3,550	)		18,615
CMBX.NA.AAA.6		MSC		USD	889,740		0.50%		05/11/63		—		(20,980	)		(4,752	)		16,228
CMBX.NA.AAA.6		GSC		USD	549,839		0.50%		05/11/63		—		(18,562	)		(2,937	)		15,625
CMBX.NA.AAA.6		CSI		USD	2,749,196		0.50%		05/11/63		—		(29,647	)		(14,719	)		14,928
CMBX.NA.AAA.6		CSI		USD	2,369,307		0.50%		05/11/63		—		(25,551	)		(12,686	)		12,865
CMBX.NA.AAA.6		CSI		USD	2,364,309		0.50%		05/11/63		—		(25,497	)		(12,659	)		12,838
CMBX.NA.AAA.6		GSC		USD	409,880		0.50%		05/11/63		—		(13,547	)		(2,189	)		11,358
CMBX.NA.AAA.6		MSC		USD	2,609,237		0.50%		05/11/63		—		(20,867	)		(13,934	)		6,933
CMBX.NA.AAA.6		MSC		USD	1,304,619		0.50%		05/11/63		—		(10,812	)		(6,967	)		3,845
CMBX.NA.BB.6		MSC		USD	3,490,000		5.00%		05/11/63		—		(648,219	)		(536,079	)		112,140
CMBX.NA.BB.6		CSI		USD	1,835,000		5.00%		05/11/63		—		(340,806	)		(281,864	)		58,942
CMBX.NA.BB.6		CSI		USD	1,830,000		5.00%		05/11/63		—		(339,877	)		(281,096	)		58,781
CMBX.NA.BB.6		CSI		USD	1,830,000		5.00%		05/11/63		—		(339,877	)		(281,096	)		58,781
CMBX.NA.BB.6		CSI		USD	1,830,000		5.00%		05/11/63		—		(339,877	)		(281,096	)		58,781
CMBX.NA.BB.6		CSI		USD	952,000		5.00%		05/11/63		—		(176,810	)		(146,231	)		30,579
CMBX.NA.BB.6		CSI		USD	935,000		5.00%		05/11/63		—		(166,874	)		(143,620	)		23,254
CMBX.NA.BB.6		GSC		USD	941,000		5.00%		05/11/63		—		(110,270	)		(144,411	)		(34,141	)
CMBX.NA.BB.6		GSC		USD	1,870,000		5.00%		05/11/63		—		(206,502	)		(286,980	)		(80,478	)
CMBX.NA.BB.8		MSC		USD	3,099,000		5.00%		10/17/57		—		(877,229	)		(841,785	)		35,444
CMBX.NA.BB.8		MSC		USD	1,485,000		5.00%		10/17/57		—		(432,188	)		(403,166	)		29,022
CMBX.NA.BB.8		GSC		USD	890,000		5.00%		10/17/57		—		(266,163	)		(241,628	)		24,535
CMBX.NA.BB.8		MSC		USD	1,270,000		5.00%		10/17/57		—		(369,076	)		(344,795	)		24,281
CMBX.NA.BB.8		GSC		USD	380,000		5.00%		10/17/57		—		(127,305	)		(103,167	)		24,138
CMBX.NA.BB.8		CSI		USD	1,675,000		5.00%		10/17/57		—		(474,108	)		(454,982	)		19,126
CMBX.NA.BB.8		CSI		USD	1,660,000		5.00%		10/17/57		—		(469,862	)		(450,908	)		18,954
CMBX.NA.BB.8		GSC		USD	1,625,000		5.00%		10/17/57		—		(457,878	)		(441,175	)		16,703
CMBX.NA.BB.8		CSI		USD	725,000		5.00%		10/17/57		—		(205,211	)		(196,933	)		8,278
CMBX.NA.BB.8		JPM		USD	460,000		5.00%		10/17/57		—		(102,806	)		(124,886	)		(22,080	)
CMBX.NA.BB.8		GSC		USD	465,000		5.00%		10/17/57		—		(75,024	)		(126,244	)		(51,220	)
CMBX.NA.BB.8		MLI		USD	400,000		5.00%		10/17/57		—		(48,165	)		(108,597	)		(60,432	)
CMBX.NA.BB.8		GSC		USD	600,000		5.00%		10/17/57		—		(95,869	)		(162,895	)		(67,026	)
CMBX.NA.BB.8		BOA		USD	885,000		5.00%		10/17/57		—		(112,856	)		(240,271	)		(127,415	)
CMBX.NA.BB.8		GSC		USD	835,000		5.00%		10/17/57		—		(98,012	)		(226,696	)		(128,684	)
CMBX.NA.BB.8		BOA		USD	905,000		5.00%		10/17/57		—		(82,687	)		(245,700	)		(163,013	)
CMBX.NA.BB.8		BOA		USD	1,100,000		5.00%		10/17/57		—		(76,680	)		(298,642	)		(221,962	)
CMBX.NA.BB.9		GSC		USD	885,000		5.00%		09/17/58		—		(246,038	)		(216,048	)		29,990
CMBX.NA.BB.9		BOA		USD	440,000		5.00%		09/17/58		—		(123,582	)		(107,414	)		16,168
CMBX.NA.BB.9		GSC		USD	440,000		5.00%		09/17/58		—		(122,324	)		(107,414	)		14,910
CMBX.NA.BB.9		GSC		USD	440,000		5.00%		09/17/58		—		(121,268	)		(107,414	)		13,854
CMBX.NA.BB.9		JPM		USD	470,000		5.00%		09/17/58		—		(128,456	)		(114,738	)		13,718
CMBX.NA.BB.9		BOA		USD	435,000		5.00%		09/17/58		—		(118,890	)		(106,193	)		12,697

The accompanying notes are an integral part of these financial statements.

208

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BBB.6		MSC		USD	360,000		3.00%		05/11/63	$	—	$	(32,018	)	$	(29,314	)	$	2,704
CMBX.NA.BBB.8		GSC		USD	1,870,000		3.00%		10/17/57		—		(274,018	)		(314,961	)		(40,943	)
PrimeX.ARM.2		MSC		USD	1,586,014		4.58%		12/25/37		58,923		—			22,274			(36,649	)
PrimeX.ARM.2		JPM		USD	278,728		4.58%		12/25/37		11,883		—			3,855			(8,028	)
Total										$	86,601	$	(10,645,569	)	$	(8,997,670	)	$	1,561,298
Total traded indices										$	10,051,713	$	(10,645,569	)	$	841,256		$	1,435,112
Credit default swaps on single-name issues:
Sell protection:
Russian Government International Bond		BCLY		USD	2,565,000		1.00%/2.04%		06/20/21	$	—	$	(133,587	)	$	(114,044	)	$	19,543
South Africa Government International Bond		BOA		USD	2,645,000		1.00%/2.40%		12/20/21		—		(181,829	)		(173,946	)		7,883
Total										$	—	$	(315,416	)	$	(287,990	)	$	27,426
Total single-name issues										$	—	$	(315,416	)	$	(287,990	)	$	27,426
Total OTC contracts										$	10,051,713	$	(10,960,985	)	$	553,266		$	1,462,538

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity		Notional Amount(a)		(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26	USD		365,000		(5.00	%)		06/20/21	$	(5,828	)	$	(17,543	)	$	(11,715	)
CDX.NA.HY.26	USD		51,721,000		(5.00	%)		06/20/21		(1,841,929	)		(2,485,859	)		(643,930	)
CDX.NA.HY.27	USD		37,530,000		(5.00	%)		12/20/21		(1,350,006	)		(1,456,077	)		(106,071	)
ITRAXX.EUR.26	EUR		12,035,000		(1.00	%)		12/20/21		190,512			194,122			3,610
ITRAXX.XOV.26	EUR		7,086,000		(5.00	%)		12/20/21		626,861			632,269			5,408
Total									$	(2,380,390	)	$	(3,133,088	)	$	(752,698	)
Credit default swaps on indices:
Sell protection:
CDX.NA.IG.27	USD		27,760,000		1.00	%		12/20/21	$	338,478		$	318,983		$	(19,495	)
Total									$	(2,041,912	)	$	(2,814,105	)	$	(772,193	)

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

The accompanying notes are an integral part of these financial statements.

209

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BOA		1.82% Fixed		CPURNSA		USD	22,955,000		09/22/25	$	—	$	—	$	126,502		$	126,502
GSC		6M LIBOR		6.26% Fixed		INR	271,490,000		09/12/21		—		—		(17,784	)		(17,784	)
Total										$	—	$	—	$	108,718		$	108,718

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate		1.00% Fixed		USD	63,709,000		09/29/26	$	713,209	$	—		$	1,386,501		$	673,292
3M USD LIBOR		1.75% Fixed		USD	11,600,000		03/15/27		—		(328,512	)		(261,940	)		66,572
Total								$	713,209	$	(328,512	)	$	1,124,561		$	739,864

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
BRL	Sell		12/02/16	GSC	$	3,938,439	$	4,067,954	$	(129,515	)
BRL	Sell		12/02/16	MSC		10,861,523		11,184,002		(322,479	)
COP	Sell		12/21/16	SSG		1,632,983		1,589,213		43,770
COP	Sell		12/21/16	SSG		1,334,193		1,331,332		2,861
EUR	Buy		11/30/16	MSC		258,281		259,381		1,100
EUR	Buy		03/15/17	CBK		1,320,900		1,314,516		(6,384	)
EUR	Buy		03/15/17	BOA		606,985		585,457		(21,528	)
EUR	Buy		03/15/17	BOA		796,404		767,721		(28,683	)
EUR	Buy		03/15/17	UBS		934,495		900,277		(34,218	)
EUR	Sell		11/30/16	BNP		223,288		223,111		177
EUR	Sell		11/30/16	CBK		16,191,404		16,324,491		(133,087	)
EUR	Sell		12/21/16	BOA		2,002,142		1,958,723		43,419
EUR	Sell		03/15/17	BOA		3,472,479		3,567,971		(95,492	)
GBP	Sell		11/30/16	CBK		1,851,569		1,864,009		(12,440	)
IDR	Sell		12/21/16	HSBC		1,645,897		1,679,491		(33,594	)
IDR	Sell		12/21/16	JPM		5,466,938		5,531,149		(64,211	)
JPY	Sell		01/11/17	CBK		19,995,170		19,801,262		193,908
RON	Sell		06/26/17	CBK		8,125,179		7,962,187		162,992
RON	Sell		08/28/17	JPM		2,568,913		2,464,276		104,637
RON	Sell		08/28/17	BNP		1,548,757		1,487,379		61,378
THB	Sell		12/21/16	RBS		4,952,125		4,940,183		11,942
TRY	Sell		12/21/16	BOA		1,836,552		1,804,062		32,490
ZAR	Buy		12/21/16	GSC		2,983,101		3,119,459		136,358
ZAR	Sell		12/21/16	GSC		734,076		779,828		(45,752	)
ZAR	Sell		12/21/16	GSC		2,206,131		2,339,632		(133,501	)
Total									$	(265,852	)

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

210

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
RBS	RBS Greenwich Capital
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
BRL	Brazilian Real
CNH	Chinese Renminbi
COP	Colombian Peso
EUR	Euro
GBP	British Pound
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
RON	New Romanian Leu
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand
Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
ABX.HE.PEN	Markit Asset Backed Security Home Equity Penultimate
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.EUR	Markit iTraxx - Europe
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security

Other Abbreviations:
CDO	Collateralized Debt Obligation
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EM	Emerging Markets
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OTC	Over-the-Counter
PAC	Planned Amortization Class
TBA	To Be Announced
Municipal Abbreviations:
GO	General Obligation

The accompanying notes are an integral part of these financial statements.

211

The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Energy	$	1,739,930		$	1,655,013		$	—		$	84,917
Utilities		88,707			88,707			—			—
Asset & Commercial Mortgage Backed Securities		580,262,444			—			580,262,444			—
Corporate Bonds		701,283,609			—			701,283,609			—
Foreign Government Obligations		79,157,836			—			79,157,836			—
Municipal Bonds		22,281,684			—			22,281,684			—
Senior Floating Rate Interests		113,179,332			—			113,179,332			—
U.S. Government Agencies		1,009,547,918			—			1,009,547,918			—
U.S. Government Securities		206,295,601			—			206,295,601			—
Preferred Stocks		935,729			935,729			—			—
Short-Term Investments		107,510,398			97,253,396			10,257,002			—
Purchased Options		1,347			—			1,347			—
Foreign Currency Contracts(2)		795,032			—			795,032			—
Futures Contracts(2)		2,259,174			2,259,174			—			—
Swaps - Credit Default(2)		3,227,341			—			3,227,341			—
Swaps - Interest Rate(2)		866,366			—			866,366			—
Total	$	2,829,432,448		$	102,192,019		$	2,727,155,512		$	84,917
Liabilities
Foreign Currency Contracts(2)	$	(1,060,884	)	$	—		$	(1,060,884	)	$	—
Futures Contracts(2)		(4,386,808	)		(4,386,808	)		—			—
Swaps - Credit Default(2)		(2,536,996	)		—			(2,536,996	)		—
Swaps - Interest Rate(2)		(17,784	)		—			(17,784	)		—
TBA Sale Commitments		(96,241,720	)		—			(96,241,720	)		—
Total	$	(104,244,192	)	$	(4,386,808	)	$	(99,857,384	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Asset & Commercial Mortgage Backed Securities			Common Stocks		Total
Beginning balance	$	2,775,058		$	—	$	2,775,058
Purchases		—			72,709		72,709
Sales		—					—
Accrued discounts/(premiums)		—					—
Total realized gain/(loss)		—					—
Net change in unrealized appreciation/depreciation		—			12,208		12,208
Transfers into Level 3		—			—		—
Transfers out of Level 3(1)		(2,775,058	)		—		(2,775,058	)
Ending balance	$	—		$	84,917	$	84,917

⁽¹⁾  For the year ended October 31, 2016, investments valued at $2,775,058 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $12,208.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

212

The Hartford Unconstrained Bond Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.2%
			Asset - Backed - Finance & Insurance - 14.2%
			Apidos CLO
	$	415,000	2.31%, 07/18/2027(3)(4)	$	415,981
		390,000	2.43%, 01/16/2027(3)(4)		390,343
		395,000	Atlas Senior Loan Fund Ltd. 2.42%, 10/15/2026(3)(4)		396,221
		270,000	Avery Point VI CLO Ltd. 2.23%, 08/05/2027(3)(4)		270,506
		425,000	Babson CLO Ltd. 2.31%, 04/20/2027(3)(4)		425,726
		270,000	Carlyle Global Market Strategies Ltd. 2.36%, 04/27/2027(3)(4)		270,378
			Cent CLO Ltd.
		500,000	2.01%, 08/01/2024(3)(4)		500,359
		275,000	2.37%, 04/17/2026(3)(4)		274,761
		395,000	CIFC Funding Ltd. 2.31%, 05/24/2026(3)(4)		395,154
			Dryden Senior Loan Fund
		300,000	2.11%, 11/15/2023(3)(4)		300,424
		275,000	3.14%, 11/09/2025(3)(4)		274,749
		20,561	Equity One Mortgage Pass - Through Trust 5.46%, 12/25/2033(4)		10,603
			Galaxy CLO Ltd.
		400,000	2.13%, 04/15/2025(3)(4)		399,313
		315,000	2.43%, 01/24/2027(3)(4)		314,937
		205,000	Green Tree Agency Advance Funding Trust 3.10%, 10/15/2048(3)		205,513
		153,053	GSAMP Trust 0.62%, 01/25/2037(4)		95,357
		45,000	HSI Asset Securitization Corp. Trust 0.80%, 02/25/2036(4)		40,263
		155,000	Lendmark Funding Trust 3.26%, 04/21/2025(3)(5)		154,982
		45,120	Long Beach Asset Holdings Corp. 5.78%, 04/25/2046(1)(3)(6)		—
			Madison Park Funding Ltd.
		250,000	2.16%, 10/23/2025(3)(4)		249,760
		250,000	3.03%, 07/20/2026(3)(4)		249,947
		325,000	3.29%, 01/27/2026(3)(4)		325,177
		480,000	Magnetite CLO Ltd. 2.30%, 07/25/2026(3)(4)		480,221
		88,392	Nationstar HECM Loan Trust 2.98%, 02/25/2026(3)		88,622
		400,000	Neuberger Berman CLO Ltd. 2.24%, 08/04/2025(3)(4)		400,925
		275,000	Oaktree EIF II Ltd. 2.37%, 02/15/2026(3)(4)		274,953
		375,000	OCP CLO Ltd. 2.41%, 04/17/2027(3)(4)		375,628
		200,000	OHA Credit Partners VII Ltd. 2.23%, 11/20/2023(3)(4)		200,702
		288,000	OHA Credit Partners VIII Ltd. 2.00%, 04/20/2025(3)(4)		286,968
		345,000	OHA Loan Funding Ltd. 2.32%, 02/15/2027(3)(4)		346,478
		420,000	OneMain Financial Issuance Trust 4.10%, 03/20/2028(3)		431,168
		360,000	OZLM Funding Ltd. 2.21%, 04/30/2027(3)(4)		360,642
		325,000	Race Point CLO Ltd. 2.39%, 04/15/2027(3)(4)		325,680

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.2% - (continued)
			Asset - Backed - Finance & Insurance - 14.2% - (continued)
	$	257,666	Securitized Asset Backed Receivables LLC 0.62%, 07/25/2036(4)	$	127,103
			SoFi Consumer Loan Program LLC
		170,000	3.05%, 12/26/2025(3)		170,101
		167,814	3.09%, 10/27/2025(3)		168,520
			Sound Point CLO Ltd.
		250,000	2.25%, 01/21/2026(3)(4)		249,598
		270,000	2.41%, 04/15/2027(3)(4)		270,583
		250,000	5.48%, 07/15/2025(3)(4)		225,776
		205,000	SPS Servicer Advance Receivables Trust 2.92%, 07/15/2047(3)		205,361
		395,000	Symphony CLO Ltd. 2.33%, 10/17/2026(3)(4)		395,237
		270,000	Venture CLO Ltd. 2.37%, 07/15/2027(3)(4)		270,179
			Voya CLO Ltd.
		255,000	2.36%, 04/18/2027(3)(4)		255,255
		350,000	3.28%, 10/14/2026(3)(4)		350,082
					12,220,236
			Asset-Backed - Home Equity - 3.6%
		61,703	Asset-Backed Funding Certificates 0.75%, 01/25/2037(4)		40,247
			GSAA Home Equity Trust
		121,863	0.60%, 12/25/2046(4)		66,263
		412,569	0.61%, 02/25/2037(4)		230,456
		134,965	0.63%, 03/25/2037(4)		72,741
		284,269	0.71%, 11/25/2036(4)		141,107
		153,399	0.77%, 11/25/2036(4)		86,546
		27,521	0.83%, 03/25/2036(4)		18,323
		135,359	0.85%, 04/25/2047(4)		92,742
		59,602	5.88%, 09/25/2036		31,115
		352,910	5.99%, 06/25/2036(4)		177,514
		23,982	Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust 0.68%, 06/25/2036(4)		20,964
		467,705	Morgan Stanley Mortgage Loan Trust 0.70%, 11/25/2036(4)		206,971
		22,008	Nationstar NIM Ltd. 9.79%, 03/25/2037(3)(6)		—
			NRZ Advance Receivables Trust
		437,000	2.58%, 10/15/2049(3)		437,000
		905,000	3.30%, 08/17/2048(3)		909,772
		23,505	Renaissance Home Equity Loan Trust 6.12%, 11/25/2036		14,472
			Soundview Home Loan Trust
		685,063	0.77%, 07/25/2036(4)		466,444
		160,000	0.78%, 11/25/2036(4)		113,991
					3,126,668
			Commercial Mortgage - Backed Securities - 3.8%
		235,000	Banc of America Commercial Mortgage Trust 3.12%, 09/15/2048(3)(4)		128,440
		100,000	Bear Stearns Commercial Mortgage Securities, Inc. 5.13%, 10/12/2042(4)		99,135
			Citigroup Commercial Mortgage Trust
		40,000	4.40%, 03/10/2047(3)(4)		27,878
		30,000	4.90%, 03/10/2047(3)(4)		25,166

The accompanying notes are an integral part of these financial statements.

213

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.2% - (continued)
			Commercial Mortgage - Backed Securities - 3.8% - (continued)
	$	18,730	Cobalt CMBS Commercial Mortgage Trust 5.25%, 08/15/2048	$	18,708
		100,000	Commercial Mortgage Pass-Through Certificates 4.75%, 10/15/2045(3)(4)		61,867
			Commercial Mortgage Trust
		511,410	1.97%, 07/10/2046(3)(4)(7)		30,280
		15,000	3.96%, 03/10/2047		16,293
		65,000	4.57%, 10/15/2045(3)(4)		44,212
			Credit Suisse First Boston Mortgage Securities Corp.
		441	4.77%, 07/15/2037		441
		117,829	4.88%, 04/15/2037		106,308
		395,000	GS Mortgage Securities Corp. II 4.85%, 11/10/2045(3)(4)		366,375
			GS Mortgage Securities Trust
		4,652,759	0.22%, 07/10/2046(4)(7)		29,573
		398,662	1.37%, 08/10/2044(3)(4)(7)		20,649
		90,000	3.58%, 06/10/2047(3)		52,998
		100,166	3.67%, 04/10/2047(3)		52,172
		175,000	4.87%, 04/10/2047(3)(4)		123,345
		110,923	JP Morgan Chase Commercial Mortgage Securities Corp. 4.42%, 12/15/2047(3)(4)		88,779
			JP Morgan Chase Commercial Mortgage Securities Trust
		190,000	2.73%, 10/15/2045(3)(4)		106,413
		100,000	4.66%, 10/15/2045(3)(4)		91,082
		765,000	5.39%, 08/15/2046(3)(4)		784,800
		1,743,209	JPMBB Commercial Mortgage Securities Trust 0.86%, 09/15/2047(4)(7)		63,764
		105,000	Morgan Stanley Bank of America Merrill Lynch Trust 4.50%, 08/15/2045(3)		75,671
			Morgan Stanley Capital I Trust
		100,000	5.16%, 07/15/2049(3)(4)		78,788
		50,000	5.33%, 10/12/2052(3)(4)		46,310
		65,000	UBS-Barclays Commercial Mortgage Trust 4.09%, 03/10/2046(3)(4)		45,335
		160,000	VNDO Mortgage Trust 3.95%, 12/13/2029(3)(4)		164,459
		15,000	Wells Fargo Commercial Mortgage Trust 4.10%, 05/15/2048(4)		12,136
			WF-RBS Commercial Mortgage Trust
		235,599	3.02%, 11/15/2047(3)		106,733
		375,000	4.80%, 11/15/2045(3)(4)		303,202
		45,000	5.00%, 06/15/2044(3)(4)		39,030
		55,215	5.00%, 04/15/2045(3)(4)		32,751
		65,000	5.58%, 04/15/2045(3)(4)		66,470
					3,309,563
			Whole Loan Collateral CMO - 12.5%
			Adjustable Rate Mortgage Trust
		25,617	0.79%, 01/25/2036(4)		21,304
		65,215	0.80%, 11/25/2035(4)		60,239
		116,151	1.03%, 01/25/2036(4)		99,669
			Alternative Loan Trust
		113,668	0.85%, 11/25/2035(4)		91,321
		498,745	0.93%, 10/25/2036(4)		307,900
		224,317	5.50%, 12/25/2035		187,931

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.2% - (continued)
			Whole Loan Collateral CMO - 12.5% - (continued)
	$	298,893	5.75%, 05/25/2036	$	231,152
		262,244	6.00%, 05/25/2036		198,742
			American Home Mortgage Assets Trust
		75,225	0.66%, 03/25/2047(4)		57,897
		161,021	1.46%, 10/25/2046(4)		112,451
			Banc of America Funding Trust
		21,355	0.72%, 10/20/2036(4)		17,863
		156,724	3.19%, 04/20/2036(4)		131,725
		37,809	5.85%, 01/25/2037		32,095
		287,423	Banc of America Mortgage Trust 3.23%, 09/25/2035(4)		275,282
			BCAP LLC Trust
		147,721	0.70%, 01/25/2037(4)		118,976
		187,264	0.71%, 03/25/2037(4)		174,397
			Bear Stearns Alt-A Trust
		309,279	0.85%, 08/25/2036(4)		235,556
		160,184	1.03%, 01/25/2036(4)		138,025
		108,647	Bear Stearns Mortgage Funding Trust 0.71%, 10/25/2036(4)		88,199
		350,000	Chase Mortgage Finance Trust 5.50%, 11/25/2035		333,203
			CHL Mortgage Pass-Through Trust
		62,894	1.21%, 03/25/2035(4)		49,192
		37,034	2.82%, 03/20/2036(4)		30,131
		224,975	3.13%, 09/25/2047(4)		199,273
		75,651	Deutsche Alt-A Securities Mortgage Loan Trust 0.68%, 03/25/2037(4)		55,754
		398,671	DSLA Mortgage Loan Trust 1.43%, 03/19/2046(4)		324,117
		182,042	First Horizon Mortgage Pass-Through Trust 2.97%, 08/25/2037(4)		144,582
			GMAC Mortgage Corp. Loan Trust
		74,383	3.41%, 09/19/2035(4)		67,852
		22,015	3.41%, 04/19/2036(4)		19,571
			GSR Mortgage Loan Trust
		139,377	0.83%, 01/25/2037(4)		85,930
		320,443	3.05%, 04/25/2035(4)		306,205
		72,053	3.21%, 10/25/2035(4)		62,573
			HarborView Mortgage Loan Trust
		189,895	0.72%, 01/19/2038(4)		163,074
		697,936	0.77%, 12/19/2036(4)		518,702
		159,504	0.86%, 09/19/2035(4)		127,940
		10,709	1.23%, 01/19/2035(4)		7,011
		24,249	1.53%, 10/25/2037(4)		22,561
		263,898	3.28%, 01/19/2035(4)		244,077
			IndyMac Index Mortgage Loan Trust
		45,264	0.72%, 04/25/2037(4)		33,089
		106,901	0.81%, 07/25/2035(4)		85,982
		168,687	0.82%, 01/25/2036(4)		106,671
		283,646	0.93%, 07/25/2046(4)		170,199
			JP Morgan Mortgage Trust
		103,607	2.98%, 04/25/2037(4)		91,557
		108,056	2.98%, 11/25/2035(4)		100,756
		378,827	2.99%, 05/25/2036(4)		340,692
		78,895	3.16%, 09/25/2035(4)		75,166
		91,774	Lehman XS Trust 0.74%, 07/25/2046(4)		73,107
			LSTAR Securities Investment Trust
		201,183	2.53%, 01/01/2020(3)(4)		200,177
		461,156	2.53%, 04/01/2020(3)(4)		454,815

The accompanying notes are an integral part of these financial statements.

214

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Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 34.2% - (continued)
			Whole Loan Collateral CMO - 12.5% - (continued)
	$	197,538	2.53%, 09/01/2021(3)(4)	$	195,108
		419,271	2.53%, 10/01/2020(3)(4)		417,435
		59,680	Luminent Mortgage Trust 0.73%, 10/25/2046(4)		50,952
		73,127	Merrill Lynch Mortgage Investors Trust 3.10%, 07/25/2035(4)		56,725
		74,818	Morgan Stanley Mortgage Loan Trust 3.09%, 05/25/2036(4)		52,298
		245,626	New Residential Mortgage Loan Trust 3.75%, 11/26/2035(3)(4)		254,930
		485,329	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.54%, 06/25/2036(4)		363,965
		87,456	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		82,458
			Residential Accredit Loans, Inc.
		45,688	1.32%, 09/25/2046(4)		32,397
		342,842	1.83%, 11/25/2037(4)		233,872
		46,337	6.00%, 12/25/2035		40,022
		64,008	Residential Asset Securitization Trust 0.98%, 03/25/2035(4)		50,293
			Residential Funding Mortgage Securities, Inc.
		268,089	3.25%, 08/25/2035(4)		198,419
		9,711	3.47%, 04/25/2037(4)		8,254
		78,837	Sequoia Mortgage Trust 3.09%, 07/20/2037(4)		63,661
		448,521	Structured Adjustable Rate Mortgage Loan Trust 2.98%, 02/25/2036(4)		356,644
		376,951	Structured Asset Mortgage Investments II Trust 0.76%, 02/25/2036(4)		302,394
			Towd Point Mortgage Trust
		223,530	2.25%, 08/25/2055(3)(4)		223,865
		181,114	2.75%, 08/25/2055(3)(4)		184,121
			WaMu Mortgage Pass-Through Certificates Trust
		50,511	0.95%, 06/25/2044(4)		46,802
		40,966	2.20%, 11/25/2046(4)		36,797
		36,693	2.26%, 12/25/2036(4)		31,652
		147,353	2.57%, 06/25/2037(4)		131,668
		100,227	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 0.62%, 02/25/2037(4)		63,623
		41,418	Wells Fargo Alternative Loan Trust 3.15%, 12/28/2037(4)		36,068
			Wells Fargo Commercial Mortgage Trust
		265,000	2.88%, 05/15/2048(3)(4)		134,971
		115,000	3.36%, 09/15/2058(3)		68,840
					10,792,917
			Whole Loan Collateral PAC - 0.1%
		69,421	Alternative Loan Trust 1.03%, 12/25/2035(4)		45,648
			Total Asset & Commercial Mortgage Backed Securities (cost $29,872,453)	$	29,495,032

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4%
			Advertising - 0.0%
	$	5,000	Lamar Media Corp. 5.75%, 02/01/2026	$	5,353
			Apparel - 0.2%
		30,000	Hanesbrands, Inc. 4.88%, 05/15/2026(3)		30,525
		120,000	William Carter Co. 5.25%, 08/15/2021		124,800
					155,325
			Chemicals - 0.2%
		95,000	NOVA Chemicals Corp. 5.00%, 05/01/2025(3)		95,356
		5,000	Versum Materials, Inc. 5.50%, 09/30/2024(3)		5,112
		30,000	Westlake Chemical Corp. 4.63%, 02/15/2021(3)		31,350
					131,818
			Commercial Banks - 7.9%
	EUR	200,000	Allied Irish Banks plc 7.38%, 12/03/2020(4)(8)(9)		203,874
			Banco Bilbao Vizcaya Argentaria S.A.
		400,000	7.00%, 02/19/2019(4)(8)(9)		424,307
	$	200,000	9.00%, 05/09/2018(4)(8)(9)		207,750
	EUR	300,000	Banco Santander S.A. 6.25%, 03/12/2019(4)(8)(9)		306,091
		200,000	Bank of Ireland 7.38%, 06/18/2020(4)(8)(9)		212,981
			Barclays plc
		200,000	8.00%, 12/15/2020(4)(8)		224,764
	$	200,000	8.25%, 12/15/2018(4)(8)		202,500
	EUR	300,000	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 8.13%, 10/30/2023(9)		416,481
	$	200,000	BNP Paribas S.A. 7.63%, 03/30/2021(3)(4)(8)		209,000
		104,000	CIT Group, Inc. 5.50%, 02/15/2019(3)		109,460
		190,000	Citigroup, Inc. 5.50%, 09/13/2025		213,953
			Credit Agricole S.A.
	EUR	225,000	6.50%, 06/23/2021(4)(8)(9)		253,169
	$	200,000	8.13%, 12/23/2025(3)(4)(8)		214,768
		200,000	8.13%, 09/19/2033(3)(4)		216,500
		575,000	Credit Suisse Group AG 6.25%, 12/18/2024(4)(8)(9)		554,875
		245,000	Goldman Sachs Group, Inc. 5.15%, 05/22/2045		264,704
		475,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(3)(4)(8)		434,031
		20,000	Radian Group, Inc. 7.00%, 03/15/2021		22,419
			Royal Bank of Scotland Group plc
		45,000	6.13%, 12/15/2022		47,513
		560,000	7.50%, 08/10/2020(4)(8)		513,800
			Societe Generale S.A.
		275,000	7.38%, 09/13/2021(3)(4)(8)		272,662
		275,000	8.25%, 11/29/2018(4)(8)(9)		282,906
		400,000	Standard Chartered plc 6.41%, 01/29/2049		388,500

The accompanying notes are an integral part of these financial statements.

215

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Commercial Banks - 7.9% - (continued)
			UBS Group AG
	$	200,000	6.88%, 03/22/2021(4)(8)(9)	$	200,577
		200,000	7.00%, 02/19/2025(4)(8)(9)		213,500
		200,000	7.13%, 02/19/2020(4)(8)(9)		204,750
					6,815,835
			Commercial Services - 0.1%
		55,000	Cardtronics, Inc. 5.13%, 08/01/2022		56,237
			United Rentals North America, Inc.
		40,000	4.63%, 07/15/2023		41,300
		5,000	5.50%, 05/15/2027(5)		4,975
					102,512
			Construction Materials - 0.8%
		10,000	Boise Cascade Co. 5.63%, 09/01/2024(3)		10,113
		200,000	CRH America, Inc. 5.13%, 05/18/2045(3)		220,509
		15,000	Eagle Materials, Inc. 4.50%, 08/01/2026		15,119
		260,000	Grupo Cementos de Chihuahua S.A.B. de C.V. 8.13%, 02/08/2020(3)		273,650
		60,000	Norbord, Inc. 6.25%, 04/15/2023(3)		63,750
			Standard Industries, Inc.
		35,000	5.38%, 11/15/2024(3)		36,181
		80,000	6.00%, 10/15/2025(3)		85,396
					704,718
			Diversified Financial Services - 0.5%
		150,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 4.50%, 05/15/2021		155,925
		35,000	Aircastle Ltd. 5.50%, 02/15/2022		37,537
		65,000	International Lease Finance Corp. 5.88%, 04/01/2019		69,854
			Navient Corp.
		120,000	5.50%, 01/15/2019		122,400
		5,000	6.63%, 07/26/2021		5,038
		30,000	7.25%, 09/25/2023		29,888
		30,000	8.45%, 06/15/2018		32,446
					453,088
			Electric - 0.2%
		110,000	AES Corp. 8.00%, 06/01/2020		128,975
		60,000	NRG Energy, Inc. 6.25%, 07/15/2022		60,150
					189,125
			Engineering & Construction - 0.4%
		310,000	SBA Tower Trust 3.60%, 04/15/2043(3)		311,119
			Entertainment - 0.1%
		10,000	GLP Capital L.P. / GLP Financing II, Inc. 5.38%, 04/15/2026		10,625
			WMG Acquisition Corp.
		20,000	4.88%, 11/01/2024(3)		19,950
		10,000	5.00%, 08/01/2023(3)		10,125
					40,700

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Environmental Control - 0.2%
	$	130,000	Clean Harbors, Inc. 5.25%, 08/01/2020	$	132,600
			Forest Products & Paper - 0.2%
			Cascades, Inc.
		20,000	5.50%, 07/15/2022(3)		20,412
		55,000	5.75%, 07/15/2023(3)		55,550
		65,000	Clearwater Paper Corp. 5.38%, 02/01/2025(3)		65,650
					141,612
			Gas - 0.1%
			AmeriGas Partners L.P. / AmeriGas Finance Corp.
		20,000	5.63%, 05/20/2024		20,950
		20,000	5.88%, 08/20/2026		21,000
					41,950
			Healthcare-Products - 0.1%
		25,000	Hologic, Inc. 5.25%, 07/15/2022(3)		26,440
		60,000	Kinetic Concepts, Inc. / KCI USA, Inc. 7.88%, 02/15/2021(3)		64,650
					91,090
			Healthcare-Services - 0.6%
		90,000	Community Health Systems, Inc. 5.13%, 08/01/2021		83,925
		165,000	HCA, Inc. 6.50%, 02/15/2020		182,738
		60,000	LifePoint Health, Inc. 5.88%, 12/01/2023		60,900
		15,000	MEDNAX, Inc. 5.25%, 12/01/2023(3)		15,675
		135,000	Tenet Healthcare Corp. 6.00%, 10/01/2020		142,206
					485,444
			Home Builders - 0.2%
		67,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022		70,434
		60,000	Meritage Homes Corp. 6.00%, 06/01/2025		63,300
		5,000	PulteGroup, Inc. 4.25%, 03/01/2021		5,250
					138,984
			Insurance - 2.2%
	EUR	325,000	Achmea B.V. 6.00%, 04/04/2043(4)(9)		391,101
	$	295,000	AXA S.A. 6.46%, 12/14/2018(3)(4)(8)		307,596
		25,000	CNO Financial Group, Inc. 5.25%, 05/30/2025		25,250
	EUR	400,000	Credit Agricole Assurances S.A. 4.25%, 01/13/2025(4)(8)(9)		435,258
		400,000	Intesa Sanpaolo Vita S.p.A. 4.75%, 12/17/2024(4)(8)(9)		432,565
		300,000	Mapfre S.A. 5.92%, 07/24/2037(4)		339,059
	$	5,000	MGIC Investment Corp. 5.75%, 08/15/2023		5,275
					1,936,104

The accompanying notes are an integral part of these financial statements.

216

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Internet - 0.0%
	$	20,000	Netflix, Inc. 4.38%, 11/15/2026(3)	$	19,675
			Iron/Steel - 0.1%
			Steel Dynamics, Inc.
		45,000	5.13%, 10/01/2021		46,912
		20,000	5.50%, 10/01/2024		21,100
			United States Steel Corp.
		16,000	6.88%, 04/01/2021		15,805
		36,000	7.38%, 04/01/2020		35,820
		5,000	7.50%, 03/15/2022		4,788
					124,425
			Lodging - 0.1%
		25,000	Hilton Domestic Operating Co., Inc. 4.25%, 09/01/2024(3)		25,063
		90,000	Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.38%, 03/15/2022		92,362
					117,425
			Machinery - Construction & Mining - 0.1%
		50,000	Oshkosh Corp. 5.38%, 03/01/2025		52,250
			Machinery-Diversified - 0.1%
		17,000	Case New Holland Industrial, Inc. 7.88%, 12/01/2017		17,999
		45,000	CNH Industrial Capital LLC 3.38%, 07/15/2019		45,422
		5,000	CNH Industrial N.V. 4.50%, 08/15/2023		5,025
					68,446
			Media - 1.1%
		100,000	CCO Holdings LLC / CCO Holdings Capital Corp. 5.25%, 09/30/2022		104,125
		175,000	Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045(3)		205,074
		40,000	Charter Communications Operating LLC / Charter Communications Operating Capital 4.91%, 07/23/2025(3)		43,142
			DISH DBS Corp.
		56,000	5.88%, 07/15/2022		57,820
		95,000	6.75%, 06/01/2021		102,066
		120,000	Liberty Interactive LLC 8.25%, 02/01/2030		128,400
			TEGNA, Inc.
		80,000	4.88%, 09/15/2021(3)		83,400
		115,000	5.13%, 07/15/2020		119,600
			Videotron Ltd.
		45,000	5.00%, 07/15/2022		46,969
		80,000	5.38%, 06/15/2024(3)		83,700
					974,296
			Mining - 0.1%
			Freeport-McMoRan, Inc.
		5,000	3.88%, 03/15/2023		4,513
		20,000	4.55%, 11/14/2024		18,350
		15,000	5.40%, 11/14/2034		12,919
		35,000	5.45%, 03/15/2043		29,050

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Mining - 0.1% - (continued)
	$	5,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024	$	5,281
		25,000	Teck Resources Ltd. 8.50%, 06/01/2024(3)		28,937
					99,050
			Multi-National - 0.0%
	INR	1,760,000	International Finance Corp. 7.10%, 03/21/2031		28,071
			Oil & Gas - 0.4%
	$	15,000	Antero Resources Corp. 5.63%, 06/01/2023		15,300
			Concho Resources, Inc.
		20,000	5.50%, 04/01/2023		20,460
		25,000	6.50%, 01/15/2022		25,875
			Continental Resources, Inc.
		10,000	4.50%, 04/15/2023		9,525
		40,000	5.00%, 09/15/2022		39,200
			Marathon Oil Corp.
		15,000	3.85%, 06/01/2025		14,484
		5,000	5.20%, 06/01/2045		4,689
		5,000	6.60%, 10/01/2037		5,369
		5,000	6.80%, 03/15/2032		5,435
		50,000	MEG Energy Corp. 7.00%, 03/31/2024(3)		41,000
		45,000	Tesoro Corp. 5.13%, 04/01/2024		46,350
			WPX Energy, Inc.
		35,000	5.25%, 09/15/2024		33,250
		55,000	6.00%, 01/15/2022		54,862
					315,799
			Packaging & Containers - 0.2%
		15,000	Crown Americas LLC / Crown Americas Capital Corp. 4.25%, 09/30/2026(3)		14,719
		65,000	Graphic Packaging International, Inc. 4.88%, 11/15/2022		68,087
		30,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(3)		31,969
		55,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(3)		56,461
					171,236
			Pipelines - 0.9%
			DCP Midstream LLC
		10,000	5.35%, 03/15/2020(3)		10,300
		15,000	9.75%, 03/15/2019(3)		16,875
			DCP Midstream Operating L.P.
		10,000	2.70%, 04/01/2019		9,775
		5,000	3.88%, 03/15/2023		4,862
		21,000	4.95%, 04/01/2022		21,525
		15,000	5.60%, 04/01/2044		14,062
		130,000	Energy Transfer Equity L.P. 7.50%, 10/15/2020		141,700
		345,000	Energy Transfer Partners L.P. 5.95%, 10/01/2043		355,059
			MPLX L.P.
		40,000	4.88%, 12/01/2024		41,834
		40,000	4.88%, 06/01/2025		41,726

The accompanying notes are an integral part of these financial statements.

217

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 18.4% - (continued)
			Pipelines - 0.9% - (continued)
	$	125,000	Tesoro Logistics L.P. / Tesoro Logistics Finance Corp. 6.25%, 10/15/2022	$	132,500
			Williams Cos., Inc.
		5,000	3.70%, 01/15/2023		4,838
		10,000	7.88%, 09/01/2021		11,600
					806,656
			REITS - 0.0%
		30,000	Corrections Corp. of America 4.13%, 04/01/2020		28,050
			Retail - 0.1%
		80,000	Group 1 Automotive, Inc. 5.00%, 06/01/2022		79,800
		30,000	KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 5.25%, 06/01/2026(3)		31,275
					111,075
			Savings & Loans - 0.2%
	GBP	150,000	Nationwide Building Society 6.88%, 06/20/2019(4)(8)(9)		180,479
			Semiconductors - 0.1%
			Sensata Technologies B.V.
	$	55,000	5.00%, 10/01/2025(3)		56,375
		5,000	5.63%, 11/01/2024(3)		5,300
					61,675
			Shipbuilding - 0.0%
		10,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(3)		10,519
			Software - 0.1%
			First Data Corp.
		15,000	5.00%, 01/15/2024(3)		15,225
		65,000	5.38%, 08/15/2023(3)		67,275
			MSCI, Inc.
		10,000	4.75%, 08/01/2026(3)		10,075
		25,000	5.75%, 08/15/2025(3)		26,579
					119,154
			Telecommunications - 0.8%
		110,000	AT&T, Inc. 4.75%, 05/15/2046		107,643
		20,000	Frontier Communications Corp. 10.50%, 09/15/2022		20,800
		240,000	Mobile Telesystems OJSC via MTS International Funding Ltd. 5.00%, 05/30/2023(3)		248,112
		55,000	Nokia Oyj 6.63%, 05/15/2039		59,400
			Sprint Communications, Inc.
		132,000	7.00%, 03/01/2020(3)		143,550
		53,000	9.00%, 11/15/2018(3)		58,300
		50,000	T-Mobile USA, Inc. 6.63%, 11/15/2020		51,375
			Telecom Italia Capital S.A.
		11,000	6.00%, 09/30/2034		10,945
		15,000	7.72%, 06/04/2038		16,538
					716,663
			Total Corporate Bonds (cost $16,097,758)	$	15,882,321

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.3%
			Argentina - 0.2%
	EUR	270,000	Argentine Republic Government International Bond 2.26%, 12/31/2038(10)	$	187,320
			Brazil - 1.4%
			Brazil Notas do Tesouro Nacional
	BRL	2,596,248	6.00%, 05/15/2017(11)		810,782
		970,285	6.00%, 08/15/2022(11)		303,919
		343,000	10.00%, 01/01/2021		103,156
					1,217,857
			Chile - 0.0%
	CLP	5,000,000	Bonos de la Tesoreria de la Republica en pesos 6.00%, 01/01/2020		8,188
			Colombia - 0.3%
			Colombian TES
	COP	630,546,800	4.25%, 05/17/2017(11)		211,816
		96,800,000	10.00%, 07/24/2024		37,833
					249,649
			Hungary - 0.0%
	$	30,000	Hungary Government International Bond 6.38%, 03/29/2021		34,609
			India - 0.1%
	INR	3,920,000	International Finance Corp. 7.80%, 06/03/2019		61,020
			Indonesia - 0.7%
			Indonesia Treasury Bond
	IDR	3,274,000,000	8.25%, 07/15/2021		262,964
		3,412,000,000	8.38%, 03/15/2024		277,709
		839,000,000	8.38%, 09/15/2026		68,413
					609,086
			Malaysia - 0.1%
	MYR	240,000	Malaysia Government Bond 3.80%, 09/30/2022		58,049
			Mexico - 0.1%
	MXN	1,159,500	Mexican Bonos 10.00%, 12/05/2024		76,291
			Peru - 0.0%
	PEN	30,000	Peru Government Bond 8.20%, 08/12/2026		10,564
			Poland - 0.1%
	PLN	305,000	Poland Government Bond 2.00%, 04/25/2021		76,472
			Romania - 0.0%
	RON	60,000	Romania Government Bond 5.75%, 04/29/2020		16,519
			Saudi Arabia - 0.4%
	$	331,000	Saudi Government International Bond 4.50%, 10/26/2046(3)		325,621
			South Africa - 0.3%
	ZAR	1,120,000	South Africa Government Bond 7.00%, 02/28/2031		69,102
	$	200,000	South Africa Government International Bond 4.30%, 10/12/2028		193,940
					263,042

The accompanying notes are an integral part of these financial statements.

218

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.3% - (continued)
			Thailand - 0.5%
	THB	13,945,000	Bank of Thailand 1.49%, 02/23/2018	$	397,979
		1,615,000	Thailand Government Bond 3.63%, 06/16/2023		50,821
					448,800
			Turkey - 0.1%
	TRY	170,000	Turkey Government Bond 9.40%, 07/08/2020		54,693
			Total Foreign Government Obligations (cost $3,646,660)	$	3,697,780
MUNICIPAL BONDS - 1.4%
			General - 1.1%
	$	250,000	Chicago Transit Authority 6.90%, 12/01/2040	$	322,592
			Puerto Rico Commonwealth Government Employees Retirement System
		555,000	6.15%, 07/01/2038		202,575
		530,000	6.20%, 07/01/2039		193,450
		530,000	6.30%, 07/01/2043		193,450
		120,000	6.55%, 07/01/2058		43,800
					955,867
			Higher Education - 0.3%
		190,000	University of California 4.60%, 05/15/2031		217,527
			Total Municipal Bonds (cost $1,400,982)	$	1,173,394
SENIOR FLOATING RATE INTERESTS - 17.2%(12)
			Advertising - 0.1%
		127,410	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	122,441
			Aerospace/Defense - 0.6%
		214,277	Fly Funding II S.a.r.l. 3.54%, 08/09/2019		214,680
			TransDigm, Inc.
		197,144	3.75%, 05/14/2022		196,348
		74,813	3.75%, 06/09/2023		74,486
					485,514
			Agriculture - 0.1%
		98,749	Pinnacle Operating Corp. 4.75%, 11/15/2018		82,949
			Biotechnology - 0.1%
		96,000	Alkermes, Inc. 3.59%, 09/25/2019		95,880
			Chemicals - 0.4%
		74,236	Chemours Co. 3.75%, 05/12/2022		73,271
		173,601	Ineos U.S. Finance LLC 3.75%, 05/04/2018		173,867
		114,713	Nexeo Solutions LLC 5.25%, 06/09/2023		115,429
					362,567

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.2%(12) - (continued)
			Coal - 0.1%
	$	47,611	Arch Coal, Inc. 10.00%, 06/15/2021	$	48,603
			Commercial Services - 0.3%
		97,617	Moneygram International, Inc. 4.25%, 03/27/2020		94,688
		139,650	Russell Investment Group 6.75%, 06/01/2023		140,348
					235,036
			Distribution/Wholesale - 0.3%
		154,000	FPC Holdings, Inc. 5.25%, 11/19/2019		138,600
		90,675	PowerTeam Services LLC 4.25%, 05/06/2020		90,448
					229,048
			Electric - 0.5%
		154,613	Calpine Corp. 3.84%, 05/31/2023		155,540
		100,000	Chief Exploration & Development LLC 7.75%, 05/16/2021		95,563
		149,517	Seadrill Partners Finco LLC 4.00%, 02/21/2021		83,076
		105,000	Texas Competitive Electric Holdings Co. LLC 0.05%, 10/17/2017		105,904
					440,083
			Electronics - 0.1%
		119,690	Ceridian LLC 4.50%, 09/15/2020		117,296
			Energy-Alternate Sources - 0.1%
		87,336	EMG Utica LLC 4.75%, 03/27/2020		85,808
			Entertainment - 0.3%
		103,846	Aristocrat Technologies, Inc. 3.63%, 10/20/2021		104,214
		132,638	Scientific Games International, Inc. 6.00%, 10/01/2021		133,135
					237,349
			Food - 0.4%
		152,878	Albertsons LLC 4.50%, 08/25/2021		153,961
		148,875	JBS USA LLC 4.00%, 10/30/2022		148,540
					302,501
			Healthcare-Products - 0.1%
		99,496	Alere, Inc. 4.25%, 06/18/2022		99,067
			Healthcare-Services - 1.1%
		119,756	Catalent Pharma Solutions, Inc. 4.25%, 05/20/2021		120,321
			Community Health Systems, Inc.
		51,505	3.75%, 12/31/2019		48,656
		94,768	4.00%, 01/27/2021		89,390
		104,213	Envision Healthcare Corp. 4.50%, 10/28/2022		104,539
		120,000	inVentiv Health, Inc. 0.00%, 09/28/2023(13)		119,935

The accompanying notes are an integral part of these financial statements.

219

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.2%(12) - (continued)
			Healthcare-Services - 1.1% - (continued)
	$	42,028	Medpace Holdings, Inc. 4.75%, 04/01/2021	$	42,133
		119,597	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		120,830
		102,028	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		99,562
		173,688	U.S. Renal Care, Inc. 5.25%, 12/31/2022		166,143
					911,509
			Household Products/Wares - 0.1%
		60,000	Galleria Co. 3.75%, 01/26/2023		60,356
			Insurance - 1.3%
			Asurion LLC
		106,157	5.00%, 05/24/2019		106,176
		350,395	5.00%, 08/04/2022		351,929
		205,000	8.50%, 03/03/2021		206,451
		106,425	Evertec Group LLC 3.25%, 04/17/2020		105,361
			Sedgwick Claims Management Services, Inc.
		251,050	3.75%, 03/01/2021		249,090
		140,000	6.75%, 02/28/2022		138,775
					1,157,782
			Leisure Time - 0.4%
			Delta 2 (LUX) S.a.r.l.
		200,000	4.75%, 07/30/2021		200,278
		130,000	7.75%, 07/31/2022		130,867
					331,145
			Lodging - 1.0%
		120,000	Boyd Gaming Corp. 3.53%, 09/15/2023		120,833
		459,293	Caesars Entertainment Operating Co. 0.00%, 03/01/2017(6)		508,956
		97,750	Caesars Growth Properties Holdings LLC 6.25%, 05/08/2021		97,587
		90,594	La Quinta Intermediate Holdings LLC 3.75%, 04/14/2021		90,340
					817,716
			Machinery-Construction & Mining - 0.4%
		215,050	American Rock Salt Holdings LLC 4.75%, 05/20/2021		207,899
		149,621	Headwaters, Inc. 4.00%, 03/24/2022		150,323
					358,222
			Machinery-Diversified - 0.2%
		183,504	Gates Global, Inc. 4.25%, 07/06/2021		180,770
			Media - 1.3%
		132,472	Advantage Sales & Marketing, Inc. 4.25%, 07/23/2021		131,092
		124,375	Charter Communications Operating LLC 3.50%, 01/24/2023		125,083
		82,237	CSC Holdings LLC 3.88%, 10/11/2024		82,494
		125,125	Getty Images, Inc. 4.75%, 10/18/2019		106,005

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.2%(12) - (continued)
			Media - 1.3% - (continued)
	$	94,863	ION Media Networks, Inc. 4.75%, 12/18/2020	$	95,218
		5,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(13)		5,019
		60,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(13)		60,225
		195,576	Numericable U.S. LLC 0.00%, 01/13/2025(13)		194,653
		197,500	Tribune Media Co. 3.75%, 12/27/2020		198,438
		140,000	UPC Financing Partnership 4.08%, 08/31/2024		140,641
					1,138,868
			Metal Fabricate/Hardware - 0.2%
		180,138	Rexnord LLC 4.00%, 08/21/2020		180,543
			Mining - 0.1%
		77,891	Minerals Technologies, Inc. 3.75%, 05/09/2021		78,524
			Miscellaneous Manufacturing - 0.3%
		266,778	Sram LLC 4.02%, 04/10/2020		260,109
			Oil & Gas - 0.5%
		115,000	California Resources Corp. 11.38%, 12/31/2021		123,481
		100,000	Chesapeake Energy Corp. 8.50%, 08/23/2021		106,813
		216,021	Pinnacle Holding Co. S.a.r.l. 4.75%, 07/30/2019		172,456
		100,000	Shelf Drilling Holdings Ltd. 10.00%, 10/08/2018		68,500
					471,250
			Packaging & Containers - 0.8%
		149,980	Berry Plastics Group, Inc. 3.75%, 10/01/2022		150,441
		446,315	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		447,311
		121,037	Signode Industrial Group U.S., Inc. 3.75%, 05/01/2021		120,734
					718,486
			Pharmaceuticals - 0.5%
		158,800	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		158,543
		155,220	PRA Holdings, Inc. 4.50%, 09/23/2020		155,802
		87,985	Vizient, Inc. 5.00%, 02/13/2023		88,892
					403,237
			Pipelines - 0.1%
		96,500	Philadelphia Energy Solutions LLC 6.25%, 04/04/2018		83,352
			Real Estate - 0.1%
		98,750	DTZ U.S. Borrower LLC 4.25%, 11/04/2021		98,462

The accompanying notes are an integral part of these financial statements.

220

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.2%(12) - (continued)
			Real Estate Investment Trusts - 0.2%
	$	104,475	MGM Growth Properties Operating Partnership L.P. 3.50%, 04/25/2023	$	104,672
		79,487	Realogy Corp. 3.75%, 07/20/2022		80,100
					184,772
			Retail - 0.8%
		110,957	Michaels Stores, Inc. 3.75%, 01/27/2023		111,770
		150,738	Neiman Marcus Group, Inc. 4.25%, 10/25/2020		138,490
		173,617	Party City Holdings, Inc. 4.20%, 08/19/2022		174,076
		72,647	PetSmart, Inc. 4.00%, 03/11/2022		72,789
		218,265	US Foods, Inc. 4.00%, 06/27/2023		219,551
					716,676
			Semiconductors - 0.2%
		131,570	Avago Technologies Cayman Ltd. 3.54%, 02/01/2023		132,867
		79,980	NXP B.V. 3.41%, 12/07/2020		80,225
					213,092
			Software - 2.7%
		135,403	CDW LLC 3.00%, 08/04/2023		135,959
		197,500	Epicor Software Corp. 4.75%, 06/01/2022		195,093
		547,712	First Data Corp. 3.52%, 03/24/2021		549,903
		189,596	Infor U.S., Inc. 3.75%, 06/03/2020		188,987
			Kronos, Inc.
		311,400	4.50%, 10/30/2019		312,568
		129,617	9.75%, 04/30/2020		131,115
			Magic Newco LLC
		140,000	0.00%, 10/03/2023(13)		141,050
		283,211	6.50%, 12/12/2018		285,051
		105,100	SS&C Technologies, Inc. 4.00%, 07/08/2022		105,855
		249,375	WEX, Inc. 4.25%, 07/01/2023		252,026
					2,297,607
			Telecommunications - 1.0%
		83,667	Entravision Communications Corp. 3.50%, 05/31/2020		83,422
		320,000	Level 3 Financing, Inc. 4.00%, 08/01/2019		321,373
		188,300	Salem Communications Corp. 4.50%, 03/13/2020		184,534
		294,007	Univision Communications, Inc. 4.00%, 03/01/2020		294,403
					883,732
			Transportation - 0.1%
			Kenan Advantage Group, Inc.
		3,160	1.50%, 01/31/2017(14)		3,144
		62,233	4.00%, 07/31/2022		61,921
					65,065

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.2%(12) - (continued)
			Trucking & Leasing - 0.3%
	$	272,996	Consolidated Container Co. LLC 5.00%, 07/03/2019	$	271,175
			Total Senior Floating Rate Interests (cost $14,902,381)	$	14,826,592
U.S. GOVERNMENT AGENCIES - 66.7%
			FHLMC - 11.6%
		11,550	0.01%, 11/15/2036(15)		10,656
		142,418	3.00%, 08/01/2029		150,018
		67,075	3.00%, 03/15/2033(7)		7,995
		378,000	3.13%, 12/25/2027(4)		383,002
		570,000	3.38%, 04/25/2028(4)		583,332
		337,821	3.50%, 08/01/2034		357,535
		3,100,000	3.50%, 11/01/2046(16)		3,253,426
		243,960	4.00%, 07/15/2027(7)		24,954
		284,404	4.00%, 05/01/2042		305,244
		82,243	4.00%, 08/01/2042		88,784
		126,994	4.00%, 09/01/2042		137,094
		54,010	4.00%, 07/01/2044		57,759
		43,788	4.00%, 06/01/2045		46,953
		169,213	4.00%, 01/01/2046		181,133
		95,023	4.00%, 02/01/2046		101,710
		2,400,000	4.00%, 11/01/2046(16)		2,567,156
		310,000	4.43%, 04/25/2029(4)		306,006
		70,412	4.50%, 03/15/2041		83,567
		210,919	4.75%, 07/15/2039		230,871
		19,893	5.50%, 08/15/2033		22,077
		424,188	5.50%, 12/01/2037		482,160
		494,008	5.50%, 01/01/2039		560,945
		69,093	6.50%, 07/15/2036		78,491
					10,020,868
			FNMA - 47.1%
		88,213	0.01%, 06/25/2036(15)		79,447
		329,127	1.88%, 04/25/2055(4)(7)		20,738
		5,000	2.44%, 01/01/2023		5,142
		64,357	2.50%, 06/25/2028(7)		5,520
		5,300,000	2.50%, 11/01/2031(16)		5,453,617
		395,000	2.65%, 06/01/2025		405,590
		700,000	2.69%, 04/01/2025		720,902
		500,000	2.70%, 07/01/2025		514,918
		232,174	2.78%, 02/01/2027		239,660
		204,167	2.82%, 07/01/2025		212,205
		441,149	3.00%, 01/25/2028(7)		41,158
		189,220	3.00%, 04/25/2028(7)		19,797
		3,800,000	3.00%, 11/01/2031(16)		3,976,641
		3,400,000	3.00%, 11/01/2046(16)		3,500,406
		3,400,000	3.00%, 12/01/2046(16)		3,493,633
		30,000	3.16%, 12/01/2026		31,868
		50,000	3.21%, 05/01/2023		53,475
		24,884	3.24%, 12/01/2026		26,584
		48,146	3.26%, 05/01/2024		51,316
		193,914	3.30%, 12/01/2026		207,725
		24,899	3.34%, 04/01/2024		26,851
		9,737	3.45%, 01/01/2024		10,548
		9,673	3.47%, 01/01/2024		10,491
		117,168	3.50%, 05/25/2030(7)		13,749
		304,931	3.50%, 01/01/2046		320,171
		14,400,000	3.50%, 11/01/2046(16)		15,117,751

The accompanying notes are an integral part of these financial statements.

221

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 66.7% - (continued)
			FNMA - 47.1% - (continued)
	$	24,081	3.67%, 08/01/2023	$	26,327
		5,000	3.70%, 10/01/2023		5,495
		10,000	3.76%, 03/01/2024		11,026
		15,000	3.86%, 12/01/2025		16,699
		5,000	3.86%, 11/01/2023		5,560
		23,915	3.87%, 10/01/2025		26,577
		34,164	3.89%, 05/01/2030		37,803
		35,000	3.93%, 10/01/2023		38,697
		9,671	3.96%, 05/01/2034		10,769
		9,945	3.97%, 05/01/2029		11,173
		279,538	4.00%, 10/01/2040		299,178
		127,945	4.00%, 11/01/2040		137,344
		91,169	4.00%, 12/01/2040		97,877
		45,314	4.00%, 02/01/2041		48,683
		109,842	4.00%, 03/01/2041		117,957
		60,649	4.00%, 03/25/2042(7)		8,908
		57,161	4.00%, 08/01/2042		61,297
		103,426	4.00%, 09/01/2042		111,052
		53,523	4.00%, 04/01/2045		57,303
		71,413	4.00%, 05/01/2045		76,443
		51,843	4.00%, 06/01/2045		55,506
		3,600,000	4.00%, 11/01/2046(16)		3,854,812
		18,748	4.06%, 10/01/2028		21,328
		62,399	4.50%, 07/25/2027(7)		7,129
		282,287	4.50%, 10/01/2040		308,884
		127,296	4.50%, 10/01/2041		139,185
		109,117	4.50%, 09/01/2043		119,190
		37,338	5.46%, 05/25/2042(4)(7)		4,444
		109,066	5.50%, 04/25/2035		122,760
		47,122	5.50%, 04/25/2037		53,212
		209,667	5.50%, 06/25/2042(7)		48,543
		177,314	6.00%, 09/01/2039		202,965
					40,704,029
			GNMA - 8.0%
		1,200,000	3.00%, 11/01/2046(16)		1,248,780
		100,000	3.00%, 12/01/2046(16)		103,967
		3,700,000	3.50%, 11/01/2046(16)		3,918,531
		53,448	4.00%, 05/16/2042(7)		9,041
		564,065	4.50%, 09/20/2041		619,955
		110,305	5.00%, 06/15/2041		123,242
		157,269	5.00%, 10/16/2041(7)		26,029
		218,046	5.00%, 03/15/2044		244,076
		2,295	6.00%, 08/15/2032		2,625
		165,380	6.00%, 06/15/2036		192,035
		57,065	6.00%, 08/15/2036		65,724
		41,965	6.00%, 12/15/2038		48,004
		122,366	6.00%, 01/15/2039		139,977
		125,535	6.00%, 12/15/2040		143,637
					6,885,623
			Total U.S. Government Agencies (cost $57,433,681)	$	57,610,520
U.S. GOVERNMENT SECURITIES - 6.5%
			U.S. Treasury Securities - 6.5%
			U.S. Treasury Bonds - 3.4%
		22,286	2.13%, 02/15/2040(11)	$	29,085
		32,994	2.13%, 02/15/2041(11)		43,398
		58,623	0.75%, 02/15/2042(11)		58,989

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 6.5% - (continued)
			U.S. Treasury Securities - 6.5% - (continued)
			U.S. Treasury Bonds - 3.4% - (continued)
	$	91,027	0.75%, 02/15/2045(11)	$	91,449
		107,475	1.38%, 02/15/2044(11)		124,489
		198,047	2.38%, 01/15/2025(11)		234,484
		1,234,896	2.38%, 01/15/2027(11)(17)		1,501,328
		205,286	2.50%, 01/15/2029(11)		257,827
		453,000	2.50%, 02/15/2046		444,489
		6,784	3.38%, 04/15/2032(11)		9,832
		37,228	3.63%, 04/15/2028(11)		50,873
		80,578	3.88%, 04/15/2029(11)		114,773
					2,961,016
			U.S. Treasury Notes - 3.1%
		208,380	0.13%, 04/15/2018(11)		210,368
		159,317	0.13%, 04/15/2019(11)		161,859
		145,013	0.13%, 04/15/2020(11)		147,771
		69,168	0.13%, 01/15/2022(11)		70,532
		162,336	0.13%, 07/15/2022(11)		166,035
		337,028	0.13%, 01/15/2023(11)(17)		341,856
		281,981	0.13%, 07/15/2024(11)		284,847
		124,192	0.38%, 07/15/2023(11)		128,379
		20,312	0.38%, 07/15/2025(11)		20,851
		92,899	0.63%, 01/15/2024(11)		97,049
		27,000	1.00%, 05/31/2018		27,075
		49,545	1.13%, 01/15/2021(11)		52,653
		235,231	1.25%, 07/15/2020(11)		251,170
		41,325	1.38%, 07/15/2018(11)		43,003
		94,670	1.38%, 01/15/2020(11)		100,392
		530,000	3.25%, 03/31/2017(18)		536,168
					2,640,008
			Total U.S. Government Securities (cost $5,502,241)	$	5,601,024
COMMON STOCKS - 0.3%
			Energy - 0.3%
		3,427	Arch Coal, Inc.•	$	251,473
		2,426	Templar Energy LLC Class A(1)(2)		24,262
					275,735
			Utilities - 0.0%
		1,667	TCEH Corp.		25,339
		100,000	TCEH Corp.•(1)(2)		—
					25,339
			Total Common Stocks (cost $265,675)	$	301,074
			Total Long-Term Investments (cost $129,121,831)	$	128,587,737
SHORT-TERM INVESTMENTS - 5.6%
			Foreign Government Obligations - 1.0%
			Romania Treasury Bills
	RON	430,000	0.55%, 08/28/2017	$	104,261
		710,000	0.57%, 08/28/2017		172,152
		2,330,000	0.58%, 06/26/2017		565,535
					841,948

The accompanying notes are an integral part of these financial statements.

222

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SHORT-TERM INVESTMENTS - 5.6% - (continued)
			Other Investment Pools & Funds - 4.6%
	$	3,995,494	Fidelity Institutional Government Fund, Institutional Class	$	3,995,494
			Total Short-Term Investments (cost $4,861,072)	$	4,837,442

Total Investments Excluding Purchased Options (cost $133,982,903)	154.6	%	$	133,425,179
Total Purchased Options (cost $4,040)	0.0	%	$	88
Total Investments (cost $133,986,943)^	154.6	%	$	133,425,267
Other Assets and Liabilities	(54.6	)%		(47,097,682	)
Total Net Assets	100.0	%	$	86,327,585

The accompanying notes are an integral part of these financial statements.

223

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $134,032,695 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	1,703,240
Unrealized Depreciation		(2,310,668	)
Net Unrealized Depreciation	$	(607,428	)

• Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $24,262, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost
10/2016		100,000	TCEH Corp.	$	—
09/2016		2,426	Templar Energy LLC Class A		20,774
				$	20,774

At October 31, 2016, the aggregate value of these securities was $24,262, which represents 0.0% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $23,255,200, which represents 26.9% of total net assets.

⁽⁴⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁵⁾  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $159,982 at October 31, 2016.

⁽⁶⁾  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁷⁾  Securities disclosed are interest-only strips.

⁽⁸⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁹⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $4,920,664, which represents 5.7% of total net assets.

⁽¹⁰⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽¹¹⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹²⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

The accompanying notes are an integral part of these financial statements.

224

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

⁽¹³⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁴⁾  This security, or a portion of this security, has unfunded loan commitments. As of October 31, 2016, the aggregate value of the unfunded commitment was $3,144, which rounds to zero percent of total net assets.

⁽¹⁵⁾  Securities disclosed are principal-only strips.

⁽¹⁶⁾  Represents or includes a TBA transaction.

⁽¹⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

⁽¹⁸⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Puts
CNH Put/JPY Call		GSC		14.93 JPY per CNH		11/10/16		CNH	1,462,000	$	88	$	4,041	$	(3,953	)
Total purchased option contracts										$	88	$	4,041	$	(3,953	)

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts	Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Eurodollar 3-Month Future	106		12/18/2017	$	26,209,309	$	26,197,900	$	(11,409	)
U.S. Treasury 10-Year Ultra Note Future	13		12/20/2016		1,877,913		1,839,703		(38,210	)
U.S. Treasury 5-Year Note Future	64		12/30/2016		7,775,630		7,731,000		(44,630	)
U.S. Ultra Bond Future	5		12/20/2016		934,267		879,688		(54,579	)
Total								$	(148,828	)
Short position contracts:
Euro-BOBL Future	3		12/08/2016	$	434,146	$	431,778	$	2,368
Euro-Bund Future	23		12/08/2016		4,136,133		4,094,510		41,623
Eurodollar 3-Month Future	106		09/17/2018		26,183,658		26,164,775		18,883
U.S. Treasury 10-Year Note Future	176		12/20/2016		22,930,438		22,814,000		116,438
U.S. Treasury 2-Year Note Future	109		12/30/2016		23,766,707		23,777,328		(10,621	)
Total								$	168,691
Total futures contracts								$	19,863

The accompanying notes are an integral part of these financial statements.

225

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1		JPM		USD	114,177		(0.32	)%		07/25/45	$	21,625	$	—		$	21,753		$	128
ABX.HE.AAA.06-1		JPM		USD	33,829		(0.18	)%		07/25/45		752		—			755			3
ABX.HE.AAA.06-1		MSC		USD	28,322		(0.18	)%		07/25/45		635		—			632			(3	)
ABX.HE.AAA.06-1		BOA		USD	7,867		(0.18	)%		07/25/45		428		—			176			(252	)
ABX.HE.AAA.06-1		GSC		USD	14,161		(0.18	)%		07/25/45		1,275		—			317			(958	)
ABX.HE.AAA.07-1		GSC		USD	102,569		(0.09	)%		08/25/37		23,755		—			25,291			1,536
ABX.HE.AAA.07-1		MSC		USD	509,183		(0.09	)%		08/25/37		124,861		—			125,553			692
ABX.HE.AAA.07-1		JPM		USD	36,632		(0.09	)%		08/25/37		8,960		—			9,032			72
ABX.HE.AAA.07-1		CSI		USD	260,086		(0.09	)%		08/25/37		69,262		—			64,132			(5,130	)
ABX.HE.PENAAA.06-2		MSC		USD	130,536		(0.11	)%		05/25/46		15,169		—			14,779			(390	)
ABX.HE.PENAAA.06-2		JPM		USD	172,918		(0.11	)%		05/25/46		20,047		—			19,578			(469	)
ABX.HE.PENAAA.06-2		GSC		USD	103,412		(0.11	)%		05/25/46		25,853		—			11,708			(14,145	)
CDX.EM.26		BCLY		USD	2,377,000		(1.00	)%		12/20/21		138,840		—			149,702			10,862
CMBX.NA.A.7		JPM		USD	220,000		(2.00	)%		01/17/47		8,626		—			9,307			681
CMBX.NA.AA.7		CSI		USD	90,000		(1.50	)%		01/17/47		2,845		—			2,196			(649	)
CMBX.NA.AA.7		CSI		USD	255,000		(1.50	)%		01/17/47		8,060		—			6,221			(1,839	)
CMBX.NA.AA.7		CSI		USD	255,000		(1.50	)%		01/17/47		8,060		—			6,221			(1,839	)
CMBX.NA.AA.7		CSI		USD	295,000		(1.50	)%		01/17/47		9,324		—			7,197			(2,127	)
CMBX.NA.AA.8		MSC		USD	120,000		(1.50	)%		10/17/57		4,881		—			4,962			81
CMBX.NA.AJ.4		DEUT		USD	197,319		(0.96	)%		02/17/51		36,372		—			49,540			13,168
CMBX.NA.AJ.4		MSC		USD	712,322		(0.96	)%		02/17/51		177,239		—			178,857			1,618
CMBX.NA.AJ.4		JPM		USD	434,102		(0.96	)%		02/17/51		107,853		—			108,987			1,134
CMBX.NA.AJ.4		CSI		USD	226,917		(0.96	)%		02/17/51		56,455		—			56,976			521
CMBX.NA.AS.6		CSI		USD	290,000		(1.00	)%		05/11/63		3,131		—			967			(2,164	)
CMBX.NA.AS.6		CSI		USD	350,000		(1.00	)%		05/11/63		3,779		—			1,167			(2,612	)
CMBX.NA.AS.7		GSC		USD	195,000		(1.00	)%		01/17/47		4,316		—			1,907			(2,409	)
CMBX.NA.AS.7		CSI		USD	380,000		(1.00	)%		01/17/47		7,011		—			3,727			(3,284	)
CMBX.NA.AS.7		GSC		USD	275,000		(1.00	)%		01/17/47		7,864		—			2,475			(5,389	)
CMBX.NA.AS.8		DEUT		USD	95,000		(1.00	)%		10/17/57		7,027		—			2,191			(4,836	)
CMBX.NA.BBB.7		GSC		USD	105,000		(3.00	)%		01/17/47		9,164		—			8,865			(299	)
CMBX.NA.BBB.7		CSI		USD	140,000		(3.00	)%		01/17/47		13,757		—			11,831			(1,926	)
CMBX.NA.BBB.7		CSI		USD	160,000		(3.00	)%		01/17/47		15,722		—			13,521			(2,201	)
CMBX.NA.BBB.7		MSC		USD	175,000		(3.00	)%		01/17/47		18,208		—			14,789			(3,419	)
CMBX.NA.BBB.7		DEUT		USD	75,000		(3.00	)%		01/17/47		5,542		—			6,332			790
CMBX.NA.BBB.7		MSC		USD	105,000		(3.00	)%		01/17/47		8,805		—			8,873			68
CMBX.NA.BBB.7		GSC		USD	60,000		(3.00	)%		01/17/47		5,476		—			4,926			(550	)
CMBX.NA.BBB.7		DEUT		USD	80,000		(3.00	)%		01/17/47		7,713		—			6,754			(959	)
CMBX.NA.BBB.7		GSC		USD	110,000		(3.00	)%		01/17/47		10,380		—			9,287			(1,093	)
CMBX.NA.BBB.7		GSC		USD	120,000		(3.00	)%		01/17/47		11,590		—			10,131			(1,459	)
CMBX.NA.BBB.7		DEUT		USD	80,000		(3.00	)%		01/17/47		10,062		—			6,754			(3,308	)
CMBX.NA.BBB.7		GSC		USD	75,000		(3.00	)%		01/17/47		10,581		—			6,332			(4,249	)
CMBX.NA.BBB.7		MSC		USD	695,000		(3.00	)%		01/17/47		68,300		—			58,734			(9,566	)
Total											$	1,099,605	$	—		$	1,053,435		$	(46,170	)
Sell protection:
CMBX.NA.AAA.6		MSC		USD	7,997,662		0.50	%		05/11/63		—		(188,885	)		(42,710	)		146,175
CMBX.NA.AAA.6		DEUT		USD	874,744		0.50	%		05/11/63		—		(21,322	)		(4,672	)		16,650
CMBX.NA.AAA.6		GSC		USD	1,034,698		0.50	%		05/11/63		—		(12,005	)		(5,526	)		6,479
CMBX.NA.AAA.6		MSC		USD	1,853,458		0.50	%		05/11/63		—		(15,875	)		(9,898	)		5,977
CMBX.NA.AAA.6		JPM		USD	974,715		0.50	%		05/11/63		—		(9,209	)		(5,205	)		4,004
CMBX.NA.AAA.6		MSC		USD	446,869		0.50	%		05/11/63		—		(3,075	)		(2,386	)		689
CMBX.NA.BB.6		MSC		USD	1,072,000		5.00	%		05/11/63		—		(199,109	)		(164,664	)		34,445
CMBX.NA.BB.6		CSI		USD	110,000		5.00	%		05/11/63		—		(20,430	)		(16,897	)		3,533
CMBX.NA.BB.6		CSI		USD	110,000		5.00	%		05/11/63		—		(20,430	)		(16,897	)		3,533
CMBX.NA.BB.6		CSI		USD	105,000		5.00	%		05/11/63		—		(19,501	)		(16,128	)		3,373
CMBX.NA.BB.6		CSI		USD	105,000		5.00	%		05/11/63		—		(19,501	)		(16,128	)		3,373

The accompanying notes are an integral part of these financial statements.

226

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.6		CSI		USD	125,000		5.00	%		05/11/63	$	—	$	(22,309	)	$	(19,200	)	$	3,109
CMBX.NA.BB.6		CSI		USD	56,000		5.00	%		05/11/63		—		(10,401	)		(8,602	)		1,799
CMBX.NA.BB.6		GSC		USD	82,000		5.00	%		05/11/63		—		(9,609	)		(12,584	)		(2,975	)
CMBX.NA.BB.6		GSC		USD	240,000		5.00	%		05/11/63		—		(26,503	)		(36,832	)		(10,329	)
CMBX.NA.BB.8		GSC		USD	210,000		5.00	%		10/17/57		—		(64,626	)		(57,013	)		7,613
CMBX.NA.BB.8		MSC		USD	428,000		5.00	%		10/17/57		—		(121,153	)		(116,258	)		4,895
CMBX.NA.BB.8		CSI		USD	215,000		5.00	%		10/17/57		—		(60,856	)		(58,401	)		2,455
CMBX.NA.BB.8		CSI		USD	215,000		5.00	%		10/17/57		—		(60,856	)		(58,401	)		2,455
CMBX.NA.BB.8		MSC		USD	55,000		5.00	%		10/17/57		—		(16,007	)		(14,932	)		1,075
CMBX.NA.BB.8		CSI		USD	85,000		5.00	%		10/17/57		—		(24,059	)		(23,088	)		971
CMBX.NA.BB.8		MSC		USD	50,000		5.00	%		10/17/57		—		(14,531	)		(13,575	)		956
CMBX.NA.BB.8		GSC		USD	15,000		5.00	%		10/17/57		—		(4,486	)		(4,072	)		414
CMBX.NA.BB.8		GSC		USD	15,000		5.00	%		10/17/57		—		(4,227	)		(4,073	)		154
CMBX.NA.BB.8		GSC		USD	59,000		5.00	%		10/17/57		—		(9,427	)		(16,018	)		(6,591	)
CMBX.NA.BB.8		MLI		USD	50,000		5.00	%		10/17/57		—		(6,021	)		(13,575	)		(7,554	)
CMBX.NA.BB.8		GSC		USD	50,000		5.00	%		10/17/57		—		(5,869	)		(13,575	)		(7,706	)
CMBX.NA.BB.8		BOA		USD	115,000		5.00	%		10/17/57		—		(14,665	)		(31,222	)		(16,557	)
CMBX.NA.BB.8		UBS		USD	125,000		5.00	%		10/17/57		—		(14,345	)		(33,936	)		(19,591	)
CMBX.NA.BB.8		BOA		USD	130,000		5.00	%		10/17/57		—		(11,878	)		(35,294	)		(23,416	)
CMBX.NA.BB.8		BOA		USD	145,000		5.00	%		10/17/57		—		(10,108	)		(39,367	)		(29,259	)
CMBX.NA.BB.9		GSC		USD	115,000		5.00	%		09/15/58		—		(31,971	)		(28,074	)		3,897
CMBX.NA.BB.9		GSC		USD	55,000		5.00	%		09/15/58		—		(15,290	)		(13,426	)		1,864
CMBX.NA.BB.9		GSC		USD	55,000		5.00	%		09/15/58		—		(15,158	)		(13,426	)		1,732
CMBX.NA.BB.9		BOA		USD	55,000		5.00	%		09/17/58		—		(15,448	)		(13,427	)		2,021
CMBX.NA.BB.9		JPM		USD	60,000		5.00	%		09/17/58		—		(16,399	)		(14,648	)		1,751
CMBX.NA.BB.9		BOA		USD	55,000		5.00	%		09/17/58		—		(15,032	)		(13,427	)		1,605
CMBX.NA.BBB.8		GSC		USD	240,000		3.00	%		10/17/57		—		(35,168	)		(40,423	)		(5,255	)
PrimeX.ARM.2		MSC		USD	232,531		4.58	%		12/25/37		8,639		—			3,266			(5,373	)
PrimeX.ARM.2		JPM		USD	75,007		4.58	%		12/25/37		3,198		—			1,038			(2,160	)
Total											$	11,837	$	(1,185,744	)	$	(1,043,676	)	$	130,231
Total traded indices											$	1,111,442	$	(1,185,744	)	$	9,759		$	84,061
Credit default swaps on single-name issues:
Sell protection:
Russian Government International Bond		BCLY		USD	230,000		1.00%/2.04	%		06/20/21	$	—	$	(11,978	)	$	(10,226	)	$	1,752
South Africa Government International Bond		BOA		USD	235,000		1.00%/2.40	%		12/20/21		—		(16,155	)		(15,455	)		700
Total											$	—	$	(28,133	)	$	(25,681	)	$	2,452
Total single-name issues											$	—	$	(28,133	)	$	(25,681	)	$	2,452
Total OTC contracts											$	1,111,442	$	(1,213,877	)	$	(15,922	)	$	86,513

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

The accompanying notes are an integral part of these financial statements.

227

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26		USD	50,000		(5.00	)%		06/20/21	$	(798	)	$	(2,403	)	$	(1,605	)
CDX.NA.HY.26		USD	560,000		(5.00	)%		06/20/21		(19,997	)		(26,916	)		(6,919	)
CDX.NA.HY.27		USD	4,165,000		(5.00	)%		12/20/21		(147,868	)		(161,618	)		(13,750	)
CDX.NA.IG.26		USD	2,385,000		(1.00	)%		06/20/21		(18,926	)		(32,821	)		(13,895	)
Total									$	(187,589	)	$	(223,758	)	$	(36,169	)
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.27		USD	1,965,000		5.00	%		12/20/21	$	71,193		$	76,251		$	5,058
ITRAXX.XOV.26		EUR	1,116,000		5.00	%		12/20/21		98,753			99,572			819
Total									$	169,946		$	175,823		$	5,877
Total									$	(17,643	)	$	(47,935	)	$	(30,292	)

^(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.

Cross Currency Swap Contracts Outstanding at October 31, 2016
Receive	Pay	Maturity Date(1)		Counter- party		Notional Amount of Currency Received		Notional Amount of Currency Delivered		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.12% based on the notional amount of currency delivered		03/16/22		DEUT		USD      92,103		CNH    624,000	$	—	$	(1,459	)	$	58	$	1,517
Fixed Rate equal to 3.12% based on the notional amount of currency delivered	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		03/16/22		DEUT		CNH    624,000		USD      92,103		1,459		—			2,451		992
Total										$	1,459	$	(1,459	)	$	2,509	$	2,509

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counter-party	Payments made by Fund		Payments received by Fund		Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BCLY	1.89% Fixed	CPURNSA		USD		4,459,000		07/15/24	$	—	$	—	$	47,061		$	47,061
GSC	6M LIBOR	6.26% Fixed		INR		20,565,000		09/12/21		—		—		(1,347	)		(1,347	)
Total									$	—	$	—	$	45,714		$	45,714

The accompanying notes are an integral part of these financial statements.

228

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate	1.00% Fixed	USD	3,727,000		09/29/26	$	88,640	$	—	$	81,111	$	(7,529	)

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/30/16	HSBC	$	438,119	$	439,338	$	1,219
AUD	Buy		11/30/16	SSG		392,537		392,971		434
AUD	Buy		11/30/16	SSG		439,195		436,297		(2,898	)
AUD	Sell		11/30/16	HSBC		418,688		415,014		3,674
AUD	Sell		11/30/16	DEUT		208,624		207,507		1,117
AUD	Sell		11/30/16	CSFB		207,858		206,747		1,111
BRL	Sell		12/02/16	GSC		301,802		311,727		(9,925	)
BRL	Sell		12/02/16	MSC		783,203		806,456		(23,253	)
CAD	Buy		11/30/16	BMO		1,297,722		1,290,043		(7,679	)
CHF	Sell		11/30/16	CSFB		221,119		220,637		482
CHF	Sell		11/30/16	CSFB		221,096		220,636		460
CHF	Sell		11/30/16	BNP		440,222		442,285		(2,063	)
CNY	Buy		12/21/16	RBS		83,803		83,270		(533	)
COP	Sell		12/21/16	SSG		76,712		74,656		2,056
COP	Sell		12/21/16	SSG		139,218		138,919		299
EUR	Buy		11/30/16	HSBC		439,601		444,024		4,423
EUR	Buy		11/30/16	CBK		438,079		438,530		451
EUR	Buy		11/30/16	RBC		21,949		21,982		33
EUR	Buy		03/15/17	CBK		127,650		127,033		(617	)
EUR	Buy		03/15/17	UBS		85,997		82,848		(3,149	)
EUR	Buy		03/15/17	BOA		114,591		110,464		(4,127	)
EUR	Buy		03/15/17	UBS		728,177		682,665		(45,512	)
EUR	Sell		11/30/16	BNP		212,289		212,120		169
EUR	Sell		11/30/16	BOA		441,810		441,826		(16	)
EUR	Sell		11/30/16	JPM		32,626		32,973		(347	)
EUR	Sell		11/30/16	BNP		219,685		220,913		(1,228	)
EUR	Sell		11/30/16	CSFB		219,615		220,913		(1,298	)
EUR	Sell		11/30/16	HSBC		441,713		444,024		(2,311	)
EUR	Sell		11/30/16	CBK		3,547,218		3,576,375		(29,157	)
EUR	Sell		12/21/16	BOA		185,592		181,567		4,025
EUR	Sell		03/15/17	BOA		583,903		577,724		6,179
EUR	Sell		03/15/17	BOA		106,639		104,941		1,698
EUR	Sell		03/15/17	BOA		311,771		320,345		(8,574	)
GBP	Buy		11/30/16	SSG		659,249		662,569		3,320
GBP	Sell		11/30/16	HSBC		219,927		220,448		(521	)
GBP	Sell		11/30/16	GSC		659,484		662,568		(3,084	)
GBP	Sell		11/30/16	CBK		1,054,738		1,061,825		(7,087	)
HUF	Buy		12/21/16	SCB		33,731		33,092		(639	)
IDR	Sell		12/21/16	HSBC		134,903		137,656		(2,753	)
IDR	Sell		12/21/16	JPM		401,637		406,354		(4,717	)
JPY	Buy		11/30/16	GSC		476,839		478,803		1,964
JPY	Sell		11/30/16	CBK		963,925		957,597		6,328
JPY	Sell		11/30/16	CSFB		243,002		242,651		351
JPY	Sell		11/30/16	GSC		242,994		242,652		342
PHP	Buy		12/21/16	RBS		2,497		2,477		(20	)
RON	Sell		06/26/17	CBK		581,707		570,038		11,669
RON	Sell		08/28/17	JPM		181,215		173,834		7,381
RON	Sell		08/28/17	BNP		109,624		105,280		4,344
RUB	Buy		06/21/17	CBK		28,530		29,573		1,043
THB	Sell		12/21/16	RBS		401,059		400,092		967
TRY	Sell		12/21/16	BOA		139,897		137,422		2,475

The accompanying notes are an integral part of these financial statements.

229

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
ZAR		Buy		12/21/16		GSC	$	219,645	$	229,685	$	10,040
ZAR		Sell		12/21/16		GSC		54,018		57,385		(3,367	)
ZAR		Sell		12/21/16		GSC		162,469		172,301		(9,832	)
Total											$	(96,653	)

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CLP	Chilean Peso
CNH	Chinese Renminbi
CNY	Chinese Yuan
COP	Colombian Peso
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
MXN	Mexican Peso
MYR	Malaysian Ringgit
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand

Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
ABX.HE.PEN	Markit Asset Backed Security Home Equity Penultimate
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.XOV	Markit iTraxx Index—Europe Crossover
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EM	Emerging Markets
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PAC	Planned Amortization Class
TBA	To Be Announced

The accompanying notes are an integral part of these financial statements.

230

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Energy	$	275,735		$	251,473		$	—		$	24,262
Utilities		25,339			25,339			—			—
Asset & Commercial Mortgage Backed Securities		29,495,032			—			29,495,032			—
Corporate Bonds		15,882,321			—			15,882,321			—
Foreign Government Obligations		3,697,780			—			3,697,780			—
Municipal Bonds		1,173,394			—			1,173,394			—
Senior Floating Rate Interests		14,826,592			—			14,826,592			—
U.S. Government Agencies		57,610,520			—			57,610,520			—
U.S. Government Securities		5,601,024			—			5,601,024			—
Short-Term Investments		4,837,442			3,995,494			841,948			—
Purchased Options		88			—			88			—
Foreign Currency Contracts(2)		78,054			—			78,054			—
Futures Contracts(2)		179,312			179,312			—			—
Swaps - Credit Default(2)		306,680			—			306,680			—
Swaps - Cross Currency(2)		2,509			—			2,509			—
Swaps - Interest Rate(2)		47,061			—			47,061			—
Total	$	134,038,883		$	4,451,618		$	129,563,003		$	24,262
Liabilities
Foreign Currency Contracts(2)	$	(174,707	)	$	—		$	(174,707	)	$	—
Futures Contracts(2)		(159,449	)		(159,449	)		—			—
Swaps - Credit Default(2)		(250,459	)		—			(250,459	)		—
Swaps - Interest Rate(2)		(8,876	)		—			(8,876	)		—
Total	$	(593,491	)	$	(159,449	)	$	(434,042	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks		Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	—	$	204,262		$	204,262
Purchases		20,774		—			20,774
Sales		—		—			—
Accrued discounts/(premiums)		—		—			—
Total realized gain/(loss)		—		—			—
Net change in unrealized appreciation/depreciation		3,488		—			3,488
Transfers into Level 3		—		—			—
Transfers out of Level 3(1)		—		(204,262	)		(204,262	)
Ending balance	$	24,262	$	—		$	24,262

⁽¹⁾  For the year ended October 31, 2016, investments valued at $204,262 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $3,488.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

231

The Hartford World Bond Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1%
			Bermuda - 0.0%
	$	396,000	Cal Funding II Ltd. 3.47%, 10/25/2027(1)	$	387,207
			Canada - 0.2%
		5,200,000	CARDS II Trust 1.24%, 07/15/2021(1)(2)		5,218,784
			Cayman Islands - 3.0%
		5,000,000	A Voce CLO Ltd. 2.34%, 07/15/2026(1)(2)		4,987,950
		4,615,000	American Money Management Corp. 2.33%, 07/27/2026(1)(2)		4,614,114
			Apidos CLO
		2,900,000	1.98%, 04/15/2025(1)(2)		2,886,863
		3,380,000	2.29%, 07/22/2026(1)(2)		3,380,581
		3,840,000	2.33%, 01/19/2025(1)(2)		3,844,155
			Ares CLO Ltd.
		1,526,925	1.73%, 04/20/2023(1)(2)		1,517,333
		3,845,000	2.40%, 04/17/2026(1)(2)		3,847,592
		2,725,000	Babson CLO Ltd. 1.98%, 04/20/2025(1)(2)		2,717,354
			Carlyle Global Market Strategies Ltd.
		3,390,000	2.00%, 07/15/2025(1)(2)		3,382,715
		875,000	2.03%, 04/18/2025(1)(2)		873,636
			Cent CLO Ltd.
		2,335,000	2.27%, 11/07/2026(1)(2)		2,333,053
		3,970,000	2.36%, 01/25/2026(1)(2)		3,963,739
		2,780,000	2.38%, 07/27/2026(1)(2)		2,776,875
		4,555,000	CIFC Funding Ltd. 2.38%, 04/18/2025(1)(2)		4,561,750
			Dryden Senior Loan Fund
		3,990,000	2.23%, 04/18/2026(1)(2)		3,987,985
		7,900,000	2.36%, 07/15/2026(1)(2)		7,915,508
		2,455,000	Eaton Vance CLO Ltd. 2.33%, 07/15/2026(1)(2)		2,457,740
		250,000	Galaxy CLO Ltd. 2.43%, 01/24/2027(1)(2)		249,950
		4,130,000	Limerock CLO Ltd. 2.38%, 04/18/2026(1)(2)		4,126,721
			LSTAR Securities Investment Trust
		997,567	2.53%, 09/01/2021(1)(2)		985,297
		2,755,000	2.53%, 10/01/2021(1)(2)(3)		2,717,408
			Madison Park Funding Ltd.
		3,735,000	2.16%, 10/23/2025(1)(2)		3,731,407
		2,390,000	2.33%, 01/19/2025(1)(2)		2,391,957
		3,760,000	2.38%, 07/20/2026(1)(2)		3,776,747
		4,245,000	Neuberger Berman CLO Ltd. 2.24%, 08/04/2025(1)(2)		4,254,814
		650,000	Oaktree EIF II Ltd. 2.37%, 02/15/2026(1)(2)		649,889
		4,455,000	OCP CLO Ltd. 2.41%, 04/17/2027(1)(2)		4,462,467
			OZLM Funding Ltd.
		3,880,000	2.38%, 01/17/2026(1)(2)		3,897,572
		3,995,000	2.43%, 04/17/2026(1)(2)		4,004,660
		500,000	Race Point CLO Ltd. 2.39%, 04/15/2027(1)(2)		501,046
		1,555,000	Seneca Park CLO Ltd. 2.36%, 07/17/2026(1)(2)		1,555,190
		2,435,000	Sheridan Square CLO Ltd. 2.05%, 04/15/2025(1)(2)		2,428,102
		2,850,000	Sound Point CLO Ltd. 2.54%, 10/20/2028(1)(2)		2,861,622

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			Cayman Islands - 3.0% - (continued)
	$	1,725,000	Voya CLO Ltd. 2.33%, 07/17/2026(1)(2)	$	1,726,302
		3,975,000	Zais CLO Ltd. 2.41%, 10/15/2028(1)(2)		3,940,251
					108,310,345
			United Kingdom - 0.0%
	GBP	425,000	Canary Wharf Finance II plc 5.95%, 10/22/2037(4)		655,892
			United States - 10.9%
			Adjustable Rate Mortgage Trust
	$	641,063	0.80%, 11/25/2035(2)		592,146
		226,846	1.03%, 01/25/2036(2)		194,655
		975,000	Ally Auto Receivables Trust 2.01%, 08/17/2020		981,043
			Alternative Loan Trust
		799,450	0.80%, 01/25/2036(2)		658,373
		404,332	0.85%, 11/25/2035(2)		324,843
		569,183	0.93%, 10/25/2036(2)		351,385
		492,468	1.03%, 12/25/2035(2)		323,826
		787,339	5.50%, 12/25/2035		659,624
		838,916	5.75%, 05/25/2036		648,786
		408,188	6.00%, 05/25/2036		309,345
		683,687	6.50%, 08/25/2037		444,452
		1,103,865	American Credit Acceptance Receivables Trust 3.96%, 05/15/2019(1)		1,110,380
			American Home Mortgage Assets Trust
		116,619	0.66%, 03/25/2047(2)		89,756
		1,000,049	0.72%, 09/25/2046(2)		753,408
		664,683	0.72%, 10/25/2046(2)		510,170
		536,084	1.46%, 10/25/2046(2)		374,380
			AmeriCredit Automobile Receivables Trust
		109,838	1.69%, 11/08/2018		109,895
		1,780,000	2.35%, 12/10/2018		1,785,708
		1,433,570	Angel Oak Mortgage Trust I LLC 3.50%, 07/25/2046(1)(5)		1,433,091
			Banc of America Commercial Mortgage Trust
		2,475,000	3.12%, 09/15/2048(1)(2)		1,352,719
		1,521,095	5.49%, 02/10/2051		1,555,401
			Banc of America Funding Trust
		1,665,832	0.76%, 02/20/2047(2)		1,466,276
		294,494	5.77%, 05/25/2037(2)		263,277
		349,279	5.85%, 01/25/2037(5)		296,498
		643,412	6.05%, 10/25/2036(5)		561,970
			Banc of America Mortgage Trust
		1,522,713	3.23%, 09/25/2035(2)		1,458,392
		874,895	3.25%, 07/25/2033(2)		874,631
		1,375,000	Bayview Opportunity Master Trust 1.70%, 10/27/2027		1,368,751
			Bear Stearns Adjustable Rate Mortgage Trust
		1,487,528	2.46%, 08/25/2035(2)		1,481,752
		1,229,552	3.07%, 10/25/2035(2)		1,216,147
		1,024,764	3.22%, 07/25/2036(2)		892,086
		1,070,280	4.66%, 06/25/2047(2)		973,298
			Bear Stearns Alt-A Trust
		579,539	0.85%, 08/25/2036(2)		441,395

The accompanying notes are an integral part of these financial statements.

232

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
	$	1,796,230	1.03%, 01/25/2036(2)	$	1,547,751
		631,738	3.18%, 09/25/2035(2)		566,382
			Bear Stearns Mortgage Funding Trust
		1,912,187	0.71%, 10/25/2036(2)		1,552,304
		551,851	0.73%, 02/25/2037(2)		446,002
			Cabela’s Master Credit Card Trust
		1,805,000	1.19%, 08/16/2021(1)(2)		1,812,267
		1,790,000	2.25%, 07/17/2023		1,815,507
		555,000	Capital Auto Receivables Asset Trust 2.43%, 09/21/2020		562,321
			CarMax Auto Owner Trust
		2,410,000	1.88%, 11/15/2019		2,422,628
		1,120,000	1.93%, 11/15/2019		1,129,299
		1,745,000	2.08%, 01/15/2020		1,752,729
		110,820	CD Mortgage Trust 5.89%, 11/15/2044(2)		113,278
		1,935,000	CFCRE Commercial Mortgage Trust 3.83%, 12/15/2047		2,080,544
		2,647,032	Chase Mortgage Finance Trust 2.76%, 12/25/2035(2)		2,421,917
		199,966	ChaseFlex Trust 5.50%, 06/25/2035		177,718
			CHL Mortgage Pass-Through Trust
		1,244,602	1.21%, 03/25/2035(2)		973,454
		540,694	2.82%, 03/20/2036(2)		439,908
		2,181,157	2.93%, 06/20/2035(2)		2,035,107
		1,929,483	3.04%, 04/25/2037(2)		1,745,162
		792,642	3.13%, 09/25/2047(2)		702,089
		1,240,497	Chrysler Capital Auto Receivables Trust 1.27%, 03/15/2019(1)		1,241,315
			Citigroup Commercial Mortgage Trust
		365,000	3.62%, 07/10/2047		391,496
		770,000	4.40%, 03/10/2047(1)(2)		536,652
		477,246	Citigroup Mortgage Loan Trust 3.00%, 07/25/2036(2)		338,385
		550,202	Cobalt CMBS Commercial Mortgage Trust 5.25%, 08/15/2048		549,542
		1,837,644	COLT Mortgage Loan Trust 2.75%, 09/25/2046(1)(2)		1,849,076
		3,372,439	Commercial Mortgage Loan Trust 6.09%, 12/10/2049(2)		3,459,520
			Commercial Mortgage Pass-Through Certificates
		34,419,737	0.99%, 02/10/2047(2)(6)		1,198,888
		1,080,000	4.24%, 02/10/2047(2)		1,200,482
		1,795,000	4.75%, 10/15/2045(1)(2)		1,110,513
			Commercial Mortgage Trust
		2,605,000	2.85%, 10/15/2045		2,701,244
		1,590,000	3.10%, 03/10/2046		1,659,641
		2,415,000	3.46%, 08/10/2048(2)		1,774,183
		2,675,000	3.53%, 12/10/2047		2,853,595
		465,000	3.61%, 06/10/2046(2)		499,375
		1,785,000	3.61%, 10/10/2048		1,907,631
		2,320,000	3.63%, 10/10/2048		2,471,308
		3,810,000	3.69%, 08/10/2047		4,067,019
		2,230,000	3.80%, 08/10/2047		2,412,890
		2,140,000	4.02%, 07/10/2045		2,344,385
		2,950,000	4.05%, 04/10/2047		3,238,825
		1,280,000	4.07%, 02/10/2047(2)		1,409,191

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
	$	4,425,085	4.23%, 07/10/2045(2)	$	4,933,224
		1,885,000	4.57%, 10/15/2045(1)(2)		1,282,139
		314,765	5.74%, 12/10/2049		321,929
			Countrywide Alternative Loan Trust
		676,507	0.67%, 04/25/2047(2)		577,058
		820,992	1.33%, 12/25/2035(2)		633,843
		1,256,110	Countrywide Home Loans, Inc. 2.80%, 11/20/2035(2)		1,048,708
		248,610	CPS Auto Trust 1.94%, 03/16/2020(1)		248,785
			Credit Suisse Commercial Mortgage Trust
		780,299	5.75%, 03/25/2036		711,812
		70,000	6.06%, 02/15/2041(2)		71,889
		43,989	Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037		39,688
			CSAIL Commercial Mortgage Trust
		53,962,692	0.89%, 06/15/2057(2)(6)		2,840,736
		14,999,039	0.96%, 04/15/2050(2)(6)		858,215
		4,775,000	3.72%, 08/15/2048		5,154,494
		3,165,000	3.81%, 11/15/2048		3,412,732
		2,337,080	CSMC Trust 3.50%, 08/25/2043(1)(2)		2,370,603
		901,275	DB Master Finance LLC 3.26%, 02/20/2045(1)		903,933
		1,183,201	DBUBS Mortgage Trust 0.85%, 11/10/2046(1)(2)(6)		25,245
		1,805,000	Discover Card Execution Note Trust 1.45%, 03/15/2021		1,811,469
			DSLA Mortgage Loan Trust
		145,640	0.89%, 01/19/2045(2)		125,031
		2,211,150	1.43%, 03/19/2046(2)		1,797,651
		1,700,000	DT Auto Owner Trust 1.88%, 05/15/2019(1)		1,700,907
			Enterprise Fleet Financing LLC
		1,419,110	1.51%, 03/20/2019(1)		1,419,196
		1,500,000	2.09%, 02/22/2021(1)		1,510,655
		559,592	Exeter Automobile Receivables Trust 1.54%, 11/15/2019(1)		559,008
			First Investors Auto Owner Trust
		712,171	1.49%, 01/15/2020(1)		712,399
		475,000	1.53%, 11/16/2020(1)		475,062
		500,000	Ford Credit Floorplan Master Owner Trust 1.69%, 09/15/2019		500,664
			FREMF Mortgage Trust
		1,195,000	3.39%, 07/25/2022(1)(2)		1,174,961
		1,190,000	3.72%, 10/25/2048(1)(2)		1,177,371
		825,000	GE Commercial Mortgage Corp. 5.61%, 12/10/2049(2)		816,701
		2,718,771	GLS Auto Receivables Trust 2.73%, 10/15/2020(1)		2,721,380
			GMAC Mortgage Corp. Loan Trust
		438,580	3.41%, 09/19/2035(2)		400,072
		758,950	3.41%, 04/19/2036(2)		674,694
		1,260,000	GreatAmerica Leasing Receivables 1.86%, 08/15/2020(1)		1,263,125
		975,000	Green Tree Agency Advance Funding Trust 3.10%, 10/15/2048(1)		977,437

The accompanying notes are an integral part of these financial statements.

233

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
			GreenPoint Mortgage Funding Trust
	$	572,714	0.69%, 02/25/2037(2)	$	514,387
		550,760	1.05%, 10/25/2045(2)		476,298
			GS Mortgage Securities Trust
		3,750,000	3.27%, 11/10/2048		2,931,858
		2,470,000	3.38%, 05/10/2045		2,630,244
		5,705,000	3.38%, 05/10/2050		6,004,158
		2,330,000	3.58%, 06/10/2047(1)		1,372,064
		615,000	3.67%, 04/10/2047(1)		320,329
		1,742,000	3.72%, 01/10/2047(1)		977,091
		4,725,242	4.07%, 01/10/2047		5,199,498
		2,650,000	4.51%, 11/10/2047(1)(2)		2,119,143
		1,875,000	4.87%, 04/10/2047(1)(2)		1,321,551
			GSAA Home Equity Trust
		655,130	0.58%, 12/25/2046(2)		409,604
		3,120,199	0.60%, 12/25/2046(2)		1,696,598
		1,570,053	0.61%, 02/25/2037(2)		877,013
		2,545,410	0.63%, 03/25/2037(2)		1,371,877
		2,339,625	0.65%, 05/25/2047(2)		1,765,673
		1,227,926	0.71%, 11/25/2036(2)		609,524
		1,017,693	0.75%, 05/25/2047(2)		773,986
		1,729,582	0.76%, 04/25/2047(2)		1,150,227
		1,843,890	0.85%, 04/25/2047(2)		1,263,345
		685,424	5.88%, 09/25/2036(5)		357,824
		541,235	5.99%, 06/25/2036(2)		272,243
			GSR Mortgage Loan Trust
		3,748,507	2.97%, 01/25/2036(2)		3,469,115
		1,508,986	3.19%, 10/25/2035(2)		1,321,457
		268,433	3.20%, 05/25/2037(2)		218,930
		768,295	3.23%, 07/25/2035(2)		709,204
			HarborView Mortgage Loan Trust
		1,709,053	0.72%, 01/19/2038(2)		1,467,670
		2,654,034	0.77%, 12/19/2036(2)		1,972,464
		204,926	0.86%, 09/19/2035(2)		164,374
		1,726,856	1.23%, 01/19/2035(2)		1,130,527
		462,239	1.53%, 10/25/2037(2)		430,062
		1,065,000	Huntington Auto Trust 1.95%, 06/15/2021		1,070,728
		540,000	Hyundai Automotive Receivables Trust 2.10%, 11/15/2019		541,988
		617,371	Impac CMB Trust 1.33%, 10/25/2034(2)		591,070
			IndyMac INDA Mortgage Loan Trust
		1,243,967	3.10%, 12/25/2036(2)		1,097,426
		291,299	3.35%, 09/25/2036(2)		230,941
			IndyMac Index Mortgage Loan Trust
		1,469,457	0.73%, 10/25/2036(2)		1,245,699
		75,595	0.77%, 07/25/2035(2)		65,989
		739,011	0.81%, 07/25/2035(2)		594,398
		1,581,539	0.93%, 07/25/2046(2)		948,987
		452,391	3.04%, 08/25/2035(2)		361,878
		1,535,924	JP Morgan Chase Commercial Mortgage Securities Corp. 4.42%, 12/15/2047(1)(2)		1,229,305
			JP Morgan Chase Commercial Mortgage Securities Trust
		4,608,982	2.03%, 02/12/2051(2)		4,497,031
		3,059,000	2.73%, 10/15/2045(1)(2)		1,713,254
		950,000	2.83%, 10/15/2045		983,200
		700,000	4.00%, 08/15/2046(1)(2)		572,254
		2,501,109	4.17%, 08/15/2046		2,721,918
		3,484,933	5.72%, 02/12/2049(2)		3,524,794

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
			JP Morgan Mortgage Trust
	$	1,776,620	2.97%, 08/25/2036(2)	$	1,614,567
		918,588	2.98%, 11/25/2035(2)		856,537
		1,477,830	2.99%, 05/25/2036(2)		1,334,588
		1,510,951	3.00%, 09/25/2044(1)(2)		1,544,518
		323,634	3.01%, 10/25/2036(2)		302,892
		2,599,219	3.10%, 02/25/2035(2)		2,631,775
		209,777	6.00%, 01/25/2037		171,699
			JPMBB Commercial Mortgage Securities Trust
		69,179,946	0.86%, 09/15/2047(2)(6)		2,530,478
		1,895,000	3.60%, 11/15/2048		2,016,144
		2,340,000	3.74%, 10/15/2048(1)(2)		1,717,971
		845,000	3.78%, 08/15/2047		912,173
			Lehman XS Trust
		724,908	0.72%, 11/25/2046(2)		597,768
		998,891	1.38%, 09/25/2047(2)		818,112
		2,060,000	Lendmark Funding Trust 3.26%, 04/21/2025(1)		2,059,766
		1,597,294	Long Beach Mortgage Loan Trust 1.15%, 08/25/2033(2)		1,465,857
			LSTAR Securities Investment Trust
		2,599,966	2.53%, 01/01/2020(1)(2)		2,586,967
		900,412	2.53%, 03/01/2020(1)(2)		888,727
		2,132,384	2.53%, 04/01/2020(1)(2)		2,103,064
		2,967,765	2.53%, 05/01/2020(1)(2)		2,918,013
		1,095,526	2.53%, 08/01/2020(1)(2)		1,093,878
		2,949,178	2.53%, 12/01/2021(1)(2)		2,937,172
		786,178	Luminent Mortgage Trust 0.79%, 11/25/2035(2)		706,975
		968,119	MASTR Adjustable Rate Mortgages Trust 0.77%, 05/25/2037(2)		596,833
			Merrill Lynch Mortgage Investors Trust
		4,502,975	2.72%, 12/25/2034(2)		4,503,977
		135,837	2.82%, 05/25/2033(2)		133,089
		986,649	3.10%, 07/25/2035(2)		765,357
		954,199	Mill City Mortgage Loan Trust 2.50%, 04/25/2057(1)(2)		961,525
		1,421,263	Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust 0.68%, 06/25/2036(2)		1,242,414
			Morgan Stanley Bank of America Merrill Lynch Trust
		13,240,010	1.12%, 10/15/2048(2)(6)		947,574
		1,480,000	2.92%, 02/15/2046		1,529,432
		3,840,000	3.06%, 10/15/2048(1)		2,734,483
		2,090,000	3.13%, 12/15/2048		2,178,224
		2,930,000	4.08%, 07/15/2046(2)		3,233,192
		1,505,000	4.50%, 08/15/2045(1)		1,084,615
			Morgan Stanley Capital I Trust
		2,990,449	3.24%, 03/15/2045		3,152,562
		1,555,000	5.16%, 07/15/2049(1)(2)		1,225,151
		100,000	5.43%, 09/15/2047(1)(2)		111,832
		1,374,823	5.57%, 12/15/2044		1,403,735
		47,596	5.64%, 06/11/2042(2)		48,436
		504,860	6.28%, 01/11/2043(2)		526,720
		2,728,000	6.28%, 01/11/2043(1)(2)		2,707,427
			Morgan Stanley Mortgage Loan Trust
		1,793,937	0.70%, 11/25/2036(2)		793,861
		548,916	2.77%, 06/25/2037(2)		369,565
		208,867	3.09%, 05/25/2036(2)		145,999

The accompanying notes are an integral part of these financial statements.

234

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
	$	1,076,212	Morgan Stanley Re-Remic Trust 5.79%, 08/15/2045(1)(2)	$	1,081,761
			Nationstar HECM Loan Trust
		1,393,516	2.01%, 08/25/2026(1)		1,386,343
		473,169	2.24%, 06/25/2026(1)		475,091
		590,124	2.88%, 11/25/2025(1)		590,360
			New Residential Mortgage Loan Trust
		725,655	3.25%, 09/25/2056(1)(2)		744,588
		991,436	3.75%, 11/26/2035(1)(2)		1,028,988
		863,304	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.54%, 06/25/2036(2)		647,422
			NRZ Advance Receivables Trust
		4,690,000	2.58%, 10/15/2049(1)		4,689,996
		2,755,000	3.20%, 11/15/2047(1)		2,768,476
		3,220,000	3.30%, 08/17/2048(1)		3,236,979
		3,905,000	Ocwen Master Advance Receivables Trust 3.21%, 11/15/2047(1)		3,910,159
		845,000	OneMain Financial Issuance Trust 3.66%, 02/20/2029(1)		863,844
		406,608	Prime Mortgage Trust 5.50%, 06/25/2036		381,100
		697,286	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037		657,434
		2,930,769	Renaissance Home Equity Loan Trust 1.05%, 03/25/2034(2)		2,833,221
			Residential Accredit Loans, Inc.
		879,368	0.83%, 04/25/2036(2)		631,528
		796,685	1.32%, 09/25/2046(2)		564,923
		1,861,390	1.83%, 11/25/2037(2)		1,269,760
		456,590	Residential Asset Securitization Trust 0.98%, 03/25/2035(2)		358,759
			Residential Funding Mortgage Securities, Inc.
		3,013,579	3.25%, 08/25/2035(2)		2,230,422
		635,120	3.47%, 04/25/2037(2)		539,783
		142,295	5.75%, 01/25/2036		114,179
		184,384	6.00%, 04/25/2037		163,268
		231,011	6.00%, 07/25/2037		213,333
			Sequoia Mortgage Trust
		1,928,847	1.19%, 06/20/2033(2)		1,821,901
		707,959	4.70%, 07/20/2037(2)		621,312
			SFAVE Commercial Mortgage Securities Trust
		1,935,000	3.87%, 01/05/2043(1)(2)		1,954,040
		3,015,000	4.14%, 01/05/2043(1)(2)		3,088,905
		1,262,479	Skopos Auto Receivables Trust 3.55%, 02/15/2020(1)		1,262,950
		1,453,804	Social Professional Loan Program 2.72%, 10/27/2036(1)		1,482,581
		1,395,000	SoFi Consumer Loan Program LLC 3.05%, 12/26/2025(1)		1,395,832
			Springleaf Funding Trust
		812,710	2.41%, 12/15/2022(1)		813,628
		3,510,000	3.16%, 11/15/2024(1)		3,544,659
		3,215,000	3.48%, 05/15/2028(1)		3,244,665
			Springleaf Mortgage Loan Trust
		1,152,108	1.78%, 12/25/2065(1)(2)		1,147,186
		920,000	3.52%, 12/25/2065(1)(2)		923,676
		2,770,000	3.79%, 09/25/2057(1)(2)		2,764,709

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
			Structured Adjustable Rate Mortgage Loan Trust
	$	903,174	0.83%, 09/25/2034(2)	$	782,126
		1,793,908	2.99%, 06/25/2035(2)		1,562,665
		577,757	Structured Asset Mortgage Investments II Trust 0.76%, 02/25/2036(2)		463,482
		1,253,945	Structured Asset Securities Corp. 5.75%, 06/25/2035		1,179,393
		313,726	Structured Asset Securities Corp. Mortgage Pass-Through Ctertificates 3.21%, 11/25/2033(2)		308,409
		820,167	TAL Advantage LLC 2.83%, 02/22/2038(1)		787,596
		1,944,272	Terwin Mortgage Trust 1.47%, 12/25/2034(2)		1,844,832
		1,106,874	Thornburg Mortgage Securities Trust 2.37%, 04/25/2045(2)		1,108,655
			Towd Point Mortgage Trust
		1,755,639	2.25%, 08/25/2055(1)(2)		1,758,271
		1,410,431	2.25%, 07/25/2056(1)(2)		1,412,055
		3,371,919	2.75%, 04/25/2055(1)(2)		3,418,445
		1,093,515	2.75%, 05/25/2055(1)(2)		1,107,993
		1,077,626	2.75%, 08/25/2055(1)(2)		1,095,519
		1,748,707	3.00%, 03/25/2054(1)(2)		1,783,206
			UBS-Barclays Commercial Mortgage Trust
		5,950,000	3.19%, 03/10/2046		6,218,278
		1,550,000	3.24%, 04/10/2046		1,624,859
		1,095,000	4.09%, 03/10/2046(1)(2)		763,723
		1,250,767	United Auto Credit Securitization Trust 1.67%, 09/10/2018(1)		1,251,034
			WaMu Mortgage Pass-Through Certificates Trust
		962,639	0.95%, 06/25/2044(2)		891,968
		2,199,644	0.95%, 07/25/2044(2)		2,089,797
		245,244	1.33%, 12/25/2046(2)		189,990
		1,822,723	2.00%, 01/25/2037(2)		1,519,112
		867,924	2.20%, 11/25/2046(2)		779,596
		1,953,839	2.57%, 06/25/2037(2)		1,745,866
		839,383	2.81%, 08/25/2036(2)		745,968
		2,244,585	2.83%, 10/25/2036(2)		1,956,528
		2,450,449	Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 0.62%, 02/25/2037(2)		1,555,506
			Wells Fargo Commercial Mortgage Trust
		2,845,000	2.88%, 05/15/2048(1)(2)		1,449,025
		3,900,000	2.92%, 10/15/2045		4,067,249
		1,890,000	3.36%, 09/15/2058(1)		1,131,371
		375,000	4.10%, 05/15/2048(2)		303,410
			Wells Fargo Mortgage Backed Securities Trust
		1,745,000	3.07%, 10/25/2035(2)		1,664,631
		976,330	3.13%, 12/28/2037(2)		895,334
		338,481	3.23%, 10/25/2036(2)		312,147
			Westlake Automobile Receivables Trust
		79,312	1.17%, 03/15/2018(1)		79,307
		320,000	1.57%, 06/17/2019(1)		320,573

The accompanying notes are an integral part of these financial statements.

235

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.1% - (continued)
			United States - 10.9% - (continued)
	$	3,440,000	2.45%, 01/15/2021(1)	$	3,471,330
		4,070,000	2.46%, 01/18/2022(1)		4,067,154
		1,765,000	3.29%, 09/15/2021(1)		1,792,293
		1,830,000	4.40%, 05/17/2021(1)		1,859,450
			WF-RBS Commercial Mortgage Trust
		15,456,438	1.39%, 03/15/2047(2)(6)		964,984
		1,430,000	2.88%, 12/15/2045		1,483,982
		915,000	3.07%, 03/15/2045		956,214
		875,000	3.72%, 05/15/2047		942,227
		2,430,000	4.00%, 05/15/2047		2,660,773
		1,370,000	4.05%, 03/15/2047		1,500,927
		395,160	4.10%, 03/15/2047		435,041
		830,000	4.90%, 06/15/2044(1)(2)		931,250
		515,000	5.00%, 06/15/2044(1)(2)		446,674
		810,000	5.00%, 04/15/2045(1)(2)		480,459
		935,000	5.58%, 04/15/2045(1)(2)		956,139
		590,000	Wheels SPV LLC 1.59%, 05/20/2025(1)		591,045
		535,000	World Omni Auto Receivables Trust 2.15%, 08/15/2022		541,828
					395,814,490
			Total Asset & Commercial Mortgage Backed Securities (cost $512,830,517)	$	510,386,718
CORPORATE BONDS - 25.6%
			Argentina - 0.1%
		1,820,000	Cablevision S.A. 6.50%, 06/15/2021(1)	$	1,892,800
			Australia - 0.1%
		4,000,000	BHP Billiton Finance USA Ltd. 1.63%, 02/24/2017		4,005,400
			Bermuda - 0.0%
		560,000	Aircastle Ltd. 5.00%, 04/01/2023		579,600
			British Virgin Islands - 0.1%
		2,280,000	Gerdau Trade, Inc. 4.75%, 04/15/2023(1)		2,202,366
			Canada - 0.4%
		2,435,000	Bombardier, Inc. 6.13%, 01/15/2023(1)		2,113,629
			MEG Energy Corp.
		1,130,000	6.38%, 01/30/2023(1)		932,250
		1,370,000	7.00%, 03/31/2024(1)		1,123,400
		125,000	New Gold, Inc. 6.25%, 11/15/2022(1)		126,250
			Teck Resources Ltd.
		1,800,000	8.00%, 06/01/2021(1)		1,966,500
		3,135,000	8.50%, 06/01/2024(1)		3,628,762
		1,300,000	Telesat Canada / Telesat LLC 6.00%, 05/15/2017(1)		1,301,625
			Valeant Pharmaceuticals International, Inc.
		3,105,000	5.88%, 05/15/2023(1)		2,445,188
		2,825,000	6.13%, 04/15/2025(1)		2,231,750
					15,869,354

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			Cayman Islands - 0.0%
	$	1,650,000	Noble Holding International Ltd. 6.20%, 08/01/2040	$	969,375
			Denmark - 0.3%
		10,650,000	Danske Bank A/S 1.42%, 09/06/2019(1)(2)		10,661,960
			France - 0.7%
		2,555,000	BNP Paribas S.A. 7.63%, 03/30/2021(1)(2)(7)		2,669,975
		4,220,000	Credit Agricole S.A. 8.13%, 12/23/2025(1)(2)(7)		4,531,605
		7,000,000	Danone S.A. 2.95%, 11/02/2026(1)		6,987,358
		10,550,000	Orange S.A. 1.63%, 11/03/2019		10,548,787
					24,737,725
			Ireland - 0.2%
			AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
		1,760,000	3.95%, 02/01/2022		1,793,827
		535,000	4.63%, 10/30/2020		563,088
			Ardagh Packaging Finance plc
	EUR	2,450,000	6.75%, 05/15/2024(4)		2,864,305
	$	1,636,000	7.25%, 05/15/2024(1)		1,725,980
					6,947,200
			Italy - 0.0%
		430,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(2)(7)		392,913
			Japan - 0.0%
		1,230,000	SoftBank Group Corp. 4.50%, 04/15/2020(1)		1,263,825
			Luxembourg - 0.8%
		13,225,000	Actavis Funding SCS 1.85%, 03/01/2017		13,255,907
			Altice Financing S.A.
	EUR	1,185,000	6.50%, 01/15/2022(4)		1,372,380
	$	3,845,000	7.50%, 05/15/2026(1)		3,960,350
		825,000	ArcelorMittal 7.25%, 02/25/2022		936,375
	EUR	5,155,000	ARD Finance S.A. (Cash) 6.63%, 09/15/2023(1)(8)		5,519,026
	$	1,975,000	Camelot Finance S.A. 7.88%, 10/15/2024(1)		2,019,437
	EUR	1,005,000	Cirsa Funding Luxembourg S.A. 5.75%, 05/15/2021(1)		1,164,855
					28,228,330
			Mexico - 0.2%
			Cemex S.A.B. de C.V.
	$	1,740,000	6.13%, 05/05/2025(1)		1,800,900
		200,000	7.75%, 04/16/2026(1)		224,120
		3,181,000	Petroleos Mexicanos 5.75%, 03/01/2018		3,340,050
					5,365,070
			Netherlands - 0.7%
		4,000,000	Cimpress N.V. 7.00%, 04/01/2022(1)		4,140,000
		1,445,000	Constellium N.V. 7.88%, 04/01/2021(1)		1,538,925

The accompanying notes are an integral part of these financial statements.

236

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			Netherlands - 0.7% - (continued)
			NXP B.V. / NXP Funding LLC
	$	440,000	3.75%, 06/01/2018(1)	$	453,200
		1,175,000	4.13%, 06/01/2021(1)		1,254,312
			Petrobras Global Finance B.V.
		2,265,000	4.38%, 05/20/2023		2,052,656
		1,555,000	5.63%, 05/20/2043		1,221,764
		2,865,000	Shell International Finance B.V. 2.00%, 11/15/2018		2,901,142
		13,425,000	Teva Pharmaceutical Finance Netherlands III B.V. 1.40%, 07/20/2018		13,367,326
					26,929,325
			Spain - 0.3%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	1,600,000	7.00%, 02/19/2019(2)(4)(7)		1,697,227
	$	2,800,000	9.00%, 05/09/2018(2)(4)(7)		2,908,500
	EUR	3,000,000	Banco Santander S.A. 6.25%, 03/12/2019(2)(4)(7)		3,060,906
		1,640,000	NH Hotel Group S.A. 6.88%, 11/15/2019(1)		1,967,739
					9,634,372
			Sweden - 0.2%
	$	7,820,000	Svenska Handelsbanken AB 1.33%, 09/06/2019(2)		7,828,813
			Switzerland - 0.1%
		3,270,000	Credit Suisse Group AG 6.25%, 12/18/2024(2)(4)(7)		3,155,550
			Turkey - 0.1%
		2,756,000	Turkiye Is Bankasi 5.50%, 04/21/2022(1)		2,747,087
			United Kingdom - 1.4%
			Anglo American Capital plc
		250,000	3.63%, 05/14/2020(1)		251,250
		1,685,000	4.88%, 05/14/2025(1)		1,714,488
		285,000	9.38%, 04/08/2019(1)		326,325
	GBP	550,000	Barclays Bank plc 14.00%, 06/15/2019(2)(4)(7)		828,689
			BP Capital Markets plc
	$	8,485,000	1.21%, 11/07/2016(2)		8,485,679
		4,225,000	1.38%, 11/06/2017		4,227,573
		6,475,000	1.49%, 09/26/2018(2)		6,504,882
		1,640,000	Ensco plc 5.75%, 10/01/2044		1,094,700
		2,620,000	HSBC Bank plc 1.50%, 03/31/2017(2)(7)		1,820,900
		6,190,000	Imperial Brands Finance plc 2.05%, 02/11/2018(4)		6,215,348
	GBP	625,000	Lloyds Banking Group plc 7.00%, 06/27/2019(2)(4)(7)		764,618
			National Westminster Bank plc
	$	1,270,000	1.38%, 01/11/2017(2)(7)		876,300
	EUR	725,000	1.85%, 01/05/2017(2)(7)		719,784
	GBP	1,050,000	Nationwide Building Society 6.88%, 06/20/2019(2)(4)(7)		1,263,352
			Royal Bank of Scotland Group plc
	$	1,430,000	7.50%, 08/10/2020(2)(7)		1,312,025
		925,000	8.63%, 08/15/2021(2)(7)		920,375
			Tesco plc
		2,925,000	2.70%, 01/05/2017(4)		2,926,541
		6,775,000	5.50%, 11/15/2017(1)		7,000,987

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United Kingdom - 1.4% - (continued)
			Tullow Oil plc
	$	545,000	6.00%, 11/01/2020(1)	$	506,850
		1,745,000	6.25%, 04/15/2022(1)		1,601,038
	GBP	1,225,000	Virgin Media Secured Finance plc 5.50%, 01/15/2021		1,641,844
		215,000	Vue International Bidco plc 7.88%, 07/15/2020(4)		273,423
	EUR	810,000	Worldpay Finance plc 3.75%, 11/15/2022(1)		958,089
					52,235,060
			United States - 19.9%
		7,145,000	Activision Blizzard, Inc. 6.13%, 09/15/2023(1)		7,868,431
			AK Steel Corp.
		4,920,000	7.63%, 05/15/2020		4,944,600
		955,000	7.63%, 10/01/2021		950,225
		440,000	8.38%, 04/01/2022		444,400
		2,815,000	Alcatel-Lucent USA, Inc. 6.45%, 03/15/2029		3,103,537
			Alere, Inc.
		2,770,000	6.38%, 07/01/2023(1)		2,853,100
		1,970,000	6.50%, 06/15/2020		1,995,433
		1,050,000	7.25%, 07/01/2018		1,068,375
			Ally Financial, Inc.
		6,125,000	3.25%, 02/13/2018		6,140,312
		1,580,000	8.00%, 12/31/2018		1,734,050
			American Builders & Contractors Supply Co., Inc.
		220,000	5.63%, 04/15/2021(1)		227,150
		680,000	5.75%, 12/15/2023(1)		708,900
		9,225,000	American Electric Power Co., Inc. 1.65%, 12/15/2017		9,249,022
		575,000	Amsurg Corp. 5.63%, 07/15/2022		586,500
			Anadarko Petroleum Corp.
		165,000	4.85%, 03/15/2021		179,128
		110,000	5.55%, 03/15/2026		125,047
		18,413,000	6.38%, 09/15/2017		19,186,346
			Antero Resources Corp.
		380,000	5.38%, 11/01/2021		385,700
		980,000	5.63%, 06/01/2023		999,600
		1,215,000	APX Group, Inc. 7.88%, 12/01/2022		1,278,800
		800,000	Ashtead Capital, Inc. 6.50%, 07/15/2022(1)		839,000
		1,520,000	Avon International Operations, Inc. 7.88%, 08/15/2022(1)		1,634,000
	EUR	2,150,000	Axalta Coating Systems LLC 4.25%, 08/15/2024(1)		2,443,349
			Bank of America Corp.
		1,800,000	0.40%, 05/23/2017(2)		1,975,698
	$	8,500,000	2.00%, 01/11/2018		8,537,485
		4,700,000	6.88%, 04/25/2018		5,056,072
		4,861,000	Beazer Homes USA, Inc. 8.75%, 03/15/2022(1)		5,164,812
		2,045,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(1)		1,998,988
		1,415,000	BMC East LLC 5.50%, 10/01/2024(1)		1,436,225

The accompanying notes are an integral part of these financial statements.

237

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United States - 19.9% - (continued)
	$	15,675,000	BMW US Capital LLC 1.50%, 04/11/2019(1)	$	15,682,681
			Boyd Gaming Corp.
		930,000	6.38%, 04/01/2026(1)		995,100
		6,090,000	6.88%, 05/15/2023		6,516,300
		1,380,000	Builders FirstSource, Inc. 5.63%, 09/01/2024(1)		1,393,800
		5,025,000	California Resources Corp. 8.00%, 12/15/2022(1)		3,391,875
		425,000	Callon Petroleum Co. 6.13%, 10/01/2024(1)		437,750
		1,060,000	CBS Radio, Inc. 7.25%, 11/01/2024(1)		1,101,075
			CDW LLC / CDW Finance Corp.
		1,360,000	5.00%, 09/01/2023		1,396,584
		925,000	6.00%, 08/15/2022		980,500
		2,340,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		2,351,700
		4,090,000	Celgene Corp. 2.25%, 05/15/2019		4,135,685
		3,875,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 6.38%, 09/15/2020(1)		3,991,250
		25,000	Change Healthcare Holdings, Inc. 11.00%, 12/31/2019		26,250
			Chemours Co.
		2,130,000	6.63%, 05/15/2023		2,066,100
		330,000	7.00%, 05/15/2025		320,925
		1,198,875	Chinos Intermediate Holdings A, Inc. (Cash) 7.75%, 05/01/2019(1)(8)		491,539
			CIT Group, Inc.
		1,455,000	4.25%, 08/15/2017		1,473,624
		3,795,000	5.25%, 03/15/2018		3,930,330
		13,650,000	Citigroup, Inc. 1.70%, 04/27/2018		13,656,989
		10,280,000	Citizens Bank NA 2.50%, 03/14/2019		10,428,196
		2,040,000	Cloud Crane LLC 10.13%, 08/01/2024(1)		2,126,700
			CNH Industrial Capital LLC
		3,760,000	4.38%, 11/06/2020		3,844,600
		3,535,000	6.25%, 11/01/2016		3,535,000
			Community Health Systems, Inc.
		3,735,000	6.88%, 02/01/2022		2,847,937
		1,930,000	7.13%, 07/15/2020		1,558,475
		1,865,000	Concho Resources, Inc. 5.50%, 04/01/2023		1,907,895
			Continental Resources, Inc.
		1,585,000	3.80%, 06/01/2024		1,458,200
		200,000	4.50%, 04/15/2023		190,500
		2,070,000	4.90%, 06/01/2044		1,762,088
		480,000	5.00%, 09/15/2022		470,400
		1,530,000	Cox Communications, Inc. 5.88%, 12/01/2016(1)		1,535,643
			CSC Holdings LLC
		1,455,000	7.88%, 02/15/2018		1,553,213
		1,830,000	10.13%, 01/15/2023(1)		2,063,325
		1,695,000	10.88%, 10/15/2025(1)		1,949,250
		2,140,000	Denbury Resources, Inc. 9.00%, 05/15/2021(1)		2,204,200

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United States - 19.9% - (continued)
	EUR	200,000	Deutsche Postbank Funding Trust 5.98%, 06/29/2017(2)(4)(7)	$	214,074
			Diamondback Energy, Inc.
	$	1,096,000	4.75%, 11/01/2024(1)		1,096,000
		290,000	7.63%, 10/01/2021		307,110
		8,615,000	DISH DBS Corp. 4.25%, 04/01/2018		8,819,606
		1,130,000	Dollar Tree, Inc. 5.75%, 03/01/2023		1,203,450
		2,160,000	Dominion Resources, Inc. 1.90%, 06/15/2018		2,168,554
		2,055,000	Double Eagle Acquisition Sub, Inc. 7.50%, 10/01/2024(1)		2,116,650
		4,300,000	Ecolab, Inc. 3.00%, 12/08/2016		4,308,647
			Endo Finance LLC
		5,455,000	6.00%, 07/15/2023(1)		4,745,850
		3,675,000	6.50%, 02/01/2025(1)		3,096,187
		1,560,000	Energen Corp. 4.63%, 09/01/2021		1,575,600
		2,050,000	Energy Transfer Equity L.P. 5.50%, 06/01/2027		1,998,750
		565,000	Entegris, Inc. 6.00%, 04/01/2022(1)		584,775
		435,000	Envision Healthcare Corp. 5.13%, 07/01/2022(1)		435,000
		150,000	Exelon Corp. 1.55%, 06/09/2017		150,128
		1,960,000	FBM Finance, Inc. 8.25%, 08/15/2021(1)		2,048,200
		1,485,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,540,688
		9,720,000	Fifth Third Bank 2.30%, 03/15/2019		9,842,744
			First Data Corp.
		3,760,000	5.75%, 01/15/2024(1)		3,816,400
		2,031,000	6.75%, 11/01/2020(1)		2,102,085
		1,655,000	7.00%, 12/01/2023(1)		1,733,613
			Ford Motor Credit Co. LLC
		9,950,000	1.50%, 01/17/2017		9,957,731
		4,625,000	4.25%, 02/03/2017		4,660,770
		435,000	Fresenius Medical Care U.S. Finance II, Inc. 5.63%, 07/31/2019(1)		470,888
		485,000	Frontier Communications Corp. 11.00%, 09/15/2025		496,592
		375,000	Gardner Denver, Inc. 6.88%, 08/15/2021(1)		367,500
		4,600,000	GATX Corp. 1.25%, 03/04/2017		4,601,270
			General Motors Financial Co., Inc.
		7,100,000	2.24%, 05/09/2019(2)		7,144,048
		8,500,000	2.40%, 04/10/2018		8,546,699
		11,675,000	4.75%, 08/15/2017		11,967,377
			GLP Capital L.P. / GLP Financing II, Inc.
		75,000	4.38%, 04/15/2021		78,938
		1,290,000	5.38%, 04/15/2026		1,370,625
			Goldman Sachs Group, Inc.
		6,750,000	1.46%, 06/04/2017(2)		6,759,538
		1,165,000	2.00%, 04/25/2019		1,171,602
		7,050,000	5.95%, 01/18/2018		7,417,559

The accompanying notes are an integral part of these financial statements.

238

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United States - 19.9% - (continued)
			Gray Television, Inc.
	$	875,000	5.13%, 10/15/2024(1)	$	848,750
		220,000	5.88%, 07/15/2026(1)		218,900
		475,000	H&E Equipment Services, Inc. 7.00%, 09/01/2022		499,700
		1,800,000	HCA Holdings, Inc. 6.25%, 02/15/2021		1,941,750
		2,530,000	HCA, Inc. 7.50%, 11/15/2095		2,542,650
		515,000	HD Supply, Inc. 5.75%, 04/15/2024(1)		540,750
			Hertz Corp.
		1,550,000	5.50%, 10/15/2024(1)		1,504,895
		946,000	7.38%, 01/15/2021(1)		974,380
		6,200,000	Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp. 5.63%, 10/15/2021		6,386,000
		2,698,660	Homer City Generation L.P. (Cash) 8.73%, 10/01/2026(8)		1,052,477
			IMS Health, Inc.
	EUR	2,755,000	4.13%, 04/01/2023(1)		3,144,669
	$	2,845,000	6.00%, 11/01/2020(1)		2,887,675
		585,000	Infor Software Parent LLC (Cash) 7.13%, 05/01/2021(1)(8)		592,313
		1,730,000	Infor US, Inc. 6.50%, 05/15/2022		1,788,388
			International Lease Finance Corp.
		1,450,000	3.88%, 04/15/2018		1,482,625
		1,015,000	5.88%, 04/01/2019		1,090,800
		14,195,000	8.75%, 03/15/2017		14,547,604
		1,175,000	8.88%, 09/01/2017		1,238,156
		255,000	inVentiv Health, Inc. 9.00%, 01/15/2018(1)		258,506
		835,000	JDA Escrow LLC / JDA Bond Finance, Inc. 7.38%, 10/15/2024(1)		862,138
		9,300,000	JP Morgan Chase & Co. 1.85%, 03/22/2019		9,339,674
			JPMorgan Chase Bank NA
		10,400,000	1.31%, 09/21/2018(2)		10,406,750
	EUR	2,050,000	4.38%, 11/30/2021(2)(4)		2,252,854
	$	1,500,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		1,584,375
			KB Home
		1,685,000	7.00%, 12/15/2021		1,807,163
		75,000	7.50%, 09/15/2022		81,188
		1,075,000	8.00%, 03/15/2020		1,193,250
			Kinder Morgan, Inc.
		2,550,000	2.00%, 12/01/2017		2,559,157
		5,616,000	7.00%, 06/15/2017		5,801,216
		6,155,000	Kraft Heinz Foods Co. 1.60%, 06/30/2017		6,167,735
		1,275,000	LafargeHolcim Finance US LLC 4.75%, 09/22/2046(1)		1,286,819
		190,000	Lamar Media Corp. 5.75%, 02/01/2026		203,424
			Laredo Petroleum, Inc.
		1,065,000	5.63%, 01/15/2022		1,038,375
		2,520,000	6.25%, 03/15/2023		2,532,600
		430,000	7.38%, 05/01/2022		442,900
		680,000	Lennar Corp. 4.88%, 12/15/2023		693,600

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United States - 19.9% - (continued)
	$	350,000	LifePoint Health, Inc. 5.88%, 12/01/2023	$	355,250
		3,625,000	LIN Television Corp. 6.38%, 01/15/2021		3,738,281
		3,970,000	M/I Homes, Inc. 6.75%, 01/15/2021		4,178,425
		3,800,000	Macy’s Retail Holdings, Inc. 5.90%, 12/01/2016		3,814,634
			Marathon Oil Corp.
		465,000	5.90%, 03/15/2018		488,463
		11,725,000	6.00%, 10/01/2017		12,144,896
		1,510,000	Matador Resources Co. 6.88%, 04/15/2023		1,585,500
		3,075,000	MDC Holdings, Inc. 5.50%, 01/15/2024		3,236,437
		900,000	MEDNAX, Inc. 5.25%, 12/01/2023(1)		940,500
		1,025,000	MGIC Investment Corp. 5.75%, 08/15/2023		1,081,375
		615,000	MGM Growth Properties Operating Partnership L.P. / MGP Escrow Co-Issuer, Inc. 5.63%, 05/01/2024(1)		654,606
		1,100,000	Michaels Stores, Inc. 5.88%, 12/15/2020(1)		1,131,625
			Molson Coors Brewing Co.
		3,750,000	1.45%, 07/15/2019		3,727,350
		10,775,000	2.00%, 05/01/2017		10,818,606
		5,850,000	Morgan Stanley 6.25%, 08/28/2017		6,083,883
		2,900,000	National Rural Utilities Cooperative Finance Corp. 10.38%, 11/01/2018		3,404,040
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		1,045,000	6.50%, 08/01/2018		1,057,409
		1,520,000	6.50%, 07/01/2021		1,508,600
		456,000	7.88%, 10/01/2020		465,120
		680,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(1)(7)		724,404
			Netflix, Inc.
		2,490,000	4.38%, 11/15/2026(1)		2,449,537
		3,750,000	5.88%, 02/15/2025		4,157,812
			NextEra Energy Capital Holdings, Inc.
		7,365,000	1.59%, 06/01/2017		7,383,619
		2,190,000	1.65%, 09/01/2018		2,194,897
		5,190,000	2.30%, 04/01/2019		5,262,317
			Nissan Motor Acceptance Corp.
		15,300,000	1.38%, 09/13/2019(1)(2)		15,292,120
		9,430,000	1.66%, 04/06/2018(1)(2)		9,472,925
		15,775,000	2.00%, 03/08/2019(1)		15,872,411
		4,375,000	Noble Energy, Inc. 8.25%, 03/01/2019		4,978,890
			Novelis Corp.
		615,000	5.88%, 09/30/2026(1)		622,688
		1,700,000	6.25%, 08/15/2024(1)		1,768,000
		1,790,000	Omnicom Group, Inc. 4.45%, 08/15/2020		1,946,043
		320,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(1)		331,200

The accompanying notes are an integral part of these financial statements.

239

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United States - 19.9% - (continued)
	$	1,430,000	Party City Holdings, Inc. 6.13%, 08/15/2023(1)	$	1,517,588
		445,000	PDC Energy, Inc. 6.13%, 09/15/2024(1)		462,800
		1,950,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024(1)		1,964,625
		515,000	Platform Specialty Products Corp. 6.50%, 02/01/2022(1)		499,550
		1,701,000	PRA Holdings, Inc. 9.50%, 10/01/2023(1)		1,862,595
		2,965,000	QEP Resources, Inc. 5.25%, 05/01/2023		2,913,112
		1,965,000	Radian Group, Inc. 7.00%, 03/15/2021		2,202,647
		2,110,000	Revlon Consumer Products Corp. 6.25%, 08/01/2024(1)		2,173,300
		12,040,000	Reynolds American, Inc. 8.13%, 06/23/2019		14,000,654
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		1,660,000	5.13%, 07/15/2023(1)		1,704,090
		645,000	7.00%, 07/15/2024(1)		689,344
		7,475,000	9.88%, 08/15/2019		7,661,875
		1,850,000	Rice Energy, Inc. 6.25%, 05/01/2022		1,882,375
		135,000	Rite Aid Corp. 7.70%, 02/15/2027		167,400
		670,000	Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp. 6.13%, 08/15/2021(1)		691,775
		125,000	RSP Permian, Inc. 6.63%, 10/01/2022		131,719
		1,915,000	SBA Tower Trust 2.88%, 07/15/2021(1)		1,939,227
		415,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(1)		419,150
		1,055,000	Sinclair Television Group, Inc. 5.13%, 02/15/2027(1)		1,010,163
			SM Energy Co.
		1,950,000	5.00%, 01/15/2024		1,813,500
		20,000	5.63%, 06/01/2025		19,050
		265,000	6.13%, 11/15/2022		266,325
		125,000	6.50%, 11/15/2021		126,875
		245,000	6.75%, 09/15/2026		251,125
		5,235,000	Southern Co. 2.45%, 09/01/2018		5,322,681
		10,060,000	Southern Power Co. 1.85%, 12/01/2017		10,106,145
		125,000	Sovereign Capital Trust 7.91%, 06/13/2036		123,540
			Springleaf Finance Corp.
		380,000	5.25%, 12/15/2019		381,425
		630,000	7.75%, 10/01/2021		656,397
		1,795,000	8.25%, 12/15/2020		1,947,575
			Sprint Communications, Inc.
		7,475,000	8.38%, 08/15/2017		7,783,344
		75,000	9.00%, 11/15/2018(1)		82,500
		4,815,000	Sprint Corp. 7.13%, 06/15/2024		4,526,100

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 25.6% - (continued)
			United States - 19.9% - (continued)
	$	5,950,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 03/20/2023(1)	$	5,996,945
		915,000	Standard Industries, Inc. 5.13%, 02/15/2021(1)		960,750
		460,000	Station Casinos LLC 7.50%, 03/01/2021		483,928
		2,850,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(1)		2,928,375
		5,440,000	TEGNA, Inc. 6.38%, 10/15/2023		5,752,800
			Tenet Healthcare Corp.
		1,975,000	5.00%, 03/01/2019		1,915,138
		3,445,000	6.75%, 06/15/2023		3,165,094
		925,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020(1)(3)(9)		—
			Time Warner Cable, Inc.
		10,186,000	5.85%, 05/01/2017		10,412,129
		4,700,000	6.75%, 07/01/2018		5,077,922
		4,680,000	8.25%, 04/01/2019		5,350,578
		4,685,000	8.75%, 02/14/2019		5,380,966
		2,030,000	TreeHouse Foods, Inc. 6.00%, 02/15/2024(1)		2,180,220
		975,000	Tribune Media Co. 5.88%, 07/15/2022		975,000
			United States Steel Corp.
		224,000	6.88%, 04/01/2021		221,269
		842,000	7.38%, 04/01/2020		837,790
		1,020,000	7.50%, 03/15/2022		976,650
		1,940,000	8.38%, 07/01/2021(1)		2,061,250
		5,025,000	Ventas Realty L.P. / Ventas Capital Corp. 2.00%, 02/15/2018		5,048,602
		3,895,000	Verizon Communications, Inc. 2.61%, 09/14/2018(2)		3,999,386
		770,000	Versum Materials, Inc. 5.50%, 09/30/2024(1)		787,325
		2,675,000	Viacom, Inc. 6.13%, 10/05/2017		2,782,000
		475,000	Vizient, Inc. 10.38%, 03/01/2024(1)		529,625
		4,855,000	Walgreens Boots Alliance, Inc. 1.75%, 05/30/2018		4,878,265
		14,475,000	Wells Fargo Bank NA 1.65%, 01/22/2018		14,524,215
			WMG Acquisition Corp.
		2,995,000	4.88%, 11/01/2024(1)		2,987,512
		320,000	5.00%, 08/01/2023(1)		324,000
			WPX Energy, Inc.
		2,085,000	5.25%, 09/15/2024		1,980,750
		2,305,000	6.00%, 01/15/2022		2,299,237
		900,000	8.25%, 08/01/2023		972,000
			Zayo Group LLC / Zayo Capital, Inc.
		1,600,000	6.00%, 04/01/2023		1,684,000
		1,280,000	6.38%, 05/15/2025		1,347,610
		3,750,000	ZFS Finance USA Trust 6.50%, 05/09/2037(1)(2)		3,777,187
					720,370,370
			Total Corporate Bonds (cost $920,685,980)	$	926,016,495

The accompanying notes are an integral part of these financial statements.

240

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 46.6%
			Argentina - 0.1%
			Argentine Republic Government International Bond
	$	960,000	6.88%, 04/22/2021(1)	$	1,038,720
		2,495,000	7.50%, 04/22/2026(1)		2,725,787
					3,764,507
			Australia - 9.2%
			Australia Government Bond
	AUD	53,755,000	1.75%, 11/21/2020(4)		40,836,051
		139,570,000	2.75%, 10/21/2019(4)		109,370,545
		93,065,000	3.25%, 10/21/2018(4)		72,984,061
		53,245,000	5.25%, 03/15/2019(4)		43,841,838
		40,000,000	5.50%, 01/21/2018(4)		31,840,886
		37,345,000	5.75%, 05/15/2021(4)		33,236,814
					332,110,195
			Brazil - 0.1%
	EUR	3,550,000	Banco Nacional de Desenvolvimento Economico e Social 4.13%, 09/15/2017(4)		3,988,913
			Canada - 10.2%
			Canadian Government Bond
	CAD	91,810,000	0.75%, 03/01/2021		68,697,673
		123,005,000	0.75%, 09/01/2021		91,907,561
		127,930,000	1.25%, 02/01/2018		96,184,513
		62,485,000	1.25%, 09/01/2018		47,176,571
		86,645,000	1.75%, 09/01/2019		66,726,921
					370,693,239
			Denmark - 6.5%
			Denmark Government Bond
	DKK	536,155,000	0.25%, 11/15/2018		80,315,082
		283,340,000	4.00%, 11/15/2017		43,811,110
		656,235,000	4.00%, 11/15/2019		109,953,599
					234,079,791
			Italy - 2.0%
	EUR	67,180,000	Italy Buoni Poliennali Del Tesoro 0.05%, 10/15/2019		73,341,255
			Mexico - 2.8%
			Mexican Bonos
	MXN	1,281,795,400	5.75%, 03/05/2026		65,414,019
		553,006,300	10.00%, 12/05/2024		36,385,889
					101,799,908
			New Zealand - 2.1%
			New Zealand Government Bond
	NZD	33,540,000	2.75%, 04/15/2025(4)		24,264,733
		62,405,000	5.50%, 04/15/2023(4)		52,832,228
					77,096,961
			Norway - 5.5%
			Norway Government Bond
	NOK	338,930,000	3.75%, 05/25/2021(1)(4)		46,064,551
		382,165,000	4.25%, 05/19/2017(1)(4)		47,164,990
		786,135,000	4.50%, 05/22/2019(1)(4)		104,161,805
					197,391,346
			Portugal - 0.3%
	EUR	10,310,000	Portugal Obrigacoes do Tesouro OT 2.88%, 07/21/2026(1)(4)		10,878,652
			South Korea - 4.4%
			Korea Treasury Bond
	KRW	133,429,250,000	1.50%, 06/10/2019		116,795,867

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 46.6% - (continued)
			South Korea - 4.4% - (continued)
	KRW	46,320,300,000	2.00%, 03/10/2020	$	41,138,620
					157,934,487
			Sweden - 3.2%
			Sweden Government Bond
	SEK	353,540,000	3.75%, 08/12/2017		40,538,136
		607,920,000	4.25%, 03/12/2019		75,315,676
					115,853,812
			United Kingdom - 0.2%
	GBP	4,570,000	United Kingdom Gilt 2.50%, 07/22/2065(4)		7,056,152
			Total Foreign Government Obligations (cost $1,717,804,679)	$	1,685,989,218
SENIOR FLOATING RATE INTERESTS - 1.6%(10)
			Ireland - 0.1%
	$	1,188,791	Ardagh Holdings USA, Inc. 4.00%, 12/17/2021	$	1,199,562
			United Kingdom - 0.1%
		4,810,000	Camelot UK Holdco Ltd. 4.75%, 10/03/2023		4,813,992
			United States - 1.4%
		936,338	American Builders & Contractors Supply Co. 3.50%, 10/31/2023		939,849
		3,318,613	Amsurg Corp. 3.50%, 07/16/2021		3,316,986
			Asurion LLC
		855,000	0.00%, 10/27/2023(11)		855,000
		1,872,315	4.34%, 07/08/2020		1,873,101
		999,509	5.00%, 05/24/2019		999,689
		1,240,000	8.50%, 03/03/2021		1,248,779
		1,922,270	B.C. Unlimited LLC 3.75%, 12/10/2021		1,930,286
		1,230,000	Berlin Packaging LLC 0.00%, 10/01/2021(11)		1,234,613
		56,228	Chrysler Group LLC 3.50%, 05/24/2017		56,264
			Community Health Systems, Inc.
		195,720	3.75%, 12/31/2019		184,895
		360,119	4.00%, 01/27/2021		339,682
			First Data Corp.
		2,384,374	3.52%, 03/24/2021		2,393,911
		2,685,000	4.27%, 07/08/2022		2,703,473
	EUR	1,304,650	Gardner Denver, Inc. 4.75%, 07/30/2020		1,399,182
	$	1,012,111	Global Payments, Inc. 3.50%, 04/22/2023		1,018,436
		3,336,638	Harbor Freight Tools USA, Inc. 4.14%, 08/19/2023		3,358,526
			Hostess Brands LLC
		3,512,435	4.50%, 08/03/2022		3,535,477
		975,000	8.50%, 08/03/2023		980,489
		819,551	Hyland Software, Inc. 4.75%, 07/01/2022		822,829
		2,804,088	Lands’ End, Inc. 4.25%, 04/04/2021		2,140,445
		4,075,000	Level 3 Financing, Inc. 3.50%, 05/31/2022		4,090,281

The accompanying notes are an integral part of these financial statements.

241

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 1.6%(10) - (continued)
			United States - 1.4% - (continued)
	$	2,890,554	LTS Buyer LLC 4.09%, 04/13/2020	$	2,893,445
		504,261	Magic Newco LLC 6.50%, 12/12/2018		507,539
		2,549,638	Rexnord LLC 4.00%, 08/21/2020		2,555,375
		2,876,362	ServiceMaster Co. 4.25%, 07/01/2021		2,878,174
	EUR	782,000	Signode Industrial Group U.S., Inc. 4.00%, 05/01/2021		859,780
	$	1,302,140	Tribune Media Co. 3.75%, 12/27/2020		1,308,325
		1,831,500	Univar, Inc. 4.25%, 07/01/2022		1,833,789
		1,970,000	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		1,977,644
					50,236,264
			Total Senior Floating Rate Interests (cost $57,082,484)	$	56,249,818
U.S. GOVERNMENT AGENCIES - 0.2%
			United States - 0.2%
			FHLMC - 0.1%
		3,690,853	1.73%, 09/25/2041(2)(6)	$	350,702
		11,435,000	2.02%, 02/25/2041(2)(6)		861,270
		6,087,872	2.21%, 01/25/2042(2)(6)		764,028
		1,865,000	3.18%, 03/25/2028(2)		1,897,308
		1,735,000	3.38%, 04/25/2028(2)		1,775,581
					5,648,889
			SLM Student Loan Trust - 0.1%
		2,651,744	0.97%, 01/26/2026(2)		2,607,343
		733,173	1.63%, 01/25/2019(2)		733,412
					3,340,755
			Total U.S. Government Agencies (cost $8,910,553)	$	8,989,644
U.S. GOVERNMENT SECURITIES - 9.0%
			United States - 9.0%
			U.S. Treasury Notes - 9.0%
		16,600,240	0.25%, 01/15/2025(12)	$	16,820,010
		12,975,000	0.63%, 08/31/2017		12,968,915
		6,705,000	0.63%, 05/31/2017		6,706,307
		98,675,000	0.63%, 04/30/2018(13)		98,412,919
		25,000,000	0.75%, 01/31/2018		24,997,075
		53,350,000	1.00%, 09/30/2019(13)		53,364,565
		45,680,000	1.25%, 01/31/2019		46,010,129
		33,980,000	1.38%, 04/30/2020(14)		34,281,301
		22,310,000	1.38%, 01/31/2021		22,418,070
		9,710,000	1.38%, 04/30/2021		9,744,519
					325,723,810
			Total U.S. Government Securities (cost $324,538,303)	$	325,723,810

Shares or Principal Amount				Market Value†
CONVERTIBLE BONDS - 0.3%
			Home Builders - 0.0%
	$	147,000	M/I Homes, Inc. 3.00%, 03/01/2018	$	146,908
			Insurance - 0.1%
		1,610,000	MGIC Investment Corp. 2.00%, 04/01/2020		2,056,775
			Media - 0.1%
		3,139,000	DISH Network Corp. 3.38%, 08/15/2026(1)		3,596,117
			Oil & Gas - 0.0%
		1,155,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		531,300
		1,035,000	PDC Energy, Inc. 1.13%, 09/15/2021		1,051,819
					1,583,119
			Semiconductors - 0.1%
		166,000	Microchip Technology, Inc. 1.63%, 02/15/2025		206,047
			Micron Technology, Inc.
		1,033,000	2.13%, 02/15/2033		1,767,076
		1,953,000	3.00%, 11/15/2043		1,722,302
					3,695,425
			Total Convertible Bonds (cost $11,056,229)	$	11,078,344
COMMON STOCKS - 0.0%
			United States - 0.0%
		15,841	TCEH Corp.*	$	240,783
			Total Common Stocks (cost $711,734)	$	240,783
			Total Long-Term Investments (cost $3,553,620,479)	$	3,524,674,830
SHORT-TERM INVESTMENTS - 1.9%
			Other Investment Pools & Funds - 1.9%
	$	68,008,822	BlackRock Liquidity Funds TempFund Portfolio, Institutional Class	$	68,008,822
			Total Short-Term Investments (cost $68,008,822)	$	68,008,822

Total Investments Excluding Purchased Options (cost $3,621,629,301)	99.3	%	$	3,592,683,652
Total Purchased Options (cost $4,885,524)	0.1	%	$	3,117,369
Total Investments (cost $3,626,514,825)^	99.4	%	$	3,595,801,021
Other Assets and Liabilities	0.6	%		22,424,215
Total Net Assets	100.0	%	$	3,618,225,236

The accompanying notes are an integral part of these financial statements.

242

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $3,630,319,774 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	43,314,952
Unrealized Depreciation		(77,833,705	)
Net Unrealized Depreciation	$	(34,518,753	)

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $740,596,717, which represents 20.5% of total net assets.

⁽²⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽³⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $2,717,408, which represents 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.

⁽⁴⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $658,975,878, which represents 18.2% of total net assets.

⁽⁵⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁶⁾  Securities disclosed are interest-only strips.

⁽⁷⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁸⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁹⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost Basis
10/2016		925,000	Texas Competitive Electric Holdings Co. LLC	$	—

At October 31, 2016, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

⁽¹⁰⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽¹¹⁾ Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹²⁾  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹³⁾  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

⁽¹⁴⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

The accompanying notes are an integral part of these financial statements.

243

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Schedule of Investments – (continued)

October 31, 2016

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
USD Call/JPY Put		DEUT		117.00 JPY per USD		02/24/17		USD	2,897,000		$	2,804		$	76,538		$	(73,734	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/11/21		USD	4,151,000			128,470			198,377			(69,907	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/12/21		USD	4,151,000			128,511			198,003			(69,492	)
USD Call/JPY Put		BOA		115.00 JPY per USD		03/12/21		USD	5,530,000			171,203			243,320			(72,117	)
USD Call/JPY Put		GSC		115.00 JPY per USD		03/12/21		USD	5,531,000			171,234			216,981			(45,747	)
USD Call/JPY Put		MSC		106.50 JPY per USD		09/26/17		USD	16,262,000			444,050			262,859			181,191
USD Call/JPY Put		SCB		111.00 JPY per USD		12/05/16		USD	26,257,000			12,183			86,648			(74,465	)
USD Call/JPY Put		GSC		110.35 JPY per USD		01/10/17		USD	26,864,000			81,398			85,965			(4,567	)
USD Call/JPY Put		HSBC		110.00 JPY per USD		11/01/16		USD	52,941,000			—			160,411			(160,411	)
USD Call/KRW Put		DEUT		1,490.00 KRW per USD		02/17/17		USD	567,000			6,914			122,472			(115,558	)
USD Call/SGD Put		GSC		1.53 SGD per USD		11/29/16		USD	12,349,000			—			132,752			(132,752	)
Total Calls											$	1,146,767		$	1,784,326		$	(637,559	)
Puts
AUD Put/USD Call		JPM		0.68 USD per AUD		01/11/17		AUD	15,210,000		$	11,015		$	403,237		$	(392,222	)
EUR Put/SEK Call		CBK		9.30 SEK per EUR		02/02/17		EUR	15,960,000			10,968			111,118			(100,150	)
EUR Put/SEK Call		GSC		9.30 SEK per EUR		02/02/17		EUR	15,985,000			10,985			159,135			(148,150	)
EUR Put/SEK Call		CBK		9.35 SEK per EUR		03/16/17		EUR	4,790,000			10,075			48,248			(38,173	)
EUR Put/SEK Call		GSC		9.50 SEK per EUR		03/16/17		EUR	44,460,000			180,826			863,342			(682,516	)
EUR Put/USD Call		MSC		1.07 SEK per EUR		01/18/17		EUR	35,110,000			221,732			266,012			(44,280	)
GBP Put/SEK Call		DEUT		11.00 SEK per GBP		01/25/17		GBP	2,430,028			57,396			16,841			40,555
GBP Put/SEK Call		DEUT		11.00 SEK per GBP		01/25/17		GBP	3,726,972			88,029			27,761			60,268
GBP Put/USD Call		GSC		1.25 USD per GBP		01/13/17		GBP	500,000			379,074			127,238			251,836
GBP Put/USD Call		GSC		1.25 USD per GBP		09/06/17		GBP	505,000			296,102			128,473			167,629
Total Puts											$	1,266,202		$	2,151,405		$	(885,203	)
Total purchased option contracts											$	2,412,969		$	3,935,731		$	(1,522,762	)
Written option contracts:
Calls
EUR Call/SEK Put		GSC		9.86 SEK per EUR		02/02/17		EUR	(15,985,000	)	$	(285,270	)	$	(159,134	)	$	(126,136	)
EUR Call/SEK Put		CBK		9.82 SEK per EUR		02/02/17		EUR	(15,960,000	)		(326,960	)		(111,117	)		(215,843	)
EUR Call/SEK Put		GSC		9.75 SEK per EUR		03/16/17		EUR	(44,460,000	)		(1,264,417	)		(455,417	)		(809,000	)
USD Call/JPY Put		GSC		140.00 JPY per USD		03/11/21		USD	(4,151,000	)		(48,588	)		(82,771	)		34,183
USD Call/JPY Put		GSC		140.00 JPY per USD		03/12/21		USD	(5,531,000	)		(64,785	)		(90,598	)		25,813
USD Call/JPY Put		BOA		140.00 JPY per USD		03/12/21		USD	(5,530,000	)		(64,773	)		(106,287	)		41,514
USD Call/JPY Put		GSC		140.00 JPY per USD		03/12/21		USD	(4,151,000	)		(48,620	)		(83,850	)		35,230
Total Calls											$	(2,103,413	)	$	(1,089,174	)	$	(1,014,239	)
Puts
AUD Put/USD Call		JPM		0.59 USD per AUD		01/11/17		AUD	(15,210,000	)	$	(452	)	$	(143,108	)	$	142,656
EUR Put/SEK Call		GSC		9.35 SEK per EUR		03/16/17		EUR	(44,460,000	)		(93,512	)		(492,909	)		399,397
USD Put/JPY Call		SCB		94.20 JPY per USD		12/05/16		USD	(26,257,000	)		(4,752	)		(86,648	)		81,896
USD Put/JPY Call		GSC		94.45 JPY per USD		01/10/17		USD	(26,864,000	)		(32,398	)		(85,965	)		53,567
Total Puts											$	(131,114	)	$	(808,630	)	$	677,516
Total written option contracts											$	(2,234,527	)	$	(1,897,804	)	$	(336,723	)

The accompanying notes are an integral part of these financial statements.

244

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Swaption Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate			Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Calls
Interest Rate Swaption USD		GSC		0.79	%		01/11/17		USD	38,805,000	$	11,607	$	70,819	$	(59,212	)
Interest Rate Swaption USD		DEUT		0.79	%		01/11/17		USD	100,745,000		30,134		187,260		(157,126	)
Total Calls											$	41,741	$	258,079	$	(216,338	)
Puts
Interest Rate Swaption EUR		BNP		80.00	%		01/18/17		EUR	58,950,000	$	162,933	$	211,381	$	(48,448	)
Interest Rate Swaption EUR		BNP		85.00	%		01/18/17		USD	65,125,000		179,497		224,681		(45,184	)
Interest Rate Swaption USD		JPM		1.85	%		09/11/17		USD	13,350,000		320,229		255,652		64,577
Total Puts											$	662,659	$	691,714	$	(29,055	)
Total purchased swaption contracts											$	704,400	$	949,793	$	(245,393	)

OTC Swaption Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Written swaption contracts:
Puts
Credit Default Swaption ITRAXX.EUR.26		BNP		105.00 USD		01/18/17		USD	(65,125,000	)	$	(63,859	)	$	(94,431	)	$	30,572
Credit Default Swaption CDX.NA.IG.27		BNP		100.00 EUR		01/18/17		EUR	(58,950,000	)		(52,458	)		(85,874	)		33,416
Total Puts											$	(116,317	)	$	(180,305	)	$	63,988
Total written swaption contracts											$	(116,317	)	$	(180,305	)	$	63,988

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian 10-Year Bond Future		34		12/15/2016	$	3,430,167	$	3,430,119	$	(48	)
Euro-BOBL Future		592		12/08/2016		85,550,619		85,204,214		(346,405	)
Euro-BTP Future		4		12/08/2016		632,616		608,417		(24,199	)
U.S. Treasury 10-Year Note Future		1,924		12/20/2016		250,574,773		249,398,500		(1,176,273	)
U.S. Treasury 5-Year Note Future		2,238		12/30/2016		270,871,507		270,343,406		(528,101	)
Total									$	(2,075,026	)
Short position contracts:
Australian 3-Year Bond Future		4		12/15/2016	$	342,146	$	342,485	$	(339	)
Canadian Government 10-Year Bond Future		358		12/19/2016		38,967,892		38,599,836		368,056
Euro BUXL 30-Year Bond Future		173		12/08/2016		35,048,418		34,161,154		887,264
Euro-Bund Future		534		12/08/2016		95,862,087		95,063,834		798,253
Euro-Oat Future		344		12/08/2016		60,157,210		59,022,958		1,134,252
Euro-Schatz Future		939		12/08/2016		115,458,961		115,427,585		31,376
Japan 10-Year Bond Future		50		12/13/2016		72,374,993		72,332,412		42,581
Long Gilt Futures		885		12/28/2016		137,400,641		135,773,379		1,627,262
U.S. 10-Year Ultra Future		121		12/20/2016		17,478,233		17,123,391		354,842
U.S. Treasury 2-Year Note Future		8		12/30/2016		1,747,612		1,745,125		2,487
U.S. Treasury Long Bond Future		40		12/20/2016		6,750,547		6,508,750		241,797
U.S. Treasury Ultra Bond Future		617		12/20/2016		110,700,640		108,553,437		2,147,203
Total									$	7,635,034
Total futures contracts									$	5,560,008

The accompanying notes are an integral part of these financial statements.

245

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CMBX.NA.A.7		JPM		USD	1,645,000		(2.00%)		01/17/47	$	64,500	$	—		$	69,592		$	5,092
CMBX.NA.AS.7		CSI		USD	9,350,000		(1.00%)		01/17/47		172,500		—			91,686			(80,814	)
CMBX.NA.BBB.7		CSI		USD	4,430,000		(3.00%)		01/17/47		435,313		—			374,380			(60,933	)
CMBX.NA.BBB.7		CSI		USD	5,165,000		(3.00%)		01/17/47		507,538		—			436,496			(71,042	)
CMBX.NA.BBB.7		MSC		USD	4,800,000		(3.00%)		01/17/47		471,714		—			405,649			(66,065	)
ITRAXX.SUB.FIN.16		JPM		EUR	155,000		(5.00%)		12/20/16		1,921		—			5,463			3,542
Total										$	1,653,486	$	—		$	1,383,266		$	(270,220	)
Sell protection:
CMBX.NA.BB.6		MSC		USD	3,210,000		5.00%		05/11/63	$	—	$	(596,213	)	$	(493,070	)	$	103,143
CMBX.NA.BB.6		JPM		USD	3,220,000		5.00%		05/11/63		—		(558,275	)		(494,606	)		63,669
CMBX.NA.BB.8		MSC		USD	3,710,000		5.00%		10/17/57		—		(1,080,697	)		(1,007,752	)		72,945
CMBX.NA.BB.8		CSI		USD	3,810,000		5.00%		10/17/57		—		(1,039,890	)		(1,035,974	)		3,916
Total										$	—	$	(3,275,075	)	$	(3,031,402	)	$	243,673
Total traded indices										$	1,653,486	$	(3,275,075	)	$	(1,648,136	)	$	(26,547	)
Credit default swaps on single-name issues:
Buy protection:
Alcoa, Inc.		GSC		USD	3,760,000		(1.00%)/2.49%		12/20/21	$	264,405	$	—		$	260,767		$	(3,638	)
Alcoa, Inc.		GSC		USD	8,875,000		(1.00%)/2.49%		12/20/21		734,062		—			615,507			(118,555	)
ArcelorMittal		CSI		EUR	1,725,000		(5.00%)/3.75%		12/20/21		—		(75,963	)		(122,064	)		(46,101	)
Avis Budget Group, Inc.		BOA		USD	2,500,000		(5.00%)/1.10%		06/20/18		—		(140,865	)		(172,703	)		(31,838	)
BHP Billiton plc		BCLY		USD	2,050,000		(1.00%)/1.08%		12/20/21		19,731		—			6,016			(13,715	)
CenturyLink, Inc.		GSC		USD	1,980,000		(1.00%)/3.29%		12/20/21		219,701		—			208,627			(11,074	)
Cox Communications, Inc.		BNP		USD	4,290,000		(1.00%)/1.10%		12/20/21		16,553		—			16,163			(390	)
Dell Inc.		JPM		USD	7,130,000		(1.00%)/3.01%		12/20/21		785,591		—			659,580			(126,011	)
Gap, Inc.		GSC		USD	2,120,000		(1.00%)/3.11%		12/20/21		247,532		—			206,023			(41,509	)
Glencore International AG		BCLY		EUR	2,270,000		(5.00%)/1.93%		06/20/21		—		(59,220	)		(357,049	)		(297,829	)
Glencore International AG		BNP		EUR	2,705,000		(5.00%)/1.93%		06/20/21		—		(70,568	)		(425,470	)		(354,902	)
Istar, Inc.		GSC		USD	2,900,000		(5.00%)/4.74%		12/20/21		—		(36,112	)		(49,104	)		(12,992	)
Kohl’s Corp.		CBK		USD	2,030,000		(1.00%)/1.92%		12/20/21		105,037		—			87,195			(17,842	)
Macy’s, Inc.		CBK		USD	5,200,000		(1.00%)/1.92%		12/20/21		287,306		—			223,636			(63,670	)
MDC Holdings, Inc.		JPM		USD	3,075,000		(1.00%)/1.27%		03/20/20		73,677		—			23,821			(49,856	)
Mondelez International, Inc.		GSC		USD	15,300,000		(1.00%)/0.64%		12/20/21		—		(255,361	)		(287,127	)		(31,766	)
Nordstrom, Inc.		CSI		USD	2,030,000		(1.00%)/1.58%		12/20/21		54,721		—			55,062			341
Societe Generale S.A.		BCLY		EUR	2,915,000		(1.00%)/0.58%		12/20/20		—		(41,376	)		(58,848	)		(17,472	)
Societe Generale S.A.		BCLY		EUR	6,535,000		(1.00%)/0.58%		12/20/20		—		(87,062	)		(126,546	)		(39,484	)
Target Corp.		CSI		USD	1,860,000		(1.00%)/0.47%		12/20/21		—		(47,937	)		(51,440	)		(3,503	)
Teck Resources Ltd.		GSC		USD	1,410,000		(5.00%)/3.00%		12/20/21		—		(142,263	)		(139,452	)		2,811
Teck Resources Ltd.		GSC		USD	1,405,000		(5.00%)/3.00%		12/20/21		—		(142,591	)		(140,197	)		2,394
Tenet Healthcare Corp.		MSC		USD	3,275,000		(5.00%)/1.20%		12/20/17		—		(112,997	)		(159,500	)		(46,503	)
Vale S.A.		BNP		USD	2,290,000		(1.00%)/3.80%		12/20/21		321,432		—			289,891			(31,541	)
Total										$	3,129,748	$	(1,212,315	)	$	562,788		$	(1,354,645	)
Credit default swaps on single-name issues:
Sell protection:
Avis Budget Group, Inc.		GSC		USD	2,500,000		5.00%/4.33%		12/20/21	$	174,772	$	—		$	89,337		$	(85,435	)
BNP Paribas S.A.		BCLY		EUR	6,530,000		1.00%/0.64%		12/20/20		86,995		—			114,744			27,749
BNP Paribas S.A.		BCLY		EUR	2,970,000		1.00%/0.64%		12/20/20		44,829		—			52,189			7,360
CalAtlantic Group, Inc.		JPM		USD	4,230,000		5.00%/2.45%		12/20/21		548,601		—			536,324			(12,277	)
Liberty Interactive LLC		GSC		USD	1,425,000		5.00%/1.63%		03/20/20		111,987		—			165,515			53,528
Liberty Interactive LLC		BCLY		USD	850,000		5.00%/1.63%		03/20/20		57,544		—			98,728			41,184
Tenet Healthcare Corp.		JPM		USD	4,885,000		5.00%/6.68%		12/20/21		—		(334,945	)		(316,870	)		18,075
Total										$	1,024,728	$	(334,945	)	$	739,967		$	50,184
Total single-name issues										$	4,154,476	$	(1,547,260	)	$	1,302,755		$	(1,304,461	)
Total OTC contracts										$	5,807,962	$	(4,822,335	)	$	(345,381	)	$	(1,331,008	)

The accompanying notes are an integral part of these financial statements.

246

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Schedule of Investments – (continued)

October 31, 2016

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.27		USD	16,465,000		(5.00	%)		12/20/21	$	(684,450	)	$	(638,277	)	$	46,173
CDX.NA.IG.26		USD	27,425,000		(1.00	%)		06/20/21		362,259			377,488			15,229
ITRAXX.EUR.25		EUR	49,600,000		(1.00	%)		06/20/21		(875,679	)		(895,012	)		(19,333	)
ITRAXX.XOV.25		EUR	6,450,000		(5.00	%)		06/20/21		487,382			575,943			88,561
ITRAXX.XOV.25		EUR	12,600,000		(5.00	%)		12/20/21		(1,100,941	)		(1,124,048	)		(23,107	)
Total									$	(1,811,429	)	$	(1,703,906	)	$	107,523
Total									$	(1,811,429	)	$	(1,703,906	)	$	107,523

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counter-party	Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
BOA	0.95% Fixed	3M CAD CDOR		CAD	31,690,000		03/15/22	$	—	$	—	$	152,316		$	152,316
CBK	3M SEK STIBOR	0.09% Fixed		SEK	202,320,000		03/15/22		—		—		18,373			18,373
CBK	3M SEK STIBOR	0.38% Fixed		SEK	149,845,000		03/20/22		—		—		(19,111	)		(19,111	)
CBK	3M SEK STIBOR	0.79% Fixed		SEK	45,745,000		03/15/27		—		—		(45,868	)		(45,868	)
CBK	3M SEK STIBOR	1.52% Fixed		SEK	99,980,000		03/16/27		—		—		(112,211	)		(112,211	)
CBK	6M NOK NIBOR	1.19% Fixed		NOK	445,750,000		12/20/18		—		—		(5,064	)		(5,064	)
DEUT	3M NZD Bank Bill	2.35% Fixed		NZD	53,603,000		03/15/22		—		—		(226,780	)		(226,780	)
DEUT	3M NZD Bank Bill	2.32% Fixed		NZD	26,605,000		03/20/22		—		—		(198,685	)		(198,685	)
DEUT	3M NZD Bank Bill	2.74% Fixed		NZD	8,588,000		03/15/27		—		—		(79,435	)		(79,435	)
DEUT	8.43% Fixed	3M ZAR JIBAR		ZAR	112,510,000		03/15/27		—		—		(122,771	)		(122,771	)
DEUT	1.01% Fixed	6M NOK NIBOR		NOK	208,615,000		03/15/22		—		—		455,828			455,828
GSC	1.07% Fixed	3M CAD CDOR		CAD	23,390,000		03/20/22		—		—		62,353			62,353
GSC	3M CAD CDOR	1.74% Fixed		CAD	16,305,000		03/16/27		—		—		(146,527	)		(146,527	)
GSC	2.24% Fixed	3M HKD HIBOR		HKD	33,115,000		06/16/26		11,135		—		(41,187	)		(52,322	)
GSC	2.24% Fixed	3M HKD HIBOR		HKD	33,115,000		06/16/26		24,049		—		(41,187	)		(65,236	)
GSC	2.36% Fixed	3M HKD HIBOR		HKD	46,335,000		06/16/26		—		—		(88,441	)		(88,441	)
GSC	2.36% Fixed	3M HKD HIBOR		HKD	46,340,000		06/16/26		—		—		(89,790	)		(89,790	)
GSC	8.16% Fixed	3M ZAR JIBAR		ZAR	112,175,000		12/21/26		—		—		4,475			4,475
GSC	2.48% Fixed	6M PLN WIBOR		PLN	57,450,000		03/15/27		—		—		99,806			99,806
HSBC	1.30% Fixed	3M KRW KSDA		KRW	8,653,920,000		03/15/27		44,558		—		158,431			113,873
JPM	2.24% Fixed	3M HKD HIBOR		HKD	26,400,000		06/16/26		8,345		—		(32,836	)		(41,181	)
JPM	2.38% Fixed	3M HKD HIBOR		HKD	46,335,000		06/16/26		—		—		(94,469	)		(94,469	)
JPM	1.30% Fixed	3M KRW KSDA		KRW	7,183,795,000		03/15/27		36,645		—		130,259			93,614
JPM	2.20% Fixed	3M NZD Bank Bill		NZD	35,360,000		03/15/22		—		—		327,517			327,517
JPM	8.07% Fixed	3M ZAR JIBAR		ZAR	114,915,000		12/21/26		—		—		57,821			57,821
JPM	8.22% Fixed	3M ZAR JIBAR		ZAR	225,020,000		03/15/27		—		—		(20,339	)		(20,339	)
JPM	8.39% Fixed	3M ZAR JIBAR		ZAR	114,915,000		12/21/26		—		—		(127,350	)		(127,350	)
JPM	8.44% Fixed	3M ZAR JIBAR		ZAR	112,510,000		03/15/27		—		—		(132,224	)		(132,224	)

The accompanying notes are an integral part of these financial statements.

247

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016 - (continued)
Counter-party	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
JPM		8.46% Fixed		3M ZAR JIBAR		ZAR	114,915,000		12/21/26	$	—	$	—	$	(164,963	)	$	(164,963	)
JPM		1.16% Fixed		6M NOK NIBOR		NOK	151,775,000		03/20/22		—		—		183,191			183,191
JPM		1.46% Fixed		6M NOK NIBOR		SEK	226,535,000		03/16/27		130,367		—		319,893			189,526
JPM		1.46% Fixed		6M NOK NIBOR		SEK	265,375,000		03/16/27		356,243		—		374,793			18,550
JPM		6M NOK NIBOR		1.19% Fixed		NOK	471,657,000		12/20/18		3,918		—		(5,412	)		(9,330	)
JPM		2.44% Fixed		6M PLN WIBOR		PLN	131,925,000		03/15/27		—		—		352,942			352,942
JPM		6M PLN WIBOR		2.16% Fixed		PLN	22,535,000		03/15/22		—		—		848			848
MSC		2.37% Fixed		3M HKD HIBOR		HKD	46,340,000		06/16/26		—		—		(91,130	)		(91,130	)
MSC		1.46% Fixed		3M SEK STIBOR		SEK	117,120,000		03/16/27		114,297		—		165,409			51,112
MSC		1.37% Fixed		6M NOK NIBOR		NOK	46,735,000		03/15/27		—		—		163,811			163,811
MSC		1.46% Fixed		6M NOK NIBOR		SEK	117,120,000		03/16/27		103,035		—		165,387			62,352
UBS		2.14% Fixed		6M AUD BBR		AUD	7,835,000		03/15/27		—		—		193,642			193,642
UBS		6M AUD BBR		1.96% Fixed		AUD	16,185,000		03/15/22		—		—		(149,499	)		(149,499	)
Total										$	832,592	$	—	$	1,351,816		$	519,224

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund	Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
1.16% Fixed	3M USD LIBOR		USD	333,490,000		02/28/21	$	—	$	(50,579	)	$	(1,028,903	)	$	(978,324	)
3M USD LIBOR	1.17% Fixed		USD	12,075,000		03/15/22		—		—			(5,411	)		(5,411	)
3M USD LIBOR	1.29% Fixed		USD	17,910,000		03/20/22		—		—			(22,627	)		(22,627	)
3M USD LIBOR	1.88% Fixed		USD	36,868,503		06/16/26		20,461		—			(248,659	)		(269,120	)
3M USD LIBOR	1.45% Fixed		USD	5,700,000		03/15/27		—		—			(28,147	)		(28,147	)
3M USD LIBOR	1.96% Fixed		USD	118,655,000		03/16/27		—		(411,402	)		(737,190	)		(325,788	)
0.01% Fixed	6M EUR EURIBOR		EUR	10,992,000		03/15/22		47,477		—			94,954			47,477
0.09% Fixed	6M EUR EURIBOR		EUR	16,365,000		03/20/22		—		—			53,390			53,390
6M EUR EURIBOR	0.38% Fixed		EUR	4,810,000		03/15/27		—		—			(98,963	)		(98,963	)
6M EUR EURIBOR	0.84% Fixed		EUR	10,540,000		03/16/27		—		—			(134,548	)		(134,548	)
0.88% Fixed	6M GBP LIBOR		GBP	4,155,000		03/15/27		—		—			173,461			173,461
6M GBP LIBOR	0.89% Fixed		GBP	14,794,000		03/20/22		—		—			(81,134	)		(81,134	)
0.22% Fixed	6M JPY LIBOR		JPY	1,239,794,000		03/16/27		—		—			2,732			2,732
6M JPY LIBOR	0.00% Fixed		JPY	2,473,030,000		03/15/22		—		—			190,119			190,119
6M JPY LIBOR	0.00% Fixed		JPY	1,823,130,000		03/20/22		—		—			65,495			65,495
6M JPY LIBOR	0.00% Fixed		JPY	550,320,000		03/15/27		—		—			63,558			63,558
Total							$	67,938	$	(461,981	)	$	(1,741,873	)	$	(1,347,830	)

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/04/16	CBA	$	168,158,727	$	168,516,334	$	357,607
AUD	Buy		11/04/16	GSC		83,907,281		84,257,786		350,505
AUD	Buy		11/04/16	BCLY		83,980,044		84,258,548		278,504
AUD	Buy		11/04/16	GSC		4,158,282		4,194,786		36,504
AUD	Buy		11/04/16	CBA		954,066		958,374		4,308
AUD	Buy		11/04/16	GSC		1,676,422		1,673,351		(3,071	)
AUD	Buy		11/04/16	SCB		1,410,218		1,407,136		(3,082	)
AUD	Buy		11/04/16	GSC		1,870,526		1,863,505		(7,021	)
AUD	Buy		11/04/16	GSC		963,715		954,571		(9,144	)
AUD	Buy		11/04/16	RBC		1,792,183		1,779,837		(12,346	)
AUD	Buy		11/04/16	MSC		4,417,684		4,392,546		(25,138	)
AUD	Buy		11/04/16	RBS		4,013,735		3,985,618		(28,117	)

The accompanying notes are an integral part of these financial statements.

248

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/04/16	CBK	$	4,420,684	$	4,391,786	$	(28,898	)
AUD	Buy		11/04/16	CBA		8,842,007		8,784,332		(57,675	)
AUD	Buy		11/04/16	CBA		8,137,812		8,071,637		(66,175	)
AUD	Buy		12/05/16	CBA		1,073,143		1,075,404		2,261
AUD	Buy		12/05/16	GSC		535,092		537,322		2,230
AUD	Buy		12/05/16	BCLY		535,556		537,322		1,766
AUD	Buy		12/05/16	HSBC		3,192,340		3,192,013		(327	)
AUD	Sell		11/04/16	CBA		173,685,065		172,552,152		1,132,913
AUD	Sell		11/04/16	CBK		86,843,398		86,275,696		567,702
AUD	Sell		11/04/16	MSC		86,770,207		86,276,457		493,750
AUD	Sell		11/04/16	HSBC		14,336,365		14,248,584		87,781
AUD	Sell		11/04/16	GSC		4,437,572		4,403,956		33,616
AUD	Sell		11/04/16	HSBC		1,590,508		1,582,838		7,670
AUD	Sell		11/04/16	DEUT		4,001,441		3,997,027		4,414
AUD	Sell		11/04/16	GSC		2,681,078		2,677,361		3,717
AUD	Sell		11/04/16	BCLY		535,977		537,754		(1,777	)
AUD	Sell		11/04/16	GSC		535,517		537,754		(2,237	)
AUD	Sell		11/04/16	CBA		1,073,985		1,076,269		(2,284	)
AUD	Sell		11/04/16	CBA		1,100,528		1,102,890		(2,362	)
AUD	Sell		11/04/16	MSC		1,392,639		1,403,333		(10,694	)
AUD	Sell		11/04/16	RBC		2,803,903		2,818,075		(14,172	)
AUD	Sell		12/05/16	MSC		1,416,114		1,413,606		2,508
AUD	Sell		12/05/16	SSG		2,640,628		2,652,411		(11,783	)
AUD	Sell		12/05/16	BCLY		83,914,131		84,190,861		(276,730	)
AUD	Sell		12/05/16	GSC		83,840,705		84,190,102		(349,397	)
AUD	Sell		12/05/16	CBA		168,026,903		168,380,964		(354,061	)
CAD	Buy		11/04/16	CBA		950,203		939,416		(10,787	)
CAD	Buy		11/04/16	RBC		2,069,768		2,042,855		(26,913	)
CAD	Buy		11/04/16	JPM		2,817,625		2,780,967		(36,658	)
CAD	Buy		11/04/16	RBC		1,772,072		1,729,717		(42,355	)
CAD	Buy		11/04/16	RBC		2,675,081		2,616,943		(58,138	)
CAD	Buy		11/04/16	CBK		3,821,720		3,739,767		(81,953	)
CAD	Buy		11/04/16	TDB		5,725,116		5,630,527		(94,589	)
CAD	Buy		11/04/16	CIB		4,436,679		4,335,476		(101,203	)
CAD	Buy		11/04/16	CBK		5,708,781		5,602,940		(105,841	)
CAD	Buy		11/04/16	GSC		13,095,329		12,853,586		(241,743	)
CAD	Buy		11/04/16	RBC		327,128,065		326,464,668		(663,397	)
CAD	Buy		12/05/16	RBC		1,603,867		1,595,857		(8,010	)
CAD	Buy		12/05/16	HSBC		6,889,408		6,879,340		(10,068	)
CAD	Sell		11/04/16	GSC		337,089,809		332,312,154		4,777,655
CAD	Sell		11/04/16	GSC		10,524,227		10,282,868		241,359
CAD	Sell		11/04/16	RBC		5,651,874		5,532,112		119,762
CAD	Sell		11/04/16	SSG		4,313,645		4,242,279		71,366
CAD	Sell		11/04/16	GSC		2,632,734		2,570,717		62,017
CAD	Sell		11/04/16	RBC		3,214,901		3,153,751		61,150
CAD	Sell		11/04/16	GSC		2,477,387		2,434,278		43,109
CAD	Sell		11/04/16	GSC		2,906,054		2,866,707		39,347
CAD	Sell		11/04/16	BMO		1,483,634		1,450,129		33,505
CAD	Sell		11/04/16	RBC		1,101,516		1,084,801		16,715
CAD	Sell		11/04/16	RBC		2,821,818		2,807,062		14,756
CAD	Sell		11/30/16	BMO		53,571,174		53,254,191		316,983
CAD	Sell		12/05/16	RBC		327,211,179		326,534,863		676,316
CAD	Sell		12/05/16	RBC		6,879,561		6,871,883		7,678
CAD	Sell		12/05/16	RBC		2,698,137		2,692,077		6,060
CAD	Sell		12/05/16	SSG		1,056,910		1,055,205		1,705
CHF	Buy		11/04/16	CBK		4,018,303		4,007,636		(10,667	)
CHF	Buy		11/04/16	CBK		4,037,946		3,992,474		(45,472	)
CHF	Sell		11/04/16	UBS		8,029,453		7,858,604		170,849
CHF	Sell		11/04/16	GSC		141,470		141,505		(35	)

The accompanying notes are an integral part of these financial statements.

249

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
DKK	Buy		11/04/16	SCB	$	130,607,211	$	130,999,839	$	392,628
DKK	Buy		11/04/16	BCLY		2,314,771		2,259,458		(55,313	)
DKK	Buy		11/04/16	BNP		5,204,932		5,098,135		(106,797	)
DKK	Sell		11/04/16	BCLY		141,791,038		138,357,432		3,433,606
DKK	Sell		12/05/16	SCB		130,782,358		131,181,553		(399,195	)
EUR	Buy		11/04/16	CBK		12,813,457		12,912,657		99,200
EUR	Buy		11/04/16	JPM		2,826,913		2,849,107		22,194
EUR	Buy		11/04/16	GSC		1,741,769		1,745,696		3,927
EUR	Buy		11/04/16	MSC		3,780,157		3,782,340		2,183
EUR	Buy		11/04/16	SCB		2,272,908		2,267,208		(5,700	)
EUR	Buy		11/04/16	BCLY		1,055,899		1,037,536		(18,363	)
EUR	Buy		11/04/16	NOM		1,896,951		1,860,977		(35,974	)
EUR	Buy		11/04/16	JPM		1,683,650		1,646,883		(36,767	)
EUR	Buy		11/04/16	JPM		2,680,736		2,624,032		(56,704	)
EUR	Buy		11/04/16	JPM		2,752,795		2,689,908		(62,887	)
EUR	Buy		11/04/16	JPM		15,676,905		15,496,066		(180,839	)
EUR	Buy		11/04/16	CBK		13,285,737		13,101,500		(184,237	)
EUR	Buy		11/04/16	CBK		13,295,283		13,101,499		(193,784	)
EUR	Buy		11/04/16	CBK		13,296,846		13,101,499		(195,347	)
EUR	Buy		11/04/16	CBK		15,723,984		15,496,067		(227,917	)
EUR	Buy		11/04/16	CBK		13,415,781		13,158,591		(257,190	)
EUR	Buy		11/04/16	BOA		13,228,918		12,949,986		(278,932	)
EUR	Buy		11/04/16	JPM		13,212,448		12,917,049		(295,399	)
EUR	Buy		11/30/16	BOA		3,446,445		3,474,162		27,717
EUR	Buy		11/30/16	MSC		94,119		94,520		401
EUR	Buy		12/05/16	HSBC		42,856,240		43,164,177		307,937
EUR	Buy		12/05/16	SSG		5,235,220		5,291,355		56,135
EUR	Buy		12/05/16	CBK		8,049,773		8,093,696		43,923
EUR	Buy		12/05/16	JPM		8,052,887		8,093,696		40,809
EUR	Buy		12/05/16	CBK		5,374,196		5,395,797		21,601
EUR	Buy		12/05/16	BOA		2,715,923		2,737,477		21,554
EUR	Buy		12/05/16	CBK		2,728,332		2,742,973		14,641
EUR	Buy		12/05/16	JPM		3,354,748		3,364,127		9,379
EUR	Sell		11/04/16	BMO		185,444,124		181,636,869		3,807,255
EUR	Sell		11/04/16	GSC		26,493,607		25,826,412		667,195
EUR	Sell		11/04/16	JPM		15,848,681		15,496,066		352,615
EUR	Sell		11/04/16	JPM		15,839,084		15,496,067		343,017
EUR	Sell		11/04/16	JPM		13,194,725		12,912,657		282,068
EUR	Sell		11/04/16	JPM		10,571,585		10,330,345		241,240
EUR	Sell		11/04/16	GSC		10,556,522		10,330,345		226,177
EUR	Sell		11/04/16	DEUT		15,705,833		15,496,066		209,767
EUR	Sell		11/04/16	JPM		5,367,705		5,237,087		130,618
EUR	Sell		11/04/16	JPM		3,547,939		3,463,942		83,997
EUR	Sell		11/04/16	RBS		1,829,589		1,789,613		39,976
EUR	Sell		11/04/16	JPM		13,529,754		13,493,458		36,296
EUR	Sell		11/04/16	GSC		5,312,589		5,284,297		28,292
EUR	Sell		11/04/16	MSC		1,072,470		1,048,515		23,955
EUR	Sell		11/04/16	SCB		939,788		922,254		17,534
EUR	Sell		11/04/16	MSC		3,717,142		3,705,486		11,656
EUR	Sell		11/04/16	BCLY		949,866		944,213		5,653
EUR	Sell		11/04/16	JPM		1,859,542		1,860,977		(1,435	)
EUR	Sell		11/04/16	JPM		441,476		445,756		(4,280	)
EUR	Sell		11/04/16	HSBC		8,448,628		8,455,095		(6,467	)
EUR	Sell		11/04/16	CBK		5,129,158		5,165,721		(36,563	)
EUR	Sell		11/30/16	BCLY		36,650,196		36,892,492		(242,296	)
EUR	Sell		11/30/16	GSC		36,454,649		36,758,406		(303,757	)
EUR	Sell		11/30/16	CBK		54,073,393		54,517,855		(444,462	)
EUR	Sell		12/05/16	SSG		2,724,092		2,726,483		(2,391	)
EUR	Sell		12/05/16	BOA		559,508		563,986		(4,478	)

The accompanying notes are an integral part of these financial statements.

250

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
EUR	Sell		12/05/16	CIB	$	1,055,060	$	1,060,910	$	(5,850	)
EUR	Sell		12/05/16	RBS		1,598,734		1,616,101		(17,367	)
EUR	Sell		12/05/16	SSG		3,184,874		3,204,717		(19,843	)
EUR	Sell		12/05/16	JPM		5,444,067		5,471,655		(27,588	)
EUR	Sell		12/05/16	RBS		4,839,494		4,871,389		(31,895	)
EUR	Sell		12/05/16	JPM		10,065,998		10,127,563		(61,565	)
EUR	Sell		12/05/16	HSBC		12,794,027		12,929,904		(135,877	)
EUR	Sell		12/05/16	SSG		196,349,315		196,865,236		(515,921	)
GBP	Buy		11/04/16	JPM		3,371,562		3,378,495		6,933
GBP	Buy		11/04/16	GSC		5,196,432		5,202,391		5,959
GBP	Buy		11/04/16	MSC		1,925,460		1,891,222		(34,238	)
GBP	Buy		11/04/16	JPM		916,406		862,985		(53,421	)
GBP	Buy		11/04/16	CSFB		1,758,628		1,701,488		(57,140	)
GBP	Buy		11/04/16	BOA		1,283,093		1,205,731		(77,362	)
GBP	Buy		11/04/16	MSC		1,419,550		1,334,260		(85,290	)
GBP	Buy		11/04/16	CBK		2,151,492		2,025,873		(125,619	)
GBP	Buy		11/04/16	UBS		2,688,717		2,527,750		(160,967	)
GBP	Buy		11/04/16	BCLY		6,640,395		6,261,231		(379,164	)
GBP	Buy		11/04/16	JPM		6,658,303		6,261,231		(397,072	)
GBP	Buy		11/04/16	BMO		38,336,148		36,129,079		(2,207,069	)
GBP	Buy		12/05/16	SSG		46,770,953		47,042,880		271,927
GBP	Sell		11/04/16	CBK		12,915,656		12,136,874		778,782
GBP	Sell		11/04/16	JPM		2,664,698		2,558,353		106,345
GBP	Sell		11/04/16	BCLY		1,548,553		1,462,790		85,763
GBP	Sell		11/04/16	SSG		1,548,729		1,487,272		61,457
GBP	Sell		11/04/16	JPM		4,132,907		4,125,190		7,717
GBP	Sell		11/30/16	CBK		14,356,353		14,452,811		(96,458	)
GBP	Sell		12/05/16	HSBC		13,515,444		13,523,067		(7,623	)
GBP	Sell		12/05/16	CBK		5,416,188		5,423,926		(7,738	)
GBP	Sell		12/05/16	JPM		8,112,007		8,135,888		(23,881	)
GBP	Sell		12/05/16	CBK		8,111,775		8,135,889		(24,114	)
GBP	Sell		12/05/16	SSG		5,171,086		5,205,891		(34,805	)
GBP	Sell		12/05/16	SSG		6,745,236		6,816,655		(71,419	)
GBP	Sell		12/05/16	BCLY		6,743,394		6,816,655		(73,261	)
GBP	Sell		12/05/16	JPM		13,424,395		13,590,437		(166,042	)
GBP	Sell		12/05/16	HSBC		43,109,768		43,391,407		(281,639	)
HKD	Sell		04/28/17	SCB		1,685,634		1,688,359		(2,725	)
HKD	Sell		04/28/17	SCB		3,373,788		3,376,847		(3,059	)
HKD	Sell		04/28/17	SCB		5,060,617		5,065,205		(4,588	)
HKD	Sell		04/28/17	SCB		5,057,159		5,065,335		(8,176	)
HKD	Sell		04/28/17	SCB		5,057,028		5,065,334		(8,306	)
HKD	Sell		04/28/17	SCB		5,057,028		5,065,334		(8,306	)
HKD	Sell		04/28/17	HSBC		10,101,444		10,119,567		(18,123	)
HKD	Sell		04/28/17	HSBC		10,958,062		10,978,139		(20,077	)
HKD	Sell		04/28/17	SCB		9,787,048		9,812,851		(25,803	)
HKD	Sell		04/28/17	CBK		19,752,991		19,789,387		(36,396	)
JPY	Buy		11/04/16	CBK		53,159,341		53,242,282		82,941
JPY	Buy		11/04/16	JPM		1,953,438		1,885,436		(68,002	)
JPY	Buy		11/04/16	DEUT		15,675,588		15,501,772		(173,816	)
JPY	Buy		11/04/16	CIB		13,158,823		12,982,517		(176,306	)
JPY	Buy		11/04/16	JPM		16,079,653		15,501,772		(577,881	)
JPY	Buy		12/05/16	SSG		5,457,021		5,457,503		482
JPY	Buy		12/05/16	SSG		13,511,255		13,504,282		(6,973	)
JPY	Buy		12/05/16	HSBC		12,947,333		12,932,925		(14,408	)
JPY	Buy		12/05/16	JPM		25,479,692		25,452,433		(27,259	)
JPY	Buy		12/05/16	JPM		13,537,896		13,504,283		(33,613	)
JPY	Buy		12/05/16	JPM		13,540,488		13,504,283		(36,205	)
JPY	Sell		11/04/16	MSC		11,811,125		11,312,081		499,044
JPY	Sell		11/04/16	BCLY		6,620,754		6,381,108		239,646

The accompanying notes are an integral part of these financial statements.

251

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
JPY	Sell		11/04/16	JPM	$	6,588,263	$	6,381,108	$	207,155
JPY	Sell		11/04/16	CBK		15,664,246		15,501,772		162,474
JPY	Sell		11/04/16	CBK		13,403,589		13,250,502		153,087
JPY	Sell		11/04/16	CBK		13,055,639		12,918,143		137,496
JPY	Sell		11/04/16	JPM		15,638,966		15,501,772		137,194
JPY	Sell		11/04/16	JPM		1,959,116		1,890,205		68,911
JPY	Sell		11/04/16	SSG		6,715,476		6,648,140		67,336
JPY	Sell		11/04/16	JPM		6,705,206		6,648,140		57,066
JPY	Sell		11/04/16	JPM		2,722,181		2,680,809		41,372
JPY	Sell		12/05/16	CBK		2,713,149		2,704,882		8,267
JPY	Sell		12/05/16	SSG		5,329,847		5,337,010		(7,163	)
JPY	Sell		12/05/16	CBK		53,213,558		53,303,207		(89,649	)
KRW	Buy		11/04/16	HSBC		3,137,653		3,020,687		(116,966	)
KRW	Sell		11/04/16	CBA		79,786,757		77,209,906		2,576,851
KRW	Sell		11/04/16	GSC		79,775,951		77,209,907		2,566,044
KRW	Sell		11/04/16	SSG		8,575,358		8,393,579		181,779
KRW	Sell		12/05/16	SSG		159,832,614		159,770,231		62,383
MXN	Buy		11/04/16	RBC		1,247,408		1,285,447		38,039
MXN	Buy		11/04/16	GSC		5,556,451		5,470,568		(85,883	)
MXN	Buy		11/04/16	GSC		95,426,466		94,501,079		(925,387	)
MXN	Buy		12/05/16	GSC		1,293,510		1,280,752		(12,758	)
MXN	Buy		12/05/16	SSG		5,319,606		5,297,151		(22,455	)
MXN	Sell		11/04/16	GSC		1,298,035		1,285,447		12,588
MXN	Sell		11/04/16	GSC		5,465,761		5,470,567		(4,806	)
MXN	Sell		11/04/16	SSG		5,456,153		5,470,568		(14,415	)
MXN	Sell		11/04/16	RBC		86,395,925		89,030,511		(2,634,586	)
MXN	Sell		12/05/16	GSC		95,093,846		94,155,911		937,935
MXN	Sell		12/05/16	GSC		5,360,284		5,297,783		62,501
MXN	Sell		12/05/16	SSG		5,267,666		5,297,783		(30,117	)
NOK	Buy		11/04/16	HSBC		221,504,929		221,643,762		138,833
NOK	Buy		11/04/16	BCLY		950,927		946,465		(4,462	)
NOK	Buy		11/04/16	MSC		955,794		947,675		(8,119	)
NOK	Buy		11/04/16	RBS		3,527,025		3,453,267		(73,758	)
NOK	Buy		11/04/16	JPM		4,041,492		3,906,893		(134,599	)
NOK	Buy		11/04/16	JPM		13,289,305		12,932,201		(357,104	)
NOK	Buy		11/04/16	RBC		174,568,147		171,144,394		(3,423,753	)
NOK	Buy		12/05/16	HSBC		140,772,818		140,862,556		89,738
NOK	Buy		12/05/16	JPM		2,130,281		2,127,844		(2,437	)
NOK	Sell		11/04/16	RBC		210,782,227		206,648,218		4,134,009
NOK	Sell		11/04/16	JPM		13,374,380		12,961,248		413,132
NOK	Sell		11/04/16	GSC		16,022,300		15,812,747		209,553
NOK	Sell		11/04/16	JPM		13,293,666		13,128,272		165,394
NOK	Sell		11/04/16	JPM		13,255,859		13,122,220		133,639
NOK	Sell		11/04/16	RBS		2,386,439		2,314,119		72,320
NOK	Sell		11/04/16	JPM		1,554,585		1,505,630		48,955
NOK	Sell		11/04/16	JPM		3,976,024		3,935,940		40,084
NOK	Sell		11/04/16	BCLY		1,071,899		1,037,239		34,660
NOK	Sell		11/04/16	RBS		2,737,013		2,702,630		34,383
NOK	Sell		11/04/16	SCB		954,406		951,306		3,100
NOK	Sell		11/04/16	HSBC		140,766,858		140,855,086		(88,228	)
NOK	Sell		12/05/16	RBS		1,556,800		1,561,387		(4,587	)
NOK	Sell		12/05/16	HSBC		221,514,307		221,655,515		(141,208	)
NZD	Buy		11/04/16	CBK		13,070,096		13,184,945		114,849
NZD	Buy		11/04/16	CBK		7,828,266		7,911,252		82,986
NZD	Buy		11/04/16	JPM		60,485,173		60,517,328		32,155
NZD	Buy		11/04/16	NAB		60,513,435		60,518,758		5,323
NZD	Buy		11/04/16	SSG		950,679		943,774		(6,905	)
NZD	Buy		11/04/16	CBK		1,094,169		1,083,194		(10,975	)
NZD	Buy		11/04/16	MSC		1,415,688		1,401,360		(14,328	)

The accompanying notes are an integral part of these financial statements.

252

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
NZD	Buy		11/04/16	NAB	$	1,075,670	$	1,054,595	$	(21,075	)
NZD	Buy		11/04/16	HSBC		1,591,049		1,563,661		(27,388	)
NZD	Buy		11/04/16	CBK		2,437,521		2,405,193		(32,328	)
NZD	Buy		11/04/16	CBK		13,598,688		13,417,313		(181,375	)
NZD	Buy		11/04/16	HSBC		14,320,737		14,056,504		(264,233	)
NZD	Buy		12/05/16	JPM		1,722,237		1,728,117		5,880
NZD	Buy		12/05/16	SSG		1,061,118		1,064,006		2,888
NZD	Buy		12/05/16	MSC		1,588,690		1,588,868		178
NZD	Sell		11/04/16	WEST		34,182,967		33,554,006		628,961
NZD	Sell		11/04/16	BOA		34,182,663		33,554,721		627,942
NZD	Sell		11/04/16	NAB		34,179,847		33,554,721		625,126
NZD	Sell		11/04/16	HSBC		34,175,624		33,554,722		620,902
NZD	Sell		11/04/16	GSC		15,902,308		15,618,736		283,572
NZD	Sell		11/04/16	CBK		10,648,214		10,548,099		100,115
NZD	Sell		11/04/16	CBK		10,643,463		10,548,098		95,365
NZD	Sell		11/04/16	SSG		1,951,695		1,919,721		31,974
NZD	Sell		11/04/16	GSC		1,282,914		1,265,515		17,399
NZD	Sell		11/04/16	SCB		2,810,049		2,806,296		3,753
NZD	Sell		11/04/16	CBA		1,133,513		1,133,243		270
NZD	Sell		12/05/16	MSC		1,345,156		1,349,645		(4,489	)
NZD	Sell		12/05/16	NAB		60,439,371		60,444,123		(4,752	)
NZD	Sell		12/05/16	JPM		60,411,535		60,442,695		(31,160	)
PLN	Buy		11/04/16	JPM		20,024,866		19,498,512		(526,354	)
PLN	Buy		12/05/16	CBK		19,378,657		19,484,555		105,898
PLN	Sell		11/04/16	CBK		19,387,251		19,498,512		(111,261	)
SEK	Buy		11/04/16	JPM		433,525		428,435		(5,090	)
SEK	Buy		11/04/16	JPM		1,224,243		1,208,121		(16,122	)
SEK	Buy		11/04/16	SCB		2,124,706		2,072,963		(51,743	)
SEK	Buy		11/04/16	CBK		5,043,199		4,970,683		(72,516	)
SEK	Buy		11/04/16	RBS		2,815,113		2,674,255		(140,858	)
SEK	Buy		11/04/16	HSBC		8,449,304		8,271,888		(177,416	)
SEK	Buy		11/04/16	HSBC		118,230,064		117,945,308		(284,756	)
SEK	Buy		11/04/16	GSC		10,448,011		9,941,365		(506,646	)
SEK	Buy		11/04/16	GSC		15,674,507		14,912,049		(762,458	)
SEK	Buy		11/04/16	JPM		41,658,417		39,398,597		(2,259,820	)
SEK	Buy		12/05/16	BOA		548,840		542,629		(6,211	)
SEK	Buy		12/05/16	BCLY		2,718,250		2,679,320		(38,930	)
SEK	Buy		12/05/16	RBS		4,828,045		4,766,552		(61,493	)
SEK	Buy		12/05/16	JPM		5,427,935		5,354,538		(73,397	)
SEK	Buy		12/05/16	JPM		10,028,429		9,911,046		(117,383	)
SEK	Buy		12/05/16	HSBC		66,797,834		66,643,850		(153,984	)
SEK	Sell		11/04/16	JPM		124,710,401		117,945,308		6,765,093
SEK	Sell		11/04/16	JPM		13,150,151		12,430,694		719,457
SEK	Sell		11/04/16	HSBC		66,706,076		66,545,415		160,661
SEK	Sell		11/04/16	JPM		2,694,253		2,624,424		69,829
SEK	Sell		11/04/16	RBS		2,338,796		2,277,824		60,972
SEK	Sell		12/05/16	HSBC		118,392,695		118,119,774		272,921
SEK	Sell		12/05/16	CBK		2,725,776		2,688,192		37,584
SGD	Buy		11/04/16	JPM		6,776,764		6,753,087		(23,677	)
SGD	Sell		11/04/16	JPM		6,708,904		6,690,552		18,352
SGD	Sell		11/04/16	CBK		62,731		62,535		196
TRY	Buy		11/04/16	CBK		15,745,577		15,807,352		61,775
TRY	Buy		11/04/16	GSC		5,329,047		5,298,933		(30,114	)
TRY	Buy		12/05/16	GSC		5,305,217		5,330,090		24,873
TRY	Sell		11/04/16	MSC		5,306,011		5,142,322		163,689
TRY	Sell		11/04/16	GSC		5,412,324		5,366,098		46,226
TRY	Sell		11/04/16	GSC		5,298,847		5,298,933		(86	)
TRY	Sell		11/04/16	GSC		5,263,327		5,298,933		(35,606	)
TRY	Sell		12/05/16	CBK		15,639,436		15,702,226		(62,790	)

The accompanying notes are an integral part of these financial statements.

253

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
ZAR		Buy		11/04/16		GSC	$	5,327,359	$	5,463,013	$	135,654
ZAR		Buy		11/04/16		CSFB		11,668,353		11,803,799		135,446
ZAR		Buy		12/05/16		GSC		5,360,621		5,529,265		168,644
ZAR		Buy		12/05/16		GSC		5,386,619		5,529,266		142,647
ZAR		Buy		12/05/16		GSC		5,405,660		5,529,265		123,605
ZAR		Sell		11/04/16		JPM		6,145,747		6,189,612		(43,865	)
ZAR		Sell		11/04/16		GSC		10,721,791		11,077,200		(355,409	)
ZAR		Sell		12/05/16		GSC		5,403,898		5,529,413		(125,515	)
ZAR		Sell		12/05/16		CSFB		11,593,658		11,730,073		(136,415	)
Total											$	20,836,261

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
NAB	National Australia Bank Limited
NOM	Nomura International
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG
WEST	Westpac International
Currency Abbreviations:
AUD	Australian Dollar
CAD	Canadian Dollar
CHF	Swiss Franc
CNH	Chinese Renminbi
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HKD	Hong Kong Dollar
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso

Currency Abbreviations: - (continued)
NOK	Norwegian Krone
NZD	New Zealand Dollar
PLN	Polish Zloty
SEK	Swedish Krona
SGD	Singapore Dollar
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand
Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
CMBX.NA	Markit Commercial Mortgage Backed North American
ITRAXX.EUR	Markit iTraxx - Europe
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
Other Abbreviations:
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
EURIBOR	Euro Interbank Offered Rate
FHLMC	Federal Home Loan Mortgage Corp.
HIBOR	Hong Kong Interbank Offered Rate
JIBAR	Johannesburg Interbank Agreed Rate
KSDA	Korea Securities Dealers Association
LIBOR	London Interbank Offered Rate
NIBOR	Norwegian Interbank Offered Rate
OTC	Over-the-Counter
PAC	Planned Amortization Class
STIBOR	Stockholm Interbank Offered Rate
WIBOR	Warsaw Interbank Offered Rate

The accompanying notes are an integral part of these financial statements.

254

The Hartford World Bond Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Utilities	$	240,783		$	240,783		$	—		$	—
Asset & Commercial Mortgage Backed Securities		510,386,718			—			507,669,310			2,717,408
Corporate Bonds		926,016,495			—			926,016,495			—
Foreign Government Obligations		1,685,989,218			—			1,685,989,218			—
Senior Floating Rate Interests		56,249,818			—			56,249,818			—
U.S. Government Agencies		8,989,644			—			8,989,644			—
U.S. Government Securities		325,723,810			—			325,723,810			—
Convertible Bonds		11,078,344			—			11,078,344			—
Short-Term Investments		68,008,822			68,008,822			—			—
Purchased Options		3,117,369			—			3,117,369			—
Foreign Currency Contracts(2)		48,669,668			—			48,669,668			—
Futures Contracts(2)		7,635,373			7,635,373			—			—
Swaps - Credit Default(2)		555,712			—			555,712			—
Swaps - Interest Rate(2)		3,198,182			—			3,198,182			—
Total	$	3,655,859,956		$	75,884,978		$	3,577,257,570		$	2,717,408
Liabilities
Foreign Currency Contracts(2)	$	(27,833,407	)	$	—		$	(27,833,407	)	$	—
Futures Contracts(2)		(2,075,365	)		(2,075,365	)		—			—
Swaps - Credit Default(2)		(1,779,197	)		—			(1,779,197	)		—
Swaps - Interest Rate(2)		(4,026,788	)		—			(4,026,788	)		—
Written Options		(2,350,844	)		—			(2,350,844	)		—
Total	$	(38,065,601	)	$	(2,075,365	)	$	(35,990,236	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Asset & Commercial Mortgage Backed Securities			Total
Beginning balance	$	7,032,627		$	7,032,627
Purchases		2,717,408			2,717,408
Sales		(2,630,000)			(2,630,000	)
Accrued discounts/(premiums)		268			268
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		1,451			1,451
Transfers into Level 3		—			—
Transfers out of Level 3(1)		(4,404,346	)		(4,404,346	)
Ending balance	$	2,717,408		$	2,717,408

⁽¹⁾  For the year ended October 31, 2016, investments valued at $4,404,346 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $268.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

255

Fixed Income Funds

Statements of Assets and Liabilities

October 31, 2016

	The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund			The Hartford Floating Rate High Income Fund
Assets:
Investments in securities, at market value	$	100,515,506		$	3,997,551,799		$	388,619,848
Cash		26,023			—			—
Cash collateral due from broker		292,594			—			—
Foreign currency		81,994			4,654,703			411,656
Unrealized appreciation on OTC swap contracts		177,534			—			—
Unrealized appreciation on foreign currency contracts		2,839,133			13,581			6,790
Receivables:
Investment securities sold		5,047,096			61,487,242			4,170,298
Fund shares sold		115,887			5,750,878			3,019,154
Dividends and interest		1,518,594			23,270,854			2,414,555
Variation margin on financial derivative instruments		—			—			—
Other assets		49,793			62,818			70,067
Total assets		110,664,154			4,092,791,875			398,712,368
Liabilities:
Unrealized depreciation on bond forward contracts		—			—			—
Unrealized depreciation on foreign currency contracts		3,373,143			707,934			51,296
Unrealized depreciation on OTC swap contracts		214,741			—			—
Cash collateral due to broker		280,000			—			—
Unfunded loan commitments		—			1,785,945			244,941
Payables:
Investment securities purchased		999,093			175,068,715			31,966,131
Fund shares redeemed		57,751			10,038,384			847,183
Investment management fees		92,938			1,982,339			208,762
Transfer agent fees		2,678			247,779			27,256
Accounting services fees		2,324			59,186			5,368
Board of Directors’ fees		255			7,226			638
Variation margin on financial derivative instruments		11,566			—			—
Foreign taxes		62,383			—			—
Distribution fees		2,835			1,226,409			96,125
Distributions payable		—			1,883,332			35,448
Written options		353,806			—			—
Accrued expenses		33,486			269,857			49,499
OTC swap premiums received		—			—			—
Total liabilities		5,486,999			193,277,106			33,532,647
Net assets	$	105,177,155		$	3,899,514,769		$	365,179,721
Summary of Net Assets:
Capital stock and paid-in-capital	$	134,746,666		$	4,509,739,702		$	406,808,281
Undistributed (distributions in excess of) net investment income		(34,447	)		3,831,360			9,058
Accumulated net realized gain (loss)		(28,879,701	)		(508,473,524	)		(28,914,785	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		(655,363	)		(105,582,769	)		(12,722,833	)
Net assets	$	105,177,155		$	3,899,514,769		$	365,179,721
Shares authorized		500,000,000			3,200,000,000			450,000,000
Par value	$	0.0010		$	0.0010		$	0.0010
Class A:     Net asset value per share	$	7.48		$	8.58		$	9.82
Maximum offering price per share	$	7.83		$	8.85		$	10.12
Shares outstanding		775,945			101,937,663			12,585,622
Net Assets	$	5,803,597		$	875,037,369		$	123,600,010
Class B:     Net asset value per share	$	—		$	8.57		$	—
Shares outstanding		—			431,249			—
Net Assets	$	—		$	3,695,934		$	—

The accompanying notes are an integral part of these financial statements.

256

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund			The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	354,780,333		$	622,303,413		$	19,196,386		$	761,670,342		$	170,787,408		$	18,518,663
	—			—			—			—			—			—
	689,549			—			—			—			1,485,000			—
	—			35			—			—			—			—
	—			713,372			—			—			1,470,826			—
	—			947,880			—			—			—			—
	502,442			63,259			—			4,675,418			—			—
	901,664			706,671			76,616			1,159,188			150,631			48,147
	5,760,600			1,580,113			224,648			8,879,632			2,141,152			207,746
	—			—			—			23			—			—
	111,370			81,444			26,772			62,751			36,273			26,107
	362,745,958			626,396,187			19,524,422			776,447,354			176,071,290			18,800,663
	—			112,656			—			—			—			—
	43,932			545,905			—			—			—			—
	—			82,761			—			—			1,587,655			—
	—			99,084			—			—			260,000			—
	—			—			—			—			—			—
	—			2,907,264			367,991			22,217,728			2,094,255			338,693
	1,279,132			1,627,634			2,425			3,395,892			223,437			48,878
	199,776			258,990			5,548			211,583			50,802			5,391
	58,281			58,438			552			27,998			7,309			354
	6,147			7,399			285			11,424			2,322			277
	553			1,337			138			890			413			152
	21,943			95,087			—			—			—			—
	—			2,789			—			—			—			—
	108,313			206,790			4,572			168,888			44,133			5,176
	43,060			—			5			263,108			45,248			—
	—			—			—			—			—			—
	72,878			107,600			36,412			51,814			32,877			36,305
	—			615,486			—			—			—			—
	1,834,015			6,729,220			417,928			26,349,325			4,348,451			435,226
$	360,911,943		$	619,666,967		$	19,106,494		$	750,098,029		$	171,722,839		$	18,365,437
$	398,225,581		$	664,999,334		$	18,789,633		$	752,863,455		$	197,046,912		$	18,265,076
	9,847			4,565,756			7,426			166,368			16,957			6,238
	(37,918,601	)		(62,091,349	)		(37,059	)		(26,463,792	)		(32,214,842	)		(15,308	)
	595,116			12,193,226			346,494			23,531,998			6,873,812			109,431
$	360,911,943		$	619,666,967		$	19,106,494		$	750,098,029		$	171,722,839		$	18,365,437
	500,000,000			6,245,000,000			250,000,000			750,000,000			19,300,000,000			250,000,000
$	0.0010		$	0.0010		$	0.0010		$	0.0010		$	0.0001		$	0.0010
$	7.28		$	11.05		$	10.34		$	8.69		$	9.31		$	10.08
$	7.62		$	11.57		$	10.83		$	9.10		$	9.75		$	10.55
	34,025,073			20,753,835			961,028			32,603,437			11,167,818			831,691
$	247,549,347		$	229,328,801		$	9,933,029		$	283,274,571		$	104,013,147		$	8,383,173
$	7.23		$	10.57		$	—		$	8.68		$	9.23		$	—
	208,689			487,670			—			110,972			34,734			—
$	1,509,322		$	5,153,597		$	—		$	963,529		$	320,450		$	—

The accompanying notes are an integral part of these financial statements.

257

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Emerging Markets Local Debt Fund		The Hartford Floating Rate Fund		The Hartford Floating Rate High Income Fund
Class C:     Net asset value per share	$	7.47	$	8.57	$	9.82
Shares outstanding		253,543		141,586,517		8,482,535
Net Assets	$	1,894,983	$	1,213,760,085	$	83,318,166
Class I:      Net asset value per share	$	7.46	$	8.59	$	9.83
Shares outstanding		1,322,677		170,684,795		15,455,953
Net Assets	$	9,871,297	$	1,466,927,885	$	151,911,606
Class R3:   Net asset value per share	$	7.43	$	8.61	$	9.81
Shares outstanding		2,677		1,233,896		32,501
Net Assets	$	19,899	$	10,617,779	$	318,904
Class R4:   Net asset value per share	$	7.45	$	8.58	$	9.80
Shares outstanding		4,164		1,023,784		51,723
Net Assets	$	31,016	$	8,781,373	$	506,975
Class R5:   Net asset value per share	$	7.24	$	8.58	$	9.80
Shares outstanding		1,614		226,155		60,403
Net Assets	$	11,683	$	1,940,910	$	591,788
Class Y:     Net asset value per share	$	7.43	$	8.57	$	9.80
Shares outstanding		11,781,541		37,182,299		503,282
Net Assets	$	87,544,680	$	318,753,434	$	4,932,272
Cost of investments	$	100,618,631	$	4,102,534,259	$	401,306,295
Cost of foreign currency	$	82,593	$	4,648,131	$	411,075
Proceeds of written option contracts	$	435,867	$	—	$	—

The accompanying notes are an integral part of these financial statements.

258

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford High Yield Fund		The Hartford Inflation Plus Fund		Hartford Municipal Income Fund		The Hartford Municipal Opportunities Fund		The Hartford Municipal Real Return Fund		Hartford Municipal Short Duration Fund
$	7.25	$	10.56	$	10.34	$	8.69	$	9.26	$	10.08
	8,455,770		13,853,639		293,516		14,717,926		2,766,797		403,665
$	61,297,269	$	146,289,240	$	3,033,945	$	127,960,024	$	25,611,292	$	4,067,019
$	7.31	$	11.25	$	10.34	$	8.71	$	9.34	$	10.08
	5,075,848		5,574,183		594,040		38,811,902		2,628,710		586,870
$	37,099,397	$	62,726,075	$	6,139,520	$	337,899,905	$	24,544,957	$	5,915,245
$	7.27	$	10.84	$	—	$	—	$	—	$	—
	433,663		5,180,822		—		—		—		—
$	3,153,496	$	56,150,368	$	—	$	—	$	—	$	—
$	7.28	$	11.04	$	—	$	—	$	—	$	—
	230,804		1,420,818		—		—		—		—
$	1,681,179	$	15,684,344	$	—	$	—	$	—	$	—
$	7.27	$	11.22	$	—	$	—	$	—	$	—
	91,419		213,135		—		—		—		—
$	664,713	$	2,392,134	$	—	$	—	$	—	$	—
$	7.26	$	11.28	$	—	$	—	$	9.29	$	—
	1,095,838		9,037,306		—		—		1,855,717		—
$	7,957,220	$	101,942,408	$	—	$	—	$	17,232,993	$	—
$	354,083,827	$	611,251,480	$	18,849,892	$	738,138,344	$	163,796,767	$	18,409,232
$	—	$	36	$	—	$	—	$	—	$	—
$	—	$	—	$	—	$	—	$	—	$	—

The accompanying notes are an integral part of these financial statements.

259

Fixed Income Funds

Statements of Assets and Liabilities

October 31, 2016

	The Hartford Quality Bond Fund		The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Assets:
Investments in securities, at market value	$	203,365,161	$	914,606,872		$	395,423,907
Cash		—		85,013			—
Cash collateral due from broker		—		599,138			95,000
Foreign currency		—		—			18,951
Unrealized appreciation on OTC swap contracts		—		—			1,084,047
Unrealized appreciation on foreign currency contracts		—		—			535,671
Receivables:
Investment securities sold		84,568,143		2,562,492			10,005,741
Fund shares sold		42,572		5,627,030			376,184
Dividends and interest		263,579		4,234,914			3,236,884
Variation margin on financial derivative instruments		28,420		—			—
OTC swap premiums paid		—		—			3,365,383
Other assets		82,222		116,846			66,489
Total assets		288,350,097		927,832,305			414,208,257
Liabilities:
Unrealized depreciation on foreign currency contracts		—		—			1,692,444
Bank overdraft		15,338		—			7,769,408
Bank overdraft - foreign cash		—		—			—
Unrealized depreciation on OTC swap contracts		—		—			626,853
Cash collateral due to broker		—		—			1,088,000
TBA sale commitments, at market value		52,729,815		—			—
Unfunded loan commitments		—		—			18,433
Payables:
Investment securities purchased		110,556,880		29,364,221			3,582,185
Fund shares redeemed		433,308		1,988,865			866,744
Investment management fees		54,086		321,349			186,670
Transfer agent fees		3,411		82,596			24,965
Accounting services fees		1,514		15,009			6,788
Board of Directors’ fees		294		1,469			779
Variation margin on financial derivative instruments		—		39,479			118,273
Foreign taxes		—		—			—
Distribution fees		6,437		219,629			90,549
Distributions payable		141		131,107			—
Written options		—		—			—
Accrued expenses		34,695		100,385			61,498
OTC swap premiums received		—		—			4,881,300
Total liabilities		163,835,919		32,264,109			21,014,889
Net assets	$	124,514,178	$	895,568,196		$	393,193,368
Summary of Net Assets:
Capital stock and paid-in-capital	$	121,800,358	$	892,865,516		$	404,134,193
Undistributed (distributions in excess of) net investment income		355		198,813			1,990,768
Accumulated net realized gain (loss)		2,176,286		(5,170,764	)		(8,646,352	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		537,179		7,674,631			(4,285,241	)
Net assets	$	124,514,178	$	895,568,196		$	393,193,368
Shares authorized		450,000,000		650,000,000			950,000,000
Par value	$	0.0010	$	0.0010		$	0.0010
Class A:     Net asset value per share	$	10.34	$	9.88		$	8.76
Maximum offering price per share	$	10.83	$	10.08		$	9.17
Shares outstanding		1,382,791		53,635,386			13,698,867
Net Assets	$	14,294,062	$	530,177,688		$	120,050,670
Class B:     Net asset value per share	$	—	$	9.94		$	8.78
Shares outstanding		—		240,778			251,048
Net Assets	$	—	$	2,392,765		$	2,204,770

The accompanying notes are an integral part of these financial statements.

260

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford Total Return Bond Fund			The Hartford Unconstrained Bond Fund			The Hartford World Bond Fund
$	2,822,284,535		$	133,425,267		$	3,595,801,021
	—			42,767			160,093
	276,704			75,000			—
	—			26,771			9,182
	3,344,825			350,373			3,007,699
	795,032			78,054			48,669,668
	584,215,369			4,186,371			16,328,739
	4,380,017			5,892			18,317,246
	11,298,809			525,510			28,982,280
	—			—			—
	10,051,713			1,112,901			6,640,554
	342,211			64,517			132,296
	3,436,989,215			139,893,423			3,718,048,778
	1,060,884			174,707			27,833,407
	—			—			—
	763,115			—			—
	1,773,569			215,637			3,819,483
	4,726,000			355,000			3,557,000
	96,241,720			—			—
	18,433			3,160			—
	1,282,892,347			51,114,801			44,729,529
	5,855,463			321,942			6,193,006
	667,058			40,635			1,861,649
	139,939			10,817			321,632
	34,455			1,847			60,996
	3,024			284			5,995
	62,492			36,472			3,694,675
	—			91			—
	239,068			20,164			237,644
	53,190			7,159			—
	—			—			2,350,844
	144,332			47,786			335,347
	10,960,985			1,215,336			4,822,335
	1,405,636,074			53,565,838			99,823,542
$	2,031,353,141		$	86,327,585		$	3,618,225,236
$	2,005,921,131		$	108,548,827		$	3,667,461,846
	(764,538	)		(71,881	)		(16,647,727	)
	(2,479,846	)		(21,604,531	)		(25,791,703	)
	28,676,394			(544,830	)		(6,797,180	)
$	2,031,353,141		$	86,327,585		$	3,618,225,236
	900,000,000			500,000,000			1,100,000,000
$	0.0010		$	0.0010		$	0.0010
$	10.48		$	9.56		$	10.36
$	10.97		$	10.01		$	10.85
	74,725,603			4,961,176			46,445,082
$	782,964,397		$	47,433,185		$	481,125,720
$	10.39		$	9.56		$	—
	423,891			62,312			—
$	4,406,337		$	595,445		$	—

The accompanying notes are an integral part of these financial statements.

261

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Quality Bond Fund		The Hartford Short Duration Fund		The Hartford Strategic Income Fund
Class C:     Net asset value per share	$	10.26	$	9.88	$	8.79
Shares outstanding		379,081		12,704,798		8,486,682
Net Assets	$	3,890,151	$	125,547,712	$	74,607,480
Class I:      Net asset value per share	$	10.35	$	9.90	$	8.79
Shares outstanding		1,183,504		19,149,356		3,562,276
Net Assets	$	12,253,562	$	189,644,970	$	31,317,379
Class R3:   Net asset value per share	$	10.32	$	9.86	$	8.75
Shares outstanding		19,164		118,399		30,559
Net Assets	$	197,736	$	1,167,189	$	267,413
Class R4:   Net asset value per share	$	10.35	$	9.87	$	8.76
Shares outstanding		2,314		67,016		25,552
Net Assets	$	23,952	$	661,343	$	223,830
Class R5:   Net asset value per share	$	10.35	$	9.86	$	8.76
Shares outstanding		4,374		21,162		47,152
Net Assets	$	45,286	$	208,704	$	412,992
Class R6:   Net asset value per share	$	—	$	—	$	8.75
Shares outstanding		—		—		1,207
Net Assets	$	—	$	—	$	10,567
Class Y:     Net asset value per share	$	10.36	$	9.86	$	8.75
Shares outstanding		9,055,568		4,642,665		18,745,058
Net Assets	$	93,809,429	$	45,767,825	$	164,098,267
Cost of investments	$	202,596,313	$	907,504,188	$	397,617,809
Cost of foreign currency	$	—	$	—	$	14,291
Cost of bank overdraft - foreign cash	$	—	$	—	$	—
Proceeds of TBA sale commitments	$	52,803,815	$	—	$	—
Proceeds of written option contracts	$	—	$	—	$	—

The accompanying notes are an integral part of these financial statements.

262

Fixed Income Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford Total Return Bond Fund		The Hartford Unconstrained Bond Fund		The Hartford World Bond Fund
$	10.50	$	9.58	$	10.29
	7,035,416		1,111,631		15,139,964
$	73,840,594	$	10,652,433	$	155,827,935
$	10.49	$	9.57	$	10.39
	11,049,381		572,534		231,800,293
$	115,889,421	$	5,477,237	$	2,407,301,772
$	10.68	$	9.55	$	10.35
	556,656		23,909		181,872
$	5,942,507	$	228,311	$	1,881,798
$	10.66	$	9.55	$	10.37
	1,440,177		58,602		118,377
$	15,348,152	$	559,573	$	1,227,540
$	10.65	$	9.55	$	10.38
	138,244		12,098		109,512
$	1,472,972	$	115,500	$	1,136,861
$	10.64	$	—	$	10.40
	995		—		75,953
$	10,585	$	—	$	789,681
$	10.65	$	9.53	$	10.40
	96,874,333		2,230,791		54,722,709
$	1,031,478,176	$	21,265,901	$	568,933,929
$	2,792,740,354	$	133,986,943	$	3,626,514,825
$	—	$	24,931	$	10,276
$	763,115	$	—	$	—
$	96,248,602	$	—	$	—
$	—	$	—	$	2,078,109

The accompanying notes are an integral part of these financial statements.

263

Fixed Income Funds

Statements of Operations

For the Year Ended October 31, 2016

	The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund			The Hartford Floating Rate High Income Fund
Investment Income:
Dividends	$	2,296		$	43,829		$	51,707
Interest		7,486,291			213,846,662			20,120,259
Less: Foreign tax withheld		(47,774	)		—			—
Total investment income, net		7,440,813			213,890,491			20,171,966
Expenses:
Investment management fees		1,206,860			23,845,628			2,174,236
Administrative services fees
Class R3		459			23,384			821
Class R4		370			13,170			1,155
Class R5		219			2,434			600
Transfer agent fees
Class A		10,124			1,002,016			106,081
Class B		—			13,270			—
Class C		2,665			1,016,620			80,154
Class I		7,797			1,101,309			102,696
Class R3		33			2,599			138
Class R4		28			978			124
Class R5		3			934			26
Class Y		1,587			4,750			50
Distribution fees
Class A		13,619			2,327,923			284,614
Class B		—			55,476			—
Class C		11,823			12,770,994			857,730
Class R3		1,147			58,459			2,054
Class R4		617			21,951			1,925
Custodian fees		51,575			20,402			5,050
Registration and filing fees		88,191			190,807			105,379
Accounting services fees		30,172			712,239			55,909
Board of Directors’ fees		4,786			120,908			10,460
Audit fees		40,285			28,351			39,421
Other expenses		29,881			1,287,225			130,694
Total expenses (before waivers and fees paid indirectly)		1,502,241			44,621,827			3,959,317
Expense waivers		(369,825	)		(80,746	)		(274,227	)
Transfer agent fee waivers		—			—			—
Total waivers and fees paid indirectly		(369,825	)		(80,746	)		(274,227	)
Total expenses, net		1,132,416			44,541,081			3,685,090
Net Investment Income (Loss)		6,308,397			169,349,410			16,486,876
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Capital gain distributions received from underlying funds		—			—			—
Net realized gain (loss) on investments		(22,621,511	)		(186,010,937	)		(19,820,702	)
Less: Foreign taxes paid on realized capital gains		(172,135	)		—			—
Net realized gain (loss) on purchased options contracts		(111,978	)		—			—
Net realized gain (loss) on futures contracts		(223,745	)		—			—
Net realized gain (loss) on written options contracts		605,367			—			—
Net realized gain (loss) on swap contracts		(138,750	)		—			—
Net realized gain (loss) on bond forward contracts		—			—			—
Net realized gain (loss) on foreign currency contracts		3,262,304			12,704,900			1,611,725
Net realized gain (loss) on other foreign currency transactions		(208,550	)		529,484			(156,632	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(19,608,998	)		(172,776,553	)		(18,365,609	)

The accompanying notes are an integral part of these financial statements.

264

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund			The Hartford Municipal Opportunities Fund			The Hartford Municipal Real Return Fund			Hartford Municipal Short Duration Fund
$	110,313		$	—		$	—		$	—		$	—		$	—
	19,950,453			11,239,975			394,630			20,087,791			5,916,396			268,912
	—			(12,077	)		—			—			—			—
	20,060,766			11,227,898			394,630			20,087,791			5,916,396			268,912
	2,174,535			3,214,635			49,903			2,172,837			593,176			57,197
	5,586			116,315			—			—			—			—
	2,454			25,199			—			—			—			—
	539			3,000			—			—			—			—
	473,079			376,792			3,386			97,580			57,160			2,372
	7,960			20,253			—			1,681			833			—
	67,974			191,805			135			56,608			13,602			837
	32,057			116,155			193			130,634			13,163			107
	892			5,586			—			—			—			—
	416			1,614			—			—			—			—
	142			913			—			—			—			—
	118			1,690			—			—			273			—
	574,245			600,455			14,989			635,517			263,593			17,166
	22,881			77,605			—			17,130			5,933			—
	611,416			1,604,743			27,609			1,164,894			268,926			40,661
	13,965			290,788			—			—			—			—
	4,090			41,999			—			—			—			—
	6,802			11,558			1,175			4,504			1,787			996
	103,835			108,441			66,952			115,197			73,586			67,548
	66,909			92,233			2,566			115,401			27,117			2,942
	10,591			20,382			1,296			19,750			5,964			1,372
	48,650			44,267			68,524			50,876			35,244			68,525
	168,390			259,835			7,639			133,151			47,708			8,396
	4,397,526			7,226,263			244,367			4,715,760			1,408,065			268,119
	(432,493	)		(541,696	)		(138,305	)		(27,859	)		(106,056	)		(137,404	)
	(1,110	)		—			—			—			—			—
	(433,603	)		(541,696	)		(138,305	)		(27,859	)		(106,056	)		(137,404	)
	3,963,923			6,684,567			106,062			4,687,901			1,302,009			130,715
	16,096,843			4,543,331			288,568			15,399,890			4,614,387			138,197
	—			—			69			3,124			294			180
	(9,929,215	)		(2,831,277	)		28,764			2,298,451			1,308,858			6,194
	—			—			—			—			—			—
	—			—			—			—			—			—
	—			27,955			—			(992,629	)		—			—
	—			—			—			—			—			—
	894,787			(1,382,035	)		—			—			(8,743,275	)		—
	—			459,435			—			—			—			—
	5,396			(2,494,048	)		—			—			—			—
	121,992			(132,045	)		—			—			—			—
	(8,907,040	)		(6,352,015	)		28,833			1,308,946			(7,434,123	)		6,374

The accompanying notes are an integral part of these financial statements.

265

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

	The Hartford Emerging Markets Local Debt Fund			The Hartford Floating Rate Fund			The Hartford Floating Rate High Income Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	20,266,507		$	217,658,801		$	20,378,551
Net unrealized appreciation (depreciation) of purchased options contracts		(144,429	)		—			—
Net unrealized appreciation (depreciation) of futures contracts		25,647			—			—
Net unrealized appreciation (depreciation) of written options contracts		18,172			—			—
Net unrealized appreciation (depreciation) of swap contracts		294,460			—			—
Net unrealized appreciation (depreciation) of bond forward contracts		—			—			—
Net unrealized appreciation (depreciation) of foreign currency contracts		(1,144,816	)		(800,041	)		(75,067	)
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		38,841			190,911			69,879
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		19,354,382			217,049,671			20,373,363
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(254,616	)		44,273,118			2,007,754
Net Increase (Decrease) in Net Assets Resulting from Operations	$	6,053,781		$	213,622,528		$	18,494,630

The accompanying notes are an integral part of these financial statements.

266

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford High Yield Fund			The Hartford Inflation Plus Fund			Hartford Municipal Income Fund		The Hartford Municipal Opportunities Fund		The Hartford Municipal Real Return Fund		Hartford Municipal Short Duration Fund
$	14,834,348		$	25,822,172		$	186,099	$	7,092,639	$	244,562	$	22,410
	—			—			—		—		—		—
	—			(65,664	)		—		152,028		—		—
	—			—			—		—		—		—
	—			(112,656	)		—		—		—		—
	(413,238	)		1,799,488			—		—		10,070,558		—
	(75,558	)		411,781			—		—		—		—
	225			5,685			—		—		—		—
	14,345,777			27,860,806			186,099		7,244,667		10,315,120		22,410
	5,438,737			21,508,791			214,932		8,553,613		2,880,997		28,784
$	21,535,580		$	26,052,122		$	503,500	$	23,953,503	$	7,495,384	$	166,981

The accompanying notes are an integral part of these financial statements.

267

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund			The Hartford Strategic Income Fund
Investment Income:
Dividends	$	—		$	—		$	127,410
Interest		2,391,070			21,473,651			21,843,145
Less: Foreign tax withheld		—			—			(1,681	)
Total investment income, net		2,391,070			21,473,651			21,968,874
Expenses:
Investment management fees		562,693			3,617,324			2,197,800
Administrative services fees
Class R3		762			2,436			589
Class R4		421			1,015			304
Class R5		284			139			412
Transfer agent fees
Class A		14,780			722,784			174,019
Class B		—			9,278			6,710
Class C		3,359			118,511			79,110
Class I		8,823			95,120			27,392
Class R3		29			315			201
Class R4		6			188			65
Class R5		5			31			28
Class R6		—			—			—
Class Y		1,339			617			2,615
Distribution fees
Class A		31,982			1,271,179			298,541
Class B		—			8,419			12,581
Class C		30,902			1,254,721			780,457
Class R3		1,905			6,089			1,471
Class R4		700			1,691			507
Custodian fees		3,033			6,652			44,112
Registration and filing fees		92,620			175,546			113,790
Accounting services fees		15,755			168,366			79,920
Board of Directors’ fees		4,110			26,172			12,592
Audit fees		50,859			50,830			47,838
Other expenses		24,748			260,586			110,684
Total expenses (before waivers and fees paid indirectly)		849,115			7,798,009			3,991,738
Expense waivers		(76,918	)		(218,894	)		(231,236	)
Transfer agent fee waivers		—			—			—
Total waivers and fees paid indirectly		(76,918	)		(218,894	)		(231,236	)
Total expenses, net		772,197			7,579,115			3,760,502
Net Investment Income (Loss)		1,618,873			13,894,536			18,208,372
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		1,750,445			(355,302	)		(8,905,359	)
Less: Foreign taxes paid on realized capital gains		—			—			(22,670	)
Net realized gain (loss) on purchased options contracts		(5,564	)		—			(189,815	)
Net realized gain (loss) on futures contracts		697,353			(2,832,843	)		5,560,567
Net realized gain (loss) on written options contracts		—			—			4,710,747
Net realized gain (loss) on swap contracts		12,584			—			(2,327,123	)
Net realized gain (loss) on foreign currency contracts		—			—			106,370
Net realized gain (loss) on other foreign currency transactions		—			—			161,376
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		2,454,818			(3,188,145	)		(905,907	)

The accompanying notes are an integral part of these financial statements.

268

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford Total Return Bond Fund			The Hartford Unconstrained Bond Fund			The Hartford World Bond Fund
$	56,171		$	—		$	279,492
	68,754,910			4,347,416			78,162,366
	(20,225	)		(1,603	)		(432,872	)
	68,790,856			4,345,813			78,008,986
	7,525,732			488,929			21,712,332
	11,503			407			2,368
	22,916			667			5,753
	1,509			112			511
	1,248,684			107,420			990,597
	33,007			3,287			—
	107,076			15,529			165,886
	66,148			4,925			2,651,786
	1,449			36			244
	694			48			156
	113			6			187
	—			—			219
	16,235			310			8,349
	1,846,778			127,994			1,343,106
	75,841			8,695			—
	706,208			115,159			1,695,984
	28,758			1,019			5,919
	38,192			1,111			9,589
	40,483			6,271			305,423
	174,276			97,696			267,434
	387,877			22,224			711,244
	59,360			3,539			110,033
	47,233			62,055			47,768
	536,040			49,828			1,497,949
	12,976,112			1,117,267			31,532,837
	(9,216	)		(197,715	)		(331,184	)
	(10,303	)		(683	)		—
	(19,519	)		(198,398	)		(331,184	)
	12,956,593			918,869			31,201,653
	55,834,263			3,426,944			46,807,333
	12,791,345			(1,003,516	)		(96,369,316	)
	(43,723	)		(4,239	)		—
	(466,098	)		(77,791	)		(4,068,027	)
	1,211,451			(424,701	)		(14,206,555	)
	2,401,548			913,580			2,992,380
	(24,323,287	)		(2,575,642	)		(4,012,977	)
	(3,998,181	)		(190,287	)		15,158,517
	389,767			132,859			1,678,480
	(12,037,178	)		(3,229,737	)		(98,827,498	)

The accompanying notes are an integral part of these financial statements.

269

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

	The Hartford Quality Bond Fund			The Hartford Short Duration Fund		The Hartford Strategic Income Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	797,854		$	10,850,973	$	15,099,321
Net unrealized appreciation (depreciation) of purchased options contracts		1,441			—		101,608
Net unrealized appreciation (depreciation) of futures contracts		(312,518	)		819,353		(1,308,121	)
Net unrealized appreciation (depreciation) of written options contracts		—			—		35,202
Net unrealized appreciation (depreciation) of swap contracts		2,697			—		(1,757,207	)
Net unrealized appreciation (depreciation) of foreign currency contracts		—			—		(316,622	)
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		—			8,759		(37,339	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		489,474			11,679,085		11,816,842
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		2,944,292			8,490,940		10,910,935
Net Increase (Decrease) in Net Assets Resulting from Operations	$	4,563,165		$	22,385,476	$	29,119,307

The accompanying notes are an integral part of these financial statements.

270

Fixed Income Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford Total Return Bond Fund			The Hartford Unconstrained Bond Fund			The Hartford World Bond Fund
$	45,666,992		$	1,875,590		$	102,792,025
	(36,625	)		30,308			542,483
	(1,659,887	)		15,106			5,537,846
	—			4,769			(680,154	)
	5,323,112			76,541			(1,098,735	)
	1,078,117			(1,785	)		9,423,397
	(20,273	)		(6,509	)		586,152
	50,351,436			1,994,020			117,103,014
	38,314,258			(1,235,717	)		18,275,516
$	94,148,521		$	2,191,227		$	65,082,849

The accompanying notes are an integral part of these financial statements.

271

Fixed Income Funds

Statements of Changes in Net Assets

	The Hartford Emerging Markets Local Debt Fund						The Hartford Floating Rate Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	6,308,397		$	14,064,019		$	169,349,410		$	216,713,972
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(19,608,998	)		(66,944,314	)		(172,776,553	)		(85,604,993	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		19,354,382			(2,973,047	)		217,049,671			(201,182,780	)
Net Increase (Decrease) in Net Assets Resulting from Operations		6,053,781			(55,853,342	)		213,622,528			(70,073,801	)
Distributions to Shareholders:
From net investment income
Class A		—			—			(39,154,884	)		(48,335,254	)
Class B		—			—			(192,432	)		(407,087	)
Class C		—			—			(44,415,416	)		(52,351,870	)
Class I		—			—			(62,929,243	)		(79,361,771	)
Class R3		—			—			(463,178	)		(565,461	)
Class R4		—			—			(368,379	)		(395,071	)
Class R5		—			—			(109,584	)		(129,402	)
Class Y		—			—			(14,164,583	)		(16,515,924	)
Total from net investment income		—			—			(161,797,699	)		(198,061,840	)
From net realized gain on investments
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Total from net realized gain on investments		—			—			—			—
From tax return of capital
Class A		(256,662	)		(359,714	)		—			(5,298,008	)
Class B		—			—			—			(44,621	)
Class C		(47,082	)		(78,370	)		—			(5,738,268	)
Class I		(188,061	)		(553,977	)		—			(8,698,813	)
Class R3		(8,101	)		(86,144	)		—			(61,980	)
Class R4		(9,329	)		(94,502	)		—			(43,303	)
Class R5		(8,690	)		(99,231	)		—			(14,184	)
Class R6		—			—			—			—
Class Y		(5,551,762	)		(13,560,220	)		—			(1,810,304	)
Total from tax return of capital		(6,069,687	)		(14,832,158	)		—			(21,709,481	)
Total distributions		(6,069,687	)		(14,832,158	)		(161,797,699	)		(219,771,321	)
Capital Share Transactions:
Sold		97,933,115			209,745,822			862,103,146			1,084,634,908
Issued on reinvestment of distributions		4,292,442			14,622,294			138,161,316			184,757,588
Redeemed		(190,815,730	)		(280,020,188	)		(1,856,800,375	)		(2,425,715,218	)
Net decrease from capital share transactions		(88,590,173	)		(55,652,072	)		(856,535,913	)		(1,156,322,722	)
Net Increase (Decrease) in Net Assets		(88,606,079	)		(126,337,572	)		(804,711,084	)		(1,446,167,844	)
Net Assets:
Beginning of period		193,783,234			320,120,806			4,704,225,853			6,150,393,697
End of period	$	105,177,155		$	193,783,234		$	3,899,514,769		$	4,704,225,853
Undistributed (distributions in excess of) net investment income	$	(34,447	)	$	(13,462	)	$	3,831,360		$	(2,371,998	)

The accompanying notes are an integral part of these financial statements.

272

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

The Hartford Floating Rate High Income Fund						The Hartford High Yield Fund						The Hartford Inflation Plus Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	16,486,876		$	23,579,089		$	16,096,843		$	17,475,734		$	4,543,331		$	(4,041,036	)
	(18,365,609)			(17,071,077	)		(8,907,040	)		(10,647,931	)		(6,352,015	)		(8,535,834	)
	20,373,363			(21,906,443	)		14,345,777			(16,249,871	)		27,860,806			(7,002,531	)
	18,494,630			(15,398,431	)		21,535,580			(9,422,068	)		26,052,122			(19,579,401	)
	(5,548,256	)		(6,828,028	)		(11,325,752	)		(11,874,393	)		—			(177,245	)
	—			—			(95,921	)		(177,262	)		—			(3,326	)
	(3,586,846	)		(3,826,217	)		(2,557,825	)		(3,184,730	)		—			(48,081	)
	(5,380,942	)		(7,872,329	)		(1,470,860	)		(1,750,142	)		—			(58,148	)
	(19,121	)		(104,352	)		(129,452	)		(99,099	)		—			(26,446	)
	(37,746	)		(122,740	)		(81,865	)		(66,732	)		—			(11,492	)
	(30,449	)		(120,096	)		(28,165	)		(25,197	)		—			(3,033	)
	(171,308	)		(396,009	)		(410,386	)		(412,076	)		—			(159,379	)
	(14,774,668	)		(19,269,771	)		(16,100,226	)		(17,589,631	)		—			(487,150	)
	—			(2,553,158	)		—			—			—			—
	—			(1,639,608	)		—			—			—			—
	—			(2,864,510	)		—			—			—			—
	—			(40,271	)		—			—			—			—
	—			(42,281	)		—			—			—			—
	—			(35,295	)		—			—			—			—
	—			(186,146	)		—			—			—			—
	—			(7,361,269	)		—			—			—			—
	(323,009	)		(1,492,435	)		—			(60,255	)		—			—
	—			—			—			(900	)		—			—
	(208,820	)		(836,315	)		—			(16,161	)		—			—
	(313,269	)		(1,720,692	)		—			(8,881	)		—			—
	(1,113	)		(22,809	)		—			(503	)		—			—
	(2,198	)		(26,828	)		—			(339	)		—			—
	(1,773	)		(26,250	)		—			(128	)		—			—
	—			—			—			—			—			—
	(9,973	)		(86,557	)		—			(2,091	)		—			—
	(860,155	)		(4,211,886	)		—			(89,258	)		—			—
	(15,634,823	)		(30,842,926	)		(16,100,226	)		(17,678,889	)		—			(487,150	)
	165,092,975			213,234,575			141,567,718			144,938,949			85,844,243			85,331,481
	15,232,336			30,304,353			15,471,526			16,736,984			—			457,925
	(212,502,398	)		(341,571,014	)		(160,899,936	)		(198,811,503	)		(283,909,962	)		(291,667,647	)
	(32,177,087	)		(98,032,086	)		(3,860,692	)		(37,135,570	)		(198,065,719	)		(205,878,241	)
	(29,317,280	)		(144,273,443	)		1,574,662			(64,236,527	)		(172,013,597	)		(225,944,792	)
	394,497,001			538,770,444			359,337,281			423,573,808			791,680,564			1,017,625,356
$	365,179,721		$	394,497,001		$	360,911,943		$	359,337,281		$	619,666,967		$	791,680,564
$	9,058		$	(22,360	)	$	9,847		$	(539,954	)	$	4,565,756		$	169,885

The accompanying notes are an integral part of these financial statements.

273

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

	Hartford Municipal Income Fund						The Hartford Municipal Opportunities Fund
	For the Year Ended October 31, 2016			For the Period Ended October 31, 2015(1)			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	288,568		$	75,638		$	15,399,890		$	11,786,188
Net realized gain (loss) on investments and other financial instruments		28,833			(65,892	)		1,308,946			1,159,494
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		186,099			160,395			7,244,667			(1,234,852	)
Net Increase (Decrease) in Net Assets Resulting from Operations		503,500			170,141			23,953,503			11,710,830
Distributions to Shareholders:
From net investment income
Class A		(123,379	)		(21,116	)		(6,213,645	)		(5,789,987	)
Class B		—			—			(29,748	)		(60,126	)
Class C		(36,875	)		(11,155	)		(1,968,141	)		(1,968,425	)
Class I		(128,370	)		(43,367	)		(7,188,531	)		(3,933,805	)
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Total from net investment income		(288,624	)		(75,638	)		(15,400,065	)		(11,752,343	)
From net realized gain on investments
Class A		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			—			—
Total from net realized gain on investments		—			—			—			—
Total distributions		(288,624	)		(75,638	)		(15,400,065	)		(11,752,343	)
Capital Share Transactions:
Sold		9,048,711			10,667,680			402,122,445			191,313,029
Issued on reinvestment of distributions		288,491			75,638			12,496,919			9,723,229
Redeemed		(1,160,378	)		(123,027	)		(152,092,290	)		(111,242,193	)
Net increase (decrease) from capital share transactions		8,176,824			10,620,291			262,527,074			89,794,065
Net Increase (Decrease) in Net Assets		8,391,700			10,714,794			271,080,512			89,752,552
Net Assets:
Beginning of period		10,714,794			—			479,017,517			389,264,965
End of period	$	19,106,494		$	10,714,794		$	750,098,029		$	479,017,517
Undistributed (distributions in excess of) net investment income	$	7,426		$	7,482		$	166,368		$	166,543

⁽¹⁾  Commenced operations on May 29, 2015.

The accompanying notes are an integral part of these financial statements.

274

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

The Hartford Municipal Real Return Fund						Hartford Municipal Short Duration Fund						The Hartford Quality Bond Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Period Ended October 31, 2015(1)			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	4,614,387		$	4,839,814		$	138,197		$	30,242		$	1,618,873		$	142,743
	(7,434,123	)		330,547			6,374			(21,682	)		2,454,818			506,687
	10,315,120			(6,887,183	)		22,410			87,021			489,474			(64,207	)
	7,495,384			(1,716,822	)		166,981			95,581			4,563,165			585,223
	(2,963,967	)		(3,184,403	)		(65,194	)		(10,081	)		(175,535	)		(50,084	)
	(12,408	)		(23,868	)		—			—			—			—
	(555,954	)		(626,475	)		(8,168	)		(727	)		(20,048	)		(1,648	)
	(565,976	)		(441,237	)		(64,918	)		(20,682	)		(132,649	)		(16,387	)
	—			—			—			—			(2,746	)		(3,890	)
	—			—			—			—			(2,363	)		(9,323	)
	—			—			—			—			(3,261	)		(14,954	)
	(543,686	)		(601,242	)		—			—			(1,543,733	)		(71,584	)
	(4,641,991	)		(4,877,225	)		(138,280	)		(31,490	)		(1,880,335	)		(167,870	)
	—			—			—			—			(79,188	)		(132,737	)
	—			—			—			—			(17,226	)		(32,216	)
	—			—			—			—			(15,237	)		(31,577	)
	—			—			—			—			(13,943	)		(30,604	)
	—			—			—			—			(14,040	)		(30,740	)
	—			—			—			—			(14,140	)		(30,877	)
	—			—			—			—			(308,235	)		(139,050	)
	—			—			—			—			(462,009	)		(427,801	)
	(4,641,991	)		(4,877,225	)		(138,280	)		(31,490	)		(2,342,344	)		(595,671	)
	44,471,582			30,514,071			9,775,348			12,403,697			134,137,823			5,694,061
	4,037,252			4,221,529			138,272			31,490			2,336,679			594,017
	(48,428,031	)		(46,451,888	)		(3,812,141	)		(264,021	)		(46,278,066	)		(2,263,023	)
	80,803			(11,716,288	)		6,101,479			12,171,166			90,196,436			4,025,055
	2,934,196			(18,310,335	)		6,130,180			12,235,257			92,417,257			4,014,607
	168,788,643			187,098,978			12,235,257			—			32,096,921			28,082,314
$	171,722,839		$	168,788,643		$	18,365,437		$	12,235,257		$	124,514,178		$	32,096,921
$	16,957		$	30,836		$	6,238		$	6,321		$	355		$	(76	)

The accompanying notes are an integral part of these financial statements.

275

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Short Duration Fund						The Hartford Strategic Income Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	13,894,536		$	11,277,482		$	18,208,372		$	16,544,891
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(3,188,145	)		(1,231,574	)		(905,907	)		(7,814,959	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		11,679,085			(4,019,047	)		11,816,842			(18,498,397	)
Net Increase (Decrease) in Net Assets Resulting from Operations		22,385,476			6,026,861			29,119,307			(9,768,465	)
Distributions to Shareholders:
From net investment income
Class A		(8,732,000	)		(7,634,261	)		(4,918,160	)		(5,533,118	)
Class B		(57,238	)		(85,053	)		(116,866	)		(173,983	)
Class C		(1,222,176	)		(1,084,333	)		(2,572,890	)		(3,341,360	)
Class I		(3,249,572	)		(3,226,766	)		(1,189,518	)		(1,559,891	)
Class R3		(17,204	)		(13,245	)		(11,080	)		(10,694	)
Class R4		(11,580	)		(15,225	)		(8,341	)		(6,402	)
Class R5		(2,831	)		(2,159	)		(18,141	)		(9,188	)
Class R6		—			—			(452	)		(448	)
Class Y		(839,690	)		(146,626	)		(7,800,015	)		(5,175,108	)
Total from net investment income		(14,132,291	)		(12,207,668	)		(16,635,463	)		(15,810,192	)
From net realized gain on investments
Class A		—			(1,192,943	)		—			(3,059,029	)
Class B		—			(15,614	)		—			(133,060	)
Class C		—			(317,429	)		—			(2,335,874	)
Class I		—			(465,289	)		—			(1,084,853	)
Class R3		—			(2,409	)		—			(4,634	)
Class R4		—			(2,538	)		—			(2,843	)
Class R5		—			(278	)		—			(2,580	)
Class R6		—			—			—			(216	)
Class Y		—			(18,629	)		—			(2,530,714	)
Total from net realized gain on investments		—			(2,015,129	)		—			(9,153,803	)
From tax return of capital
Class A		—			—			—			—
Class B		—			—			—			—
Class C		—			—			—			—
Class I		—			—			—			—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class R6		—			—			—			—
Class Y		—			—			—			—
Total from tax return of capital		—			—			—			—
Total distributions		(14,132,291	)		(14,222,797	)		(16,635,463	)		(24,963,995	)
Capital Share Transactions:
Sold		568,131,590			339,136,108			131,626,176			72,247,808
Issued on reinvestment of distributions		12,564,026			11,634,462			16,155,072			23,910,160
Redeemed		(424,146,283	)		(431,193,775	)		(122,758,705	)		(128,866,220	)
Net increase (decrease) from capital share transactions		156,549,333			(80,423,205	)		25,022,543			(32,708,252	)
Net Increase (Decrease) in Net Assets		164,802,518			(88,619,141	)		37,506,387			(67,440,712	)
Net Assets:
Beginning of period		730,765,678			819,384,819			355,686,981			423,127,693
End of period	$	895,568,196		$	730,765,678		$	393,193,368		$	355,686,981
Undistributed (distributions in excess of) net investment income	$	198,813		$	74,757		$	1,990,768		$	(655,055	)

The accompanying notes are an integral part of these financial statements.

276

Fixed Income Funds

Statements of Changes in Net Assets – (continued)

The Hartford Total Return Bond Fund						The Hartford Unconstrained Bond Fund						The Hartford World Bond Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	55,834,263		$	45,213,799		$	3,426,944		$	3,308,221		$	46,807,333		$	35,967,345
	(12,037,178)			7,258,035			(3,229,737	)		(1,085,162	)		(98,827,498	)		76,548,444
	50,351,436			(43,330,385	)		1,994,020			(3,655,819	)		117,103,014			(78,717,941	)
	94,148,521			9,141,449			2,191,227			(1,432,760	)		65,082,849			33,797,848
	(17,749,073	)		(13,771,877	)		(1,704,473	)		(1,833,550	)		—			(16,483,863	)
	(131,101	)		(197,706	)		(22,840	)		(31,992	)		—			—
	(1,230,789	)		(988,872	)		(301,622	)		(319,882	)		—			(5,011,862	)
	(1,046,215	)		(462,059	)		(147,438	)		(160,552	)		—			(77,893,940	)
	(122,431	)		(119,189	)		(6,225	)		(3,990	)		—			(26,013	)
	(369,231	)		(342,784	)		(14,747	)		(12,609	)		—			(50,578	)
	(40,601	)		(34,770	)		(4,036	)		(3,602	)		—			(9,302	)
	(284	)		(244	)		—			—			—			(1,024	)
	(29,448,677	)		(27,880,846	)		(734,258	)		(651,819	)		—			(21,095,851	)
	(50,138,402	)		(43,798,347	)		(2,935,639	)		(3,017,996	)		—			(120,572,433	)
	(1,174,791	)		(13,271,150	)		—			—			(14,873,653	)		—
	(17,345	)		(405,355	)		—			—			—			—
	(115,651	)		(1,533,776	)		—			—			(4,341,666	)		—
	(38,967	)		(303,064	)		—			—			(56,379,832	)		—
	(10,192	)		(144,277	)		—			—			(20,717	)		—
	(26,350	)		(349,362	)		—			—			(120,520	)		—
	(2,383	)		(21,184	)		—			—			(8,420	)		—
	(17	)		(215	)		—			—			(4,594	)		—
	(1,890,131	)		(21,943,324	)		—			—			(16,158,895	)		—
	(3,275,827	)		(37,971,707	)		—			—			(91,908,297	)		—
	(1,905,065	)		—			(104,556	)		(33,712	)		(1,735,638	)		—
	(14,071	)		—			(1,401	)		(588	)		—			—
	(132,104	)		—			(18,502	)		(5,881	)		(102,460	)		—
	(112,294	)		—			(9,044	)		(2,952	)		(9,759,287	)		—
	(13,141	)		—			(382	)		(73	)		(1,805	)		—
	(39,631	)		—			(905	)		(232	)		(14,944	)		—
	(4,358	)		—			(248	)		(66	)		(1,457	)		—
	(31	)		—			—			—			(1,727	)		—
	(3,160,821	)		—			(45,041	)		(11,984	)		(2,542,428	)		—
	(5,381,516	)		—			(180,079	)		(55,488	)		(14,159,746	)		—
	(58,795,745	)		(81,770,054	)		(3,115,718	)		(3,073,484	)		(106,068,043	)		(120,572,433	)
	462,316,024			427,344,427			12,214,297			13,151,845			1,710,906,217			1,796,390,593
	58,028,355			80,514,405			3,016,440			2,949,075			96,140,611			101,250,001
	(424,275,240	)		(266,672,752	)		(23,045,381	)		(29,925,053	)		(1,872,031,155	)		(1,173,838,822	)
	96,069,139			241,186,080			(7,814,644	)		(13,824,133	)		(64,984,327	)		723,801,772
	131,421,915			168,557,475			(8,739,135	)		(18,330,377	)		(105,969,521	)		637,027,187
	1,899,931,226			1,731,373,751			95,066,720			113,397,097			3,724,194,757			3,087,167,570
$	2,031,353,141		$	1,899,931,226		$	86,327,585		$	95,066,720		$	3,618,225,236		$	3,724,194,757
$	(764,538	)	$	2,901,580		$	(71,881	)	$	(160,944	)	$	(16,647,727	)	$	1,074,998

The accompanying notes are an integral part of these financial statements.

277

Fixed Income Funds

Financial Highlights

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Emerging Markets Local Debt Fund
For the Year Ended October 31, 2016
A	$	7.09	$	0.35	$	0.38		$	0.73		$	—		$	—		$	(0.34	)	$	(0.34	)	$	7.48		10.62	%	$	5,804		1.64	%		1.26	%(5)		4.91	%		187	%
C		7.08		0.30		0.37			0.67			—			—			(0.28	)		(0.28	)		7.47		9.78			1,895		2.43			2.01	(5)		4.14			187
I		7.07		0.37		0.38			0.75			—			—			(0.36	)		(0.36	)		7.46		10.93			9,871		1.41			1.01	(5)		5.08			187
R3		7.08		0.32		0.35			0.67			—			—			(0.32	)		(0.32	)		7.43		9.80			20		1.92			1.56	(5)		4.44			187
R4		7.08		0.34		0.38			0.72			—			—			(0.35	)		(0.35	)		7.45		10.51			31		1.61			1.26	(5)		4.76			187
R5		7.08		0.36		0.34			0.70			—			—			(0.54	)		(0.54	)		7.24		10.44			12		1.30			0.96	(5)		5.04			187
Y		7.05		0.37		0.38			0.75			—			—			(0.37	)		(0.37	)		7.43		10.96			87,545		1.20			0.91	(5)		5.26			187
For the Year Ended October 31, 2015
A	$	9.00	$	0.36	$	(1.87	)	$	(1.51	)	$	—		$	—		$	(0.40	)	$	(0.40	)	$	7.09		(17.13	)%	$	5,827		1.53	%		1.25	%		4.56	%		122	%
C		8.99		0.32		(1.90	)		(1.58	)		—			—			(0.33	)		(0.33	)		7.08		(17.81	)		1,289		2.29			2.00			3.99			122
I		8.98		0.38		(1.87	)		(1.49	)		—			—			(0.42	)		(0.42	)		7.07		(16.95	)		3,716		1.18			0.97			4.57			122
R3		8.99		0.34		(1.88	)		(1.54	)		—			—			(0.37	)		(0.37	)		7.08		(17.40	)		1,688		1.81			1.55			4.33			122
R4		8.99		0.37		(1.88	)		(1.51	)		—			—			(0.40	)		(0.40	)		7.08		(17.14	)		1,741		1.51			1.25			4.63			122
R5		8.99		0.39		(1.88	)		(1.49	)		—			—			(0.42	)		(0.42	)		7.08		(16.89	)		1,726		1.21			0.95			4.93			122
Y		8.96		0.40		(1.89	)		(1.49	)		—			—			(0.42	)		(0.42	)		7.05		(16.90	)		177,798		1.11			0.90			5.02			122
For the Year Ended October 31, 2014
A	$	9.51	$	0.42	$	(0.52	)	$	(0.10	)	$	(0.04	)	$	(0.01	)	$	(0.36	)	$	(0.41	)	$	9.00		(1.10	)%	$	9,792		1.47	%		1.25	%		4.57	%		144	%
C		9.50		0.35		(0.52	)		(0.17	)		(0.03	)		(0.01	)		(0.30	)		(0.34	)		8.99		(1.85	)		3,208		2.23			2.00			3.78			144
I		9.50		0.44		(0.52	)		(0.08	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.98		(0.91	)		43,683		1.19			0.98			4.78			144
R3		9.50		0.39		(0.52	)		(0.13	)		(0.03	)		(0.01	)		(0.34	)		(0.38	)		8.99		(1.38	)		2,041		1.81			1.55			4.23			144
R4		9.50		0.42		(0.52	)		(0.10	)		(0.04	)		(0.01	)		(0.36	)		(0.41	)		8.99		(1.09	)		2,101		1.51			1.25			4.53			144
R5		9.51		0.45		(0.53	)		(0.08	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.99		(0.89	)		2,078		1.20			0.95			4.83			144
Y		9.47		0.45		(0.52	)		(0.07	)		(0.04	)		(0.01	)		(0.39	)		(0.44	)		8.96		(0.74	)		257,218		1.11			0.90			4.86			144
For the Year Ended October 31, 2013
A	$	10.02	$	0.41	$	(0.47	)	$	(0.06	)	$	(0.39	)	$	(0.06	)	$	—		$	(0.45	)	$	9.51		(0.70	)%	$	24,773		1.49	%		1.25	%		4.16	%		95	%
C		10.01		0.34		(0.47	)		(0.13	)		(0.32	)		(0.06	)		—			(0.38	)		9.50		(1.40	)		6,280		2.22			1.99			3.43			95
I		10.01		0.43		(0.47	)		(0.04	)		(0.41	)		(0.06	)		—			(0.47	)		9.50		(0.45	)		33,259		1.25			1.00			4.41			95
R3		10.01		0.38		(0.47	)		(0.09	)		(0.36	)		(0.06	)		—			(0.42	)		9.50		(1.01	)		2,097		1.84			1.55			3.86			95
R4		10.01		0.41		(0.47	)		(0.06	)		(0.39	)		(0.06	)		—			(0.45	)		9.50		(0.71	)		2,165		1.54			1.25			4.16			95
R5		10.01		0.44		(0.46	)		(0.02	)		(0.42	)		(0.06	)		—			(0.48	)		9.51		(0.31	)		2,095		1.24			0.95			4.46			95
Y		9.98		0.44		(0.47	)		(0.03	)		(0.42	)		(0.06	)		—			(0.48	)		9.47		(0.36	)		178,911		1.14			0.90			4.50			95
For the Year Ended October 31, 2012
A	$	9.24	$	0.37	$	0.71		$	1.08		$	(0.30	)	$	—		$	—		$	(0.30	)	$	10.02		11.96	%	$	20,430		1.65	%		1.24	%		3.96	%		99	%
C		9.24		0.30		0.70			1.00			(0.23	)		—			—			(0.23	)		10.01		11.03			3,846		2.38			1.97			3.22			99
I		9.23		0.40		0.71			1.11			(0.33	)		—			—			(0.33	)		10.01		12.28			23,655		1.37			0.96			4.27			99
R3		9.24		0.34		0.70			1.04			(0.27	)		—			—			(0.27	)		10.01		11.48			2,112		2.02			1.55			3.65			99
R4		9.24		0.37		0.70			1.07			(0.30	)		—			—			(0.30	)		10.01		11.81			2,094		1.72			1.25			3.95			99
R5		9.24		0.40		0.70			1.10			(0.33	)		—			—			(0.33	)		10.01		12.15			2,103		1.42			0.95			4.25			99
Y		9.21		0.41		0.69			1.10			(0.33	)		—			—			(0.33	)		9.98		12.25			75,221		1.31			0.90			4.37			99

The accompanying notes are an integral part of these financial statements.

278

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Floating Rate Fund
For the Year Ended October 31, 2016
A	$	8.41	$	0.36	$	0.16		$	0.52		$	(0.35	)	$	—	$	—		$	(0.35	)	$	8.58		6.38	%	$	875,037		1.02	%		1.01	%(6)		4.40	%		40	%
B		8.40		0.30		0.15			0.45			(0.28	)		—		—			(0.28	)		8.57		5.59			3,696		1.90			1.76	(6)		3.66			40
C		8.40		0.30		0.16			0.46			(0.29	)		—		—			(0.29	)		8.57		5.62			1,213,760		1.74			1.74	(6)		3.67			40
I		8.42		0.39		0.15			0.54			(0.37	)		—		—			(0.37	)		8.59		6.67			1,466,928		0.74			0.74	(6)		4.66			40
R3		8.43		0.34		0.17			0.51			(0.33	)		—		—			(0.33	)		8.61		6.24			10,618		1.38			1.26	(6)		4.15			40
R4		8.40		0.36		0.17			0.53			(0.35	)		—		—			(0.35	)		8.58		6.51			8,781		1.07			1.01	(6)		4.39			40
R5		8.41		0.39		0.15			0.54			(0.37	)		—		—			(0.37	)		8.58		6.70			1,941		0.80			0.71	(6)		4.69			40
Y		8.40		0.39		0.16			0.55			(0.38	)		—		—			(0.38	)		8.57		6.76			318,753		0.66			0.66	(6)		4.73			40
For the Year Ended October 31, 2015
A	$	8.88	$	0.36	$	(0.46	)	$	(0.10	)	$	(0.33	)	$	—	$	(0.04	)	$	(0.37	)	$	8.41		(1.20	)%	$	1,109,960		0.98	%		0.98	%		4.19	%		30	%
B		8.86		0.30		(0.46	)		(0.16	)		(0.27	)		—		(0.03	)		(0.30	)		8.40		(1.85	)		7,942		1.84			1.75			3.42			30
C		8.86		0.30		(0.46	)		(0.16	)		(0.27	)		—		(0.03	)		(0.30	)		8.40		(1.94	)		1,463,472		1.73			1.73			3.44			30
I		8.89		0.39		(0.47	)		(0.08	)		(0.35	)		—		(0.04	)		(0.39	)		8.42		(0.92	)		1,698,313		0.71			0.71			4.45			30
R3		8.89		0.34		(0.46	)		(0.12	)		(0.31	)		—		(0.03	)		(0.34	)		8.43		(1.46	)		13,707		1.37			1.25			3.92			30
R4		8.87		0.36		(0.47	)		(0.11	)		(0.32	)		—		(0.04	)		(0.36	)		8.40		(1.22	)		9,264		1.06			1.00			4.16			30
R5		8.87		0.39		(0.46	)		(0.07	)		(0.35	)		—		(0.04	)		(0.39	)		8.41		(0.81	)		2,818		0.78			0.70			4.46			30
Y		8.86		0.39		(0.46	)		(0.07	)		(0.35	)		—		(0.04	)		(0.39	)		8.40		(0.76	)		398,751		0.65			0.65			4.51			30
For the Year Ended October 31, 2014
A	$	9.01	$	0.34	$	(0.13	)	$	0.21		$	(0.34	)	$	—	$	—		$	(0.34	)	$	8.88		2.35	%	$	1,459,463		0.96	%		0.96	%		3.80	%		75	%
B		9.00		0.27		(0.14	)		0.13			(0.27	)		—		—			(0.27	)		8.86		1.44			18,681		1.81			1.75			3.01			75
C		9.00		0.28		(0.14	)		0.14			(0.28	)		—		—			(0.28	)		8.86		1.48			1,900,141		1.71			1.71			3.06			75
I		9.02		0.37		(0.13	)		0.24			(0.37	)		—		—			(0.37	)		8.89		2.62			2,325,212		0.70			0.70			4.08			75
R3		9.03		0.32		(0.14	)		0.18			(0.32	)		—		—			(0.32	)		8.89		1.94			17,970		1.35			1.25			3.52			75
R4		9.01		0.34		(0.14	)		0.20			(0.34	)		—		—			(0.34	)		8.87		2.20			11,663		1.05			1.00			3.77			75
R5		9.01		0.37		(0.14	)		0.23			(0.37	)		—		—			(0.37	)		8.87		2.50			3,753		0.77			0.70			4.07			75
Y		9.00		0.37		(0.14	)		0.23			(0.37	)		—		—			(0.37	)		8.86		2.57			413,511		0.64			0.64			4.13			75
For the Year Ended October 31, 2013
A	$	8.93	$	0.36	$	0.09		$	0.45		$	(0.37	)	$	—	$	—		$	(0.37	)	$	9.01		5.08	%	$	2,064,701		0.96	%		0.96	%		4.04	%		78	%
B		8.92		0.29		0.09			0.38			(0.30	)		—		—			(0.30	)		9.00		4.27			30,017		1.80			1.75			3.28			78
C		8.92		0.30		0.08			0.38			(0.30	)		—		—			(0.30	)		9.00		4.31			2,195,858		1.71			1.71			3.30			78
I		8.94		0.39		0.08			0.47			(0.39	)		—		—			(0.39	)		9.02		5.35			2,772,328		0.70			0.70			4.29			78
R3		8.95		0.34		0.08			0.42			(0.34	)		—		—			(0.34	)		9.03		4.77			18,334		1.36			1.25			3.76			78
R4		8.92		0.36		0.09			0.45			(0.36	)		—		—			(0.36	)		9.01		5.17			13,255		1.04			1.00			4.01			78
R5		8.93		0.39		0.08			0.47			(0.39	)		—		—			(0.39	)		9.01		5.36			3,942		0.76			0.70			4.33			78
Y		8.92		0.39		0.09			0.48			(0.40	)		—		—			(0.40	)		9.00		5.43			79,142		0.64			0.64			4.39			78
For the Year Ended October 31, 2012(7)
A	$	8.64	$	0.43	$	0.29		$	0.72		$	(0.43	)	$	—	$	—		$	(0.43	)	$	8.93		8.48	%	$	1,784,029		0.98	%		0.98	%		4.85	%		60	%
B		8.63		0.36		0.29			0.65			(0.36	)		—		—			(0.36	)		8.92		7.66			35,026		1.80			1.75			4.08			60
C		8.63		0.36		0.29			0.65			(0.36	)		—		—			(0.36	)		8.92		7.69			2,031,516		1.72			1.72			4.10			60
I		8.65		0.45		0.29			0.74			(0.45	)		—		—			(0.45	)		8.94		8.74			1,817,957		0.73			0.73			5.10			60
R3		8.66		0.40		0.29			0.69			(0.40	)		—		—			(0.40	)		8.95		8.17			13,889		1.37			1.25			4.57			60
R4		8.63		0.42		0.29			0.71			(0.42	)		—		—			(0.42	)		8.92		8.47			11,283		1.06			1.00			4.80			60
R5		8.64		0.45		0.29			0.74			(0.45	)		—		—			(0.45	)		8.93		8.78			11,820		0.76			0.70			5.12			60
Y		8.63		0.45		0.29			0.74			(0.45	)		—		—			(0.45	)		8.92		8.85			75,994		0.65			0.65			5.18			60

The accompanying notes are an integral part of these financial statements.

279

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Floating Rate High Income Fund
For the Year Ended October 31, 2016
A	$	9.59	$	0.51	$	0.20		$	0.71		$	(0.45	)	$	—		$	(0.03	)	$	(0.48	)	$	9.82		7.81	%	$	123,600		1.15	%		1.07	%(8)		5.43	%		75	%
C		9.60		0.44		0.19			0.63			(0.39	)		—			(0.02	)		(0.41	)		9.82		6.90			83,318		1.91			1.82	(8)		4.70			75
I		9.60		0.53		0.21			0.74			(0.48	)		—			(0.03	)		(0.51	)		9.83		8.07			151,912		0.91			0.82	(8)		5.65			75
R3		9.58		0.49		0.20			0.69			(0.43	)		—			(0.03	)		(0.46	)		9.81		7.50			319		1.55			1.37	(8)		5.18			75
R4		9.58		0.51		0.20			0.71			(0.46	)		—			(0.03	)		(0.49	)		9.80		7.77			507		1.23			1.07	(8)		5.40			75
R5		9.57		0.53		0.31			0.84			(0.58	)		—			(0.03	)		(0.61	)		9.80		9.27			592		0.92			0.77	(8)		5.55			75
Y		9.57		0.54		0.20			0.74			(0.48	)		—			(0.03	)		(0.51	)		9.80		8.14			4,932		0.81			0.77	(8)		5.75			75
For the Year Ended October 31, 2015
A	$	10.54	$	0.51	$	(0.81	)	$	(0.30	)	$	(0.41	)	$	(0.15	)	$	(0.09	)	$	(0.65	)	$	9.59		(3.00	)%	$	134,991		1.11	%		1.05	%		5.06	%		55	%
C		10.54		0.43		(0.79	)		(0.36	)		(0.35	)		(0.15	)		(0.08	)		(0.58	)		9.60		(3.63	)		99,723		1.88			1.80			4.31			55
I		10.55		0.53		(0.80	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.60		(2.75	)		148,276		0.86			0.80			5.30			55
R3		10.52		0.48		(0.80	)		(0.32	)		(0.39	)		(0.15	)		(0.08	)		(0.62	)		9.58		(3.21	)		807		1.48			1.35			4.73			55
R4		10.52		0.51		(0.80	)		(0.29	)		(0.41	)		(0.15	)		(0.09	)		(0.65	)		9.58		(2.91	)		2,889		1.18			1.05			5.06			55
R5		10.52		0.54		(0.81	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.57		(2.63	)		2,823		0.88			0.75			5.35			55
Y		10.52		0.54		(0.81	)		(0.27	)		(0.43	)		(0.15	)		(0.10	)		(0.68	)		9.57		(2.72	)		4,989		0.77			0.75			5.33			55
For the Year Ended October 31, 2014
A	$	10.70	$	0.47	$	(0.13	)	$	0.34		$	(0.47	)	$	(0.03	)	$	—		$	(0.50	)	$	10.54		3.23	%	$	191,162		1.10	%		1.05	%		4.35	%		100	%
C		10.70		0.39		(0.13	)		0.26			(0.39	)		(0.03	)		—			(0.42	)		10.54		2.47			118,465		1.87			1.80			3.61			100
I		10.71		0.50		(0.14	)		0.36			(0.49	)		(0.03	)		—			(0.52	)		10.55		3.49			207,458		0.84			0.80			4.62			100
R3		10.68		0.43		(0.13	)		0.30			(0.43	)		(0.03	)		—			(0.46	)		10.52		2.93			2,886		1.48			1.35			4.06			100
R4		10.68		0.47		(0.13	)		0.34			(0.47	)		(0.03	)		—			(0.50	)		10.52		3.24			3,015		1.18			1.05			4.35			100
R5		10.68		0.50		(0.13	)		0.37			(0.50	)		(0.03	)		—			(0.53	)		10.52		3.45			2,515		0.88			0.75			4.65			100
Y		10.68		0.50		(0.13	)		0.37			(0.50	)		(0.03	)		—			(0.53	)		10.52		3.55			13,269		0.78			0.75			4.66			100
For the Year Ended October 31, 2013
A	$	10.60	$	0.48	$	0.22		$	0.70		$	(0.50	)	$	(0.10	)	$	—		$	(0.60	)	$	10.70		6.78	%	$	163,631		1.13	%		1.05	%		4.53	%		59	%
C		10.60		0.40		0.22			0.62			(0.42	)		(0.10	)		—			(0.52	)		10.70		5.98			89,287		1.88			1.80			3.78			59
I		10.60		0.50		0.23			0.73			(0.52	)		(0.10	)		—			(0.62	)		10.71		7.15			119,549		0.84			0.80			4.73			59
R3		10.58		0.46		0.21			0.67			(0.47	)		(0.10	)		—			(0.57	)		10.68		6.47			2,560		1.50			1.35			4.32			59
R4		10.58		0.49		0.21			0.70			(0.50	)		(0.10	)		—			(0.60	)		10.68		6.79			2,642		1.19			1.05			4.62			59
R5		10.58		0.52		0.21			0.73			(0.53	)		(0.10	)		—			(0.63	)		10.68		7.11			2,427		0.89			0.75			4.93			59
Y		10.58		0.52		0.21			0.73			(0.53	)		(0.10	)		—			(0.63	)		10.68		7.11			10,907		0.80			0.75			4.92			59
For the Year Ended October 31, 2012
A	$	10.20	$	0.62	$	0.42		$	1.04		$	(0.64	)	$	—		$	—		$	(0.64	)	$	10.60		10.54	%	$	46,387		1.31	%		1.04	%		5.93	%		67	%
C		10.20		0.54		0.42			0.96			(0.56	)		—			—			(0.56	)		10.60		9.70			24,263		2.05			1.78			5.18			67
I		10.20		0.65		0.42			1.07			(0.67	)		—			—			(0.67	)		10.60		10.80			15,072		1.05			0.78			6.23			67
R3		10.20		0.61		0.38			0.99			(0.61	)		—			—			(0.61	)		10.58		9.98			2,252		1.72			1.35			5.85			67
R4		10.20		0.64		0.38			1.02			(0.64	)		—			—			(0.64	)		10.58		10.31			2,292		1.42			1.05			6.15			67
R5		10.20		0.67		0.38			1.05			(0.67	)		—			—			(0.67	)		10.58		10.64			2,264		1.12			0.75			6.45			67
Y		10.20		0.67		0.38			1.05			(0.67	)		—			—			(0.67	)		10.58		10.64			10,181		1.02			0.75			6.45			67

The accompanying notes are an integral part of these financial statements.

280

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford High Yield Fund
For the Year Ended October 31, 2016
A	$	7.14	$	0.35	$	0.14		$	0.49		$	(0.35	)	$	—	$	—		$	(0.35	)	$	7.28		7.10	%	$	247,549		1.23	%		1.07	%(9)		4.93	%		47	%
B		7.10		0.29		0.13			0.42			(0.29	)		—		—			(0.29	)		7.23		6.17			1,509		2.12			1.82	(9)		4.19			47
C		7.12		0.29		0.13			0.42			(0.29	)		—		—			(0.29	)		7.25		6.16			61,297		1.88			1.82	(9)		4.18			47
I		7.18		0.36		0.14			0.50			(0.37	)		—		—			(0.37	)		7.31		7.20			37,099		0.88			0.82	(9)		5.14			47
R3		7.14		0.33		0.13			0.46			(0.33	)		—		—			(0.33	)		7.27		6.64			3,153		1.50			1.37	(9)		4.63			47
R4		7.15		0.35		0.12			0.47			(0.34	)		—		—			(0.34	)		7.28		6.92			1,681		1.20			1.07	(9)		5.01			47
R5		7.14		0.37		0.13			0.50			(0.37	)		—		—			(0.37	)		7.27		7.27			665		0.90			0.77	(9)		5.23			47
Y		7.13		0.37		0.13			0.50			(0.37	)		—		—			(0.37	)		7.26		7.32			7,957		0.77			0.72	(9)		5.28			47
For the Year Ended October 31, 2015
A	$	7.68	$	0.35	$	(0.54	)	$	(0.19	)	$	(0.35	)	$	—	$	—	(10)	$	(0.35	)	$	7.14		(2.52	)%	$	245,946		1.16	%		1.05	%		4.64	%		40	%
B		7.64		0.30		(0.55	)		(0.25	)		(0.29	)		—		—	(10)		(0.29	)		7.10		(3.27	)		3,274		2.06			1.80			3.99			40
C		7.65		0.30		(0.54	)		(0.24	)		(0.29	)		—		—	(10)		(0.29	)		7.12		(3.13	)		67,854		1.84			1.80			4.00			40
I		7.72		0.37		(0.54	)		(0.17	)		(0.37	)		—		—	(10)		(0.37	)		7.18		(2.25	)		30,492		0.84			0.80			4.99			40
R3		7.68		0.33		(0.54	)		(0.21	)		(0.33	)		—		—	(10)		(0.33	)		7.14		(2.81	)		2,178		1.48			1.35			4.45			40
R4		7.68		0.35		(0.53	)		(0.18	)		(0.35	)		—		—	(10)		(0.35	)		7.15		(2.38	)		1,377		1.17			1.05			4.75			40
R5		7.68		0.37		(0.54	)		(0.17	)		(0.37	)		—		—	(10)		(0.37	)		7.14		(2.22	)		489		0.86			0.75			5.05			40
Y		7.67		0.38		(0.54	)		(0.16	)		(0.38	)		—		—	(10)		(0.38	)		7.13		(2.18	)		7,728		0.74			0.70			5.10			40
For the Year Ended October 31, 2014
A	$	7.66	$	0.38	$	0.02		$	0.40		$	(0.38	)	$	—	$	—		$	(0.38	)	$	7.68		5.35	%	$	262,960		1.14	%		1.05	%		4.90	%		54	%
B		7.62		0.32		0.02			0.34			(0.32	)		—		—			(0.32	)		7.64		4.60			5,683		2.02			1.80			4.17			54
C		7.63		0.32		0.02			0.34			(0.32	)		—		—			(0.32	)		7.65		4.60			95,449		1.83			1.80			4.15			54
I		7.70		0.40		0.03			0.43			(0.41	)		—		—			(0.41	)		7.72		5.60			46,691		0.81			0.78			5.17			54
R3		7.65		0.36		0.03			0.39			(0.36	)		—		—			(0.36	)		7.68		5.18			2,487		1.47			1.35			4.60			54
R4		7.66		0.38		0.03			0.41			(0.39	)		—		—			(0.39	)		7.68		5.35			1,367		1.16			1.05			4.91			54
R5		7.65		0.40		0.04			0.44			(0.41	)		—		—			(0.41	)		7.68		5.81			522		0.85			0.75			5.21			54
Y		7.65		0.41		0.01			0.42			(0.40	)		—		—			(0.40	)		7.67		5.73			8,415		0.73			0.70			5.25			54
For the Year Ended October 31, 2013
A	$	7.53	$	0.40	$	0.14		$	0.54		$	(0.41	)	$	—	$	—		$	(0.41	)	$	7.66		7.33	%	$	295,950		1.15	%		1.05	%		5.29	%		58	%
B		7.50		0.34		0.13			0.47			(0.35	)		—		—			(0.35	)		7.62		6.43			8,242		1.99			1.80			4.54			58
C		7.51		0.34		0.13			0.47			(0.35	)		—		—			(0.35	)		7.63		6.42			105,204		1.81			1.80			4.54			58
I		7.57		0.42		0.14			0.56			(0.43	)		—		—			(0.43	)		7.70		7.56			65,060		0.81			0.79			5.54			58
R3		7.53		0.38		0.13			0.51			(0.39	)		—		—			(0.39	)		7.65		6.87			2,872		1.47			1.35			4.96			58
R4		7.54		0.40		0.13			0.53			(0.41	)		—		—			(0.41	)		7.66		7.18			1,323		1.14			1.05			5.30			58
R5		7.53		0.42		0.13			0.55			(0.43	)		—		—			(0.43	)		7.65		7.51			609		0.84			0.75			5.57			58
Y		7.53		0.43		0.13			0.56			(0.44	)		—		—			(0.44	)		7.65		7.57			8,599		0.72			0.70			5.65			58
For the Year Ended October 31, 2012(7)
A	$	7.20	$	0.44	$	0.33		$	0.77		$	(0.44	)	$	—	$	—		$	(0.44	)	$	7.53		11.00	%	$	365,718		1.12	%		1.05	%		5.97	%		138	%
B		7.17		0.38		0.33			0.71			(0.38	)		—		—			(0.38	)		7.50		10.24			10,990		2.00			1.80			5.28			138
C		7.18		0.38		0.33			0.71			(0.38	)		—		—			(0.38	)		7.51		10.23			103,639		1.82			1.79			5.24			138
I		7.23		0.46		0.34			0.80			(0.46	)		—		—			(0.46	)		7.57		11.39			64,195		0.83			0.80			6.24			138
R3		7.20		0.42		0.33			0.75			(0.42	)		—		—			(0.42	)		7.53		10.68			1,934		1.49			1.35			5.65			138
R4		7.20		0.44		0.34			0.78			(0.44	)		—		—			(0.44	)		7.54		11.15			1,191		1.16			1.05			5.85			138
R5		7.20		0.46		0.33			0.79			(0.46	)		—		—			(0.46	)		7.53		11.34			431		0.86			0.75			6.25			138
Y		7.19		0.47		0.33			0.80			(0.46	)		—		—			(0.46	)		7.53		11.55			15,468		0.73			0.70			6.39			138

The accompanying notes are an integral part of these financial statements.

281

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Inflation Plus Fund
For the Year Ended October 31, 2016
A	$	10.57	$	0.09		$	0.39		$	0.48		$	—		$	—		$	—	$	—		$	11.05		4.54	%	$	229,329		0.98	%		0.87	%(11)		0.87	%		70	%
B		10.18		(0.01	)		0.40			0.39			—			—			—		—			10.57		3.83			5,154		1.83			1.62	(11)		(0.07	)		70
C		10.17		0.01			0.38			0.39			—			—			—		—			10.56		3.83			146,289		1.69			1.62	(11)		0.10			70
I		10.73		0.13			0.39			0.52			—			—			—		—			11.25		4.85			62,726		0.76			0.62	(11)		1.16			70
R3		10.40		0.06			0.38			0.44			—			—			—		—			10.84		4.23			56,150		1.28			1.22	(11)		0.53			70
R4		10.56		0.08			0.40			0.48			—			—			—		—			11.04		4.55			15,684		0.98			0.92	(11)		0.79			70
R5		10.71		0.11			0.40			0.51			—			—			—		—			11.22		4.76			2,392		0.70			0.62	(11)		1.03			70
Y		10.75		0.11			0.42			0.53			—			—			—		—			11.28		4.93			101,942		0.57			0.57	(11)		0.99			70
For the Year Ended October 31, 2015
A	$	10.79	$	(0.04	)	$	(0.17	)	$	(0.21	)	$	(0.01	)	$	—		$	—	$	(0.01	)	$	10.57		(1.99	)%	$	257,100		0.94	%		0.85	%		(0.34	)%		155	%
B		10.47		(0.13	)		(0.16	)		(0.29	)		—			—			—		—			10.18		(2.75	)		10,385		1.78			1.60			(1.22	)		155
C		10.47		(0.12	)		(0.18	)		(0.30	)		—			—			—		—			10.17		(2.84	)		178,363		1.66			1.60			(1.13	)		155
I		10.94		(0.02	)		(0.18	)		(0.20	)		(0.01	)		—			—		(0.01	)		10.73		(1.85	)		63,658		0.73			0.60			(0.18	)		155
R3		10.66		(0.06	)		(0.20	)		(0.26	)		—			—			—		—			10.40		(2.40	)		61,292		1.25			1.20			(0.60	)		155
R4		10.79		(0.03	)		(0.19	)		(0.22	)		(0.01	)		—			—		(0.01	)		10.56		(2.08	)		19,243		0.95			0.90			(0.30	)		155
R5		10.91		(0.01	)		(0.18	)		(0.19	)		(0.01	)		—			—		(0.01	)		10.71		(1.77	)		3,757		0.66			0.60			(0.12	)		155
Y		10.95		0.00			(0.19	)		(0.19	)		(0.01	)		—			—		(0.01	)		10.75		(1.76	)		197,882		0.54			0.54			0.03			155
For the Year Ended October 31, 2014
A	$	11.32	$	0.05		$	(0.10	)	$	(0.05	)	$	(0.07	)	$	(0.41	)	$	—	$	(0.48	)	$	10.79		(0.43	)%	$	339,993		0.92	%		0.85	%		0.48	%		108	%
B		11.05		(0.04	)		(0.09	)		(0.13	)		(0.04	)		(0.41	)		—		(0.45	)		10.47		(1.16	)		16,784		1.74			1.60			(0.35	)		108
C		11.05		(0.04	)		(0.09	)		(0.13	)		(0.04	)		(0.41	)		—		(0.45	)		10.47		(1.16	)		240,647		1.63			1.60			(0.33	)		108
I		11.45		0.06			(0.08	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.94		(0.16	)		91,095		0.67			0.60			0.58			108
R3		11.21		0.02			(0.11	)		(0.09	)		(0.05	)		(0.41	)		—		(0.46	)		10.66		(0.74	)		69,577		1.23			1.20			0.19			108
R4		11.33		0.05			(0.12	)		(0.07	)		(0.06	)		(0.41	)		—		(0.47	)		10.79		(0.54	)		22,639		0.92			0.90			0.43			108
R5		11.42		0.09			(0.11	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.91		(0.16	)		5,119		0.64			0.60			0.79			108
Y		11.46		0.09			(0.11	)		(0.02	)		(0.08	)		(0.41	)		—		(0.49	)		10.95		(0.13	)		231,771		0.52			0.52			0.84			108
For the Year Ended October 31, 2013
A	$	12.65	$	0.04		$	(0.91	)	$	(0.87	)	$	(0.04	)	$	(0.42	)	$	—	$	(0.46	)	$	11.32		(7.15	)%	$	507,889		0.88	%		0.85	%		0.34	%		82	%
B		12.44		(0.05	)		(0.90	)		(0.95	)		(0.02	)		(0.42	)		—		(0.44	)		11.05		(7.88	)		28,633		1.69			1.60			(0.43	)		82
C		12.43		(0.05	)		(0.89	)		(0.94	)		(0.02	)		(0.42	)		—		(0.44	)		11.05		(7.81	)		375,906		1.60			1.60			(0.42	)		82
I		12.76		0.06			(0.91	)		(0.85	)		(0.04	)		(0.42	)		—		(0.46	)		11.45		(6.88	)		124,329		0.65			0.60			0.51			82
R3		12.57		—			(0.91	)		(0.91	)		(0.03	)		(0.42	)		—		(0.45	)		11.21		(7.49	)		73,380		1.22			1.20			0.01			82
R4		12.66		0.04			(0.91	)		(0.87	)		(0.04	)		(0.42	)		—		(0.46	)		11.33		(7.15	)		29,584		0.91			0.90			0.30			82
R5		12.73		0.08			(0.93	)		(0.85	)		(0.04	)		(0.42	)		—		(0.46	)		11.42		(6.90	)		6,219		0.63			0.60			0.69			82
Y		12.76		0.07			(0.90	)		(0.83	)		(0.05	)		(0.42	)		—		(0.47	)		11.46		(6.79	)		287,361		0.51			0.51			0.60			82
For the Year Ended October 31, 2012
A	$	12.36	$	0.08		$	0.80		$	0.88		$	(0.07	)	$	(0.52	)	$	—	$	(0.59	)	$	12.65		7.41	%	$	851,003		0.86	%		0.85	%		0.69	%		102	%
B		12.22		(0.01	)		0.79			0.78			(0.04	)		(0.52	)		—		(0.56	)		12.44		6.65			53,262		1.66			1.60			(0.11	)		102
C		12.21		(0.01	)		0.79			0.78			(0.04	)		(0.52	)		—		(0.56	)		12.43		6.66			717,899		1.59			1.59			(0.04	)		102
I		12.44		0.11			0.81			0.92			(0.08	)		(0.52	)		—		(0.60	)		12.76		7.70			297,985		0.64			0.60			0.91			102
R3		12.31		0.05			0.78			0.83			(0.05	)		(0.52	)		—		(0.57	)		12.57		7.07			94,112		1.21			1.20			0.41			102
R4		12.37		0.08			0.80			0.88			(0.07	)		(0.52	)		—		(0.59	)		12.66		7.39			41,261		0.91			0.90			0.69			102
R5		12.42		0.13			0.78			0.91			(0.08	)		(0.52	)		—		(0.60	)		12.73		7.63			8,096		0.62			0.60			1.05			102
Y		12.44		0.12			0.80			0.92			(0.08	)		(0.52	)		—		(0.60	)		12.76		7.73			378,089		0.50			0.50			0.99			102

The accompanying notes are an integral part of these financial statements.

282

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
Hartford Municipal Income Fund
For the Year Ended October 31, 2016
A	$	10.09	$	0.21	$	0.25		$	0.46		$	(0.21	)	$	—	$	—	$	(0.21	)	$	10.34		4.62	%	$	9,933		1.70	%		0.70	%(12)		2.06	%		13	%
C		10.09		0.14		0.25			0.39			(0.14	)		—		—		(0.14	)		10.34		3.86			3,034		2.39			1.45	(12)		1.33			13
I		10.09		0.24		0.25			0.49			(0.24	)		—		—		(0.24	)		10.34		4.89			6,140		1.39			0.45	(12)		2.33			13
For the Period Ended October 31, 2015
A(13)	$	10.00	$	0.08	$	0.09		$	0.17		$	(0.08	)	$	—	$	—	$	(0.08	)	$	10.09		1.67	%(14)	$	3,075		1.11	%(15)		0.69	%(15)		1.83	%(15)		21	%
C(13)		10.00		0.04		0.09			0.13			(0.04	)		—		—		(0.04	)		10.09		1.35	(14)		2,533		1.83	(15)		1.44	(15)		1.07	(15)		21
I(13)		10.00		0.09		0.09			0.18			(0.09	)		—		—		(0.09	)		10.09		1.77	(14)		5,107		0.83	(15)		0.44	(15)		2.07	(15)		21
The Hartford Municipal Opportunities Fund
For the Year Ended October 31, 2016
A	$	8.53	$	0.21	$	0.16		$	0.37		$	(0.21	)	$	—	$	—	$	(0.21	)	$	8.69		4.40	%	$	283,275		0.70	%		0.70	%(16)		2.44	%		22	%
B		8.53		0.15		0.15			0.30			(0.15	)		—		—		(0.15	)		8.68		3.50			964		1.51			1.45	(16)		1.74			22
C		8.54		0.15		0.15			0.30			(0.15	)		—		—		(0.15	)		8.69		3.50			127,960		1.46			1.45	(16)		1.69			22
I		8.55		0.23		0.17			0.40			(0.24	)		—		—		(0.24	)		8.71		4.66			337,900		0.46			0.45	(16)		2.68			22
For the Year Ended October 31, 2015
A	$	8.53	$	0.24	$	—		$	0.24		$	(0.24	)	$	—	$	—	$	(0.24	)	$	8.53		2.85	%	$	212,254		0.81	%		0.75	%		2.82	%		21	%
B		8.53		0.18		(0.01	)		0.17			(0.17	)		—		—		(0.17	)		8.53		2.08			2,425		1.63			1.51			2.06			21
C		8.54		0.18		(0.01	)		0.17			(0.17	)		—		—		(0.17	)		8.54		2.08			97,729		1.57			1.51			2.07			21
I		8.55		0.26		—			0.26			(0.26	)		—		—		(0.26	)		8.55		3.10			166,610		0.56			0.50			3.08			21
For the Year Ended October 31, 2014
A	$	8.24	$	0.25	$	0.30		$	0.55		$	(0.26	)	$	—	$	—	$	(0.26	)	$	8.53		6.70	%	$	192,531		0.90	%		0.85	%		3.03	%		29	%
B		8.23		0.19		0.30			0.49			(0.19	)		—		—		(0.19	)		8.53		6.04			3,216		1.72			1.60			2.30			29
C		8.24		0.19		0.30			0.49			(0.19	)		—		—		(0.19	)		8.54		6.03			91,177		1.66			1.60			2.29			29
I		8.25		0.27		0.31			0.58			(0.28	)		—		—		(0.28	)		8.55		7.08			102,341		0.65			0.60			3.26			29
For the Year Ended October 31, 2013
A	$	8.66	$	0.29	$	(0.42	)	$	(0.13	)	$	(0.29	)	$	—	$	—	$	(0.29	)	$	8.24		(1.58	)%	$	153,818		0.91	%		0.91	%		3.35	%		37	%
B		8.66		0.22		(0.43	)		(0.21	)		(0.22	)		—		—		(0.22	)		8.23		(2.44	)		4,161		1.72			1.66			2.60			37
C		8.67		0.22		(0.43	)		(0.21	)		(0.22	)		—		—		(0.22	)		8.24		(2.44	)		86,844		1.66			1.66			2.60			37
I		8.68		0.31		(0.43	)		(0.12	)		(0.31	)		—		—		(0.31	)		8.25		(1.45	)		58,996		0.66			0.66			3.60			37
For the Year Ended October 31, 2012(7)
A	$	8.01	$	0.34	$	0.65		$	0.99		$	(0.34	)	$	—	$	—	$	(0.34	)	$	8.66		12.58	%	$	202,931		0.91	%		0.91	%		4.05	%		51	%
B		8.01		0.28		0.65			0.93			(0.28	)		—		—		(0.28	)		8.66		11.75			5,597		1.72			1.66			3.32			51
C		8.02		0.28		0.65			0.93			(0.28	)		—		—		(0.28	)		8.67		11.73			117,699		1.67			1.66			3.31			51
I		8.03		0.36		0.65			1.01			(0.36	)		—		—		(0.36	)		8.68		12.83			78,183		0.67			0.66			4.31			51

The accompanying notes are an integral part of these financial statements.

283

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Municipal Real Return Fund
For the Year Ended October 31, 2016
A	$	9.16	$	0.26	$	0.15		$	0.41		$	(0.26	)	$	—	$	—	$	(0.26	)	$	9.31		4.52	%	$	104,013		0.77	%		0.70	%(17)		2.79	%		21	%
B		9.07		0.19		0.16			0.35			(0.19	)		—		—		(0.19	)		9.23		3.88			320		1.60			1.45	(17)		2.08			21
C		9.10		0.19		0.16			0.35			(0.19	)		—		—		(0.19	)		9.26		3.88			25,611		1.51			1.45	(17)		2.05			21
I		9.18		0.28		0.16			0.44			(0.28	)		—		—		(0.28	)		9.34		4.89			24,545		0.53			0.45	(17)		3.02			21
Y		9.13		0.28		0.16			0.44			(0.28	)		—		—		(0.28	)		9.29		4.90			17,233		0.46			0.45	(17)		3.04			21
For the Year Ended October 31, 2015
A	$	9.50	$	0.26	$	(0.33	)	$	(0.07	)	$	(0.27	)	$	—	$	—	$	(0.27	)	$	9.16		(0.77	)%	$	106,809		0.88	%		0.74	%		2.85	%		26	%
B		9.41		0.19		(0.33	)		(0.14	)		(0.20	)		—		—		(0.20	)		9.07		(1.54	)		813		1.70			1.50			2.09			26
C		9.45		0.19		(0.34	)		(0.15	)		(0.20	)		—		—		(0.20	)		9.10		(1.63	)		27,452		1.63			1.49			2.10			26
I		9.53		0.29		(0.35	)		(0.06	)		(0.29	)		—		—		(0.29	)		9.18		(0.62	)		15,495		0.65			0.50			3.09			26
Y		9.48		0.29		(0.35	)		(0.06	)		(0.29	)		—		—		(0.29	)		9.13		(0.64	)		18,220		0.58			0.49			3.10			26
For the Year Ended October 31, 2014
A	$	9.27	$	0.27	$	0.23		$	0.50		$	(0.27	)	$	—	$	—	$	(0.27	)	$	9.50		5.46	%	$	115,957		0.90	%		0.85	%		2.89	%		31	%
B		9.19		0.20		0.22			0.42			(0.20	)		—		—		(0.20	)		9.41		4.62			1,497		1.73			1.60			2.15			31
C		9.22		0.20		0.23			0.43			(0.20	)		—		—		(0.20	)		9.45		4.71			32,022		1.64			1.60			2.14			31
I		9.29		0.29		0.25			0.54			(0.30	)		—		—		(0.30	)		9.53		5.82			16,682		0.66			0.60			3.12			31
Y		9.25		0.29		0.23			0.52			(0.29	)		—		—		(0.29	)		9.48		5.74			20,941		0.60			0.60			3.14			31
For the Year Ended October 31, 2013
A	$	9.73	$	0.24	$	(0.46	)	$	(0.22	)	$	(0.24	)	$	—	$	—	$	(0.24	)	$	9.27		(2.30	)%	$	124,008		0.88	%		0.85	%		2.51	%		20	%
B		9.65		0.17		(0.46	)		(0.29	)		(0.17	)		—		—		(0.17	)		9.19		(3.05	)		2,194		1.71			1.60			1.76			20
C		9.68		0.17		(0.46	)		(0.29	)		(0.17	)		—		—		(0.17	)		9.22		(3.05	)		38,185		1.62			1.60			1.76			20
I		9.75		0.26		(0.46	)		(0.20	)		(0.26	)		—		—		(0.26	)		9.29		(2.05	)		12,776		0.64			0.60			2.75			20
Y		9.70		0.26		(0.44	)		(0.18	)		(0.27	)		—		—		(0.27	)		9.25		(1.94	)		22,365		0.58			0.58			2.78			20
For the Year Ended October 31, 2012
A	$	9.20	$	0.27	$	0.54		$	0.81		$	(0.28	)	$	—	$	—	$	(0.28	)	$	9.73		8.87	%	$	157,918		0.87	%		0.85	%		2.89	%		61	%
B		9.13		0.21		0.52			0.73			(0.21	)		—		—		(0.21	)		9.65		8.03			3,497		1.68			1.60			2.18			61
C		9.15		0.20		0.54			0.74			(0.21	)		—		—		(0.21	)		9.68		8.11			49,791		1.62			1.60			2.13			61
I		9.22		0.29		0.54			0.83			(0.30	)		—		—		(0.30	)		9.75		9.12			20,061		0.64			0.60			3.07			61
Y		9.18		0.30		0.52			0.82			(0.30	)		—		—		(0.30	)		9.70		9.08			27,549		0.58			0.58			3.18			61
Hartford Municipal Short Duration Fund
For the Year Ended October 31, 2016
A	$	10.06	$	0.10	$	0.02		$	0.12		$	(0.10	)	$	—	$	—	$	(0.10	)	$	10.08		1.15	%	$	8,383		1.55	%		0.70	%(18)		0.95	%		12	%
C		10.05		0.02		0.03			0.05			(0.02	)		—		—		(0.02	)		10.08		0.50			4,067		2.29			1.45	(18)		0.20			12
I		10.06		0.12		0.02			0.14			(0.12	)		—		—		(0.12	)		10.08		1.40			5,915		1.27			0.45	(18)		1.20			12
For the Period Ended October 31, 2015
A(13)	$	10.00	$	0.03	$	0.06		$	0.09		$	(0.03	)	$	—	$	—	$	(0.03	)	$	10.06		0.91	%(14)	$	3,993		1.12	%(15)		0.69	%(15)		0.75	%(15)		6	%
C(13)		10.00		—		0.05			0.05			—			—		—		—			10.05		0.53	(14)		3,137		1.82	(15)		1.44	(15)		(0.02	)(15)		6
I(13)		10.00		0.04		0.06			0.10			(0.04	)		—		—		(0.04	)		10.06		1.01	(14)		5,106		0.78	(15)		0.44	(15)		0.97	(15)		6

The accompanying notes are an integral part of these financial statements.

284

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Quality Bond Fund
For the Year Ended October 31, 2016
A	$	10.19	$	0.12		$	0.24		$	0.36		$	(0.14	)	$	(0.07	)	$	—	$	(0.21	)	$	10.34		3.54	%	$	14,294		1.04	%		0.96	%(19)		1.14	%		84	%
C		10.12		0.04			0.23			0.27			(0.06	)		(0.07	)		—		(0.13	)		10.26		2.70			3,890		1.78			1.71	(19)		0.40			84
I		10.21		0.14			0.24			0.38			(0.17	)		(0.07	)		—		(0.24	)		10.35		3.73			12,254		0.78			0.71	(19)		1.40			84
R3		10.17		0.06			0.31			0.37			(0.15	)		(0.07	)		—		(0.22	)		10.32		3.66			198		1.38			1.26	(19)		0.57			84
R4		10.19		0.08			0.33			0.41			(0.18	)		(0.07	)		—		(0.25	)		10.35		4.08			24		1.07			0.96	(19)		0.75			84
R5		10.21		0.11			0.33			0.44			(0.23	)		(0.07	)		—		(0.30	)		10.35		4.37			45		0.77			0.66	(19)		1.05			84
Y		10.21		0.16			0.24			0.40			(0.18	)		(0.07	)		—		(0.25	)		10.36		3.90			93,809		0.67			0.61	(19)		1.53			84
For the Year Ended October 31, 2015
A	$	10.19	$	0.04		$	0.16		$	0.20		$	(0.05	)	$	(0.15	)	$	—	$	(0.20	)	$	10.19		2.01	%	$	11,513		1.18	%		0.90	%		0.43	%		20	%
C		10.15		(0.03	)		0.16			0.13			(0.01	)		(0.15	)		—		(0.16	)		10.12		1.28			2,453		1.93			1.64			(0.31	)		20
I		10.20		0.07			0.17			0.24			(0.08	)		(0.15	)		—		(0.23	)		10.21		2.37			2,283		0.89			0.61			0.71			20
R3		10.17		0.01			0.16			0.17			(0.02	)		(0.15	)		—		(0.17	)		10.17		1.69			2,082		1.58			1.25			0.07			20
R4		10.19		0.04			0.16			0.20			(0.05	)		(0.15	)		—		(0.20	)		10.19		1.95			2,100		1.28			0.95			0.37			20
R5		10.20		0.07			0.16			0.23			(0.07	)		(0.15	)		—		(0.22	)		10.21		2.32			2,119		0.98			0.65			0.67			20
Y		10.20		0.07			0.17			0.24			(0.08	)		(0.15	)		—		(0.23	)		10.21		2.36			9,547		0.89			0.60			0.72			20
For the Year Ended October 31, 2014
A	$	9.82	$	0.05		$	0.39		$	0.44		$	(0.07	)	$	—		$	—	$	(0.07	)	$	10.19		4.48	%	$	8,568		1.26	%		0.86	%		0.52	%		27	%
C		9.79		(0.02	)		0.39			0.37			(0.01	)		—			—		(0.01	)		10.15		3.75			1,882		2.01			1.61			(0.22	)		27
I		9.82		0.08			0.39			0.47			(0.09	)		—			—		(0.09	)		10.20		4.83			2,119		0.98			0.58			0.81			27
R3		9.80		0.02			0.39			0.41			(0.04	)		—			—		(0.04	)		10.17		4.17			2,048		1.68			1.23			0.17			27
R4		9.81		0.05			0.39			0.44			(0.06	)		—			—		(0.06	)		10.19		4.53			2,060		1.38			0.93			0.47			27
R5		9.82		0.08			0.39			0.47			(0.09	)		—			—		(0.09	)		10.20		4.79			2,072		1.08			0.63			0.77			27
Y		9.82		0.08			0.39			0.47			(0.09	)		(0.00	)		—		(0.09	)		10.20		4.84			9,333		0.98			0.58			0.82			27
For the Year Ended October 31, 2013(20)
A(20)	$	10.00	$	0.05		$	(0.18	)	$	(0.13	)	$	(0.05	)	$	—		$	—	$	(0.05	)	$	9.82		(1.29	)%(14)	$	6,849		1.28	%(15)		0.81	%(15)		0.52	%(15)		83	%(14)
C(20)		10.00		(0.02	)		(0.18	)		(0.20	)		(0.01	)		—			—		(0.01	)		9.79		(1.99	)(14)		2,239		2.03	(15)		1.56	(15)		(0.23	)(15)		83	(14)
I(20)		10.00		0.07			(0.18	)		(0.11	)		(0.07	)		—			—		(0.07	)		9.82		(1.14	)(14)		2,036		1.03	(15)		0.55	(15)		0.76	(15)		83	(14)
R3(20)		10.00		0.01			(0.18	)		(0.17	)		(0.03	)		—			—		(0.03	)		9.80		(1.69	)(14)		1,966		1.72	(15)		1.20	(15)		0.12	(15)		83	(14)
R4(20)		10.00		0.04			(0.18	)		(0.14	)		(0.05	)		—			—		(0.05	)		9.81		(1.43	)(14)		1,972		1.42	(15)		0.90	(15)		0.41	(15)		83	(14)
R5(20)		10.00		0.07			(0.19	)		(0.12	)		(0.06	)		—			—		(0.06	)		9.82		(1.16	)(14)		1,977		1.12	(15)		0.60	(15)		0.71	(15)		83	(14)
Y(20)		10.00		0.07			(0.18	)		(0.11	)		(0.07	)		(0.00	)		—		(0.07	)		9.82		(1.13	)(14)		8,902		1.02	(15)		0.55	(15)		0.76	(15)		83	(14)

The accompanying notes are an integral part of these financial statements.

285

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Short Duration Fund
For the Year Ended October 31, 2016
A	$	9.80	$	0.17	$	0.08		$	0.25	$	(0.17	)	$	—		$	—	$	(0.17	)	$	9.88		2.56	%	$	530,178		0.90	%		0.86	%(21)		1.69	%		41	%
B		9.85		0.16		0.10			0.26		(0.17	)		—			—		(0.17	)		9.94		2.66			2,393		1.04			0.86	(21)		1.67			41
C		9.80		0.09		0.09			0.18		(0.10	)		—			—		(0.10	)		9.88		1.80			125,548		1.61			1.61	(21)		0.94			41
I		9.82		0.19		0.09			0.28		(0.20	)		—			—		(0.20	)		9.90		2.86			189,645		0.57			0.57	(21)		1.98			41
R3		9.78		0.14		0.08			0.22		(0.14	)		—			—		(0.14	)		9.86		2.26			1,167		1.24			1.16	(21)		1.38			41
R4		9.79		0.17		0.08			0.25		(0.17	)		—			—		(0.17	)		9.87		2.56			661		0.94			0.86	(21)		1.68			41
R5		9.78		0.20		0.08			0.28		(0.20	)		—			—		(0.20	)		9.86		2.87			209		0.63			0.56	(21)		2.02			41
Y		9.78		0.20		0.08			0.28		(0.20	)		—			—		(0.20	)		9.86		2.92			45,768		0.51			0.51	(21)		2.05			41
For the Year Ended October 31, 2015
A	$	9.91	$	0.15	$	(0.07	)	$	0.08	$	(0.16	)	$	(0.03	)	$	—	$	(0.19	)	$	9.80		0.80	%	$	469,337		0.90	%		0.85	%		1.51	%		31	%
B		9.96		0.16		(0.08	)		0.08		(0.16	)		(0.03	)		—		(0.19	)		9.85		0.80			4,450		1.03			0.85			1.56			31
C		9.91		0.08		(0.07	)		0.01		(0.09	)		(0.03	)		—		(0.12	)		9.80		0.05			120,116		1.60			1.60			0.81			31
I		9.93		0.19		(0.08	)		0.11		(0.19	)		(0.03	)		—		(0.22	)		9.82		1.11			126,578		0.54			0.54			1.87			31
R3		9.88		0.12		(0.06	)		0.06		(0.13	)		(0.03	)		—		(0.16	)		9.78		0.60			1,084		1.23			1.15			1.26			31
R4		9.89		0.15		(0.06	)		0.09		(0.16	)		(0.03	)		—		(0.19	)		9.79		0.90			677		0.92			0.85			1.56			31
R5		9.89		0.18		(0.07	)		0.11		(0.19	)		(0.03	)		—		(0.22	)		9.78		1.10			111		0.62			0.55			1.86			31
Y		9.88		0.19		(0.06	)		0.13		(0.20	)		(0.03	)		—		(0.23	)		9.78		1.25			8,412		0.51			0.51			1.91			31
For the Year Ended October 31, 2014
A	$	9.98	$	0.15	$	(0.03	)	$	0.12	$	(0.15	)	$	(0.04	)	$	—	$	(0.19	)	$	9.91		1.23	%	$	469,415		0.91	%		0.85	%		1.50	%		50	%
B		10.02		0.15		(0.02	)		0.13		(0.15	)		(0.04	)		—		(0.19	)		9.96		1.33			6,510		1.01			0.85			1.51			50
C		9.98		0.08		(0.03	)		0.05		(0.08	)		(0.04	)		—		(0.12	)		9.91		0.48			128,158		1.60			1.60			0.76			50
I		10.00		0.18		(0.03	)		0.15		(0.18	)		(0.04	)		—		(0.22	)		9.93		1.52			208,183		0.55			0.55			1.79			50
R3		9.96		0.12		(0.04	)		0.08		(0.12	)		(0.04	)		—		(0.16	)		9.88		0.84			879		1.23			1.15			1.20			50
R4		9.97		0.15		(0.04	)		0.11		(0.15	)		(0.04	)		—		(0.19	)		9.89		1.14			997		0.92			0.85			1.50			50
R5		9.96		0.18		(0.03	)		0.15		(0.18	)		(0.04	)		—		(0.22	)		9.89		1.54			109		0.61			0.55			1.80			50
Y		9.96		0.18		(0.03	)		0.15		(0.19	)		(0.04	)		—		(0.23	)		9.88		1.49			5,134		0.50			0.50			1.83			50
For the Year Ended October 31, 2013
A	$	10.05	$	0.17	$	(0.05	)	$	0.12	$	(0.17	)	$	(0.02	)	$	—	$	(0.19	)	$	9.98		1.20	%	$	451,357		0.88	%		0.85	%		1.66	%		51	%
B		10.05		0.17		(0.01	)		0.16		(0.17	)		(0.02	)		—		(0.19	)		10.02		1.60			9,589		0.99			0.85			1.67			51
C		10.05		0.09		(0.05	)		0.04		(0.09	)		(0.02	)		—		(0.11	)		9.98		0.44			133,623		1.60			1.60			0.93			51
I		10.07		0.20		(0.05	)		0.15		(0.20	)		(0.02	)		—		(0.22	)		10.00		1.48			105,812		0.57			0.57			1.96			51
R3		10.03		0.13		(0.04	)		0.09		(0.14	)		(0.02	)		—		(0.16	)		9.96		0.90			527		1.23			1.15			1.35			51
R4		10.04		0.17		(0.05	)		0.12		(0.17	)		(0.02	)		—		(0.19	)		9.97		1.20			928		0.92			0.85			1.69			51
R5		10.03		0.20		(0.05	)		0.15		(0.20	)		(0.02	)		—		(0.22	)		9.96		1.51			112		0.61			0.55			1.98			51
Y		10.03		0.20		(0.05	)		0.15		(0.20	)		(0.02	)		—		(0.22	)		9.96		1.55			3,002		0.51			0.51			2.03			51
For the Year Ended October 31, 2012
A	$	9.83	$	0.20	$	0.23		$	0.43	$	(0.21	)	$	—		$	—	$	(0.21	)	$	10.05		4.37	%	$	279,952		0.86	%		0.85	%		2.03	%		61	%
B		9.82		0.20		0.24			0.44		(0.21	)		—			—		(0.21	)		10.05		4.48			7,959		0.97			0.85			2.04			61
C		9.83		0.13		0.22			0.35		(0.13	)		—			—		(0.13	)		10.05		3.60			136,515		1.60			1.60			1.28			61
I		9.84		0.23		0.23			0.46		(0.23	)		—			—		(0.23	)		10.07		4.75			117,449		0.58			0.58			2.30			61
R3		9.81		0.17		0.23			0.40		(0.18	)		—			—		(0.18	)		10.03		4.07			258		1.23			1.15			1.72			61
R4		9.81		0.20		0.24			0.44		(0.21	)		—			—		(0.21	)		10.04		4.48			783		0.93			0.85			2.02			61
R5		9.81		0.23		0.23			0.46		(0.24	)		—			—		(0.24	)		10.03		4.69			106		0.62			0.55			2.33			61
Y		9.80		0.23		0.24			0.47		(0.24	)		—			—		(0.24	)		10.03		4.84			4,967		0.50			0.50			2.34			61

The accompanying notes are an integral part of these financial statements.

286

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Strategic Income Fund
For the Year Ended October 31, 2016
A	$	8.53	$	0.39	$	0.19		$	0.58		$	(0.35	)	$	—		$	—	$	(0.35	)	$	8.76		7.02	%	$	120,051		1.05	%		0.96	%(22)		4.54	%		55	%
B		8.53		0.37		0.21			0.58			(0.33	)		—			—		(0.33	)		8.78		6.98			2,205		1.27			1.11	(22)		4.37			55
C		8.55		0.32		0.20			0.52			(0.28	)		—			—		(0.28	)		8.79		6.27			74,607		1.75			1.71	(22)		3.78			55
I		8.55		0.41		0.21			0.62			(0.38	)		—			—		(0.38	)		8.79		7.29			31,317		0.75			0.71	(22)		4.79			55
R3		8.51		0.36		0.20			0.56			(0.32	)		—			—		(0.32	)		8.75		6.81			267		1.42			1.26	(22)		4.23			55
R4		8.52		0.39		0.20			0.59			(0.35	)		—			—		(0.35	)		8.76		7.15			224		1.08			0.96	(22)		4.55			55
R5		8.52		0.42		0.20			0.62			(0.38	)		—			—		(0.38	)		8.76		7.49			413		0.76			0.66	(22)		4.87			55
R6		8.52		0.42		0.19			0.61			(0.38	)		—			—		(0.38	)		8.75		7.43			11		0.65			0.61	(22)		4.88			55
Y		8.52		0.42		0.19			0.61			(0.38	)		—			—		(0.38	)		8.75		7.43			164,098		0.65			0.61	(22)		4.89			55
For the Year Ended October 31, 2015
A	$	9.30	$	0.37	$	(0.57	)	$	(0.20	)	$	(0.37	)	$	(0.20	)	$	—	$	(0.57	)	$	8.53		(2.23	)%	$	123,510		1.03	%		0.95	%		4.23	%		66	%
B		9.30		0.32		(0.59	)		(0.27	)		(0.30	)		(0.20	)		—		(0.50	)		8.53		(3.00	)		4,019		1.85			1.70			3.60			66
C		9.32		0.32		(0.59	)		(0.27	)		(0.30	)		(0.20	)		—		(0.50	)		8.55		(2.97	)		86,887		1.74			1.70			3.61			66
I		9.33		0.41		(0.60	)		(0.19	)		(0.39	)		(0.20	)		—		(0.59	)		8.55		(1.97	)		29,189		0.73			0.70			4.61			66
R3		9.29		0.35		(0.59	)		(0.24	)		(0.34	)		(0.20	)		—		(0.54	)		8.51		(2.64	)		314		1.41			1.25			4.04			66
R4		9.30		0.38		(0.59	)		(0.21	)		(0.37	)		(0.20	)		—		(0.57	)		8.52		(2.34	)		175		1.08			0.95			4.37			66
R5		9.30		0.41		(0.60	)		(0.19	)		(0.39	)		(0.20	)		—		(0.59	)		8.52		(2.05	)		306		0.75			0.65			4.70			66
R6(23)		9.27		0.41		(0.56	)		(0.15	)		(0.40	)		(0.20	)		—		(0.60	)		8.52		(1.66	)(14)		10		0.69	(15)		0.59	(15)		4.78	(15)		66
Y		9.30		0.41		(0.59	)		(0.18	)		(0.40	)		(0.20	)		—		(0.60	)		8.52		(1.99	)		111,277		0.64			0.60			4.70			66
For the Year Ended October 31, 2014
A	$	9.21	$	0.36	$	0.10		$	0.46		$	(0.37	)	$	—		$	—	$	(0.37	)	$	9.30		5.06	%	$	144,172		1.01	%		0.95	%		3.82	%		71	%
B		9.21		0.29		0.10			0.39			(0.30	)		—			—		(0.30	)		9.30		4.25			6,367		1.82			1.70			3.10			71
C		9.23		0.29		0.10			0.39			(0.30	)		—			—		(0.30	)		9.32		4.26			109,960		1.72			1.69			3.08			71
I		9.24		0.38		0.10			0.48			(0.39	)		—			—		(0.39	)		9.33		5.32			48,809		0.71			0.68			4.09			71
R3		9.21		0.33		0.09			0.42			(0.34	)		—			—		(0.34	)		9.29		4.64			213		1.40			1.25			3.54			71
R4		9.21		0.36		0.10			0.46			(0.37	)		—			—		(0.37	)		9.30		5.06			131		1.05			0.95			3.83			71
R5		9.21		0.38		0.11			0.49			(0.40	)		—			—		(0.40	)		9.30		5.38			120		0.73			0.65			4.10			71
Y		9.20		0.39		0.11			0.50			(0.40	)		—			—		(0.40	)		9.30		5.55			113,356		0.63			0.60			4.25			71
For the Year Ended October 31, 2013
A	$	9.70	$	0.36	$	(0.21	)	$	0.15		$	(0.36	)	$	(0.28	)	$	—	$	(0.64	)	$	9.21		1.67	%	$	160,916		0.99	%		0.95	%		3.93	%		55	%
B		9.70		0.29		(0.21	)		0.08			(0.29	)		(0.28	)		—		(0.57	)		9.21		0.91			9,233		1.79			1.70			3.09			55
C		9.72		0.29		(0.21	)		0.08			(0.29	)		(0.28	)		—		(0.57	)		9.23		0.90			129,507		1.69			1.68			3.07			55
I		9.73		0.37		(0.19	)		0.18			(0.39	)		(0.28	)		—		(0.67	)		9.24		1.93			50,963		0.70			0.69			4.00			55
R3		9.70		0.35		(0.22	)		0.13			(0.34	)		(0.28	)		—		(0.62	)		9.21		1.40			242		1.39			1.25			3.74			55
R4		9.70		0.36		(0.21	)		0.15			(0.36	)		(0.28	)		—		(0.64	)		9.21		1.68			143		1.03			0.95			3.91			55
R5		9.70		0.39		(0.21	)		0.18			(0.39	)		(0.28	)		—		(0.67	)		9.21		1.98			114		0.71			0.65			4.20			55
Y		9.69		0.40		(0.21	)		0.19			(0.40	)		(0.28	)		—		(0.68	)		9.20		2.04			214,550		0.61			0.60			4.30			55
For the Year Ended October 31, 2012
A	$	9.20	$	0.37	$	0.51		$	0.88		$	(0.35	)	$	(0.03	)	$	—	$	(0.38	)	$	9.70		9.80	%	$	219,909		0.98	%		0.96	%		3.90	%		121	%
B		9.20		0.30		0.51			0.81			(0.28	)		(0.03	)		—		(0.31	)		9.70		8.96			12,461		1.78			1.72			3.17			121
C		9.21		0.30		0.52			0.82			(0.28	)		(0.03	)		—		(0.31	)		9.72		9.11			209,271		1.69			1.69			3.17			121
I		9.22		0.39		0.53			0.92			(0.38	)		(0.03	)		—		(0.41	)		9.73		10.18			104,759		0.70			0.70			4.11			121
R3		9.20		0.33		0.52			0.85			(0.32	)		(0.03	)		—		(0.35	)		9.70		9.47			141		1.34			1.27			3.56			121
R4		9.20		0.36		0.52			0.88			(0.35	)		(0.03	)		—		(0.38	)		9.70		9.79			132		1.02			0.97			3.88			121
R5		9.20		0.39		0.52			0.91			(0.38	)		(0.03	)		—		(0.41	)		9.70		10.12			112		0.71			0.67			4.20			121
Y		9.20		0.36		0.54			0.90			(0.38	)		(0.03	)		—		(0.41	)		9.69		10.08			171,127		0.60			0.60			3.82			121

The accompanying notes are an integral part of these financial statements.

287

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Total Return Bond Fund
For the Year Ended October 31, 2016
A	$	10.28	$	0.28	$	0.22		$	0.50		$	(0.25	)	$	(0.02	)	$	(0.03	)	$	(0.30	)	$	10.48		4.77	%	$	782,964		0.87	%		0.87	%(24)		2.68	%		41	%
B		10.20		0.20		0.21			0.41			(0.18	)		(0.02	)		(0.02	)		(0.22	)		10.39		4.09			4,406		1.89			1.63	(24)		1.92			41
C		10.30		0.20		0.22			0.42			(0.18	)		(0.02	)		(0.02	)		(0.22	)		10.50		4.10			73,841		1.60			1.60	(24)		1.95			41
I		10.30		0.30		0.22			0.52			(0.28	)		(0.02	)		(0.03	)		(0.33	)		10.49		5.08			115,889		0.61			0.61	(24)		2.86			41
R3		10.48		0.25		0.22			0.47			(0.23	)		(0.02	)		(0.02	)		(0.27	)		10.68		4.51			5,943		1.18			1.18	(24)		2.37			41
R4		10.46		0.28		0.22			0.50			(0.25	)		(0.02	)		(0.03	)		(0.30	)		10.66		4.85			15,348		0.86			0.86	(24)		2.69			41
R5		10.46		0.32		0.20			0.52			(0.28	)		(0.02	)		(0.03	)		(0.33	)		10.65		5.16			1,473		0.56			0.56	(24)		3.00			41
R6		10.45		0.32		0.21			0.53			(0.29	)		(0.02	)		(0.03	)		(0.34	)		10.64		5.15			11		0.45			0.45	(24)		3.07			41
Y		10.45		0.33		0.21			0.54			(0.29	)		(0.02	)		(0.03	)		(0.34	)		10.65		5.27			1,031,478		0.45			0.45	(24)		3.10			41
For the Year Ended October 31, 2015
A	$	10.71	$	0.23	$	(0.21	)	$	0.02		$	(0.22	)	$	(0.23	)	$	—		$	(0.45	)	$	10.28		0.35	%	$	672,638		0.87	%		0.87	%		2.20	%		57	%
B		10.63		0.15		(0.20	)		(0.05	)		(0.15	)		(0.23	)		—			(0.38	)		10.20		(0.50	)		10,528		1.86			1.62			1.43			57
C		10.72		0.16		(0.20	)		(0.04	)		(0.15	)		(0.23	)		—			(0.38	)		10.30		(0.38	)		67,147		1.59			1.59			1.50			57
I		10.72		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—			(0.49	)		10.30		0.67			23,201		0.56			0.56			2.60			57
R3		10.90		0.21		(0.21	)		—			(0.19	)		(0.23	)		—			(0.42	)		10.48		0.07			6,198		1.16			1.16			1.93			57
R4		10.88		0.24		(0.20	)		0.04			(0.23	)		(0.23	)		—			(0.46	)		10.46		0.39			15,610		0.84			0.84			2.25			57
R5		10.88		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—			(0.49	)		10.46		0.68			1,423		0.55			0.55			2.57			57
R6(23)		10.87		0.27		(0.20	)		0.07			(0.26	)		(0.23	)		—			(0.49	)		10.45		0.65	(14)		10		0.50	(15)		0.50	(15)		2.61	(15)		57
Y		10.87		0.28		(0.20	)		0.08			(0.27	)		(0.23	)		—			(0.50	)		10.45		0.79			1,103,177		0.44			0.44			2.67			57
For the Year Ended October 31, 2014
A	$	10.48	$	0.24	$	0.22		$	0.46		$	(0.23	)	$	—		$	—		$	(0.23	)	$	10.71		4.46	%	$	602,306		1.00	%		0.91	%		2.26	%		84	%
B		10.40		0.16		0.22			0.38			(0.15	)		—			—			(0.15	)		10.63		3.72			19,329		1.93			1.65			1.52			84
C		10.49		0.16		0.22			0.38			(0.15	)		—			—			(0.15	)		10.72		3.68			70,539		1.72			1.65			1.51			84
I		10.49		0.27		0.22			0.49			(0.26	)		—			—			(0.26	)		10.72		4.75			11,737		0.67			0.62			2.51			84
R3		10.66		0.21		0.23			0.44			(0.20	)		—			—			(0.20	)		10.90		4.16			6,868		1.28			1.21			1.96			84
R4		10.64		0.24		0.23			0.47			(0.23	)		—			—			(0.23	)		10.88		4.48			16,342		0.96			0.90			2.26			84
R5		10.64		0.27		0.24			0.51			(0.27	)		—			—			(0.27	)		10.88		4.79			978		0.67			0.60			2.55			84
Y		10.63		0.29		0.22			0.51			(0.27	)		—			—			(0.27	)		10.87		4.89			1,003,275		0.56			0.51			2.66			84
For the Year Ended October 31, 2013
A	$	11.16	$	0.23	$	(0.32	)	$	(0.09	)	$	(0.26	)	$	(0.33	)	$	—		$	(0.59	)	$	10.48		(0.83	)%	$	586,762		0.99	%		0.95	%		2.15	%		106	%
B		11.08		0.15		(0.32	)		(0.17	)		(0.18	)		(0.33	)		—			(0.51	)		10.40		(1.58	)		31,258		1.88			1.70			1.39			106
C		11.18		0.15		(0.33	)		(0.18	)		(0.18	)		(0.33	)		—			(0.51	)		10.49		(1.66	)		78,034		1.70			1.70			1.40			106
I		11.17		0.26		(0.32	)		(0.06	)		(0.29	)		(0.33	)		—			(0.62	)		10.49		(0.55	)		6,771		0.68			0.68			2.42			106
R3		11.35		0.20		(0.33	)		(0.13	)		(0.23	)		(0.33	)		—			(0.56	)		10.66		(1.21	)		7,655		1.28			1.25			1.85			106
R4		11.33		0.23		(0.33	)		(0.10	)		(0.26	)		(0.33	)		—			(0.59	)		10.64		(0.92	)		15,725		0.96			0.95			2.15			106
R5		11.33		0.26		(0.33	)		(0.07	)		(0.29	)		(0.33	)		—			(0.62	)		10.64		(0.61	)		664		0.67			0.65			2.44			106
Y		11.32		0.28		(0.34	)		(0.06	)		(0.30	)		(0.33	)		—			(0.63	)		10.63		(0.52	)		883,706		0.55			0.55			2.55			106
For the Year Ended October 31, 2012(7)
A	$	10.76	$	0.29	$	0.50		$	0.79		$	(0.34	)	$	(0.05	)	$	—		$	(0.39	)	$	11.16		7.50	%	$	696,383		0.98	%		0.89	%		2.64	%		77	%
B		10.69		0.20		0.50			0.70			(0.26	)		(0.05	)		—			(0.31	)		11.08		6.66			47,026		1.85			1.64			1.90			77
C		10.78		0.21		0.50			0.71			(0.26	)		(0.05	)		—			(0.31	)		11.18		6.70			105,330		1.69			1.63			1.90			77
I		10.77		0.31		0.51			0.82			(0.37	)		(0.05	)		—			(0.42	)		11.17		7.78			11,177		0.68			0.62			2.92			77
R3		10.94		0.26		0.51			0.77			(0.31	)		(0.05	)		—			(0.36	)		11.35		7.14			9,944		1.27			1.19			2.35			77
R4		10.92		0.29		0.51			0.80			(0.34	)		(0.05	)		—			(0.39	)		11.33		7.47			21,940		0.95			0.89			2.65			77
R5		10.92		0.32		0.51			0.83			(0.37	)		(0.05	)		—			(0.42	)		11.33		7.79			1,018		0.66			0.59			2.94			77
Y		10.91		0.33		0.51			0.84			(0.38	)		(0.05	)		—			(0.43	)		11.32		7.91			952,621		0.55			0.49			3.04			77

The accompanying notes are an integral part of these financial statements.

288

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford Unconstrained Bond Fund
For the Year Ended October 31, 2016
A	$	9.65	$	0.37	$	(0.13	)	$	0.24		$	(0.31	)	$	—	$	(0.02	)	$	(0.33	)	$	9.56		2.62	%	$	47,433		1.28	%		1.01	%(25)		3.88	%		38	%
B		9.64		0.30		(0.12	)		0.18			(0.24	)		—		(0.02	)		(0.26	)		9.56		1.85			595		2.20			1.76	(25)		3.12			38
C		9.67		0.30		(0.13	)		0.17			(0.24	)		—		(0.02	)		(0.26	)		9.58		1.86			10,652		1.96			1.76	(25)		3.12			38
I		9.65		0.39		(0.11	)		0.28			(0.34	)		—		(0.02	)		(0.36	)		9.57		2.98			5,477		0.94			0.76	(25)		4.16			38
R3		9.63		0.34		(0.11	)		0.23			(0.29	)		—		(0.02	)		(0.31	)		9.55		2.31			228		1.54			1.31	(25)		3.61			38
R4		9.64		0.37		(0.13	)		0.24			(0.31	)		—		(0.02	)		(0.33	)		9.55		2.62			560		1.23			1.01	(25)		3.87			38
R5		9.63		0.39		(0.11	)		0.28			(0.34	)		—		(0.02	)		(0.36	)		9.55		2.92			116		0.93			0.71	(25)		4.18			38
Y		9.62		0.39		(0.12	)		0.27			(0.34	)		—		(0.02	)		(0.36	)		9.53		2.92			21,266		0.82			0.71	(25)		4.18			38
For the Year Ended October 31, 2015
A	$	10.07	$	0.31	$	(0.44	)	$	(0.13	)	$	(0.28	)	$	—	$	(0.01	)	$	(0.29	)	$	9.65		(1.29	)%	$	56,678		1.17	%		0.99	%		3.14	%		67	%
B		10.06		0.23		(0.43	)		(0.20	)		(0.22	)		—		(0.00	)(10)		(0.22	)		9.64		(1.93	)		1,169		2.11			1.74			2.35			67
C		10.09		0.24		(0.44	)		(0.20	)		(0.22	)		—		(0.00	)(10)		(0.22	)		9.67		(2.02	)		12,517		1.86			1.74			2.42			67
I		10.07		0.34		(0.44	)		(0.10	)		(0.31	)		—		(0.01	)		(0.32	)		9.65		(1.04	)		4,075		0.81			0.74			3.42			67
R3		10.05		0.28		(0.44	)		(0.16	)		(0.26	)		—		(0.00	)(10)		(0.26	)		9.63		(1.49	)		144		1.45			1.29			2.86			67
R4		10.05		0.32		(0.44	)		(0.12	)		(0.28	)		—		(0.01	)		(0.29	)		9.64		(1.20	)		454		1.14			0.99			3.20			67
R5		10.05		0.34		(0.44	)		(0.10	)		(0.31	)		—		(0.01	)		(0.32	)		9.63		(0.90	)		112		0.83			0.69			3.49			67
Y		10.04		0.34		(0.44	)		(0.10	)		(0.31	)		—		(0.01	)		(0.32	)		9.62		(1.01	)		19,916		0.73			0.69			3.50			67
For the Year Ended October 31, 2014
A	$	10.06	$	0.29	$	0.02		$	0.31		$	(0.26	)	$	—	$	(0.04	)	$	(0.30	)	$	10.07		3.16	%	$	70,192		1.17	%		0.99	%		2.86	%		62	%
B		10.06		0.21		0.02			0.23			(0.20	)		—		(0.03	)		(0.23	)		10.06		2.30			1,974		2.08			1.74			2.12			62
C		10.09		0.21		0.02			0.23			(0.20	)		—		(0.03	)		(0.23	)		10.09		2.29			15,869		1.86			1.74			2.11			62
I		10.07		0.31		0.02			0.33			(0.28	)		—		(0.05	)		(0.33	)		10.07		3.32			5,311		0.77			0.73			3.10			62
R3		10.05		0.26		0.02			0.28			(0.24	)		—		(0.04	)		(0.28	)		10.05		2.76			193		1.46			1.29			2.56			62
R4		10.05		0.29		0.02			0.31			(0.27	)		—		(0.04	)		(0.31	)		10.05		3.07			161		1.15			0.99			2.85			62
R5		10.05		0.32		0.02			0.34			(0.29	)		—		(0.05	)		(0.34	)		10.05		3.37			113		0.85			0.69			3.17			62
Y		10.03		0.32		0.02			0.34			(0.28	)		—		(0.05	)		(0.33	)		10.04		3.48			19,584		0.73			0.69			3.16			62
For the Year Ended October 31, 2013
A	$	10.51	$	0.25	$	(0.41	)	$	(0.16	)	$	(0.29	)	$	—	$	—		$	(0.29	)	$	10.06		(1.54	)%	$	85,062		1.13	%		0.99	%		2.43	%		69	%
B		10.51		0.17		(0.41	)		(0.24	)		(0.21	)		—		—			(0.21	)		10.06		(2.28	)		3,234		2.01			1.74			1.68			69
C		10.53		0.17		(0.40	)		(0.23	)		(0.21	)		—		—			(0.21	)		10.09		(2.18	)		18,711		1.82			1.74			1.67			69
I		10.51		0.28		(0.40	)		(0.12	)		(0.32	)		—		—			(0.32	)		10.07		(1.19	)		1,602		0.76			0.74			2.69			69
R3		10.50		0.22		(0.41	)		(0.19	)		(0.26	)		—		—			(0.26	)		10.05		(1.83	)		179		1.44			1.29			2.17			69
R4		10.50		0.25		(0.41	)		(0.16	)		(0.29	)		—		—			(0.29	)		10.05		(1.54	)		130		1.11			0.99			2.46			69
R5		10.50		0.28		(0.41	)		(0.13	)		(0.32	)		—		—			(0.32	)		10.05		(1.24	)		149		0.82			0.69			2.75			69
Y		10.48		0.29		(0.42	)		(0.13	)		(0.32	)		—		—			(0.32	)		10.03		(1.24	)		17,992		0.71			0.69			2.85			69
For the Year Ended October 31, 2012
A	$	10.06	$	0.37	$	0.47		$	0.84		$	(0.39	)	$	—	$	—		$	(0.39	)	$	10.51		8.47	%	$	120,395		1.09	%		0.77	%		3.59	%		134	%
B		10.05		0.30		0.47			0.77			(0.31	)		—		—			(0.31	)		10.51		7.77			5,187		1.96			1.53			2.92			134
C		10.07		0.29		0.48			0.77			(0.31	)		—		—			(0.31	)		10.53		7.76			29,736		1.79			1.52			2.83			134
I(26)		10.30		0.13		0.21			0.34			(0.13	)		—		—			(0.13	)		10.51		3.35	(14)		1,132		0.83	(15)		0.62	(15)		2.93	(15)		134
R3		10.04		0.33		0.49			0.82			(0.36	)		—		—			(0.36	)		10.50		8.27			141		1.40			1.06			3.20			134
R4		10.04		0.37		0.48			0.85			(0.39	)		—		—			(0.39	)		10.50		8.60			111		1.07			0.77			3.57			134
R5		10.04		0.40		0.48			0.88			(0.42	)		—		—			(0.42	)		10.50		8.92			111		0.77			0.47			3.87			134
Y		10.04		0.48		0.38			0.86			(0.42	)		—		—			(0.42	)		10.48		8.73			115		0.72			0.69			4.70			134

The accompanying notes are an integral part of these financial statements.

289

Fixed Income Funds

Financial Highlights – (continued)

— Selected Per-Share Data(1) —																								— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations		Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net    Assets at    End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
The Hartford World Bond Fund
For the Year Ended October 31, 2016
A	$	10.47	$	0.11	$	0.07		$	0.18	$	—		$	(0.26	)	$	(0.03	)	$	(0.29	)	$	10.36		1.78	%	$	481,126		1.13	%		1.07	%(27)		1.12	%		122	%
C		10.46		0.04		0.06			0.10		—			(0.26	)		(0.01	)		(0.27	)		10.29		0.95			155,828		1.79			1.79	(27)		0.40			122
I		10.49		0.14		0.06			0.20		—			(0.26	)		(0.04	)		(0.30	)		10.39		1.91			2,407,302		0.81			0.81	(27)		1.39			122
R3		10.48		0.09		0.06			0.15		—			(0.26	)		(0.02	)		(0.28	)		10.35		1.48			1,882		1.41			1.37	(27)		0.85			122
R4		10.48		0.11		0.07			0.18		—			(0.26	)		(0.03	)		(0.29	)		10.37		1.79			1,228		1.10			1.07	(27)		1.11			122
R5		10.48		0.15		0.06			0.21		—			(0.26	)		(0.05	)		(0.31	)		10.38		2.02			1,137		0.83			0.77	(27)		1.46			122
R6		10.49		0.16		0.06			0.22		—			(0.26	)		(0.05	)		(0.31	)		10.40		2.14			790		0.74			0.72	(27)		1.52			122
Y		10.49		0.15		0.07			0.22		—			(0.26	)		(0.05	)		(0.31	)		10.40		2.15			568,934		0.69			0.69	(27)		1.50			122
For the Year Ended October 31, 2015
A	$	10.76	$	0.09	$	—		$	0.09	$	(0.38	)	$	—		$	—		$	(0.38	)	$	10.47		0.82	%	$	624,111		1.08	%		1.05	%		0.84	%		99	%
C		10.74		0.01		0.01	(28)		0.02		(0.30	)		—			—			(0.30	)		10.46		0.17			175,560		1.77			1.77			0.13			99
I		10.77		0.12		—			0.12		(0.40	)		—			—			(0.40	)		10.49		1.16			2,283,590		0.77			0.77			1.13			99
R3		10.77		0.06		(0.01	)		0.05		(0.34	)		—			—			(0.34	)		10.48		0.48			810		1.39			1.35			0.55			99
R4		10.78		0.10		(0.02	)		0.08		(0.38	)		—			—			(0.38	)		10.48		0.71			4,850		1.08			1.05			0.98			99
R5		10.76		0.12		—			0.12		(0.40	)		—			—			(0.40	)		10.48		1.19			297		0.83			0.75			1.17			99
R6		10.78		0.14		(0.02	)		0.12		(0.41	)		—			—			(0.41	)		10.49		1.18	(14)		188		0.74	(15)		0.70	(15)		1.32	(15)		99
Y		10.77		0.13		—			0.13		(0.41	)		—			—			(0.41	)		10.49		1.27			634,789		0.67			0.67			1.24			99
For the Year Ended October 31, 2014
A	$	10.63	$	0.12	$	0.17		$	0.29	$	(0.13	)	$	(0.03	)	$	—		$	(0.16	)	$	10.76		2.74	%	$	422,689		1.02	%		0.99	%		1.15	%		140	%
C		10.61		0.04		0.17			0.21		(0.05	)		(0.03	)		—			(0.08	)		10.74		2.00			179,147		1.76			1.73			0.41			140
I		10.64		0.15		0.17			0.32		(0.16	)		(0.03	)		—			(0.19	)		10.77		3.03			1,966,455		0.76			0.74			1.40			140
R3		10.64		0.09		0.17			0.26		(0.10	)		(0.03	)		—			(0.13	)		10.77		2.42			759		1.39			1.32			0.82			140
R4		10.64		0.12		0.18			0.30		(0.13	)		(0.03	)		—			(0.16	)		10.78		2.80			725		1.07			1.02			1.12			140
R5		10.63		0.15		0.17			0.32		(0.16	)		(0.03	)		—			(0.19	)		10.76		3.03			226		0.79			0.70			1.42			140
Y		10.64		0.16		0.17			0.33		(0.17	)		(0.03	)		—			(0.20	)		10.77		3.11			517,167		0.67			0.64			1.50			140
For the Year Ended October 31, 2013
A	$	10.77	$	0.10	$	0.06		$	0.16	$	(0.18	)	$	(0.12	)	$	—		$	(0.30	)	$	10.63		1.47	%	$	481,684		1.03	%		0.93	%		0.95	%		129	%
C		10.76		0.02		0.05			0.07		(0.10	)		(0.12	)		—			(0.22	)		10.61		0.67			177,802		1.77			1.67			0.21			129
I		10.78		0.13		0.05			0.18		(0.20	)		(0.12	)		—			(0.32	)		10.64		1.71			891,048		0.79			0.69			1.19			129
R3		10.78		0.06		0.05			0.11		(0.13	)		(0.12	)		—			(0.25	)		10.64		1.03			519		1.40			1.25			0.60			129
R4		10.78		0.10		0.05			0.15		(0.17	)		(0.12	)		—			(0.29	)		10.64		1.40			976		1.08			0.95			0.92			129
R5		10.77		0.13		0.06			0.19		(0.21	)		(0.12	)		—			(0.33	)		10.63		1.73			372		0.79			0.65			1.18			129
Y		10.78		0.14		0.05			0.19		(0.21	)		(0.12	)		—			(0.33	)		10.64		1.81			340,669		0.68			0.58			1.30			129
For the Year Ended October 31, 2012
A	$	10.32	$	0.10	$	0.59		$	0.69	$	(0.20	)	$	(0.04	)	$	—		$	(0.24	)	$	10.77		6.79	%	$	250,916		1.11	%		0.95	%		0.95	%		191	%
C		10.31		0.02		0.60			0.62		(0.13	)		(0.04	)		—			(0.17	)		10.76		6.12			97,235		1.83			1.67			0.19			191
I		10.32		0.12		0.60			0.72		(0.22	)		(0.04	)		—			(0.26	)		10.78		7.11			421,508		0.86			0.70			1.14			191
R3		10.32		0.09		0.57			0.66		(0.16	)		(0.04	)		—			(0.20	)		10.78		6.51			1,297		1.51			1.25			0.85			191
R4		10.32		0.12		0.57			0.69		(0.19	)		(0.04	)		—			(0.23	)		10.78		6.82			1,345		1.21			0.95			1.15			191
R5		10.32		0.15		0.56			0.71		(0.22	)		(0.04	)		—			(0.26	)		10.77		7.03			1,276		0.91			0.65			1.45			191
Y		10.32		0.12		0.61			0.73		(0.23	)		(0.04	)		—			(0.27	)		10.78		7.18			197,637		0.73			0.57			1.12			191

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

The accompanying notes are an integral part of these financial statements.

290

Fixed Income Funds

Financial Highlights – (continued)

⁽⁴⁾  Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.

⁽⁵⁾  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁶⁾ Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁷⁾  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

⁽⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁰⁾  Included in this amount are tax distributions from capital of less than ($0.01).

⁽¹¹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹²⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.

⁽¹³⁾  Commenced operations on May 29, 2015.

⁽¹⁴⁾  Not annualized.

⁽¹⁵⁾  Annualized.

⁽¹⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44% and 0.44% for Class A, Class B, Class C and Class I, respectively.

⁽¹⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44%, 0.44% and 0.44% for Class A, Class B, Class C, Class I and Class Y, respectively.

⁽¹⁸⁾  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44%, for Class A, Class C and Class I , respectively.

⁽¹⁹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65% and 0.60% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²⁰⁾  Commenced operations on November 30, 2012.

⁽²¹⁾  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.60%, 0.56%, 1.15%, 0.85%, 0.55% and 0.50% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²²⁾  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.10%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65%, 0.60% and 0.60% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²³⁾  Commenced operations on November 7, 2014.

⁽²⁴⁾  Excluding the expenses not subject to cap, the ratios would have been 0.86%, 1.62%, 1.59%, 0.60%, 1.17%, 0.85%, 0.55%, 0.44% and 0.44% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²⁵⁾  Excluding the expenses not subject to cap, the ratios would have been 0.99%, 1.74%, 1.74%, 0.74%, 1.29%, 0.99%, 0.69% and 0.69% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽²⁶⁾  Commenced operations on May 25, 2012.

⁽²⁷⁾  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.79%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽²⁸⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

The accompanying notes are an integral part of these financial statements.

291

Fixed Income Funds

Notes to Financial Statements

October 31, 2016

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and fourteen series, respectively, as of October 31, 2016. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford Unconstrained Bond Fund (the “Unconstrained Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Municipal Real Return Fund (the “Municipal Real Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Local Debt Fund and World Bond Fund, is a diversified open-end management investment company. Emerging Markets Local Debt Fund and World Bond Fund, each is a non-diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class C, and Class I shares. In addition, each Fund, except Emerging Markets Local Debt Fund, Floating Rate High Income Fund, Municipal Income Fund, Municipal Short Duration Fund, Quality Bond Fund and World Bond Fund offer Class B shares. Additionally, each Fund, except Municipal Income Fund, Municipal Opportunities Fund, Municipal Real Return Fund and Municipal Short Duration Fund, offer Class R3, Class R4 and Class R5 shares. Each Fund offers Class Y shares, except Municipal Income Fund, Municipal Opportunities Fund and Municipal Short Duration Fund. Strategic Income Fund, Total Return Bond Fund and World Bond Fund offer Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class A shares are sold with a front-end sales charge of up to 3.00% for Floating Rate Fund and Floating Rate High Income Fund and up to 2.00% for Short Duration Fund. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4, R5 and R6 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years.

No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All

292

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

293

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by each Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

294

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

295

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2016.

b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2016.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date.

c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

296

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of October 31, 2016.

d) Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of October 31, 2016.

e) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of October 31, 2016.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward.

During the fiscal year ended October 31, 2016, Inflation Plus Bond Fund engaged in Bond Forwards.

297

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the fiscal year ended October 31, 2016, Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Foreign Currency Contracts.

c) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the fiscal year ended October 31, 2016, Emerging Markets Local Debt Fund and Real Total Return Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Futures Contracts.

d) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

298

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

During the fiscal year ended October 31, 2016, Emerging Markets Local Debt Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Options Contracts.

Transactions involving written option contracts during the year ended October 31, 2016, are summarized below:

Emerging Markets Local Debt Fund

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		11,600,000		$	114,632
Written		38,769,000			665,921
Expired		(12,058,000	)		(135,083	)
Closed		(28,569,000	)		(440,051	)
Exercised		(1,638,000	)		(39,803	)
End of Period		8,104,000		$	165,616
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		30,801,000		$	350,169
Written		145,547,000			1,491,324
Expired		(51,296,000	)		(403,379	)
Closed		(93,738,000	)		(1,047,398	)
Exercised		(12,363,000	)		(120,465	)
End of Period		18,951,000		$	270,251

Strategic Income Fund

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		15,610,000		$	229,269
Written		373,580,000			4,711,901
Expired		(161,700,000	)		(1,831,597	)
Closed		—			—
Exercised		(227,490,000	)		(3,109,573	)
End of Period		—		$	—
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		15,610,000			181,282
Written		406,020,000			4,497,402
Expired		(228,752,000	)		(2,870,781	)
Closed		(31,178,000	)		(452,546	)
Exercised		(161,700,000	)		(1,355,357	)
End of Period		—		$	—

299

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Total Return Bond Fund

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		899,182,000			2,775,918
Expired		(325,783,000	)		(955,283	)
Closed		—			—
Exercised		(573,399,000	)		(1,820,635	)
End of Period		—		$	—
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		912,655,000			2,448,614
Expired		(577,344,000	)		(1,422,185	)
Closed		(9,533,000	)		(264,350	)
Exercised		(325,778,000	)		(762,079	)
End of Period		—		$	—

Unconstrained Bond Fund

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		2,115,000		$	31,064
Written		73,245,000			930,588
Expired		(28,570,000	)		(320,049	)
Closed		—			—
Exercised		(46,790,000	)		(641,603	)
End of Period		—		$	—
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		2,115,000		$	24,562
Written		80,205,000			892,281
Expired		(47,064,000	)		(591,659	)
Closed		(6,686,000	)		(97,498	)
Exercised		(28,570,000	)		(227,686	)
End of Period		—		$	—

300

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

World Bond Fund

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		23,787,500		$	168,891
Written		295,233,750			2,880,061
Expired		(208,232,250	)		(1,740,333	)
Closed		(7,320,000	)		(177,230	)
Exercised		(7,701,000	)		(42,215	)
End of Period		95,768,000		$	1,089,174
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		123,497,596		$	802,163
Written		746,645,786			2,447,075
Expired		(357,052,000	)		(1,326,289	)
Closed		(276,225,382	)		(934,014	)
Exercised		—			—
End of Period		236,866,000		$	988,935

e) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed

301

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the fiscal year ended October 31, 2016, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points and to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the fiscal year ended October 31, 2016, Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Real Return Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Interest Rate Swap Contracts.

302

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the fiscal year ended October 31, 2016, Emerging Markets Local Debt Fund, Strategic Bond Fund and Unconstrained Bond Fund had engaged in Cross Currency Swaps.

f) Additional Derivative Instrument Information:

Emerging Markets Local Debt Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	127,708	$	467,241	$	—	$	—	$	—	$	—	$	594,949
Unrealized appreciation on futures contracts(1)		14,760		—		—		—		—		—		14,760
Unrealized appreciation on foreign currency contracts		—		2,839,133		—		—		—		—		2,839,133
Unrealized appreciation on swap contracts(2)		123,311		94,509		—		—		—		—		217,820
Total	$	265,779	$	3,400,883	$	—	$	—	$	—	$	—	$	3,666,662
Liabilities:
Unrealized depreciation on futures contracts(1)	$	8,073	$	—	$	—	$	—	$	—	$	—	$	8,073
Unrealized depreciation on foreign currency contracts		—		3,373,143		—		—		—		—		3,373,143
Written options, market value		—		353,806		—		—		—		—		353,806
Unrealized depreciation on swap contracts(2)		189,120		79,914		—		—		—		—		269,034
Total	$	197,193	$	3,806,863	$	—	$	—	$	—	$	—	$	4,004,056

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	19,790		$	(131,768	)	$	—	$	—	$	—	$	—	$	(111,978	)
Net realized gain (loss) on futures contracts		(223,745	)		—			—		—		—		—		(223,745	)
Net realized gain (loss) on written options contracts		8,435			596,932			—		—		—		—		605,367
Net realized gain (loss) on swap contracts		(68,927	)		(69,823	)		—		—		—		—		(138,750	)
Net realized gain (loss) on foreign currency contracts		—			3,262,304			—		—		—		—		3,262,304
Total	$	(264,447	)	$	3,657,645		$	—	$	—	$	—	$	—	$	3,393,198
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(25,172	)	$	(119,257	)	$	—	$	—	$	—	$	—	$	(144,429	)
Net change in unrealized appreciation (depreciation) of futures contracts		25,647			—			—		—		—		—		25,647
Net change in unrealized appreciation (depreciation) of written options contracts		—			18,172			—		—		—		—		18,172
Net change in unrealized appreciation (depreciation) of swap contracts		279,865			14,595			—		—		—		—		294,460
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(1,144,816	)		—		—		—		—		(1,144,816	)
Total	$	280,340		$	(1,231,306	)	$	—	$	—	$	—	$	—	$	(950,966	)

303

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Emerging Markets Local Debt Fund – (continued)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		6,233,922,417
Futures Contracts Long		14
Futures Contracts Short		(18	)
Written Options Contracts		(33,601,083	)
Swap Contracts	$	27,356,639,527
Foreign Currency Contracts Purchased	$	143,519,935
Foreign Currency Contracts Sold	$	117,394,022

Floating Rate Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	13,581	$	—	$	—	$	—	$	—	$	13,581
Total	$	—	$	13,581	$	—	$	—	$	—	$	—	$	13,581
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	707,934	$	—	$	—	$	—	$	—	$	707,934
Total	$	—	$	707,934	$	—	$	—	$	—	$	—	$	707,934

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	12,704,900		$	—	$	—	$	—	$	—	$	12,704,900
Total	$	—	$	12,704,900		$	—	$	—	$	—	$	—	$	12,704,900
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(800,041	)	$	—	$	—	$	—	$	—	$	(800,041	)
Total	$	—	$	(800,041	)	$	—	$	—	$	—	$	—	$	(800,041	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	3,930,619
Foreign Currency Contracts Sold	$	100,113,287

304

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Floating Rate High Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	6,790	$	—	$	—	$	—	$	—	$	6,790
Total	$	—	$	6,790	$	—	$	—	$	—	$	—	$	6,790
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	51,296	$	—	$	—	$	—	$	—	$	51,296
Total	$	—	$	51,296	$	—	$	—	$	—	$	—	$	51,296

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on foreign currency contracts	$	—	$	1,611,725		$	—	$	—	$	—	$	—	$	1,611,725
Total	$	—	$	1,611,725		$	—	$	—	$	—	$	—	$	1,611,725
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of foreign currency contracts	$	—	$	(75,067	)	$	—	$	—	$	—	$	—	$	(75,067	)
Total	$	—	$	(75,067	)	$	—	$	—	$	—	$	—	$	(75,067	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Foreign Currency Contracts Purchased	$	1,422,635
Foreign Currency Contracts Sold	$	8,719,906

High Yield Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Unrealized appreciation on swap contracts(2)		—		—		—		—		—		—		—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on foreign currency contracts	$	—	$	43,932	$	—	$	—	$	—	$	—	$	43,932
Unrealized depreciation on swap contracts(2)		—		—		56,420		—		—		—		56,420
Total	$	—	$	43,932	$	56,420	$	—	$	—	$	—	$	100,352

305

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

High Yield Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	—	$	—		$	894,787		$	—	$	—	$	—	$	894,787
Net realized gain (loss) on foreign currency contracts		—		5,396			—			—		—		—		5,396
Total	$	—	$	5,396		$	894,787		$	—	$	—	$	—	$	900,183
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—		$	(413,238	)	$	—	$	—	$	—	$	(413,238	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		(75,558	)		—			—		—		—		(75,558	)
Total	$	—	$	(75,558	)	$	(413,238	)	$	—	$	—	$	—	$	(488,796	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts	$	12,880,475
Foreign Currency Contracts Purchased	$	540,221
Foreign Currency Contracts Sold	$	6,059,635

Inflation Plus Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	54,696	$	—	$	—	$	—	$	—	$	—	$	54,696
Unrealized appreciation on foreign currency contracts		—		947,880		—		—		—		—		947,880
Unrealized appreciation on swap contracts(2)		513,415		—		511,252		—		—		—		1,024,667
Total	$	568,111	$	947,880	$	511,252	$	—	$	—	$	—	$	2,027,243
Liabilities:
Unrealized depreciation on futures contracts(1)	$	120,360	$	—	$	—	$	—	$	—	$	—	$	120,360
Unrealized depreciation on bond forward contracts		112,656		—		—		—		—		—		112,656
Unrealized depreciation on foreign currency contracts		—		545,905		—		—		—		—		545,905
Unrealized depreciation on swap contracts(2)		110,297		—		—		—		—		—		110,297
Total	$	343,313	$	545,905	$	—	$	—	$	—	$	—	$	889,218

306

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Inflation Plus Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	27,955		$	—		$	—		$	—	$	—	$	—	$	27,955
Net realized gain (loss) on written options contracts		—			—			—			—		—		—		—
Net realized gain (loss) on swap contracts		(961,722	)		—			(420,313	)		—		—		—		(1,382,035	)
Net realized gain (loss) on bond forward contracts		459,435			—			—			—		—		—		459,435
Net realized gain (loss) on foreign currency contracts		—			(2,494,048	)		—			—		—		—		(2,494,048	)
Total	$	(474,332)		$	(2,494,048	)	$	(420,313	)	$	—	$	—	$	—	$	(3,388,693)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	(65,664	)	$	—		$	—		$	—	$	—	$	—	$	(65,664	)
Net change in unrealized appreciation (depreciation) of written options contracts		—			—			—			—		—		—		—
Net change in unrealized appreciation (depreciation) of swap contracts		1,096,524			—			702,964			—		—		—		1,799,488
Net change in unrealized appreciation (depreciation) of bond forward contracts		(112,656	)		—			—			—		—		—		(112,656	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			411,781			—			—		—		—		411,781
Total	$	918,204		$	411,781		$	702,964		$	—	$	—	$	—	$	2,032,949

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		289
Futures Contracts Short		(146	)
Swap Contracts	$	92,242,148
Bond Forward Contracts	$	50,347,837
Foreign Currency Contracts Purchased	$	33,262,109
Foreign Currency Contracts Sold	$	68,523,546

Municipal Opportunities Fund

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(992,629	)	$	—	$	—	$	—	$	—	$	—	$	(992,629	)
Total	$	(992,629	)	$	—	$	—	$	—	$	—	$	—	$	(992,629	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	152,028		$	—	$	—	$	—	$	—	$	—	$	152,028
Total	$	152,028		$	—	$	—	$	—	$	—	$	—	$	152,028

307

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Municipal Opportunities Fund – (continued)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Short		(81	)

Municipal Real Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on swap contracts(2)	$	1,470,826	$	—	$	—	$	—	$	—	$	—	$	1,470,826
Total	$	1,470,826	$	—	$	—	$	—	$	—	$	—	$	1,470,826
Liabilities:
Unrealized depreciation on swap contracts(2)	$	1,587,655	$	—	$	—	$	—	$	—	$	—	$	1,587,655
Total	$	1,587,655	$	—	$	—	$	—	$	—	$	—	$	1,587,655

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	(8,743,275	)	$	—	$	—	$	—	$	—	$	—	$	(8,743,275	)
Total	$	(8,743,275	)	$	—	$	—	$	—	$	—	$	—	$	(8,743,275	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	10,070,558		$	—	$	—	$	—	$	—	$	—	$	10,070,558
Total	$	10,070,558		$	—	$	—	$	—	$	—	$	—	$	10,070,558

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts	$	139,274,083

308

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Quality Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Unrealized appreciation on futures contracts(1)		23,461		—		—		—		—		—		23,461
Unrealized appreciation on swap contracts(2)		—		—		—		—		—		—		—
Total	$	23,461	$	—	$	—	$	—	$	—	$	—	$	23,461
Liabilities:
Unrealized depreciation on futures contracts(1)	$	329,130	$	—	$	—	$	—	$	—	$	—	$	329,130
Unrealized depreciation on swap contracts(2)		—		—		—		—		—		—		—
Total	$	329,130	$	—	$	—	$	—	$	—	$	—	$	329,130

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(5,564	)	$	—	$	—	$	—	$	—	$	—	$	(5,564	)
Net realized gain (loss) on futures contracts		697,353			—		—		—		—		—		697,353
Net realized gain (loss) on swap contracts		12,584			—		—		—		—		—		12,584
Total	$	704,373		$	—	$	—	$	—	$	—	$	—	$	704,373
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	1,441		$	—	$	—	$	—	$	—	$	—	$	1,441
Net change in unrealized appreciation (depreciation) of futures contracts		(312,518	)		—		—		—		—		—		(312,518	)
Net change in unrealized appreciation (depreciation) of swap contracts		2,697			—		—		—		—		—		2,697
Total	$	(308,380	)	$	—	$	—	$	—	$	—	$	—	$	(308,380	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		520,000
Futures Contracts Long		62
Futures Contracts Short		(21	)
Swap Contracts	$	1,900,000

309

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Short Duration Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	750,960	$	—	$	—	$	—	$	—	$	—	$	750,960
Total	$	750,960	$	—	$	—	$	—	$	—	$	—	$	750,960
Liabilities:
Unrealized depreciation on futures contracts(1)	$	187,772	$	—	$	—	$	—	$	—	$	—	$	187,772
Total	$	187,772	$	—	$	—	$	—	$	—	$	—	$	187,772

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(2,832,843	)	$	—	$	—	$	—	$	—	$	—	$	(2,832,843	)
Total	$	(2,832,843	)	$	—	$	—	$	—	$	—	$	—	$	(2,832,843	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	819,353		$	—	$	—	$	—	$	—	$	—	$	819,353
Total	$	819,353		$	—	$	—	$	—	$	—	$	—	$	819,353

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		519
Futures Contracts Short		(942	)

Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	403	$	—	$	—	$	—	$	—	$	403
Unrealized appreciation on futures contracts(1)		433,973		31,776		—		—		—		—		465,749
Unrealized appreciation on foreign currency contracts		—		535,671		—		—		—		—		535,671
Unrealized appreciation on swap contracts(2)		220,466		11,513		986,135		—		—		—		1,218,114
Total	$	654,439	$	579,363	$	986,135	$	—	$	—	$	—	$	2,219,937
Liabilities:
Unrealized depreciation on futures contracts(1)	$	1,670,572	$	91,996	$	—	$	—	$	—	$	—	$	1,762,568
Unrealized depreciation on foreign currency contracts		—		1,692,444		—		—		—		—		1,692,444
Written options, market value		—		—		—		—		—		—		—
Unrealized depreciation on swap contracts(2)		59,140		—		765,131		—		—		—		824,271
Total	$	1,729,712	$	1,784,440	$	765,131	$	—	$	—	$	—	$	4,279,283

310

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Strategic Income Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(79,459	)	$	(110,356	)	$	—		$	—	$	—	$	—	$	(189,815	)
Net realized gain (loss) on futures contracts		5,325,051			235,516			—			—		—		—		5,560,567
Net realized gain (loss) on written options contracts		4,699,690			11,057			—			—		—		—		4,710,747
Net realized gain (loss) on swap contracts		980,878			(36,560	)		(4,280,461	)		1,009,020		—		—		(2,327,123	)
Net realized gain (loss) on foreign currency contracts		—			106,370			—			—		—		—		106,370
Total	$	10,926,160		$	206,027		$	(4,280,461	)	$	1,009,020	$	—	$	—	$	7,860,746
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	915		$	100,693		$	—		$	—	$	—	$	—	$	101,608
Net change in unrealized appreciation (depreciation) of futures contracts		(1,247,901	)		(60,220	)		—			—		—		—		(1,308,121	)
Net change in unrealized appreciation (depreciation) of written options contracts		35,202			—			—			—		—		—		35,202
Net change in unrealized appreciation (depreciation) of swap contracts		305,503			(9,146	)		(2,053,564	)		—		—		—		(1,757,207	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(316,622	)		—			—		—		—		(316,622	)
Total	$	(906,281	)	$	(285,295	)	$	(2,053,564	)	$	—	$	—	$	—	$	(3,245,140	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		13,699,170
Futures Contracts Long		1,198
Futures Contracts Short		(721	)
Written Options Contracts		(93,552,750	)
Swap Contracts	$	262,100,719
Foreign Currency Contracts Purchased	$	56,294,583
Foreign Currency Contracts Sold	$	60,184,639

311

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Total Return Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	1,347	$	—	$	—	$	—	$	—	$	1,347
Unrealized appreciation on futures contracts(1)		2,259,174		—		—		—		—		—		2,259,174
Unrealized appreciation on foreign currency contracts		—		795,032		—		—		—		—		795,032
Unrealized appreciation on swap contracts(2)		866,366		—		3,227,341		—		—		—		4,093,707
Total	$	3,125,540	$	796,379	$	3,227,341	$	—	$	—	$	—	$	7,149,260
Liabilities:
Unrealized depreciation on futures contracts(1)	$	4,386,808	$	—	$	—	$	—	$	—	$	—	$	4,386,808
Unrealized depreciation on foreign currency contracts		—		1,060,884		—		—		—		—		1,060,884
Unrealized depreciation on swap contracts(2)		17,784		—		2,536,996		—		—		—		2,554,780
Total	$	4,404,592	$	1,060,884	$	2,536,996	$	—	$	—	$	—	$	8,002,472

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(369,412	)	$	(96,686	)	$	—		$	—	$	—	$	—	$	(466,098	)
Net realized gain (loss) on futures contracts		1,211,451			—			—			—		—		—		1,211,451
Net realized gain (loss) on written options contracts		2,369,065			32,483			—			—		—		—		2,401,548
Net realized gain (loss) on swap contracts		(3,171,429	)		(115,059	)		(21,036,799	)		—		—		—		(24,323,287	)
Net realized gain (loss) on foreign currency contracts		—			(3,998,181	)		—			—		—		—		(3,998,181	)
Total	$	39,675		$	(4,177,443	)	$	(21,036,799	)	$	—	$	—	$	—	$	(25,174,567	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	24,583		$	(61,208	)	$	—		$	—	$	—	$	—	$	(36,625	)
Net change in unrealized appreciation (depreciation) of futures contracts		(1,659,887	)		—			—			—		—		—		(1,659,887	)
Net change in unrealized appreciation (depreciation) of written options contracts		—			—			—			—		—		—		—
Net change in unrealized appreciation (depreciation) of swap contracts		1,637,915			(66,110	)		3,751,307			—		—		—		5,323,112
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			1,078,117			—			—		—		—		1,078,117
Total	$	2,611		$	950,799		$	3,751,307		$	—	$	—	$	—	$	4,704,717

312

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Total Return Bond Fund – (continued)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		42,780,152
Futures Contracts Long		3,437
Futures Contracts Short		(2,594	)
Written Options Contracts		(300,384,000	)
Swap Contracts	$	598,172,896
Foreign Currency Contracts Purchased	$	33,353,715
Foreign Currency Contracts Sold	$	98,248,340

Unconstrained Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	88	$	—	$	—	$	—	$	—	$	88
Unrealized appreciation on futures contracts(1)		179,312		—		—		—		—		—		179,312
Unrealized appreciation on foreign currency contracts		—		78,054		—		—		—		—		78,054
Unrealized appreciation on swap contracts(2)		47,061		2,509		306,679		—		—		—		356,249
Total	$	226,373	$	80,651	$	306,679	$	—	$	—	$	—	$	613,703
Liabilities:
Unrealized depreciation on futures contracts(1)	$	159,449	$	—	$	—	$	—	$	—	$	—	$	159,449
Unrealized depreciation on foreign currency contracts		—		174,707		—		—		—		—		174,707
Written options, market value		—		—		—		—		—		—		—
Unrealized depreciation on swap contracts(2)		8,876		—		250,459		—		—		—		259,335
Total	$	168,325	$	174,707	$	250,459	$	—	$	—	$	—	$	593,491

313

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Unconstrained Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(34,155	)	$	(43,636	)	$	—		$	—	$	—	$	—	$	(77,791	)
Net realized gain (loss) on futures contracts		(424,701	)		—			—			—		—		—		(424,701	)
Net realized gain (loss) on written options contracts		886,562			2,455			24,563			—		—		—		913,580
Net realized gain (loss) on swap contracts		(209,292	)		(9,916	)		(2,676,959	)		320,525		—		—		(2,575,642	)
Net realized gain (loss) on foreign currency contracts		—			(190,287	)		—			—		—		—		(190,287	)
Total	$	218,414		$	(241,384	)	$	(2,652,396	)	$	320,525	$	—	$	—	$	(2,354,841	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	1,718		$	28,590		$	—		$	—	$	—	$	—	$	30,308
Net change in unrealized appreciation (depreciation) of futures contracts		15,106			—			—			—		—		—		15,106
Net change in unrealized appreciation (depreciation) of written options contracts		—			—			4,769			—		—		—		4,769
Net change in unrealized appreciation (depreciation) of swap contracts		166,741			(3,001	)		(87,199	)		—		—		—		76,541
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(1,785	)		—			—		—		—		(1,785	)
Total	$	183,565		$	23,804		$	(82,430	)	$	—	$	—	$	—	$	124,939

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		3,365,333
Futures Contracts Long		111
Futures Contracts Short		(236	)
Written Options Contracts		(18,345,500	)
Swap Contracts	$	88,966,567
Foreign Currency Contracts Purchased	$	6,881,850
Foreign Currency Contracts Sold	$	16,613,172

314

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

World Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	704,400	$	2,412,969	$	—	$	—	$	—	$	—	$	3,117,369
Unrealized appreciation on futures contracts(1)		7,635,373		—		—		—		—		—		7,635,373
Unrealized appreciation on foreign currency contracts		—		48,669,668		—		—		—		—		48,669,668
Unrealized appreciation on swap contracts(2)		3,198,182		—		555,712		—		—		—		3,753,894
Total	$	11,537,955	$	51,082,637	$	555,712	$	—	$	—	$	—	$	63,176,304
Liabilities:
Unrealized depreciation on futures contracts(1)	$	2,075,365	$	—	$	—	$	—	$	—	$	—	$	2,075,365
Unrealized depreciation on foreign currency contracts		—		27,833,407		—		—		—		—		27,833,407
Written options, market value		116,317		2,234,527		—		—		—		—		2,350,844
Unrealized depreciation on swap contracts(2)		4,026,788		—		1,779,197		—		—		—		5,805,985
Total	$	6,218,470	$	30,067,934	$	1,779,197	$	—	$	—	$	—	$	38,065,601

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(174,004	)	$	(3,006,217	)	$	(732,692	)	$	(155,114	)	$	—	$	—	$	(4,068,027	)
Net realized gain (loss) on futures contracts		(14,206,555	)		—			—			—			—		—		(14,206,555	)
Net realized gain (loss) on written options contracts		(397,896	)		3,003,852			386,424			—			—		—		2,992,380
Net realized gain (loss) on swap contracts		7,712,338			—			(11,725,315	)		—			—		—		(4,012,977	)
Net realized gain (loss) on foreign currency contracts		—			15,158,517			—			—			—		—		15,158,517
Total	$	(7,066,117	)	$	15,156,152		$	(12,071,583	)	$	(155,114	)	$	—	$	—	$	(4,136,662	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	11,565		$	(269,183	)	$	800,101		$	—		$	—	$	—	$	542,483
Net change in unrealized appreciation (depreciation) of futures contracts		5,537,846			—			—			—			—		—		5,537,846
Net change in unrealized appreciation (depreciation) of written options contracts		—			(425,938	)		(254,216	)		—			—		—		(680,154	)
Net change in unrealized appreciation (depreciation) of swap contracts		(981,207	)		—			(117,528	)		—			—		—		(1,098,735	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			9,423,397			—			—			—		—		9,423,397
Total	$	4,568,204		$	8,728,276		$	428,357		$	—		$	—	$	—	$	13,724,837

315

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

World Bond Fund – (continued)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		3,318,174,910
Futures Contracts Long		3,303
Futures Contracts Short		(5,278	)
Written Options Contracts		(265,146,321	)
Swap Contracts	$	26,014,204,115
Foreign Currency Contracts Purchased	$	1,393,097,193
Foreign Currency Contracts Sold	$	2,923,123,746

⁽¹⁾  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

⁽²⁾ Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2016:

Emerging Markets Local Debt Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	2,839,133		$	(3,373,143	)
Futures contracts		14,760			(8,073	)
Purchased options		594,949			—
Swap contracts		198,012			(249,226	)
Written options		—			(353,806	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		3,646,854			(3,984,248	)
Derivatives not subject to a MNA		(55,046	)		62,366
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	3,591,808		$	(3,921,882	)

316

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Notes to Financial Statements – (continued)

October 31, 2016

Emerging Markets Local Debt Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	416,585	$	(219,138	)	$	—	$	(197,447	)	$	—
Barclays		180,603		(180,603	)		—		—			—
BNP Paribas Securities Services		38,089		(38,089	)		—		—			—
Citibank NA		795,409		(556,495	)		—		—			238,914
Commonwealth Bank of Australia		13,710		(8,930	)		—		—			4,780
Credit Agricole		53,187		—			—		—			53,187
Credit Suisse First Boston Corp.		66,499		(17,480	)		—		—			49,019
Deutsche Bank Securities, Inc.		67,699		(67,699	)		—		—			—
Goldman Sachs & Co.		327,247		(316,961	)		—		—			10,286
HSBC Bank USA		65,602		(65,602	)		—		—			—
JP Morgan Chase & Co.		232,395		(232,395	)		—		—			—
Morgan Stanley		617,891		(617,891	)		—		—			—
RBC Dominion Securities, Inc.		15,673		(14,513	)		—		—			1,160
RBS Greenwich Capital		169,486		(169,486	)		—		—			—
Standard Chartered Bank		326,734		(326,734	)		—		—			—
State Street Global Markets LLC		52,188		(52,188	)		—		—			—
UBS AG		149,660		(37,800	)		—		—			111,860
Westpac International		3,151		—			—		—			3,151
Total	$	3,591,808	$	(2,922,004	)	$	—	$	(197,447	)	$	472,357

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(219,138	)	$	219,138	$	—	$	—	$	—
Barclays		(244,465	)		180,603		—		—		(63,862	)
BNP Paribas Securities Services		(38,497	)		38,089		—		—		(408	)
Citibank NA		(556,495	)		556,495		—		—		—
Commonwealth Bank of Australia		(8,930	)		8,930		—		—		—
Credit Suisse First Boston Corp.		(17,480	)		17,480		—		—		—
Deutsche Bank Securities, Inc.		(93,201	)		67,699		—		—		(25,502	)
Goldman Sachs & Co.		(316,961	)		316,961		—		—		—
HSBC Bank USA		(66,138	)		65,602		—		—		(536	)
JP Morgan Chase & Co.		(258,890	)		232,395		—		—		(26,495	)
Morgan Stanley		(1,308,156	)		617,891		—		29,194		(661,071	)
RBC Dominion Securities, Inc.		(14,513	)		14,513		—		—		—
RBS Greenwich Capital		(290,528	)		169,486		—		—		(121,042	)
Standard Chartered Bank		(388,955	)		326,734		—		—		(62,221	)
State Street Global Markets LLC		(61,735	)		52,188		—		—		(9,547	)
UBS AG		(37,800	)		37,800		—		—		—
Total	$	(3,921,882	)	$	2,922,004	$	—	$	29,194	$	(970,684	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

317

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Notes to Financial Statements – (continued)

October 31, 2016

Floating Rate Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	13,581	$	(707,934	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		13,581		(707,934	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	13,581	$	(707,934	)

Floating Rate Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
HSBC Bank USA	$	13,581	$	—	$	—	$	—	$	13,581

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(707,934	)	$	—	$	—	$	—	$	(707,934	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate High Income Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	6,790	$	(51,296	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		6,790		(51,296	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	6,790	$	(51,296	)

Floating Rate High Income Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
HSBC Bank USA	$	6,790	$	—	$	—	$	—	$	6,790

318

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Notes to Financial Statements – (continued)

October 31, 2016

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(51,296	)	$	—	$	—	$	—	$	(51,296	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

High Yield Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	—		$	(43,932	)
Swap contracts		462,949			—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		462,949			(43,932	)
Derivatives not subject to a MNA		(462,949	)		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	(43,932	)

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Citibank NA	$	(43,932	)	$	—	$	—	$	—	$	(43,932	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Inflation Plus Fund
Derivative Financial Instruments:	Assets			Liabilities
Bond forward contracts	$	—		$	(112,656	)
Foreign currency contracts		947,880			(545,905	)
Futures contracts		54,696			(120,360	)
Swap contracts		585,712			(186,995	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,588,288			(965,916	)
Derivatives not subject to a MNA		(438,288	)		120,360
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,150,000		$	(845,556)

319

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Notes to Financial Statements – (continued)

October 31, 2016

Inflation Plus Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Citibank NA	$	825,110		$	(147,550	)	$	—	$	—	$	677,560
Credit Suisse First Boston Corp.		13,780			(13,780	)		—		—		—
Deutsche Bank Securities, Inc.		208,505			(4,965	)		—		—		203,540
Goldman Sachs & Co.		13,197			(13,197	)		—		—		—
HSBC Bank USA		53,332			(16,222	)		—		—		37,110
RBS Greenwich Capital		7,807			—			—		—		7,807
State Street Global Markets LLC		28,269			(16,588	)		—		—		11,681
Total	$	1,150,000		$	(212,302	)	$	—	$	—	$	937,698
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(112,749	)	$	—		$	112,749	$	—	$	—
Bank of Montreal		(43,764	)		—			—		—		(43,764	)
Barclays		(82,761	)		—			82,761		—		—
BNP Paribas Securities Services		(18,825	)		—			—		—		(18,825	)
Citibank NA		(147,550	)		147,550			—		—		—
Credit Suisse First Boston Corp.		(132,193	)		13,780			—		—		(118,413	)
Credit Suisse International		(5,232	)		—			—		—		(5,232	)
Deutsche Bank Securities, Inc.		(4,965	)		4,965			—		—		—
Goldman Sachs & Co.		(32,476	)		13,197			19,279		—		—
HSBC Bank USA		(16,222	)		16,222			—		—		—
Morgan Stanley		(70,359	)		—			70,359		—		—
State Street Global Markets LLC		(16,588	)		16,588			—		—		—
Toronto-Dominion Bank		(153,009	)		—			—		—		(153,009	)
UBS AG		(8,863	)		—			—		—		(8,863	)
Total	$	(845,556	)	$	212,302		$	285,148	$	—	$	(348,106	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Municipal Opportunities Fund
Derivative Financial Instruments:	Assets		Liabilities
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

320

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Notes to Financial Statements – (continued)

October 31, 2016

Municipal Real Return Fund
Derivative Financial Instruments:	Assets		Liabilities
Swap contracts	$	1,470,826	$	(1,587,655	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,470,826		(1,587,655	)
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,470,826	$	(1,587,655	)

Municipal Real Return Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*			Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	115,058	$	(115,058	)	$	—		$	—		$	—
Barclays		382,444		(25,923	)		(270,513	)		—			86,008
BNP Paribas Securities Services		405,512		(120,110	)		—			(260,000	)		25,402
Deutsche Bank Securities, Inc.		246,152		(66,288	)		—			—			179,864
JP Morgan Chase & Co.		287,949		(287,949	)		—			—			—
Morgan Stanley		33,711		—			—			—			33,711
Total	$	1,470,826	$	(615,328	)	$	(270,513	)	$	(260,000	)	$	324,985

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(514,139	)	$	115,058	$	—	$	399,081	$	—
Barclays		(25,923	)		25,923		—		—		—
BNP Paribas Securities Services		(120,110	)		120,110		—		—		—
Citibank NA		(145,515	)		—		—		145,515		—
Deutsche Bank Securities, Inc.		(66,288	)		66,288		—		—		—
JP Morgan Chase & Co.		(715,680	)		287,949		—		427,731		—
Total	$	(1,587,655	)	$	615,328	$	—	$	972,327	$	—

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Quality Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	23,461		$	(329,130	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		23,461			(329,130	)
Derivatives not subject to a MNA		(23,461	)		329,130
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

321

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Short Duration Fund
Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	750,960		$	(187,772	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		750,960			(187,772	)
Derivatives not subject to a MNA		(750,960	)		187,772
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	—

Strategic Income Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	535,671		$	(1,692,444	)
Futures contracts		465,749			(1,762,568	)
Purchased options		403			—
Swap contracts		7,327,592			(5,367,101	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		8,329,415			(8,822,113	)
Derivatives not subject to a MNA		(4,296,070	)		2,573,675
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	4,033,345		$	(6,248,438	)

Strategic Income Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	125,067	$	(125,067	)	$	—	$	—		$	—
Barclays		263,053		(263,053	)		—		—			—
BNP Paribas Securities Services		21,702		(273	)		—		—			21,429
Citibank NA		123,957		(109,808	)		—		—			14,149
Commonwealth Bank of Australia		882		(882	)		—		—			—
Credit Suisse First Boston Corp.		254		(254	)		—		—			—
Credit Suisse International		1,087,638		(1,087,638	)		—		—			—
Deutsche Bank Securities, Inc.		312,805		(22,770	)		—		(290,035	)		—
Goldman Sachs & Co.		387,837		(387,837	)		—		—			—
HSBC Bank USA		1,235		(1,235	)		—		—			—
JP Morgan Chase & Co.		724,197		(177,974	)		—		(463,000	)		83,223
Morgan Stanley		865,999		(865,999	)		—		—			—
RBC Dominion Securities, Inc.		52,428		(2,019	)		—		—			50,409
RBS Greenwich Capital		23,987		(7,952	)		—		—			16,035
Standard Chartered Bank		169		(169	)		—		—			—
State Street Global Markets LLC		41,389		—			—		—			41,389
UBS AG		746		(746	)		—		—			—
Total	$	4,033,345	$	(3,053,676	)	$	—	$	(753,035	)	$	226,634

322

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Notes to Financial Statements – (continued)

October 31, 2016

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(951,446	)	$	125,067	$	268,877	$	—	$	(557,502	)
Bank of Montreal		(225,867	)		—		—		—		(225,867	)
Barclays		(470,622	)		263,053		207,569		—		—
BNP Paribas Securities Services		(273	)		273		—		—		—
Citibank NA		(109,808	)		109,808		—		—		—
Commonwealth Bank of Australia		(3,523	)		882		—		—		(2,641	)
Credit Suisse First Boston Corp.		(270	)		254		—		—		(16	)
Credit Suisse International		(1,477,247	)		1,087,638		301,102		—		(88,507	)
Deutsche Bank Securities, Inc.		(22,770	)		22,770		—		—		—
Goldman Sachs & Co.		(1,305,968	)		387,837		918,131		—		—
HSBC Bank USA		(26,343	)		1,235		—		—		(25,108	)
JP Morgan Chase & Co.		(177,974	)		177,974		—		—		—
Morgan Stanley		(1,189,150	)		865,999		—		—		(323,151	)
RBC Dominion Securities, Inc.		(2,019	)		2,019		—		—		—
RBS Greenwich Capital		(7,952	)		7,952		—		—		—
Standard Chartered Bank		(2,948	)		169		—		—		(2,779	)
UBS AG		(274,258	)		746		—		95,000		(178,512	)
Total	$	(6,248,438	)	$	3,053,676	$	1,695,679	$	95,000	$	(1,404,083	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Total Return Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	795,032		$	(1,060,884	)
Futures contracts		2,259,174			(4,386,808	)
Purchased options		1,347			—
Swap contracts		12,523,432			(13,550,992	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		15,578,985			(18,998,684	)
Derivatives not subject to a MNA		(4,791,049	)		8,608,227
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	10,787,936		$	(10,390,457	)

323

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Total Return Bond Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	202,411		$	(202,411	)	$	—	$	—		$	—
Barclays		3,158,004			(114,044	)		—		(3,043,960	)		—
BNP Paribas Securities Services		61,555			—			—		—			61,555
Citibank NA		608,077			(151,911	)		—		(261,000	)		195,166
Credit Suisse International		1,508,611			(1,508,611	)		—		—			—
Deutsche Bank Securities, Inc.		489,597			(5,606	)		—		(483,991	)		—
Goldman Sachs & Co.		1,161,244			(1,161,244	)		—		—			—
JP Morgan Chase & Co.		373,274			(373,274	)		—		—			—
Morgan Stanley		3,166,590			(2,525,104	)		—		(641,486	)		—
RBS Greenwich Capital		11,942			—			—		—			11,942
State Street Global Markets LLC		46,631			—			—		—			46,631
Total	$	10,787,936		$	(6,042,205	)	$	—	$	(4,430,437	)	$	315,294
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(1,317,869	)	$	202,411		$	336,948	$	—		$	(778,510	)
Barclays		(114,044	)		114,044			—		—			—
Citibank NA		(151,911	)		151,911			—		—			—
Credit Suisse International		(2,587,333	)		1,508,611			—		—			(1,078,722	)
Deutsche Bank Securities, Inc.		(5,606	)		5,606			—		—			—
Goldman Sachs & Co.		(2,924,942	)		1,161,244			1,763,698		—			—
HSBC Bank USA		(33,594	)		—			—		—			(33,594	)
JP Morgan Chase & Co.		(440,688	)		373,274			67,414		—			—
Merrill Lynch International		(213,799	)		—			—		—			(213,799	)
Morgan Stanley		(2,525,104	)		2,525,104			—		—			—
UBS AG		(75,567	)		—			75,567		—			—
Total	$	(10,390,457	)	$	6,042,205		$	2,243,627	$	—		$	(2,104,625	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Unconstrained Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	78,054		$	(174,707	)
Futures contracts		179,312			(159,449	)
Purchased options		88			—
Swap contracts		1,364,242			(1,298,766	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,621,696			(1,632,922	)
Derivatives not subject to a MNA		(436,246	)		383,207
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,185,450		$	(1,249,715	)

324

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Unconstrained Bond Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	14,553	$	(14,553	)	$	—	$	—		$	—
Barclays		196,763		(10,226	)		—		(186,537	)		—
BNP Paribas Securities Services		4,513		(3,291	)		—		—			1,222
Citibank NA		19,491		(19,491	)		—		—			—
Credit Suisse First Boston Corp.		2,404		(1,298	)		—		—			1,106
Credit Suisse International		174,156		(174,156	)		—		—			—
Deutsche Bank Securities, Inc.		75,197		(4,672	)		—		(55,000	)		15,525
Goldman Sachs & Co.		93,673		(93,673	)		—		—			—
HSBC Bank USA		9,316		(5,585	)		—		—			3,731
JP Morgan Chase & Co.		177,830		(24,917	)		—		—			152,913
Morgan Stanley		410,445		(387,676	)		—		(22,769	)		—
RBC Dominion Securities, Inc.		33		—			—		—			33
RBS Greenwich Capital		967		(553	)		—		—			414
State Street Global Markets LLC		6,109		(2,898	)		—		—			3,211
Total	$	1,185,450	$	(742,989	)	$	—	$	(264,306	)	$	178,155

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(160,909	)	$	14,553	$	—	$	—	$	(146,356	)
Bank of Montreal		(7,679	)		—		—		—		(7,679	)
Barclays		(10,226	)		10,226		—		—		—
BNP Paribas Securities Services		(3,291	)		3,291		—		—		—
Citibank NA		(36,861	)		19,491		—		—		(17,370	)
Credit Suisse First Boston Corp.		(1,298	)		1,298		—		—		—
Credit Suisse International		(233,742	)		174,156		4,234		—		(55,352	)
Deutsche Bank Securities, Inc.		(4,672	)		4,672		—		—		—
Goldman Sachs & Co.		(272,597	)		93,673		178,924		—		—
HSBC Bank USA		(5,585	)		5,585		—		—		—
JP Morgan Chase & Co.		(24,917	)		24,917		—		—		—
Merrill Lynch International		(13,575	)		—		—		—		(13,575	)
Morgan Stanley		(387,676	)		387,676		—		—		—
RBS Greenwich Capital		(553	)		553		—		—		—
Standard Chartered Bank		(639	)		—		—		—		(639	)
State Street Global Markets LLC		(2,898	)		2,898		—		—		—
UBS AG		(82,597	)		—		—		75,000		(7,597	)
Total	$	(1,249,715	)	$	742,989	$	183,158	$	75,000	$	(248,568	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

325

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

World Bond Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	48,669,668		$	(27,833,407	)
Futures contracts		7,635,373			(2,075,365	)
Purchased options		3,117,369			—
Swap contracts		10,076,626			(12,515,970	)
Written options		—			(2,350,844	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		69,499,036			(44,775,586	)
Derivatives not subject to a MNA		(9,232,513	)		7,118,284
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	60,266,523		$	(37,657,302	)

World Bond Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*			Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	1,000,732	$	(604,459	)	$	—		$	—		$	396,273
Bank of Montreal		4,157,743		(2,207,069	)		—			—			1,950,674
Barclays		4,351,275		(1,632,739	)		—			—			2,718,536
BNP Paribas Securities Services		648,484		(648,484	)		—			—			—
Citibank NA		3,019,129		(3,019,129	)		—			—			—
Commonwealth Bank of Australia		4,074,210		(493,344	)		—			—			3,580,866
Credit Suisse First Boston Corp.		135,446		(135,446	)		—			—			—
Credit Suisse International		957,624		(957,624	)		—			—			—
Deutsche Bank Securities, Inc.		855,286		(801,487	)		—			(53,799	)		—
Goldman Sachs & Co.		14,353,467		(6,621,675	)		(1,039,002	)		—			6,692,790
HSBC Bank USA		1,844,874		(1,748,788	)		—			—			96,086
JP Morgan Chase & Co.		13,960,184		(7,128,027	)		—			(2,315,000	)		4,517,157
Morgan Stanley		2,763,402		(1,933,748	)		—			—			829,654
National Australia Bank Limited		630,449		(25,827	)		—			—			604,622
RBC Dominion Securities, Inc.		5,074,485		(5,074,485	)		—			—			—
RBS Greenwich Capital		207,651		(207,651	)		—			—			—
Standard Chartered Bank		429,198		(429,198	)		—			—			—
State Street Global Markets LLC		809,432		(744,190	)		—			—			65,242
UBS AG		364,491		(310,466	)		—			—			54,025
Westpac International		628,961		—			—			—			628,961
Total	$	60,266,523	$	(34,723,836	)	$	(1,039,002	)	$	(2,368,799	)	$	22,134,886

326

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(604,459	)	$	604,459	$	—	$	—	$	—
Bank of Montreal		(2,207,069	)		2,207,069		—		—		—
Barclays		(1,632,739	)		1,632,739		—		—		—
BNP Paribas Securities Services		(648,584	)		648,484		—		—		(100	)
Citibank NA		(3,172,764	)		3,019,129		—		—		(153,635	)
Commonwealth Bank of Australia		(493,344	)		493,344		—		—		—
Credit Agricle		(283,359	)		—		—		—		(283,359	)
Credit Suisse First Boston Corp.		(193,555	)		135,446		—		—		(58,109	)
Credit Suisse International		(1,209,478	)		957,624		—		—		(251,854	)
Deutsche Bank Securities, Inc.		(801,487	)		801,487		—		—		—
Goldman Sachs & Co.		(6,621,675	)		6,621,675		—		—		—
HSBC Bank USA		(1,748,788	)		1,748,788		—		—		—
JP Morgan Chase & Co.		(7,128,027	)		7,128,027		—		—		—
Morgan Stanley		(1,933,748	)		1,933,748		—		—		—
National Australia Bank Limited		(25,827	)		25,827		—		—		—
Nomura International		(35,974	)		—		—		—		(35,974	)
RBC Dominion Securities, Inc.		(6,883,670	)		5,074,485		—		—		(1,809,185	)
RBS Greenwich Capital		(358,075	)		207,651		—		—		(150,424	)
Standard Chartered Bank		(525,435	)		429,198		—		—		(96,237	)
State Street Global Markets LLC		(744,190	)		744,190		—		—		—
Toronto-Dominion Bank		(94,589	)		—		—		—		(94,589	)
UBS AG		(310,466	)		310,466		—		—		—
Total	$	(37,657,302	)	$	34,723,836	$	—	$	—	$	(2,933,466	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements.

327

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency (U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2016 and October 31, 2015 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2016								For the Year Ended October 31, 2015
Fund	Tax Exempt Income		Ordinary Income		Long-Term Capital  Gains(1)		Tax Return of Capital		Tax Exempt Income		Ordinary Income		Long-Term Capital  Gains(1)		Tax Return of Capital
Emerging Markets Local Debt Fund	$	—	$	—	$	—	$	6,069,687	$	—	$	—	$	—	$	14,832,158
Floating Rate Fund		—		161,797,699		—		—		—		198,061,840		—		21,709,481
Floating Rate High Income Fund		—		14,774,668		—		860,155		—		23,497,814		3,133,226		4,211,886
High Yield Fund		—		16,100,226		—		—		—		17,589,631		—		89,258
Inflation Plus Fund		—		—		—		—		—		487,150		—		27,826
Municipal Income Fund		287,104		1,520		—		—		75,458		180		—		—
Municipal Opportunities Fund		15,205,643		194,422		—		—		11,534,074		218,269		—		—
Municipal Real Return Fund		4,615,612		26,379		—		—		4,871,021		6,204		—		—
Municipal Short Duration Fund		137,798		482		—		—		31,362		128		—		—
Quality Bond Fund		—		2,265,082		77,262		—		—		520,579		75,092		—
Short Duration Fund		—		14,132,291		—		—		—		12,891,498		1,331,299		—
Strategic Income Fund		—		16,635,463		—		—		—		19,882,298		5,081,698		—
Total Return Bond Fund		—		50,139,442		3,274,787		5,381,516		—		64,332,894		17,437,160		—
Unconstrained Bond Fund		—		2,935,639		—		180,079		—		3,017,996		—		55,488
World Bond Fund		—		—		91,908,297		14,159,746		—		86,731,896		33,840,537		—

⁽¹⁾  The Funds designate these distributions as long-term capital gain dividends pursuant to IRC Sec 852(b)(3)(c).

328

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

As of October 31, 2016, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Tax Exempt Income		Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Emerging Markets Local Debt Fund	$	—	$	—	$	—	$	(28,314,186	)	$	(1,255,325	)	$	(29,569,511	)
Floating Rate Fund		—		5,020,338		—		(505,909,048	)		(107,452,891	)		(608,341,601	)
Floating Rate High Income Fund		—		—		—		(28,720,298	)		(12,872,814	)		(41,593,112	)
High Yield Fund		—		—		—		(37,726,509	)		455,931			(37,270,578	)
Inflation Plus Fund		—		5,077,835		—		(60,891,456	)		10,483,451			(45,330,170	)
Municipal Income Fund		7,426		—		—		(37,059	)		346,494			316,861
Municipal Opportunities Fund		429,476		—		—		(26,463,792	)		23,531,998			(2,502,318	)
Municipal Real Return Fund		62,205		—		—		(32,214,842	)		6,873,812			(25,278,825	)
Municipal Short Duration Fund		6,238		—		—		(15,308	)		109,431			100,361
Quality Bond Fund		—		1,686,844		209,762		—			817,355			2,713,961
Short Duration Fund		—		338,346		—		(4,607,576	)		7,103,017			2,833,787
Strategic Income Fund		—		2,251,909		—		(10,652,087	)		(2,187,732	)		(10,587,910	)
Total Return Bond Fund		—		—		—		(248,307	)		29,046,003			28,797,696
Unconstrained Bond Fund		—		—		—		(21,652,002	)		(555,651	)		(22,207,653	)
World Bond Fund		—		—		—		(16,247,546	)		(32,366,746	)		(48,614,292	)

⁽¹⁾  The Funds have capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, Passive Foreign Investment Companies, expiration or utilization of capital loss carryforwards or net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2016, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Emerging Markets Local Debt Fund	$	(11,693,916	)	$	(6,329,382	)	$	18,023,298
Floating Rate Fund		(109,200,925	)		(1,348,353	)		110,549,278
Floating Rate High Income Fund		(52	)		(1,680,790	)		1,680,842
High Yield Fund		(762,505	)		553,184			209,321
Inflation Plus Fund		(13	)		(147,460	)		147,473
Municipal Income Fund		—			—			—
Municipal Opportunities Fund		—			—			—
Municipal Real Return Fund		(18,856,445	)		13,725			18,842,720
Municipal Short Duration Fund		—			—			—
Quality Bond Fund		1			261,893			(261,894	)
Short Duration Fund		—			361,811			(361,811	)
Strategic Income Fund		—			1,072,914			(1,072,914	)
Total Return Bond Fund		10			(9,361,979	)		9,361,969
Unconstrained Bond Fund		—			(402,242	)		402,242
World Bond Fund		(23,727,263	)		(64,530,058	)		88,257,321

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years,

329

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration						Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund	2017		2018		2019
Emerging Markets Local Debt Fund	$	—	$	—	$	—	$	258,858	$	28,055,328
Floating Rate Fund		272,060,203		—		—		—		233,848,845
Floating Rate High Income Fund		—		—		—		5,551,306		23,168,992
High Yield Fund		18,103,626		—		—		5,960,453		13,662,430
Inflation Plus Fund		—		—		—		13,628,049		47,263,407
Municipal Income Fund		—		—		—		—		37,059
Municipal Opportunities Fund		9,797,063		6,120,720		10,546,009		—		—
Municipal Real Return Fund		16,621,393		6,087,643		1,653,837		—		7,851,969
Municipal Short Duration Fund		—		—		—		2,921		12,387
Short Duration Fund		—		—		—		261,681		4,345,895
Strategic Income Fund		—		—		—		9,439,946		1,212,141
Total Return Bond Fund		—		—		—		—		248,307
Unconstrained Bond Fund		12,172,503		—		—		6,282,376		3,197,123
World Bond Fund		—		—		—		—		16,247,546

The Quality Bond Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2016.

During the year ended October 31, 2016, the Municipal Income Fund, Municipal Opportunities Fund, and Municipal Short Duration Fund utilized $28,833, $1,460,974, and $6,374 of prior year capital loss carryforwards, respectively.

During the year ended October 31, 2016, the Floating Rate Fund, High Yield Fund, and Municipal Real Return Fund had expired $109,198,281, $734,446, and $18,856,445 of prior year capital loss carryforwards, respectively.

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of October 31, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

330

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Emerging Markets Local Debt Fund	1.0000% on first $250 million and;
	0.9500% on next $250 million and;
	0.9000% on next $4.5 billion and;
	0.8975% on next $5 billion and;
	0.8950% over $10 billion
Floating Rate Fund	0.6500% on first $500 million and;
	0.6000% on next $2 billion and;
	0.5900% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5700% over $10 billion
Floating Rate High Income Fund	0.7000% on first $500 million and;
	0.6500% on next $2 billion and;
	0.6400% on next $2.5 billion and;
	0.6300% on next $5 billion and;
	0.6200% over $10 billion
High Yield Fund	0.6500% on first $500 million and;
	0.6000% on next $500 million and;
	0.5950% on next $1.5 billion and;
	0.5900% on next $2.5 billion and;
	0.5800% on next $5 billion and;
	0.5700% over $10 billion
Inflation Plus Fund	0.5000% on first $500 million and;
	0.4500% on next $500 million and;
	0.4450% on next $1.5 billion and;
	0.4400% on next $2.5 billion and;
	0.4300% on next $5 billion and;
	0.4200% over $10 billion
Municipal Income Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Opportunities Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Municipal Real Return Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion

331

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Management Fee Rates
Municipal Short Duration Fund	0.3500% on first $500 million and;
	0.3000% on next $500 million and;
	0.2900% on next $1.5 billion and;
	0.2850% on next $2.5 billion and;
	0.2800% over $5 billion
Quality Bond Fund	0.5000% on first $500 million and;
	0.4500% on next $500 million and;
	0.4450% on next $1.5 billion and;
	0.4400% on next $2.5 billion and;
	0.4300% on next $5 billion and;
	0.4200% over $10 billion
Short Duration Fund	0.4500% on first $500 million and;
	0.4000% on next $500 million and;
	0.3950% on next $1.5 billion and;
	0.3900% on next $2.5 billion and;
	0.3800% on next $5 billion and;
	0.3700% over $10 billion
Strategic Income Fund	0.5500% on first $500 million and;
	0.5000% on next $500 million and;
	0.4750% on next $1.5 billion and;
	0.4650% on next $2.5 billion and;
	0.4550% on next $5 billion and;
	0.4450% over $10 billion
Total Return Bond Fund	0.4300% on first $500 million and;
	0.3800% on next $500 million and;
	0.3700% on next $4 billion and;
	0.3600% on next $5 billion and;
	0.3500% over $10 billion
Unconstrained Bond Fund	0.5500% on first $500 million and;
	0.5000% on next $500 million and;
	0.4750% on next $1.5 billion and;
	0.4650% on next $2.5 billion and;
	0.4550% on next $5 billion and;
	0.4450% over $10 billion
World Bond Fund	0.7000% on first $250 million and;
	0.6500% on next $250 million and;
	0.6000% on next $4.5 billion and;
	0.5750% on next $5 billion and;
	0.5725% on over $10 billion

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Emerging Markets Local Debt Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion

332

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Accounting Services Fee Rates
Floating Rate Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Floating Rate High Income Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
High Yield Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $5 billion
Inflation Plus Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Municipal Income Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Municipal Opportunities Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Municipal Real Return Fund	0.016% on first $5 billion and;
	0.013% on next $5 billion and;
	0.010% over $10 billion
Municipal Short Duration Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Quality Bond Fund	0.014% on first $5 billion and;
	0.012% on next $5 billion and;
	0.010% over $10 billion
Short Duration Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
Strategic Income Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
Total Return Bond Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
Unconstrained Bond Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
World Bond Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion

333

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by each Company are allocated to each Fund, as applicable, and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of October 31, 2016, HFMC contractually limited the total operating expenses of each Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2017 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Local Debt Fund		1.25	%		NA			2.00	%		1.00	%		1.55	%		1.25	%		0.95	%		NA			0.90	%
Floating Rate Fund		1.00	%		1.75	%		1.75	%		0.75	%		1.25	%		1.00	%		0.70	%		NA			0.70	%
Floating Rate High Income Fund		1.05	%		NA			1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		NA			0.75	%
High Yield Fund		1.05	%		1.80	%		1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		NA			0.70	%
Inflation Plus Fund		0.85	%		1.60	%		1.60	%		0.60	%		1.20	%		0.90	%		0.60	%		NA			0.55	%
Municipal Income Fund		0.69	%		NA			1.44	%		0.44	%		NA			NA			NA			NA			NA
Municipal Opportunities Fund		0.69	%		1.44	%		1.44	%		0.44	%		NA			NA			NA			NA			NA
Municipal Real Return Fund		0.69	%		1.44	%		1.44	%		0.44	%		NA			NA			NA			NA			0.44	%
Municipal Short Duration Fund		0.69	%		NA			1.44	%		0.44	%		NA			NA			NA			NA			NA
Quality Bond Fund		0.95	%		NA			1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		NA			0.60	%
Short Duration Fund		0.85	%		1.60	%*		1.60	%		0.60	%		1.15	%		0.85	%		0.55	%		NA			0.55	%
Strategic Income Fund		0.95	%		1.70	%**		1.70	%		0.70	%		1.25	%		0.95	%		0.65	%		0.60	%		0.60	%
Total Return Bond Fund		0.87	%		1.62	%		1.62	%		0.62	%		1.17	%		0.87	%		0.57	%		0.52	%		0.52	%
Unconstrained Bond Fund		0.99	%		1.74	%		1.74	%		0.74	%		1.29	%		0.99	%		0.69	%		NA			0.69	%
World Bond Fund		1.05	%		NA			1.80	%		0.80	%		1.35	%		1.05	%		0.75	%		0.70	%		0.70	%

* The reduction in amounts charged in connection with the Short Duration Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect July 1, 2011, in order to comply with applicable Financial Industry Regulatory Authority (“FINRA”) rules, caused the effective limit on net operating expenses attributable to the Short Duration Fund’s Class B shares to be 0.85%.

** The reduction in amounts charged in connection with the Strategic Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect January 1, 2016, in order to comply with applicable FINRA rules, caused the effective limit on net operating expenses attributable the Strategic Income Fund’s Class B shares to be 0.95%.

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the year ended October 31, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6		Class Y
Emerging Markets Local Debt Fund		1.26	%		—			2.01	%		1.01	%		1.56	%		1.26	%		0.96	%		—		0.91	%
Floating Rate Fund		1.01	%		1.76	%		1.74	%		0.74	%		1.26	%		1.01	%		0.71	%		—		0.66	%
Floating Rate High Income Fund		1.07	%		—			1.82	%		0.82	%		1.37	%		1.07	%		0.77	%		—		0.77	%
High Yield Fund		1.07	%		1.82	%		1.82	%		0.82	%		1.37	%		1.07	%		0.77	%		—		0.72	%
Inflation Plus Fund		0.87	%		1.62	%		1.62	%		0.62	%		1.22	%		0.92	%		0.62	%		—		0.57	%
Municipal Income Fund		0.70	%		—			1.45	%		0.45	%		—			—			—			—		—
Municipal Opportunities Fund		0.70	%		1.45	%		1.45	%		0.45	%		—			—			—			—		—
Municipal Real Return Fund		0.70	%		1.45	%		1.45	%		0.45	%		—			—			—			—		0.45	%
Municipal Short Duration Fund		0.70	%		—			1.45	%		0.45	%		—			—			—			—		—

334

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Quality Bond Fund		0.96	%		—			1.71	%		0.71	%		1.26	%		0.96	%		0.66	%		—			0.61	%
Short Duration Fund		0.86	%		0.86	%		1.61	%		0.57	%		1.16	%		0.86	%		0.56	%		—			0.51	%
Strategic Income Fund		0.96	%		1.11	%		1.71	%		0.71	%		1.26	%		0.96	%		0.66	%		0.61	%		0.61	%
Total Return Bond Fund		0.87	%		1.63	%		1.60	%		0.61	%		1.18	%		0.86	%		0.56	%		0.45	%		0.45	%
Unconstrained Bond Fund		1.01	%		1.76	%		1.76	%		0.76	%		1.31	%		1.01	%		0.71	%		—			0.71	%
World Bond Fund		1.07	%		—			1.79	%		0.81	%		1.37	%		1.07	%		0.77	%		0.72	%		0.69	%

e) Distribution and Service Plan for Class A, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Emerging Markets Local Debt Fund	$	12,880	$	30
Floating Rate Fund		465,729		98,299
Floating Rate High Income Fund		122,753		47,339
High Yield Fund		723,573		9,208
Inflation Plus Fund		170,633		5,876
Municipal Income Fund		85,102		—	*
Municipal Opportunities Fund		892,055		66,351
Municipal Real Return Fund		188,759		9,312
Municipal Short Duration Fund		33,181		—	*
Quality Bond Fund		109,167		2,094
Short Duration Fund		836,540		107,921
Strategic income Fund		319,000		5,689
Total Return Bond Fund		4,077,926		29,849
Unconstrained Bond Fund		22,033		2,827
World Bond Fund		1,419,564		48,430

* Total CDSC includes Underwriter adjustment credits which may cause negative dollar amounts.

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, B, C, R3 and R4 shares. Under a Plan, Class A, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective January 1, 2011, there was a reduction in the amount charged in connection with Short Duration Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Effective January 1, 2016, there was a reduction in the amount charged in connection with Strategic Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

335

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2016, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Emerging Markets Local Debt Fund	$	295
Floating Rate Fund		9,657
Floating Rate High Income Fund		758
High Yield Fund		816
Inflation Plus Fund		1,608
Municipal Income Fund		35
Municipal Opportunities Fund		1,565
Municipal Real Return Fund		414
Municipal Short Duration Fund		40
Quality Bond Fund		275
Short Duration Fund		2,054
Strategic income Fund		975
Total Return Bond Fund		4,733
Unconstrained Bond Fund		217
World Bond Fund		8,679

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the year ended October 31, 2016, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

Fund	Percent of Average Daily Net Assets
Emerging Markets Local Debt Fund		0.02	%
Floating Rate Fund		0.08	%
Floating Rate High Income Fund		0.09	%
High Yield Fund		0.17	%
Inflation Plus Fund		0.11	%
Municipal Income Fund		0.03	%
Municipal Opportunities Fund		0.04	%
Municipal Real Return Fund		0.05	%
Municipal Short Duration Fund		0.02	%
Quality Bond Fund		0.03	%
Short Duration Fund		0.11	%
Strategic Income Fund		0.07	%
Total Return Bond Fund		0.08	%
Unconstrained Bond Fund		0.15	%
World Bond Fund		0.11	%

336

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

8. Affiliate Holdings:

As of October 31, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Local Debt Fund		—			—		—			—			58	%		38	%		100	%		—			—
Floating Rate Fund		—			—		—			—			—			—			—			—			—
Floating Rate High Income Fund		—			—		—			—			—			—			3	%		—			—
High Yield Fund		—			—		—			—			—			—			—			—			—
Inflation Plus Fund		—			—		—			—			—			—			—			—			—
Municipal Income Fund		27	%		—		87	%		—	%*		—			—			—			—			—
Municipal Opportunities Fund		—			—		—			—			—			—			—			—			—
Municipal Real Return Fund		—			—		—			—			—			—			—			—			—
Municipal Short Duration Fund		30	%		—		62	%		—	%*		—			—			—			—			—
Quality Bond Fund		—			—		—			—			6	%		47	%		26	%		—			—	%*
Short Duration Fund		—			—		—			—			—			—			54	%		—			—
Strategic Income Fund		—			—		—			—			—			41	%		8	%		100	%		—
Total Return Bond Fund		—			—		—			—			—			—			—			100	%		—
Unconstrained Bond Fund		—			—		—			—			49	%		3	%		100	%		—			—
World Bond Fund		—			—		—			—			—			—			—			—			—

Percentage of Fund by Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Emerging Markets Local Debt Fund		—			—		—			—			—	%*		—	%*		—	%*		—			—
Floating Rate Fund		—			—		—			—			—			—			—			—			—
Floating Rate High Income Fund		—			—		—			—			—			—			—	%*		—			—
High Yield Fund		—			—		—			—			—			—			—			—			—
Inflation Plus Fund		—			—		—			—			—			—			—			—			—
Municipal Income Fund		14	%		—		14	%		—	%*		—			—			—			—			—
Municipal Opportunities Fund		—			—		—			—			—			—			—			—			—
Municipal Real Return Fund		—			—		—			—			—			—			—			—			—
Municipal Short Duration Fund		—	%*		—		—	%*		—	%*		—			—			—			—			—
Quality Bond Fund		—			—		—			—			—	%*		—	%*		—	%*		—			—	%*
Short Duration Fund		—			—		—			—			—			—			—	%*		—			—
Strategic Income Fund		—			—		—			—			—			—	%*		—	%*		—	%*		—
Total Return Bond Fund		—			—		—			—			—			—			—			—	%*		—
Unconstrained Bond Fund		—			—		—			—			—	%*		—	%*		—	%*		—			—
World Bond Fund		—			—		—			—			—			—			—			—			—

* Percentage rounds to zero.

337

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

As of October 31, 2016, the Funds’ shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

Funds	Percentage of Fund*
High Yield Fund		2	%
Inflation Plus Fund		11	%
Quality Bond Fund		75	%
Short Duration Fund		5	%
Strategic Income Fund		42	%
Total Return Bond Fund		33	%
Unconstrained Bond Fund		25	%
World Bond Fund		5	%

* Affiliated Funds invest in Class Y shares.

9. Investment Transactions:

For the year ended October 31, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Emerging Markets Local Debt Fund	$	212,153,307	$	300,616,312
Floating Rate Fund		1,518,632,517		2,265,066,912
Floating Rate High Income Fund		225,707,896		274,054,413
High Yield Fund		154,422,156		146,703,561
Inflation Plus Fund		216,879,919		170,342,263
Municipal Income Fund		9,551,434		1,675,363
Municipal Opportunities Fund		411,927,086		131,601,211
Municipal Real Return Fund		34,043,204		33,993,610
Municipal Short Duration Fund		8,821,029		1,818,626
Quality Bond Fund		54,772,034		22,852,599
Short Duration Fund		390,408,001		232,280,278
Strategic Income Fund		165,378,606		161,339,475
Total Return Bond Fund		778,221,245		788,678,828
Unconstrained Bond Fund		25,232,664		34,069,746
World Bond Fund		3,840,122,894		3,680,596,845

338

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Emerging Markets Local Debt Fund	$	—	$	—
Floating Rate Fund		—		—
Floating Rate High Income Fund		—		—
High Yield Fund		—		—
Inflation Plus Fund		250,734,290		460,930,697
Municipal Income Fund		—		—
Municipal Opportunities Fund		—		—
Municipal Real Return Fund		—		—
Municipal Short Duration Fund		—		—
Quality Bond Fund		113,523,565		68,579,736
Short Duration Fund		111,292,553		104,149,324
Strategic Income Fund		59,592,262		46,650,107
Total Return Bond Fund		250,586,703		254,496,504
Unconstrained Bond Fund		6,936,577		11,081,235
World Bond Fund		346,698,526		347,725,280

Fund	Total Cost of Purchases		Total Sales Proceeds
Emerging Markets Local Debt Fund	$	212,153,307	$	300,616,312
Floating Rate Fund		1,518,632,517		2,265,066,912
Floating Rate High Income Fund		225,707,896		274,054,413
High Yield Fund		154,422,156		146,703,561
Inflation Plus Fund		467,614,209		631,272,960
Municipal Income Fund		9,551,434		1,675,363
Municipal Opportunities Fund		411,927,086		131,601,211
Municipal Real Return Fund		34,043,204		33,993,610
Municipal Short Duration Fund		8,821,029		1,818,626
Quality Bond Fund		168,295,599		91,432,335
Short Duration Fund		501,700,554		336,429,602
Strategic Income Fund		224,970,868		207,989,582
Total Return Bond Fund		1,028,807,948		1,043,175,332
Unconstrained Bond Fund		32,169,241		45,150,981
World Bond Fund		4,186,821,420		4,028,322,125

For the year ended October 31, 2016, Strategic Income Fund engaged in security transactions with the Multi-Asset Income Fund. These amounted to $13,533,384 in purchases of investments, which are excluded from the above, pursuant to Rule 17a-7 under the Investment Company Act of 1940.

339

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

10. Capital Share Transactions:

The following information is for the year ended October 31, 2016, and the year ended October 31, 2015:

Emerging Markets Local Debt Fund

	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		301,069		$	2,190,607			143,198		$	1,157,588
Shares Issued for Reinvested Dividends		36,021			256,316			45,591			356,831
Shares Redeemed		(383,209	)		(2,727,176)			(454,268	)		(3,658,896)
Net Increase (Decrease)		(46,119	)		(280,253	)		(265,479	)		(2,144,477	)
Class C
Shares Sold		175,462		$	1,312,107			24,619		$	198,477
Shares Issued for Reinvested Dividends		5,725			41,175			7,605			59,735
Shares Redeemed		(109,708	)		(762,599	)		(207,059	)		(1,688,561	)
Net Increase (Decrease)		71,479			590,683			(174,835	)		(1,430,349	)
Class I
Shares Sold		1,267,549		$	9,439,022			417,466		$	3,526,657
Shares Issued for Reinvested Dividends		24,140			176,248			46,339			367,629
Shares Redeemed		(494,365	)		(3,474,358	)		(4,800,399	)		(39,520,566	)
Net Increase (Decrease)		797,324			6,140,912			(4,336,594	)		(35,626,280	)
Class R3
Shares Sold		2,399		$	16,063			376		$	2,889
Shares Issued for Reinvested Dividends		1,087			7,561			11,095			86,120
Shares Redeemed		(239,237	)		(1,595,169	)		(2	)		(13	)
Net Increase (Decrease)		(235,751	)		(1,571,545	)		11,469			88,996
Class R4
Shares Sold		293		$	2,074			308		$	2,382
Shares Issued for Reinvested Dividends		1,252			8,716			12,017			93,318
Shares Redeemed		(243,340	)		(1,622,587	)		—			—
Net Increase (Decrease)		(241,795	)		(1,611,797	)		12,325			95,700
Class R5
Shares Issued for Reinvested Dividends		1,253		$	8,690			12,773		$	99,231
Shares Redeemed		(243,446	)		(1,621,350	)		—			—
Net Increase (Decrease)		(242,193	)		(1,612,660	)		12,773			99,231
Class Y
Shares Sold		12,394,380		$	84,973,242			25,352,557		$	204,857,829
Shares Issued for Reinvested Dividends		545,522			3,793,736			1,743,319			13,559,430
Shares Redeemed		(26,382,650	)		(179,012,491)			(30,584,485	)		(235,152,152)
Net Increase (Decrease)		(13,442,748	)		(90,245,513	)		(3,488,609	)		(16,734,893	)
Total Net Increase (Decrease)		(13,339,803	)	$	(88,590,173	)		(8,228,950	)	$	(55,652,072	)

340

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Floating Rate Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		19,533,154		$	161,879,416			24,521,260		$	212,940,115
Shares Issued for Reinvested Dividends		4,400,211			36,372,824			5,677,145			49,210,187
Shares Redeemed		(54,032,332	)		(445,282,805	)		(62,722,259	)		(544,171,583	)
Shares converted (from) Class B into Class A		29,633			243,520			110,864			964,794
Net Increase (Decrease)		(30,069,334	)		(246,787,045	)		(32,412,990	)		(281,056,487	)
Class B
Shares Sold		21,834		$	180,042			33,810		$	291,997
Shares Issued for Reinvested Dividends		20,358			167,554			44,374			384,692
Shares Redeemed		(527,261	)		(4,350,713	)		(1,129,048	)		(9,800,998	)
Shares converted (from) Class B into Class A		(29,682	)		(243,520	)		(111,034	)		(964,794	)
Net Increase (Decrease)		(514,751	)		(4,246,637	)		(1,161,898	)		(10,089,103	)
Class C
Shares Sold		7,526,901		$	62,343,007			10,173,038		$	88,299,036
Shares Issued for Reinvested Dividends		4,654,346			38,426,524			5,688,167			49,243,475
Shares Redeemed		(44,878,601	)		(369,212,899	)		(55,925,951	)		(484,762,751	)
Net Increase (Decrease)		(32,697,354	)		(268,443,368	)		(40,064,746	)		(347,220,240	)
Class I
Shares Sold		60,508,586		$	502,721,539			61,465,508		$	535,353,344
Shares Issued for Reinvested Dividends		6,218,348			51,490,853			8,181,766			70,989,536
Shares Redeemed		(97,777,038	)		(802,851,504	)		(129,552,816	)		(1,126,122,563	)
Net Increase (Decrease)		(31,050,104	)		(248,639,112	)		(59,905,542	)		(519,779,683	)
Class R3
Shares Sold		310,576		$	2,586,028			927,502		$	8,103,048
Shares Issued for Reinvested Dividends		49,261			407,797			64,904			563,970
Shares Redeemed		(752,182	)		(6,225,546	)		(1,386,409	)		(12,124,357	)
Net Increase (Decrease)		(392,345	)		(3,231,721	)		(394,003	)		(3,457,339	)
Class R4
Shares Sold		182,748		$	1,510,970			203,055		$	1,765,555
Shares Issued for Reinvested Dividends		29,466			243,939			28,749			248,822
Shares Redeemed		(291,006	)		(2,408,597	)		(444,166	)		(3,849,245	)
Net Increase (Decrease)		(78,792	)		(653,688	)		(212,362	)		(1,834,868	)
Class R5
Shares Sold		33,349		$	274,836			84,013		$	732,228
Shares Issued for Reinvested Dividends		10,560			87,030			14,136			122,449
Shares Redeemed		(152,969	)		(1,267,699	)		(185,796	)		(1,616,417	)
Net Increase (Decrease)		(109,060	)		(905,833	)		(87,647	)		(761,740	)
Class Y
Shares Sold		15,853,480		$	130,607,308			27,366,958		$	237,149,585
Shares Issued for Reinvested Dividends		1,326,122			10,964,795			1,617,420			13,994,457
Shares Redeemed		(27,483,350	)		(225,200,612	)		(28,148,422	)		(243,267,304	)
Net Increase (Decrease)		(10,303,748	)		(83,628,509	)		835,956			7,876,738
Total Net Increase (Decrease)		(105,215,488	)	$	(856,535,913	)		(133,403,232	)	$	(1,156,322,722	)

341

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Floating Rate High Income Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		4,678,693		$	44,332,723			6,418,254		$	64,703,495
Shares Issued for Reinvested Dividends		595,241			5,585,239			1,064,334			10,654,628
Shares Redeemed		(6,758,565	)		(62,978,984	)		(11,544,097	)		(115,478,650	)
Net Increase (Decrease)		(1,484,631	)		(13,061,022	)		(4,061,509	)		(40,120,527	)
Class C
Shares Sold		1,185,395		$	11,227,965			2,444,760		$	24,666,587
Shares Issued for Reinvested Dividends		396,086			3,715,593			613,802			6,143,653
Shares Redeemed		(3,491,523	)		(32,714,236	)		(3,900,528	)		(39,095,916	)
Net Increase (Decrease)		(1,910,042	)		(17,770,678	)		(841,966	)		(8,285,676	)
Class I
Shares Sold		11,118,195		$	106,585,842			11,957,426		$	121,072,578
Shares Issued for Reinvested Dividends		604,682			5,684,351			1,230,329			12,331,294
Shares Redeemed		(11,707,004	)		(108,663,587	)		(17,405,605	)		(174,295,762	)
Net Increase (Decrease)		15,873			3,606,606			(4,217,850	)		(40,891,890	)
Class R3
Shares Sold		4,483		$	41,845			16,479		$	164,418
Shares Issued for Reinvested Dividends		1,109			10,333			15,111			151,211
Shares Redeemed		(57,310	)		(529,145	)		(221,642	)		(2,136,115	)
Net Increase (Decrease)		(51,718	)		(476,967	)		(190,052	)		(1,820,486	)
Class R4
Shares Sold		3,044		$	28,751			2,972		$	29,814
Shares Issued for Reinvested Dividends		2,572			24,131			17,761			177,349
Shares Redeemed		(255,566	)		(2,346,980	)		(5,558	)		(54,404	)
Net Increase (Decrease)		(249,950	)		(2,294,098	)		15,175			152,759
Class R5
Shares Sold		54,777		$	513,912			37,737		$	376,537
Shares Issued for Reinvested Dividends		3,339			31,485			18,148			181,029
Shares Redeemed		(292,578	)		(2,685,878	)		(2	)		(20	)
Net Increase (Decrease)		(234,462	)		(2,140,481	)		55,883			557,546
Class Y
Shares Sold		241,947		$	2,361,937			227,997		$	2,221,146
Shares Issued for Reinvested Dividends		19,362			181,204			66,263			665,189
Shares Redeemed		(279,151	)		(2,583,588	)		(1,034,144	)		(10,510,147	)
Net Increase (Decrease)		(17,842	)		(40,447	)		(739,884	)		(7,623,812	)
Total Net Increase (Decrease)		(3,932,772	)	$	(32,177,087	)		(9,980,203	)	$	(98,032,086	)

342

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

High Yield Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		9,731,805		$	69,118,217			11,756,228		$	86,660,217
Shares Issued for Reinvested Dividends		1,560,436			10,983,338			1,545,148			11,457,361
Shares Redeemed		(11,729,734	)		(82,459,290	)		(13,173,616	)		(98,187,449	)
Shares converted (from) Class B into Class A		39,175			273,162			62,806			467,338
Net Increase (Decrease)		(398,318	)		(2,084,573	)		190,566			397,467
Class B
Shares Sold		21,471		$	149,501			9,692		$	71,339
Shares Issued for Reinvested Dividends		12,867			89,394			22,248			164,193
Shares Redeemed		(247,205	)		(1,724,751	)		(252,063	)		(1,860,547	)
Shares converted (from) Class B into Class A		(39,423	)		(273,162	)		(63,147	)		(467,338	)
Net Increase (Decrease)		(252,290	)		(1,759,018	)		(283,270	)		(2,092,353	)
Class C
Shares Sold		1,497,262		$	10,451,677			2,580,674		$	19,200,594
Shares Issued for Reinvested Dividends		336,208			2,356,009			387,356			2,863,332
Shares Redeemed		(2,909,501	)		(20,174,013	)		(5,906,989	)		(43,790,819	)
Net Increase (Decrease)		(1,076,031	)		(7,366,327	)		(2,938,959	)		(21,726,893	)
Class I
Shares Sold		6,452,685		$	45,660,350			3,833,501		$	28,593,094
Shares Issued for Reinvested Dividends		196,972			1,399,100			221,668			1,656,568
Shares Redeemed		(5,822,291	)		(40,916,714	)		(5,857,575	)		(43,863,192	)
Net Increase (Decrease)		827,366			6,142,736			(1,802,406	)		(13,613,530	)
Class R3
Shares Sold		164,463		$	1,130,943			61,802		$	459,488
Shares Issued for Reinvested Dividends		18,368			129,187			13,339			98,775
Shares Redeemed		(54,102	)		(374,159	)		(94,102	)		(706,559	)
Net Increase (Decrease)		128,729			885,971			(18,961	)		(148,296	)
Class R4
Shares Sold		1,901,488		$	13,595,173			61,371		$	455,620
Shares Issued for Reinvested Dividends		11,285			79,945			8,268			61,188
Shares Redeemed		(1,874,583	)		(13,579,358	)		(54,874	)		(403,804	)
Net Increase (Decrease)		38,190			95,760			14,765			113,004
Class R5
Shares Sold		28,430		$	198,010			16,621		$	123,496
Shares Issued for Reinvested Dividends		3,996			28,165			3,405			25,173
Shares Redeemed		(9,469	)		(65,466	)		(19,602	)		(143,676	)
Net Increase (Decrease)		22,957			160,709			424			4,993
Class Y
Shares Sold		181,803		$	1,263,847			1,260,144		$	9,375,101
Shares Issued for Reinvested Dividends		57,850			406,388			55,364			410,394
Shares Redeemed		(227,684	)		(1,606,185	)		(1,328,755	)		(9,855,457	)
Net Increase (Decrease)		11,969			64,050			(13,247	)		(69,962	)
Total Net Increase (Decrease)		(697,428	)	$	(3,860,692	)		(4,851,088	)	$	(37,135,570	)

343

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Inflation Plus Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,658,689		$	17,868,560			2,172,503		$	23,229,608
Shares Issued for Reinvested Dividends		—			—			15,924			169,456
Shares Redeemed		(5,312,064	)		(57,016,347	)		(9,417,336	)		(100,608,799	)
Shares converted (from) Class B into Class A		76,593			819,591			58,516			626,146
Net Increase (Decrease)		(3,576,782	)		(38,328,196	)		(7,170,393	)		(76,583,589	)
Class B
Shares Sold		7,917		$	81,225			5,999		$	61,437
Shares Issued for Reinvested Dividends		—			—			286			2,950
Shares Redeemed		(460,553	)		(4,762,064	)		(528,222	)		(5,461,537	)
Shares converted (from) Class B into Class A		(79,738	)		(819,591	)		(60,514	)		(626,146	)
Net Increase (Decrease)		(532,374	)		(5,500,430	)		(582,451	)		(6,023,296	)
Class C
Shares Sold		417,967		$	4,304,006			523,858		$	5,409,507
Shares Issued for Reinvested Dividends		—			—			4,082			42,084
Shares Redeemed		(4,095,445	)		(42,184,919	)		(5,988,706	)		(61,897,091	)
Net Increase (Decrease)		(3,677,478	)		(37,880,913	)		(5,460,766	)		(56,445,500	)
Class I
Shares Sold		2,013,674		$	22,115,864			1,939,151		$	21,032,744
Shares Issued for Reinvested Dividends		—			—			4,537			48,958
Shares Redeemed		(2,369,861	)		(25,890,477	)		(4,341,804	)		(47,076,441	)
Net Increase (Decrease)		(356,187	)		(3,774,613	)		(2,398,116	)		(25,994,739	)
Class R3
Shares Sold		551,017		$	5,829,114			760,259		$	8,018,831
Shares Issued for Reinvested Dividends		—			—			2,455			25,803
Shares Redeemed		(1,263,243	)		(13,345,134	)		(1,397,145	)		(14,704,591	)
Net Increase (Decrease)		(712,226	)		(7,516,020	)		(634,431	)		(6,659,957	)
Class R4
Shares Sold		387,202		$	4,143,421			494,580		$	5,287,298
Shares Issued for Reinvested Dividends		—			—			888			9,447
Shares Redeemed		(788,301	)		(8,418,049	)		(771,113	)		(8,236,319	)
Net Increase (Decrease)		(401,099	)		(4,274,628	)		(275,645	)		(2,939,574	)
Class R5
Shares Sold		106,820		$	1,171,368			185,914		$	2,009,264
Shares Issued for Reinvested Dividends		—			—			281			3,027
Shares Redeemed		(244,548	)		(2,669,709	)		(304,508	)		(3,291,759	)
Net Increase (Decrease)		(137,728	)		(1,498,341	)		(118,313	)		(1,279,468	)
Class Y
Shares Sold		2,783,671		$	30,330,685			1,865,717		$	20,282,792
Shares Issued for Reinvested Dividends		—			—			14,463			156,200
Shares Redeemed		(12,146,549	)		(129,623,263	)		(4,641,661	)		(50,391,110	)
Net Increase (Decrease)		(9,362,878	)		(99,292,578	)		(2,761,481	)		(29,952,118	)
Total Net Increase (Decrease)		(18,756,752	)	$	(198,065,719	)		(19,401,596	)	$	(205,878,241	)

344

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Municipal Income Fund
	For the Year Ended October 31, 2016						For the Period Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A(1)
Shares Sold		721,556		$	7,497,858			314,934		$	3,148,910
Shares Issued for Reinvested Dividends		11,868			123,308			2,109			21,116
Shares Redeemed		(77,173	)		(803,466	)		(12,266	)		(123,027	)
Net Increase (Decrease)		656,251			6,817,700			304,777			3,046,999
Class C(1)
Shares Sold		54,676		$	569,025			250,001		$	2,500,010
Shares Issued for Reinvested Dividends		3,560			36,875			1,115			11,155
Shares Redeemed		(15,836	)		(164,815	)		—			—
Net Increase (Decrease)		42,400			441,085			251,116			2,511,165
Class I(1)
Shares Sold		94,138		$	981,828			501,867		$	5,018,760
Shares Issued for Reinvested Dividends		12,387			128,308			4,332			43,367
Shares Redeemed		(18,684	)		(192,097	)		—			—
Net Increase (Decrease)		87,841			918,039			506,199			5,062,127
Total Net Increase (Decrease)		786,492		$	8,176,824			1,062,092		$	10,620,291
(1)      Commenced operations on May 29, 2015.
Municipal Opportunities Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		14,582,818		$	126,868,821			7,214,484		$	61,554,119
Shares Issued for Reinvested Dividends		662,308			5,774,891			621,917			5,300,768
Shares Redeemed		(7,520,309	)		(65,536,354	)		(5,532,013	)		(47,087,797	)
Shares converted (from) Class B into Class A		4,490			39,007			1,232			10,413
Net Increase (Decrease)		7,729,307			67,146,365			2,305,620			19,777,503
Class B
Shares Sold		4,241		$	36,686			10,050		$	86,461
Shares Issued for Reinvested Dividends		2,744			23,839			5,433			46,276
Shares Redeemed		(175,910	)		(1,532,366	)		(107,070	)		(911,664	)
Shares converted (from) Class B into Class A		(4,495	)		(39,007	)		(1,234	)		(10,413	)
Net Increase (Decrease)		(173,420	)		(1,510,848	)		(92,821	)		(789,340	)
Class C
Shares Sold		5,507,746		$	47,992,016			2,551,806		$	21,797,097
Shares Issued for Reinvested Dividends		189,530			1,653,633			192,431			1,641,079
Shares Redeemed		(2,424,788	)		(21,167,464	)		(1,979,118	)		(16,877,974	)
Net Increase (Decrease)		3,272,488			28,478,185			765,119			6,560,202

345

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Municipal Opportunities Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class I
Shares Sold		26,049,402		$	227,224,922			12,638,263		$	107,875,352
Shares Issued for Reinvested Dividends		576,540			5,044,556			320,340			2,735,106
Shares Redeemed		(7,299,417	)		(63,856,106	)		(5,445,264	)		(46,364,758	)
Net Increase (Decrease)		19,326,525			168,413,372			7,513,339			64,245,700
Total Net Increase (Decrease)		30,154,900		$	262,527,074			10,491,257		$	89,794,065
Municipal Real Return Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,426,069		$	22,451,815			1,907,256		$	17,811,740
Shares Issued for Reinvested Dividends		286,045			2,654,380			307,261			2,850,442
Shares Redeemed		(3,216,468	)		(29,780,234	)		(2,753,766	)		(25,643,479	)
Shares converted (from) Class B into Class A		8,460			78,852			1,741			16,156
Net Increase (Decrease)		(495,894	)		(4,595,187	)		(537,508	)		(4,965,141	)
Class B
Shares Sold		176		$	1,612			4,741		$	43,871
Shares Issued for Reinvested Dividends		1,298			11,911			2,487			22,896
Shares Redeemed		(47,844	)		(439,271	)		(74,791	)		(688,211	)
Shares converted (from) Class B into Class A		(8,542	)		(78,852	)		(1,758	)		(16,156	)
Net Increase (Decrease)		(54,912	)		(504,600	)		(69,321	)		(637,600	)
Class C
Shares Sold		267,711		$	2,455,745			385,760		$	3,581,759
Shares Issued for Reinvested Dividends		44,480			410,223			50,381			464,655
Shares Redeemed		(561,534	)		(5,172,580	)		(809,821	)		(7,491,003	)
Net Increase (Decrease)		(249,343	)		(2,306,612	)		(373,680	)		(3,444,589	)
Class I
Shares Sold		2,096,540		$	19,526,470			973,619		$	9,003,071
Shares Issued for Reinvested Dividends		53,522			498,244			41,444			385,605
Shares Redeemed		(1,209,176	)		(11,244,171	)		(1,078,269	)		(10,067,050	)
Net Increase (Decrease)		940,886			8,780,543			(63,206	)		(678,374	)
Class Y
Shares Sold		3,908		$	35,940			7,913		$	73,630
Shares Issued for Reinvested Dividends		50,021			462,494			53,823			497,931
Shares Redeemed		(193,696	)		(1,791,775	)		(276,061	)		(2,562,145	)
Net Increase (Decrease)		(139,767	)		(1,293,341	)		(214,325	)		(1,990,584	)
Total Net Increase (Decrease)		970		$	80,803			(1,258,040	)	$	(11,716,288	)

346

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Municipal Short Duration Fund
	For the Year Ended October 31, 2016						For the Period Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A(1)
Shares Sold		742,256		$	7,480,644			422,006		$	4,223,773
Shares Issued for Reinvested Dividends		6,456			65,194			1,005			10,081
Shares Redeemed		(314,000	)		(3,165,925	)		(26,032	)		(261,642	)
Net Increase (Decrease)		434,712			4,379,913			396,979			3,972,212
Class C(1)
Shares Sold		139,144		$	1,399,350			312,187		$	3,123,664
Shares Issued for Reinvested Dividends		808			8,160			73			727
Shares Redeemed		(48,309	)		(487,603	)		(238	)		(2,379	)
Net Increase (Decrease)		91,643			919,907			312,022			3,122,012
Class I(1)
Shares Sold		88,495		$	895,354			505,604		$	5,056,260
Shares Issued for Reinvested Dividends		6,429			64,918			2,062			20,682
Shares Redeemed		(15,720	)		(158,613	)		—			—
Net Increase (Decrease)		79,204			801,659			507,666			5,076,942
Total Net Increase (Decrease)		605,559		$	6,101,479			1,216,667		$	12,171,166
(1)      Commenced operations on May 29, 2015.
Quality Bond Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,269,793		$	13,013,991			451,725		$	4,605,653
Shares Issued for Reinvested Dividends		24,416			250,322			17,906			181,810
Shares Redeemed		(1,041,169	)		(10,619,864	)		(180,529	)		(1,835,642	)
Net Increase (Decrease)		253,040			2,644,449			289,102			2,951,821
Class C
Shares Sold		360,632		$	3,665,875			95,549		$	969,710
Shares Issued for Reinvested Dividends		3,654			37,115			3,353			33,865
Shares Redeemed		(227,606	)		(2,293,625	)		(41,884	)		(424,125	)
Net Increase (Decrease)		136,680			1,409,365			57,018			579,450
Class I
Shares Sold		1,466,870		$	15,092,350			11,592		$	118,698
Shares Issued for Reinvested Dividends		14,200			146,780			4,708			47,873
Shares Redeemed		(521,238	)		(5,341,409	)		(318	)		(3,256	)
Net Increase (Decrease)		959,832			9,897,721			15,982			163,315

347

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Quality Bond Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		18,699		$	191,474			—		$	—
Shares Issued for Reinvested Dividends		1,650			16,690			3,405			34,474
Shares Redeemed		(205,986	)		(2,069,904	)		—			—
Net Increase (Decrease)		(185,637	)		(1,861,740	)		3,405			34,474
Class R4
Shares Sold		1,220		$	12,500			—		$	—
Shares Issued for Reinvested Dividends		1,621			16,403			3,943			40,012
Shares Redeemed		(206,713	)		(2,081,164	)		—			—
Net Increase (Decrease)		(203,872	)		(2,052,261	)		3,943			40,012
Class R5
Shares Sold		3,246		$	33,631			—		$	—
Shares Issued for Reinvested Dividends		1,717			17,401			4,500			45,747
Shares Redeemed		(208,186	)		(2,099,992	)		—			—
Net Increase (Decrease)		(203,223	)		(2,048,960	)		4,500			45,747
Class Y
Shares Sold		10,074,103		$	102,128,002			—		$	—
Shares Issued for Reinvested Dividends		179,790			1,851,968			20,664			210,236
Shares Redeemed		(2,133,567	)		(21,772,108	)		—			—
Net Increase (Decrease)		8,120,326			82,207,862			20,664			210,236
Total Net Increase (Decrease)		8,877,146		$	90,196,436			394,614		$	4,025,055
Short Duration Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		28,620,804		$	280,542,101			19,935,942		$	196,481,956
Shares Issued for Reinvested Dividends		828,535			8,139,754			814,487			8,025,170
Shares Redeemed		(23,744,996	)		(232,955,793	)		(20,343,245	)		(200,636,994	)
Shares converted (from) Class B into Class A		49,280			482,829			104,899			1,033,751
Net Increase (Decrease)		5,753,623			56,208,891			512,083			4,903,883
Class B
Shares Sold		85,977		$	845,123			137,624		$	1,361,571
Shares Issued for Reinvested Dividends		5,642			55,629			9,654			95,574
Shares Redeemed		(253,423	)		(2,497,182	)		(244,888	)		(2,427,402	)
Shares converted (from) Class B into Class A		(49,014	)		(482,829	)		(104,351	)		(1,033,751	)
Net Increase (Decrease)		(210,818	)		(2,079,259	)		(201,961	)		(2,004,008	)
Class C
Shares Sold		6,380,031		$	62,374,463			5,563,812		$	54,801,580
Shares Issued for Reinvested Dividends		113,369			1,113,094			130,161			1,281,996
Shares Redeemed		(6,046,343	)		(59,182,231	)		(6,372,618	)		(62,819,850	)
Net Increase (Decrease)		447,057			4,305,326			(678,645	)		(6,736,274	)

348

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Short Duration Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class I
Shares Sold		18,353,992		$	180,233,428			8,081,204		$	79,818,854
Shares Issued for Reinvested Dividends		242,826			2,391,275			206,407			2,038,854
Shares Redeemed		(12,336,026	)		(121,286,816	)		(16,368,747	)		(161,725,868	)
Net Increase (Decrease)		6,260,792			61,337,887			(8,081,136	)		(79,868,160	)
Class R3
Shares Sold		30,704		$	298,280			33,836		$	332,733
Shares Issued for Reinvested Dividends		1,331			13,029			1,270			12,455
Shares Redeemed		(24,521	)		(240,284	)		(13,157	)		(129,314	)
Net Increase (Decrease)		7,514			71,025			21,949			215,874
Class R4
Shares Sold		10,091		$	98,052			7,926		$	77,994
Shares Issued for Reinvested Dividends		919			9,014			1,402			13,807
Shares Redeemed		(13,186	)		(128,994	)		(40,920	)		(402,387	)
Net Increase (Decrease)		(2,176	)		(21,928	)		(31,592	)		(310,586	)
Class R5
Shares Sold		9,673		$	95,351			50		$	495
Shares Issued for Reinvested Dividends		288			2,830			247			2,426
Shares Redeemed		(153	)		(1,523	)		(2	)		(23	)
Net Increase (Decrease)		9,808			96,658			295			2,898
Class Y
Shares Sold		4,496,999		$	43,644,792			634,680		$	6,260,925
Shares Issued for Reinvested Dividends		85,571			839,401			16,703			164,180
Shares Redeemed		(800,270	)		(7,853,460	)		(310,449	)		(3,051,937	)
Net Increase (Decrease)		3,782,300			36,630,733			340,934			3,373,168
Total Net Increase (Decrease)		16,048,100		$	156,549,333			(8,118,073	)	$	(80,423,205	)
Strategic Income Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,430,175		$	20,754,361			2,791,470		$	24,672,491
Shares Issued for Reinvested Dividends		558,593			4,753,884			943,479			8,311,867
Shares Redeemed		(3,810,905	)		(32,465,530	)		(4,760,856	)		(42,045,998	)
Shares converted (from) Class B into Class A		36,431			314,282			11,715			102,608
Net Increase (Decrease)		(785,706	)		(6,643,003	)		(1,014,192	)		(8,959,032	)
Class B
Shares Sold		6,748		$	58,946			15,858		$	142,122
Shares Issued for Reinvested Dividends		12,608			107,205			32,189			284,064
Shares Redeemed		(203,103	)		(1,740,003	)		(249,477	)		(2,195,154	)
Shares converted (from) Class B into Class A		(36,379	)		(314,282	)		(11,715	)		(102,608	)
Net Increase (Decrease)		(220,126	)		(1,888,134	)		(213,145	)		(1,871,576	)

349

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Strategic Income Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C
Shares Sold		937,130		$	8,017,893			990,476		$	8,814,998
Shares Issued for Reinvested Dividends		285,373			2,431,645			597,932			5,281,705
Shares Redeemed		(2,899,897	)		(24,614,275	)		(3,218,708	)		(28,343,332	)
Net Increase (Decrease)		(1,677,394	)		(14,164,737	)		(1,630,300	)		(14,246,629	)
Class I
Shares Sold		1,728,431		$	14,983,812			1,223,319		$	10,906,040
Shares Issued for Reinvested Dividends		119,688			1,024,437			258,336			2,289,738
Shares Redeemed		(1,697,787	)		(14,479,582	)		(3,300,155	)		(29,242,204	)
Net Increase (Decrease)		150,332			1,528,667			(1,818,500	)		(16,046,426	)
Class R3
Shares Sold		6,439		$	54,119			14,778		$	130,366
Shares Issued for Reinvested Dividends		1,292			10,952			1,744			15,289
Shares Redeemed		(14,007	)		(120,115	)		(2,633	)		(22,607	)
Net Increase (Decrease)		(6,276	)		(55,044	)		13,889			123,048
Class R4
Shares Sold		11,208		$	95,132			5,911		$	52,479
Shares Issued for Reinvested Dividends		979			8,341			1,054			9,245
Shares Redeemed		(7,154	)		(61,556	)		(555	)		(4,808	)
Net Increase (Decrease)		5,033			41,917			6,410			56,916
Class R5
Shares Sold		21,555		$	179,293			21,841		$	192,311
Shares Issued for Reinvested Dividends		2,124			18,141			1,351			11,768
Shares Redeemed		(12,437	)		(109,572	)		(185	)		(1,586	)
Net Increase (Decrease)		11,242			87,862			23,007			202,493
Class R6
Shares Sold		—		$	—			1,079		$	10,000
Shares Issued for Reinvested Dividends		53			452			75			663
Net Increase (Decrease)		53			452			1,154			10,663
Class Y
Shares Sold		10,497,534		$	87,482,620			3,071,591		$	27,327,001
Shares Issued for Reinvested Dividends		917,538			7,800,015			876,389			7,705,821
Shares Redeemed		(5,730,541	)		(49,168,072	)		(3,081,561	)		(27,010,531	)
Net Increase (Decrease)		5,684,531			46,114,563			866,419			8,022,291
Total Net Increase (Decrease)		3,161,689		$	25,022,543			(3,765,258	)	$	(32,708,252	)

350

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Total Return Bond Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		22,706,372		$	235,132,539			15,822,804		$	165,479,638
Shares Issued for Reinvested Dividends		1,987,703			20,606,042			2,546,025			26,659,013
Shares Redeemed		(15,459,224	)		(160,792,799	)		(9,412,518	)		(98,452,494	)
Shares converted (from) Class B into Class A		90,823			935,733			187,748			1,966,981
Net Increase (Decrease)		9,325,674			95,881,515			9,144,059			95,653,138
Class B
Shares Sold		58,556		$	600,491			50,198		$	520,841
Shares Issued for Reinvested Dividends		15,488			158,521			55,829			580,796
Shares Redeemed		(590,476	)		(6,069,898	)		(704,109	)		(7,323,974	)
Shares converted (from) Class B into Class A		(91,549	)		(935,733	)		(189,234	)		(1,966,981	)
Net Increase (Decrease)		(607,981	)		(6,246,619	)		(787,316	)		(8,189,318	)
Class C
Shares Sold		2,129,125		$	22,067,428			1,239,932		$	13,019,484
Shares Issued for Reinvested Dividends		134,454			1,395,050			224,496			2,355,009
Shares Redeemed		(1,745,773	)		(18,115,344	)		(1,524,371	)		(15,966,653	)
Net Increase (Decrease)		517,806			5,347,134			(59,943	)		(592,160	)
Class I
Shares Sold		11,869,848		$	124,707,572			1,739,972		$	18,273,483
Shares Issued for Reinvested Dividends		109,325			1,140,101			70,060			733,181
Shares Redeemed		(3,183,267	)		(33,264,213	)		(651,643	)		(6,799,361	)
Net Increase (Decrease)		8,795,906			92,583,460			1,158,389			12,207,303
Class R3
Shares Sold		131,737		$	1,396,140			114,325		$	1,219,266
Shares Issued for Reinvested Dividends		13,760			145,018			24,605			262,521
Shares Redeemed		(180,267	)		(1,897,346	)		(177,425	)		(1,896,607	)
Net Increase (Decrease)		(34,770	)		(356,188	)		(38,495	)		(414,820	)
Class R4
Shares Sold		290,133		$	3,053,938			233,836		$	2,474,405
Shares Issued for Reinvested Dividends		41,169			433,590			64,710			689,053
Shares Redeemed		(383,382	)		(4,023,093	)		(307,733	)		(3,266,190	)
Net Increase (Decrease)		(52,080	)		(535,565	)		(9,187	)		(102,732	)
Class R5
Shares Sold		25,337		$	265,391			67,533		$	720,111
Shares Issued for Reinvested Dividends		4,494			47,343			5,241			55,732
Shares Redeemed		(27,654	)		(295,184	)		(26,562	)		(282,633	)
Net Increase (Decrease)		2,177			17,550			46,212			493,210
Class R6
Shares Sold		—		$	—			920		$	10,000
Shares Issued for Reinvested Dividends		32			332			43			460
Net Increase (Decrease)		32			332			963			10,460

351

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Total Return Bond Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		7,199,633		$	75,092,525			21,140,633		$	225,627,199
Shares Issued for Reinvested Dividends		3,240,439			34,102,358			4,624,687			49,178,640
Shares Redeemed		(19,119,583	)		(199,817,363	)		(12,470,486	)		(132,684,840	)
Net Increase (Decrease)		(8,679,511	)		(90,622,480	)		13,294,834			142,120,999
Total Net Increase (Decrease)		9,267,253		$	96,069,139			22,749,516		$	241,186,080
Unconstrained Bond Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		264,898		$	2,507,183			332,550		$	3,296,159
Shares Issued for Reinvested Dividends		185,602			1,755,832			182,093			1,791,570
Shares Redeemed		(1,373,035	)		(12,993,284	)		(1,620,505	)		(15,985,961	)
Shares converted (from) Class B into Class A		9,144			86,646			7,753			76,633
Net Increase (Decrease)		(913,391	)		(8,643,623	)		(1,098,109	)		(10,821,599	)
Class B
Shares Sold		110		$	1,039			6,234		$	62,274
Shares Issued for Reinvested Dividends		2,468			23,334			3,116			30,684
Shares Redeemed		(52,376	)		(496,129	)		(76,501	)		(758,832	)
Shares converted (from) Class B into Class A		(9,147	)		(86,646	)		(7,754	)		(76,633	)
Net Increase (Decrease)		(58,945	)		(558,402	)		(74,905	)		(742,507	)
Class C
Shares Sold		197,472		$	1,871,919			297,180		$	2,934,674
Shares Issued for Reinvested Dividends		31,235			296,105			30,488			300,464
Shares Redeemed		(411,544	)		(3,898,061	)		(606,082	)		(5,958,073	)
Net Increase (Decrease)		(182,837	)		(1,730,037	)		(278,414	)		(2,722,935	)
Class I
Shares Sold		464,199		$	4,375,907			201,910		$	1,994,999
Shares Issued for Reinvested Dividends		15,420			146,231			15,647			154,267
Shares Redeemed		(329,227	)		(3,118,387	)		(322,716	)		(3,172,876	)
Net Increase (Decrease)		150,392			1,403,751			(105,159	)		(1,023,610	)
Class R3
Shares Sold		11,986		$	111,676			226		$	2,240
Shares Issued for Reinvested Dividends		650			6,144			297			2,910
Shares Redeemed		(3,631	)		(33,893	)		(4,869	)		(48,617	)
Net Increase (Decrease)		9,005			83,927			(4,346	)		(43,467	)
Class R4
Shares Sold		27,815		$	264,420			43,757		$	437,653
Shares Issued for Reinvested Dividends		552			5,211			458			4,496
Shares Redeemed		(16,930	)		(160,360	)		(13,095	)		(130,017	)
Net Increase (Decrease)		11,437			109,271			31,120			312,132

352

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

Unconstrained Bond Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Issued for Reinvested Dividends		454		$	4,284			372		$	3,652
Net Increase (Decrease)		454			4,284			372			3,652
Class Y
Shares Sold		326,706		$	3,082,153			447,023		$	4,423,846
Shares Issued for Reinvested Dividends		82,611			779,299			67,421			661,032
Shares Redeemed		(248,904	)		(2,345,267	)		(395,129	)		(3,870,677	)
Net Increase (Decrease)		160,413			1,516,185			119,315			1,214,201
Total Net Increase (Decrease)		(823,472	)	$	(7,814,644	)		(1,410,126	)	$	(13,824,133	)
World Bond Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		24,744,499		$	253,730,835			38,826,411		$	408,315,205
Shares Issued for Reinvested Dividends		1,585,611			16,002,267			1,469,833			15,395,394
Shares Redeemed		(39,477,592	)		(405,136,063	)		(19,980,732	)		(209,884,805	)
Net Increase (Decrease)		(13,147,482	)		(135,402,961	)		20,315,512			213,825,794
Class C
Shares Sold		3,636,598		$	37,171,431			4,976,996		$	52,346,119
Shares Issued for Reinvested Dividends		375,455			3,777,808			413,011			4,320,013
Shares Redeemed		(5,661,929	)		(57,947,176	)		(5,275,005	)		(55,394,866	)
Net Increase (Decrease)		(1,649,876	)		(16,997,937	)		115,002			1,271,266
Class I
Shares Sold		106,414,804		$	1,094,710,289			102,514,841		$	1,080,268,578
Shares Issued for Reinvested Dividends		5,749,511			58,117,042			5,773,250			60,533,358
Shares Redeemed		(98,150,441	)		(1,008,809,604	)		(73,070,011	)		(768,624,225	)
Net Increase (Decrease)		14,013,874			144,017,727			35,218,080			372,177,711
Class R3
Shares Sold		136,049		$	1,401,222			52,501		$	552,038
Shares Issued for Reinvested Dividends		2,010			20,300			2,346			24,597
Shares Redeemed		(33,492	)		(344,178	)		(47,972	)		(502,481	)
Net Increase (Decrease)		104,567			1,077,344			6,875			74,154
Class R4
Shares Sold		70,598		$	724,345			451,765		$	4,765,776
Shares Issued for Reinvested Dividends		10,838			109,500			2,645			27,690
Shares Redeemed		(425,675	)		(4,402,709	)		(59,119	)		(621,257	)
Net Increase (Decrease)		(344,239	)		(3,568,864	)		395,291			4,172,209

353

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

World Bond Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		120,729		$	1,253,095			9,683		$	101,928
Shares Issued for Reinvested Dividends		977			9,877			888			9,302
Shares Redeemed		(40,497	)		(419,035	)		(3,242	)		(33,999	)
Net Increase (Decrease)		81,209			843,937			7,329			77,231
Class R6
Shares Sold		67,536		$	692,760			18,565		$	195,406
Shares Issued for Reinvested Dividends		624			6,321			98			1,024
Shares Redeemed		(10,119	)		(104,223	)		(751	)		(7,881	)
Net Increase (Decrease)		58,041			594,858			17,912			188,549
Class Y
Shares Sold		31,082,348		$	321,222,240			23,700,164		$	249,845,543
Shares Issued for Reinvested Dividends		1,788,839			18,097,496			1,996,607			20,938,623
Shares Redeemed		(38,669,624	)		(394,868,167	)		(13,181,915	)		(138,769,308	)
Net Increase (Decrease)		(5,798,437	)		(55,548,431	)		12,514,856			132,014,858
Total Net Increase (Decrease)		(6,682,343	)	$	(64,984,327	)		68,590,857		$	723,801,772

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2016, none of the Funds had borrowings under this facility.

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled

354

Fixed Income Funds

Notes to Financial Statements – (continued)

October 31, 2016

that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously. As of October 31, 2016, the trial was scheduled for November 2016.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

In July 2007, the Floating Rate Fund and more than 60 other lenders (known collectively as the “Transeastern Lenders”) accepted the payoff of a guarantee from Tousa, Inc. (“Tousa”), a Florida homebuilder. In order to fund the payoff, Tousa borrowed money from certain new lenders and secured the loan by granting liens to the new lenders on the assets of certain Tousa subsidiaries (the “Subsidiaries”). Tousa entered bankruptcy in January of 2008. In July of 2008, a committee of creditors of the Subsidiaries (the “Committee”) brought suit against the Transeastern Lenders alleging that the Subsidiaries had received no benefit in return for the liens on their assets, that the Subsidiaries were co-borrowers on the loan from the new lenders, and that the Transeastern Lenders received the value of the liens when the Transeastern Lenders accepted the payoff. The Subsidiaries sought the avoidance of their liens and the return of the value of those liens to the bankruptcy estate. On October 13, 2009, the bankruptcy court in the Southern District of Florida ruled in favor of the Committee, avoided the liens, and ordered the Transeastern Lenders to return the payoff amount to the bankruptcy estate. The Transeastern Lenders, together with the Fund, appealed the decision to the district court. On February 11, 2011, the District Court ruled in favor of the Transeastern Lenders and the Fund and quashed the bankruptcy court opinion. The Committee appealed to the Eleventh Circuit. The Eleventh Circuit reinstated the bankruptcy court opinion, but remanded back to the District Court on the question of remedies. The District Court then in turn remanded one issue back to the bankruptcy court for a report and recommendation. On April 1, 2016, the bankruptcy court issued its report and recommendation, which was unfavorable in many respects to the Transeastern Lenders. The District Court has not yet accepted or rejected the bankruptcy court report and recommendation, and it has not yet issued a decision on the lawfulness of the remedies. If found liable, the Fund would be required to return approximately $3-3.5 million to the bankruptcy estate. Management of the Fund believes resolution of this matter will not have a material impact on the Fund’s financial statements.

13. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

14. Subsequent Events:

Effective November 1, 2016, the contractual management fee rate for Emerging Markets Local Debt Fund was reduced, and the expense reimbursements arrangements were revised.

In addition, effective November 1, 2016, the fee rates pursuant to the fund accounting agreement for each Fund are changing and the per account fee paid to HASCO for transfer agency services for all Classes, except Class Y, is also changing.

355

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Emerging Markets Local Debt Fund, The Hartford Floating Rate Fund, The Hartford Floating Rate High Income Fund, The Hartford High Yield Fund, The Hartford Inflation Plus Fund, Hartford Municipal Income Fund, The Hartford Municipal Opportunities Fund, Hartford Municipal Short Duration Fund, The Hartford Quality Bond Fund, The Hartford Short Duration Fund, The Hartford Strategic Income Fund, The Hartford Total Return Bond Fund, The Hartford Unconstrained Bond Fund and The Hartford World Bond Fund (fourteen of the series comprising The Hartford Mutual Funds, Inc.) and The Hartford Municipal Real Return Fund (one of the series comprising The Hartford Mutual Funds II, Inc.) (collectively, together with The Hartford Mutual Funds, Inc., the “Companies”), as of October 31, 2016, and the related statements of operations for the year then ended, and the statements of changes in net assets and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Companies’ management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Companies’ internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Companies’ internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2016, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position The Hartford Emerging Markets Local Debt Fund, The Hartford Floating Rate Fund, The Hartford Floating Rate High Income Fund, The Hartford High Yield Fund, The Hartford Inflation Plus Fund, Hartford Municipal Income Fund, The Hartford Municipal Opportunities Fund, Hartford Municipal Short Duration Fund, The Hartford Quality Bond Fund, The Hartford Short Duration Fund, The Hartford Strategic Income Fund, The Hartford Total Return Bond Fund, The Hartford Unconstrained Bond Fund, The Hartford World Bond Fund and The Hartford Municipal Real Return Fund at October 31, 2016, the results of their operations for the year then ended, and the changes in their net assets and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

New York, New York

December 30, 2016

356

Fixed Income Funds

Shareholder Meeting Results (Unaudited)

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below. The Meeting was adjourned for certain funds until April 19, 2016 with respect to proposals 2 through 6 listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
The Hartford Emerging Markets Local Debt Fund		23,736,810.3720
The Hartford Floating Rate Fund		516,690,259.4380
The Hartford Floating Rate High Income Fund		35,679,415.572
The Hartford High Yield Fund		45,350,028.1450
The Hartford Inflation Plus Fund		63,270,033.3020
Hartford Municipal Income Fund		1,127,105.6320
The Hartford Municipal Opportunities Fund		61,171,320.7480
The Hartford Municipal Real Return Fund		17,948,212.2090
Hartford Municipal Short Duration Fund		1,562,448.3240
The Hartford Quality Bond Fund		9,057,574.1480
The Hartford Short Duration Fund		79,539,897.7940
The Hartford Strategic Income Fund		49,719,286.8940
The Hartford Total Return Bond Fund		179,486,174.9360
The Hartford Unconstrained Bond Fund		9,547,034.0720
The Hartford World Bond Fund		355,022,721.8400

357

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal One: The election of nominees to the Boards of Directors of The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

Approval of Board of Directors for The Hartford Mutual Funds II, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		106,921,113.5646		2,249,725.6650
Lynn S. Birdsong		106,960,028.8694		2,210,810.3602
James E. Davey		106,948,613.2097		2,222,226.0199
Christine Detrick		106,998,232.0779		2,172,607.1517
Duane E. Hill		106,897,991.8797		2,272,847.3499
Sandra S. Jaffee		106,933,502.5447		2,237,336.6849
William P. Johnston		106,914,115.2392		2,256,723.9904
Phillip O. Peterson		106,964,295.5796		2,206,543.6500
Lemma W. Senbet		106,953,626.6527		2,217,212.5769

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

358

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Emerging Markets Local Debt Fund(1)		11,884,341.1674		29,893.1168		70,539.0378		3,392,268.0000
The Hartford Floating Rate Fund(1)		210,658,229.6846		4,753,366.7659		6,107,744.4668		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,481,236.357		238,052.885		512,935.999		6,424,488.000
The Hartford High Yield Fund(1)		16,450,461.6725		431,922.3554		971,271.3078		5,641,710.0000
The Hartford Inflation Plus Fund(1)		23,436,435.2954		531,730.4514		919,782.5962		7,232,637.0000
Hartford Municipal Income Fund(1)		1,058,002.0730		0.0000		0.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,697,001.3140		478,674.1370		974,253.0660		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,664,062.4905		221,170.4098		313,901.5217		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,316,335.7540		65,461.4185		73,974.0525		536,264.0000
The Hartford Short Duration Fund(1)		36,753,224.7060		778,223.0629		909,288.3551		8,402,512.0000
The Hartford Strategic Income Fund(1)		27,170,167.6453		515,974.8851		1,074,477.7946		5,538,609.0000
The Hartford Total Return Bond Fund(1)		73,710,273.9014		16,052,101.2235		2,041,682.0425		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,474,709.8797		62,088.1904		125,535.7739		1,364,988.0000
The Hartford World Bond Fund(1)		180,188,007.0756		1,721,296.6203		2,408,026.9270		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Emerging Markets Local Debt Fund(1)		11,851,881.8807		15,620.9940		117,270.4473		3,392,268.0000
The Hartford Floating Rate Fund(1)		208,072,841.6220		6,939,666.3639		6,506,832.9314		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,336,756.338		388,052.640		507,416.263		6,424,488.000
The Hartford High Yield Fund(1)		16,178,680.1581		669,386.8688		1,005,588.3088		5,641,710.0000
The Hartford Inflation Plus Fund(1)		22,931,410.0499		843,900.1487		1,112,638.1444		7,232,637.0000
Hartford Municipal Income Fund(1)		1,052,349.0730		0.0000		5,653.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,335,643.6630		1,024,686.3010		789,598.5530		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,617,116.5434		253,211.0394		328,806.8392		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,286,992.2756		94,804.8959		73,974.0535		536,264.0000
The Hartford Short Duration Fund(1)		36,379,950.4612		1,104,919.7690		955,865.8938		8,402,512.0000
The Hartford Strategic Income Fund(1)		26,844,392.6020		892,203.0635		1,024,024.6595		5,538,609.0000
The Hartford Total Return Bond Fund(1)		72,953,617.5043		16,588,062.8744		2,262,376.7887		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,414,909.8940		107,475.7150		139,948.2350		1,364,988.0000
The Hartford World Bond Fund(1)		179,276,457.9122		2,409,836.2973		2,631,036.4134		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾  Meeting Held on April 19, 2016

359

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Emerging Markets Local Debt Fund(1)		11,860,303.5379		46,511.4521		77,958.3320		3,392,268.0000
The Hartford Floating Rate Fund(1)		208,110,551.8109		6,861,966.4067		6,546,822.6997		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,278,119.123		420,320.224		533,785.893		6,424,488.000
The Hartford High Yield Fund(1)		16,197,463.4950		651,667.3937		1,004,524.4470		5,641,710.0000
The Hartford Inflation Plus Fund(1)		22,971,745.5346		797,925.3784		1,118,277.4300		7,232,637.0000
Hartford Municipal Income Fund(1)		1,058,002.0730		0.0000		0.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,511,179.6370		647,790.5100		990,958.3710		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,563,032.8481		344,205.0675		291,896.5064		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,328,883.1845		52,913.9880		73,974.0525		536,264.0000
The Hartford Short Duration Fund(1)		36,266,169.6861		1,243,693.2688		930,873.1691		8,402,512.0000
The Hartford Strategic Income Fund(1)		26,701,340.5248		1,017,997.0427		1,041,282.7575		5,538,609.0000
The Hartford Total Return Bond Fund(1)		73,010,996.4779		16,627,697.1324		2,165,363.5571		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,381,812.4850		125,908.4506		154,612.9084		1,364,988.0000
The Hartford World Bond Fund(1)		179,285,720.0266		2,354,371.6827		2,677,238.9136		79,048,005.1000

⁽¹⁾ Meeting Held on March 14, 2016

⁽²⁾ Meeting Held on April 19, 2016

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Emerging Markets Local Debt Fund(1)		11,856,039.9798		105,441.9610		23,291.3812		3,392,268.0000
The Hartford Floating Rate Fund(1)		208,116,372.9289		6,846,899.9970		6,556,067.9914		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		14,270,559.706		415,550.559		546,114.976		6,424,488.000
The Hartford High Yield Fund(1)		16,222,934.5173		603,732.0102		1,026,988.8082		5,641,710.0000
The Hartford Inflation Plus Fund(1)		22,921,832.4432		832,477.6394		1,133,638.2604		7,232,637.0000
Hartford Municipal Income Fund(1)		1,058,002.0730		0.0000		0.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		24,328,855.2040		818,066.1550		1,003,007.1580		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		6,547,351.0264		327,696.4305		324,086.9651		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,381,797.1725		0.0000		73,974.0525		536,264.0000
The Hartford Short Duration Fund(1)		36,393,301.3209		1,075,243.4235		972,191.3796		8,402,512.0000
The Hartford Strategic Income Fund(1)		26,808,368.4609		814,459.6186		1,137,792.2455		5,538,609.0000
The Hartford Total Return Bond Fund(1)		73,079,159.5187		16,461,489.0440		2,263,408.6047		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,416,394.4343		101,225.0513		144,714.3584		1,364,988.0000
The Hartford World Bond Fund(1)		179,215,022.1394		2,388,195.6289		2,714,112.8546		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾ Meeting Held on April 19, 2016

360

Fixed Income Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Emerging Markets Local Debt Fund(1)		1,455,932.0488		10,487,264.2996		41,576.9736		3,392,268.0000
The Hartford Floating Rate Fund(1)		122,407,121.0179		92,149,518.3952		6,962,701.5042		79,379,461.1000
The Hartford Floating Rate High Income Fund(2)		10,018,179.101		4,677,277.031		536,769.108		6,424,488.000
The Hartford High Yield Fund(1)		15,194,238.1318		1,562,927.9128		1,096,489.2911		5,641,710.0000
The Hartford Inflation Plus Fund(1)		20,766,706.0531		3,026,017.1717		1,095,225.1182		7,232,637.0000
Hartford Municipal Income Fund(1)		1,050,734.0730		1,615.0000		5,653.0000		68,541.0000
The Hartford Municipal Opportunities Fund(2)		15,456,341.3020		9,606,195.1390		1,087,391.7770		10,788,475.0000
The Hartford Municipal Real Return Fund(1)		5,679,929.8912		1,226,476.7420		292,727.7888		2,252,703.0000
Hartford Municipal Short Duration Fund(1)		1,077,960.6210		0.0000		0.0000		96,528.0000
The Hartford Quality Bond Fund(1)		8,316,335.7539		139,435.4711		0.0000		536,264.0000
The Hartford Short Duration Fund(1)		24,988,228.6280		12,416,164.7826		1,036,342.7134		8,402,512.0000
The Hartford Strategic Income Fund(1)		25,018,516.3694		2,607,475.3263		1,134,628.6293		5,538,609.0000
The Hartford Total Return Bond Fund(1)		65,167,909.8537		24,413,945.4922		2,222,201.8215		6,758,428.0000
The Hartford Unconstrained Bond Fund(1)		4,300,184.7554		216,824.8670		145,324.2216		1,364,988.0000
The Hartford World Bond Fund(1)		111,943,562.4884		69,595,180.2885		2,778,587.8460		79,048,005.1000

⁽¹⁾  Meeting Held on March 14, 2016

⁽²⁾ Meeting Held on April 19, 2016

361

Fixed Income Funds

Directors and Officers of the Companies

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011 and has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present.	76	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present).
LYNN S. BIRDSONG (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	76	None

362

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
CHRISTINE DETRICK (1958) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Enterprises (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Partner/Senior Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	76	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Enterprises (a real estate company) (November 2014 to present).
DUANE E. HILL (1945) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2001(3) Since 2002(4)	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	76	None

363

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
SANDRA S. JAFFEE(5) (1941) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Ms. Jaffee is the founder and Chief Executive Officer of a private company, Homeworks Concierge, LLC, which provides residential property management services in Westchester County, New York (January 2012 to present). Ms. Jaffee served as Chairwoman (2008 to 2009) and Chief Executive Officer of Fortent (formerly Searchspace Group), a leading provider of compliance/regulatory technology to financial institutions from August 2005 to August 2009. From August 2004 to August 2005, Ms. Jaffee served as an Entrepreneur in Residence with Warburg Pincus, a private equity firm. Prior to joining Warburg Pincus, Ms. Jaffee served as Executive Vice President at Citigroup, from September 1995 to July 2004, where she was President and Chief Executive Officer of Citibank’s Global Securities Services (1995 to 2003). Ms. Jaffee served as a member of the Board of Directors of Broadridge Financial Solutions (November 2010 to November 2014). Ms. Jaffee currently serves as a member of the Board of Directors of Global Corps Africa (a non-profit organization) (January 2015 to present) as well as a Trustee of Muhlenberg College (September 2007 to present).	76	None

364

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
WILLIAM P. JOHNSTON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	76	None

365

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY  DIRECTOR
PHILLIP O. PETERSON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2002(3) Since 2000(4)	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	76	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	76	None

366

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(6) (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board, President and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also currently serves as Chairman of the Board, President and Manager of Lattice Strategies LLC. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	76	N/A
ANDREW S. DECKER (1963) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	AML Compliance Officer	Since 2015	Mr. Decker currently serves as the AML Compliance Officer for HFD and as Chief Compliance Officer and AML Compliance Officer for HASCO. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A

367

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
MICHAEL FLOOK (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for each Company, The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A
JOSEPH G. MELCHER (1973) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC. He also serves as Chief Compliance Officer and Executive Vice President of Lattice Strategies LLC. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A

368

Fixed Income Funds

Directors and Officers of the Companies – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANIES	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
VERNON J. MEYER (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of HLIC. He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
LAURA S. QUADE (1969) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2012	Ms. Quade currently serves as Senior Vice President of HLIC and Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A
ALICE A. PELLEGRINO (1960) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Secretary	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

⁽¹⁾  Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽²⁾  The portfolios are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

⁽³⁾  For The Hartford Mutual Funds, Inc.

⁽⁴⁾  For The Hartford Mutual Funds II, Inc.

⁽⁵⁾  Ms. Jaffee will retire as a Director of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., and Hartford HLS Series Fund II, Inc. effective December 18, 2016.

⁽⁶⁾  “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

For more information regarding the Directors and Officers, please refer to the Statement of Additional Information, as supplemented, which is available, without charge, upon request by calling 1-888-843-7824.

369

Fixed Income Funds

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

370

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc.

The Hartford Emerging Markets Local Debt Fund

The Hartford Floating Rate Fund

The Hartford Floating Rate High Income Fund

The Hartford High Yield Fund

The Hartford Inflation Plus Fund

Hartford Municipal Income Fund

The Hartford Municipal Opportunities Fund

The Hartford Municipal Real Return Fund

Hartford Municipal Short Duration Fund

The Hartford Quality Bond Fund

The Hartford Short Duration Fund

The Hartford Strategic Income Fund

The Hartford Total Return Bond Fund

The Hartford Unconstrained Bond Fund

The Hartford World Bond Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain funds, shareholders of each of the funds listed above (each a “Fund” and collectively, the “Funds”), except for The Hartford Floating Rate High Income Fund and The Hartford Municipal Opportunities Fund, voted to approve a new investment management agreement (the “Management Agreement”) by and between The Hartford Mutual Funds, Inc. (“HMF”) and The Hartford Mutual Funds II, Inc. (“HMF II”), on behalf of each of their respective Funds listed above, except The Hartford Floating Rate High Income Fund and The Hartford Municipal Opportunities Fund, and Hartford Funds Management Company, LLC (“HFMC”). Accordingly, The Hartford Floating Rate High Income Fund and The Hartford Municipal Opportunities Fund continue to be subject to an investment management agreement by and between HMF and HFMC, dated January 1, 2013 (the “2013 Investment Management Agreement” and collectively with the Management Agreement, the “Management Agreements”).

At their meeting held on August 2-3, 2016, the Boards of Directors (collectively, the “Board”) of HMF and HMF II, including each of the Independent Directors, unanimously voted to approve (i) the continuation of the Management Agreements; and (ii) the continuation of the investment sub-advisory agreement (the “Sub-Advisory Agreement” and collectively with the Management Agreements, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”).

In the months preceding the August 2-3, 2016 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the annual approval of the Agreements at the Board’s meetings held on June 21-22, 2016 and August 2-3, 2016. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 21-22, 2016 and August 2-3, 2016 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, if any, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreements.

371

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

In determining whether to continue the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to continue the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of HFMC and its affiliates to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreements, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ approximately 65 portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of compliance with each Fund’s objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its flexibility in implementing the inflation hedge overlay in a low inflation environment for The Hartford Municipal Real Return Fund, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and, as applicable, the Sub-adviser.

372

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board also noted that, for The Hartford Municipal Real Return Fund, there existed no peer group with a strong correlation to the Fund’s investment strategy. For The Hartford Municipal Real Return Fund, the Board considered additional, supplemental performance information. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year, including in connection with the annual approval of the Agreements. These reports include, among other things, information on each Fund’s gross returns and with respect to certain reports, net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser.

The Board considered the Consultant’s review of the profitability calculations used by HFMC in connection with the continuation of the Management Agreements, noting the Consultant’s view that Hartford Funds’ process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and well within common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 21-22, 2016 and August 2-3, 2016 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund, taking into account that HFMC compensates the Sub-adviser out of the management fee paid by the Fund to HFMC. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. With respect to each Fund’s sub-advisory fee schedule, the Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to a group of funds selected by Broadridge, in consultation with the Consultant, and a broader universe of funds selected by Broadridge. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise, given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s management and sub-advisory fees, as applicable, and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s management and sub-advisory fees, as applicable, and total operating expenses.

373

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses. The Board also noted that, for each of The Hartford Emerging Markets Local Debt Fund, The Hartford Municipal Real Return Fund, The Hartford Quality Bond Fund and The Hartford Unconstrained Bond Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge, and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board considered that it had approved an increase in the Funds’ fund accounting fee rate. The Board reviewed information from Broadridge comparing the new accounting fee rate with relevant industry data and considered that the new fund accounting fee schedule more properly aligned with HFMC’s actual costs for those services. The Board considered that, while the new fee schedule is projected to result in a reasonable increase in overall profitability to HFMC, HFMC expected that it would continue to operate at a net loss with respect to fund accounting services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved the implementation of a uniform transfer agency fee across all distribution channels for all classes of the Funds, except Class Y shares, in light of the reduction in revenue earned by HASCO associated with a decline in the use of directly-held accounts and a corresponding increase in the use of omnibus accounts. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee schedule on transfer agent profit margins. The Board considered information provided by HASCO indicating that, after giving effect to the new fee schedule, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also noted that certain affiliates of HFD distribute shares of the Funds and receive compensation in that regard.

374

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

Fund-by-Fund factors

The Hartford Emerging Markets Local Debt Fund

• The Board noted that the Fund’s performance was in the 4^th quintile of its performance universe for the 1-year period and the 1^st quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its blended custom benchmark for the 1-year period and above its blended custom benchmark for the 3-year period. The Board also noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 5^th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile of its expense group. The Board also noted that the Fund has a temporary contractual expense cap on each share class through February 28, 2017 and an automatically renewable contractual expense cap on each share class.

The Hartford Floating Rate Fund

• The Board noted that the Fund’s performance was in the 4^th quintile of its performance universe for the 1- and 5-year periods and the 5^th quintile of its performance universe for the 3-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 3^rd quintile of its expense group. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class and a permanent expense cap on each share class.

The Hartford Floating Rate High Income Fund

• The Board noted that the Fund’s performance was in the 5^th quintile of its performance universe for the 1- and 3-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012.

• The Board noted that the Fund’s contractual management fee was in the 3^rd quintile of its expense group, its actual management fee was in the 4^th quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 2^nd quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford High Yield Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1- and 3-year periods and the 4^th quintile for the 5-year period. The Board noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2^nd quintile of its expense group, while its actual management fee was in the 1^st quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

375

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Hartford Inflation Plus Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1-year period, the 5^th quintile for the 3-year period and the 4^th quintile for the 5-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period, below its benchmark for the 3-year period, and above its benchmark for the 5-year period. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012. The Board also noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee was in the 3^rd quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class and a permanent expense cap on each share class.

Hartford Municipal Income Fund

• The Board noted that because the Fund recently commenced operations, benchmark-relative performance and performance universe information was not available. The Board and HFMC noted that the performance of the Fund was within expectations.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Municipal Opportunities Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe for the 1- and 5-year periods and the 2^nd quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class, which resulted in HFMC reimbursing the Fund for certain expenses incurred in 2015.

The Hartford Municipal Real Return Fund

• The Board noted that the Fund’s performance was in the 4^th quintile of its performance universe for the 1- and 5-year periods and the 5^th quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1- and 5-year periods and below its benchmark for the 3-year period. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012. The Board also noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class and a permanent expense cap on each share class.

Hartford Municipal Short Duration Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe since inception. The Board also noted that because the Fund recently commenced operations, benchmark-relative performance information was not available. The Board and HFMC also noted that the performance of the Fund was within expectations.

• The Board noted that the Fund’s contractual management fee, actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Quality Bond Fund

• The Board noted that the Fund’s performance was in the 1^st quintile of its performance universe for the 1-year period and the 2^nd quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods.

376

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

• The Board noted that the Fund’s contractual management fee was in the 3^rd quintile of its expense group, while its actual management fee was in the 2^nd quintile and its total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Short Duration Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1-year period, the 2^nd quintile for the 3-year period and the 1^st quintile for the 5-year period. The Board also noted that the Fund’s performance was in line with its blended custom benchmark for the 1-year period and above its blended custom benchmark for the 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 2^nd quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class and a permanent expense cap on certain share classes.

The Hartford Strategic Income Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, in line with its benchmark for the 3-year period and above its benchmark for the 5-year period.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2^nd quintile of its expense group. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Total Return Bond Fund

• The Board noted that the Fund’s performance was in the 5^th quintile of its performance universe for the 1-year period and the 4^th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, in line with its benchmark for the 3-year period and above its benchmark for the 5-year period. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012.

• The Board noted that the Fund’s contractual management fee was in the 2^nd quintile of its expense group, while its actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 4^th quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class and a permanent expense cap on certain share classes.

The Hartford Unconstrained Bond Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1-year period, the 4^th quintile for the 3-year period and the 2^nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3- and 5-year periods.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 1^st quintile of its expense group, while its actual management fee was in the 2^nd quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class and a permanent expense cap on certain share classes.

The Hartford World Bond Fund

• The Board noted that the Fund’s performance was in the 3^rd quintile of its performance universe for the 1-year period and the 2^nd quintile for the 3-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3-year period.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 4^th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3^rd quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

* * * *

377

Fixed Income Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

378

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

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b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

We will also give You a copy of our current Privacy Policy once a year if you maintain a continuing business relationship with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.: 1stAGChoice, Inc.; Access CoverageCorp, Inc.;

Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of the Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced in this report are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFAR-FI16  12/16    117963-3    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

During the year ended October 31, 2016, the period of this report, stocks endured a correction, then recovered and, despite periodic gyrations, managed

to remain generally in positive territory for the remainder of the period. Even with the bouts of uncertainty the market experienced, the current bull market continued into its seventh year, making it the second-longest bull market on record, as measured by the S&P 500 Index.¹ From November 1, 2015 through October 31, 2016, the S&P 500 generated a 4.51% total return.

The market reacted to a handful of concerns during the course of the year, including worries about low oil prices, weakness in the Chinese economy, a surprise vote for the U.K. to leave the European Union (dubbed Brexit), the beginning of a rate increase cycle by the U.S. Federal Reserve (Fed), and a contentious U.S. presidential election cycle.

There were also more positive influences, including generally positive jobs reports over the course of the period, which helped the unemployment rate fall to pre-recession levels. In addition, growth of the domestic economy, while slow, has remained steady. This has helped limit the Fed’s actions; they’ve kept rate increases very gradual, which helps markets better digest and account for such changes.

While the election results didn’t factor into returns for the period this report covers, President-elect Trump’s inauguration in 2017 is likely to play a key role in market movements for the new year and beyond. While it is difficult to assess the full potential impact of changing political policies, markets seem to consider his policies pro-growth, which could bode well for investors. However, change to the status quo can often result in volatility in the markets.

As we enter 2017, we encourage you to maintain a strong relationship with a financial advisor who can help guide you through shifting markets with confidence. If there’s one certain thing about markets, it’s that movements can be hard to anticipate, especially in the short term. So it’s important to proactively build a portfolio that takes that unknown into account along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of more than 50 mutual funds as you work toward those goals.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

¹  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Alternative Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	15
Financial Statements:
Schedules of Investments:
The Hartford Global Real Asset Fund (consolidated)	17
Hartford Long/Short Global Equity Fund	31
Hartford Real Total Return Fund	37
Statements of Assets and Liabilities	49
Statements of Operations	51
Statements of Changes in Net Assets	54
Financial Highlights	56
Notes to Financial Statements	59
Report of Independent Registered Public Accounting Firm	84
Shareholder Meeting Results (Unaudited)	85
Directors and Officers (Unaudited)	87
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	94
Quarterly Portfolio Holdings Information (Unaudited)	94
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	95

The views expressed in each Fund’s Manager Discussion under “Why did the Fund perform this way?” and “What is the outlook?” are views of that Fund’s sub-adviser and portfolio management team through the end of the period and are subject to change based on market and other conditions. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable.

The Hartford Global Real Asset Fund (consolidated) inception 05/28/2010

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide long-term total returns that outpace inflation over a macroeconomic cycle.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
Global Real Asset A2		7.27%		-4.22%		-1.60%
Global Real Asset A3		1.37%		-5.29%		-2.47%
Global Real Asset C2		6.40%		-4.95%		-2.34%
Global Real Asset C3		5.40%		-4.95%		-2.34%
Global Real Asset I2		7.51%		-3.98%		-1.35%
Global Real Asset R32		6.86%		-4.45%		-1.85%
Global Real Asset R42		7.17%		-4.20%		-1.58%
Global Real Asset R52		7.56%		-3.94%		-1.31%
Global Real Asset Y2		7.64%		-3.88%		-1.25%
MSCI All Country World Commodity Producers Index		11.04%		-4.22%		-0.66%
Bloomberg Barclays U.S. TIPS 1-10 Year Index		4.68%		1.03%		2.61%
Bloomberg Commodity Index Total Return		-2.62%		-10.61%		-5.79%
Global Real Asset Fund Blended Index		7.75%		-2.73%		0.39%

¹  Inception: 05/28/2010

²  Without sales charge

³  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Commodity Producers Index is a free float-adjusted market capitalization index that is designed to reflect the performance of listed commodity producers across three industry (or sub-industry) categories as defined by the Global Industry Classification Standard (GICS^®): energy, metals and agriculture.

Bloomberg Barclays U.S. TIPS 1-10 Year Index represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S currency, and have maturities of 1 to 10 years.

Bloomberg Commodity Index Total Return (formerly Dow Jones UBS Commodities Index) is composed of commodities traded on U.S. exchanges, with the exception of aluminum, nickel and zinc, which trade on the London Metal Exchange (LME).

Global Real Asset Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 55% MSCI All Country World Commodity Producers Index, 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index and 10% Bloomberg Commodity Index Total Return.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

2

The Hartford Global Real Asset Fund (consolidated)

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Global Real Asset Class A		1.26%		1.68%
Global Real Asset Class C		2.01%		2.41%
Global Real Asset Class I		1.01%		1.30%
Global Real Asset Class R3		1.51%		2.03%
Global Real Asset Class R4		1.21%		1.61%
Global Real Asset Class R5		0.96%		1.32%
Global Real Asset Class Y		0.91%		1.20%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Consolidated Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Scott M. Elliott

Senior Managing Director and Multi-Asset Portfolio Manager

Wellington Management Company LLP

Brian M. Garvey

Senior Managing Director and Multi-Asset Portfolio Manager

Wellington Management Company LLP

Jay Bhutani

Managing Director, Global Industry Analyst and Natural Resources Portfolio Manager

Wellington Management Company LLP

David A. Chang, CFA

Senior Managing Director and Commodities Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Global Real Asset Fund returned 7.27%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the custom benchmark (55% MSCI All Country World Commodity Producers Index, 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index, and 10% Bloomberg Commodity Index Total Return), which returned 7.75% for the same period. The Fund outperformed the 2.47% average return of the Lipper Flexible Portfolio Funds peer group, a group of funds that allocate their investments across various asset classes, including domestic common equities, bonds, and money market instruments, with a focus on total return. For the period, the MSCI All Country World Commodity Producers Index returned 11.04%, the Bloomberg Barclays U.S. TIPS 1-10 Year Index returned 4.68%, and the Bloomberg Commodity Index Total Return returned -2.62%.

Why did the Fund perform this way?

While the first half of the period was mixed within inflation-sensitive equities, such as commodity producers, the second half proved to

be generally positive. Inflation-sensitive equities and Treasury Inflation-Protected Securities (TIPS) rose, but the commodities market fell, as three of the four sectors posted negative returns.

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the U.S. Federal Reserve (Fed). Meanwhile, tepid growth and deflationary pressures forced central banks in other developed markets to maintain accommodative monetary policies or ease further. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Extended accommodative central bank policy helped support risk assets. Through the second quarter, a rebound

3

The Hartford Global Real Asset Fund (consolidated)

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

in crude oil prices, global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets. However, investors turned more cautious in June as the U.K.’s momentous vote to leave the E.U. (Brexit) led to an increase in global financial market volatility and a flight to safety, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the European Central Bank (ECB) kept its stimulus program unchanged. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016 Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

TIPS returned 4.68% during the period as represented by the Bloomberg Barclays U.S. TIPS 1-10 Year Index. The yield curve flattened during these 12 months; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined.

Commodities returned -2.62% during the period as represented by Bloomberg Commodity Index Total Return. Energy and agriculture & livestock declined over the period, while the industrial metals and precious metals saw positive returns during the period. The decline

in the Energy sector was driven by crude oil and natural gas; an unseasonably warm winter decreased demand for natural gas, leaving the industry with high inventory levels that haven’t yet been drawn down. The oil market has been range bound since the early summer, but it continues to move back towards balance after a strong rally in the first half of 2016.

The Fund has four primary levers to generate investment performance: inflation-related equity investments, fixed income investments, commodity investments, and asset allocation among equities, bonds and commodities. Underperformance relative to the custom benchmark during this period was driven by performance within the individual sleeves, while asset allocation decisions within the Fund were additive.

One of the primary reasons for underperformance relative to the custom benchmark was due to security selection in Metals and Mining equities, as well as performance in the Fund’s traditional energy equities portfolio. Security selection within the traditional energy portfolio was a headwind due to allocations to the refining & marketing and solar industries. On the other hand, the Fund’s allocation to international inflation-sensitive equities and performance of the Fund’s upstream energy producers portfolio contributed positively during the period. The Fund’s investment in infrastructure equities detracted from performance. The Fund’s fixed income holdings were modestly additive to relative performance; being underweight U.S. TIPS relative to the custom benchmark contributed positively, while security selection within the sector was also additive. The Fund’s allocation to emerging market inflation-linked debt was also a contributor to relative performance.

While being underweight commodities was generally beneficial to Fund performance, security selection within the asset class was a large detractor for the Fund overall, primarily due to an overweight to the Energy sector, as the portfolio was positioned for a rally in prices too early. Security selection within Energy was also negative, but was more than offset by strong contract selection and a preference for Brent crude over West Texas Intermediate (WTI) crude. Security selection within precious metals also detracted as a result of allocations to the platinum group metals, though an overweight to the sector offset much of this underperformance. Security selection within agriculture & livestock was additive, benefiting from short positions across the livestock subsector. Commodities exposure is gained through derivatives, primarily total return swaps and futures.

What is the outlook?

The Fund continues to be overweight inflation-sensitive equities and underweight commodities and fixed income. While the Fund’s mid-term outlook remains constructive, we took the opportunity at the end of the third quarter to reduce risk broadly across the Fund, given expectations of some short –term volatility entering year end; we reduced equities and increased TIPS. The Fund remained underweight the commodities portfolio, which continues to be

4

The Hartford Global Real Asset Fund (consolidated)

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

overweight both Energy, based on strengthening fundamentals, and precious metals, which continue to serve as an effective hedge against negative real interest rates. It has also significantly reduced its underweight to the agriculture & livestock sector as many livestock and grain prices seem to have hit a bottom. While we believe the Fed will try to increase interest rates in December, the impact on markets should be less severe given expectations of a more gradual path for increasing interest rates. Globally, we believe monetary stimulus will remain intact into 2017. Expectations of increased fiscal spending and an end to austerity should continue to support aggregate demand, providing a positive backdrop for inflation-sensitive assets.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. The Fund’s focus on investments in the commodities market and the natural-resource sector may increase the Fund’s liquidity risk, volatility and risk of loss if there are adverse economic consequences in these sectors. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non U.S. subsidiary and its investments. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		0.9	%
Consumer Staples		1.6
Energy		33.7
Financials		4.6
Health Care		0.1
Industrials		3.0
Information Technology		0.8
Materials		13.5
Real Estate		0.7
Telecommunication Services		0.9
Utilities		5.3
Total		65.1	%
Fixed Income Securities
Convertible Bonds		0.1	%
Corporate Bonds		0.4
Foreign Government Obligations		1.0
U.S. Government Securities		22.5
Total		24.0	%
Short-Term Investments		9.6
Purchased Options		0.1
Other Assets & Liabilities		1.2
Total		100.0	%

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for financial reporting purposes.

5

The Hartford Global Real Asset Fund (consolidated)

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Country

as of October 31, 2016

Country	Percentage of Net Assets
Argentina		0.2	%
Australia		2.0
Austria		0.1
Bermuda		0.0
Brazil		2.0
Canada		6.6
Chile		0.0
China		1.0
Colombia		0.0
Denmark		0.1
Finland		0.0
France		2.4
Germany		1.0
Hong Kong		1.2
India		0.7
Indonesia		0.0
Israel		0.0
Italy		2.3
Japan		5.6
Jersey		0.2
Luxembourg		0.4
Malaysia		0.0
Mexico		0.3
Netherlands		4.1
New Zealand		0.2
Norway		1.0
Peru		0.1
Poland		0.0
Russia		2.0
Singapore		0.2
South Africa		0.8
South Korea		0.6
Spain		1.0
Sweden		0.1
Switzerland		1.2
Taiwan		0.2
Thailand		0.1
Turkey		0.1
Ukraine		0.0
United Arab Emirates		0.1
United Kingdom		5.0
United States		46.2
Short-Term Investments		9.6
Other Assets & Liabilities		1.2
Purchased Options		0.1
Total		100.0	%

6

Hartford Long/Short Global Equity Fund inception 08/29/2014

(sub-advised by Wellington Management Company LLP) Investment objective –The Fund seeks to provide long-term capital appreciation.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		Since Inception1
Long/Short Global Equity A2		1.13%		1.67%
Long/Short Global Equity A3		-4.44%		-0.95%
Long/Short Global Equity C2		0.34%		0.89%
Long/Short Global Equity C3		-0.65%		0.89%
Long/Short Global Equity I2		1.42%		1.89%
Long/Short Global Equity Y2		1.42%		1.94%
MSCI All Country World Index		2.64%		0.26%
Hedge Fund Research, Inc. Equity Hedge Index		-2.57%		-1.75%

¹ Inception: 08/29/2014

²  Without sales charge

³  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

Hedge Fund Research, Inc. Equity Hedge Index is an unmanaged index of accounts that maintain positions both long and short in primarily equity and equity derivative securities.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

7

Hartford Long/Short Global Equity Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Long/Short Global Equity Class A		4.25%		4.64%
Long/Short Global Equity Class C		5.00%		5.39%
Long/Short Global Equity Class I		4.00%		4.41%
Long/Short Global Equity Class Y		3.85%		4.41%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses and dividend and interest expenses on short sales. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Kenneth L. Abrams

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Donald S. Tunnell

Senior Managing Director, Co-Director, Quantitative Investments and Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Long/Short Global Equity Fund returned 1.13%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the MSCI All Country World Index, the Fund’s benchmark, which returned 2.64% for the same period. The Fund outperformed the Hedge Fund Research, Inc. Equity Hedge Index, which returned -2.57% for the same period. The Fund outperformed the -0.93% average return of the Lipper Alternative Long Short Global Equity funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

Global equities rose over the twelve-month period, as measured by the MSCI All Country World Index. To begin the period, geopolitical tensions flared up during November 2015, including the terrorist attacks in Paris and the downing of a Russian warplane near the Syrian border. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to begin increasing short-term rates. In China, stock markets finished 2015 on a positive note, as equities reacted positively to moves made by the People’s Bank of China (PBOC) to provide support to the economy.

2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Along with ongoing worries about a hard landing in China, fears that yuan weakness

could unleash a wave of global deflationary pressure resurfaced. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the PBOC lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound. Brazilian equities rallied sharply amid political developments that increased the likelihood of government policy change ahead of the 2018 elections.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016. Following several decades of close economic and social integration, we believe this historic event signals a profound change in how the U.K. will conduct business and trade with the rest of Europe. The U.K.’s exit from the E.U. (Brexit) vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the Fed’s statements suggesting plans to further raise rates during May. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability.

During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. The Bank of England delivered a hefty stimulus package, which helped counteract the Brexit vote shock.

8

Hartford Long/Short Global Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

The BOJ announced a policy shift centered around yield-curve control and a commitment to overshoot inflation. In particular, the BOJ will now target a 0% yield on the 10-year Japanese government bond. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee (FOMC) member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

Eight of the eleven sectors in the MSCI All Country World Index posted positive returns during the period. The Materials (+13%), Information Technology (+11%), and Utilities (+7%) sectors increased the most during the period, while Healthcare (-7%), Real Estate¹ (-5%), and Consumer Discretionary (-2%) lagged the broader index.

The Fund invests primarily in the global small-cap universe which can affect performance negatively or positively when small-caps underperform or outperform the MSCI All Country World Index, respectively. There are two main drivers of Fund performance: whether holdings in the long portion of the portfolio generate positive returns and whether holdings in the short portion of the portfolio generate negative returns.

During the period, positive returns in the short portion of the Fund led to underperformance versus the MSCI All Country World Index.

In the long portion of the Fund, on an absolute basis, performance was strongest within the Financials, Information Technology, and Industrials sectors. This was partially offset by weaker performance within Real Estate, Healthcare, and Energy. On a country basis, absolute performance was weakest within the United Kingdom, Germany, and Hong Kong. Ensco (Energy) and DeNa Co. (Information Technology) were the top absolute detractor and contributor, respectively, to the long portfolio. Shares of Ensco, a U.K.-based offshore drilling contractor, fell over the period as weakness in the offshore market led to more oil rigs coming off of contracts. Shares of DeNa Co., a Japan-based provider of mobile portal and e-commerce websites, rose with the release of their app platform Miitomo in partnership with Nintendo during the period.

The short portion of the Fund detracted from absolute performance. Short positions detracted the most from absolute returns in the Consumer Staples and Information Technology sectors; this was partially offset by positive contribution from short positions in the Consumer Discretionary and Real Estate sectors. On a country basis, short positions in Japan and Brazil detracted from absolute performance over the period while short positions in the United Kingdom, Italy, and Austria, contributed positively.

Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

We endeavor to keep the portfolio well-positioned regardless of the market environment that may develop. Our bottom-up research process is driven by fundamental research at the company level and supported by our top-down quantitative and macro analytic tools. We continue to systematically use risk controls to mitigate unintended exposures and try to ensure the primary driver of Fund performance remains stock selection.

At the end of the period, the Fund’s largest sector exposures on a net basis were to Industrials and Financials, while Utilities and Materials were the smallest. At the end of the period, net long equity exposure was in line with the Fund’s target.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. When the Fund engages in short selling, substantial losses can result, and the investment of the proceeds from these transactions uses leverage, which may increase the volatility of the Fund’s returns and could cause the Fund to underperform. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Small-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

9

¹ Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016.

Hartford Long/Short Global Equity Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

Composition by Sector

as of October 31, 2016

Sector	Percentage of Net Assets
Long Positions
Equity Securities
Consumer Discretionary		16.6	%
Consumer Staples		6.0
Energy		6.2
Financials		20.9
Health Care		9.7
Industrials		23.5
Information Technology		13.6
Materials		8.3
Real Estate		6.8
Telecommunication Services		4.0
Total		115.6	%
Short-Term Investments		0.9
Securities Sold Short
Equity Securities
Consumer Discretionary		(9.4	)%
Consumer Staples		(2.0	)
Energy		(1.6	)
Financials		(10.5	)
Health Care		(2.7	)
Industrials		(10.5	)
Information Technology		(9.2	)
Materials		(6.4	)
Real Estate		(1.1	)
Telecommunication Services		(1.7	)
Utilities		(0.9	)
Total		(56.0	)
Other Assets & Liabilities		39.5
Total		100.0	%

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for financial reporting purposes.

Composition by Country - Long Positions

as of October 31, 2016

Country	Percentage of Net Assets
Australia		2.0	%
Belgium		1.2
Brazil		2.9
Canada		1.9
China		3.3
France		3.7
Germany		0.6
Greece		0.9
Hong Kong		1.7
Indonesia		1.2
Ireland		1.0
Israel		1.0
Italy		1.1
Japan		14.2
Luxembourg		0.7
Malaysia		0.6
Netherlands		1.1
Norway		0.8
Philippines		0.6
Russia		1.3
Singapore		0.6
South Africa		0.8
South Korea		1.0
Spain		0.9
Sweden		2.6
Taiwan		1.1
Thailand		0.6
United Kingdom		8.5
United States		57.7
Short-Term Investments		0.9
Total Long Positions		116.5
Securities Sold Short		(56.0	)
Other Assets & Liabilities		39.5
Total		100.0	%

Composition by Country - Securities Sold Short

as of October 31, 2016

Country	Percentage of Net Assets
Australia		(1.8	)%
Austria		(0.2	)
Belgium		(0.6	)
Canada		(0.2	)
China		(0.8	)
France		(1.4	)
Germany		(1.1	)
Hong Kong		(0.2	)
Italy		(0.7	)
Japan		(10.3	)
Netherlands		(0.6	)
Norway		(0.4	)
Singapore		(1.1	)
South Africa		(1.9	)
Spain		(1.7	)
Sweden		(0.9	)
Switzerland		(0.6	)
United Kingdom		(2.9	)
United States		(28.6	)
Total		(56.0	)%

10

Hartford Real Total Return Fund inception 11/29/2013

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks long-term real total return.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		Since Inception1
Real Total Return A2		-6.14%		-3.26%
Real Total Return A3		-11.31%		-5.12%
Real Total Return C2		-6.88%		-3.98%
Real Total Return C3		-7.81%		-3.98%
Real Total Return I2		-5.89%		-2.97%
Real Total Return R32		-6.51%		-3.60%
Real Total Return R42		-6.15%		-3.30%
Real Total Return R52		-5.80%		-3.00%
Real Total Return Y2		-5.78%		-2.93%
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index		0.31%		0.13%
Consumer Price Index + 5%		6.64%		6.19%

¹  Inception: 11/29/2013

²  Without sales charge

³  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury bills publicly issued in the U.S. domestic markets with maturities of 90 days or less that assumes reinvestment of all income.

Consumer Price Index (CPI) + 5% is a custom benchmark created by adding 5% to the annual percentage change in the CPI. The CPI is an unmanaged index representing the rate of inflation of U.S. consumer prices as determined by the U.S. Bureau of Labor Statistics. The Fund measures its performance against its secondary performance benchmark, the Consumer Price Index +5%, over a full market cycle, which typically lasts several years. At certain periods during a market cycle, the Fund’s performance may not be in line with that of the secondary performance benchmark and there can be no assurance the CPI or any other index will reflect the exact level of inflation at any given time.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

11

Hartford Real Total Return Fund

Manager Discussion

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Real Total Return Class A		1.46%		1.51%
Real Total Return Class C		2.21%		2.27%
Real Total Return Class I		1.21%		1.21%
Real Total Return Class R3		1.76%		1.84%
Real Total Return Class R4		1.46%		1.55%
Real Total Return Class R5		1.16%		1.24%
Real Total Return Class Y		1.11%		1.11%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual transfer agent reimbursements remain in effect until February 28, 2017 and contractual operating expense reimbursements remain in effect until February 28, 2018, and each automatically renews for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Manager

Stephen A. Gorman, CFA

Senior Managing Director and Director of Tactical Asset Allocation

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Real Total Return Fund returned -6.14%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s benchmark, the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index which returned 0.31% for the same period. The Fund also underperformed the 0.46% average return of the Lipper Absolute Return Funds peer group, a group of funds with investment strategies similar to those of the Fund.

Why did the Fund perform this way?

The Fund seeks long-term real total return. We seek to achieve the Fund’s investment objective by actively allocating the Fund’s assets to multiple global asset classes. In addition, we seek to actively manage the Fund’s overall risk and provide attractive real total returns with moderate volatility and low correlation to equities over a full market cycle.

The most recent twelve-month period for global markets was characterized by episodic periods of significant volatility driven by shifts in expectations for monetary policy and increasing political uncertainty. Given this backdrop, there was significant divergence in global equity market performance with emerging markets outperforming developed market equities and U.S. equities producing modestly positive results. In contrast, European, Japanese, and Chinese equities all produced negative total returns for the period. Performance in global bond markets was generally strongly positive for the period as yields for 10-year government bonds declined 0.3%-0.6% over the period. Commodity performance over the period was

similarly volatile with crude oil and select agriculture sectors declining sharply, while select industrial and precious metals performed strongly.

In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to increase short-term rates. 2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the People’s Bank of China (PBOC) lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016 (Brexit). The Brexit vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its cautious policy stance. In the U.S., solid economic data helped investors shrug off the Fed’s statements in May suggesting plans to further raise rates. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability. During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to stoke investors’ risk appetites. While the Fed signaled a

12

Hartford Real Total Return Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Fed. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Extended accommodative central bank policy helped support risk assets. Through the second quarter, a rebound in crude oil prices, global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets. However, investors turned more cautious in June as the U.K.’s momentous vote to leave the E.U. led to a spike in global financial market volatility and a flight to safety, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016 Fed rate increase.

The primary drivers of underperformance relative to the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index during the period were global equity exposures that featured long exposure to Europe and Japan, and short exposure to Brazil in the first quarter of 2016. Other notable areas of weakness were exposures to inflation-sensitive equities and commodities (primarily long crude oil in the first few months of 2016). Significantly offsetting the negative results were exposures to global government and inflation-linked bonds, which performed well as global interest rates declined and a number of inflation-linked bond markets began pricing in higher breakeven inflation expectations. Active manager allocations also detracted

modestly over the period with the bulk of negative performance occurring early in the twelve-month period. Strong performance from the absolute return bond & currency (overweight U.S. Dollar), global Energy (overweight U.S. oil and gas exploration equities), and Japan equity (security selection within Consumer Discretionary sector) strategies was offset by weaker performance from our technical variable beta and technical equity strategies due to security selection during the volatile first quarter of 2016. In April, in conjunction with the transition to Steve Gorman as lead portfolio manager, we removed the allocation to the technical variable beta strategy and initiated allocations to three active, sector-focused strategies including Healthcare, Technology and Global Energy. The rationale for this change was to include strategies that drive returns through idiosyncratic security selection. All three of these strategies were additive to overall performance since they were implemented.

As described above, derivatives are integral to the management of the Fund and had an impact on performance within both the market exposures and active manager allocations. These instruments are used across asset classes in portfolio implementation. Over the period, use of derivatives detracted from performance.

What is the outlook?

We expect the trend of weak global growth to continue with modest improvement in the U.S. and China being offset by weakness in Europe and Japan. We expect the implications of the Brexit vote shock and the upcoming U.S. Presidential election will remain as potential sources of volatility in the coming months and years. At the same time, we expect that global monetary policy will remain accommodative due to economic and political uncertainty. Without a strong catalyst to spur sustained improvement in global growth, we expect most asset markets to remain range bound with periodic spikes in volatility in the coming months.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to

13

Hartford Real Total Return Fund

Manager Discussion – (continued)

October 31, 2016 (Unaudited)

changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund may invest in structured securities that do not have an active trading market, making them difficult to value and sell. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Country

as of October 31, 2016

Country	Percentage of Net Assets
Austria		0.4	%
Belgium		0.4
Canada		2.7
China		1.4
Denmark		0.3
Finland		0.3
France		4.6
Germany		0.1
Hong Kong		0.1
Ireland		0.4
Israel		0.2
Italy		2.6
Japan		11.5
Netherlands		0.6
Norway		0.9
Singapore		0.4
South Korea		0.3
Spain		0.8
Sweden		0.6
Switzerland		0.6
Taiwan		0.2
Thailand		0.0
United Kingdom		8.6
United States		36.4
Short-Term Investments		19.1
Other Assets & Liabilities		6.2
Purchased Options		0.3
Total		100.0	%

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		42.0	%
Exchange Traded Funds		9.9
Total		51.9	%
Fixed Income Securities
Corporate Bonds		1.2	%
Foreign Government Obligations		21.3
Total		22.5	%
Short-Term Investments		19.1
Purchased Options		0.3
Other Assets & Liabilities		6.2
Total		100.0	%

14

Alternative Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2016 through October 31, 2016.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/366 (to reflect the one-half year period).

The Hartford Global Real Asset Fund (consolidated)

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,026.00	$	6.31	$	1,000.00	$	1,018.90	$	6.29		1.24	%		184		366
Class C	$	1,000.00	$	1,021.70	$	10.11	$	1,000.00	$	1,015.13	$	10.08		1.99	%		184		366
Class I	$	1,000.00	$	1,027.30	$	4.99	$	1,000.00	$	1,020.21	$	4.98		0.98	%		184		366
Class R3	$	1,000.00	$	1,023.60	$	7.53	$	1,000.00	$	1,017.70	$	7.51		1.48	%		184		366
Class R4	$	1,000.00	$	1,026.00	$	5.75	$	1,000.00	$	1,019.46	$	5.74		1.13	%		184		366
Class R5	$	1,000.00	$	1,027.20	$	4.69	$	1,000.00	$	1,020.51	$	4.67		0.92	%		184		366
Class Y	$	1,000.00	$	1,027.20	$	4.54	$	1,000.00	$	1,020.66	$	4.52		0.89	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

15

Alternative Funds

Expense Examples (Unaudited) – (continued)

Hartford Long/Short Global Equity Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,037.60	$	17.31	$	1,000.00	$	1,008.14	$	17.06		3.38	%		184		366
Class C	$	1,000.00	$	1,032.90	$	21.05	$	1,000.00	$	1,004.42	$	20.76		4.12	%		184		366
Class I	$	1,000.00	$	1,038.50	$	15.83	$	1,000.00	$	1,009.60	$	15.61		3.09	%		184		366
Class Y	$	1,000.00	$	1,038.40	$	15.78	$	1,000.00	$	1,009.65	$	15.56		3.08	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

Hartford Real Total Return Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,044.30	$	7.55	$	1,000.00	$	1,017.75	$	7.46		1.47	%		184		366
Class C	$	1,000.00	$	1,040.20	$	11.44	$	1,000.00	$	1,013.93	$	11.29		2.23	%		184		366
Class I	$	1,000.00	$	1,045.10	$	6.17	$	1,000.00	$	1,019.10	$	6.09		1.20	%		184		366
Class R3	$	1,000.00	$	1,042.30	$	9.14	$	1,000.00	$	1,016.19	$	9.02		1.78	%		184		366
Class R4	$	1,000.00	$	1,044.40	$	7.61	$	1,000.00	$	1,017.70	$	7.51		1.48	%		184		366
Class R5	$	1,000.00	$	1,046.40	$	6.07	$	1,000.00	$	1,019.20	$	5.99		1.18	%		184		366
Class Y	$	1,000.00	$	1,046.30	$	5.71	$	1,000.00	$	1,019.56	$	5.63		1.11	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

16

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 63.7%
		Automobiles & Components - 0.3%
	18,200	NOK Corp.	$	410,150
	21,300	Toyoda Gosei Co., Ltd.		488,082
				898,232
		Banks - 2.0%
	89,355	Banca Popolare dell’Emilia Romagna SC		419,885
	171,557	CaixaBank S.A.		517,654
	22,400	Dah Sing Financial Holdings Ltd.		151,940
	85,367	HSBC Holdings plc		642,911
	17,771	KB Financial Group, Inc.		657,826
	131,700	Mitsubishi UFJ Financial Group, Inc.		679,547
	285,000	Mizuho Financial Group, Inc.		479,869
	65,893	Standard Chartered plc*		573,000
	19,800	Sumitomo Mitsui Financial Group, Inc.		686,499
	5,500	Sumitomo Mitsui Trust Holdings, Inc.		185,585
	102,706	UniCredit S.p.A.		254,876
				5,249,592
		Capital Goods - 1.9%
	3,351	AGCO Corp.		171,169
	10,527	Arconic, Inc.		302,336
	113,377	Beijing Enterprises Holdings Ltd.		566,639
	400	Caterpillar, Inc.		33,384
	15,190	Cie de Saint-Gobain		674,484
	17,618	CNH Industrial N.V.		136,780
	3,730	CNK International Co., Ltd.*(1)(2)		1,011
	57,646	COSCO Corp. Singapore Ltd.*		10,548
	100	Cummins, Inc.		12,782
	8,961	Deere & Co.		791,256
	7,254	Fosun International Ltd.		10,504
	1,430	Hino Motors Ltd.		15,587
	2,035	Hitachi Construction Machinery Co., Ltd.		42,568
	20,300	Japan Steel Works Ltd.		436,028
	731	John Bean Technologies Corp.		58,370
	1,481	Komatsu Ltd.		32,966
	43,222	Kubota Corp.		696,667
	2,779	MAN SE		284,447
	619	NOW, Inc.*		13,346
	58	PACCAR, Inc.		3,185
	17,308	Sembcorp Marine Ltd.		16,049
	8,697	Vinci S.A.		629,832
	32,055	Yangzijiang Shipbuilding Holdings Ltd.		17,137
				4,957,075
		Commercial & Professional Services - 0.2%
	8,100	en-japan, Inc.		156,071
	204,667	Hays plc		341,845
				497,916
		Diversified Financials - 0.4%
	5,609	Julius Baer Group Ltd.*		227,061
	44,810	UBS Group AG		633,509
	50,050	Uranium Participation Corp.*		138,810
				999,380
		Energy - 33.7%
	30,345	Anadarko Petroleum Corp.		1,803,707
	3,658	Apache Corp.		217,578
	10,640	Baker Hughes, Inc.		589,456
	1,607	Baytex Energy Corp.*		6,187
	718,569	BP plc		4,247,967
	19,654	BP plc ADR		698,700

Shares or Principal Amount			Market Value†
COMMON STOCKS - 63.7% - (continued)
		Energy - 33.7% - (continued)
	440,515	Buru Energy Ltd.*	$	68,378
	35,626	Cabot Oil & Gas Corp.		743,871
	106	California Resources Corp.		1,088
	21,231	Callon Petroleum Co.*		275,791
	41,394	Caltex Australia Ltd.		963,538
	6,262	Cameco Corp.		48,227
	35,221	Canadian Natural Resources Ltd.		1,117,591
	6,157	Cenovus Energy, Inc.		88,823
	5,400	Centennial Resource Development, Inc. Class A*		80,190
	6,331	Ceres Global AG Corp.*		25,913
	70,643	Chevron Corp.		7,399,854
	462,000	China Oilfield Services Ltd. Class H		443,417
	3,097	Cimarex Energy Co.		399,916
	378,000	CNOOC Ltd.		475,628
	101,998	Coal India Ltd.		497,516
	2,930	Concho Resources, Inc.*		371,934
	47,294	ConocoPhillips Co.		2,054,924
	9,983	Cosan Ltd. Class A		88,849
	14,583	Crew Energy, Inc.*		71,648
	5,111	Denbury Resources, Inc.*		12,215
	30,516	Devon Energy Corp.		1,156,251
	7,510	Diamondback Energy, Inc.*		685,588
	5,111	Enbridge, Inc.		220,703
	6,560	Energen Corp.		328,853
	233,079	Eni S.p.A.		3,382,502
	9,401	Eni S.p.A. ADR		273,381
	2,499	Ensco plc Class A		19,542
	20,657	EOG Resources, Inc.		1,867,806
	6,095	EQT Corp.		402,270
	136,418	Exxon Mobil Corp.		11,366,348
	14,783	FMC Technologies, Inc.*		477,047
	430,137	Gazprom PJSC ADR		1,854,698
	1,825	Green Plains, Inc.		47,450
	12,264	Hess Corp.		588,304
	41,210	Hunting plc		253,261
	5,895	Husky Energy, Inc.*		63,420
	24,033	Imperial Oil Ltd.		780,592
	74,200	Indo Tambangraya Megah Tbk PT		81,441
	177,500	Inpex Corp.		1,655,856
	21,000	Japan Petroleum Exploration Co., Ltd.		459,480
	51,805	Kelt Exploration Ltd.*		229,034
	1,864	Keyera Corp.		55,949
	24,536	Laredo Petroleum, Inc.*		292,469
	24,312	Lukoil PJSC ADR		1,182,592
	7,847	Marathon Oil Corp.		103,423
	5,381	Marathon Petroleum Corp.		234,558
	2,907	Murphy Oil Corp.		75,204
	5,947	Nabors Industries Ltd.		70,769
	2,680	National Oilwell Varco, Inc.		86,028
	9,917	Newfield Exploration Co.*		402,531
	3,275	Noble Energy, Inc.		112,889
	9,360	Oasis Petroleum, Inc.*		98,186
	31,145	Occidental Petroleum Corp.		2,270,782
	73	Pacific Exploration and Production Corp.*(2)		6
	20,200	Painted Pony Petroleum Ltd.*		123,793
	9,240	Parsley Energy, Inc. Class A*		303,996
	5,859	Pembina Pipeline Corp.		180,012
	932,000	PetroChina Co., Ltd. Class H		637,707
	249,569	Petroleo Brasileiro S.A. ADR*		2,855,843
	78,374	Petronet LNG Ltd.		454,821
	4,376	Phillips 66		355,112

The accompanying notes are an integral part of these financial statements.

17

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 63.7% - (continued)
		Energy - 33.7% - (continued)
	8,658	Pioneer Natural Resources Co.	$	1,549,955
	952	PrairieSky Royalty Ltd.		20,704
	43,064	QEP Resources, Inc.		692,039
	31,673	Raging River Exploration, Inc.*		253,847
	1,784	Range Resources Corp.		60,281
	84,722	Repsol S.A.		1,182,930
	14,919	Rice Energy, Inc.*		329,561
	159,064	Royal Dutch Shell plc Class A		3,961,813
	48,245	Royal Dutch Shell plc Class A, ADR		2,403,083
	124,357	Royal Dutch Shell plc Class B		3,207,478
	9,175	Royal Dutch Shell plc Class B, ADR		479,944
	5,167	RSP Permian, Inc.*		186,529
	32,310	Sasol Ltd. ADR		888,848
	10,552	Schlumberger Ltd.		825,483
	4,862	Schoeller-Bleckmann Oilfield Equipment AG		344,487
	15,224	Seven Generations Energy Ltd. Class A*		324,615
	20,971	Spectra Energy Corp.		876,798
	86,643	Statoil ASA		1,414,534
	11,900	Statoil ASA ADR		193,256
	84,110	Suncor Energy, Inc.		2,524,982
	128,600	Surgutneftegas OJSC ADR		560,696
	34,824	Synergy Resources Corp.*		238,196
	16,931	Tatneft PJSC ADR		565,111
	3,749	Tenaris S.A. ADR		105,722
	101,098	Tidewater Midstream and Infrastructure Ltd.		119,843
	54,227	Total S.A.		2,597,739
	29,226	Total S.A. ADR		1,395,249
	24,084	TransCanada Corp.		1,090,271
	6,350	Valero Energy Corp.		376,174
	3,484	Vermilion Energy, Inc.		136,627
	7,450	Weatherford International plc*		35,909
	15,670	Western Refining, Inc.		452,080
	34,909	WPX Energy, Inc.*		379,112
	25,714	YPF Sociedad Anonima ADR		456,681
				89,113,980
		Food & Staples Retailing - 0.2%
	147,337	J Sainsbury plc		451,742
		Food, Beverage & Tobacco - 1.4%
	10,837	Adecoagro S.A.*		119,207
	21,834	Archer-Daniels-Midland Co.		951,307
	46,742	Astra Agro Lestari Tbk PT		54,613
	787	Bakkafrost P/F		32,997
	15,915	BRF S.A.		266,247
	9,878	BRF S.A. ADR		165,160
	10,722	Bunge Ltd.		664,871
	640	Cal-Maine Foods, Inc.		24,736
	63,545	Charoen Pokphand Foods plc		57,195
	186,165	China Agri-Industries Holdings Ltd.*		72,753
	6,673	Darling Ingredients, Inc.*		90,753
	65,860	First Resources Ltd.		86,152
	335,647	Golden Agri-Resources Ltd.		92,682
	2,726	Kraft Heinz Co.		242,478
	5,265	Kuala Lumpur Kepong Bhd		30,060
	3,507	Limoneira Co.		69,053
	4,087	McLeod Russel India Ltd.		10,420
	645	MHP S.A. GDR		6,095
	9,849	PureCircle Ltd.*		33,152
	5,420	SLC Agricola S.A.		26,845
	9,089	Tate & Lyle plc		86,682

Shares or Principal Amount			Market Value†
COMMON STOCKS - 63.7% - (continued)
		Food, Beverage & Tobacco - 1.4% - (continued)
	2,370	Tyson Foods, Inc. Class A	$	167,915
	103,300	Wilmar International Ltd.		245,246
				3,596,619
		Insurance - 0.8%
	29,400	Dai-ichi Life Holdings, Inc.		431,033
	35,673	Delta Lloyd N.V.		215,512
	1,105,836	Shin Kong Financial Holding Co., Ltd.*		239,671
	88,110	Storebrand ASA*		453,161
	57,200	T&D Holdings, Inc.		691,711
	16,616	Tongyang Life Insurance Co., Ltd.		174,083
				2,205,171
		Materials - 13.5%
	2,876	African Rainbow Minerals Ltd.		20,838
	11,527	Agnico Eagle Mines Ltd.		585,572
	7,257	Agrium, Inc.		666,206
	344	Allegheny Technologies, Inc.		4,692
	181,343	Alrosa PAO*		253,418
	65,564	Alumina Ltd.		78,800
	41,842	Aluminum Corp. of China Ltd. Class H*		15,541
	22,351	Anglo American Platinum Ltd.*		528,460
	99,514	Anglo American plc*		1,381,175
	13,396	AngloGold Ashanti Ltd.*		182,396
	4,862	AngloGold Ashanti Ltd. ADR*		66,804
	9,776	Antofagasta plc		65,021
	23,802	ArcelorMittal*		160,829
	1,744	ArcelorMittal South Africa Ltd.*		1,487
	103,844	Barrick Gold Corp.		1,826,831
	80,121	BHP Billiton Ltd.		1,399,780
	51,197	BHP Billiton plc		769,853
	6,685	Boliden AB		154,935
	19,220	Buzzi Unicem S.p.A.		373,785
	1,455	CAP S.A.		10,156
	49,800	Centerra Gold, Inc.		251,729
	26,155	CF Industries Holdings, Inc.		627,982
	268,578	China Steel Corp.		193,985
	16,910	Cia de Minas Buenaventura SAA ADR*		224,734
	14,307	Cia Siderurgica Nacional S.A.*		48,138
	1,470	Daido Steel Co., Ltd.		6,240
	171,597	Eldorado Gold Corp.*		541,930
	34,893	Eregli Demir ve Celik Fabrikalari T.A.S.		47,444
	3,842	Feng Hsin Iron & Steel Co.		5,092
	16,839	First Quantum Minerals Ltd.		159,941
	3,030	FMC Corp.		142,077
	36,696	Fortescue Metals Group Ltd.		153,999
	8,632	Franco-Nevada Corp.		565,051
	26,104	Freeport-McMoRan, Inc.		291,843
	12,811	Fresnillo plc		257,747
	3,024,000	G-Resources Group Ltd.		53,133
	23,154	Gerdau S.A. (Preference Shares)		79,936
	298,653	Glencore plc*		914,208
	15,269	Gold Fields Ltd.		62,974
	17,576	Gold Fields Ltd. ADR		72,940
	48,974	Goldcorp, Inc.		744,405
	96,227	Grupo Mexico S.A.B. de C.V. Series B		236,227
	4,646	Harmony Gold Mining Co., Ltd.		14,423
	13,904	Hecla Mining Co.		83,285
	25,122	Hindalco Industries Ltd.		56,500
	3,800	Hitachi Chemical Co., Ltd.		88,832
	4,716	Hitachi Metals Ltd.		58,947

The accompanying notes are an integral part of these financial statements.

18

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 63.7% - (continued)
		Materials - 13.5% - (continued)
	1,854	Holmen AB Class B	$	63,436
	1,976	Hyundai Steel Co.		85,146
	14,279	Iluka Resources Ltd.(1)		62,601
	140,979	Impala Platinum Holdings Ltd.*		569,647
	40,283	Incitec Pivot Ltd.		90,096
	3,594	Industrias CH S.A.B. de C.V. Series B*(1)		16,980
	478	Ingevity Corp.*		19,789
	2,286	International Paper Co.		102,939
	15,000	Israel Chemicals Ltd.		53,304
	202	Israel Corp. Ltd.*		30,074
	142,000	Ivanhoe Mines Ltd. Class A*		221,263
	12,368	JFE Holdings, Inc.		177,265
	32,253	Jiangxi Copper Co., Ltd. Class H		38,074
	39,400	JSR Corp.		598,741
	1,545	JSW Steel Ltd.		38,396
	3,167	K+S AG		64,131
	3,611	KGHM Polska Miedz S.A.		65,541
	186,084	Kinross Gold Corp.*		718,284
	6,614	Kobe Steel Ltd.*		54,581
	217	Korea Zinc Co., Ltd.		86,164
	479	Koza Altin Isletmeleri AS*		2,729
	2,134	Kumba Iron Ore Ltd.*		21,732
	18,100	Kyoei Steel Ltd.		344,780
	11,901	LafargeHolcim Ltd.*		634,808
	29,385	Lonmin plc*		68,515
	963	Maruichi Steel Tube Ltd.		31,048
	2,775	Mitsubishi Materials Corp.		79,506
	27,000	Mitsui Chemicals, Inc.		132,966
	13,177	MMC Norilsk Nickel PJSC ADR		198,755
	5,107	Mondi plc		99,666
	16,848	Monsanto Co.		1,697,773
	11,485	Mosaic Co.		270,242
	20,900	Neturen Co., Ltd.		169,406
	44,228	Newcrest Mining Ltd.		774,407
	50,508	Newmont Mining Corp.		1,870,816
	18,962	Nippon Steel & Sumitomo Metal Corp.		375,691
	30,295	Norsk Hydro ASA		135,441
	3,477	Northam Platinum Ltd.*		12,668
	15,498	Northern Star Resources Ltd.		50,127
	1,011	Novolipetsk Steel PJSC GDR		16,385
	7,997	Nucor Corp.		390,653
	2,128	OCI N.V.*		29,538
	18,689	Oji Holdings Corp.		79,021
	2,152	OZ Minerals Ltd.		10,995
	64,000	Pacific Metals Co., Ltd.*		192,602
	15,184	Petra Diamonds Ltd.		28,269
	1,719	POSCO		357,677
	56,060	Potash Corp. of Saskatchewan, Inc.		912,015
	5,333	Randgold Resources Ltd. ADR		473,197
	178,139	Resolute Mining Ltd.		210,427
	10,906	Rio Tinto Ltd.		451,230
	31,229	Rio Tinto plc		1,085,998
	1,200	Royal Bafokeng Platinum Ltd.*		3,648
	15,019	Salzgitter AG		493,704
	4,388	Severstal PJSC GDR		61,876
	7,898	Sibanye Gold Ltd.		21,970
	26,770	Silver Wheaton Corp.		645,425
	715	Sims Metal Management Ltd.		5,439
	3,585	Sociedad Quimica y Minera de Chile S.A. ADR		104,897
	137,952	South32 Ltd.		268,083
	3,834	Southern Copper Corp.		108,847

Shares or Principal Amount			Market Value†
COMMON STOCKS - 63.7% - (continued)
		Materials - 13.5% - (continued)
	1,106	SSAB AB Class A*	$	3,508
	1,283	SSAB AB Class B*		3,405
	377	Stora Enso Oyj Class R		3,563
	23,000	Sumitomo Bakelite Co., Ltd.		124,906
	12,494	Sumitomo Metal Mining Co., Ltd.		162,358
	2,123	Syngenta AG*		845,079
	1,011	Syngenta AG		404,568
	8,172	Tata Steel Ltd.		49,644
	13,167	Teck Resources Ltd. Class B		284,186
	9,469	ThyssenKrupp AG		219,710
	42,300	Tokyo Steel Manufacturing Co., Ltd.		293,402
	22,143	Turquoise Hill Resources Ltd.*		68,676
	9,199	UPL Ltd.		96,042
	2,712	UPM-Kymmene Oyj		63,085
	9,651	Usinas Siderurgicas de Minas Gerais S.A. Class A, (Preference Shares)*		13,636
	30,743	Vale S.A.		212,658
	92,045	Vale S.A. (Preference Shares)		594,890
	21,870	Vedanta Ltd.		66,581
	3,751	Vicat S.A.		235,833
	2,810	Voestalpine AG		99,547
	779	West Fraser Timber Co., Ltd.		26,669
	98,575	Western Areas Ltd.*		184,889
	2,968	WestRock Co.		137,092
	61,626	Yamana Gold, Inc.		220,076
	14,127	Yamato Kogyo Co., Ltd.		397,742
	5,068	Yara International ASA		179,023
	4,600	Yodogawa Steel Works Ltd.		125,592
	303,790	Zijin Mining Group Co., Ltd. Class H		96,549
				35,822,654
		Media - 0.5%
	10,257	Comcast Corp. Class A		634,088
	30,549	SES S.A.		702,813
				1,336,901
		Pharmaceuticals, Biotechnology & Life Sciences - 0.1%
	1,138	Bayer AG		112,992
	3,117	Evogene Ltd.*		18,638
	4,632	Genus plc		106,361
	600	Ouro Fino Saude Animal Participacoes S.A.		7,021
				245,012
		Real Estate - 0.7%
	6,954	American Tower Corp. REIT		814,939
	10,375	Equity LifeStyle Properties, Inc. REIT		786,840
	11,790	Sumitomo Real Estate Sales Co., Ltd. REIT		266,475
				1,868,254
		Retailing - 0.1%
	1,171	Murphy USA, Inc.*		80,541
	14,300	Xebio Holdings Co., Ltd.		221,981
				302,522
		Semiconductors & Semiconductor Equipment - 0.5%
	10,243	First Solar, Inc.*		414,739
	51,300	Shinko Electric Industries Co., Ltd.		330,607
	26,367	SunPower Corp.*		190,897
	14,500	Tokyo Seimitsu Co., Ltd.		395,597
	1	Tower Semiconductor Ltd.*		14
				1,331,854

The accompanying notes are an integral part of these financial statements.

19

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
COMMON STOCKS - 63.7% - (continued)
			Software & Services - 0.3%
		122,000	Fujitsu Ltd.	$	723,597
			Telecommunication Services - 0.9%
		131,051	BT Group plc		601,529
		20,260	KT Corp.		571,528
		37,181	NTT DoCoMo, Inc.		933,763
		18,600	Telefonica Brasil S.A. (Preference Shares)		269,094
					2,375,914
			Transportation - 0.9%
		10,342	Canadian National Railway Co.		650,143
		14,512	D/S Norden A/S*		206,652
		3,052	Flughafen Zuerich AG		561,031
		9,173	Hamburger Hafen und Logistik AG		145,810
		1,590,000	Pacific Basin Shipping Ltd.*		237,412
		145,716	PostNL N.V.*		686,273
					2,487,321
			Utilities - 5.3%
		19,214	Avangrid, Inc.		757,224
		82,478	Cheung Kong Infrastructure Holdings Ltd.		674,985
		784,620	China Longyuan Power Group Corp. Ltd. Class H		598,232
		15,100	Cia de Saneamento Basico do Estado de Sao Paulo		159,420
		33,900	Cia Paranaense de Energia (Preference Shares)		388,172
		98,348	E.ON SE		720,778
		147,183	Enel S.p.A.		632,789
		27,471	Engie S.A.		396,179
		135,171	ENN Energy Holdings Ltd.		635,482
		483,816	Guangdong Investment Ltd.		729,464
		110,343	Iberdrola S.A.		750,934
		32,625	Indraprastha Gas Ltd.		419,005
		5,231	Innogy SE*(3)		207,729
		2,512	Kenon Holdings Ltd.*		24,443
		25,966	National Grid plc		337,760
		7,814	NextEra Energy, Inc.		1,000,192
		137,961	NTPC Ltd.		312,150
		90,561	Osaka Gas Co., Ltd.		376,661
		26,494	Pattern Energy Group, Inc.		592,141
		68,375	Power Assets Holdings Ltd.		641,747
		7,050	Sempra Energy		755,055
		19,167	Severn Trent plc		545,611
		91,326	Snam S.p.A.		481,180
		25,396	SSE plc		493,775
		14,420	Suez Environnement Co.		228,408
		25,262	UGI Corp.		1,169,378
					14,028,894
			Total Common Stocks (cost $161,187,617)	$	168,492,630
CORPORATE BONDS - 0.4%
			Chemicals - 0.0%
	$	50,000	Eastman Chemical Co. 4.80%, 09/01/2042	$	51,146
			Construction Materials - 0.0%
		100,000	Eagle Materials, Inc. 4.50%, 08/01/2026		100,797

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 0.4% - (continued)
			Distribution/Wholesale - 0.0%
	$	20,000	Beacon Roofing Supply, Inc. 6.38%, 10/01/2023	$	21,400
			Electric - 0.1%
		100,000	Abu Dhabi National Energy Co. PJSC 6.25%, 09/16/2019(4)		111,183
		60,000	Dynegy, Inc. 7.63%, 11/01/2024		57,450
					168,633
			Home Builders - 0.0%
		100,000	Lennar Corp. 4.88%, 12/15/2023		102,000
			Mining - 0.0%
		19,000	Alamos Gold, Inc. 7.75%, 04/01/2020(4)		19,665
			Oil & Gas - 0.2%
		25,000	Anadarko Petroleum Corp. 4.50%, 07/15/2044		23,535
		50,000	Concho Resources, Inc. 5.50%, 04/01/2023		51,150
		25,000	Continental Resources, Inc. 4.90%, 06/01/2044		21,281
		70,000	Devon Energy Corp. 5.00%, 06/15/2045		67,748
		50,000	Hess Corp. 5.60%, 02/15/2041		49,461
			Marathon Oil Corp.
		70,000	3.85%, 06/01/2025		67,591
		75,000	5.90%, 03/15/2018		78,784
		50,000	Matador Resources Co. 6.88%, 04/15/2023		52,500
		50,000	Newfield Exploration Co. 5.63%, 07/01/2024		52,000
		50,000	Occidental Petroleum Corp. 4.40%, 04/15/2046		53,320
		50,000	Petrobras Global Finance B.V. 5.38%, 01/27/2021		49,510
		50,000	RSP Permian, Inc. 6.63%, 10/01/2022		52,687
					619,567
			Pipelines - 0.1%
		75,000	Enterprise Products Operating LLC 4.90%, 05/15/2046		77,170
		60,000	Sunoco Logistics Partners Operations L.P. 5.95%, 12/01/2025		69,103
					146,273
			Total Corporate Bonds (cost $1,223,500)	$	1,229,481
FOREIGN GOVERNMENT OBLIGATIONS - 1.0%
			Australia - 0.1%
	AUD	275,655	Australia Government Bond 3.00%, 09/20/2025(4)(5)	$	254,739
			Brazil - 0.1%
	BRL	814,451	Brazil Notas do Tesouro Nacional 6.00%, 08/15/2022(5)		255,108

The accompanying notes are an integral part of these financial statements.

20

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 1.0% - (continued)
			Japan - 0.1%
	JPY	36,221,640	Japanese Government CPI Linked Bond 0.10%, 03/10/2026(5)	$	365,063
			Mexico - 0.1%
	MXN	3,432,993	Mexican Udibonos 4.00%, 11/15/2040(5)		199,190
			New Zealand - 0.2%
	NZD	838,755	New Zealand Government Bond 2.00%, 09/20/2025(4)(5)		617,816
			Russia - 0.2%
	RUB	23,928,578	Russian Federal Inflation Linked Bond 2.50%, 08/16/2023(5)		369,496
			Thailand - 0.1%
			Thailand Government Bond
	THB	7,884,182	1.20%, 07/14/2021(4)(5)		220,900
		3,781,955	1.25%, 03/12/2028(4)(5)		100,924
					321,824
			Turkey - 0.1%
	TRY	665,654	Turkey Government Bond 3.00%, 02/23/2022(5)		219,751
			Total Foreign Government Obligations (cost $2,605,130)	$	2,602,987
U.S. GOVERNMENT SECURITIES - 22.5%
			U.S. Treasury Securities - 22.5%
			U.S. Treasury Bonds - 2.0%
	$	2,881,991	2.00%, 01/15/2026(5)	$	3,359,774
		1,501,321	2.38%, 01/15/2025(5)		1,777,537
					5,137,311
			U.S. Treasury Notes - 20.5%
			U.S. Treasury Inflation Indexed Note
		3,776,888	0.13%, 04/15/2018(5)		3,812,923
		2,415,448	0.13%, 04/15/2019(5)		2,453,986
		2,010,639	0.13%, 04/15/2020(5)		2,048,880
		279,455	0.13%, 04/15/2021(5)		285,022
		4,177,716	0.13%, 01/15/2022(5)		4,260,088
		2,749,241	0.13%, 07/15/2022(5)		2,811,888
		5,632,435	0.13%, 01/15/2023(5)		5,713,131
		2,358,294	0.13%, 07/15/2024(5)		2,382,261
		1,180,625	0.13%, 07/15/2026(5)		1,183,844
		4,021,681	0.25%, 01/15/2025(5)		4,074,924
		2,690,818	0.38%, 07/15/2023(5)		2,781,552
		1,878,879	0.38%, 07/15/2025(5)		1,928,697
		1,843,352	0.63%, 07/15/2021(5)		1,933,531
		5,083,634	0.63%, 01/15/2024(5)		5,310,720
		1,596,436	0.63%, 01/15/2026(5)		1,666,404
		111,812	1.00%, 02/15/2046		120,454
		3,032,154	1.13%, 01/15/2021(5)		3,222,397
		662,622	1.25%, 07/15/2020(5)		707,521
		4,313,631	1.38%, 01/15/2020(5)		4,574,391
		1,466,387	1.88%, 07/15/2019(5)		1,572,030
		1,402,200	2.13%, 01/15/2019(5)		1,490,011
					54,334,655
			Total U.S. Government Securities (cost $58,804,261)	$	59,471,966

Shares or Principal Amount				Market Value†
CONVERTIBLE BONDS - 0.1%
			Biotechnology - 0.0%
	$	10,000	Acorda Therapeutics, Inc. 1.75%, 06/15/2021	$	7,743
			Incyte Corp.
		10,000	0.38%, 11/15/2018		17,850
		10,000	1.25%, 11/15/2020		18,150
					43,743
			Electrical Components & Equipment - 0.1%
		84,000	SunPower Corp. 0.88%, 06/01/2021		62,580
			Oil & Gas - 0.0%
		39,000	PDC Energy, Inc. 1.13%, 09/15/2021		39,634
			Total Convertible Bonds (cost $150,080)	$	145,957
EXCHANGE TRADED FUNDS - 1.4%
			Other Investment Pools & Funds - 1.4%
		588	ETFS Platinum Trust*	$	55,307
		46,200	PowerShares Senior Loan Portfolio		1,070,916
		27,500	VanEck Vectors Agribusiness ETF		1,356,025
		56,926	VanEck Vectors Gold Miners ETF		1,395,826
			Total Exchange Traded Funds (cost $3,837,255)	$	3,878,074
CONVERTIBLE PREFERRED STOCKS - 0.0%
			Energy - 0.0%
		700	Hess Corp. 8.00%	$	41,405
		650	WPX Energy, Inc. Series A 6.25%		33,436
			Total Convertible Preferred Stocks (cost $79,836)	$	74,841
WARRANTS - 0.0%
			Materials - 0.0%
		17,550	Shandong Denghai Seeds Co., Ltd. , Expires 4/24/18*	$	45,127
			Total Warrants (cost $21,231)	$	45,127
			Total Long-Term Investments (cost $227,908,910)	$	235,941,063

The accompanying notes are an integral part of these financial statements.

21

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
SHORT-TERM INVESTMENTS - 9.6%
		Other Investment Pools & Funds - 9.6%
	25,282,987	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	25,282,987
		Total Short-Term Investments (cost $25,282,987)	$	25,282,987

Total Investments Excluding Purchased Options (cost $253,191,897)	98.7	%	$	261,224,050
Total Purchased Options (cost $201,821)	0.1	%	$	129,808
Total Investments (cost $253,393,718)^	98.8	%	$	261,353,858
Other Assets and Liabilities	1.2	%		3,297,886
Total Net Assets	100.0	%	$	264,651,744

The accompanying notes are an integral part of these financial statements.

22

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global Real-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of October 31, 2016, the Fund invested 17.9% of its total assets in the Subsidiary.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $289,522,869 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	—
Unrealized Depreciation		(25,346,458	)
Net Unrealized Depreciation	$	(25,346,458	)

For federal income tax purposes the Cayman Islands subsidiary is a controlled foreign corporation (CFC) and it is treated as a separate investment. Therefore, the CFC’s tax cost and fair market value are considered on the tax cost and unrealized appreciation/depreciation presented above.

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $1,011, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired	Shares/Par		Security	Cost
01/2013		3,730	CNK International Co., Ltd.	$	20,155
05/2015		73	Pacific Exploration and Production Corp.		43
				$	20,198

At October 31, 2016, the aggregate value of these securities was $1,017, which represents 0.0% of total net assets.

⁽³⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At October 31, 2016, the aggregate value of this security was $207,729, which represents 0.1% of total net assets.

⁽⁴⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $1,325,227, which represents 0.5% of total net assets.

⁽⁵⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

The accompanying notes are an integral part of these financial statements.

23

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts			Market Value†		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Puts
BBG Commodity Index Option		JPM		85.65 USD		01/27/17		USD	5,848	$	15,892	$	17,280	$	(1,388	)
USD Put/RUB Call		DEUT		58.00 RUB per USD		08/18/17		USD	13,427,746		87,160		124,878		(37,718	)
Total Puts									13,433,594	$	103,052	$	142,158	$	(39,106	)
Total purchased option contracts									13,433,594	$	103,052	$	142,158	$	(39,106	)

Exchange Traded Option Contracts Outstanding at October 31, 2016
Description	Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
Corn Future Option		400.00 USD		11/25/16		USD	6		$	112		$	6,639		$	(6,527	)
Crude Oil Future Option		60.00 USD		11/16/16		USD	12			120			29,454			(29,334	)
Primary Aluminum Future Option		1,800.00 USD		06/07/17		USD	8			12,224			12,174			50
Total Calls							26		$	12,456		$	48,267		$	(35,811	)
Puts
Soybean Future Option		1,000.00 USD		12/23/16		USD	13		$	14,300		$	11,396		$	2,904
Total purchased option contracts							39		$	26,756		$	59,663		$	(32,907	)
Written option contracts:
Calls
Aluminum Future Option		2,200.00 USD		06/07/17		USD	(8	)	$	(624	)	$	(624	)	$	0
Crude Oil Future Option		70.00 USD		11/16/16		USD	(12	)		(120	)		(8,586	)		8,466
Total Calls							(20	)	$	(744	)	$	(9,210	)	$	8,466
Puts
Primary Aluminum Option		1,500.00 USD		06/07/17		USD	(8	)	$	(2,776	)	$	(2,776	)	$	0
Total written option contracts							(28	)	$	(3,520	)	$	(11,986	)	$	8,466

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
10-Year Mini JGB Future		2		12/12/2016	$	289,508	$	289,291	$	(217	)
Brent Crude Oil Future		42		11/30/2016		2,166,540		2,041,620		(124,920	)
Coffee Future		3		03/21/2017		181,365		188,494		7,129
Corn Future		35		03/14/2017		640,014		634,812		(5,202	)
Cotton No. 2 Future		39		12/07/2016		1,377,439		1,342,770		(34,669	)
Cotton No. 2 Future		3		03/09/2017		106,995		104,055		(2,940	)
Gasoline Future		4		11/30/2016		249,031		238,476		(10,555	)
Gasoline Future		9		12/30/2016		532,533		535,702		3,169
Gold 100oz Future		13		12/28/2016		1,732,965		1,655,030		(77,935	)
Henry Hub Natural Gas Future		10		12/28/2016		109,522		79,875		(29,647	)
Henry Hub Natural Gas Future		10		01/27/2017		109,522		80,575		(28,947	)
Henry Hub Natural Gas Future		10		02/24/2017		109,522		79,975		(29,547	)
Henry Hub Natural Gas Future		11		03/29/2017		120,475		84,508		(35,967	)
Henry Hub Natural Gas Future		11		04/26/2017		120,475		84,205		(36,270	)

The accompanying notes are an integral part of these financial statements.

24

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Futures Contracts Outstanding at October 31, 2016 - (continued)
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts: - (continued)
Henry Hub Natural Gas Future		11		05/26/2017	$	120,475	$	85,113	$	(35,362	)
Henry Hub Natural Gas Future		11		06/28/2017		120,475		85,965		(34,510	)
Henry Hub Natural Gas Future		11		07/27/2017		120,475		85,965		(34,510	)
Henry Hub Natural Gas Future		11		08/29/2017		120,475		85,525		(34,950	)
Henry Hub Natural Gas Future		11		09/27/2017		120,475		86,020		(34,455	)
Henry Hub Natural Gas Future		11		10/27/2017		120,475		87,230		(33,245	)
Henry Hub Natural Gas Future		10		11/28/2017		109,522		82,975		(26,547	)
KC Hard Red Winter Wheat Future		28		12/14/2016		617,593		580,650		(36,943	)
KC Hard Red Winter Wheat Future		5		03/14/2017		109,704		108,125		(1,579	)
LME Copper Future		12		12/19/2016		1,420,875		1,454,700		33,825
LME Nickel Future		78		12/19/2016		4,787,680		4,893,174		105,494
LME Nickel Future		26		01/16/2017		1,640,573		1,633,398		(7,175	)
LME Zinc Future		16		12/19/2016		914,772		983,200		68,428
LME Zinc Future		33		01/16/2017		2,013,295		2,030,737		17,442
Lean Hogs Future		13		12/14/2016		232,527		249,340		16,813
Lean Hogs Future		18		02/14/2017		370,007		393,300		23,293
Low Sulphur Gas Oil Future		16		12/12/2016		714,040		706,000		(8,040	)
NY Harbor ULSD		5		11/30/2016		332,682		315,819		(16,863	)
Natural Gas Future		69		11/28/2016		2,182,045		2,087,940		(94,105	)
Natural Gas Future		17		01/27/2017		543,340		547,910		4,570
Natural Gas Future		17		02/24/2017		538,926		543,830		4,904
Palladium Future		5		12/28/2016		347,495		309,000		(38,495	)
Platinum Future		2		01/27/2017		110,139		97,860		(12,279	)
Primary Aluminum Future		46		12/19/2016		1,805,808		1,993,525		187,717
Silver Future		3		12/28/2016		296,212		266,940		(29,272	)
Soybean Future		13		01/13/2017		644,004		657,637		13,633
Soybean Meal Future		15		12/14/2016		510,615		474,150		(36,465	)
Soybean Meal Future		10		01/13/2017		323,099		317,900		(5,199	)
Soybean Oil Future		7		07/14/2017		151,549		150,612		(937	)
Sugar No. 11 Future		23		02/28/2017		593,645		555,643		(38,002	)
Sugar No. 11 Future		9		04/28/2017		205,103		212,789		7,686
Uranium Future		21		12/23/2016		156,273		98,438		(57,835	)
WTI Crude Future		20		11/21/2016		1,040,940		937,200		(103,740	)
WTI Crude Future		11		12/20/2016		511,760		522,060		10,300
WTI Crude Future		8		05/22/2017		423,556		399,120		(24,436	)
WTI Crude Future		2		11/20/2017		103,505		102,320		(1,185	)
Wheat Future		7		12/14/2016		152,449		145,687		(6,762	)
Total									$	(665,304	)
Short position contracts:
Brent Crude Oil Future		3		10/26/2017	$	36,451	$	55,650	$	(19,199	)
Brent Crude Oil Future		3		10/31/2018		155,055		165,030		(9,975	)
Cattle Feeder Future		2		11/17/2016		120,293		121,850		(1,557	)
Cattle Feeder Future		5		01/26/2017		288,867		290,000		(1,133	)
LME Nickel Future		63		12/19/2016		3,935,037		3,952,179		(17,142	)
Live Cattle Future		10		12/30/2016		428,443		413,300		15,143
Natural Gas Future		5		03/29/2017		151,509		153,650		(2,141	)
Primary Aluminum Future		55		12/19/2016		2,292,071		2,383,563		(91,492	)
Soybean Oil Future		16		01/13/2017		342,055		339,744		2,311
U.S. Treasury 10-Year Note Future		14		12/20/2016		1,830,315		1,814,750		15,565
U.S. Treasury 5-Year Note Future		4		12/30/2016		484,679		483,187		1,492
U.S. Treasury Ultra Bond Future		1		12/20/2016		186,760		175,937		10,823
WTI Crude Future		2		11/19/2018		107,554		105,540		2,014
Total									$	(95,291	)
Total futures contracts									$	(760,595	)

The accompanying notes are an integral part of these financial statements.

25

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/ Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Sell protection:
CMBX.NA.BBB.6		MSC		USD	50,000		3.00%		05/11/63	$	—	$	(4,727	)	$	(4,067	)	$	660
CMBX.NA.BBB.6		DEUT		USD	125,000		3.00%		05/11/63		—		(10,547	)		(10,178	)		369
Total										$	—	$	(15,274	)	$	(14,245	)	$	1,029
Total traded indices										$	—	$	(15,274	)	$	(14,245	)	$	1,029
Credit default swaps on single-name issues:
Sell protection:
Kingdom of Saudi Arabia		BCLY		USD	75,000		1.00%/1.32%		12/20/21	$	—	$	(2,333	)	$	(1,088	)	$	1,245
Lennar Corp.		BCLY		USD	50,000		5.00%/2.34%		12/20/21		6,569		—			6,594			25
Valero Energy Corp.		MSC		USD	75,000		1.00%/1.46%		12/20/21		—		(2,332	)		(1,590	)		742
Total										$	6,569	$	(4,665	)	$	3,916		$	2,012
Total single-name issues										$	6,569	$	(4,665	)	$	3,916		$	2,012
Total OTC contracts										$	6,569	$	(19,939	)	$	(10,329	)	$	3,041

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
HSBC		2.05% Fixed		6M THBFIX		THB	1,990,000		08/15/26	$	—	$	—		$	914	$	914
HSBC		2.06% Fixed		6M THBFIX		THB	2,335,000		08/15/26		—		—			982		982
Total										$	—	$	—		$	1,896	$	1,896

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†		Unrealized Appreciation/ (Depreciation)
1.75% Fixed		3M USD LIBOR		USD	100,000		12/21/46	$	—	$	(1,466	)	$	3,025	$	4,491

The accompanying notes are an integral part of these financial statements.

26

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

OTC Total Return Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount			Payments received (paid) by the Fund		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
Platinum Spot		GSC		USD	303,371		(Platinum Spot)		10/31/17	$	—	$	—	$	(615	)	$	(615	)
S&P GSCI Industrial Metals		GSC		USD	269,703		(S&P Metals Index Excess Return)		11/30/16		—		—		—			0
Soybean Meal Subindex		BCLY		USD	354,056		(Soy Meal Subindex)		10/26/17		—		—		(11,529	)		(11,529	)
Sugar No. 11 Index		GSC		BRL	558,992		Sugar No.11 Index		09/15/17		—		—		—			0
Wheat Subindex		BCLY		USD	342,011		Wheat Subindex		10/26/17		—		—		(1,443	)		(1,443	)
Total										$	—	$	—	$	(13,587	)	$	(13,587	)

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/30/16	GSC	$	1,467,794	$	1,470,793	$	2,999
AUD	Buy		11/30/16	HSBC		2,797,414		2,791,086		(6,328	)
AUD	Sell		11/30/16	GSC		1,731,693		1,723,146		8,547
AUD	Sell		11/30/16	HSBC		262,067		261,474		593
BRL	Buy		11/03/16	GSC		256,515		255,392		(1,123	)
BRL	Buy		11/03/16	SCB		259,749		255,393		(4,356	)
BRL	Sell		11/03/16	SCB		256,515		255,392		1,123
BRL	Sell		11/03/16	GSC		249,763		255,392		(5,629	)
BRL	Sell		12/02/16	SCB		257,519		253,104		4,415
CNY	Sell		11/30/16	JPM		4,036,321		4,048,525		(12,204	)
EUR	Buy		11/30/16	CBK		9,811		9,892		81
JPY	Sell		11/30/16	CBK		11,363,244		11,288,644		74,600
MXN	Buy		11/30/16	BCLY		137,521		134,588		(2,933	)
MXN	Sell		11/30/16	BCLY		210,402		205,915		4,487
NZD	Sell		11/30/16	CBA		615,043		616,372		(1,329	)
PEN	Buy		11/30/16	GSC		108,164		108,116		(48	)
RUB	Sell		11/30/16	BCLY		187,719		184,351		3,368
THB	Sell		11/30/16	JPM		324,154		323,689		465
TRY	Sell		11/30/16	SCB		105,130		105,973		(843	)
Total									$	65,885

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

27

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
SCB	Standard Chartered Bank
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CNY	Chinese Yuan
EUR	Euro
JPY	Japanese Yen
MXN	Mexican Peso
NZD	New Zealand Dollar
PEN	Peruvian Nuevo Sol
RUB	Russian Ruble
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar

Index Abbreviations:
GSCI	Goldman Sachs Commodity
S&P	Standard & Poors
Other Abbreviations:
ADR	American Depositary Receipt
ETF	Exchange Traded Fund
GDR	Global Depositary Receipt
LIBOR	London Interbank Offered Rate
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust
THBFIX	Thai Baht Interest Rate Fixing

The accompanying notes are an integral part of these financial statements.

28

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Automobiles & Components	$	898,232		$	—		$	898,232		$	—
Banks		5,249,592			—			5,249,592			—
Capital Goods		4,957,075			1,385,828			3,570,236			1,011
Commercial & Professional Services		497,916			—			497,916			—
Diversified Financials		999,380			138,810			860,570			—
Energy		89,113,980			59,181,086			29,932,894			—
Food & Staples Retailing		451,742			—			451,742			—
Food, Beverage & Tobacco		3,596,619			2,885,014			711,605			—
Insurance		2,205,171			—			2,205,171			—
Materials		35,822,654			16,346,617			19,476,037			—
Media		1,336,901			634,088			702,813			—
Pharmaceuticals, Biotechnology & Life Sciences		245,012			122,469			122,543			—
Real Estate		1,868,254			1,601,779			266,475			—
Retailing		302,522			80,541			221,981			—
Semiconductors & Semiconductor Equipment		1,331,854			605,636			726,218			—
Software & Services		723,597			—			723,597			—
Telecommunication Services		2,375,914			269,094			2,106,820			—
Transportation		2,487,321			650,143			1,837,178			—
Utilities		14,028,894			5,029,311			8,999,583			—
Corporate Bonds		1,229,481			—			1,229,481			—
Foreign Government Obligations		2,602,987			—			2,602,987			—
U.S. Government Securities		59,471,966			—			59,471,966			—
Convertible Bonds		145,957			—			145,957			—
Exchange Traded Funds		3,878,074			3,878,074			—			—
Convertible Preferred Stocks		74,841			74,841			—			—
Warrants		45,127			—			45,127			—
Short-Term Investments		25,282,987			25,282,987			—			—
Purchased Options		129,808			26,756			103,052			—
Foreign Currency Contracts(2)		100,678			—			100,678			—
Futures Contracts(2)		551,751			551,751			—			—
Swaps - Credit Default(2)		3,041			—			3,041			—
Swaps - Interest Rate(2)		6,387			—			6,387			—
Total	$	262,015,715		$	118,744,825		$	143,269,879		$	1,011
Liabilities
Foreign Currency Contracts(2)	$	(34,793	)	$	—		$	(34,793	)	$	—
Futures Contracts(2)		(1,312,346	)		(1,312,346	)		—			—
Swaps - Total Return(2)		(13,587	)		—			(13,587	)		—
Written Options		(3,520	)		(3,520	)		—			—
Total	$	(1,364,246	)	$	(1,315,866	)	$	(48,380	)	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $574,004 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $141,928 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The accompanying notes are an integral part of these financial statements.

29

The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks			Total
Beginning balance	$	20,059		$	20,059
Purchases		—			—
Sales		(2	)		(2	)
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		(58,929	)		(58,929	)
Net change in unrealized appreciation/depreciation		55,427			55,427
Transfers into Level 3		—			—
Transfers out of Level 3(1)		(15,544	)		(15,544	)
Ending balance	$	1,011		$	1,011

⁽¹⁾  For the year ended October 31, 2016, investments valued at $15,544 were transferred from Level 3 to Level 2 due to resumption of trading.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $40,100.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

30

Hartford Long/Short Global Equity Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 112.2%
		Automobiles & Components - 2.3%
	15,300	Keihin Corp.	$	250,109
	6,160	Tenneco, Inc.*		339,231
				589,340
		Banks - 5.4%
	25,600	Banco do Estado do Rio Grande do Sul S.A. Class B, (Preference Shares)		109,073
	143,500	Genworth Mortgage Insurance Australia Ltd.		333,558
	4,652	IBERIABANK Corp.		305,404
	18,320	Sterling Bancorp		329,760
	10,390	Zions Bancorp		334,662
				1,412,457
		Capital Goods - 13.7%
	11,980	Alstom S.A.*		321,923
	8,827	Applied Industrial Technologies, Inc.		448,412
	26,000	Beijing Enterprises Holdings Ltd.		129,944
	39,900	Hazama Ando Corp.		257,216
	21,900	Hino Motors Ltd.		238,714
	7,500	Kyudenko Corp.		241,625
	26,600	Minebea Co., Ltd.		271,439
	5,840	Moog, Inc. Class A*		339,129
	17,070	NOW, Inc.*		368,029
	6,830	Owens Corning		333,167
	19,597	Rexel S.A.		271,795
	3,351	Teledyne Technologies, Inc.*		360,836
				3,582,229
		Commercial & Professional Services - 1.7%
	17,528	Berendsen plc		206,849
	6,330	Robert Half International, Inc.		236,869
				443,718
		Consumer Durables & Apparel - 6.3%
	12,142	Acushnet Holdings Corp.*		211,392
	26,000	Alpine Electronics, Inc.		347,056
	81,000	ANTA Sports Products Ltd.		233,590
	52,900	Cyrela Brazil Realty S.A. Empreendimentos e Participacoes		178,156
	8,333	Electrolux AB Series B		197,228
	13,730	La-Z-Boy, Inc.		321,282
	227,600	Man Wah Holdings Ltd.		151,057
				1,639,761
		Consumer Services - 4.2%
	6,290	Cheesecake Factory, Inc.		334,565
	3,493	China Lodging Group Ltd. ADR		150,234
	63,909	Domino’s Pizza Group plc		265,726
	97,600	MGM China Holdings Ltd.		161,024
	3,586	New Oriental Education & Technology Group, Inc. ADR*		179,766
				1,091,315
		Diversified Financials - 7.4%
	10,680	Green Dot Corp. Class A*		237,096
	43,495	MFA Financial, Inc. REIT		317,949
	18,790	MTGE Investment Corp. REIT		320,370
	6,020	Noah Holdings Ltd. ADR*		141,831
	23,603	Redwood Trust, Inc. REIT		331,858
	29,550	Santander Consumer USA Holdings, Inc.*		360,510
	11,120	Solar Capital Ltd.		223,734
				1,933,348

Shares or Principal Amount			Market Value†
COMMON STOCKS - 112.2% - (continued)
		Energy - 6.2%
	15,138	Forum Energy Technologies, Inc.*	$	272,484
	46,946	Hunting plc		288,512
	15,200	Japan Petroleum Exploration Co., Ltd.		332,576
	59,300	Precision Drilling Corp.		264,381
	82,400	United Tractors Tbk PT		136,308
	31,530	WPX Energy, Inc.*		342,416
				1,636,677
		Food & Staples Retailing - 1.6%
	21,155	Clicks Group Ltd.		196,900
	7,392	X5 Retail Group N.V. GDR*		220,577
				417,477
		Food, Beverage & Tobacco - 3.0%
	71,521	Cloetta AB Class B		253,392
	36,700	Heineken Malaysia Bhd		150,258
	4,368	Sanderson Farms, Inc.		393,032
				796,682
		Health Care Equipment & Services - 8.2%
	1,176	BioMerieux		171,333
	17,350	Community Health Systems, Inc.*		91,608
	4,624	DiaSorin S.p.A.		284,180
	6,155	Glaukos Corp.*		205,577
	16,303	Globus Medical, Inc. Class A*		360,785
	6,600	LifePoint Health, Inc.*		395,010
	6,296	Surgical Care Affiliates, Inc.*		269,406
	3,330	WellCare Health Plans, Inc.*		377,988
				2,155,887
		Household & Personal Products - 1.4%
	4,200	Hypermarcas S.A.		35,211
	5,396	Nu Skin Enterprises, Inc. Class A		332,663
				367,874
		Insurance - 4.7%
	8,578	Ageas		313,384
	3,488	Assurant, Inc.		280,854
	14,598	Assured Guaranty Ltd.		436,334
	30,541	Coface S.A.*		197,759
				1,228,331
		Materials - 8.3%
	5,840	Cabot Corp.		304,497
	6,520	Carpenter Technology Corp.		206,097
	48,900	Centerra Gold, Inc.		247,180
	24,520	Graphic Packaging Holding Co.		306,500
	88,700	PTT Global Chemical PCL		152,068
	5,128	Reliance Steel & Aluminum Co.		352,704
	54,500	Tokyo Steel Manufacturing Co., Ltd.		378,024
	4,155	Vidrala S.A.		238,320
				2,185,390
		Media - 2.5%
	18,900	TV Asahi Holdings Corp.		354,565
	34,587	UBM plc		303,670
				658,235
		Pharmaceuticals, Biotechnology & Life Sciences - 1.5%
	13,610	Aduro Biotech, Inc.*		146,308
	3,200	ICON plc*		256,896
				403,204

The accompanying notes are an integral part of these financial statements.

31

Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 112.2% - (continued)
		Real Estate - 6.8%
	4,010	Coresite Realty Corp. REIT	$	295,697
	20,554	D Carnegie & Co. AB*		230,940
	20,417	Entra ASA(1)		218,846
	52,804	GPT Group REIT		186,682
	1,758,800	Megaworld Corp.		145,785
	9,500	Sumitomo Real Estate Sales Co., Ltd. REIT		214,717
	36,300	Takara Leben Co., Ltd.		246,236
	23,406	Washington Prime Group, Inc. REIT		245,529
				1,784,432
		Retailing - 1.3%
	2,377	Hornbach Holding AG & Co. KGaA		167,263
	128,600	Matahari Department Store Tbk PT		177,347
				344,610
		Semiconductors & Semiconductor Equipment - 4.5%
	22,200	Entegris, Inc.*		352,980
	5,814	First Solar, Inc.*		235,409
	6,000	MKS Instruments, Inc.		302,700
	2,890	Silicon Motion Technology Corp. ADR		117,363
	63,929	Win Semiconductors Corp.		177,541
				1,185,993
		Software & Services - 4.4%
	300	Blackline, Inc.*		6,825
	8,319	Cardtronics plc Class A*		415,950
	5,900	Dena Co., Ltd.		189,814
	3,281	Exlservice Holdings, Inc.*		144,462
	6,761	Wix.com Ltd.*		270,440
	6,608	Yandex N.V. Class A*		130,112
				1,157,603
		Technology Hardware & Equipment - 4.7%
	4,070	Arista Networks, Inc.*		344,933
	4,800	Arrow Electronics, Inc.*		293,376
	4,408	Seagate Technology plc		151,238
	11,355	Spectris plc		284,312
	33,000	Sunny Optical Technology Group Co., Ltd.		160,936
				1,234,795
		Telecommunication Services - 4.0%
	24,047	Hellenic Telecommunications Organization S.A.		220,517
	16,150	KT Corp. ADR		258,239
	4,193	Millicom International Cellular S.A.		184,227
	54,384	Vonage Holdings Corp.*		373,074
				1,036,057
		Transportation - 8.1%
	20,300	Hitachi Transport System Ltd.		418,473
	60,800	JSL S.A.		222,857
	16,000	Localiza Rent a Car S.A.		198,647
	14,420	Marten Transport Ltd.		295,610
	61,126	PostNL N.V.*		287,883
	48,000	SATS Ltd.		166,986
	23,220	Swift Transportation Co.*		519,663
				2,110,119
		Total Common Stocks (cost $28,001,468)	$	29,395,534

Shares or Principal Amount			Market Value†
EXCHANGE TRADED FUNDS - 3.4%
		Other Investment Pools & Funds - 3.4%
	5,823	iShares Core MSCI EAFE ETF	$	313,510
	2,660	iShares Russell 2000 ETF		315,210
	11,308	WisdomTree India Earnings Fund		245,610
		Total Exchange Traded Funds (cost $862,046)	$	874,330
		Total Long-Term Investments (cost $28,863,514)	$	30,269,864
SHORT-TERM INVESTMENTS - 0.9%
		Other Investment Pools & Funds - 0.9%
	241,482	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	241,482
		Total Short-Term Investments (cost $241,482)	$	241,482

Total Investments (cost $29,104,996)^	116.5	%	$	30,511,346
Total Securities Sold Short (proceeds $14,792,347)	(56.0	)%	$	(14,656,465	)
Other Assets and Liabilities	39.5	%		10,338,714
Total Net Assets	100.0	%	$	26,193,595

SECURITIES SOLD SHORT - (56.0%)
COMMON STOCKS - (56.0%)
			Automobiles & Components - (0.9%)
	(42,696	)	Brilliance China Automotive Holdings Ltd.	$	(50,787	)
	(2,982	)	Nifco, Inc.		(171,739	)
					(222,526	)
			Banks - (3.3%)
	(10,925	)	Kearny Financial Corp.		(152,404	)
	(2,804	)	Pinnacle Financial Partners, Inc.		(144,687	)
	(50,080	)	Seven Bank Ltd.		(153,955	)
	(6,200	)	Suruga Bank Ltd.		(151,360	)
	(7,783	)	TFS Financial Corp.		(138,693	)
	(2,223	)	Westamerica Bancorp		(110,172	)
					(851,271	)
			Capital Goods - (5.9%)
	(12,685	)	Builders FirstSource, Inc.		(122,664	)
	(2,945	)	EnPro Industries, Inc.		(159,383	)
	(4,496	)	Herc Holdings, Inc.		(135,285	)
	(7,313	)	Keihan Holdings Co., Ltd.		(49,375	)
	(4,761	)	METAWATER Co., Ltd.		(129,935	)
	(5,522	)	MonotaRO Co., Ltd.		(134,307	)
	(302	)	Rational AG		(156,918	)
	(86,081	)	Sembcorp Industries Ltd.		(155,877	)
	(2,668	)	SHO-BOND Holdings Co., Ltd.		(128,660	)
	(4,338	)	SPX FLOW, Inc.		(108,840	)
	(8,683	)	Sunrun, Inc.		(45,238	)
	(14,974	)	Zardoya Otis S.A.		(126,113	)
	(3,874	)	Zodiac Aerospace		(94,147	)
					(1,546,742	)

The accompanying notes are an integral part of these financial statements.

32

Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SECURITIES SOLD SHORT - (56.0%) - (continued)
COMMON STOCKS - (56.0%) - (continued)
			Commercial & Professional Services - (2.1%)
	(8,783	)	Covanta Holding Corp.	$	(131,745	)
	(30,130	)	IPH Ltd.		(133,956	)
	(4,357	)	Mobile Mini, Inc.		(110,450	)
	(2,532	)	Outsourcing, Inc.		(96,087	)
	(8,868	)	Relia, Inc.		(84,977	)
					(557,215	)
			Consumer Durables & Apparel - (2.1%)
	(4,557	)	CalAtlantic Group, Inc.		(147,282	)
	(2,829	)	LGI Homes, Inc.		(84,191	)
	(1,659	)	Rinnai Corp.		(159,374	)
	(5,393	)	Toll Brothers, Inc.		(147,984	)
					(538,831	)
			Consumer Services - (4.4%)
	(2,308	)	Bright Horizons Family Solutions, Inc.		(154,428	)
	(10,241	)	ClubCorp Holdings, Inc.		(118,284	)
	(8,400	)	Colowide Co., Ltd.		(163,202	)
	(5,005	)	Evolution Gaming Group AB(1)		(144,409	)
	(6,670	)	Fuji Kyuko Co., Ltd.		(76,491	)
	(7,082	)	Houghton Mifflin Harcourt Co.		(89,587	)
	(5,580	)	McDonald’s Holdings Co. Japan Ltd.		(160,552	)
	(11,109	)	SeaWorld Entertainment, Inc.		(155,637	)
	(11,089	)	Tuniu Corp. ADR		(99,690	)
					(1,162,280	)
			Diversified Financials - (3.3%)
	(1,153	)	Ackermans & van Haaren N.V.		(160,036	)
	(3,316	)	Banca Generali S.p.A.		(73,737	)
	(2,330	)	CBOE Holdings, Inc.		(147,279	)
	(69,468	)	FlexiGroup Ltd.		(118,630	)
	(7,053	)	ICAP plc		(41,821	)
	(1,514	)	PRA Group, Inc.		(48,297	)
	(3,758	)	Provident Financial plc		(135,477	)
	(1,161	)	Wendel S.A.		(133,568	)
					(858,845	)
			Energy - (1.6%)
	(13,993	)	MEG Energy Corp.		(57,065	)
	(5,871	)	Par Pacific Holdings, Inc.		(74,797	)
	(4,565	)	SemGroup Corp. Class A		(147,221	)
	(21,537	)	Synergy Resources Corp.		(147,313	)
					(426,396	)
			Food & Staples Retailing - (0.4%)
	(8,636	)	Smart & Final Stores, Inc.		(103,632	)
			Food, Beverage & Tobacco - (1.6%)
	(4,031	)	Ito En Ltd.		(146,768	)
	(5,312	)	Kagome Co., Ltd.		(139,289	)
	(3,650	)	Snyder’s-Lance, Inc.		(129,830	)
					(415,887	)
			Health Care Equipment & Services - (2.7%)
	(12,546	)	Endologix, Inc.		(131,231	)
	(8,422	)	K2M Group Holdings, Inc.		(143,763	)
	(1,588	)	Nevro Corp.		(145,969	)
	(113,942	)	Raffles Medical Group Ltd.		(123,190	)
	(35,443	)	Regis Healthcare Ltd.		(105,981	)
	(664	)	Sartorius AG (Preference Shares)		(52,268	)
					(702,402	)

Shares or Principal Amount				Market Value†
SECURITIES SOLD SHORT - (56.0%) - (continued)
COMMON STOCKS - (56.0%) - (continued)
			Insurance - (2.6%)
	(6,075	)	Discovery Ltd.	$	(51,929	)
	(1,551	)	Erie Indemnity Co. Class A		(158,807	)
	(1,595	)	Mercury General Corp.		(86,880	)
	(2,900	)	ProAssurance Corp.		(154,570	)
	(1,425	)	RLI Corp.		(79,429	)
	(13,464	)	St James’s Place plc		(155,493	)
					(687,108	)
			Materials - (6.4%)
	(5,532	)	A Schulman, Inc.		(159,045	)
	(5,590	)	CF Industries Holdings, Inc.		(134,216	)
	(2,134	)	Compass Minerals International, Inc.		(153,328	)
	(17,754	)	Essentra plc		(110,657	)
	(3,663	)	Flotek Industries, Inc.		(43,150	)
	(2,972	)	FP Corp.		(160,084	)
	(2,200	)	Fuji Seal International, Inc.		(90,680	)
	(11,314	)	Hexpol AB		(92,981	)
	(3,393	)	K+S AG		(68,707	)
	(105,171	)	Nampak Ltd.		(146,672	)
	(42,504	)	Northam Platinum Ltd.		(154,862	)
	(6,075	)	Olin Corp.		(133,225	)
	(4,419	)	Platform Specialty Products Corp.		(32,215	)
	(335,657	)	PPC Ltd.		(137,047	)
	(20,993	)	Syrah Resources Ltd.		(57,397	)
					(1,674,266	)
			Real Estate - (1.1%)
	(44,677	)	Capital & Counties Properties plc		(157,546	)
	(1,918	)	Taubman Centers, Inc. REIT		(138,978	)
					(296,524	)
			Retailing - (2.0%)
	(17,643	)	Ascena Retail Group, Inc.		(86,274	)
	(2,241	)	ASKUL Corp.		(92,280	)
	(1,272	)	Dufry AG		(154,748	)
	(614	)	Lithia Motors, Inc. Class A		(52,669	)
	(552	)	Monro Muffler Brake, Inc.		(30,360	)
	(3,269	)	Yoox Net-A-Porter Group S.p.A.		(94,036	)
					(510,367	)
			Semiconductors & Semiconductor Equipment - (1.0%)
	(1,997	)	ams AG		(55,918	)
	(5,098	)	FormFactor, Inc.		(45,755	)
	(7,369	)	Veeco Instruments, Inc.		(159,907	)
					(261,580	)
			Software & Services - (6.4%)
	(5,371	)	Baozun, Inc. ADR		(71,112	)
	(544	)	Bitauto Holdings Ltd. ADR		(13,888	)
	(1,687	)	Blackbaud, Inc.		(103,582	)
	(4,807	)	Box, Inc. Class A		(69,317	)
	(5,804	)	FireEye, Inc.		(67,443	)
	(3,821	)	Five9, Inc.		(54,717	)
	(1,104	)	GMO Payment Gateway, Inc.		(50,709	)
	(4,117	)	InterXion Holding N.V.		(153,276	)
	(11,490	)	Pandora Media, Inc.		(130,182	)
	(3,319	)	Paylocity Holding Corp.		(144,343	)
	(3,507	)	PTC, Inc.		(166,372	)
	(1,804	)	Q2 Holdings, Inc.		(50,692	)
	(2,292	)	SMS Co., Ltd.		(59,669	)
	(1,914	)	SPS Commerce, Inc.		(119,395	)

The accompanying notes are an integral part of these financial statements.

33

Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SECURITIES SOLD SHORT - (54.7%) - (continued)
COMMON STOCKS - (54.7%) - (continued)
			Software & Services - (6.4%) - (continued)
	(13,934	)	Square, Inc. Class A	$	(156,061	)
	(660	)	Tableau Software, Inc. Class A		(31,713	)
	(9,054	)	TrueCar, Inc.		(87,371	)
	(3,350	)	Yelp, Inc.		(109,411	)
	(11,887	)	Zoopla Property Group plc(1)		(44,289	)
					(1,683,542	)
			Technology Hardware & Equipment - (1.8%)
	(1,704	)	Hamamatsu Photonics KK		(51,561	)
	(5,371	)	NetScout Systems, Inc.		(147,434	)
	(1,103	)	OSI Systems, Inc.		(77,353	)
	(4,872	)	Topcon Corp.		(72,718	)
	(1,868	)	ViaSat, Inc.		(131,993	)
					(481,059	)
			Telecommunication Services - (1.7%)
	(9,147	)	Cellnex Telecom SAU(1)		(150,002	)
	(15,570	)	Euskaltel S.A.(1)		(156,673	)
	(42,998	)	Globalstar, Inc.		(39,799	)
	(20,564	)	Vocus Communications Ltd.		(89,156	)
					(435,630	)
			Transportation - (2.5%)
	(3,698	)	Atlas Air Worldwide Holdings, Inc.		(154,761	)
	(2,010	)	Avis Budget Group, Inc.		(65,044	)
	(16,732	)	Europcar Groupe S.A.(1)		(155,540	)
	(16,224	)	Keikyu Corp.		(163,682	)
	(3,107	)	Norwegian Air Shuttle ASA		(104,774	)
					(643,801	)
			Utilities - (0.9%)
	(2,803	)	American States Water Co.		(112,064	)
	(12,376	)	Pennon Group plc		(126,306	)
					(238,370	)
			Total Common Stocks (Proceeds $(14,461,691)	$	(14,298,274	)
EXCHANGE TRADED FUNDS - (1.3%)
			Other Investment Pools & Funds - (1.3%)
	(9,486	)	iShares MSCI Brazil Capped ETF	$	(358,191)
			Total Exchange Traded Funds (Proceeds $(330,656))	$	(358,191)
			Total Securities Sold Short (Proceeds $(14,792,347))	$	(14,656,465	)

The accompanying notes are an integral part of these financial statements.

34

Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $29,302,114 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	2,460,354
Unrealized Depreciation		(1,251,122	)
Net Unrealized Appreciation	$	1,209,232

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $869,759, which represents 3.3% of total net assets.

OTC Total Return Swap Contracts Outstanding at October 31, 2016

Reference Entity	Counter- party	Notional Amount		Payments received (paid) by the Fund			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
Suzano Papel e Celulose S.A.	CSFB	USD	85,007		1M LIBOR -1.50	%		10/31/17	$	—	$	—	$	398	$	398
Suzano Papel e Celulose S.A.	CSFB	USD	84,706		1M LIBOR -1.50	%		10/31/17		—		—		397		397
Valid Solucoes S.A.	CSI	USD	160,280		1M LIBOR -3.00	%		08/31/17		—		—		750		750
XL Axiata Tbk PT	BOA	USD	133,375		1M LIBOR -4.00	%		09/29/17		317		—		292		(25	)
Total									$	317	$	—	$	1,837	$	1,520

Foreign Currency Contracts Outstanding at October 31, 2016

Currency

Buy/Sell

Delivery Date

Counterparty

Contract Amount

Market Value†

Unrealized Appreciation/ (Depreciation)

JPY

Sell

11/01/16

SSG

$

78,909

$

78,725

$

184

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BOA	Banc of America Securities LLC
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
SSG	State Street Global Markets LLC
Currency Abbreviations:
JPY	Japanese Yen

Index Abbreviations:
CBOE	Chicago Board Options Exchange
MSCI	Morgan Stanley Capital International
SPX	Standard and Poor’s 500 Index
Other Abbreviations:
ADR	American Depositary Receipt
ETF	Exchange Traded Fund
GDR	Global Depositary Receipt
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OTC	Over-the-Counter
REIT	Real Estate Investment Trust

The accompanying notes are an integral part of these financial statements.

35

Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Automobiles & Components	$	589,340		$	339,231		$	250,109		$	—
Banks		1,412,457			1,078,899			333,558			—
Capital Goods		3,582,229			1,849,573			1,732,656			—
Commercial & Professional Services		443,718			236,869			206,849			—
Consumer Durables & Apparel		1,639,761			710,830			928,931			—
Consumer Services		1,091,315			664,565			426,750			—
Diversified Financials		1,933,348			1,933,348			—			—
Energy		1,636,677			879,281			757,396			—
Food & Staples Retailing		417,477			417,477			—			—
Food, Beverage & Tobacco		796,682			646,424			150,258			—
Health Care Equipment & Services		2,155,887			1,700,374			455,513			—
Household & Personal Products		367,874			367,874			—			—
Insurance		1,228,331			717,188			511,143			—
Materials		2,185,390			1,807,366			378,024			—
Media		658,235			—			658,235			—
Pharmaceuticals, Biotechnology & Life Sciences		403,204			403,204			—			—
Real Estate		1,784,432			541,226			1,243,206			—
Retailing		344,610			—			344,610			—
Semiconductors & Semiconductor Equipment		1,185,993			1,008,452			177,541			—
Software & Services		1,157,603			967,789			189,814			—
Technology Hardware & Equipment		1,234,795			789,547			445,248			—
Telecommunication Services		1,036,057			631,313			404,744			—
Transportation		2,110,119			1,236,777			873,342			—
Exchange Traded Funds		874,330			874,330			—			—
Short-Term Investments		241,482			241,482			—			—
Foreign Currency Contracts(2)		184			—			184			—
Swaps - Total Return(2)		1,545			—			1,545			—
Total	$	30,513,075		$	20,043,419		$	10,469,656		$	—
Liabilities
Securities Sold Short
Automobiles & Components	$	(222,526	)	$	—		$	(222,526	)	$	—
Banks		(851,271	)		(545,956	)		(305,315	)		—
Capital Goods		(1,546,742	)		(571,410	)		(975,332	)		—
Commercial & Professional Services		(557,215	)		(242,195	)		(315,020	)		—
Consumer Durables & Apparel		(538,831	)		(379,457	)		(159,374	)		—
Consumer Services		(1,162,280	)		(617,626	)		(544,654	)		—
Diversified Financials		(1,217,036	)		(553,767	)		(663,269	)		—
Energy		(426,396	)		(426,396	)		—			—
Food & Staples Retailing		(103,632	)		(103,632	)		—			—
Food, Beverage & Tobacco		(415,887	)		(129,830	)		(286,057	)		—
Health Care Equipment & Services		(702,402	)		(420,963	)		(281,439	)		—
Insurance		(687,108	)		(479,686	)		(207,422	)		—
Materials		(1,674,266	)		(655,179	)		(1,019,087	)		—
Real Estate		(296,524	)		(138,978	)		(157,546	)		—
Retailing		(510,367	)		(169,303	)		(341,064	)		—
Semiconductors & Semiconductor Equipment		(261,580	)		(205,662	)		(55,918	)		—
Software & Services		(1,683,542	)		(1,573,164	)		(110,378	)		—
Technology Hardware & Equipment		(481,059	)		(356,780	)		(124,279	)		—
Telecommunication Services		(435,630	)		(39,799	)		(395,831	)		—
Transportation		(643,801	)		(219,805	)		(423,996	)		—
Utilities		(238,370	)		(112,064	)		(126,306	)		—
Swaps - Total Return(2)		(25	)		—			(25	)		—
Total	$	(14,656,490	)	$	(7,941,652	)	$	(6,714,838	)	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $476,348 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $143,711 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

36

Hartford Real Total Return Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 42.0%
		Automobiles & Components - 1.4%
	7,830	Bridgestone Corp.	$	292,244
	8,249	Fuji Heavy Industries Ltd.		322,342
	77,703	Geely Automobile Holdings Ltd.		79,953
	19,197	Isuzu Motors Ltd.		237,451
	5,390	Suzuki Motor Corp.		192,187
	9,096	Tokai Rika Co., Ltd.		170,574
	6,664	Toyota Industries Corp.		305,766
	8,330	TS Tech Co., Ltd.		223,342
				1,823,859
		Banks - 0.5%
	100,659	Mitsubishi UFJ Financial Group, Inc.		519,381
	19,494	San-In Godo Bank Ltd.		140,258
				659,639
		Capital Goods - 2.0%
	1,226	EMCOR Group, Inc.		74,124
	52,234	Hazama Ando Corp.		336,727
	701	IDEX Corp.		60,594
	27,570	ITOCHU Corp.		348,173
	11,318	JGC Corp.		200,077
	24,258	Kinden Corp.		292,142
	6,871	Kuroda Electric Co., Ltd.		133,689
	10,780	Nippo Corp.		207,949
	829	Nordson Corp.		83,008
	1,501	Oshkosh Corp.		80,303
	18,000	Taisei Corp.		134,911
	24,742	Takuma Co., Ltd.		227,449
	43,900	Toshiba Machine Co., Ltd.		158,550
	14,272	Ushio, Inc.		172,175
				2,509,871
		Commercial & Professional Services - 0.5%
	7,269	Aeon Delight Co., Ltd.		214,876
	1,641	IHS Markit Ltd.*		60,372
	6,108	Recruit Holdings Co., Ltd.		245,356
	4,284	TransUnion*		133,832
				654,436
		Consumer Durables & Apparel - 1.1%
	10,419	Alpine Electronics, Inc.		139,076
	6,717	Bandai Namco Holdings, Inc.		201,215
	5,287	Callaway Golf Co.		53,980
	9,800	Casio Computer Co., Ltd.		136,500
	5,011	iRobot Corp.*		254,058
	19,632	PanaHome Corp.		146,012
	4,657	Sankyo Co., Ltd.		164,061
	16,676	Sekisui Chemical Co., Ltd.		262,625
				1,357,527
		Consumer Services - 0.3%
	1,780	China Lodging Group Ltd. ADR		76,558
	7,022	HIS Co., Ltd.		191,650
	770	Las Vegas Sands Corp.		44,568
	9,946	Sands China Ltd.		43,163
				355,939
		Diversified Financials - 0.2%
	14,095	GTY Technology Holdings, Inc. UNIT*		143,628
	105	Partners Group Holding AG		53,155
				196,783

Shares or Principal Amount			Market Value†
COMMON STOCKS - 42.0% - (continued)
		Energy - 5.6%
	5,626	Anadarko Petroleum Corp.	$	334,409
	7,044	Baker Hughes, Inc.		390,238
	4,285	Cabot Oil & Gas Corp.		89,471
	17,956	Callon Petroleum Co.*		233,248
	3,400	Centennial Resource Development, Inc. Class A*		50,490
	2,640	Cimarex Energy Co.		340,903
	2,477	Concho Resources, Inc.*		314,430
	16,457	Crew Energy, Inc.*		80,856
	6,352	Diamondback Energy, Inc.*		579,874
	5,582	Energen Corp.		279,826
	2,569	EOG Resources, Inc.		232,289
	5,179	EQT Corp.		341,814
	8,662	Japan Petroleum Exploration Co., Ltd.		189,524
	44,072	Kelt Exploration Ltd.*		194,846
	1,596	Keyera Corp.		47,905
	21,002	Laredo Petroleum, Inc.*		250,344
	8,412	Newfield Exploration Co.*		341,443
	7,880	Oasis Petroleum, Inc.*		82,661
	7,811	Parsley Energy, Inc. Class A*		256,982
	2,549	Pioneer Natural Resources Co.		456,322
	19,423	QEP Resources, Inc.		312,128
	26,486	Raging River Exploration, Inc.*		212,275
	12,749	Rice Energy, Inc.*		281,625
	4,425	RSP Permian, Inc.*		159,743
	12,921	Seven Generations Energy Ltd. Class A*		275,509
	29,307	Synergy Resources Corp.*		200,460
	41,201	Tidewater Midstream and Infrastructure Ltd.		48,840
	1,833	Valero Energy Corp.		108,587
	29,530	WPX Energy, Inc.*		320,696
				7,007,738
		Food & Staples Retailing - 0.0%
	620	Walgreens Boots Alliance, Inc.		51,293
		Food, Beverage & Tobacco - 0.4%
	600	Altria Group, Inc.		39,672
	5,525	Asahi Group Holdings Ltd.		197,082
	5,918	Japan Tobacco, Inc.		225,003
	900	Mondelez International, Inc. Class A		40,446
				502,203
		Health Care Equipment & Services - 3.5%
	5,920	Abbott Laboratories		232,301
	1,300	Acadia Healthcare Co., Inc.*		46,748
	910	Aetna, Inc.		97,688
	490	athenahealth, Inc.*		50,627
	3,689	Baxter International, Inc.		175,560
	1,370	Becton Dickinson and Co.		230,037
	17,490	Boston Scientific Corp.*		384,780
	1,490	Cardinal Health, Inc.		102,348
	2,320	Cerner Corp.*		135,906
	745	Cigna Corp.		88,528
	3,520	Community Health Systems, Inc.*		18,586
	6,600	ConvaTec Group plc*(1)		20,196
	3,740	Envision Healthcare Holdings, Inc.*		73,977
	1,375	Essilor International S.A.		154,513
	2,800	HCA Holdings, Inc.*		214,284
	810	LifePoint Health, Inc.*		48,479
	1,540	McKesson Corp.		195,842
	12,220	Medipal Holdings Corp.		208,793
	6,780	Medtronic plc		556,096

The accompanying notes are an integral part of these financial statements.

37

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 42.0% - (continued)
		Health Care Equipment & Services - 3.5% - (continued)
	3,200	Olympus Corp.	$	114,066
	9,107	Smith & Nephew plc		131,654
	2,260	St. Jude Medical, Inc.		175,918
	1,670	Stryker Corp.		192,634
	2,290	Team Health Holdings, Inc.*		98,126
	3,640	UnitedHealth Group, Inc.		514,441
	1,060	WellCare Health Plans, Inc.*		120,321
				4,382,449
		Household & Personal Products - 0.1%
	1,810	Church & Dwight Co., Inc.		87,351
		Insurance - 0.8%
	13,127	MS&AD Insurance Group Holdings, Inc.		389,699
	12,567	Sony Financial Holdings, Inc.		176,497
	7,431	T&D Holdings, Inc.		89,862
	8,685	Tokio Marine Holdings, Inc.		342,565
				998,623
		Materials - 0.4%
	500	Albemarle Corp.		41,775
	624	Martin Marietta Materials, Inc.		115,677
	5,701	RPC Group plc		66,112
	3,035	Tokyo Ohka Kogyo Co., Ltd.		107,766
	7,239	Yamato Kogyo Co., Ltd.		203,812
				535,142
		Media - 0.5%
	20,495	Nippon Television Holdings, Inc.		363,226
	13,804	TV Asahi Holdings Corp.		258,964
				622,190
		Pharmaceuticals, Biotechnology & Life Sciences - 6.5%
	520	Actelion Ltd.*		75,138
	1,723	Aerie Pharmaceuticals, Inc.*		57,290
	5,445	Alkermes plc*		274,482
	3,170	Allergan plc*		662,340
	1,170	Alnylam Pharmaceuticals, Inc.*		41,652
	25,760	Arena Pharmaceuticals, Inc.*		38,125
	5,633	ARIAD Pharmaceuticals, Inc.*		49,120
	21,565	Astellas Pharma, Inc.		320,064
	15,010	AstraZeneca plc ADR		425,083
	13,545	Bristol-Myers Squibb Co.		689,576
	3,560	Celgene Corp.*		363,761
	1,780	Chugai Pharmaceutical Co., Ltd.		60,659
	4,500	Eisai Co., Ltd.		286,775
	7,900	Eli Lilly & Co.		583,336
	880	Illumina, Inc.*		119,803
	4,742	Incyte Corp.*		412,412
	4,880	Ironwood Pharmaceuticals, Inc.*		62,318
	2,810	Johnson & Johnson		325,932
	2,983	Kaken Pharmaceutical Co., Ltd.		187,846
	3,380	Medicines Co.*		111,371
	8,930	Merck & Co., Inc.		524,370
	6,870	Mylan N.V.*		250,755
	790	Novartis AG		56,064
	11,930	Ono Pharmaceutical Co., Ltd.		302,469
	2,900	Patheon N.V.*		73,631
	1,120	Regeneron Pharmaceuticals, Inc.*		386,422
	2,141	Roche Holding AG		491,748
	36	Samsung Biologics Co., Ltd.*		4,279
	3,000	Shionogi & Co., Ltd.		147,744
	38,000	Sino Biopharmaceutical Ltd.		26,560

Shares or Principal Amount			Market Value†
COMMON STOCKS - 42.0% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 6.5% - (continued)
	694	Spark Therapeutics, Inc.*	$	32,625
	1,600	Takeda Pharmaceutical Co., Ltd.		71,560
	673	TESARO, Inc.*		81,352
	1,277	Thermo Fisher Scientific, Inc.		187,757
	2,448	UCB S.A.		165,660
	3,260	Ultragenyx Pharmaceutical, Inc.*		192,307
	2,661	Xencor, Inc.*		56,653
				8,199,039
		Real Estate - 0.7%
	560	American Tower Corp. REIT		65,626
	1,856	Daito Trust Construction Co., Ltd.		311,026
	281	LaSalle Logiport REIT		298,118
	9,854	Sumitomo Real Estate Sales Co., Ltd. REIT		222,718
				897,488
		Retailing - 2.4%
	763	Amazon.com, Inc.*		602,633
	7,808	Aoyama Trading Co., Ltd.		275,066
	1,647	ASOS plc*		105,727
	2,553	Ctrip.com International Ltd. ADR*		112,715
	3,976	Expedia, Inc.		513,818
	2,255	Hikari Tsushin, Inc.		206,999
	6,121	Netflix, Inc.*		764,329
	3,366	PAL GROUP Holdings Co., Ltd.		83,393
	2,144	Shimamura Co., Ltd.		274,463
	2,374	Zalando SE*(1)		104,396
				3,043,539
		Semiconductors & Semiconductor Equipment - 3.6%
	4,090	Advanced Process Systems Corp.*		93,022
	4,283	Analog Devices, Inc.		274,540
	3,101	Broadcom Ltd.		528,038
	1,185	Cabot Microelectronics Corp.		65,483
	1,783	Cavium, Inc.*		100,650
	1,098	Cirrus Logic, Inc.*		59,270
	4,640	Entegris, Inc.*		73,776
	2,760	First Solar, Inc.*		111,752
	9,202	FormFactor, Inc.*		82,588
	2,466	Infineon Technologies AG		44,352
	1,743	Inphi Corp.*		64,665
	6,765	Intel Corp.		235,896
	1,870	Lam Research Corp.		181,128
	2,104	Maxim Integrated Products, Inc.		83,382
	3,073	MaxLinear, Inc. Class A*		57,496
	7,033	Microchip Technology, Inc.		425,848
	22,985	Micron Technology, Inc.*		394,423
	1,635	Microsemi Corp.*		68,883
	4,362	MKS Instruments, Inc.		220,063
	3,698	Monolithic Power Systems, Inc.		291,439
	650	NVIDIA Corp.		46,254
	7,339	QUALCOMM, Inc.		504,336
	561,000	Semiconductor Manufacturing International Corp.*		67,941
	6,235	Taiwan Semiconductor Manufacturing Co., Ltd. ADR		193,909
	8,087	Tokyo Seimitsu Co., Ltd.		220,634
	17,372	Win Semiconductors Corp.		48,245
				4,538,013

The accompanying notes are an integral part of these financial statements.

38

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 42.0% - (continued)
		Software & Services - 6.4%
	1,360	Accenture plc Class A	$	158,086
	2,338	Activision Blizzard, Inc.		100,931
	1,213	Adobe Systems, Inc.*		130,410
	5,065	Alibaba Group Holding Ltd. ADR*		515,060
	1,866	Alphabet, Inc. Class A*		1,511,273
	389	Baidu, Inc. ADR*		68,799
	3,244	BroadSoft, Inc.*		134,788
	3,939	Callidus Software, Inc.*		71,887
	710	Cardtronics plc Class A*		35,500
	1,119	Computer Sciences Corp.		60,930
	5,590	Dena Co., Ltd.		179,841
	2,077	Electronic Arts, Inc.*		163,086
	1,486	Ellie Mae, Inc.*		157,353
	7,046	Facebook, Inc. Class A*		922,955
	553	FleetCor Technologies, Inc.*		96,941
	1,283	Gigamon, Inc.*		70,950
	3,597	Global Payments, Inc.		260,854
	3,892	GoDaddy, Inc. Class A*		139,295
	3,006	HubSpot, Inc.*		157,665
	3,827	j2 Global, Inc.		272,291
	21,943	Just Eat plc*		150,733
	1,260	LINE Corp.*		51,724
	10,535	Match Group, Inc.*		190,262
	5,115	Microsoft Corp.		306,491
	1,429	Mobileye N.V.*		53,130
	4,857	Momo, Inc. ADR*		116,957
	338	NetEase, Inc. ADR		86,863
	1,748	Nintendo Co., Ltd.		421,373
	5,760	PayPal Holdings, Inc.*		239,962
	7,616	Paysafe Group plc*		40,255
	1,750	Pegasystems, Inc.		54,075
	4,795	Sage Group plc		42,306
	1,894	ServiceNow, Inc.*		166,502
	1,521	Shopify, Inc. Class A*		63,045
	1,128	SINA Corp.*		81,374
	2,313	Take-Two Interactive Software, Inc.*		102,674
	5,800	Tencent Holdings Ltd.		153,713
	894	Vantiv, Inc. Class A*		52,174
	1,622	Visa, Inc. Class A		133,831
	1,611	Wix.com Ltd.*		64,440
	1,618	Workday, Inc. Class A*		140,248
	4,199	Zendesk, Inc.*		110,392
	1,915	Zillow Group, Inc. Class C*		63,884
				8,095,303
		Technology Hardware & Equipment - 3.8%
	6,572	AAC Technologies Holdings, Inc.		62,618
	6,219	Amano Corp.		115,708
	2,079	Amphenol Corp. Class A		137,068
	12,409	Apple, Inc.		1,408,918
	1,850	Arista Networks, Inc.*		156,788
	6,783	Ciena Corp.*		131,455
	2,326	Cognex Corp.		120,022
	4,198	Coherent, Inc.*		437,096
	3,800	EMCORE Corp.		24,890
	1,490	Fabrinet*		56,560
	2,106	Finisar Corp.*		57,662
	3,058	Flex Ltd.*		43,393
	17,539	Hosiden Corp.		130,074
	1,913	Itron, Inc.*		103,111
	1,195	Largan Precision Co., Ltd.		140,980

Shares or Principal Amount					Market Value†
COMMON STOCKS - 42.0% - (continued)
				Technology Hardware & Equipment - 3.8% - (continued)
			4,480	Lumentum Holdings, Inc.*	$	150,528
			31,266	Oclaro, Inc.*		228,554
			3,805	Orbotech Ltd.*		104,257
			16,433	Pure Storage, Inc. Class A*		202,783
			200	Quantenna Communications, Inc.*		2,996
			183	Samsung Electronics Co., Ltd.		261,750
			800	Sanmina Corp.*		22,120
			14,307	Seagate Technology plc		490,873
			458,850	Tongda Group Holdings Ltd.		121,079
			1,188	Ubiquiti Networks, Inc.*		62,287
						4,773,570
				Telecommunication Services - 0.9%
			10,522	KDDI Corp.		319,797
			12,648	Nippon Telegraph & Telephone Corp.		560,772
			3,400	NTT DoCoMo, Inc.		85,388
			21,737	ORBCOMM, Inc.*		194,111
						1,160,068
				Transportation - 0.4%
			1,327	DSV A/S		64,253
			8,260	Japan Airlines Co., Ltd.		243,767
			2,684	Knight Transportation, Inc.		78,507
			1,763	XPO Logistics, Inc.*		58,056
						444,583
				Total Common Stocks (cost $50,836,034)	$	52,896,646
CORPORATE BONDS - 1.2%
				Commercial Banks - 0.3%
		$	350,000	CIT Group, Inc. 5.50%, 02/15/2019(1)	$	368,375
				Diversified Financial Services - 0.4%
			564,000	Ally Financial, Inc. 3.25%, 11/05/2018		564,000
				Telecommunications - 0.5%
			544,000	Sprint Communications, Inc. 8.38%, 08/15/2017		566,440
				Total Corporate Bonds (cost $1,495,661)	$	1,498,815
FOREIGN GOVERNMENT OBLIGATIONS - 21.3%
				Austria - 0.4%
	EUR		370,000	Austria Government Bond 3.90%, 07/15/2020(1)(2)	$	471,862
				Belgium - 0.3%
			330,000	Belgium Government Bond 2.60%, 06/22/2024(1)(2)		432,327
				Canada - 1.9%
				Canadian Government Bond
	CAD		755,000	1.25%, 08/01/2017		565,752
			190,000	3.50%, 12/01/2045		193,598
			125,000	5.00%, 06/01/2037		143,810
			1,204,216	Canadian Government Real Return Bond 4.00%, 12/01/2031(3)		1,433,482
						2,336,642

The accompanying notes are an integral part of these financial statements.

39

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 21.3% - (continued)
			Denmark - 0.2%
	DKK	1,055,000	Denmark Government Bond 4.50%, 11/15/2039	$	276,444
			Finland - 0.3%
	EUR	310,000	Finland Government Bond 3.38%, 04/15/2020(1)(2)		385,723
			France - 4.5%
			France Government Bond OAT
		1,954,603	1.00%, 07/25/2017(2)(3)		2,181,004
		828,018	1.85%, 07/25/2027(2)(3)		1,169,373
		988,544	3.15%, 07/25/2032(2)(3)		1,739,969
		445,000	3.50%, 04/25/2020(2)		555,862
					5,646,208
			Ireland - 0.4%
			Ireland Government Bond
		215,000	4.50%, 04/18/2020		275,637
		190,000	5.40%, 03/13/2025		291,879
					567,516
			Italy - 2.6%
			Italy Buoni Poliennali Del Tesoro
		575,000	1.50%, 08/01/2019		653,542
		1,420,607	2.60%, 09/15/2023(2)(3)		1,814,399
		530,000	4.75%, 06/01/2017		598,617
		170,000	5.00%, 09/01/2040(2)		265,879
					3,332,437
			Netherlands - 0.5%
			Netherlands Government Bond
		325,000	2.00%, 07/15/2024(1)(2)		412,105
		110,000	4.00%, 01/15/2037(1)(2)		197,923
					610,028
			Norway - 0.9%
			Norway Government Bond
	NOK	4,770,000	3.00%, 03/14/2024(1)(2)		650,094
		1,920,000	3.75%, 05/25/2021(1)(2)		260,951
		1,900,000	4.25%, 05/19/2017(1)(2)		234,489
					1,145,534
			Spain - 0.8%
			Spain Government Bond
	EUR	320,000	1.40%, 01/31/2020		366,701
		460,000	4.40%, 10/31/2023(1)(2)		634,658
					1,001,359
			Sweden - 0.6%
			Sweden Government Bond
	SEK	2,585,000	2.50%, 05/12/2025		346,416
		2,605,000	5.00%, 12/01/2020		354,705
					701,121
			United Kingdom - 7.9%
			United Kingdom Gilt
	GBP	195,000	3.50%, 01/22/2045(2)		323,591
		120,000	3.75%, 09/07/2021(2)		169,047
		140,000	5.00%, 03/07/2025(2)		225,316
			United Kingdom Gilt Inflation Linked
		714,267	0.63%, 03/22/2040(2)(3)		1,470,765
		674,388	0.75%, 11/22/2047(2)(3)		1,645,306
		725,485	1.13%, 11/22/2037(2)(3)		1,538,832
		613,013	1.25%, 11/22/2027(2)(3)		1,041,740

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 21.3% - (continued)
			United Kingdom - 7.9% - (continued)
	GBP	669,647	1.25%, 11/22/2032(2)(3)	$	1,291,307
		460,786	1.25%, 11/22/2055(2)(3)		1,500,455
		469,627	2.50%, 07/17/2024(2)(3)		790,167
					9,996,526
			Total Foreign Government Obligations (cost $27,030,525)	$	26,903,727
EXCHANGE TRADED FUNDS - 9.9%
			Other Investment Pools & Funds - 9.9%
		135,345	PowerShares DB Agriculture Fund*	$	2,777,279
		206,981	PowerShares DB Base Metals Fund*		2,980,527
		212,737	PowerShares DB Energy Fund*		2,601,774
		101,475	PowerShares DB Precious Metals Fund*		3,958,540
		16,430	TOPIX Exchange Traded Fund		223,345
			Total Exchange Traded Funds (cost $12,271,793)	$	12,541,465
			Total Long-Term Investments (cost $91,634,013)	$	93,840,653
SHORT-TERM INVESTMENTS - 19.1%
			Foreign Government Obligations - 8.9%
			Japan Treasury Discount Bill
	JPY	390,000,000	0.00%, 02/10/2017	$	3,721,575
		790,000,000	0.01%, 06/20/2017		7,542,171
					11,263,746
			Other Investment Pools & Funds - 10.2%
		12,867,026	Fidelity Institutional Government Fund, Institutional Class		12,867,026
			Total Short-Term Investments (cost $24,239,754)	$	24,130,772

Total Investments Excluding Purchased Options (cost $115,873,767)	93.5	%	$	117,971,425
Total Purchased Options (cost $503,240)	0.3	%	$	360,620
Total Investments (cost $116,377,007)^	93.8	%	$	118,332,045
Other Assets and Liabilities	6.2	%		7,775,425
Total Net Assets	100.0	%	$	126,107,470

The accompanying notes are an integral part of these financial statements.

40

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^ At October 31, 2016, the cost of securities for federal income tax purposes was $117,241,071 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	3,900,860
Unrealized Depreciation		(2,809,886	)
Net Unrealized Appreciation	$	1,090,974

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $4,173,099, which represents 3.3% of total net assets.

⁽²⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $21,403,144, which represents 17.0% of total net assets.

⁽³⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

The accompanying notes are an integral part of these financial statements.

41

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
EUR Call/HUF Put		GSC		7.50 EUR		09/06/17		EUR	3,407,532		$	4,724		$	—		$	4,724
EUR Call/USD Put		JPM		1.25 EUR		06/04/18		EUR	3,368,991			45,175			87,237			(42,062	)
FTSE 100 Index Option		JPM		7,415.00 GBP		01/20/17		GBP	632			17,919			24,642			(6,723	)
S&P 500 Index Option		MSC		2,275.00 USD		11/18/16		USD	18			90			17,695			(17,605	)
USD Call/HKD Put		CSFB		7.75 USD		12/22/16		USD	43,195			32,998			26,262			6,736
USD Call/HKD Put		CSFB		7.75 USD		03/17/17		USD	76,193			49,392			57,145			(7,753	)
USD Call/JPY Put		BOA		115.00 USD		02/25/21		USD	1,888,799			58,190			106,859			(48,669	)
USD Call/TWD Put		JPM		32.30 USD		03/22/17		USD	115,238			61,482			50,820			10,662
Total Calls									8,900,598		$	269,970		$	370,660		$	(100,690	)
Puts
EUR Put/GBP Call		CBK		0.71 GBP per EUR		11/07/16		EUR	122,925		$	—		$	14,717		$	(14,717	)
Total purchased option contracts									9,023,523		$	269,970		$	385,377		$	(115,407	)
Written option contracts:
Calls
EUR Call/USD Put		JPM		1.27 EUR		06/04/19		EUR	(2,762,265	)	$	(75,404	)	$	(122,317	)	$	46,913
USD Call/JPY Put		BOA		140.00 USD		02/25/21		USD	(1,888,799	)		(21,900	)		(44,953	)		23,053
USD Call/TWD Put		SCB		32.30 USD		12/23/16		USD	(96,031	)		(35,085	)		(35,531	)		446
Total Calls									(4,747,095	)	$	(132,389	)	$	(202,801	)	$	70,412
Puts
EUR Call/HUF Put		GSC		7.50 EUR		09/06/17		EUR	(3,407,532	)	$	—		$	—		$	0
Total written option contracts									(8,154,627	)	$	(132,389	)	$	(202,801	)	$	70,412
Exchange Traded Option Contracts Outstanding at October 31, 2016
Description			Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Market Value†			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
S&P 500 Index Option				2,300.00 USD		12/16/16		USD	4		$	228		$	4,812		$	(4,584	)
S&P 500 Index Option				2,250.00 USD		12/16/16		USD	26			4,550			26,859			(22,309	)
iShares MSCI Emerging Markets				61.00 USD		01/20/17		USD	938			23,450			34,103			(10,653	)
Total Calls									968		$	28,228		$	65,774		$	(37,546	)
Puts
ProShares Short VIX				30.00 USD		03/17/17		USD	609		$	62,422		$	52,089		$	10,333
Total purchased option contracts									1,577		$	90,650		$	117,863		$	(27,213	)
Written option contracts:
Puts
ProShares Short VIX				50.00 USD		03/17/17		USD	(152	)	$	(68,400	)	$	(52,174	)	$	(16,226	)
S&P 500 Index Option				1,600.00 USD		12/16/16		USD	(28	)		(3,500	)		(246,315	)		242,815
S&P 500 Index Option				1,700.00 USD		12/16/16		USD	(13	)		(2,600	)		(99,280	)		96,680
S&P 500 Index Option				1,900.00 USD		12/16/16		USD	(9	)		(6,389	)		(55,452	)		49,063
S&P 500 Index Option				1,975.00 USD		12/16/16		USD	(4	)		(5,264	)		(10,468	)		5,204
S&P 500 Index Option				2,000.00 USD		03/17/17		USD	(4	)		(18,200	)		(22,948	)		4,748
S&P 500 Index Option				2,050.00 USD		03/17/17		USD	(4	)		(23,480	)		(25,668	)		2,188
S&P 500 Index Option				2,025.00 USD		03/17/17		USD	(4	)		(21,120	)		(24,708	)		3,588
S&P 500 Index Option				1,975.00 USD		06/16/17		USD	(9	)		(59,555	)		(65,434	)		5,879
Total Puts									(227	)	$	(208,508	)	$	(602,447	)	$	393,939
Total written option contracts									(227	)	$	(208,508	)	$	(602,447	)	$	393,939

The accompanying notes are an integral part of these financial statements.

42

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Australian Dollar Future		20		12/19/2016	$	1,515,046	$	1,518,400	$	3,354
BIST 30 Index Future		30		12/30/2016		94,037		93,827		(210	)
CAC40 10 Euro Future		37		11/18/2016		1,828,654		1,830,394		1,740
Canadian Dollar Future		60		12/20/2016		4,536,934		4,471,500		(65,434	)
DAX Index Future		8		12/16/2016		2,342,669		2,344,136		1,467
Emerging Market (mini MSCI) Index Future		29		12/16/2016		1,344,005		1,310,075		(33,930	)
Euro-BOBL Future		1		12/08/2016		144,509		143,926		(583	)
Euro-BUXL 30-Year Bond Future		4		12/08/2016		847,115		789,853		(57,262	)
Euro-Bund Future		18		12/08/2016		3,266,452		3,204,399		(62,053	)
Euro-Oat Future		2		12/08/2016		351,700		343,157		(8,543	)
Euro-Schatz Future		38		12/08/2016		4,674,805		4,671,191		(3,614	)
FTSE 100 Index Future		44		12/16/2016		3,744,605		3,731,684		(12,921	)
FTSE/MIB Index Future		13		12/16/2016		1,207,740		1,220,720		12,980
H-SHARES Index Future		14		11/29/2016		886,445		864,220		(22,225	)
Hang Seng Index Future		2		11/29/2016		303,450		295,337		(8,113	)
IBEX 35 Index Future		6		11/18/2016		584,927		601,144		16,217
Japan 10-Year Bond Future		3		12/13/2016		4,350,645		4,339,945		(10,700	)
KOSPI 200 Index Future		32		12/08/2016		3,608,692		3,586,629		(22,063	)
Long Gilt Future		37		12/28/2016		5,816,916		5,676,401		(140,515	)
MSCI Taiwan Index Future		87		11/29/2016		3,059,593		3,041,520		(18,073	)
NASDAQ 100 E-MINI Future		2		12/16/2016		192,554		191,870		(684	)
OMXS30 Index Future		130		11/18/2016		2,086,652		2,079,433		(7,219	)
S&P 500 (E-Mini) Future		59		12/16/2016		6,307,202		6,254,295		(52,907	)
S&P MID 400 EMini Index Future		15		12/16/2016		2,284,775		2,260,200		(24,575	)
SPI 200 Future		8		12/15/2016		800,487		804,820		4,333
U.S. Treasury Long Bond Future		45		12/20/2016		7,615,880		7,322,344		(293,536	)
U.S. Ultra Bond Future		40		12/20/2016		7,438,700		7,037,501		(401,199	)
Total									$	(1,206,268	)
Short position contracts:
Amsterdam Index Future		30		11/18/2016	$	2,977,020	$	2,971,830	$	5,190
Australian 10-Year Bond Future		22		12/15/2016		2,214,828		2,219,489		(4,661	)
Australian 3-Year Bond Future		28		12/15/2016		2,399,359		2,397,398		1,961
British Pound Future		50		12/19/2016		3,813,082		3,829,375		(16,293	)
Canadian Government 10-Year Bond Future		34		12/19/2016		3,662,225		3,665,906		(3,681	)
Euro FX Future		22		12/19/2016		3,016,192		3,021,425		(5,233	)
Japan Yen Future		28		12/19/2016		3,367,385		3,340,925		26,460
MSCI Mini Emerging Market Index		22		12/16/2016		1,839,545		1,832,270		7,275
MSCI Singapore Index Future		120		11/29/2016		2,703,605		2,658,329		45,276
Nikkei 225 Index Future		27		12/08/2016		4,273,385		4,490,131		(216,746	)
S&P/TSX 60 Index Future		24		12/15/2016		3,074,063		3,100,872		(26,809	)
Swiss Franc Future		24		12/19/2016		3,036,094		3,036,600		(506	)
Tokyo Price Index Future		66		12/08/2016		8,359,265		8,779,441		(420,176	)
U.S. Treasury 10-Year Note Future		12		12/20/2016		1,571,041		1,555,500		15,541
Total									$	(592,402	)
Total futures contracts									$	(1,798,670	)

The accompanying notes are an integral part of these financial statements.

43

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Sell protection:
CDX.EMS.26		GSC		USD	925,000		1.00%		12/20/21	$	—	$	(59,409	)	$	(58,256	)	$	1,153
CDX.EMS.26		BCLY		USD	2,375,000		1.00%		12/20/21		—		(145,328	)		(149,589	)		(4,261	)
ITRAXX.SEN.FIN.26		MSC		EUR	2,385,000		1.00%		12/20/21		527		—			7,012			6,485
ITRAXX.SEN.FIN.26		BNP		EUR	2,205,000		1.00%		12/20/21		1,558		—			6,491			4,933
ITRAXX.SEN.FIN.26		GSC		EUR	1,855,000		1.00%		12/20/21		4,218		—			5,289			1,071
ITRAXX.SEN.FIN.26		BNP		EUR	1,860,000		1.00%		12/20/21		5,093		—			5,229			136
ITRAXX.SEN.FIN.26		MSC		EUR	120,000		1.00%		12/20/21		419		—			352			(67	)
Total										$	11,815	$	(204,737	)	$	(183,472	)	$	9,450
Total traded indices										$	11,815	$	(204,737	)	$	(183,472	)	$	9,450
Credit default swaps on single-name issues:
Buy protection:
AllState Corp.		GSC		USD	495,000		(1.00%) /0.35%		12/20/20	$	—	$	(16,348	)	$	(13,598	)	$	2,750
AllState Corp.		GSC		USD	715,000		(1.00%) /0.35%		12/20/20		—		(22,368	)		(19,649	)		2,719
AllState Corp.		GSC		USD	480,000		(1.00%) /0.35%		12/20/20		—		(14,032	)		(13,187	)		845
AllState Corp.		GSC		USD	235,000		(1.00%) /0.35%		12/20/20		—		(7,225	)		(6,458	)		767
AllState Corp.		GSC		USD	235,000		(1.00%) /0.35%		12/20/20		—		(7,209	)		(6,455	)		754
AllState Corp.		GSC		USD	235,000		(1.00%) /0.35%		12/20/20		—		(6,659	)		(6,456	)		203
AllState Corp.		MSC		USD	985,000		(1.00%) /0.40%		06/20/21		—		(30,260	)		(27,814	)		2,446
AllState Corp.		MSC		USD	660,000		(1.00%) /0.40%		06/20/21		—		(20,255	)		(18,630	)		1,625
AllState Corp.		MSC		USD	660,000		(1.00%) /0.40%		06/20/21		—		(20,231	)		(18,630	)		1,601
Total										$	—	$	(144,587	)	$	(130,877	)	$	13,710
Total single-name issues										$	—	$	(144,587	)	$	(130,877	)	$	13,710
Total OTC contracts										$	11,815	$	(349,324	)	$	(314,349	)	$	23,160

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis		Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ITRAXX.EUR.26		EUR	6,115,000		(1.00	%)		12/20/21	$	96,578	$	98,640	$	2,062
ITRAXX.XOV.26		EUR	3,045,000		(5.00	%)		12/20/21		260,581		271,789		11,208
Total									$	357,159	$	370,429	$	13,270
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.27		USD	3,000,000		5.00	%		12/20/21	$	114,387	$	116,296	$	1,909
CDX.NA.IG.27		USD	13,000,000		1.00	%		12/20/21		161,227		149,268		(11,959	)
Total									$	275,614	$	265,564	$	(10,050	)
Total									$	632,773	$	635,993	$	3,220

^(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

The accompanying notes are an integral part of these financial statements.

44

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counter-party	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†		Unrealized Appreciation/ (Depreciation)
JPM		6M CHF LIBOR		0.11% Fixed		CHF	1,740,000		03/16/26	$	—	$	—	$	43,923	$	43,923
JPM		6M CHF LIBOR		0.11% Fixed		CHF	1,740,000		03/16/26		—		—		1,534		1,534
Total										$	—	$	—	$	45,457	$	45,457

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value†			Unrealized Appreciation/ (Depreciation)
0.14% Fixed	6M EURIBOR	EUR	8,525,000		09/19/20	$	—	$	—	$	(29,968	)	$	(29,968	)
0.18% Fixed	6M EURIBOR	EUR	17,050,000		09/16/22		—		—		85,505			85,505
6M EURIBOR	0.65% Fixed	EUR	8,525,000		09/21/24		—		—		(48,403	)		(48,403	)
Total						$	—	$	—	$	7,134		$	7,134

OTC Total Return Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount			Payments received (paid) by the Fund			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Deutsche MSCI DTR Index		BNP		USD	6,566,849		1M LIBOR -0.28	%		01/31/17	$	—	$	—		$	1,253		$	1,253
MSCI Indices US$ Health Care		GSC		USD	11,653,438		1M LIBOR +0.19	%		04/28/17		—		—			(55,554	)		(55,554	)
S&P GSCI Total Return Index		GSC		USD	13,670,188		1M LIBOR +0.10	%		04/28/17		—		—			—			0
S&P GSCI Total Return Index		GSC		USD	86,883		1M LIBOR +0.07	%		04/28/17		—		—			—			0
S&P GSCI Total Return Index		BOA		USD	219,594		1M LIBOR +0.18	%		08/31/17		—		—			—			0
S&P Index Energy		GSC		USD	8,197,401		1M LIBOR			04/28/17		—		(6,282	)		—			6,282
S&P Index Energy		GSC		USD	289,897		1M LIBOR			04/28/17		—		—			—			0
S&P Index Energy		BOA		USD	617,827		1M LIBOR +0.18	%		08/31/17		—		—			—			0
Total											$	—	$	(6,282	)	$	(54,301	)	$	(48,019	)

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/30/16	HSBC	$	895,142	$	893,117	$	(2,025	)
BRL	Buy		11/03/16	GSC		1,092,712		1,117,341		24,629
BRL	Buy		11/03/16	SCB		302,795		305,156		2,361
BRL	Buy		11/03/16	JPM		302,622		302,027		(595	)
BRL	Buy		11/03/16	SCB		1,112,823		1,107,952		(4,871	)
BRL	Buy		12/02/16	SCB		1,424,875		1,400,443		(24,432	)
BRL	Buy		12/21/16	MSC		51,672		52,424		752
BRL	Buy		12/21/16	UBS		6,222		6,476		254
BRL	Sell		11/03/16	SCB		1,437,212		1,413,108		24,104
BRL	Sell		11/03/16	GSC		1,122,253		1,117,341		4,912
BRL	Sell		11/03/16	JPM		303,354		302,026		1,328
BRL	Sell		11/03/16	SSG		309,295		311,416		(2,121	)
BRL	Sell		12/21/16	BCLY		6,416		6,476		(60	)
BRL	Sell		12/21/16	MSC		49,215		50,265		(1,050	)
CAD	Buy		11/30/16	BMO		251,293		249,806		(1,487	)
CAD	Sell		11/30/16	BMO		3,505,350		3,484,609		20,741
CHF	Buy		11/30/16	BOA		927,803		931,127		3,324
CHF	Buy		11/30/16	CIB		161,409		161,935		526
CHF	Sell		11/30/16	SCB		1,825,249		1,836,952		(11,703	)
CNH	Sell		11/28/16	JPM		1,162,952		1,136,632		26,320
CNH	Sell		12/01/16	SCB		1,159,634		1,136,358		23,276

The accompanying notes are an integral part of these financial statements.

45

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
CNH	Sell		12/02/16	JPM	$	2,320,733	$	2,272,089	$	48,644
CNH	Sell		01/09/17	JPM		1,876,593		1,858,395		18,198
CNH	Sell		01/26/17	JPM		1,879,926		1,855,779		24,147
CNH	Sell		02/13/17	BOA		2,830,079		2,778,719		51,360
CNH	Sell		03/08/17	SCB		1,880,511		1,851,354		29,157
CNH	Sell		03/29/17	JPM		4,717,485		4,642,226		75,259
CNY	Buy		11/28/16	JPM		1,158,322		1,136,386		(21,936	)
CNY	Buy		12/01/16	SCB		1,155,022		1,136,242		(18,780	)
CNY	Buy		12/02/16	JPM		2,311,258		2,272,402		(38,856	)
CNY	Buy		01/09/17	JPM		1,869,523		1,863,475		(6,048	)
CNY	Buy		01/26/17	JPM		1,873,528		1,862,232		(11,296	)
CNY	Buy		02/13/17	BOA		2,821,142		2,792,017		(29,125	)
CNY	Buy		03/08/17	SCB		1,873,566		1,861,227		(12,339	)
CNY	Buy		03/29/17	JPM		4,698,913		4,670,157		(28,756	)
DKK	Buy		12/21/16	RBS		455		444		(11	)
DKK	Sell		11/30/16	SCB		266,842		269,536		(2,694	)
DKK	Sell		12/21/16	BCLY		454		444		10
DKK	Sell		12/21/16	BNP		151		148		3
EUR	Buy		11/30/16	CBK		855,736		862,770		7,034
EUR	Buy		11/30/16	UBS		415,968		417,646		1,678
EUR	Buy		12/21/16	CBA		1,127		1,101		(26	)
EUR	Buy		12/21/16	RBC		1,126		1,100		(26	)
EUR	Sell		11/30/16	RBC		247,482		247,291		191
EUR	Sell		11/30/16	HSBC		399,767		401,160		(1,393	)
EUR	Sell		11/30/16	CBK		15,285,522		15,411,163		(125,641	)
EUR	Sell		12/21/16	BCLY		2,257		2,201		56
GBP	Buy		11/30/16	CBK		121,654		122,471		817
GBP	Buy		12/21/16	BCLY		1,334		1,226		(108	)
GBP	Sell		11/30/16	JPM		556,784		557,244		(460	)
GBP	Sell		11/30/16	CBK		10,579,006		10,650,084		(71,078	)
GBP	Sell		12/21/16	BCLY		1,313		1,226		87
HUF	Sell		11/30/16	JPM		610,749		616,009		(5,260	)
INR	Buy		11/30/16	BCLY		614,032		614,430		398
JPY	Buy		11/30/16	BOA		1,113,469		1,119,336		5,867
JPY	Buy		11/30/16	CIB		1,094,514		1,095,235		721
JPY	Buy		12/21/16	RBS		3,937		3,813		(124	)
JPY	Sell		11/30/16	CBK		15,122,574		15,023,294		99,280
JPY	Sell		11/30/16	MSC		1,118,212		1,113,514		4,698
JPY	Sell		11/30/16	HSBC		1,119,069		1,123,010		(3,941	)
JPY	Sell		12/21/16	BCLY		3,972		3,813		159
JPY	Sell		01/30/17	GSC		3,830,317		3,829,052		1,265
JPY	Sell		02/10/17	CSFB		3,834,243		3,734,988		99,255
JPY	Sell		06/20/17	MSC		3,790,207		3,757,586		32,621
KRW	Sell		11/30/16	BOA		616,356		610,071		6,285
KRW	Sell		11/30/16	JPM		577,435		573,449		3,986
MXN	Buy		11/30/16	BCLY		622,425		609,152		(13,273	)
MXN	Buy		12/21/16	GSC		994		1,000		6
NOK	Buy		11/30/16	CBK		382,143		382,473		330
NOK	Sell		11/30/16	CBK		1,177,993		1,179,010		(1,017	)
NZD	Buy		11/30/16	CBA		1,001,315		1,003,479		2,164
PLN	Buy		12/21/16	RBS		773		764		(9	)
PLN	Sell		11/30/16	BOA		287,432		290,355		(2,923	)
PLN	Sell		11/30/16	SCB		916,877		928,374		(11,497	)
PLN	Sell		12/21/16	BCLY		787		764		23
SEK	Buy		12/21/16	RBS		5,567		5,217		(350	)
SEK	Sell		11/30/16	CBK		2,147,981		2,124,477		23,504
SEK	Sell		12/21/16	BCLY		5,535		5,217		318
SGD	Buy		12/21/16	RBS		736		719		(17	)

The accompanying notes are an integral part of these financial statements.

46

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
SGD	Sell		11/30/16	SCB	$	1,998,710	$	1,998,677	$	33
SGD	Sell		12/21/16	BCLY		738		719		19
TRY	Buy		11/30/16	CBK		1,614		1,605		(9	)
TWD	Sell		11/30/16	SCB		616,877		620,036		(3,159	)
ZAR	Buy		11/30/16	CBK		620,634		636,605		15,971
ZAR	Buy		11/30/16	HSBC		817,744		820,177		2,433
Total									$	230,008

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CIB	Credit Agricole
CSFB	Credit Suisse First Boston Corp.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CNH	Chinese Renminbi
CNY	Chinese Yuan
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
INR	Indian Rupee
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso
NOK	Norwegian Krone
NZD	New Zealand Dollar
PLN	Polish Zloty
SEK	Swedish Krona
SGD	Singapore Dollar
TRY	Turkish Lira
TWD	Taiwanese Dollar
USD	United States Dollar
ZAR	South African Rand

Index Abbreviations:
BIST	Borsa Istanbul 100 Index
CAC	Cotation Assistee en Continu
DAX	Deutscher Aktien Index
FTSE	Financial Times and Stock Exchange
GSCI	Goldman Sachs Commodity
IBEX	Spanish Stock Index
KOSPI	Korea Composite Stock Price
MSCI	Morgan Stanley Capital International
OMXS30	OMX Stockholm 30 Index
S&P	Standard & Poors
TSX	Toronto Stock Exchange
Other Abbreviations:
ADR	American Depositary Receipt
EURIBOR	Euro Interbank Offered Rate
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OAT	Obligations Assimilables du Trésor
OTC	Over-the-Counter
REIT	Real Estate Investment Trust

The accompanying notes are an integral part of these financial statements.

47

Hartford Real Total Return Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Automobiles & Components	$	1,823,859		$	—		$	1,823,859		$	—
Banks		659,639			—			659,639			—
Capital Goods		2,509,871			298,029			2,211,842			—
Commercial & Professional Services		654,436			194,204			460,232			—
Consumer Durables & Apparel		1,357,527			308,038			1,049,489			—
Consumer Services		355,939			121,126			234,813			—
Diversified Financials		196,783			143,628			53,155			—
Energy		7,007,738			6,818,214			189,524			—
Food & Staples Retailing		51,293			51,293			—			—
Food, Beverage & Tobacco		502,203			80,118			422,085			—
Health Care Equipment & Services		4,382,449			3,773,423			609,026			—
Household & Personal Products		87,351			87,351			—			—
Insurance		998,623			—			998,623			—
Materials		535,142			157,452			377,690			—
Media		622,190			—			622,190			—
Pharmaceuticals, Biotechnology & Life Sciences		8,199,039			6,006,752			2,192,287			—
Real Estate		897,488			65,626			831,862			—
Retailing		3,043,539			1,993,495			1,050,044			—
Semiconductors & Semiconductor Equipment		4,538,013			4,063,819			474,194			—
Software & Services		8,095,303			7,107,082			988,221			—
Technology Hardware & Equipment		4,773,570			3,941,361			832,209			—
Telecommunication Services		1,160,068			194,111			965,957			—
Transportation		444,583			136,563			308,020			—
Corporate Bonds		1,498,815			—			1,498,815			—
Foreign Government Obligations		26,903,727			—			26,903,727			—
Exchange Traded Funds		12,541,465			12,318,120			223,345			—
Short-Term Investments		24,130,772			12,867,026			11,263,746			—
Purchased Options		360,620			90,740			269,880			—
Foreign Currency Contracts(2)		688,505			—			688,505			—
Futures Contracts(2)		141,794			141,794			—			—
Swaps - Credit Default(2)		42,667			—			42,667			—
Swaps - Interest Rate(2)		130,962			—			130,962			—
Swaps - Total Return(2)		7,535			—			7,535			—
Total	$	119,343,508		$	60,959,365		$	58,384,143		$	—
Liabilities
Foreign Currency Contracts(2)	$	(458,497	)	$	—		$	(458,497	)	$	—
Futures Contracts(2)		(1,940,464	)		(1,940,464	)		—			—
Swaps - Credit Default(2)		(16,287	)		—			(16,287	)		—
Swaps - Interest Rate(2)		(78,371	)		—			(78,371	)		—
Swaps - Total Return(2)		(55,554	)		—			(55,554	)		—
Written Options		(340,897	)		(208,508	)		(132,389	)		—
Total	$	(2,890,070	)	$	(2,148,972	)	$	(741,098	)	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $404,312 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and there were no transfers from Level 2 to Level 1.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

48

Alternative Funds

Statements of Assets and Liabilities

October 31, 2016

	The Hartford Global Real Asset Fund (consolidated)			Hartford Long/Short Global Equity Fund			Hartford Real Total Return Fund
Assets:
Investments in securities, at market value	$	261,353,858		$	30,511,346		$	118,332,045
Cash		13,575			—			2,196
Cash collateral due from broker		2,973,566			10,224,180			7,138,885
Foreign currency		8,233			8,931			39,333
Unrealized appreciation on OTC swap contracts		4,937			1,545			80,480
Unrealized appreciation on foreign currency contracts		100,678			184			688,504
Receivables:
Investment securities sold		3,044,798			458,914			2,949,534
Fund shares sold		26,272			1			34
Dividends and interest		450,904			31,869			351,359
OTC swap premiums paid		6,569			317			11,815
Other assets		40,620			47,439			60,434
Total assets		268,024,010			41,284,726			129,654,619
Liabilities:
Unrealized depreciation on foreign currency contracts		34,793			—			458,496
Bank overdraft		—			95,887			—
Unrealized depreciation on OTC swap contracts		13,587			25			59,882
Cash collateral due to broker		—			—			280,000
Securities sold short, at market value		—			14,656,465			—
Payables:
Investment securities purchased		2,760,544			250,392			1,591,926
Fund shares redeemed		119,927			—			265,961
Investment management fees		219,744			31,252			97,480
Transfer agent fees		8,129			488			284
Accounting services fees		5,650			558			2,708
Board of Directors’ fees		573			169			329
Variation margin on financial derivative instruments		95,408			—			54,344
Foreign taxes		33,718			—			—
Distribution fees		11,982			3,111			335
Dividends on securities sold short		—			15,696			—
Written options		3,520			—			340,897
Accrued expenses		44,752			37,088			38,901
OTC swap premiums received		19,939			—			355,606
Total liabilities		3,372,266			15,091,131			3,547,149
Net assets	$	264,651,744		$	26,193,595		$	126,107,470
Summary of Net Assets:
Capital stock and paid-in-capital	$	370,904,654		$	25,556,245		$	140,983,654
Undistributed (distributions in excess of) net investment income		1,202,149			(220,430	)		(911,750	)
Accumulated net realized gain (loss)		(114,675,051	)		(685,685	)		(14,834,380	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		7,219,992			1,543,465			869,946
Net assets	$	264,651,744		$	26,193,595		$	126,107,470
Shares authorized		650,000,000			300,000,000			450,000,000
Par value	$	0.0010		$	0.0010		$	0.0010
Class A:     Net asset value per share	$	8.67		$	10.21		$	8.74
Maximum offering price per share	$	9.17		$	10.80		$	9.25
Shares outstanding		2,338,011			519,569			86,194
Net Assets	$	20,261,717		$	5,303,212		$	753,231
Class C:     Net asset value per share	$	8.48		$	10.04		$	8.55
Shares outstanding		1,026,263			231,778			15,630
Net Assets	$	8,701,758		$	2,327,767		$	133,611
Class I:      Net asset value per share	$	8.67		$	10.26		$	8.82
Shares outstanding		2,876,458			676,480			8,551
Net Assets	$	24,931,267		$	6,939,208		$	75,449

The accompanying notes are an integral part of these financial statements.

49

Alternative Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Global Real Asset Fund (consolidated)		Hartford Long/Short Global Equity Fund		Hartford Real Total Return Fund
Class R3:   Net asset value per share	$	8.69	$	—	$	8.65
Shares outstanding		14,455		—		10,387
Net Assets	$	125,677	$	—	$	89,885
Class R4:   Net asset value per share	$	8.67	$	—	$	8.73
Shares outstanding		58,967		—		11,814
Net Assets	$	511,308	$	—	$	103,118
Class R5:   Net asset value per share	$	8.68	$	—	$	8.81
Shares outstanding		5,627		—		10,385
Net Assets	$	48,822	$	—	$	91,467
Class Y:     Net asset value per share	$	8.68	$	10.27	$	8.83
Shares outstanding		24,213,615		1,132,234		14,138,079
Net Assets	$	210,071,195	$	11,623,408	$	124,860,709
Cost of investments	$	253,393,718	$	29,104,996	$	116,377,007
Cost of foreign currency	$	8,239	$	8,953	$	19,228
Proceeds of securities sold short	$	—	$	14,792,347	$	—
Proceeds of written options contracts	$	11,986	$	—	$	805,248

The accompanying notes are an integral part of these financial statements.

50

Alternative Funds

Statements of Operations

For the Year Ended October 31, 2016

	The Hartford Global Real Asset Fund (consolidated)			Hartford Long/Short Global Equity Fund			Hartford Real Total Return Fund
Investment Income:
Dividends	$	5,278,735		$	619,317		$	918,544
Interest		1,201,737			467			920,036
Less: Foreign tax withheld		(347,142	)		(33,812	)		(57,294	)
Total investment income, net		6,133,330			585,972			1,781,286
Expenses:
Investment management fees		2,556,419			343,477			1,393,294
Administrative services fees
Class R3		235			—			182
Class R4		2,204			—			156
Class R5		105			—			92
Transfer agent fees
Class A		56,432			1,819			1,017
Class C		18,571			459			343
Class I		19,478			1,525			148
Class R3		197			—			5
Class R4		89			—			20
Class R5		44			—			5
Class Y		3,169			153			1,912
Distribution fees
Class A		53,492			11,906			1,840
Class C		90,861			22,841			2,117
Class R3		586			—			454
Class R4		3,674			—			260
Custodian fees		45,351			20,177			28,507
Registration and filing fees		87,541			54,853			87,642
Accounting services fees		65,717			6,134			31,739
Board of Directors’ fees		8,664			1,587			4,669
Dividend and interest expense on securities sold short		—			289,323			—
Audit fees		59,478			47,343			56,983
Short position fees		—			103,029			—
Other expenses		54,224			16,984			26,963
Total expenses (before waivers and fees paid indirectly)		3,126,531			921,610			1,638,348
Expense waivers		(204,287	)		(121,352	)		(83,621	)
Management fee waivers		(335,200	)		—			—
Commission recapture		(3,083	)		(1,336	)		(2,344	)
Total waivers and fees paid indirectly		(542,570	)		(122,688	)		(85,965	)
Total expenses, net		2,583,961			798,922			1,552,383
Net Investment Income (Loss)		3,549,369			(212,950	)		228,903
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(24,372,318	)		549,762			(10,331,172	)
Net realized gain (loss) on purchased options contracts		(31,887	)		—			(2,714,722	)
Net realized gain (loss) on futures contracts		(3,062,604	)		—			3,486,390
Net realized gain (loss) on securities sold short		—			(586,704	)		—
Net realized gain (loss) on written options contracts		(36,919	)		—			1,194,991
Net realized gain (loss) on swap contracts		59,391			(108,720	)		(5,919,861	)
Net realized gain (loss) on foreign currency contracts		(1,086,595	)		1,998			(447,875	)
Net realized gain (loss) on other foreign currency transactions		77,667			(10,868	)		(451,981	)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(28,453,265	)		(154,532	)		(15,184,230	)

The accompanying notes are an integral part of these financial statements.

51

Alternative Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

	The Hartford Global Real Asset Fund (consolidated)			Hartford Long/Short Global Equity Fund			Hartford Real Total Return Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	40,531,557		$	1,119,208		$	8,092,511
Net unrealized appreciation (depreciation) of purchased options contracts		(51,174	)		—			870,277
Net unrealized appreciation (depreciation) of futures contracts		689,889			—			(892,006	)
Net unrealized appreciation (depreciation) of securities sold short		—			(422,382	)		—
Net unrealized appreciation (depreciation) of written options contracts		1,922			—			215
Net unrealized appreciation (depreciation) of swap contracts		(40,136	)		1,520			(433,910	)
Net unrealized appreciation (depreciation) of foreign currency contracts		43,569			184			28,662
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		148			(1,599	)		(16,655	)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		41,175,775			696,931			7,649,094
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		12,722,510			542,399			(7,535,136	)
Net Increase (Decrease) in Net Assets Resulting from Operations	$	16,271,879		$	329,449		$	(7,306,233	)

The accompanying notes are an integral part of these financial statements.

52

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53

Alternative Funds

Statements of Changes in Net Assets

	The Hartford Global Real Asset Fund (consolidated)						Hartford Long/Short Global Equity Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	3,549,369		$	4,590,949		$	(212,950	)	$	(382,200	)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(28,453,265	)		(65,004,205	)		(154,532	)		335,827
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		41,175,775			(5,528,055	)		696,931			1,305,755
Net Increase (Decrease) in Net Assets Resulting from Operations		16,271,879			(65,941,311	)		329,449			1,259,382
Distributions to Shareholders:
From net investment income
Class A		(180,779	)		(21,870	)		—			—
Class C		—			—			—			—
Class I		(233,637	)		(111,144	)		—			—
Class R3		(522	)		—			—			—
Class R4		(27,942	)		(4,310	)		—			—
Class R5		(4,197	)		(2,482	)		—			—
Class Y		(2,563,220	)		(1,634,940	)		—			—
Total from net investment income		(3,010,297	)		(1,774,746	)		—			—
From net realized gain on investments
Class A		—			—			(67,329	)		—
Class C		—			—			(35,248	)		—
Class I		—			—			(86,757	)		—
Class R3		—			—			—			—
Class R4		—			—			—			—
Class R5		—			—			—			—
Class Y		—			—			(165,413	)		—
Total from net realized gain on investments		—			—			(354,747	)		—
Total distributions		(3,010,297	)		(1,774,746	)		(354,747	)		—
Capital Share Transactions:
Sold		53,115,588			74,434,812			4,098,326			10,568,666
Issued on reinvestment of distributions		2,867,051			1,692,865			353,866			—
Redeemed		(103,428,682	)		(136,502,941	)		(2,099,771	)		(4,553,793	)
Net increase (decrease) from capital share transactions		(47,446,043	)		(60,375,264	)		2,352,421			6,014,873
Net Increase (Decrease) in Net Assets		(34,184,461	)		(128,091,321	)		2,327,123			7,274,255
Net Assets:
Beginning of period		298,836,205			426,927,526			23,866,472			16,592,217
End of period	$	264,651,744		$	298,836,205		$	26,193,595		$	23,866,472
Undistributed (distributions in excess of) net investment income	$	1,202,149		$	2,056,512		$	(220,430)		$	(10,530	)

The accompanying notes are an integral part of these financial statements.

54

Alternative Funds

Statements of Changes in Net Assets – (continued)

Hartford Real Total Return Fund
For the Year Ended October 31, 2016		For the Year Ended October 31, 2015
	$         228,903	$	746,162
	(15,184,230)		(1,543,200	)
	7,649,094		(5,294,947	)
	(7,306,233)		(6,091,985	)
	—		—
	—		—
	—		—
	—		—
	—		—
	—		—
	—		—
	—		—
	(2,809)		(18,693	)
	(894)		(4,729	)
	(895)		(4,451	)
	(386)		(3,263	)
	(441)		(3,263	)
	(386)		(3,263	)
	(524,861)		(3,456,926	)
	(530,672)		(3,494,588	)
	(530,672)		(3,494,588	)
	93,932,002		35,855,560
	530,527		3,494,338
	(80,538,794)		(19,456,565	)
	13,923,735		19,893,333
	6,086,830		10,306,760
	120,020,640		109,713,880
	$    126,107,470	$	120,020,640
	$         (911,750)	$	(773,740	)

The accompanying notes are an integral part of these financial statements.

55

Alternative Funds

Financial Highlights

	— Selected Per-Share Data(1) —																													— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period			Net Investment Income (Loss)				Net Realized and Unrealized Gain (Loss) on Investments				Total from Investment Operations				Dividends from Net Investment Income				Distributions from Capital Gains			Total Dividends and Distributions				Net Asset Value at End of Period			Total Return(2)			Net Assets at End of Period (000s)			Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
The Hartford Global Real Asset Fund (consolidated)
For the Year Ended October 31, 2016
A		$	8.15		$	0.09			$	0.49			$	0.58			$	(0.06	)		$	—		$	(0.06	)		$	8.67		7.27	%		$	20,262		1.61	%		1.26	%(4)		1.09	%		115	%
C			7.97			0.03				0.48				0.51				—				—			—				8.48		6.40				8,702		2.30			2.01	(4)		0.33			115
I			8.16			0.11				0.49				0.60				(0.09	)			—			(0.09	)			8.67		7.51				24,931		1.18			0.99	(4)		1.35			115
R3			8.17			0.07				0.49				0.56				(0.04	)			—			(0.04	)			8.69		6.86				126		1.95			1.51	(4)		0.81			115
R4			8.17			0.08				0.50				0.58				(0.08	)			—			(0.08	)			8.67		7.17				511		1.50			1.21	(4)		1.05			115
R5			8.17			0.10				0.50				0.60				(0.09	)			—			(0.09	)			8.68		7.56				49		1.24			0.96	(4)		1.27			115
Y			8.17			0.11				0.50				0.61				(0.10	)			—			(0.10	)			8.68		7.64				210,071		1.10			0.91	(4)		1.42			115
For the Year Ended October 31, 2015
A		$	9.85		$	0.03			$	(1.72	)		$	(1.69	)		$	(0.01	)		$	—		$	(0.01	)		$	8.15		(17.21	)%		$	23,604		1.67	%		1.20	%		0.32	%		134	%
C			9.70			0.04				(1.77	)			(1.73	)			—				—			—				7.97		(17.84	)			10,087		2.40			1.95			0.43			134
I			9.87			0.12				(1.79	)			(1.67	)			(0.04	)			—			(0.04	)			8.16		(16.98	)			19,495		1.29			0.95			1.38			134
R3			9.89			0.07				(1.79	)			(1.72	)			—				—			—				8.17		(17.39	)			130		2.02			1.45			0.73			134
R4			9.88			0.10				(1.80	)			(1.70	)			(0.01	)			—			(0.01	)			8.17		(17.18	)			2,861		1.60			1.15			1.10			134
R5			9.89			0.23				(1.90	)			(1.67	)			(0.05	)			—			(0.05	)			8.17		(16.97	)			371		1.31			0.90			2.56			134
Y			9.89			0.13				(1.80	)			(1.67	)			(0.05	)			—			(0.05	)			8.17		(16.94	)			242,288		1.19			0.85			1.42			134
For the Year Ended October 31, 2014
A		$	10.30		$	0.08			$	(0.49	)		$	(0.41	)		$	(0.04	)		$	—		$	(0.04	)		$	9.85		(4.03	)%		$	44,562		1.58	%		1.35	%		0.76	%		162	%
C			10.18			—				(0.48	)			(0.48	)			—				—			—				9.70		(4.72	)			17,382		2.31			2.10			0.01			162
I			10.33			0.11				(0.50	)			(0.39	)			(0.07	)			—			(0.07	)			9.87		(3.76	)			47,168		1.21			1.06			1.03			162
R3			10.35			0.05				(0.48	)			(0.43	)			(0.03	)			—			(0.03	)			9.89		(4.20	)			277		1.93			1.60			0.49			162
R4			10.34			0.08				(0.48	)			(0.40	)			(0.06	)			—			(0.06	)			9.88		(3.91	)			3,686		1.55			1.30			0.79			162
R5			10.35			0.11				(0.49	)			(0.38	)			(0.08	)			—			(0.08	)			9.89		(3.72	)			516		1.26			1.05			1.05			162
Y			10.34			0.12				(0.49	)			(0.37	)			(0.08	)			—			(0.08	)			9.89		(3.58	)			313,337		1.15			1.00			1.11			162
For the Year Ended October 31, 2013
A		$	10.68		$	(0.04	)		$	(0.27	)		$	(0.31	)		$	(0.07	)		$	—		$	(0.07	)		$	10.30		(2.98	)%		$	69,554		1.52	%		1.30	%		(0.35	)%		147	%
C			10.58			(0.11	)			(0.29	)			(0.40	)			—				—			—				10.18		(3.78	)			28,546		2.24			2.05			(1.08	)		147
I			10.72			—				(0.29	)			(0.29	)			(0.10	)			—			(0.10	)			10.33		(2.78	)			66,061		1.19			1.05			(0.04	)		147
R3			10.69			0.17				(0.51	)			(0.34	)			—				—			—				10.35		(3.18	)			295		1.86			1.53			1.66			147
R4			10.71			0.17				(0.49	)			(0.32	)			(0.05	)			—			(0.05	)			10.34		(3.00	)			3,331		1.50			1.27			1.65			147
R5			10.73			0.21				(0.50	)			(0.29	)			(0.09	)			—			(0.09	)			10.35		(2.76	)			451		1.20			1.01			1.98			147
Y			10.73			0.12				(0.41	)			(0.29	)			(0.10	)			—			(0.10	)			10.34		(2.74	)			375,280		1.09			0.98			1.14			147
For the Year Ended October 31, 2012
A		$	11.05		$	0.03			$	(0.31	)		$	(0.28	)		$	(0.09	)		$	—		$	(0.09	)		$	10.68		(2.50	)%		$	114,692		1.52	%		1.17	%		0.28	%		167	%
C			10.96			(0.05	)			(0.30	)			(0.35	)			(0.03	)			—			(0.03	)			10.58		(3.20	)			52,906		2.23			1.91			(0.46	)		167
I			11.09			0.06				(0.31	)			(0.25	)			(0.12	)			—			(0.12	)			10.72		(2.26	)			75,179		1.22			0.91			0.53			167
R3			11.04			—				(0.30	)			(0.30	)			(0.05	)			—			(0.05	)			10.69		(2.75	)			1,964		1.84			1.43			0.01			167
R4			11.07			0.03				(0.30	)			(0.27	)			(0.09	)			—			(0.09	)			10.71		(2.44	)			3,135		1.56			1.15			0.30			167
R5			11.10			0.06				(0.31	)			(0.25	)			(0.12	)			—			(0.12	)			10.73		(2.19	)			2,062		1.23			0.90			0.54			167
Y			11.10			0.04				(0.28	)			(0.24	)			(0.13	)			—			(0.13	)			10.73		(2.14	)			256,693		1.19			0.90			0.38			167

The accompanying notes are an integral part of these financial statements.

56

Alternative Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																													— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period			Net Investment Income (Loss)				Net Realized and Unrealized Gain (Loss) on Investments				Total from Investment Operations				Dividends from Net Investment Income			Distributions from Capital Gains				Total Dividends and Distributions				Net Asset Value at End of Period			Total Return(2)			Net Assets at End of Period (000s)			Ratio of Expenses to Average Net Assets Before Adjust- ments(3)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover
Hartford Long/Short Global Equity Fund
For the Year Ended October 31, 2016
A		$	10.25		$	(0.10	)		$	0.21			$	0.11			$	—		$	(0.15	)		$	(0.15	)		$	10.21		1.13	%		$	5,303		3.89	%		3.39	%(5)		(1.00	)%		399	%
C			10.16			(0.17	)			0.20				0.03				—			(0.15	)			(0.15	)			10.04		0.34				2,328		4.62			4.12	(5)		(1.75	)		399
I			10.27			(0.07	)			0.21				0.14				—			(0.15	)			(0.15	)			10.26		1.42				6,939		3.62			3.12	(5)		(0.72	)		399
Y			10.28			(0.07	)			0.21				0.14				—			(0.15	)			(0.15	)			10.27		1.42				11,623		3.60			3.10	(5)		(0.72	)		399
For the Year Ended October 31, 2015
A		$	9.62		$	(0.20	)		$	0.83			$	0.63			$	—		$	—			$	—			$	10.25		6.55	%		$	4,649		4.47	%		3.91	%(6)		(1.97	)%		413	%
C			9.61			(0.27	)			0.82				0.55				—			—				—				10.16		5.72				2,327		5.23			4.67	(6)		(2.73	)		413
I			9.62			(0.19	)			0.84				0.65				—			—				—				10.27		6.76				5,488		4.44			3.88	(6)		(1.87	)		413
Y			9.62			(0.17	)			0.83				0.66				—			—				—				10.28		6.86				11,402		4.27			3.70	(6)		(1.68	)		413
For the Year Ended October 31, 2014(7)
A		$	10.00		$	(0.01	)		$	(0.37	)		$	(0.38	)		$	—		$	—			$	—			$	9.62		(3.80	)%(8)		$	3,871		3.32	%(9)		2.86	%(9)(10)		(0.84	)%(9)		32	%(8)
C			10.00			(0.03	)			(0.36	)			(0.39	)			—			—				—				9.61		(3.90	)(8)			2,004		4.07	(9)		3.61	(9)(10)		(1.60	)(9)		32	(8)
I			10.00			(0.01	)			(0.37	)			(0.38	)			—			—				—				9.62		(3.80	)(8)			3,984		3.08	(9)		2.62	(9)(10)		(0.73	)(9)		32	(8)
Y			10.00			(0.01	)			(0.37	)			(0.38	)			—			—				—				9.62		(3.80	)(8)			6,733		3.08	(9)		2.62	(9)(10)		(0.59	)(9)		32	(8)
Hartford Real Total Return Fund
For the Year Ended October 31, 2016
A		$	9.35		$	(0.02	)		$	(0.55	)		$	(0.57	)		$	—		$	(0.04	)		$	(0.04	)		$	8.74		(6.14	)%		$	753		1.66	%		1.59	%(11)		(0.20	)%		239	%
C			9.21			(0.08	)			(0.54	)			(0.62	)			—			(0.04	)			(0.04	)			8.55		(6.88	)			134		2.45			2.35	(11)		(0.94	)		239
I			9.41			0.02				(0.57	)			(0.55	)			—			(0.04	)			(0.04	)			8.82		(5.89	)			75		1.39			1.33	(11)		0.19			239
R3			9.29			(0.04	)			(0.56	)			(0.60	)			—			(0.04	)			(0.04	)			8.65		(6.51	)			90		1.99			1.90	(11)		(0.49	)		239
R4			9.34			(0.02	)			(0.55	)			(0.57	)			—			(0.04	)			(0.04	)			8.73		(6.15	)			103		1.70			1.60	(11)		(0.18	)		239
R5			9.39			0.01				(0.55	)			(0.54	)			—			(0.04	)			(0.04	)			8.81		(5.80	)			91		1.39			1.30	(11)		0.11			239
Y			9.41			0.02				(0.56	)			(0.54	)			—			(0.04	)			(0.04	)			8.83		(5.78	)			124,861		1.28			1.22	(11)		0.19			239
For the Year Ended October 31, 2015
A		$	10.11		$	0.03			$	(0.46	)		$	(0.43	)		$	—		$	(0.33	)		$	(0.33	)		$	9.35		(4.35	)%		$	710		1.73	%		1.68	%		0.31	%		176	%
C			10.04			(0.03	)			(0.47	)			(0.50	)			—			(0.33	)			(0.33	)			9.21		(5.00	)			223		2.51			2.45			(0.27	)		176
I			10.15			0.04				(0.45	)			(0.41	)			—			(0.33	)			(0.33	)			9.41		(4.13	)			227		1.42			1.36			0.43			176
R3			10.08			0.01				(0.47	)			(0.46	)			—			(0.33	)			(0.33	)			9.29		(4.67	)			96		2.07			2.00			0.08			176
R4			10.10			0.03				(0.46	)			(0.43	)			—			(0.33	)			(0.33	)			9.34		(4.36	)			110		1.77			1.70			0.34			176
R5			10.13			0.07				(0.48	)			(0.41	)			—			(0.33	)			(0.33	)			9.39		(4.14	)			97		1.47			1.40			0.69			176
Y			10.14			0.07				(0.47	)			(0.40	)			—			(0.33	)			(0.33	)			9.41		(4.03	)			118,557		1.36			1.30			0.67			176
For the Period Ended October 31, 2014(12)
A		$	10.00		$	0.04			$	0.07			$	0.11			$	—		$	—			$	—			$	10.11		1.10	%(8)		$	598		1.70	%(9)		1.65	%(9)		0.42	%(9)		305	%(8)
C			10.00			(0.05	)			0.09				0.04				—			—				—				10.04		0.40	(8)			122		2.41	(9)		2.36	(9)		(0.56	)(9)		305	(8)
I			10.00			0.17				(0.02	)			0.15				—			—				—				10.15		1.50	(8)			138		1.39	(9)		1.34	(9)		1.68	(9)		305	(8)
R3			10.00			(0.01	)			0.09				0.08				—			—				—				10.08		0.80	(8)			101		2.05	(9)		2.00	(9)		(0.11	)(9)		305	(8)
R4			10.00			0.02				0.08				0.10				—			—				—				10.10		1.00	(8)			101		1.75	(9)		1.70	(9)		0.18	(9)		305	(8)
R5			10.00			0.05				0.08				0.13				—			—				—				10.13		1.30	(8)			101		1.45	(9)		1.40	(9)		0.48	(9)		305	(8)
Y			10.00			0.06				0.08				0.14				—			—				—				10.14		1.40	(8)			108,553		1.35	(9)		1.30	(9)		0.57	(9)		305	(8)

The accompanying notes are an integral part of these financial statements.

57

Alternative Funds

Financial Highlights – (continued)

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 0.98%, 1.48%, 1.20%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁵⁾  Excluding the expenses not subject to cap, the ratios would have been 1.79%, 2.52%, 1.52% and 1.50% for Class A, Class C, Class I and Class Y, respectively.

⁽⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 1.73%, 2.48%, 1.50% and 1.50% for Class A, Class C, Class I and Class Y, respectively.

⁽⁷⁾  Commenced operations on August 29, 2014.

⁽⁸⁾  Not annualized.

⁽⁹⁾  Annualized.

⁽¹⁰⁾  Excluding the expenses not subject to cap, the ratios would have been 1.74%, 2.49%, 1.50% and 1.50% for Class A, Class C, Class I and Class Y, respectively.

⁽¹¹⁾  Excluding the expenses not subject to cap, the ratios would have been 1.59%, 2.35%, 1.32%, 1.89%, 1.59%, 1.29%, and 1.22% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹²⁾  Commenced operations on November 29, 2013.

The accompanying notes are an integral part of these financial statements.

58

Alternative Funds

Notes to Financial Statements

October 31, 2016

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-three series as of October 31, 2016. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Global Real Asset Fund (the “Global Real Asset Fund”)

Hartford Long/Short Global Equity Fund (the “Long/Short Global Equity Fund”)

Hartford Real Total Return Fund (the “Real Total Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class C, Class I and Class Y shares. In addition, each Fund, except Long/Short Global Equity Fund, offers Class R3, Class R4 and Class R5 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4 and R5 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance.

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The per share net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a

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Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

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• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of the Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

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f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

h) Basis for Consolidation – The Global Real Asset Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Global Real Asset Fund (the “Subsidiary”). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global Real Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global Real Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.

3. Securities and Other Investments:

(a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2016.

(b) Securities Sold Short – As part of its principal investment strategy, the Long/Short Global Equity Fund will enter into short sales. In a short sale, the Fund sells a borrowed security (typically from a broker or other institution). The Fund may not always be able to borrow the security at a particular time or at an acceptable price. Thus, there is a risk that the Fund may be unable to implement its investment strategy due to the lack of available stocks or for other reasons. After selling the borrowed security, the Fund is obligated to “cover” the short sale by purchasing the security and returning the security to the lender. If a security sold short increases in price, the Fund may have to cover its short position at a higher price than the short sale price, resulting in a loss. Because the Fund’s loss on a short sale arises from increases in the value of the security sold short, such loss is theoretically unlimited. In certain cases, purchasing a security to cover a short position can itself cause the price of the security to rise further, thereby exacerbating the loss.

Short sales also involve other costs. The Long/Short Global Equity Fund must normally repay to the lender an amount equal to any dividends that accrue while the security is on loan. In addition, to borrow the security, the Fund may be required to pay a premium.

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The Fund also will incur transaction costs in executing short sales. The amount of any gain for the Fund resulting from a short sale will be decreased, and the amount of any loss will be increased, by the amount of the premiums, dividends, interest or expenses the Fund may be required to pay in connection with the short sale. Until the Fund replaces a borrowed security, it is required to maintain a segregated account of cash or liquid assets to cover the Fund’s short position. Investments held in a segregated account cannot be sold while the position they are covering is outstanding, unless they are replaced with similar securities. Additionally, the Fund must maintain sufficient liquid assets (less any additional collateral held by the broker) to cover the short sale obligation. This may limit the Fund’s investment flexibility, as well as its ability to meet redemption or other current obligations.

Dividends declared on short positions existing on the record date are recorded on the ex-dividend date as an expense on the Statements of Operations.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the fiscal year ended October 31, 2016, Global Real Asset Fund, Long/Short Equity Fund and Real Total Return Fund had engaged in Foreign Currency Contracts.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the fiscal year ended October 31, 2016, Global Real Asset Fund and Real Total Return Fund had engaged in Futures Contracts.

c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to

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or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. A Fund may trade in options to manage risk for investment purposes. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the fiscal year ended October 31, 2016, Global Real Asset Fund and Real Total Return Fund had engaged in Options Contracts.

Transactions involving written option contracts during the period ended October 31, 2016, are summarized below:

Global Real Asset Fund (consolidated)
Options Activity During the Year Ended October 31, 2016
Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		35		$	25,649
Written		40			17,134
Expired		(48	)		(25,271	)
Closed		(7	)		(8,302	)
Exercised		—			—
End of Period		20		$	9,210
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		32		$	37,499
Written		11			4,343
Expired		(3	)		(1,567	)
Closed		(32	)		(37,499	)
Exercised		—			—
End of Period		8		$	2,776

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Real Total Return Fund
Options Activity During the Year Ended October 31, 2016
Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		253		$	2,107,341
Written		23,360,385			841,718
Expired		(1,080,286	)		(45,942	)
Closed		(16,374,414	)		(2,684,678	)
Exercised		(1,158,843	)		(15,638	)
End of Period		4,747,095		$	202,801
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		10,868		$	159,000
Written		9,067,455			2,337,419
Expired		(1,158,962	)		(31,460	)
Closed		(3,475,951	)		(1,854,846	)
Exercised		(1,035,651	)		(7,666	)
End of Period		3,407,759		$	602,447

d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well

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as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the fiscal year ended October 31, 2016, Global Real Asset Fund and Real Total Return Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the fiscal year ended October 31, 2016, Global Real Asset Fund and Real Total Return Fund had engaged in Interest Rate Swap Contracts.

66

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October 31, 2016

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Funds investment objective or hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the fiscal year ended October 31, 2016, Global Real Asset Fund, Long/Short Global Equity Fund and Real Total Return Fund had engaged in Total Return Swap Contracts.

e) Additional Derivative Instrument Information:

Global Real Asset Fund (consolidated)

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	87,160	$	—	$	—	$	42,648	$	—	$	129,808
Unrealized appreciation on futures contracts(1)		27,880		—		—		—		523,871		—		551,751
Unrealized appreciation on foreign currency contracts		—		100,678		—		—		—		—		100,678
Unrealized appreciation on swap contracts(2)		6,387		—		3,041		—		—		—		9,428
Total	$	34,267	$	187,838	$	3,041	$	—	$	566,519	$	—	$	791,665
Liabilities:
Unrealized depreciation on futures contracts(1)	$	217	$	—	$	—	$	—	$	1,312,129	$	—	$	1,312,346
Unrealized depreciation on foreign currency contracts		—		34,793		—		—		—		—		34,793
Written options, market value		—		—		—		—		3,520		—		3,520
Unrealized depreciation on swap contracts(2)		—		—		—		—		13,587		—		13,587
Total	$	217	$	34,793	$	—	$	—	$	1,329,236	$	—	$	1,364,246

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October 31, 2016

Global Real Asset Fund (consolidated) (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts			Commodity Contracts			Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	—		$	—		$	—		$	—		$	(31,887	)	$	—	$	(31,887	)
Net realized gain (loss) on futures contracts		889			—			—			—			(3,063,493	)		—		(3,062,604	)
Net realized gain (loss) on written options contracts		—			—			—			—			(36,919	)		—		(36,919	)
Net realized gain (loss) on swap contracts		47,991			—			(572	)		11,972			—			—		59,391
Net realized gain (loss) on foreign currency contracts		—			(1,086,595	)		—			—			—			—		(1,086,595	)
Total	$	48,880		$	(1,086,595	)	$	(572	)	$	11,972		$	(3,132,299	)	$	—	$	(4,158,614	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	—		$	(39,106	)	$	—		$	—		$	(12,068	)	$	—	$	(51,174	)
Net change in unrealized appreciation (depreciation) of futures contracts		28,625			—			—			—			661,264			—		689,889
Net change in unrealized appreciation (depreciation) of written options contracts		—			—			—			—			1,922			—		1,922
Net change in unrealized appreciation (depreciation) of swap contracts		(35,252	)		—			3,041			(13,587	)		5,662			—		(40,136	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			43,569			—			—			—			—		43,569
Total	$	(6,627	)	$	4,463		$	3,041		$	(13,587	)	$	656,780		$	—	$	644,070

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		3,662,668
Futures Contracts Long		780
Futures Contracts Short		(158	)
Written Options Contracts		(20	)
Swap Contracts	$	62,852,143
Foreign Currency Contracts Purchased	$	5,538,577
Foreign Currency Contracts Sold	$	28,248,750

Long/Short Global Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on foreign currency contracts	$	—	$	184	$	—	$	—	$	—	$	—	$	184
Unrealized appreciation on swap contracts(2)		—		—		—		1,545		—		—		1,545
Total	$	—	$	184	$	—	$	1,545	$	—	$	—	$	1,729
Liabilities:
Unrealized depreciation on swap contracts(2)	$	—	$	—	$	—	$	25	$	—	$	—	$	25
Total	$	—	$	—	$	—	$	25	$	—	$	—	$	25

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October 31, 2016

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on swap contracts	$	—	$	—	$	—	$	(108,720	)	$	—	$	—	$	(108,720	)
Net realized gain (loss) on foreign currency contracts		—		1,998		—		—			—		—		1,998
Total	$	—	$	1,998	$	—	$	(108,720	)	$	—	$	—	$	(106,722	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of swap contracts	$	—	$	—	$	—	$	1,520		$	—	$	—	$	1,520
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		184		—		—			—		—		184
Total	$	—	$	184	$	—	$	1,520		$	—	$	—	$	1,704

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Swap Contracts	$	330,177
Foreign Currency Contracts Purchased	$	32,587
Foreign Currency Contracts Sold	$	78,909

Real Total Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	251,961	$	—	$	108,659	$	—	$	—	$	360,620
Unrealized appreciation on futures contracts(1)		17,502		29,814		—		94,478		—		—		141,794
Unrealized appreciation on foreign currency contracts		—		688,505		—		—		—		—		688,505
Unrealized appreciation on swap contracts(2)		130,962		—		42,667		7,535		—		—		181,164
Total	$	148,464	$	970,280	$	42,667	$	210,672	$	—	$	—	$	1,372,083
Liabilities:
Unrealized depreciation on futures contracts(1)	$	986,347	$	87,466	$	—	$	866,651	$	—	$	—	$	1,940,464
Unrealized depreciation on foreign currency contracts		—		458,497		—		—		—		—		458,497
Written options, market value		—		132,389		—		208,508		—		—		340,897
Unrealized depreciation on swap contracts(2)		78,371		—		16,287		55,554		—		—		150,212
Total	$	1,064,718	$	678,352	$	16,287	$	1,130,713	$	—	$	—	$	2,890,070

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October 31, 2016

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	4,525		$	(77,603	)	$	—		$	(2,641,644	)	$	—	$	—	$	(2,714,722	)
Net realized gain (loss) on futures contracts		3,173,540			(62,207	)		—			375,057			—		—		3,486,390
Net realized gain (loss) on written options contracts		—			22,297			—			1,172,694			—		—		1,194,991
Net realized gain (loss) on swap contracts		(4,545,437	)		—			(733,831	)		(640,593	)		—		—		(5,919,861	)
Net realized gain (loss) on foreign currency contracts		—			(447,875	)		—			—			—		—		(447,875	)
Total	$	(1,367,372	)	$	(565,388	)	$	(733,831	)	$	(1,734,486	)	$	—	$	—	$	(4,401,077	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	—		$	(4,247	)	$	—		$	874,524		$	—	$	—	$	870,277
Net change in unrealized appreciation (depreciation) of futures contracts		(959,862	)		(57,652	)		—			125,508			—		—		(892,006	)
Net change in unrealized appreciation (depreciation) of written options contracts		—			70,412			—			(70,197	)		—		—		215
Net change in unrealized appreciation (depreciation) of swap contracts		29,740			—			26,380			(490,030	)		—		—		(433,910	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			28,662			—			—			—		—		28,662
Total	$	(930,122	)	$	37,175		$	26,380		$	439,805		$	—	$	—	$	(426,762	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		373,510,428
Futures Contracts Long		854
Futures Contracts Short		(1,242	)
Written Options Contracts		(5,819,356	)
Swap Contracts	$	80,610,296
Foreign Currency Contracts Purchased	$	46,716,070
Foreign Currency Contracts Sold	$	104,480,342

⁽¹⁾ Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

⁽²⁾  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

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October 31, 2016

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2016:

Global Real Asset Fund (consolidated)
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	100,678		$	(34,793	)
Futures contracts		551,751			(1,312,346	)
Purchased options		129,808			—
Swap contracts		11,515			(30,510	)
Written options		—			(3,520	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		793,752			(1,381,169	)
Derivatives not subject to a MNA		(581,532	)		1,315,866
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	212,220		$	(65,303	)

Global Real Asset Fund (consolidated)
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Barclays	$	14,449	$	(14,449	)	$	—	$	—	$	—
Citibank NA		74,681		—			—		—		74,681
Deutsche Bank Securities, Inc.		87,160		(10,178	)		—		—		76,982
Goldman Sachs & Co.		11,546		(7,415	)		—		—		4,131
HSBC Bank USA		2,489		(2,489	)		—		—		—
JP Morgan Chase & Co.		16,357		(12,204	)		—		—		4,153
Standard Chartered Bank		5,538		(5,199	)		—		—		339
Total	$	212,220	$	(51,934	)	$	—	$	—	$	160,286

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Barclays	$	(16,993	)	$	14,449	$	—	$	—	$	(2,544	)
Commonwealth Bank of Australia		(1,329	)		—		—		—		(1,329	)
Deutsche Bank Securities, Inc.		(10,178	)		10,178		—		—		—
Goldman Sachs & Co.		(7,415	)		7,415		—		—		—
HSBC Bank USA		(6,328	)		2,489		—		—		(3,839	)
JP Morgan Chase & Co.		(12,204	)		12,204		—		—		—
Morgan Stanley		(5,657	)		—		—		5,657		—
Standard Chartered Bank		(5,199	)		5,199		—		—		—
Total	$	(65,303	)	$	51,934	$	—	$	5,657	$	(7,712	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

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October 31, 2016

Long/Short Global Equity Fund
Derivative Financial Instruments:	Assets		Liabilities
Foreign currency contracts	$	184	$	—
Swap contracts		1,837		—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		2,021		—
Derivatives not subject to a MNA		—		—
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	2,021	$	—

Long/Short Global Equity Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	292	$	—	$	—	$	—	$	292
Credit Suisse First Boston Corp.		795		—		—		—		795
Credit Suisse International		750		—		—		—		750
State Street Global Markets LLC		184		—		—		—		184
Total	$	2,021	$	—	$	—	$	—	$	2,021

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Real Total Return Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	688,505		$	(458,497	)
Futures contracts		141,794			(1,940,464	)
Purchased options		360,620			—
Swap contracts		792,581			(472,647	)
Written options		—			(340,897	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,983,500			(3,212,505	)
Derivatives not subject to a MNA		(953,942	)		2,227,343
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,029,468		$	(985,162	)

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October 31, 2016

Real Total Return Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	125,026		$	(53,948	)	$	—	$	—		$	71,078
Bank of Montreal		20,741			(1,487	)		—		—			19,254
Barclays		1,070			(1,070	)		—		—			—
BNP Paribas Securities Services		12,976			—			—		—			12,976
Citibank NA		146,936			(146,936	)		—		—			—
Commonwealth Bank of Australia		2,164			(26	)		—		—			2,138
Credit Agricole		1,247			—			—		—			1,247
Credit Suisse First Boston Corp.		181,645			—			—		—			181,645
Goldman Sachs & Co.		40,825			(40,825	)		—		—			—
HSBC Bank USA		2,433			(2,433	)		—		—			—
JP Morgan Chase & Co.		367,915			(188,611	)		—		(179,304	)		—
Morgan Stanley		45,436			(45,436	)		—		—			—
RBC Dominion Securities, Inc.		191			(26	)		—		—			165
Standard Chartered Bank		78,931			(78,931	)		—		—			—
UBS AG		1,932			—			—		—			1,932
Total	$	1,029,468		$	(559,729	)	$	—	$	(179,304	)	$	290,435
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*			Net Amount of Liabilities
Banc of America Securities LLC	$	(53,948	)	$	53,948		$	—	$	—		$	—
Bank of Montreal		(1,487	)		1,487			—		—			—
Barclays		(163,030	)		1,070			—		—			(161,960	)
Citibank NA		(197,745	)		146,936			—		—			(50,809	)
Commonwealth Bank of Australia		(26	)		26			—		—			—
Goldman Sachs & Co.		(179,614	)		40,825			—		—			(138,789	)
HSBC Bank USA		(7,359	)		2,433			—		—			(4,926	)
JP Morgan Chase & Co.		(188,611	)		188,611			—		—			—
Morgan Stanley		(66,124	)		45,436			—		20,688			—
RBC Dominion Securities, Inc.		(26	)		26			—		—			—
RBS Greenwich Capital		(511	)		—			—		—			(511	)
Standard Chartered Bank		(124,560	)		78,931			—		—			(45,629	)
State Street Global Markets LLC		(2,121	)		—			—		—			(2,121	)
Total	$	(985,162	)	$	559,729		$	—	$	20,688		$	(404,745	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse

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October 31, 2016

investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency (U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments and short-term capital gain adjustments. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

74

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Notes to Financial Statements – (continued)

October 31, 2016

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2016 and October 31, 2015 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2016				For the Year Ended October 31, 2015
Fund	Ordinary Income		Long-Term Capital Gains		Ordinary Income		Long-Term Capital Gains
Global Real Asset Fund (consolidated)	$	3,010,297	$	—	$	1,774,746	$	—
Long/Short Global Equity Fund		247,553		107,194		—		—
Real Total Return Fund		—		530,672		—		3,494,588

As of October 31, 2016, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Global Real Asset Fund (consolidated)	$	1,531,806	$	(98,397,751	)	$	(9,386,965	)	$	(106,252,910	)
Long/Short Global Equity Fund		—		(707,205	)		1,344,555			637,350
Real Total Return Fund		—		(15,426,119	)		549,935			(14,876,184	)

⁽¹⁾  The Funds have capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, Passive Foreign Investment Companies, disallowed losses from the Subsidiary, expiration or utilization of capital loss carryforwards or net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders. Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2016, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital			Undistributed Net Investment Income (Loss)			Accumulated Net Realized Gain (Loss)
Global Real Asset Fund (consolidated)	$	(3,238,311	)	$	(1,393,435	)	$	4,631,746
Long/Short Global Equity Fund		(54,425	)		3,050			51,375
Real Total Return Fund		(1,955,848	)		(20,055	)		1,975,903

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

75

Alternative Funds

Notes to Financial Statements – (continued)

October 31, 2016

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration		Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund	2019
Global Real Asset Fund (consolidated)	$	6,682,380	$	14,417,490	$	77,297,881
Long/Short Global Equity Fund		—		368,343		154,452
Real Total Return Fund		—		10,274,436		4,455,994

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2016, the following Funds elected to defer Late-Year Ordinary Losses:

Fund	Amount
Real Total Return	$	695,689
Long/Short Global Equity		184,401

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC (“HFMC”) reviews each Fund’s tax positions for all open tax years. As of October 31, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Global Real Asset Fund	0.8450% on first $500 million and;
	0.8100% on next $500 million and;
	0.7800% on next $1.5 billion and;
	0.7500% on next $2.5 billion and;
	0.7100% over $5 billion
Long/Short Global Equity Fund	1.4000% on first $1 billion and;
	1.3900% on next $1 billion and;
	1.3800% over $2 billion
Real Total Return Fund	0.9000% on first $250 million and;
	0.8800% on next $250 million and;
	0.8500% on next $500 million and;
	0.8300% on next $1.5 billion and;
	0.8200% over $2.5 billion

76

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Notes to Financial Statements – (continued)

October 31, 2016

Prior to June 30, 2016, the Real Total Return Fund paid the following rates to HFMC for investment management services rendered:

Real Total Return Fund	1.2000% on first $250 million and;
	1.1500% on next $250 million and;
	1.1000% on next $500 million and;
	1.0500% on next $1.5 billion and;
	1.0200% on next $2.5 billion and;
	1.0100% on next $5 billion and;
	1.0000% over $10 billion

The Global Real Asset Fund’s Cayman Subsidiary pays HFMC a management fee at the annual rate of 0.71% of average daily net assets attributable to the Cayman Subsidiary. HFMC has contractually agreed to waive the management fee it receives from the Global Real Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Investment Manager’s agreement with the Subsidiary is in place.

b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Global Real Asset Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
Long/Short Global Equity Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
Real Total Return Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each Fund, as applicable, and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of October 31, 2016, HFMC contractually limited the total operating expenses of each Fund exclusive of taxes, interest expense, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2017, with the exception of the Real Total Return Fund which HFMC contractually limited the total operating expenses exclusive of taxes, interest expense, broker commissions, acquired fund fees and expenses and extraordinary expenses through February 28, 2018, as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y
Global Real Asset Fund		1.25	%		2.00	%		1.00	%		1.50	%		1.20	%		0.95	%		0.90	%
Long/Short Global Equity Fund*		1.90	%		2.65	%		1.65	%		NA			NA			NA			1.50	%
Real Total Return Fund		1.40	%		2.15	%		1.15	%		1.70	%		1.40	%		1.10	%		1.05	%

* The contractual agreement is also exclusive of dividends and interest expenses on short sales.

Prior to June 30, 2016, HFMC contractually limited the total operating expenses of the Real Total Return Fund, exclusive of taxes, interest expense, brokerage commissions, acquired fund fees and expenses and extraordinary expenses as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y
Real Total Return Fund		1.70	%		2.45	%		1.45	%		2.00	%		1.70	%		1.40	%		1.30	%

77

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Notes to Financial Statements – (continued)

October 31, 2016

d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the year ended October 31, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y
Global Real Asset Fund (consolidated)		1.26	%		2.01	%		0.99	%		1.49	%		1.21	%		0.96	%		0.91	%
Long/Short Global Equity Fund		3.39	%(1)		4.13	%(1)		3.13	%(1)		–			–			–			3.10	%(1)
Real Total Return Fund		1.59	%		2.34	%		1.33	%		1.90	%		1.60	%		1.30	%		1.22	%

⁽¹⁾  Excluding the expenses not subject to the cap, the ratios would have been 1.79%, 2.52%, 1.52%, and 1.50% for Class A, Class C, Class I and Class Y, respectively.

e) Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Global Real Asset Fund	$	26,874	$	260
Long/Short Global Equity Fund		3,982		—	*
Real Total Return Fund		4,462		11

* Total CDSC includes Underwriter Adjustment credits which may cause negative dollar amounts.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, C, R3 and R4 shares. Under a Plan, Class A, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2016, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Global Real Asset Fund (consolidated)	$	642
Long/Short Global Equity Fund		60
Real Total Return Fund		310

78

Alternative Funds

Notes to Financial Statements – (continued)

October 31, 2016

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the year ended October 31, 2016, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

Fund	Percent of Average Daily Net Assets
Global Real Asset Fund (consolidated)		0.04	%
Long/Short Global Equity Fund		0.02	%
Real Total Return Fund		0.00	%

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

8. Affiliate Holdings:

As of October 31, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y
Global Real Asset Fund (consolidated)		—			—			—			—			—			—			—
Long/Short Global Equity Fund		78	%		88	%		30	%		—			—			—			99	%
Real Total Return Fund		—	%*		—	%*		—	%*		100	%		88	%		100	%		—	%*

Percentage of Fund by Class:

Fund	Class A			Class C			Class I			Class R3			Class R4			Class R5			Class Y
Global Real Asset Fund (consolidated)		—			—			—			—			—			—			—
Long/Short Global Equity Fund		16	%		8	%		8	%		—			—			—			44	%
Real Total Return Fund		—	%*		—	%*		—	%*		—	%*		—	%*		—	%*		—	%*

* Percentage rounds to zero.

As of October 31, 2016, the Funds’ shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

Fund	Percentage of Fund(1)
Global Real Asset Fund (consolidated)		38	%
Real Total Return Fund		99	%

⁽¹⁾ Affiliated Funds invest in Class Y shares.

79

Alternative Funds

Notes to Financial Statements – (continued)

October 31, 2016

9. Investment Transactions:

For the year ended October 31, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Global Real Asset Fund (consolidated)	$	168,365,034	$	209,163,322
Long/Short Global Equity Fund		60,085,534		59,587,064
Real Total Return Fund		214,220,699		206,503,426
Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Global Real Asset Fund (consolidated)	$	102,647,747	$	99,202,052
Long/Short Global Equity Fund		—		—
Real Total Return Fund		3,446,470		11,277,514
Fund	Total Cost of Purchases		Total Sales Proceeds
Global Real Asset Fund (consolidated)	$	271,012,781	$	308,365,374
Long/Short Global Equity Fund		60,085,534		59,587,064
Real Total Return Fund		217,667,169		217,780,940

10. Capital Share Transactions:

The following information is for the year ended October 31, 2016, and the year ended October 31, 2015:

Global Real Asset Fund (consolidated)

	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		464,820		$	3,654,951			231,701		$	2,074,160
Shares Issued for Reinvested Dividends		22,982			174,437			2,288			20,935
Shares Redeemed		(1,046,074	)		(8,477,568	)		(1,861,690	)		(16,710,482	)
Net Increase (Decrease)		(558,272	)		(4,648,180	)		(1,627,701	)		(14,615,387	)
Class C
Shares Sold		136,738		$	1,070,403			123,868		$	1,027,001
Shares Redeemed		(376,658	)		(2,953,866	)		(650,364	)		(5,751,848	)
Net Increase (Decrease)		(239,920	)		(1,883,463	)		(526,496	)		(4,724,847	)
Class I
Shares Sold		1,311,673		$	10,405,420			550,726		$	4,989,551
Shares Issued for Reinvested Dividends		25,698			194,532			9,928			90,745
Shares Redeemed		(851,093	)		(6,885,101	)		(2,949,394	)		(27,181,840	)
Net Increase (Decrease)		486,278			3,714,851			(2,388,740	)		(22,101,544	)

80

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Notes to Financial Statements – (continued)

October 31, 2016

Global Real Asset Fund (consolidated)

	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R3
Shares Sold		4,411		$	36,746			2,207		$	20,231
Shares Issued for Reinvested Dividends		68			522			—			—
Shares Redeemed		(5,885	)		(47,747	)		(14,359	)		(131,596	)
Net Increase (Decrease)		(1,406	)		(10,479	)		(12,152	)		(111,365	)
Class R4
Shares Sold		66,900		$	517,394			175,397		$	1,552,001
Shares Issued for Reinvested Dividends		3,517			26,691			440			4,033
Shares Redeemed		(361,739	)		(2,815,719	)		(198,816	)		(1,795,495	)
Net Increase (Decrease)		(291,322	)		(2,271,634	)		(22,979	)		(239,461	)
Class R5
Shares Sold		3,196		$	25,393			22,587		$	204,506
Shares Issued for Reinvested Dividends		554			4,197			271			2,482
Shares Redeemed		(43,528	)		(326,375	)		(29,607	)		(255,923	)
Net Increase (Decrease)		(39,778	)		(296,785	)		(6,749	)		(48,935	)
Class Y
Shares Sold		4,750,860		$	37,405,281			7,237,737		$	64,567,362
Shares Issued for Reinvested Dividends		325,848			2,466,672			172,095			1,574,670
Shares Redeemed		(10,527,896	)		(81,922,306	)		(9,442,807	)		(84,675,757	)
Net Increase (Decrease)		(5,451,188	)		(42,050,353	)		(2,032,975	)		(18,533,725	)
Total Net Increase (Decrease)		(6,095,608	)	$	(47,446,043	)		(6,617,792	)	$	(60,375,264	)

Long/Short Global Equity Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		104,306		$	1,034,555			59,201		$	610,448
Shares Issued for Reinvested Dividends		6,870			67,329			—			—
Shares Redeemed		(45,236	)		(424,031	)		(8,181	)		(81,091	)
Net Increase (Decrease)		65,940			677,853			51,020			529,357
Class C
Shares Sold		30,530		$	297,126			31,883		$	321,922
Shares Issued for Reinvested Dividends		3,622			35,174			—			—
Shares Redeemed		(31,429	)		(302,265	)		(11,470	)		(115,206	)
Net Increase (Decrease)		2,723			30,035			20,413			206,716
Class I
Shares Sold		272,382		$	2,706,645			547,137		$	5,603,658
Shares Issued for Reinvested Dividends		8,744			85,950			—			—
Shares Redeemed		(138,882	)		(1,373,475	)		(427,165	)		(4,340,977	)
Net Increase (Decrease)		142,244			1,419,120			119,972			1,262,681

81

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Notes to Financial Statements – (continued)

October 31, 2016

Long/Short Global Equity Fund (continued)

	For the Year Ended October 31, 2016				For the Year Ended October 31, 2015
	Shares		Amount		Shares			Amount
Class Y
Shares Sold		6,000	$	60,000		411,069		$	4,032,638
Shares Issued for Reinvested Dividends		16,828		165,413		—			—
Shares Redeemed		—		—		(1,664	)		(16,519	)
Net Increase (Decrease)		22,828		225,413		409,405			4,016,119
Total Net Increase (Decrease)		233,735	$	2,352,421		600,810		$	6,014,873

Real Total Return Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		29,316		$	256,952			20,953		$	206,062
Shares Issued for Reinvested Dividends		307			2,806			1,961			18,693
Shares Redeemed		(19,354	)		(170,170	)		(6,120	)		(60,888	)
Net Increase (Decrease)		10,269			89,588			16,794			163,867
Class C
Shares Sold		7,213		$	62,212			11,590		$	115,999
Shares Issued for Reinvested Dividends		99			894			500			4,729
Shares Redeemed		(15,893	)		(139,181	)		(62	)		(631	)
Net Increase (Decrease)		(8,581	)		(76,075	)		12,028			120,097
Class I
Shares Sold		1,128		$	10,000			34,842		$	340,688
Shares Issued for Reinvested Dividends		82			753			439			4,201
Shares Redeemed		(16,773	)		(149,110	)		(24,806	)		(241,277	)
Net Increase (Decrease)		(15,563	)		(138,357	)		10,475			103,612
Class R3
Shares Issued for Reinvested Dividends		42			386			344			3,263
Net Increase (Decrease)		42			386			344			3,263
Class R4
Shares Sold		—		$	—			1,481		$	15,211
Shares Issued for Reinvested Dividends		48			441			343			3,263
Shares Redeemed		(59	)		(500	)		—			—
Net Increase (Decrease)		(11	)		(59	)		1,824			18,474
Class R5
Shares Issued for Reinvested Dividends		42			386			342			3,263
Net Increase (Decrease)		42			386			342			3,263
Class Y
Shares Sold		10,110,522		$	93,602,838			3,444,203		$	35,177,600
Shares Issued for Reinvested Dividends		56,875			524,861			361,603			3,456,926
Shares Redeemed		(8,626,762	)		(80,079,833	)		(1,913,605	)		(19,153,769	)
Net Increase (Decrease)		1,540,635			14,047,866			1,892,201			19,480,757
Total Net Increase (Decrease)		1,526,833		$	13,923,735			1,934,008		$	19,893,333

82

Alternative Funds

Notes to Financial Statements – (continued)

October 31, 2016

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2016, none of the Funds had borrowings under this facility.

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously. As of October 31, 2016, the trial was scheduled for November 2016.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

13. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

14. Subsequent Events:

Effective November 1, 2016, the fee rates paid pursuant to the fund accounting agreement for each Fund are changing and the per account fee paid to HASCO for transfer agency services for all Classes, except Class Y, is also changing.

83

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Global Real Asset Fund (consolidated), Hartford Long/Short Global Equity Fund and Hartford Real Total Return Fund (three of the series comprising The Hartford Mutual Funds, Inc. (the Company)), as of October 31, 2016, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the two years in the period then ended, and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Company’s management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Company’s internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2016, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of The Hartford Global Real Asset Fund (consolidated), Hartford Long/Short Global Equity Fund and Hartford Real Total Return Fund at October 31, 2016, the results of their operations for the year then ended, the changes in their net assets for each of the two years in the period then ended, and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

New York, New York

December 30, 2016

84

Alternative Funds

Shareholder Meeting Results (Unaudited)

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Board of Directors of The Hartford Mutual Funds, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
The Hartford Global Real Asset Fund		32,920,817.2770
Hartford Long/Short Global Equity Fund		2,422,259.5680
Hartford Real Total Return Fund		14,139,498.4650

Proposal One: The election of nominees to the Board of Directors of The Hartford Mutual Funds, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

⁽¹⁾  Shareholders approved the election of each nominee at the Meeting.

85

Alternative Funds

Shareholder Meeting Results (Unaudited) – (continued)

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Global Real Asset Fund		15,466,213.0311		19,286.8667		35,690.9075		1,874,082.0000
Hartford Long/Short Global Equity Fund		2,054,067.2070		503.1376		907.5654		40,921.0000
Hartford Real Total Return Fund		14,106,836.6460		0.0000		0.0000		14,568.0000

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Global Real Asset Fund		15,444,139.9240		42,205.4890		34,845.3923		1,874,082.0000
Hartford Long/Short Global Equity Fund		2,052,729.9536		503.1376		2,244.8188		40,921.0000
Hartford Real Total Return Fund		14,106,836.6460		0.0000		0.0000		14,568.0000

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Global Real Asset Fund		15,450,491.7409		36,673.2227		34,025.8417		1,874,082.0000
Hartford Long/Short Global Equity Fund		2,054,067.2070		503.1376		907.5654		40,921.0000
Hartford Real Total Return Fund		14,106,836.6460		0.0000		0.0000		14,568.0000

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Global Real Asset Fund		15,449,916.2663		35,989.4907		35,285.0483		1,874,082.0000
Hartford Long/Short Global Equity Fund		2,054,067.2070		503.1376		907.5654		40,921.0000
Hartford Real Total Return Fund		14,106,836.6460		0.0000		0.0000		14,568.0000

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Global Real Asset Fund		14,484,060.2119		779,329.7567		257,800.8367		1,874,082.0000
Hartford Long/Short Global Equity Fund		1,992,846.6987		62,631.2113		0.0000		40,921.0000
Hartford Real Total Return Fund		14,106,836.6460		0.0000		0.0000		14,568.0000

86

Alternative Funds

Directors and Officers of the Company

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011 and has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present.	76	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present).
LYNN S. BIRDSONG (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	76	None
CHRISTINE DETRICK (1958) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Enterprises (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Partner/Senior Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	76	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Enterprises (a real estate company) (November 2014 to present).

87

Alternative Funds

Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
DUANE E. HILL (1945) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2001	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	76	None
SANDRA S. JAFFEE(3) (1941) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Ms. Jaffee is the founder and Chief Executive Officer of a private company, Homeworks Concierge, LLC, which provides residential property management services in Westchester County, New York (January 2012 to present). Ms. Jaffee served as Chairwoman (2008 to 2009) and Chief Executive Officer of Fortent (formerly Searchspace Group), a leading provider of compliance/regulatory technology to financial institutions from August 2005 to August 2009. From August 2004 to August 2005, Ms. Jaffee served as an Entrepreneur in Residence with Warburg Pincus, a private equity firm. Prior to joining Warburg Pincus, Ms. Jaffee served as Executive Vice President at Citigroup, from September 1995 to July 2004, where she was President and Chief Executive Officer of Citibank’s Global Securities Services (1995 to 2003). Ms. Jaffee served as a member of the Board of Directors of Broadridge Financial Solutions (November 2010 to November 2014). Ms. Jaffee currently serves as a member of the Board of Directors of Global Corps Africa (a non-profit organization) (January 2015 to present) as well as a Trustee of Muhlenberg College (September 2007 to present).	76	None

88

Alternative Funds

Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
WILLIAM P. JOHNSTON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	76	None

89

Alternative Funds

Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
PHILLIP O. PETERSON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2002	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	76	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).
LEMMA W. SENBET (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	76	None

90

Alternative Funds

Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(4) (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board, President and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also currently serves as Chairman of the Board, President and Manager of Lattice Strategies LLC. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	76	N/A
ANDREW S. DECKER (1963) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	AML Compliance Officer	Since 2015	Mr. Decker currently serves as the AML Compliance Officer for HFD and as Chief Compliance Officer and AML Compliance Officer for HASCO. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A

91

Alternative Funds

Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
MICHAEL FLOOK (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for the Company, The Hartford Mutual Funds II, Inc., The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A
WALTER F. GARGER (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A
JOSEPH G. MELCHER (1973) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC. He also serves as Chief Compliance Officer and Executive Vice President of Lattice Strategies LLC. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A

92

Alternative Funds

Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
VERNON J. MEYER (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of HLIC. He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
LAURA S. QUADE (1969) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2012	Ms. Quade currently serves as Senior Vice President of HLIC and Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A
ALICE A. PELLEGRINO (1960) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Secretary	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

⁽¹⁾  Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽²⁾  The portfolios are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

⁽³⁾  Ms. Jaffee will retire as a Director of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., and Hartford HLS Series Fund II, Inc. effective December 18, 2016.

⁽⁴⁾  “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

For more information regarding the Directors and Officers, please refer to the Statement of Additional Information, as supplemented, which is available, without charge, upon request by calling 1-888-843-7824.

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Alternative Funds

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

94

Alternative Funds

Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc.

The Hartford Global Real Asset Fund

Hartford Long/Short Global Equity Fund

Hartford Real Total Return Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain funds, shareholders of each of the funds listed above (each a “Fund” and collectively, the “Funds”) voted to approve a new investment management agreement (the “Management Agreement”) by and between The Hartford Mutual Funds, Inc. (“HMF”), on behalf of each of its Funds, The Hartford Mutual Funds II, Inc. (“HMF II”) and Hartford Funds Management Company, LLC (“HFMC”).

At their meeting held on August 2-3, 2016, the Boards of Directors (collectively, the “Board”) of HMF and HMF II, including each of the Independent Directors, unanimously voted to approve (i) the continuation of the Management Agreement; and (ii) the continuation of the investment sub-advisory agreement (the “Sub-Advisory Agreement” and collectively with the Management Agreement, the “Agreements”) between HFMC and each Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”).

In the months preceding the August 2-3, 2016 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the annual approval of the Agreements at the Board’s meetings held on June 21-22, 2016 and August 2-3, 2016. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services, and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 21-22, 2016 and August 2-3, 2016 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, if any, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreement.

In determining whether to continue the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to continue the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of HFMC and its affiliates to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ approximately 65 portfolio managers. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of compliance with each Fund’s objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its flexibility in implementing the inflation hedge overlay in a low inflation environment for The Hartford Global Real Asset Fund and Hartford Real Total Return Fund, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and, as applicable, the Sub-adviser.

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board also noted that, for The Hartford Global Real Asset Fund and Hartford Real Total Return Fund, there existed no peer group with a strong correlation to the Fund’s investment strategy. For The Hartford Global Real Asset Fund and Hartford Real Total Return Fund, the Board considered additional, supplemental performance information. For detail regarding each Fund’s performance, see the fund-by-fund synopsis below.

The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year. These reports include, among other things, information on each Fund’s gross returns and with respect to certain reports, net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser.

The Board considered the Consultant’s review of the profitability calculations used by HFMC in connection with the continuation of the Management Agreement, noting the Consultant’s view that Hartford Funds’ process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and well within common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 21-22, 2016 and August 2-3, 2016 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Fund, taking into account that HFMC compensates the Sub-adviser out of the management fee paid by the Fund to HFMC. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund, and total operating expenses for each Fund. With respect to each Fund’s sub-advisory fee schedule, the Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to a group of funds selected by Broadridge, in consultation with the Consultant, and a broader universe of funds selected by Broadridge. For detail regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise, given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s management and sub-advisory fees, as applicable, and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s management and sub-advisory fees, as applicable, and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses. The Board also noted that, for Hartford Real Total Return Fund, the Fund’s current low asset levels have kept the Fund from fully realizing the benefits of anticipated or potential economies of scale.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board considered that it had approved an increase in the Funds’ fund accounting fee rate. The Board reviewed information from Broadridge comparing the new accounting fee rate with relevant industry data and considered that the new fund accounting fee schedule more properly aligned with HFMC’s actual costs for those services. The Board considered that, while the new fee schedule is projected to result in a reasonable increase in overall profitability to HFMC, HFMC expected that it would continue to operate at a net loss with respect to fund accounting services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved the implementation of a uniform transfer agency fee across all distribution channels for all classes of the Funds, except Class Y shares, in light of the reduction in revenue earned by HASCO associated with a decline in the use of directly-held accounts and a corresponding increase in the use of omnibus accounts. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee schedule on transfer agent profit margins. The Board considered information provided by HASCO indicating that, after giving effect to the new fee schedule, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also noted that certain affiliates of HFD distribute shares of the Funds and receive compensation in that regard.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research, and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family, and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

Fund-by-Fund factors

The Hartford Global Real Asset Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was in line with its blended custom benchmark for the 1-year period and below its blended custom benchmark for the 3- and 5-year periods. In response to questions from the Board concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile of its expense group, while its actual management fee was in the 1st quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a permanent fee reduction implemented in 2015. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Hartford Long/Short Global Equity Fund

• The Board noted that the Fund’s performance was in the 3rd quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period.

• The Board noted that the Fund’s contractual management fee, actual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford Real Total Return Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period. In response to questions from the Board concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a proposed permanent fee reduction that is scheduled to be implemented on June 30, 2016. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class. The Board further noted HFMC’s proposal to lower the automatically renewable contractual expense cap effective June 30, 2016.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

99

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

We will also give You a copy of our current Privacy Policy once a year if you maintain a continuing business relationship with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.: 1stAGChoice, Inc.; Access CoverageCorp, Inc.;

Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of the Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced in this report are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFAR-ALT16  12/16    117961-3    Printed in U.S.A.

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Funds.

Market Review

During the year ended October 31, 2016, the period of this report, stocks endured a correction, then recovered and, despite periodic gyrations, managed

to remain generally in positive territory for the remainder of the period. Even with the bouts of uncertainty the market experienced, the current bull market continued into its seventh year, making it the second-longest bull market on record, as measured by the S&P 500 Index.¹ From November 1, 2015 through October 31, 2016, the S&P 500 generated a 4.51% total return.

The market reacted to a handful of concerns during the course of the year, including worries about low oil prices, weakness in the Chinese economy, a surprise vote for the U.K. to leave the European Union (dubbed Brexit), the beginning of a rate increase cycle by the U.S. Federal Reserve (Fed), and a contentious U.S. presidential election cycle.

There were also more positive influences, including generally positive jobs reports over the course of the period, which helped the unemployment rate fall to pre-recession levels. In addition, growth of the domestic economy, while slow, has remained steady. This has helped limit the Fed’s actions; they’ve kept rate increases very gradual, which helps markets better digest and account for such changes.

While the election results didn’t factor into returns for the period this report covers, President-elect Trump’s inauguration in 2017 is likely to play a key role in market movements for the new year and beyond. While it is difficult to assess the full potential impact of changing political policies, markets seem to consider his policies pro-growth, which could bode well for investors. However, change to the status quo can often result in volatility in the markets.

As we enter 2017, we encourage you to maintain a strong relationship with a financial advisor who can help guide you through shifting markets with confidence. If there’s one certain thing about markets, it’s that movements can be hard to anticipate, especially in the short term. So it’s important to proactively build a portfolio that takes that unknown into account along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of more than 50 mutual funds as you work toward those goals.

Thank you again for investing with Hartford Funds.

James Davey

President

Hartford Funds

¹  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Multi-Strategy Funds

Table of Contents

Fund Performance and Manager Discussions (Unaudited)	2
Expense Examples (Unaudited)	43
Financial Statements:
Schedules of Investments:
The Hartford Balanced Fund	47
The Hartford Balanced Income Fund	59
The Hartford Checks and Balances Fund	84
The Hartford Conservative Allocation Fund	87
The Hartford Global All-Asset Fund (consolidated)	90
The Hartford Growth Allocation Fund	114
Hartford Moderate Allocation Fund	117
Hartford Multi-Asset Income Fund	120
Statements of Assets and Liabilities	144
Statements of Operations	148
Statements of Changes in Net Assets	152
Financial Highlights	156
Notes to Financial Statements	164
Report of Independent Registered Public Accounting Firm	206
Shareholder Meeting Results (Unaudited)	207
Directors and Officers (Unaudited)	210
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	217
Quarterly Portfolio Holdings Information (Unaudited)	217
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	218

The views expressed in each Fund’s Manager Discussion under “Why did the Fund perform this way?” and “What is the outlook?” are views of that Fund’s investment manager or sub-adviser, as applicable, and portfolio management team through the end of the period and are subject to change based on market and other conditions. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable.

The Hartford Balanced Fund inception 07/22/1996

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks long-term total return.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Balanced A1		1.43%		8.77%		5.08%
Balanced A2		-4.15%		7.55%		4.48%
Balanced B1		0.50%		7.83%		4.37%	3
Balanced B2		-4.48%		7.54%		4.37%	3
Balanced C1		0.74%		8.02%		4.33%
Balanced C2		-0.26%		8.02%		4.33%
Balanced I1		1.80%		8.89%		5.13%
Balanced R31		1.18%		8.53%		4.84%
Balanced R41		1.47%		8.84%		5.14%
Balanced R51		1.81%		9.17%		5.46%
Balanced Y1		1.87%		9.23%		5.54%
S&P 500 Index		4.51%		13.57%		6.70%
Bloomberg Barclays Government/Credit Bond Index		4.84%		3.01%		4.70%
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index		0.31%		0.11%		0.88%
Balanced Fund Blended Index		4.52%		9.23%		6.01%

¹  Without sales charge

²  With sales charge

³ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class I shares commenced operations on March 31, 2015. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges) which had different operating expenses.

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Bloomberg Barclays Government/Credit Bond Index is an unmanaged, market-value-weighted index of all debt obligations of the U.S. Treasury and U.S. Government agencies (excluding mortgaged-backed securities) and of all publicly-issued fixed-rate, nonconvertible, investment grade domestic corporate debt.

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury bills publicly issued in the U.S. domestic markets with maturities of 90 days or less that assumes reinvestment of all income.

Balanced Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 60% S&P 500 Index, 35% Bloomberg Barclays Government/Credit Bond Index and 5% Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

2

The Hartford Balanced Fund inception 07/22/1996

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

3

The Hartford Balanced Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Balanced Class A		1.15%		1.15%
Balanced Class B		1.99%		2.27%
Balanced Class C		1.84%		1.84%
Balanced Class I		0.86%		0.86%
Balanced Class R3		1.40%		1.49%
Balanced Class R4		1.10%		1.16%
Balanced Class R5		0.80%		0.87%
Balanced Class Y		0.74%		0.74%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Karen H. Grimes, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Michael E. Stack, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Balanced Fund returned 1.43%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s custom benchmark, 60% S&P 500 Index, 35% Bloomberg Barclays Government/Credit Bond Index, and 5%Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index, which returned 4.52% for the same period. For the same period, the S&P 500 Index returned 4.51%, the Bloomberg Barclays Government/Credit Bond Index returned 4.84%, and the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index returned 0.31%. The Fund underperformed the 2.01% average return of the Lipper Mixed-Asset Target Allocation Growth Funds peer group, a group of funds that hold between 60%-80% in equity securities, with the remainder invested in bonds, cash, and cash equivalents.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result for the U.K.’s exit from the E.U. (Brexit), which caused equities to sell off, only to

recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December 2015. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged

4

The Hartford Balanced Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed positively to increased volatility during September, including uncertainty surrounding the U.S. presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Within the S&P 500 Index, Utilities (+17%), Information Technology (+11%), and Telecommunication Services (+11%) posted the largest gains, while the Real Estate¹ (-7%), Healthcare (-4%), and Consumer Discretionary (-2%) sectors lagged on a relative basis.

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Fed, which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter.

However, investors turned more cautious in June as the outcome of the Brexit referendum moved into sharper focus. The U.K.’s momentous vote to leave the E.U. led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

During the period, the equity portion of the Fund underperformed its benchmark while the fixed income portion outperformed its index. Asset allocation was in-line with benchmark-relative performance, due to the Fund’s underweight to fixed income and overweight to equities.

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Real Estate sector is only for the period starting September 1, 2016 through October 31, 2016. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

5

The Hartford Balanced Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

Equity underperformance relative to the S&P 500 Index was driven primarily by security selection in Consumer Staples, Financials, and Healthcare, and was partially offset by stronger selection in the Utilities, Materials, and Industrials sectors. An overweight allocation to Healthcare and underweight allocations to the Utilities and telecommunication sectors also detracted from benchmark relative returns; this was only partially offset by the positive impact of underweights to Real Estate and Consumer Discretionary.

Top detractors from equity performance relative to the S&P 500 Index during the period included Norwegian Cruise Lines (Consumer Discretionary), Bristol-Myers Squibb (Healthcare), and Vertex Pharmaceuticals (Healthcare). Shares of Norwegian Cruise Lines, a U.S.-headquartered cruise ship operator, fell during the period on weakened guidance released as part of the company’s first quarter earnings release. The stock price of Bristol-Myers Squibb, a U.S.-based biopharmaceutical company, fell as the company’s trial for immuno-oncology drug Opdivo failed during the third quarter of 2016. The share price of Vertex Pharmaceuticals, a U.S.-based pharmaceutical company, fell during the period as the company lowered its guidance for revenues from its newly launched cystic fibrosis drug treatment. Allergan (Healthcare) was among the top detractors from absolute results during the period.

Top contributors to performance relative to the S&P 500 Index in the equity portion of the Fund during the period included Apple (Information Technology), NextEra Energy (Utilities), and Dollar General (Consumer Discretionary). Shares of Apple, a U.S.-based multinational company that designs, develops, and sells consumer electronics, computer software, and online services, contributed positively to benchmark-relative performance during the period, as iPhone 7 lead times (i.e., the amount of time required to bring a product to market) are beginning to lengthen, which suggests that sales may exceed expectations along with wireless carriers adding back some iPhone subsidies to their marketing campaigns. Shares of NextEra Energy, a U.S.-based clean energy company, rose during the period on strong earnings that beat consensus expectations. Shares of Dollar General, a U.S.-based chain of variety stores, rose during the period as its business model is able to target consumers by occupying a smaller footprint in more convenient locations as compared to competitors like Wal-Mart. Microsoft (Information Technology) and UnitedHealth Group (Healthcare) were among the top contributors to absolute results during the period.

The fixed income portion of the Fund outperformed the Bloomberg Barclays Government/Credit Bond Index, during the period. Security selection within investment grade corporate credit was the primary contributor to results relative to the Bloomberg Barclays Government/Credit Bond Index, particularly within Industrials and Financials. An overweight to taxable municipal credit also added to relative returns. Additionally, an allocation to asset-backed securities and agency mortgage backed securities had a slightly positive impact on relative performance. Duration and yield curve positioning detracted from

performance relative to the Bloomberg Barclays Government/Credit Bond Index over the period. Derivatives were not used in a significant manner in the Fund during the period and did not have a material impact on performance during the period.

What is the outlook?

The U.S. economy remains in a period of slow, but steady growth. New home sales and mortgage applications continue to grow year-over-year, suggesting continued strength in the housing market. Labor market conditions appear to remain solid and inventory destocking, which has impacted economic growth in the last year, appears to be coming to an end. Consumer spending is slowing modestly, but consumer confidence remains high.

On the equity side, the Healthcare and Financials sectors represented the Fund’s largest sector overweights and the Real Estate and Consumer Discretionary sectors were the Fund’s largest underweights relative to the S&P 500 Index at the end of the period.

Within fixed income, we maintained a moderately pro-cyclical risk posture, continuing to favor U.S. financial issuers within investment grade credit and remaining underweight U.S. Treasuries. We continued to hold out-of-benchmark allocations to agency and commercial mortgage-backed securities as well as asset backed securities relative to the Bloomberg Barclays Government/Credit Bond Index.

At the end of the period, the Fund’s equity exposure was 66% compared to 60% in the Fund’s custom benchmark, and at the upper end of the Fund’s 50-70% range.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Fixed income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.

6

The Hartford Balanced Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		66.0	%
Total		66.0	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		2.5	%
Corporate Bonds		16.1
Foreign Government Obligations		0.2
Municipal Bonds		1.1
U.S. Government Agencies		0.2
U.S. Government Securities		12.8
Total		32.9	%
Short-Term Investments		0.4
Other Assets & Liabilities		0.7
Total		100.0	%

7

The Hartford Balanced Income Fund inception 07/31/2006

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide current income with growth of capital as a secondary objective.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Balanced Income A1		7.29%		8.50%		6.72%
Balanced Income A2		1.39%		7.28%		6.12%
Balanced Income B1		7.30%		8.37%		6.27%	3
Balanced Income B2		2.30%		8.08%		6.27%	3
Balanced Income C1		6.48%		7.68%		5.92%
Balanced Income C2		5.48%		7.68%		5.92%
Balanced Income I1		7.57%		8.77%		6.90%
Balanced Income R31		6.98%		8.20%		6.66%
Balanced Income R41		7.36%		8.52%		6.87%
Balanced Income R51		7.53%		8.77%		7.04%
Balanced Income R61		7.65%		8.95%		7.13%
Balanced Income Y1		7.65%		8.96%		7.13%
Russell 1000 Value Index		6.37%		13.31%		5.35%
Bloomberg Barclays Corporate Index		7.24%		4.59%		5.74%
JP Morgan Emerging Markets Bond Index Plus		11.59%		5.99%		7.19%
Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index		10.16%		7.17%		7.69%
Balanced Income Fund Blended Index		7.33%		8.81%		6.05%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and

principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all

fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares, which had different operating expenses. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares.

Russell 1000 Value Index is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total

market capitalizations.

8

The Hartford Balanced Income Fund inception 07/31/2006

Bloomberg Barclays Corporate Index is an unmanaged index and is the Corporate component of the U.S. Credit Index within the Bloomberg Barclays U.S. Aggregate Bond Index.

JP Morgan Emerging Markets Bond Index Plus is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets. It includes U.S. dollar denominated Brady bonds, Eurobonds, and traded loans issued by sovereign entities. Only issues with a current face amount outstanding of $500 million or more and a remaining life of greater than 2.5 years are eligible for inclusion.

Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index is the 2% issuer cap component of the Bloomberg Barclays U.S. High Yield Index, which is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

Balanced Income Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 45% Russell 1000 Value Index, 44% Bloomberg Barclays Corporate Index, 5.5% JP Morgan Emerging Markets Bond Index Plus and 5.5% Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

9

The Hartford Balanced Income Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Balanced Income Class A		0.95%		0.95%
Balanced Income Class B		1.74%		1.81%
Balanced Income Class C		1.69%		1.69%
Balanced Income Class I		0.69%		0.69%
Balanced Income Class R3		1.24%		1.31%
Balanced Income Class R4		0.94%		1.01%
Balanced Income Class R5		0.69%		0.71%
Balanced Income Class R6		0.64%		0.67%
Balanced Income Class Y		0.61%		0.61%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

W. Michael Reckmeyer, III, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Karen H. Grimes, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Ian R. Link, CFA

Senior Managing Director and Equity Portfolio Manager

Wellington Management Company LLP

Scott I. St. John, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Balanced Income Fund returned 7.29%, before sales charge, for the twelve-month period ended October 31, 2016, modestly underperforming the Fund’s custom benchmark (45% Russell 1000 Value Index, 44% Bloomberg Barclays Corporate Bond Index, 5.5% Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index, and 5.5% JP Morgan Emerging Markets Bond Index Plus Index) which returned 7.33% for the same period. The Fund outperformed the 2.91% average return of the Lipper Mixed-Asset Target Allocation Moderate Funds peer group, a group of funds that holds between 40-60% in equity securities and the remainder in bonds, cash, and cash equivalents. For the same period, the Bloomberg Barclays Corporate Bond Index returned 7.24%, the Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index returned 10.16%, the

JP Morgan Emerging Markets Bond Index Plus returned 11.59% and the Russell 1000 Value Index returned 6.37%.

Why did the Fund perform this way?

U.S. equities rose for the period, as measured by the S&P 500 Index, notwithstanding significant volatility earlier in the twelve-month period ended October 31, 2016. The S&P 500 Index finished the last two months of 2015 slightly down, then dropped 11.4% to start 2016 during a flight to quality environment, before reversing in late February through March. Stocks continued to rise through the second quarter, despite an unexpected referendum result regarding the U.K.’s exit from the E.U. (Brexit), which caused equities to sell off, only to recover a couple of days later. U.S. equities gained in the third quarter of 2016, in particular during July, before pulling back in October.

10

The Hartford Balanced Income Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

The period started with a November that finished relatively flat but data releases continued to paint a promising picture for the U.S. economy. As widely expected, the U.S. Federal Reserve (Fed) delivered its first rate increase since 2006 in December. The Fed’s policy statement stressed the likely gradual pace for raising interest rates and acknowledged “considerable improvement” in labor market conditions, which had given the Fed “reasonable confidence” that inflation would rise over the medium term to the Fed’s 2% objective. Early in the first quarter of 2016, equities plunged and moved in virtual lockstep with the price of oil as fears of a recession and weakness in China weighed on investors’ minds. However, equity markets surged in late February and March as solid economic data, a stabilization in oil prices, and accommodative commentary from the Fed helped to calm the market’s early year jitters. The Federal Open Market Committee’s (FOMC’s) March statement surprised many market participants with its overall cautious approach to further rate hikes.

A better-than-feared U.S. corporate earnings season in the second quarter of 2016 and an encouraging economic backdrop helped sustain the rally. At its June meeting, the Fed left rates unchanged and reduced its U.S. growth and long-run policy rate forecasts, citing mixed U.S. economic data and uncertainty about global economic and financial developments. Fed Chair Janet Yellen also explicitly mentioned the doubts surrounding the Brexit referendum as a factor in the decision. U.S. equities continued to climb in July, following a solid start to the corporate earnings season and encouraging housing and employment data releases. Stocks were essentially flat in August and September of 2016 as investors remained focused on the Fed’s actions, specifically on the timing of the next rate increase. A confluence of worries contributed to increased volatility during September, including uncertainty surrounding the U.S. Presidential election, tepid economic data, and valuation concerns. Stock prices dipped in October as U.S. election jitters took center stage.

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Fed, which marked an end to a seven-year period of near-zero interest rates. Meanwhile, tepid growth and deflationary pressures forced other developed markets to maintain accommodative monetary policies or ease further. The European Central Bank (ECB) cut its deposit rate and extended the duration of its asset-purchase program through at least March 2017. The Bank of Japan (BOJ) unexpectedly announced supplementary policy steps, including a maturity extension of its Japanese Government Bond purchases, as the country struggled to generate inflation. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while

government bond prices benefited from their safe-haven status. Following the lead of European central banks, the BOJ introduced negative interest rates for the first time as the volatility and instability in financial markets threatened to tip Japan back into deflation. Markets reversed course in mid-February as the major central banks adopted an overall cautious stance to further rate increases in an effort to ease market risk. The People’s Bank of China resumed its easing cycle with a surprise cut in the bank’s reserve-requirement ratio and the ECB announced significant easing measures.

A rebound in crude oil prices, accommodative global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets through the second quarter. However, investors turned more cautious in June as the outcome of the Brexit referendum moved into sharper focus. The U.K.’s momentous vote to leave the E.U. led to a spike in global financial market volatility and a flight to safety at the end of the period, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering uncertainty about the strength of the global economy as well as a reluctance to increase interest rates ahead of the Brexit vote. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged and avoided making a firm commitment to further expand its bond-buying program. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016 Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in long-term government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period.

11

The Hartford Balanced Income Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Within asset allocation decisions, an overweight to equities contributed positively to relative performance for the period. Within the equity portion of the Fund, sector allocation, a result of the stock selection process, contributed positively to relative results. In particular, an overweight to Utilities and an underweight to Financials¹ were additive. Security selection detracted as weak selection in Consumer Staples and Utilities more than offset stronger selection in Energy and Consumer Discretionary.

Among the top detractors from relative returns in the equity portion of the Fund were Novartis (Healthcare), Wells Fargo (Financials), and Roche (Healthcare). Shares of Switzerland-based pharmaceutical company Novartis fell as it reported quarterly results below consensus expectations due to disappointing performance in eye care and generic pharmaceuticals. Shares of Wells Fargo, a U.S.-based retail, commercial, and corporate banking services company, detracted from relative performance during the period due to the news regarding sales practices and subsequent headline exposure. We’ve trimmed the position but continue to believe the company is attractively valued and may continue to benefit from efficiency gains and returns to scale. Disappointing trial results for Alzheimer and breast cancer treatments dampened investor enthusiasm for Roche and shares lagged as a result. Invesco (Financials) was a top detractor from absolute returns for the period.

Among the top contributors relative to the Fund’s custom benchmark to the equity portion of the Fund were Microsoft (Information Technology), Allergan (Healthcare), and Citigroup (Financials). Microsoft was the top contributor to relative performance over the quarter. The software and hardware services company beat consensus earnings with increased recurring revenue from Azure and subscription-based Office 365, strong sales of Surface tablets, and strategic cost cutting. Shares of Allergan, an Ireland-based specialty pharmaceutical company, fell during the period due to the U.S. Treasury releasing new tax inversion regulations that ultimately stopped a proposed merger with Pfizer. A lack of exposure to the security was additive to the Fund’s relative performance. Shares of Citigroup, a U.S.-based Financial Services provider, fell during the period as the U.S. banking sector came under pressure amid fears of a “lower-for-longer” rate environment due to a growth slowdown and concerns about deterioration in asset quality from the oil rout. Not holding this security contributed positively to relative performance. Johnson & Johnson (Healthcare) and Chevron (Energy) were also top contributors to absolute returns for the period.

The fixed income portion of the Fund outperformed the custom benchmark for the period due primarily to strong security selection within investment grade credit. Security selection within emerging market debt also contributed positively to benchmark-relative outperformance. The Fund’s duration and yield curve positioning had a negligible impact on relative performance during the period. Exposure to index derivatives during the period modestly detracted from relative performance during the period.

What is the outlook?

The U.S. economy remains in a period of slow, but steady growth. New home sales and mortgage applications continue to grow year-over-year, suggesting continued strength in the housing market. Labor market conditions appear to remain solid and inventory destocking, which has impacted economic growth in the last year, appears to be coming to an end. Consumer spending is slowing modestly, but consumer confidence remains high. Inflation appears to be ticking up, which we believe is a net positive for the economy. In the oil market, supply and inventory levels have been more resilient than the market expected. Late in the period, the Organization of the Petroleum Exporting Countries (OPEC) proposed a move back to the traditional policy of managing oil production to support global oil prices. We believe intervention by OPEC could lead to a more rational environment for the commodity, and that a stable oil price would be positive for global equity markets.

On the equity side, Consumer Staples and Information Technology represented the Fund’s largest sector overweights relative to the custom benchmark at the end of the period, while Real Estate represented the Fund’s largest underweight.

On the fixed income side, we ended the period with a moderately pro-cyclical risk posture. The Fund was overweight high yield credit, held an out-of-benchmark allocation to non-agency mortgage-backed securities, and maintained underweight exposure to investment grade credit.

The equity and fixed income managers will continue to work collaboratively to make decisions regarding the Fund’s mix of equities and fixed income. At the end of the period, the Fund had a modest bias towards equities relative to the Fund’s custom benchmark.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

12

The Hartford Balanced Income Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

among different asset classes does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		45.5	%
Total		45.5	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		1.5	%
Convertible Bonds		0.0
Corporate Bonds		43.7
Foreign Government Obligations		4.5
Municipal Bonds		0.4
Senior Floating Rate Interests		0.1
U.S. Government Securities		0.1
Total		50.3	%
Short-Term Investments		3.6
Other Assets & Liabilities		0.6
Total		100.0	%

13

The Hartford Checks and Balances Fund inception 05/31/2007

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”)) Investment objective – The Fund seeks long-term capital appreciation and income.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
Checks and Balances A2		2.78%		9.31%		4.96%
Checks and Balances A3		-2.87%		8.08%		4.33%
Checks and Balances B2		1.93%		8.42%		4.25%	4
Checks and Balances B3		-2.63%		8.13%		4.25%	4
Checks and Balances C2		1.94%		8.47%		4.17%
Checks and Balances C3		1.03%		8.47%		4.17%
Checks and Balances I2		2.97%		9.56%		5.21%
Checks and Balances R32		2.35%		8.91%		4.64%
Checks and Balances R42		2.64%		9.22%		4.92%
Checks and Balances R52		3.04%		9.57%		5.20%
Russell 3000 Index		4.24%		13.35%		5.82%
S&P 500 Index		4.51%		13.57%		5.81%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.73%
Checks and Balances Fund Blended Index		4.49%		9.98%		5.76%

¹  Inception: 05/31/2007

²  Without sales charge

³  With sales charge

⁴  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all

fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/29/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses. Class R3, R4 and R5 shares commenced operations on 8/29/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses.

Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Checks and Balances Fund Blended Index is calculated by HFMC and represents the weighted return of 33.4% Russell 3000 Index, 33.3% S&P 500 Index and 33.3% Bloomberg Barclays U.S. Aggregate Bond Index.

14

The Hartford Checks and Balances Fund inception 05/31/2007

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

15

The Hartford Checks and Balances Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Checks and Balances Class A		0.98%		0.98%
Checks and Balances Class B		1.79%		1.79%
Checks and Balances Class C		1.73%		1.73%
Checks and Balances Class I		0.75%		0.75%
Checks and Balances Class R3		1.34%		1.34%
Checks and Balances Class R4		1.04%		1.04%
Checks and Balances Class R5		0.73%		0.73%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Vernon J. Meyer, CFA

Managing Director and Chief Investment Officer

Hartford Funds Management Company, LLC

Allison Z. Mortensen, CFA*

Managing Director and Head of Multi-Asset Solutions

Hartford Funds Management Company, LLC

* Effective December 1, 2015, Allison Mortensen joined Vernon J. Meyer as a portfolio manager of the Fund.

How did the Fund perform during the period?

The Class A shares of The Hartford Checks and Balances Fund returned 2.78%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s custom benchmark (33.3% Bloomberg Barclays U.S. Aggregate Bond Index, 33.4% Russell 3000 Index, 33.3% S&P 500 Index), which returned 4.49% for the same period. In comparison, the Bloomberg Barclays U.S. Aggregate Bond Index, the S&P 500 Index, and the Russell 3000 Index returned 4.37%, 4.51% and 4.24%, respectively, for the same period. The Fund outperformed the 2.01% average return of the Lipper Mixed-Asset Target Allocation Growth Funds, a group of funds that hold between 60%-80% equity securities, with the remainder invested in bonds, cash, and cash equivalents.

Why did the Fund perform this way?

The Fund makes equal one-third allocations of its assets to Class Y shares of The Hartford Capital Appreciation Fund, The Hartford Dividend and Growth Fund, and The Hartford Total Return Bond Fund (“Underlying Funds”). The Underlying Funds may invest in a wide variety of instruments that primarily include U.S. and foreign equity securities and fixed income and money market securities. The Fund is not actively managed, and the Fund’s assets will be rebalanced back to one-third in each Underlying Fund as soon as reasonably practicable whenever the Fund’s investment in any

single Underlying Fund deviates from the target allocation by more than 5%.

The Fund’s performance relative to the custom benchmark benefited most from the performance of The Hartford Total Return Bond Fund. The return of The Hartford Capital Appreciation Fund detracted most from performance relative to the custom benchmark.

The Hartford Dividend and Growth Fund underperformed the S&P 500 Index during the period, primarily due to stock selection within the Consumer Staples, Information Technology, and Financials sectors, which detracted from performance relative to the S&P 500 Index. This was partially offset by stronger selection within the Healthcare, Industrials, and Utilities sectors. Within sector allocation, a result of the bottom up stock selection process, an underweight to Information Technology and overweight to Healthcare detracted from relative performance. This was offset by an underweight to Consumer Discretionary and an overweight to Utilities, which contributed positively.

The Hartford Capital Appreciation Fund underperformed its benchmark, the Russell 3000 Index primarily due to weak stock selection within the Consumer Discretionary, Healthcare, and Information Technology sectors. Stock selection within the Materials

16

The Hartford Checks and Balances Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

and Energy sectors contributed positively to returns relative to the Russell 3000 Index during the period. Sector allocation, a result of bottom-up stock selection, also detracted from benchmark-relative results, primarily driven by the Underlying Fund’s overweight to Healthcare and underweight to Utilities sector. This was slightly offset by the Underlying Fund’s overweight to Information Technology, which contributed positively.

The Hartford Total Return Bond Fund outperformed its benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index during the period. The primary driver of the Underlying Fund’s outperformance versus the Bloomberg Barclays U.S. Aggregate Bond Index was the out-of-benchmark allocation to non-agency mortgage backed securities (MBS) and collateralized loan obligations (CLOs). High yield positioning was also beneficial overall. Positive results from exposure to bank loans, BB-rated high yield bonds, and European financials, were partially offset by the portfolio’s derivative hedges. Investment grade credit positioning, in particular security selection within Industrials, also benefited performance relative to the Bloomberg Barclays U.S. Aggregate Bond Index. The Underlying Fund’s opportunistic interest rate positioning represented another positive contributor to performance as rates on the short-end of the yield curve rose over this period.

Derivatives were not used at the Fund level during the period but were used at the underlying fund level.

What is the outlook?

We still expect muted returns alongside increased volatility across asset classes, elevating the importance of allocation and diversification among expected risks. With domestic interest rates rising and somewhat reduced liquidity in the fixed income markets, we believe caution is warranted across rate-sensitive asset classes. The risk of a steepening yield curve causes our outlook for long-term Treasuries to be less and less attractive on a risk-adjusted basis. Further, we think that diversification from fixed income is less reliable during periods of tight monetary policy. We believe those regions that still have some room to ease interest rates may become overvalued, but until then could offer some return. It is becoming less clear if the U.S. Federal Reserve’s (Fed) monetary policy is data or market dependent, but either way, we think that it would be surprising if the Fed delays a rate increase into 2017.

We believe that the combination of improving consumer demand, increased wage pressure, capacity constraints, a strong housing market and stabilizing energy prices increases the likelihood of inflation jumps. However, while we think break-even inflation rates look attractive, we are aware of the interest rate sensitivity of Treasury Inflation-Protection Securities (TIPS) on a total return basis in the TIPS markets. As we become closer and closer to a rise in U.S. interest rates, we recognize that this may also result in inflation, dependent on the Fed’s credibility and pace of tightening throughout 2017. As investors may be growing complacent in the long wait for a

Fed move and begin to forecast “more of the same”, we think there is some risk of a faster interest rate rise than the market currently predicts. While we do not believe this is the most likely outcome, we remain concerned that emerging market debt could suffer in the event of a U.S. interest rate move driven by an unexpected pickup in inflation. With comparatively low spreads, we believe that the risk/reward trade-off in high yield bonds remains poor, while investment grade credit is somewhat more attractive, in our view.

Domestically, improving fundamentals allow us to remain optimistic and we expect earnings will help rein in what we view as stretched U.S. valuations. In Europe, while uncertainty around the United Kingdom’s (U.K.) planned exit from the European Union (E.U.) has abated with the appointment of a new prime minister and the Bank of England (BoE) lowering rates, we believe that the U.K.’s exit from the E.U. will put longer-term pressure and uncertainty on European equities, especially with the growing uncertainty caused by the possibility of other E.U. members following suit.

As of the end of the period, the Fund was overweight U.S. equities and underweight fixed income compared to the Fund’s custom benchmark. The Fund remains modestly overweight to equities relative to the Fund’s custom benchmark. In the U.S., we have a slight preference for small cap equities as we believe they are more shielded from export pressures in a strengthening dollar environment.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount of assets it invests in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign and emerging-markets securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of October 31, 2016 (Unaudited)

Fund Name	Percentage of Net Assets
Domestic Equity Funds		66.7	%
Taxable Fixed Income Funds		33.5
Other Assets & Liabilities		(0.2	)
Total		100.0	%

17

The Hartford Conservative Allocation Fund inception 05/28/2004

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”)) Investment objective – The Fund seeks current income and long-term capital appreciation.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Conservative Allocation A1		1.26%		1.86%		2.69%
Conservative Allocation A2		-4.31%		0.71%		2.11%
Conservative Allocation B1		0.44%		1.03%		2.04%	3
Conservative Allocation B2		-4.50%		0.68%		2.04%	3
Conservative Allocation C1		0.34%		1.07%		1.92%
Conservative Allocation C2		-0.65%		1.07%		1.92%
Conservative Allocation I1		1.45%		2.14%		2.95%
Conservative Allocation R31		0.99%		1.54%		2.31%
Conservative Allocation R41		1.28%		1.85%		2.65%
Conservative Allocation R51		1.56%		2.14%		2.95%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.64%
Russell 3000 Index		4.24%		13.35%		6.76%
MSCI All Country World ex USA Index		0.72%		4.11%		2.07%
MSCI All Country World Index		2.64%		8.62%		4.34%
Conservative Allocation Fund Blended Index		4.12%		5.72%		5.26%
Former Conservative Allocation Fund Blended Index		3.98%		4.74%		4.87%

¹  Without sales charge

²  With sales charge

³ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period June 4, 2012 through November 30, 2015, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to June 4, 2012, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

18

The Hartford Conservative Allocation Fund inception 05/28/2004

Effective December 1, 2015, the Fund’s equity benchmark changed from the MSCI All Country World Index to the Russell 3000 Index and the MSCI All Country World ex USA Index. HFMC believes the new benchmarks better reflect the Fund’s revised investment strategy.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

Conservative Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 65% Bloomberg Barclays U.S. Aggregate Bond Index, 25% Russell 3000 Index and 10% MSCI All Country World ex USA Index. The Former Conservative Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 70% Bloomberg Barclays U.S. Aggregate Bond Index and 30% MSCI All Country World Index.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

19

The Hartford Conservative Allocation Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Conservative Allocation Class A		1.19%		1.31%
Conservative Allocation Class B		1.94%		2.18%
Conservative Allocation Class C		1.94%		2.05%
Conservative Allocation Class I		0.94%		1.02%
Conservative Allocation Class R3		1.44%		1.65%
Conservative Allocation Class R4		1.14%		1.36%
Conservative Allocation Class R5		0.84%		1.05%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Vernon J. Meyer, CFA*

Managing Director and Chief Investment Officer

Hartford Funds Management Company, LLC

Allison Z. Mortensen, CFA*

Managing Director and Head of Multi-Asset Solutions

Hartford Funds Management Company, LLC

* Effective December 1, 2015, Vernon J. Meyer and Allison Mortensen replaced Richard P. Meagher and Wendy M. Cromwell as the portfolio managers of the Fund.

How did the Fund perform during the period?

The Class A shares of The Hartford Conservative Allocation Fund returned 1.26%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming its custom benchmark**, 65% Bloomberg Barclays U.S. Aggregate Bond Index, 25% Russell 3000 Index and 10% MSCI All Country World ex USA Index, which returned 4.12% for the same period. Individually, the Bloomberg Barclays U.S. Aggregate Bond Index, the Russell 3000 Index and the MSCI All Country World ex USA Index returned 4.37%, 4.24%, and 0.72%, respectively, for the same period. The Fund also underperformed the average return of the Lipper Mixed-Asset Target Allocation Conservative Funds category, a group of funds with equity weights of 20%-40%, which returned 3.55%.

Why did the Fund perform this way?

The main driver of performance relative to the custom benchmark over this period was the underperformance of many of the underlying funds relative to their individual benchmarks. In particular, the performance of The Hartford World Bond Fund, The Hartford MidCap

Fund and the Hartford Core Equity Fund had the largest negative effect on the Fund’s performance relative to the custom benchmark.

Another driver of Fund performance was the asset allocation among various asset classes. Contribution to performance from asset allocation decisions was mixed over the period. The Fund’s underweight to fixed income and overweight to international equity detracted from performance during the period. Within fixed income, the allocation to short duration bonds detracted as long duration bonds outperformed during the period. These effects were partially offset by the slight overweight to U.S. equity, which outperformed international equities during the period. Within fixed income, the Fund benefited from exposure to global sovereign bonds, which outperformed U.S. investment grade fixed income, as measured by the Bloomberg Barclays U.S. Aggregate Bond Index, during the period. The Fund’s overweight to midcap equities within domestic equity was also helpful.

The much anticipated policy divergence among central banks came to fruition as the U.S. Federal Reserve (Fed) tightened monetary

** Effective December 1, 2015, the Fund’s equity benchmark changed from the MSCI All Country World Index to the Russell 3000 Index and the MSCI All Country World ex USA Index. The Conservative Allocation Fund custom benchmark is calculated by Hartford Funds Management Company, LLC. The return represents this new custom benchmark for the entire twelve month period ended October 31, 2016.

20

The Hartford Conservative Allocation Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

policy in mid-December, while the European Central Bank (ECB) and the Bank of Japan (BOJ) both attempted to stimulate their economies by loosening monetary policy in their respective economic zones. As doubts increased over whether central bank accommodative policies would be effective, heightened geopolitical tensions, concerns around the strength of the Chinese economy and declining oil prices caused equity markets to sell off early in the year. However, as China instituted a stimulus package, oil prices stabilized and the Fed adjusted its guidance, risk markets retraced their losses from their mid-February lows. The Fed held off raising interest rates and pared back its forecasts for interest rate increases in 2016. In turn, U.S. interest rates decreased and the yield curve flattened. Long duration bonds did better than short duration bonds as yields fell.

While it had been one of the most beaten down sectors during the first three months of the period, emerging markets equities led the late period rally. Emerging markets’ currencies strengthened over the period, outpacing hard currencies as oil prices stabilized and the political backdrop improved.

The flight to quality that rattled the equity markets sent below investment grade credit yields over 9% in January 2016. High yield credit saw a swift recovery that persisted through most of the period. Despite the early slide, below-investment grade credit, as measured by the Bloomberg Barclays High Yield Corporate Index, was one of the strongest performing sectors over the period. Investment grade spreads also recovered after widening early in the period and closed the period lower. The decline in U.S. Treasury rates that began early in the period continued through July, with the U.S. 10-year Treasury rate falling under 1.4% in July 2016. While rates did retrace some of the decline, they remained lower for the period. Overall fixed income posted positive returns through October, and investors were rewarded for exposure to interest rate risk and credit risk during the period. The Fund’s underweight to fixed income relative to the custom benchmark detracted from returns.

For the twelve month period ended October 31, 2016, domestic equities outperformed international developed market equities. Emerging market equities outperformed both U.S. and international developed market equities. The Fund’s slight tilt toward growth oriented equities detracted from performance as value oriented equities outperformed growth oriented equities in April after keeping pace throughout the period.

The Fund was repositioned in December following changes in portfolio management, strategy and benchmark effective December 1, 2015. As a result of these changes, exposures to global equity markets were reduced and exposures to U.S. equity markets were increased.

Derivatives were not used at the Fund level during the period but were used at the underlying fund level.

What is the outlook?

We still expect muted returns alongside increased volatility across asset classes, elevating the importance of allocation and diversification among expected risks. With domestic interest rates rising and somewhat reduced liquidity in the fixed income markets, we believe caution is warranted across rate-sensitive asset classes. The risk of a steepening yield curve causes our outlook for long-term Treasuries to be less and less attractive on a risk-adjusted basis. Further, we believe diversification from fixed income is less reliable during periods of tight monetary policy. We believe those regions that still have some room to ease interest rates may become overvalued, but until then could offer some return. It is becoming less clear if the Fed’s monetary policy is data or market dependent, but either way, it would be surprising if the Fed delays a rate increase into 2017.

We believe that the combination of improving consumer demand, increased wage pressure, capacity constraints, a strong housing market and stabilizing energy prices increases the likelihood of inflation jumps. However, while we think break-even inflation rates look attractive, we are aware of the interest rate sensitivity of Treasury Inflation-Protection Securities (TIPS) on a total return basis in the TIPS markets. As we become closer and closer to a rise in U.S. interest rates, we recognize that this may also result in inflation, dependent on the Fed’s credibility and pace of tightening throughout 2017. As investors may be growing complacent in the long wait for a Fed move and begin to forecast “more of the same”, we think there is some risk of a faster interest rate rise than the market currently predicts. While we do not believe this is the most likely outcome, we remain concerned that emerging market debt could suffer in the event of a U.S. interest rate move driven by an unexpected pickup in inflation. With comparatively low spreads, we believe that the risk/reward trade-off in high yield bonds remains poor, while investment grade credit is somewhat more attractive in our view.

Domestically, improving fundamentals allow us to remain optimistic and we expect earnings will help rein in what we view as stretched U.S. valuations. In Europe, while uncertainty around the United Kingdom’s (U.K.) planned exit from the European Union (E.U.) has abated with the appointment of a new prime minister and the Bank of England (BoE) lowering rates, we believe that the U.K.’s exit from the E.U. will put longer-term pressure and uncertainty on European equities, especially with the growing uncertainty caused by the possibility of other E.U. members following suit.

As of the end of the period, the Fund was overweight U.S. equities and underweight fixed income compared to the Fund’s custom benchmark. The Fund remains modestly overweight to equities relative to the Fund’s custom benchmark. In the U.S., we have a slight preference for small cap equities as we believe they are more shielded from export pressures in a strengthening dollar environment.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated

21

The Hartford Conservative Allocation Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount of assets it invests in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign and emerging-markets securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of October 31, 2016 (Unaudited)

Fund Name	Percentage of Net Assets
Alternative Funds		4.0	%
Domestic Equity Funds		27.8
International/Global Equity Funds		8.0
Multi-Strategy Funds		5.0
Taxable Fixed Income Funds		55.4
Other Assets & Liabilities		(0.2	)
Total		100.0	%

22

The Hartford Global All-Asset Fund inception 05/28/2010

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide long-term total return.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		Since Inception1
Global All-Asset A2		2.85%		5.19%		5.19%
Global All-Asset A3		-2.81%		4.01%		4.27%
Global All-Asset C2		2.09%		4.43%		4.42%
Global All-Asset C3		1.14%		4.43%		4.42%
Global All-Asset I2		3.12%		5.48%		5.46%
Global All-Asset R32		2.55%		4.95%		4.92%
Global All-Asset R42		2.91%		5.29%		5.25%
Global All-Asset R52		2.64%		5.39%		5.41%
Global All-Asset Y2		3.22%		5.58%		5.56%
MSCI All Country World Index		2.64%		8.62%		9.16%
Bloomberg Barclays Global Aggregate Bond Hedged USD Index		5.59%		0.90%		4.09%
Global All-Asset Fund Blended Index		3.80%		6.95%		7.36%

¹  Inception: 05/28/2010

²  Without sales charge

³  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016,

which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

Bloomberg Barclays Global Aggregate Bond Hedged USD Index represents the global investment-grade fixed-income markets.

Global All-Asset Fund Blended Index is calculated by Hartford Funds Management Company, LLC (HFMC) and represents the weighted return of 60% MSCI All Country World Index and 40% Bloomberg Barclays Global Aggregate Bond Hedged USD Index.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

23

The Hartford Global All-Asset Fund (consolidated)

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Global All-Asset Class A		1.38%		1.59%
Global All-Asset Class C		2.13%		2.31%
Global All-Asset Class I		1.13%		1.28%
Global All-Asset Class R3		1.63%		1.91%
Global All-Asset Class R4		1.33%		1.62%
Global All-Asset Class R5		1.08%		1.29%
Global All-Asset Class Y		1.03%		1.20%

* Actual expenses may be higher or lower. Expense ratios are as shown in the March 1, 2016 prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. The Fund filed a supplement to its prospectus, dated August 10, 2016, with the U.S. Securities and Exchange Commission that announced modifications to the Fund’s management fee rate and expense reimbursement arrangements that became effective on November 1, 2016. However, the information in this annual report is as of October 31, 2016 and does not reflect any changes made to the total annual fund operating expense table in the prospectus, as supplemented. The net expense ratios shown in the supplement are 1.24%, 1.99%, 0.99%, 1.54%, 1.24%, 0.94%, and 0.89% for Class A, Class C, Class I, Class R3, Class R4, Class R5, and Class Y, respectively, and reflect contractual expense reimbursements in place until February 28, 2018. Contractual transfer agent reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. The gross expense ratios shown in the supplement are 1.34%, 2.06%, 1.03%, 1.67%, 1.37%, 1.05%, and 0.94% for Class A, Class C, Class I, Class R3, Class R4, Class R5, and Class Y, respectively. Expenses shown include acquired fund fees and expenses. Please see accompanying Consolidated Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Scott M. Elliott

Senior Managing Director and Multi-Asset Portfolio Manager

Wellington Management Company LLP

Brian M. Garvey

Senior Managing Director and Multi-Asset Portfolio Manager

Wellington Management Company LLP

Mark T. Lynch

Senior Managing Director and Global Industry Analyst

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of The Hartford Global All-Asset Fund returned 2.85%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s custom benchmark (60% MSCI All Country World Index, 40% Bloomberg Barclays Global Aggregate Bond Hedged USD Index), which returned 3.80% for the same period. The Fund outperformed the 2.47% average return of the Lipper Flexible Portfolio Funds peer group, a group of funds that allocate their investments across various asset classes, including domestic common equities, bonds, and money market instruments, with a focus on total return. For the same period, the

Bloomberg Barclays Global Aggregate Bond Hedged USD Index returned 5.59% and the MSCI All Country World Index returned 2.64%.

Why did the Fund perform this way?

Global equities rose over the twelve-month period, as measured by the MSCI All Country World Index. In December 2015, the much anticipated monetary policy divergence came to fruition with the European Central Bank (ECB) and Bank of Japan (BOJ) announcing additional policy easing, while the U.S. Federal Reserve (Fed) initiated its well-telegraphed plan to begin increasing short-term

24

The Hartford Global All-Asset Fund (consolidated)

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

rates. 2016 got off to a volatile start as Chinese equities plunged in early January, sparking a global flight to quality trade. Once again, extended monetary policy accommodation by major central banks helped support risk assets. First, the BOJ cut its benchmark rate to negative territory in January 2016. Next, the People’s Bank of China (PBOC) lowered the reserve-requirement ratio in an effort to boost growth. Finally, ECB President Mario Draghi announced more-than-expected stimulus in March. Emerging market equities participated strongly in the market rebound.

After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the European Union (E.U.) in June 2016. The U.K.’s exit from the E.U. (Brexit) vote overshadowed a promising European economic backdrop and the ECB’s reaffirmation of its overall cautious approach to further rate hikes. In the U.S., solid economic data helped investors shrug off the Fed’s statements suggesting plans to further raise rates during May. Market participants were also encouraged by improving signs from China’s economic data releases and Beijing’s increased emphasis on currency stability. During the third quarter, expectations for continued accommodative monetary policy from central banks around the globe helped to increase investors’ risk appetites. While the Fed signaled a higher probability of a rate increase before year end, market participants appeared more fixated on the downshift in the dot plot (a document that maps the rate projections of each Federal Open Market Committee [FOMC] member). Global equities pulled back slightly in October, amid concerns about a “hard” Brexit scenario, U.S. election uncertainty, and potential monetary policy shifts from the Fed and ECB.

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and oil prices. The period began with the continuing theme of diverging central bank policies, particularly between the U.S. and other developed economies. A strengthening U.S. labor market and gradually increasing core inflation led to the widely anticipated rate increase by the Fed. Meanwhile, tepid growth and deflationary pressures forced central banks in other developed markets to maintain accommodative monetary policies or ease further. Early in 2016, falling oil prices, concerns over slowing growth in China, and questions about the efficacy of central bank monetary policies sparked a broad sell-off in credit markets, while government bond prices benefited from their safe-haven status. Extended accommodative central bank policy helped support risk assets. Through the second quarter, a rebound in crude oil prices, global central bank monetary policy and signs of near-term stabilization in China further supported global financial markets. However, investors turned more cautious in June as the U.K.’s momentous vote to leave the E.U. led to an increase in global financial market volatility and a flight to safety, with U.K. and European equity and credit markets bearing the brunt of the sell-off. The Fed chose to err on the side of caution by holding rates steady at its June meeting amid lingering

uncertainty about the strength of the global economy. Policy paths of major central banks appeared to diverge in the third quarter as the Bank of England unveiled a stimulus package designed to prevent a recession following the Brexit vote while the ECB kept its stimulus program unchanged. In the U.S., markets remained skeptical about the Fed’s ability to raise interest rates in the near term, despite more statements suggesting plans to further raise rates from some Fed members. Most global government bonds pulled back slightly in October, amid speculation around less accommodative monetary policy from central banks and rising prospects of a December 2016 Fed rate increase.

Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in long-term government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

Treasury inflation protected securities (TIPS) returned 4.68% during the period as represented by the Bloomberg Barclays U.S. TIPS 1-10 Year index. The yield curve flattened during these 12 months; front-end yields rose as the Fed increased short-term rates, while intermediate- and long-term yields declined.

There were three notable areas of weakness that drove the Fund’s underperformance relative to the custom benchmark. First, our allocation to non-thematic exposures in aggregate detracted from results. The main driver there was the Fund’s currency hedging activity, particularly a short position in the Japanese yen versus the U.S. dollar. Other areas of weakness were the Fund’s risk mitigating equity positions, which were intended to balance the Fund’s underweight to U.S. equities and the Fund’s underweight to the Financials sector. Partially offsetting these results were the Fund’s overall duration management positions, particularly the Fund’s exposure to long-end U.S. Treasuries.

25

The Hartford Global All-Asset Fund (consolidated)

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

Second, as part of the asset allocation process, we implemented global thematic ideas based on research regarding macroeconomic and structural trends. Some of the global thematic ideas we implemented during the period include meaningful European reform, global industry analyst best ideas, activist governments, terms of trade reversal, and India awakes.

Exposures within the Fund’s meaningful European reform theme, investments in areas that take advantage of underappreciated areas of the market caused by the reforms implemented in reaction to the crisis in southern Europe, proved to be a detractor, with the majority of the underperformance centered around the Brexit decision. Both equity and fixed income exposures detracted from results, with equity exposures declining the most. Within equities, exposures to the U.K. and Greece were the primary source of weakness. From a fixed income perspective, exposure to European financial debt drove negative results. The economic recovery in Europe has proven to be resilient despite political uncertainty and the volatility surrounding the Brexit vote, but we believe risks remain. Inflation is expected to remain low and the negative yield environment continues to create concerns about the overall profitability of the financial sector. At the same time, we believe the negative yield environment may force the ECB into augmenting its asset purchase program. Given the challenges faced by the ECB, coupled with event risk over the next couple of quarters (i.e., the potential for another round of Spanish elections and the constitutional referendum in Italy) we have adopted a somewhat more cautious view on Europe. On the back of strong performance by European markets in the third quarter, we took the opportunity to trim some of the Fund’s fixed income exposure to European financial corporates and Spanish and Italian sovereign debt. On the equity side the Fund continues to be invested in real estate companies in supply constrained European cities, building material companies that should benefit from an upturn in the housing cycle, and defense companies that stand to benefit from increased defense spending. We continue to monitor the political landscape and ECB policy developments, hoping to exploit what we believe are market mispricing as reforms continue to be implemented

The final contributor to negative performance was exposures within the Global Industry Analyst Best Ideas. This thematic approach invests in our global industry analysts’ highest conviction stock ideas. Within this portion of the Fund, weak security selection was the main driver of benchmark-relative underperformance, in particular security selection in the Financials¹ Information Technology, and Consumer Staples sectors.

The top thematic contributors were activist governments, terms of trade reversal, and India awakes. The positive performance of the Fund’s precious metal equities and inflation-linked bond exposure in the Fund’s activist governments theme, investments in areas that

seek to benefit from governments willing to intervene in asset markets primarily through extraordinary loose monetary policy to generate growth, partly reflects the rise in inflation expectations that has taken place over the period. The Fed continues to highlight that its 2% inflation target is symmetrical, and we believe officials will tolerate a temporary overshoot of the inflation rate in order to allow the U.S. economy to gain greater momentum. Precious metal equity producers performed well during this period as investors were concerned about financial market fragility, particularly around the Brexit vote, and turned to safe haven assets. The terms of trade reversal theme benefited from the strength in Asian equity markets in the third quarter of 2016, particularly in the Technology sector. This theme, which focuses on the transition of the Chinese economy as it shifts from infrastructure investment to consumer spending, has performed strongly since the Fund first invested in late 2012; however, we are becoming concerned that it is increasingly being recognized in financial markets. We retained the Fund’s short position to the South African equity index given the second round effects of weak commodity prices still have the potential to exacerbate political and growth concerns. One area where we continue to have conviction within the theme is in Asian technology. Indian exposure in the Fund’s India awakes theme, which invests in areas based on the belief that the new government’s reform agenda will boost productivity and ultimately income growth, was another contributor during the period. Market skepticism about the pace of reform rose in the first half of the year. But the passing of a bankruptcy law, followed by the Goods and Services Tax (GST) reform in August, proved that the Indian government can successfully enact legislative reform. We continued to have the Fund’s portfolio concentrate in equities where we believe this reform has the potential to have the most impact on earnings and valuations. The Fund’s exposures are concentrated in companies exposed to the ongoing build out of India’s transportation infrastructure and power generation capabilities, where the government is making significant investments as well as enacting reforms to improve the operating environment for these companies.

Derivatives were used throughout the Fund primarily to gain exposure to different asset classes. Over the period, derivatives modestly detracted from overall performance.

What is the outlook?

We remain cognizant to risks that could stem from changes in monetary policy stances, and from upcoming political events. Reflecting this, we are invested in themes which we believe have strong underlying tailwinds to drive returns and are not overly reliant on the macro or political cycle. We believe the Fund’s thematic investment style has the ability to seek out compelling total return opportunities. The Fund ended the period overweight European equities and emerging market equities, particularly those of India and

¹  Effective September 1, 2016, a new Real Estate sector was created under the Global Industry Classification Standard (GICS); holdings in this sector were previously classified as Financials sector. The attribution analysis of the Financials sector includes Real Estate for the period starting November 1, 2015 through August 31, 2016.

26

The Hartford Global All-Asset Fund (consolidated)

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

Taiwan, and underweight U.S. equities, relative to the custom benchmark. Within the fixed income portion of the Fund, we maintained the Fund’s out-of-benchmark allocation to global inflation-linked bonds and bank loans, and remained overweight emerging market debt and underweight investment grade credit and U.S. Treasuries.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds can have a greater risk of price volatility illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Commodities may be more volatile than investments in traditional securities. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions. These risks are generally greater for investments in emerging markets. By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non U.S. subsidiary and its investments.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		55.0	%
Convertible Preferred Stocks		0.1
Exchange Traded Funds		8.9
Preferred Stocks		0.2
Warrants		0.0
Total		64.2	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		8.0	%
Convertible Bonds		0.2
Corporate Bonds		3.8
Foreign Government Obligations		9.7
Senior Floating Rate Interests		0.1
U.S. Government Agencies		12.9
U.S. Government Securities		3.5
Total		38.2	%
Short-Term Investments		3.8
Purchased Options		0.0
Other Assets & Liabilities		(6.2	)
Total		100.0	%

27

The Hartford Growth Allocation Fund inception 05/28/2004

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”)) Investment objective – The Fund seeks long-term capital appreciation.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Growth Allocation A1		-1.38%		6.35%		3.91%
Growth Allocation A2		-6.80%		5.15%		3.32%
Growth Allocation B1		-2.31%		5.44%		3.25%	3
Growth Allocation B2		-6.93%		5.14%		3.25%	3
Growth Allocation C1		-2.12%		5.58%		3.14%
Growth Allocation C2		-3.04%		5.58%		3.14%
Growth Allocation I1		-1.02%		6.71%		4.27%
Growth Allocation R31		-1.68%		6.03%		3.58%
Growth Allocation R41		-1.40%		6.37%		3.92%
Growth Allocation R51		-1.06%		6.68%		4.22%
Russell 3000 Index		4.24%		13.35%		6.76%
MSCI All Country World ex USA Index		0.72%		4.11%		2.07%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.64%
Growth Allocation Fund Blended Index		3.50%		9.01%		5.45%
Former Growth Allocation Fund Blended Index		3.08%		7.57%		4.65%
MSCI All Country World Index		2.64%		8.62%		4.34%

¹  Without sales charge

²  With sales charge

³ Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period June 4, 2012 through May 31, 2014, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to June 4, 2012, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

28

The Hartford Growth Allocation Fund inception 05/28/2004

Effective December 1, 2015, the Fund’s equity benchmark changed from the MSCI All Country World Index to the Russell 3000 Index and the MSCI All Country World ex USA Index. HFMC believes the new benchmarks better reflect the Fund’s revised investment strategy.

Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Growth Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 55% Russell 3000 Index, 25% MSCI All Country World ex USA Index and 20% Bloomberg Barclays U.S. Aggregate Bond Index. The Former Growth Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 80% MSCI All Country World Index and 20% Bloomberg Barclays U.S. Aggregate Bond Index.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

29

The Hartford Growth Allocation Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Growth Allocation Class A		1.44%		1.44%
Growth Allocation Class B		2.25%		2.34%
Growth Allocation Class C		2.17%		2.17%
Growth Allocation Class I		1.12%		1.12%
Growth Allocation Class R3		1.70%		1.76%
Growth Allocation Class R4		1.40%		1.46%
Growth Allocation Class R5		1.10%		1.16%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Vernon J. Meyer, CFA

Managing Director and Chief Investment Officer

Hartford Funds Management Company, LLC

Allison Z. Mortensen, CFA*

Managing Director and Head of Multi-Asset Solutions

Hartford Funds Management Company, LLC

* Effective December 1, 2015, Allison Mortensen joined Vernon J. Meyer as a portfolio manager of the Fund.

How did the Fund perform during the period?

The Class A shares of The Hartford Growth Allocation Fund returned -1.38%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming its custom benchmark**, 20% Bloomberg Barclays U.S. Aggregate Bond Index, 55% Russell 3000 Index and 25% MSCI All Country World ex USA Index, which returned 3.50% for the same period. Individually, the Bloomberg Barclays U.S. Aggregate Bond Index, the Russell 3000 Index and the MSCI All Country World ex USA Index returned 4.37%, 4.24%, and 0.72%, respectively, for the same period. The Fund also underperformed the average return of the Lipper Mixed-Asset Target Allocation Growth Funds category, a group of funds with equity weights of 60%-80%, which returned 2.01%.

Why did the Fund perform this way?

The main driver of performance relative to the custom benchmark over this period was the underperformance of many of the underlying funds relative to their individual benchmarks. In particular, the performance of The Hartford MidCap Fund, The Hartford International Opportunities Fund and The Hartford International Small

Company Fund had the largest negative effect on the Fund’s performance relative to the custom benchmark.

Another driver of Fund performance was the asset allocation among various asset classes. Contribution to performance from asset allocation decisions was mixed over the period. The Fund’s underweight to fixed income detracted from performance during the period. Within fixed income, the allocation to short duration bonds detracted as long duration bonds outperformed during the period. These effects were partially offset by the exposure to global sovereign bonds, which outperformed U.S. investment grade fixed income, as measured by the Bloomberg Barclays U.S. Aggregate Bond Index, during the period. The Fund’s overweight to midcap equities within domestic equity was also helpful.

The much anticipated policy divergence among central banks came to fruition as the U.S. Federal Reserve (Fed) tightened monetary policy in mid-December, while the European Central Bank (ECB) and the Bank of Japan (BOJ) both attempted to stimulate their economies by loosening monetary policy in their respective economic zones. As

** Effective December 1, 2015, the Fund’s equity benchmark changed from the MSCI All Country World Index to the Russell 3000 Index and the MSCI All Country World ex USA Index. The Growth Allocation Fund’s custom benchmark is calculated by Hartford Funds Management Company, LLC. The return represents this new custom benchmark for the entire twelve month period ended October 31, 2016.

30

The Hartford Growth Allocation Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

doubts increased over whether central bank accommodative policies would be effective, heightened geopolitical tensions, concerns around the strength of the Chinese economy and declining oil prices caused equity markets to sell off early in the year. However, as China instituted a stimulus package, oil prices stabilized and the Fed adjusted its guidance, risk markets retraced their losses from their mid-February lows. The Fed held off raising interest rates and pared back its forecasts for interest rate increases in 2016. In turn, U.S. interest rates decreased and the yield curve flattened. Long duration bonds did better than short duration bonds as yields fell.

While it had been one of the most beaten down sectors during the first three months of the period, emerging markets equities led the late period rally. Emerging markets’ currencies strengthened over the period, outpacing hard currencies as oil prices stabilized and the political backdrop improved.

The flight to quality that rattled the equity markets sent below investment grade credit yields over 9% in January 2016. High yield credit saw a swift recovery that persisted through most of the period. Despite the early slide, sub-investment grade credit, as measured by the Bloomberg Barclays High Yield Corporate Index, was one of the strongest performing sectors over the period. Investment grade spreads also recovered after widening early in the period and closed the period lower. The decline in U.S. Treasury rates that began early in the period continued through July, with the U.S. 10-year Treasury rate falling under 1.4% in July 2016. While rates did retrace some of the decline, they remained lower for the period. Overall fixed income posted positive returns through October, and investors were rewarded for exposure to interest rate risk and credit risk during the period. The Fund’s underweight to fixed income relative to the custom benchmark detracted from returns.

For the twelve month period ended October 31, 2016, domestic equities outperformed international developed market equities. Emerging market equities outperformed both U.S. and international developed market equities. The Fund’s slight tilt toward growth oriented equities detracted from performance as value oriented equities outperformed growth oriented equities in April after keeping pace throughout the period.

The Fund was repositioned in December following changes in portfolio management, strategy and benchmark effective December 1, 2015. As a result of these changes, exposures to global equity markets were reduced and exposures to U.S. equity markets were increased.

Derivatives were not used at the Fund level during the period but were used at the underlying fund level.

What is the outlook?

We still expect muted returns alongside increased volatility across asset classes, elevating the importance of allocation and diversification among expected risks. With domestic interest rates

rising and somewhat reduced liquidity in the fixed income markets, we believe caution is warranted across rate-sensitive asset classes. The risk of a steepening yield curve causes our outlook for long-term Treasuries to be less and less attractive on a risk-adjusted basis. Further, we believe diversification from fixed income is less reliable during periods of tight monetary policy. We think that those regions that still have some room to ease interest rates may become overvalued, but until then could offer some return. It is becoming less clear if the Fed’s monetary policy is data or market dependent, but either way, it would be surprising if the Fed delays a rate increase into 2017.

We believe that the combination of improving consumer demand, increased wage pressure, capacity constraints, a strong housing market and stabilizing energy prices increases the likelihood of inflation jumps. However, while we believe that break-even inflation rates look attractive, we are aware of the interest rate sensitivity of Treasury Inflation-Protection Securities (TIPS) on a total return basis in the TIPS markets. As we become closer and closer to a rise in U.S. interest rates, we recognize that this may also result in inflation, dependent on the Fed’s credibility and pace of tightening throughout 2017. As investors may be growing complacent in the long wait for a Fed move and begin to forecast “more of the same” there is some risk of a faster interest rate rise than the market currently predicts. While we do not believe this is the most likely outcome, we remain concerned that emerging market debt could suffer in the event of a U.S. interest rate move driven by an unexpected pickup in inflation. With comparatively low spreads, we believe that the risk/reward trade-off in high yield bonds remains poor, while investment grade credit is somewhat more attractive in our view.

Domestically, improving fundamentals allow us to remain optimistic and we expect earnings will help rein in what we view as stretched U.S. valuations. In Europe, while uncertainty around the United Kingdom’s (U.K.) planned exit from the European Union (E.U.) has abated with the appointment of a new prime minister and the Bank of England (BoE) lowering rates, we believe that the U.K.’s exit from the E.U. will put longer-term pressure and uncertainty on European equities, especially with the growing uncertainty caused by the possibility of other E.U. members following suit.

As of the end of the period, the Fund was overweight U.S. equities and underweight fixed income compared to the Fund’s custom benchmark. The Fund remains modestly overweight to equities relative to the Fund’s custom benchmark. In the U.S., we have a slight preference for small cap equities as we believe they are more shielded from export pressures in a strengthening dollar environment.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment

31

The Hartford Growth Allocation Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount invested in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign securities, emerging-market securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of October 31, 2016 (Unaudited)

Fund Name	Percentage of Net Assets
Alternative Funds		3.0	%
Domestic Equity Funds		59.0
International/Global Equity Funds		20.0
Multi-Strategy Funds		4.0
Taxable Fixed Income Funds		14.1
Other Assets & Liabilities		(0.1	)
Total		100.0	%

32

Hartford Moderate Allocation Fund inception 05/28/2004

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”)) Investment objective – The Fund seeks long-term capital appreciation and income.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		5 Years		10 Years
Moderate Allocation A1		0.14%		3.96%		3.24%
Moderate Allocation A2		-5.37%		2.80%		2.66%
Moderate Allocation B1		-0.83%		3.08%		2.58%	3
Moderate Allocation B2		-5.45%		2.74%		2.58%	3
Moderate Allocation C1		-0.70%		3.18%		2.47%
Moderate Allocation C2		-1.62%		3.18%		2.47%
Moderate Allocation I1		0.41%		4.27%		3.56%
Moderate Allocation R31		-0.22%		3.60%		2.88%
Moderate Allocation R41		0.03%		3.91%		3.21%
Moderate Allocation R51		0.38%		4.23%		3.51%
Bloomberg Barclays U.S. Aggregate Bond Index		4.37%		2.90%		4.64%
Russell 3000 Index		4.24%		13.35%		6.76%
MSCI All Country World ex USA Index		0.72%		4.11%		2.07%
Moderate Allocation Fund Blended Index		3.75%		7.42%		5.37%
Former Moderate Allocation Fund Blended Index		3.57%		6.19%		4.86%
MSCI All Country World Index		2.64%		8.62%		4.34%

¹  Without sales charge

²  With sales charge

³  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 12/22/06. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges), which had different operating expenses.

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period June 4, 2012 through November 30, 2015, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to June 4, 2012, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

33

Hartford Moderate Allocation Fund inception 05/28/2004

Effective December 1, 2015, the Fund’s equity benchmark changed from the MSCI All Country World Index to the Russell 3000 Index and the MSCI All Country World ex USA Index. HFMC believes the new benchmarks better reflect the Fund’s revised investment strategy.

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

Moderate Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 40% Bloomberg Barclays U.S. Aggregate Bond Index , 40% Russell 3000 Index and 20% MSCI All Country World ex USA Index. The Former Moderate Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 55% MSCI All Country World Index and 45% Bloomberg Barclays U.S. Aggregate Bond Index.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indexes have been rebranded as Bloomberg Barclays indexes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

34

Hartford Moderate Allocation Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Moderate Allocation Class A		1.32%		1.32%
Moderate Allocation Class B		2.15%		2.20%
Moderate Allocation Class C		2.06%		2.06%
Moderate Allocation Class I		1.01%		1.01%
Moderate Allocation Class R3		1.65%		1.66%
Moderate Allocation Class R4		1.35%		1.36%
Moderate Allocation Class R5		1.05%		1.06%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Vernon J. Meyer, CFA*

Managing Director and Chief Investment Officer

Hartford Funds Management Company, LLC

Allison Z. Mortensen, CFA*

Managing Director and Head of Multi-Asset Solutions

Hartford Funds Management Company, LLC

* Effective December 1, 2015, Vernon J. Meyer and Allison Mortensen replaced Richard P. Meagher and Wendy M. Cromwell as the portfolio managers of the Fund.

How did the Fund perform during the period?

The Class A shares of the Hartford Moderate Allocation Fund returned 0.14%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming its custom benchmark**, 40% Bloomberg Barclays U.S. Aggregate Bond Index, 40% Russell 3000 Index and 20% MSCI All Country World ex USA Index, which returned 3.75% for the same period. Individually, the Bloomberg Barclays U.S. Aggregate Bond Index, the Russell 3000 Index and the MSCI All Country World ex USA Index returned 4.37%, 4.24%, and 0.72%, respectively, for the same period. The Fund also underperformed the average return of the Lipper Mixed-Asset Target Allocation Moderate Funds category, a group of funds with equity weights of 40%-60%, which returned 2.91%.

Why did the Fund perform this way?

The main driver of performance relative to the custom benchmark over this period was the underperformance of many of the underlying funds relative to their individual benchmarks. In particular, the performance of the Hartford Core Equity Fund, The Hartford

International Small Company Fund and The Hartford MidCap Fund had the largest negative effect on the Fund’s performance relative to the custom benchmark.

Another driver of Fund performance was the asset allocation among various asset classes. Contribution to performance from asset allocation decisions was mixed over the period. The Fund’s underweight to fixed income detracted from performance during the period. Within fixed income, the allocation to short duration bonds detracted as long duration bonds outperformed during the period. These effects were partially offset by the slight overweight to U.S. equity, which outperformed international equities during the period. Within fixed income, the portfolio benefited from exposure to global sovereign bonds, which outperformed U.S. investment grade fixed income, as measured by the Bloomberg Barclays U.S. Aggregate Bond Index, during the period. The Fund’s overweight to midcap equities within domestic equity was also helpful.

The much anticipated policy divergence among central banks came to fruition as the U.S. Federal Reserve (Fed) tightened monetary

** Effective December 1, 2015, the Fund’s equity benchmark changed from the MSCI All Country World Index to the Russell 3000 Index and the MSCI All Country World ex USA Index. The Moderate Allocation Fund’s custom benchmark is calculated by Hartford Funds Management Company, LLC. The return represents this new custom benchmark for the entire twelve month period ended October 31, 2016.

35

Hartford Moderate Allocation Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

policy in mid-December 2015, while the European Central Bank (ECB) and the Bank of Japan (BOJ) both attempted to stimulate their economies by loosening monetary policy in their respective economic zones. As doubts increased over whether central bank accommodative policies would be effective, heightened geopolitical tensions, concerns around the strength of the Chinese economy and declining oil prices caused equity markets to sell off early in the year. However, as China instituted a stimulus package, oil prices stabilized and the Fed adjusted its guidance, risk markets retraced their losses from their mid-February lows. The Fed held off raising interest rates and pared back its forecasts for interest rate increases in 2016. In turn, U.S. interest rates decreased and the yield curve flattened. Long duration bonds did better than short duration bonds as yields fell.

While it had been one of the most beaten down sectors during the first three months of the period, emerging markets equities led the late period rally. Emerging markets’ currencies strengthened over the period, outpacing hard currencies as oil prices stabilized and the political backdrop improved.

The flight to quality that rattled the equity markets sent below investment grade credit yields over 9% in January 2016. High yield credit saw a swift recovery that persisted through most of the period. Despite the early slide, below-investment grade credit, as measured by the Bloomberg Barclays High Yield Corporate Index, was one of the strongest performing sectors over the period. Investment grade spreads also recovered after widening early in the period and closed the period lower. The decline in U.S. Treasury rates that began early in the period continued through July 2016, with the U.S. 10-year Treasury rate falling under 1.4% in July. While rates did retrace some of the decline, they remained lower for the period. Overall fixed income posted positive returns through October, and investors were rewarded for exposure to interest rate risk and credit risk during the period. The Fund’s underweight to fixed income relative to the custom benchmark detracted from returns.

For the twelve month period ended October 31, 2016, domestic equities outperformed international developed market equities. Emerging market equities outperformed both U.S. and international developed market equities. The Fund’s slight tilt toward growth oriented equities detracted from performance as value oriented equities outperformed growth oriented equities in April after keeping pace throughout the period.

The Fund was repositioned in December following changes in portfolio management, strategy and benchmark effective December 1, 2015. As a result of these changes, exposures to global equity markets were reduced and exposures to U.S. equity markets were increased.

Derivatives were not used at the Fund level during the period but were used at the underlying fund level.

What is the outlook?

We still expect muted returns alongside increased volatility across asset classes, elevating the importance of allocation and diversification among expected risks. With domestic interest rates rising and somewhat reduced liquidity in the fixed income markets, we believe caution is warranted across rate-sensitive asset classes. The risk of a steepening yield curve causes our outlook for long-term Treasuries to be less and less attractive on a risk-adjusted basis. Further, we think that diversification from fixed income is less reliable during periods of tight monetary policy. We believe those regions that still have some room to ease interest rates may become overvalued, but until then could offer some return. It is becoming less clear if the Fed’s monetary policy is data or market dependent, but either way, we think that it would be surprising if the Fed delays a rate increase into 2017.

We believe that the combination of improving consumer demand, increased wage pressure, capacity constraints, a strong housing market and stabilizing energy prices increases the likelihood of inflation jumps. However, while we think break-even inflation rates look attractive, we are aware of the interest rate sensitivity of Treasury Inflation-Protection Securities (TIPS) on a total return basis in the TIPS markets. As we become closer and closer to a rise in U.S. interest rates, we recognize that this may also result in inflation, dependent on the Fed’s credibility and pace of tightening throughout 2017. As investors may be growing complacent in the long wait for a Fed move and begin to forecast “more of the same”, we think there is some risk of a faster interest rate rise than the market currently predicts. While we do not believe this is the most likely outcome, we remain concerned that emerging market debt could suffer in the event of a U.S. interest rate move driven by an unexpected pickup in inflation. With comparatively low spreads, we believe that the risk/reward trade-off in high yield bonds remains poor, while investment grade credit is somewhat more attractive, in our view.

Domestically, improving fundamentals allow us to remain optimistic and we expect earnings will help rein in what we view as stretched U.S. valuations. In Europe, while uncertainty around the United Kingdom’s (U.K.) planned exit from the European Union (E.U.) has abated with the appointment of a new prime minister and the Bank of England (BoE) lowering rates, we believe that the U.K.’s exit from the E.U. will put longer-term pressure and uncertainty on European equities, especially with the growing uncertainty caused by the possibility of other E.U. members following suit.

As of the end of the period, the Fund was overweight U.S. equities and underweight fixed income compared to the Fund’s custom benchmark. The Fund remains modestly overweight to equities relative to the Fund’s custom benchmark. In the U.S., we have a slight preference for small cap equities as we believe they are more shielded from export pressures in a strengthening dollar environment.

36

Hartford Moderate Allocation Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount it invests in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign securities, emerging-market securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of October 31, 2016 (Unaudited)

Fund Name	Percentage of Net Assets
Alternative Funds		4.0	%
Domestic Equity Funds		43.9
International/Global Equity Funds		16.0
Multi-Strategy Funds		5.0
Taxable Fixed Income Funds		31.3
Other Assets & Liabilities		(0.2	)
Total		100.0	%

37

Hartford Multi-Asset Income Fund inception 04/30/2014

(sub-advised by Wellington Management Company LLP) Investment objective – The Fund seeks to provide a high level of current income consistent with growth of capital.

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

Average Annual Total Returns (as of 10/31/16)

	1 Year		Since Inception1
Multi-Asset Income A2		4.31%		0.57%
Multi-Asset Income A3		-0.38%		-1.27%
Multi-Asset Income C2		3.49%		-0.19%
Multi-Asset Income C3		2.50%		-0.19%
Multi-Asset Income I2		4.46%		0.82%
Multi-Asset Income R32		3.87%		0.24%
Multi-Asset Income R42		4.19%		0.55%
Multi-Asset Income R52		4.40%		0.75%
Multi-Asset Income Y2		4.55%		0.87%
MSCI All Country World Index		2.64%		2.30%
Bank of America Merrill Lynch Global High Yield Constrained Index		9.33%		2.01%
Credit Suisse Leveraged Loan Index		6.30%		3.28%
JP Morgan Emerging Markets Bond Index Plus		11.59%		6.24%
Multi-Asset Income Fund Blended Index		7.20%		3.47%

¹  Inception: 04/30/2014

²  Without sales charge

³  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on October 31, 2016, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Index captures large and mid cap representation across 23 developed markets and 23 emerging markets countries.

Bank of America Merrill Lynch Global High Yield Constrained Index tracks the performance of below investment grade bonds of corporate issuers domiciled in countries with an investment grade foreign currency long-term debt rating (based on a composite of Moody’s Investors Service, Inc. and Standard and Poor’s Ratings Services). The index is weighted by outstanding issuance, but constrained such that the percentage of any one issuer may not represent more than 2% of the Index.

Credit Suisse Leveraged Loan Index is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

JP Morgan Emerging Markets Bond Index Plus is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets. It includes U.S. dollar denominated Brady bonds, Eurobonds, and traded loans issued by sovereign entities. Only issues with a current face amount outstanding of $500 million or more and a remaining life of greater than 2.5 years are eligible for inclusion.

Multi-Asset Income Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 30% MSCI All Country World Index, 23.4% Bank of America Merrill Lynch Global High Yield Constrained Index, 23.3% Credit Suisse Leveraged Loan Index and 23.3% JP Morgan Emerging Markets Bond Index Plus.

38

Hartford Multi-Asset Income Fund inception 04/30/2014

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

39

Hartford Multi-Asset Income Fund

Manager Discussion and Analysis

October 31, 2016 (Unaudited)

Operating Expenses*

	Net		Gross
Multi-Asset Income Class A		1.16%		1.26%
Multi-Asset Income Class C		1.91%		1.98%
Multi-Asset Income Class I		0.91%		0.96%
Multi-Asset Income Class R3		1.46%		1.64%
Multi-Asset Income Class R4		1.16%		1.34%
Multi-Asset Income Class R5		0.97%		1.04%
Multi-Asset Income Class Y		0.87%		0.94%

* Actual expenses may be higher or lower. Expense ratios are as shown in the most recent prospectus. Net expenses reflect contractual expense reimbursements in instances when these reductions reduce the Fund’s gross expenses. Contractual reimbursements remain in effect until February 28, 2017 and automatically renew for one-year terms unless terminated. Expenses shown include acquired fund fees and expenses. Please see accompanying Financial Highlights for expense ratios for the year ended October 31, 2016.

All investments are subject to risk including the possible loss of principal. For a discussion of the Fund’s risks, please see the “A Word about Risk” section in the “Manager Discussion” section of this report. For more detailed information on the risks associated with an investment in the Fund, please see the prospectus.

Portfolio Managers

Lutz-Peter Wilke

Vice President and Multi-Asset Portfolio Manager

Wellington Management Company LLP

Richard P. Meagher, CFA

Managing Director, Multi-Asset Strategist and Portfolio Manager

Wellington Management Company LLP

David J. Elliott, CFA

Senior Managing Director, Co-Director of Quantitative Investments, Director of Quantitative Portfolio Management and Portfolio Manager

Wellington Management Company LLP

Campe Goodman, CFA

Senior Managing Director and Fixed Income Portfolio Manager

Wellington Management Company LLP

How did the Fund perform during the period?

The Class A shares of the Hartford Multi-Asset Income Fund returned 4.31%, before sales charge, for the twelve-month period ended October 31, 2016, underperforming the Fund’s custom benchmark (30% MSCI All Country World Index/23% Bank of America Merrill Lynch Global High Yield Constrained Index/23% JP Morgan Emerging Markets Bond Index Plus/23% Credit Suisse Leveraged Loan Index), which returned 7.20% for the same period. The Fund outperformed the 2.47% average return of the Lipper Flexible Portfolio Funds category, a group of funds that allocate their investments across various asset classes, including domestic common stocks, bonds, and money market instruments with a focus on total return. For the same period, the MSCI All Country World Index returned 2.64%, the Bank of America Merrill Lynch Global High Yield Constrained Index returned 9.33%, the JP Morgan Emerging Markets Bond Index Plus returned 11.59%, and the Credit Suisse Leveraged Loan Index returned 6.30%.

Why did the Fund perform this way?

The period was marked by divergences in monetary policy and volatility in the market. At the end of 2015, the U.S. Federal Reserve (Fed) increased interest rates, and then 2016 got off to a volatile start as Chinese equities markets plunged in early January, sparking a global flight to quality environment. Extended monetary policy accommodation by major central banks eventually prompted a recovery in risk assets, leading to a rebound in energy prices and equities, particularly commodity-related ones. After a lengthy and, at times, acrimonious campaign, the British electorate voted to leave the E.U. (Brexit) in June 2016. Expectations for continued accommodative monetary policy from central banks around the globe helped to support risk assets through the third quarter. During the period, U.S. equities outperformed non-U.S. equities, as measured by the S&P 500 Index and MSCI EAFE Index, respectively, and emerging market equities outperformed their developed market

40

Hartford Multi-Asset Income Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

counterparts, as measured by the MSCI Emerging Markets Index and MSCI World Index, respectively.

Over the period, global fixed income markets were influenced by global economic growth concerns, central bank monetary policy expectations, and energy prices. Developed markets’ government bond prices largely gained over the period, as global uncertainties kept central banks in easing mode. In the U.S., the yield curve flattened; front-end yields, which were heavily influenced by Fed monetary policy expectations, rose, while intermediate- and long-term yields declined. The U.S. dollar ended mixed against a broad basket of currencies over the period. The Japanese yen was the major gainer among G10 currencies while the British pound depreciated sharply in the aftermath of the Brexit vote. Most commodity-linked currencies, such as the Australian dollar (AUD) and the Norwegian krone (NOK) and emerging markets-linked currencies such as the Brazilian real (BRL) also appreciated following stabilization in oil prices and China’s growth trajectory.

Absolute returns in the major fixed income credit risk sectors were positive during the twelve-month period, aided by the decline in government bond yields. On an excess return basis, most credit risk sectors, including high yield, emerging markets debt, and investment grade corporates posted positive returns over the twelve-month period, as credit spreads tightened over the period. However, this masked considerable volatility in credit risk sector returns within the period, including a drawdown in many credit risk sectors in the first part of 2016 and immediately following the Brexit referendum.

The key detractor from the Fund’s performance relative to the custom benchmark over the period was the Fund’s risk management hedging activities. This reflected market hedging activities to reduce overall portfolio risk following the Brexit vote, as well as foreign exchange (FX) hedging activities. The Fund’s market neutral equity strategy, a strategy that aims to neutralize market risk by combining long and short positions, which helps diversify core income exposure as well as the Fund’s European equity exposure, also detracted from relative performance. Within the Fund’s fixed income allocation, an underweight to Emerging Markets Debt was a detractor. An allocation to master limited partnerships (MLPs) was another area of weakness in the Fund, as energy prices fell over the period, despite a rebound in the second and third quarters of 2016, as the sector did not recover all of its losses.

The Fund’s underweight allocation to equities was positive for performance relative to the custom benchmark, as equities lagged behind credit during this period. The Fund’s low volatility, high dividend equities strategy also performed well over this period, beating the equity portion of the Fund’s custom benchmark, the MSCI All Country World Index; in particular, security selection in Financials and Healthcare drove benchmark-relative outperformance. The Fund’s allocation to equity-linked notes (ELNs), which is an important source of income for the portfolio, was also additive to performance.

In addition to using derivatives for managing the Fund’s currency exposures, we tactically managed exposures to high yield credit, investment grade credit and commercial mortgage backed securities through credit default swap index exposure. Additionally, we utilized derivatives in the Fund to tactically manage duration. Over the period, these tactical market and FX hedging activities detracted from relative performance.

What is the outlook?

We believe fundamentals have improved modestly with two major market fears, Brexit and China’s slowing economic growth, having abated somewhat over the summer. However, political risks remain acute, with a full calendar of upcoming elections in Europe. Following strong performance of equities and credit this year we believe some degree of market hedging remains prudent, particularly given the prospect of monetary tightening from the Fed. At the end of the period, we continued to invest a portion of the Fund in securities that we believe exhibited low volatility... At the end of the period, the Fund’s allocation between fixed income and equities was close to its strategic allocation of 70% in fixed income credit and 30% in global equities, with a bias towards the U.S. over Europe. Any increase in volatility may provide a favorable backdrop in seeking to generate income from option strategies, as well as for implementing diversifying market neutral ideas. The Fund’s income objective is also supported by the Fund’s exposure to high yield credit, ELNs, Bank Loans, MLPs and emerging market debt.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign

41

Hartford Multi-Asset Income Fund

Manager Discussion and Analysis – (continued)

October 31, 2016 (Unaudited)

countries and regions. These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. Investing in an exchange-traded fund (“ETF”) exposes the Fund to all of the risks of that ETF and, in general, subjects the Fund to a pro rata portion of the ETF’s fees and expenses. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of October 31, 2016

Category	Percentage of Net Assets
Equity Securities
Common Stocks		24.5	%
Exchange Traded Funds		4.8
Total		29.3	%
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		4.9	%
Convertible Bonds		0.0
Corporate Bonds		24.6
Equity Linked Securities		7.7
Foreign Government Obligations		4.2
Municipal Bonds		0.3
Senior Floating Rate Interests		17.1
U.S. Government Agencies		5.0
U.S. Government Securities		3.7
Total		66.5	%
Short-Term Investments		5.1
Purchased Options		0.1
Other Assets & Liabilities		(2.0	)
Total		100.0	%

42

Multi-Strategy Funds

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of May 1, 2016 through October 31, 2016.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 184/366 (to reflect the one-half year period).

The Hartford Balanced Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,009.30	$	5.76	$	1,000.00	$	1,019.41	$	5.79		1.14	%		184		366
Class B	$	1,000.00	$	1,005.00	$	10.23	$	1,000.00	$	1,014.93	$	10.28		2.03	%		184		366
Class C	$	1,000.00	$	1,006.30	$	9.28	$	1,000.00	$	1,015.89	$	9.32		1.84	%		184		366
Class I	$	1,000.00	$	1,011.00	$	4.30	$	1,000.00	$	1,020.86	$	4.32		0.85	%		184		366
Class R3	$	1,000.00	$	1,008.30	$	7.12	$	1,000.00	$	1,018.05	$	7.15		1.41	%		184		366
Class R4	$	1,000.00	$	1,009.80	$	5.56	$	1,000.00	$	1,019.61	$	5.58		1.10	%		184		366
Class R5	$	1,000.00	$	1,011.30	$	4.10	$	1,000.00	$	1,021.06	$	4.12		0.81	%		184		366
Class Y	$	1,000.00	$	1,011.60	$	3.74	$	1,000.00	$	1,021.42	$	3.76		0.74	%		184		366

43

Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

The Hartford Balanced Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October 31, 2016		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,036.90	$	4.81	$	1,000.00	$	1,020.41	$	4.77		0.94	%		184		366
Class B	$	1,000.00	$	1,036.40	$	5.07	$	1,000.00	$	1,020.16	$	5.03		0.99	%		184		366
Class C	$	1,000.00	$	1,033.00	$	8.59	$	1,000.00	$	1,016.69	$	8.52		1.68	%		184		366
Class I	$	1,000.00	$	1,038.20	$	3.59	$	1,000.00	$	1,021.62	$	3.56		0.70	%		184		366
Class R3	$	1,000.00	$	1,035.20	$	6.34	$	1,000.00	$	1,018.90	$	6.29		1.24	%		184		366
Class R4	$	1,000.00	$	1,036.80	$	4.81	$	1,000.00	$	1,020.41	$	4.77		0.94	%		184		366
Class R5	$	1,000.00	$	1,038.00	$	3.53	$	1,000.00	$	1,021.67	$	3.51		0.69	%		184		366
Class R6	$	1,000.00	$	1,039.00	$	3.13	$	1,000.00	$	1,022.07	$	3.10		0.61	%		184		366
Class Y	$	1,000.00	$	1,038.20	$	3.13	$	1,000.00	$	1,022.07	$	3.10		0.61	%		184		366

The Hartford Checks and Balances Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,025.70	$	2.04	$	1,000.00	$	1,023.13	$	2.03		0.40	%		184		366
Class B	$	1,000.00	$	1,021.70	$	5.95	$	1,000.00	$	1,019.26	$	5.94		1.17	%		184		366
Class C	$	1,000.00	$	1,020.90	$	5.84	$	1,000.00	$	1,019.36	$	5.84		1.15	%		184		366
Class I	$	1,000.00	$	1,025.70	$	0.97	$	1,000.00	$	1,024.18	$	0.97		0.19	%		184		366
Class R3	$	1,000.00	$	1,022.90	$	3.86	$	1,000.00	$	1,021.32	$	3.86		0.76	%		184		366
Class R4	$	1,000.00	$	1,024.40	$	2.34	$	1,000.00	$	1,022.82	$	2.34		0.46	%		184		366
Class R5	$	1,000.00	$	1,026.90	$	0.76	$	1,000.00	$	1,024.38	$	0.76		0.15	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford Conservative Allocation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,020.80	$	2.74	$	1,000.00	$	1,022.42	$	2.75		0.54	%		184		366
Class B	$	1,000.00	$	1,015.80	$	6.54	$	1,000.00	$	1,018.65	$	6.55		1.29	%		184		366
Class C	$	1,000.00	$	1,015.80	$	6.54	$	1,000.00	$	1,018.65	$	6.55		1.29	%		184		366
Class I	$	1,000.00	$	1,020.80	$	1.32	$	1,000.00	$	1,023.83	$	1.32		0.26	%		184		366
Class R3	$	1,000.00	$	1,018.70	$	4.01	$	1,000.00	$	1,021.17	$	4.01		0.79	%		184		366
Class R4	$	1,000.00	$	1,020.80	$	2.49	$	1,000.00	$	1,022.67	$	2.49		0.49	%		184		366
Class R5	$	1,000.00	$	1,021.80	$	0.97	$	1,000.00	$	1,024.18	$	0.97		0.19	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

44

Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

The Hartford Global All-Asset Fund (consolidated)

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,032.40	$	6.44	$	1,000.00	$	1,018.80	$	6.39		1.26	%		184		366
Class C	$	1,000.00	$	1,028.90	$	10.25	$	1,000.00	$	1,015.03	$	10.18		2.01	%		184		366
Class I	$	1,000.00	$	1,034.20	$	5.11	$	1,000.00	$	1,020.11	$	5.08		1.00	%		184		366
Class R3	$	1,000.00	$	1,031.40	$	7.71	$	1,000.00	$	1,017.55	$	7.66		1.51	%		184		366
Class R4	$	1,000.00	$	1,034.00	$	6.19	$	1,000.00	$	1,019.05	$	6.14		1.21	%		184		366
Class R5	$	1,000.00	$	1,035.40	$	4.40	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class Y	$	1,000.00	$	1,035.20	$	4.66	$	1,000.00	$	1,020.56	$	4.62		0.91	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

The Hartford Growth Allocation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,018.70	$	2.84	$	1,000.00	$	1,022.32	$	2.85		0.56	%		184		366
Class B	$	1,000.00	$	1,013.80	$	7.44	$	1,000.00	$	1,017.75	$	7.46		1.47	%		184		366
Class C	$	1,000.00	$	1,015.00	$	6.58	$	1,000.00	$	1,018.60	$	6.60		1.30	%		184		366
Class I	$	1,000.00	$	1,020.80	$	1.37	$	1,000.00	$	1,023.78	$	1.37		0.27	%		184		366
Class R3	$	1,000.00	$	1,017.10	$	4.46	$	1,000.00	$	1,020.71	$	4.47		0.88	%		184		366
Class R4	$	1,000.00	$	1,018.80	$	2.94	$	1,000.00	$	1,022.22	$	2.95		0.58	%		184		366
Class R5	$	1,000.00	$	1,020.70	$	1.37	$	1,000.00	$	1,023.78	$	1.37		0.27	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

Hartford Moderate Allocation Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,019.60	$	2.74	$	1,000.00	$	1,022.42	$	2.75		0.54	%		184		366
Class B	$	1,000.00	$	1,015.20	$	7.40	$	1,000.00	$	1,017.80	$	7.41		1.46	%		184		366
Class C	$	1,000.00	$	1,015.20	$	6.43	$	1,000.00	$	1,018.75	$	6.44		1.27	%		184		366
Class I	$	1,000.00	$	1,021.50	$	1.22	$	1,000.00	$	1,023.93	$	1.22		0.24	%		184		366
Class R3	$	1,000.00	$	1,018.00	$	4.46	$	1,000.00	$	1,020.71	$	4.47		0.88	%		184		366
Class R4	$	1,000.00	$	1,018.70	$	2.94	$	1,000.00	$	1,022.22	$	2.95		0.58	%		184		366
Class R5	$	1,000.00	$	1,020.50	$	1.42	$	1,000.00	$	1,023.73	$	1.42		0.28	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

45

Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

Hartford Multi-Asset Income Fund

	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Beginning Account Value May 1, 2016		Ending Account Value October 31, 2016		Expenses paid during the period May 1, 2016 through October  31, 2016		Annualized expense ratio(1)			Days in the current 1/2 year		Days in the full year
Class A	$	1,000.00	$	1,047.90	$	5.41	$	1,000.00	$	1,019.86	$	5.33		1.05	%		184		366
Class C	$	1,000.00	$	1,043.60	$	9.35	$	1,000.00	$	1,015.99	$	9.22		1.82	%		184		366
Class I	$	1,000.00	$	1,048.00	$	4.43	$	1,000.00	$	1,020.81	$	4.37		0.86	%		184		366
Class R3	$	1,000.00	$	1,045.00	$	7.04	$	1,000.00	$	1,018.25	$	6.95		1.37	%		184		366
Class R4	$	1,000.00	$	1,046.70	$	5.50	$	1,000.00	$	1,019.76	$	5.43		1.07	%		184		366
Class R5	$	1,000.00	$	1,047.80	$	4.53	$	1,000.00	$	1,020.71	$	4.47		0.88	%		184		366
Class Y	$	1,000.00	$	1,048.50	$	4.02	$	1,000.00	$	1,021.22	$	3.96		0.78	%		184		366

⁽¹⁾  Ratios do not include acquired fund fees and expenses.

46

The Hartford Balanced Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 66.0%
		Banks - 5.4%
	203,700	Citigroup, Inc.	$	10,011,855
	186,430	JP Morgan Chase & Co.		12,912,142
	90,460	PNC Financial Services Group, Inc.		8,647,976
	261,120	Wells Fargo & Co.		12,014,131
			43,586,104
		Capital Goods - 5.2%
	72,130	3M Co.		11,923,089
	138,821	Eaton Corp. plc		8,852,615
	137,130	Fortune Brands Home & Security, Inc.		7,491,412
	115,190	Ingersoll-Rand plc		7,751,135
	56,400	United Technologies Corp.		5,764,080
			41,782,331
		Commercial & Professional Services - 0.6%
	114,900	Nielsen Holdings plc		5,172,798
		Consumer Durables & Apparel - 1.8%
	114,970	NIKE, Inc. Class B		5,769,195
	218,700	PulteGroup, Inc.		4,067,820
	42,430	PVH Corp.		4,539,161
			14,376,176
		Consumer Services - 1.2%
	200,710	Hilton Worldwide Holdings, Inc.		4,536,046
	127,920	Norwegian Cruise Line Holdings Ltd.*		4,972,250
			9,508,296
		Diversified Financials - 2.2%
	16,800	BlackRock, Inc.		5,732,832
	244,280	Invesco Ltd.		6,861,825
	138,540	Thomson Reuters Corp.		5,459,862
			18,054,519
		Energy - 4.9%
	63,490	Anadarko Petroleum Corp.		3,773,846
	71,720	Chevron Corp.		7,512,670
	65,260	EOG Resources, Inc.		5,900,809
	104,770	Exxon Mobil Corp.		8,729,436
	131,250	Halliburton Co.		6,037,500
	219,140	Marathon Oil Corp.		2,888,265
	65,260	Occidental Petroleum Corp.		4,758,107
			39,600,633
		Food & Staples Retailing - 1.1%
	110,500	CVS Health Corp.		9,293,050
		Food, Beverage & Tobacco - 4.2%
	40,130	Anheuser-Busch InBev N.V. ADR		4,634,614
	119,763	British American Tobacco plc		6,863,969
	90,360	Kraft Heinz Co.		8,037,522
	170,130	Mondelez International, Inc. Class A		7,645,642
	68,570	Philip Morris International, Inc.		6,612,891
			33,794,638
		Health Care Equipment & Services - 3.8%
	79,440	Baxter International, Inc.		3,780,549
	184,892	Medtronic plc		15,164,842
	82,190	UnitedHealth Group, Inc.		11,615,913
			30,561,304
		Household & Personal Products - 0.7%
	63,070	Estee Lauder Cos., Inc. Class A		5,495,289

Shares or Principal Amount			Market Value†
COMMON STOCKS - 66.0% - (continued)
		Insurance - 2.8%
	131,770	American International Group, Inc.	$	8,130,209
	161,200	Marsh & McLennan Cos., Inc.		10,218,468
	129,973	Unum Group		4,601,044
				22,949,721
		Materials - 1.4%
	147,300	Dow Chemical Co.		7,926,213
	83,830	International Paper Co.		3,774,865
				11,701,078
		Media - 1.9%
	141,520	CBS Corp. Class B		8,012,863
	114,720	Comcast Corp. Class A		7,091,990
				15,104,853
		Pharmaceuticals, Biotechnology & Life Sciences - 8.4%
	40,010	Allergan plc*		8,359,689
	54,000	Amgen, Inc.		7,622,640
	229,590	AstraZeneca plc ADR		6,501,989
	191,400	Bristol-Myers Squibb Co.		9,744,174
	66,230	Eisai Co., Ltd.		4,220,686
	255,420	Merck & Co., Inc.		14,998,262
	29,904	Roche Holding AG		6,868,397
	75,358	UCB S.A.		5,099,596
	57,750	Vertex Pharmaceuticals, Inc.*		4,380,915
				67,796,348
		Retailing - 2.2%
	2,006,600	Allstar Co.*(1)(2)(3)		2,006,600
	81,030	Home Depot, Inc.		9,886,470
	220,230	Liberty Interactive Corp. QVC Group Class A*		4,072,053
	32,392	Tory Burch LLC*(1)(2)(3)		1,577,477
				17,542,600
		Semiconductors & Semiconductor Equipment - 4.0%
	123,170	Analog Devices, Inc.		7,895,197
	341,000	Intel Corp.		11,890,670
	166,900	Maxim Integrated Products, Inc.		6,614,247
	84,420	QUALCOMM, Inc.		5,801,342
				32,201,456
		Software & Services - 6.2%
	21,427	Alphabet, Inc. Class C*		16,810,339
	114,560	Cognizant Technology Solutions Corp. Class A*		5,882,656
	222,890	Genpact Ltd.*		5,124,241
	371,650	Microsoft Corp.		22,269,268
				50,086,504
		Technology Hardware & Equipment - 5.2%
	212,800	Apple, Inc.		24,161,312
	573,950	Cisco Systems, Inc.		17,608,786
				41,770,098
		Telecommunication Services - 0.4%
	69,459	Verizon Communications, Inc.		3,340,978
		Transportation - 0.7%
	68,750	Union Pacific Corp.		6,062,375
		Utilities - 1.7%
	104,670	NextEra Energy, Inc.		13,397,760
		Total Common Stocks (cost $432,365,637)	$	533,178,909

The accompanying notes are an integral part of these financial statements.

47

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.5%
			Asset-Backed - Automobile - 0.7%
			AmeriCredit Automobile Receivables Trust
	$	158,846	1.79%, 03/08/2019	$	159,092
		130,000	2.72%, 09/09/2019		131,216
		200,000	Capital Auto Receivables Asset Trust 2.06%, 10/22/2018		200,698
		680,000	Chesapeake Funding II LLC 1.54%, 06/15/2028(2)(4)		684,648
		217,778	Chesapeake Funding LLC 1.03%, 02/07/2027(2)(4)		217,476
			Chrysler Capital Auto Receivables Trust
		170,000	1.78%, 06/17/2019(2)		170,727
		280,000	1.83%, 03/15/2019(2)		281,098
		181,424	Drive Auto Receivables Trust 2.12%, 06/17/2019(2)		182,012
		119,706	Exeter Automobile Receivables Trust 1.54%, 11/15/2019(2)		119,582
			First Investors Auto Owner Trust
		349,072	1.67%, 11/16/2020(2)		349,497
		294,000	2.26%, 01/15/2020(2)		295,103
		115,000	2.39%, 11/16/2020(2)		115,711
		130,000	Ford Credit Auto Owner Trust 1.36%, 10/15/2018		130,144
		100,000	Hyundai Automotive Receivables Trust 2.48%, 03/15/2019		101,518
		120,000	Prestige Automotive Receivables Trust 1.91%, 04/15/2020(2)		120,500
			Santander Drive Auto Receivables Trust
		365,000	1.97%, 11/15/2019		366,056
		674,695	2.25%, 06/17/2019		677,382
		85,000	2.33%, 11/15/2019		85,625
		636,000	2.36%, 04/15/2020		639,457
		140,000	2.57%, 03/15/2019		141,433
		540,000	Securitized Term Auto Receivables Trust 1.52%, 03/25/2020(1)(2)		540,000
			Westlake Automobile Receivables Trust
		210,000	1.57%, 06/17/2019(2)		210,376
		320,000	1.83%, 01/15/2021(2)		320,803
					6,240,154
			Asset-Backed - Credit Card - 0.4%
		800,000	CARDS II Trust 1.24%, 07/15/2021(2)(4)		802,890
		950,000	Evergreen Credit Card Trust 1.26%, 04/15/2020(2)(4)		954,918
		1,285,000	Trillium Credit Card Trust II 1.25%, 05/26/2021(2)(4)		1,289,508
					3,047,316
			Asset-Backed - Finance & Insurance - 0.5%
			Ally Master Owner Trust
		900,000	1.54%, 09/15/2019		902,846
		975,000	1.60%, 10/15/2019		978,172
		100,000	Ford Credit Floorplan Master Owner Trust 2.09%, 03/15/2022(2)		100,985
			MMAF Equipment Finance LLC
		395,000	1.39%, 12/17/2018(2)		395,306
		295,000	2.21%, 12/15/2032(2)		298,027
			OneMain Financial Issuance Trust
		120,000	3.66%, 02/20/2029(2)		122,676
		240,000	4.10%, 03/20/2028(2)		246,382

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.5% - (continued)
			Asset-Backed - Finance & Insurance - 0.5% - (continued)
	$	310,000	SBA Tower Trust 2.90%, 10/15/2044(2)(5)	$	315,307
			Springleaf Funding Trust
		385,000	3.16%, 11/15/2024(2)		388,802
		170,000	3.48%, 05/15/2028(2)		171,569
					3,920,072
			Commercial Mortgage - Backed Securities - 0.8%
		95,000	Citigroup Commercial Mortgage Trust 3.82%, 11/10/2048		103,019
		525,000	Commercial Mortgage Trust 3.18%, 02/10/2048		547,075
			CSAIL Commercial Mortgage Trust
		950,000	3.50%, 06/15/2057		1,009,449
		1,000,000	3.51%, 04/15/2050		1,062,660
		287,186	Hilton USA Trust 2.66%, 11/05/2030(2)		287,291
			JP Morgan Chase Commercial Mortgage Securities Trust
		210,000	3.91%, 01/15/2049		230,074
		356,755	5.72%, 02/12/2049(4)		360,836
		156,400	LB-UBS Commercial Mortgage Trust 6.11%, 04/15/2041(4)		163,172
		636,181	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.74%, 06/12/2050(4)		644,150
		900,000	Morgan Stanley Bank of America Merrill Lynch Trust 3.31%, 04/15/2048		941,601
		540,000	SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(2)(4)		553,237
		530,000	SG Commercial Mortgage Securities Trust 3.06%, 10/10/2048		536,534
					6,439,098
			Whole Loan Collateral CMO - 0.1%
		179,215	Mill City Mortgage Loan Trust 2.50%, 04/25/2057(2)(4)		180,591
		419,118	Towd Point Mortgage Trust 2.25%, 08/25/2055(2)(4)		419,747
		90,000	Wells Fargo Commercial Mortgage Trust 3.84%, 09/15/2058		97,675
					698,013
			Total Asset & Commercial Mortgage Backed Securities (cost $20,293,855)	$	20,344,653
CORPORATE BONDS - 16.1%
			Advertising - 0.0%
	$	310,000	Omnicom Group, Inc. 3.60%, 04/15/2026	$	322,033
			Aerospace/Defense - 0.2%
		600,000	BAE Systems Holdings, Inc. 3.85%, 12/15/2025(2)		635,581
			Lockheed Martin Corp.
		115,000	2.50%, 11/23/2020		117,977
		400,000	4.07%, 12/15/2042		413,071
		140,000	4.50%, 05/15/2036		156,774
		155,000	4.70%, 05/15/2046		175,782

The accompanying notes are an integral part of these financial statements.

48

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Aerospace/Defense - 0.2% - (continued)
	$	135,000	4.85%, 09/15/2041	$	154,845
		65,000	United Technologies Corp. 3.10%, 06/01/2022		68,735
					1,722,765
			Agriculture - 0.4%
			Altria Group, Inc.
		140,000	4.50%, 05/02/2043		151,420
		420,000	4.75%, 05/05/2021		468,569
			BAT International Finance plc
		160,000	2.75%, 06/15/2020(2)		163,963
		565,000	3.25%, 06/07/2022(2)		590,847
		65,000	3.50%, 06/15/2022(2)		68,633
		375,000	Cargill, Inc. 4.76%, 11/23/2045(2)		425,948
		975,000	Imperial Brands Finance plc 3.75%, 07/21/2022(2)		1,028,594
			Philip Morris International, Inc.
		300,000	2.63%, 03/06/2023		305,372
		80,000	4.88%, 11/15/2043		90,677
					3,294,023
			Airlines - 0.2%
		569,609	Continental Airlines, Inc. 5.98%, 10/19/2023		642,234
			Southwest Airlines Co.
		400,000	5.75%, 12/15/2016		402,107
		465,069	6.15%, 02/01/2024		524,365
					1,568,706
			Auto Manufacturers - 0.4%
			Ford Motor Credit Co. LLC
		1,165,000	2.38%, 03/12/2019		1,174,994
		465,000	3.16%, 08/04/2020		476,724
			General Motors Financial Co., Inc.
		400,000	3.70%, 05/09/2023		405,232
		765,000	4.20%, 03/01/2021		804,810
		700,000	Nissan Motor Acceptance Corp. 1.80%, 03/15/2018(2)		702,661
					3,564,421
			Beverages - 0.5%
			Anheuser-Busch InBev Finance, Inc.
		900,000	3.30%, 02/01/2023		939,322
		570,000	3.65%, 02/01/2026		599,789
		655,000	4.70%, 02/01/2036		726,092
		270,000	4.90%, 02/01/2046		308,755
			Anheuser-Busch InBev Worldwide, Inc.
		115,000	3.75%, 07/15/2042		112,547
		610,000	7.75%, 01/15/2019		689,605
			Coca-Cola Femsa S.A.B. de C.V.
		222,000	2.38%, 11/26/2018		225,876
		250,000	3.88%, 11/26/2023		264,932
			Heineken N.V.
		140,000	2.75%, 04/01/2023(2)		142,289
		10,000	4.00%, 10/01/2042(2)		9,871
			Molson Coors Brewing Co.
		180,000	3.50%, 05/01/2022		191,730
		40,000	5.00%, 05/01/2042		44,913
					4,255,721

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Biotechnology - 0.2%
	$	320,000	Biogen, Inc. 2.90%, 09/15/2020	$	330,010
			Celgene Corp.
		55,000	2.25%, 05/15/2019		55,614
		180,000	3.55%, 08/15/2022		189,495
		375,000	3.63%, 05/15/2024		386,425
			Gilead Sciences, Inc.
		120,000	2.55%, 09/01/2020		122,984
		195,000	3.70%, 04/01/2024		206,236
				1,290,764
			Chemicals - 0.2%
		800,000	Agrium, Inc. 3.15%, 10/01/2022		820,339
		565,000	CF Industries, Inc. 7.13%, 05/01/2020		624,717
		375,000	LyondellBasell Industries N.V. 4.63%, 02/26/2055		355,320
		65,000	Monsanto Co. 4.70%, 07/15/2064		61,219
					1,861,595
			Commercial Banks - 4.0%
		1,200,000	American Express Centurion Bank 6.00%, 09/13/2017		1,247,927
			Bank of America Corp.
		740,000	2.63%, 10/19/2020		752,382
		750,000	4.20%, 08/26/2024		783,734
		560,000	5.00%, 05/13/2021		620,841
		1,200,000	5.42%, 03/15/2017		1,218,076
		300,000	6.40%, 08/28/2017		312,048
			Bank of New York Mellon Corp.
		440,000	2.15%, 02/24/2020		445,144
		200,000	3.00%, 02/24/2025		206,274
		700,000	Banque Federative du Credit Mutuel S.A. 2.75%, 10/15/2020(2)		718,544
		150,000	Barclays Bank plc 6.05%, 12/04/2017(2)		156,243
		815,000	Barclays plc 3.20%, 08/10/2021		820,607
			BNP Paribas S.A.
		425,000	2.40%, 12/12/2018		430,442
		65,000	3.25%, 03/03/2023		67,881
			BPCE S.A.
		375,000	2.50%, 12/10/2018		381,255
		450,000	5.15%, 07/21/2024(2)		474,153
			Capital One Financial Corp.
		615,000	3.75%, 04/24/2024		644,743
		165,000	4.20%, 10/29/2025		171,333
			Citigroup, Inc.
		255,000	2.50%, 07/29/2019		259,166
		300,000	4.95%, 11/07/2043		330,483
		140,000	5.30%, 05/06/2044		154,418
		59,000	8.13%, 07/15/2039		89,976
		500,000	Citizens Bank NA 2.55%, 05/13/2021		506,332
		675,000	Compass Bank 2.75%, 09/29/2019		675,593
		500,000	Credit Agricole S.A. 4.38%, 03/17/2025(2)		510,316

The accompanying notes are an integral part of these financial statements.

49

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Commercial Banks - 4.0% - (continued)
			Credit Suisse AG
	$	250,000	2.30%, 05/28/2019	$	252,566
		335,000	3.63%, 09/09/2024		347,531
		950,000	Credit Suisse Group Funding Guernsey Ltd. 3.80%, 09/15/2022		965,688
		670,000	Deutsche Bank AG 4.25%, 10/14/2021(2)		674,413
		250,000	Discover Bank/Greenwood 3.10%, 06/04/2020		257,328
		450,000	Fifth Third Bancorp 2.88%, 10/01/2021		466,756
			Goldman Sachs Group, Inc.
		905,000	2.38%, 01/22/2018		913,341
		750,000	4.25%, 10/21/2025		784,706
		470,000	6.25%, 02/01/2041		601,976
			HSBC Holdings plc
		290,000	3.40%, 03/08/2021		298,965
		1,355,000	3.60%, 05/25/2023		1,399,579
			Huntington National Bank
		535,000	2.20%, 11/06/2018		540,060
		580,000	2.40%, 04/01/2020		586,237
		900,000	ING Bank N.V. 3.75%, 03/07/2017(2)		907,600
			JP Morgan Chase & Co.
		650,000	3.25%, 09/23/2022		675,806
		180,000	3.38%, 05/01/2023		184,222
		230,000	5.40%, 01/06/2042		278,614
		100,000	6.30%, 04/23/2019		110,849
		550,000	Korea Development Bank 2.50%, 03/11/2020		560,811
		100,000	Macquarie Bank Ltd. 2.40%, 01/21/2020(2)		100,829
			Morgan Stanley
		425,000	2.50%, 01/24/2019		431,684
		320,000	3.13%, 07/27/2026		318,475
		875,000	3.70%, 10/23/2024		916,577
		550,000	5.75%, 01/25/2021		623,559
		125,000	National City Corp. 6.88%, 05/15/2019		139,843
		1,000,000	Santander Bank NA 8.75%, 05/30/2018		1,088,717
		400,000	Santander Issuances SAU 5.18%, 11/19/2025		414,407
			Santander UK plc
		640,000	2.50%, 03/14/2019		648,872
		625,000	5.00%, 11/07/2023(2)		647,452
		575,000	Skandinaviska Enskilda Banken AB 2.45%, 05/27/2020(2)		583,944
		200,000	SunTrust Bank 3.30%, 05/15/2026		201,550
		165,000	U.S. Bancorp 3.70%, 01/30/2024		178,033
			UBS Group Funding Jersey Ltd.
		785,000	2.95%, 09/24/2020(2)		801,237
		275,000	3.00%, 04/15/2021(2)		280,960
		100,000	Wachovia Corp. 5.75%, 06/15/2017		102,693
		1,794,000	Wells Fargo & Co. 4.48%, 01/16/2024		1,939,847
					32,203,638

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Commercial Services - 0.3%
			Catholic Health Initiatives
	$	155,000	2.60%, 08/01/2018	$	157,555
		395,000	2.95%, 11/01/2022		397,831
		70,000	4.35%, 11/01/2042		67,327
			ERAC USA Finance LLC
		140,000	2.35%, 10/15/2019(2)		141,810
		70,000	2.75%, 03/15/2017(2)		70,408
		510,000	4.50%, 08/16/2021(2)		559,931
		250,000	5.63%, 03/15/2042(2)		293,996
		730,000	Total System Services, Inc. 3.80%, 04/01/2021		770,060
					2,458,918
			Country Funds-Closed-end - 0.1%
		575,000	CDP Financial, Inc. 4.40%, 11/25/2019(2)		624,115
			Diversified Financial Services - 0.6%
		345,000	Capital One Bank USA NA 2.15%, 11/21/2018		347,340
		645,000	Discover Financial Services 6.45%, 06/12/2017		664,229
		99,000	Eaton Vance Corp. 6.50%, 10/02/2017		103,732
			GE Capital International Funding Co.
		648,000	2.34%, 11/15/2020		660,931
		297,000	3.37%, 11/15/2025		315,895
		850,000	4.42%, 11/15/2035		927,143
			General Electric Co.
		115,000	3.10%, 01/09/2023		121,146
		230,000	4.63%, 01/07/2021		256,356
		655,000	LeasePlan Corp. N.V. 2.88%, 01/22/2019(2)		660,849
			Synchrony Financial
		130,000	2.60%, 01/15/2019		131,551
		490,000	2.70%, 02/03/2020		495,346
		400,000	3.00%, 08/15/2019		408,768
					5,093,286
			Electric - 1.3%
		335,000	Berkshire Hathaway Energy Co. 4.50%, 02/01/2045		368,926
			Dominion Resources, Inc.
		320,000	2.96%, 07/01/2019(5)		327,321
		550,000	3.63%, 12/01/2024		573,856
		510,000	4.10%, 04/01/2021(5)		545,665
		275,000	Duke Energy Carolinas LLC 6.10%, 06/01/2037		353,866
			Duke Energy Corp.
		105,000	2.65%, 09/01/2026		102,167
		550,000	3.05%, 08/15/2022		572,036
		250,000	4.80%, 12/15/2045		280,092
			Electricite de France S.A.
		85,000	4.88%, 01/22/2044(2)		88,617
		525,000	5.63%, 01/22/2024(2)(4)(6)		519,750
		110,000	Emera US Finance L.P. 2.70%, 06/15/2021(2)		111,949
		390,000	Entergy Corp. 2.95%, 09/01/2026		385,737
		60,000	Eversource Energy 3.15%, 01/15/2025		61,692

The accompanying notes are an integral part of these financial statements.

50

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Electric - 1.3% - (continued)
	$	505,000	Fortis, Inc. 3.06%, 10/04/2026(2)	$	496,940
		425,000	Indianapolis Power and Light Co. 6.60%, 06/01/2037(2)		558,152
		1,130,000	NextEra Energy Capital Holdings, Inc. 2.06%, 09/01/2017		1,136,430
		70,000	NiSource Finance Corp. 4.80%, 02/15/2044		76,797
			Oncor Electric Delivery Co. LLC
		115,000	2.95%, 04/01/2025		118,219
		340,000	4.10%, 06/01/2022		372,562
			Pacific Gas & Electric Co.
		135,000	3.85%, 11/15/2023		147,027
		285,000	5.13%, 11/15/2043		343,700
			SCANA Corp.
		311,000	4.13%, 02/01/2022		323,035
		90,000	4.75%, 05/15/2021		96,282
		750,000	Southern California Edison Co. 5.55%, 01/15/2037		945,016
			Southern Co.
		575,000	2.75%, 06/15/2020		590,481
		605,000	2.95%, 07/01/2023		621,960
		380,000	State Grid Overseas Investment Ltd. 2.75%, 05/07/2019(2)		389,230
		281,000	Trinidad Generation UnLtd 5.25%, 11/04/2027(2)		279,595
					10,787,100
			Engineering & Construction - 0.1%
		355,000	SBA Tower Trust 2.88%, 07/15/2021(2)		359,491
			Food - 0.3%
			Kraft Heinz Foods Co.
		145,000	2.25%, 06/05/2017		145,765
		485,000	3.50%, 07/15/2022		511,026
		145,000	4.38%, 06/01/2046		147,057
			Kroger Co.
		125,000	3.30%, 01/15/2021		131,056
		525,000	3.85%, 08/01/2023		562,620
		230,000	4.00%, 02/01/2024		247,445
		40,000	Mondelez International, Inc. 4.00%, 02/01/2024		44,368
		510,000	Sigma Alimentos S.A. de CV 4.13%, 05/02/2026(2)		513,060
					2,302,397
			Gas - 0.3%
		1,160,000	Atmos Energy Corp. 6.35%, 06/15/2017		1,194,365
		560,000	KeySpan Gas East Corp. 2.74%, 08/15/2026(2)		557,895
		830,000	NiSource Finance Corp. 6.40%, 03/15/2018		882,409
					2,634,669
			Healthcare-Products - 0.1%
			Medtronic, Inc.
		110,000	2.50%, 03/15/2020		112,913
		405,000	3.15%, 03/15/2022		426,969
		245,000	3.50%, 03/15/2025		259,964
		65,000	3.63%, 03/15/2024		69,395

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Healthcare-Products - 0.1% - (continued)
	$	43,000	4.38%, 03/15/2035	$	47,171
					916,412
			Healthcare-Services - 0.4%
			Aetna, Inc.
		275,000	2.80%, 06/15/2023		278,668
		210,000	4.25%, 06/15/2036		213,085
		631,000	Anthem, Inc. 3.30%, 01/15/2023		651,417
		470,000	Cigna Corp. 3.25%, 04/15/2025		475,043
			Dignity Health
		35,000	2.64%, 11/01/2019		35,651
		80,000	3.81%, 11/01/2024		84,075
			Kaiser Foundation Hospitals
		120,000	3.50%, 04/01/2022		126,643
		120,000	4.88%, 04/01/2042		143,060
		120,000	Memorial Sloan-Kettering Cancer Center 4.20%, 07/01/2055		127,622
		205,000	New York-Presbyterian Hospital 4.02%, 08/01/2045		214,529
		100,000	Providence St Joseph Health Obligated Group 3.74%, 10/01/2047		98,180
			UnitedHealth Group, Inc.
		220,000	3.35%, 07/15/2022		234,051
		340,000	3.75%, 07/15/2025		367,989
					3,050,013
			Household Products - 0.2%
		1,100,088	Procter & Gamble Co. 9.36%, 01/01/2021		1,285,041
			Insurance - 0.4%
		415,000	Berkshire Hathaway, Inc. 2.75%, 03/15/2023		427,323
			Chubb INA Holdings, Inc.
		120,000	2.30%, 11/03/2020		122,446
		185,000	3.35%, 05/15/2024		195,397
		115,000	Five Corners Funding Trust 4.42%, 11/15/2023(2)		124,650
		100,000	Liberty Mutual Group, Inc. 4.25%, 06/15/2023(2)		108,019
		165,000	Loews Corp. 2.63%, 05/15/2023		165,112
			MetLife, Inc.
		60,000	1.90%, 12/15/2017		60,381
		485,000	3.60%, 04/10/2024		513,768
		160,000	4.88%, 11/13/2043		175,975
			Prudential Financial, Inc.
		200,000	3.50%, 05/15/2024		209,637
		300,000	4.50%, 11/15/2020		328,039
		100,000	Teachers Insurance & Annuity Association of America 4.90%, 09/15/2044(2)		111,214
		645,000	Trinity Acquisition plc 4.40%, 03/15/2026		673,031
					3,214,992
			Internet - 0.2%
			Amazon.com, Inc.
		285,000	2.50%, 11/29/2022		290,737
		530,000	4.80%, 12/05/2034		604,952
		100,000	4.95%, 12/05/2044		116,683

The accompanying notes are an integral part of these financial statements.

51

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Internet - 0.2% - (continued)
	$	725,000	Expedia, Inc. 5.00%, 02/15/2026(2)	$	760,796
					1,773,168
			IT Services - 0.1%
			Apple, Inc.
		300,000	2.85%, 05/06/2021		313,031
		270,000	3.45%, 05/06/2024		288,411
		35,000	4.45%, 05/06/2044		37,547
					638,989
			Lodging - 0.1%
			Marriott International, Inc.
		670,000	2.30%, 01/15/2022		670,192
		450,000	2.88%, 03/01/2021		463,023
					1,133,215
			Machinery-Construction & Mining - 0.1%
		400,000	Caterpillar Financial Services Corp. 3.30%, 06/09/2024		421,043
			Caterpillar, Inc.
		170,000	3.40%, 05/15/2024		180,548
		30,000	4.30%, 05/15/2044		32,521
					634,112
			Media - 0.7%
			21st Century Fox America, Inc.
		180,000	4.00%, 10/01/2023		195,739
		220,000	4.50%, 02/15/2021		242,620
		300,000	4.75%, 09/15/2044		318,656
		155,000	Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045(2)		181,637
			Comcast Corp.
		450,000	3.13%, 07/15/2022		473,241
		450,000	4.40%, 08/15/2035		496,066
		150,000	6.40%, 05/15/2038		202,432
		770,000	Cox Communications, Inc. 4.80%, 02/01/2035(2)		744,960
		230,000	Grupo Televisa S.A.B. 6.13%, 01/31/2046		251,002
			Sky plc
		200,000	2.63%, 09/16/2019(2)		202,729
		645,000	3.75%, 09/16/2024(2)		661,682
			Time Warner Cable, Inc.
		780,000	5.85%, 05/01/2017		797,316
		80,000	6.55%, 05/01/2037		93,880
		60,000	7.30%, 07/01/2038		75,704
		106,000	8.25%, 04/01/2019		121,188
		5,000	8.75%, 02/14/2019		5,743
		30,000	Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023		38,765
		145,000	Viacom, Inc. 3.88%, 12/15/2021		153,442
					5,256,802
			Miscellaneous Manufacturing - 0.1%
		90,000	Parker-Hannifin Corp. 4.45%, 11/21/2044		102,682
		570,000	Pentair Finance S.A. 2.90%, 09/15/2018		577,910
					680,592

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Oil & Gas - 1.1%
			Anadarko Petroleum Corp.
	$	495,000	4.85%, 03/15/2021	$	537,384
		48,000	6.38%, 09/15/2017		50,016
		450,000	BG Energy Capital plc 4.00%, 10/15/2021(2)		489,683
			BP Capital Markets plc
		130,000	2.32%, 02/13/2020		132,047
		570,000	3.81%, 02/10/2024		609,335
		25,000	3.99%, 09/26/2023		27,168
		575,000	4.75%, 03/10/2019		617,213
			ConocoPhillips Co.
		131,000	2.88%, 11/15/2021		134,605
		260,000	3.35%, 05/15/2025		264,395
		65,000	4.30%, 11/15/2044		64,928
		40,000	4.95%, 03/15/2026		44,872
		65,000	5.75%, 02/01/2019		70,351
		35,000	6.00%, 01/15/2020		39,289
			Devon Energy Corp.
		1,052,000	3.25%, 05/15/2022		1,056,250
		165,000	5.00%, 06/15/2045		159,691
		90,000	5.60%, 07/15/2041		93,161
		265,000	Marathon Oil Corp. 2.70%, 06/01/2020		261,322
		360,000	Noble Energy, Inc. 4.15%, 12/15/2021		381,885
		440,000	Petroleos Mexicanos 5.50%, 02/04/2019(2)		465,740
		175,000	Phillips 66 4.88%, 11/15/2044		187,342
		755,000	Pioneer Natural Resources Co. 7.50%, 01/15/2020		873,938
			Shell International Finance B.V.
		190,000	3.25%, 05/11/2025		196,196
		200,000	4.38%, 03/25/2020		216,910
		890,000	Sinopec Group Overseas Development Ltd. 2.50%, 04/28/2020(2)		903,911
			Statoil ASA
		70,000	2.25%, 11/08/2019		71,228
		30,000	2.45%, 01/17/2023		30,161
		30,000	2.65%, 01/15/2024		30,296
		95,000	2.75%, 11/10/2021		98,362
		355,000	2.90%, 11/08/2020		369,579
		35,000	3.25%, 11/10/2024		36,788
		5,000	3.70%, 03/01/2024		5,419
		275,000	Suncor Energy, Inc. 6.10%, 06/01/2018		294,055
		325,000	Total Capital International S.A. 2.70%, 01/25/2023		331,534
					9,145,054
			Oil & Gas Services - 0.1%
		250,000	Schlumberger Holdings Corp. 3.00%, 12/21/2020(2)		259,405
		330,000	Schlumberger Investment S.A. 3.65%, 12/01/2023		352,985
					612,390
			Pharmaceuticals - 1.0%
			AbbVie, Inc.
		775,000	1.80%, 05/14/2018		777,437
		60,000	3.20%, 11/06/2022		61,724

The accompanying notes are an integral part of these financial statements.

52

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Pharmaceuticals - 1.0% - (continued)
			Actavis Funding SCS
	$	300,000	3.00%, 03/12/2020	$	308,880
		450,000	3.45%, 03/15/2022		467,191
		200,000	4.55%, 03/15/2035		206,502
		125,000	4.85%, 06/15/2044		132,248
		700,000	Bayer US Finance LLC 3.00%, 10/08/2021(2)		721,830
			Cardinal Health, Inc.
		195,000	2.40%, 11/15/2019		198,715
		430,000	3.50%, 11/15/2024		451,271
		200,000	4.50%, 11/15/2044		211,473
			EMD Finance LLC
		705,000	2.95%, 03/19/2022(2)		722,509
		670,000	3.25%, 03/19/2025(2)		683,333
		315,000	Express Scripts Holding Co. 2.25%, 06/15/2019		318,799
			Forest Laboratories LLC
		260,000	4.88%, 02/15/2021(2)		288,096
		225,000	5.00%, 12/15/2021(2)		251,164
			McKesson Corp.
		25,000	2.85%, 03/15/2023		25,327
		135,000	3.80%, 03/15/2024		143,868
			Merck & Co., Inc.
		430,000	2.75%, 02/10/2025		438,338
		315,000	2.80%, 05/18/2023		325,094
		125,000	4.15%, 05/18/2043		137,263
		510,000	Mylan N.V. 3.00%, 12/15/2018(2)		520,864
			Teva Pharmaceutical Finance Netherlands III B.V.
		665,000	2.80%, 07/21/2023		654,387
		65,000	4.10%, 10/01/2046		60,340
					8,106,653
			Pipelines - 0.6%
			Columbia Pipeline Group, Inc.
		225,000	2.45%, 06/01/2018		225,948
		400,000	4.50%, 06/01/2025		432,212
		300,000	Energy Transfer Partners L.P. 5.15%, 03/15/2045		279,332
		250,000	Enterprise Products Operating LLC 3.95%, 02/15/2027		259,757
		525,000	Kinder Morgan Energy Partners L.P. 6.95%, 01/15/2038		599,543
		535,000	Phillips 66 Partners L.P. 3.61%, 02/15/2025		539,553
		615,000	Regency Energy Partners L.P. / Regency Energy Finance Corp. 5.88%, 03/01/2022		688,781
		600,000	Sunoco Logistics Partners Operations L.P. 4.40%, 04/01/2021		647,253
		285,000	TransCanada PipeLines Ltd. 4.88%, 01/15/2026		326,805
		530,000	Western Gas Partners L.P. 4.00%, 07/01/2022		544,889
					4,544,073
			Real Estate - 0.1%
		650,000	WEA Finance LLC / Westfield UK & Europe Finance plc 2.70%, 09/17/2019(2)		664,255

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Real Estate Investment Trusts - 0.3%
	$	450,000	American Tower Corp. 3.45%, 09/15/2021	$	469,960
		150,000	AvalonBay Communities, Inc. 3.63%, 10/01/2020		158,767
		350,000	Brandywine Operating Partnership L.P. 5.70%, 05/01/2017		357,104
		280,000	Crown Castle International Corp. 3.70%, 06/15/2026		286,789
		425,000	DDR Corp. 4.63%, 07/15/2022		462,817
		670,000	HCP, Inc. 4.00%, 06/01/2025		683,125
		345,000	Scentre Group 2.38%, 11/05/2019(2)		349,388
					2,767,950
			Retail - 0.4%
			AutoZone, Inc.
		200,000	3.13%, 07/15/2023		204,553
		355,000	3.70%, 04/15/2022		378,361
			CVS Health Corp.
		695,000	4.00%, 12/05/2023		752,855
		160,000	4.88%, 07/20/2035		180,084
		375,000	5.13%, 07/20/2045		437,472
		75,000	Home Depot, Inc. 4.40%, 03/15/2045		84,193
		600,000	Lowe’s Cos., Inc. 4.63%, 04/15/2020		654,464
		335,000	O’Reilly Automotive, Inc. 3.80%, 09/01/2022		352,543
					3,044,525
			Savings & Loans - 0.1%
		595,000	Nationwide Building Society 2.35%, 01/21/2020(2)		600,026
			Software - 0.1%
			Microsoft Corp.
		475,000	2.40%, 08/08/2026		465,875
		365,000	3.70%, 08/08/2046		356,668
					822,543
			Telecommunications - 0.6%
		250,000	America Movil S.A.B. de C.V. 3.13%, 07/16/2022		256,347
			AT&T, Inc.
		65,000	3.95%, 01/15/2025		67,510
		460,000	4.45%, 04/01/2024		497,348
		231,000	4.50%, 03/09/2048(2)		216,653
		25,000	4.55%, 03/09/2049(2)		23,545
		215,000	4.75%, 05/15/2046		210,394
		3,000	5.35%, 09/01/2040		3,154
		165,000	GTP Acquisition Partners I LLC 2.35%, 06/15/2045(2)		164,353
			Orange S.A.
		650,000	4.13%, 09/14/2021		711,829
		200,000	9.00%, 03/01/2031		313,989
			Verizon Communications, Inc.
		45,000	3.45%, 03/15/2021		47,340
		490,000	3.50%, 11/01/2021		517,736
		880,000	4.50%, 09/15/2020		956,604
		916,000	4.52%, 09/15/2048		910,899

The accompanying notes are an integral part of these financial statements.

53

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 16.1% - (continued)
			Telecommunications - 0.6% - (continued)
	$	130,000	4.75%, 11/01/2041	$	135,613
		87,000	6.40%, 09/15/2033		108,522
					5,141,836
			Transportation - 0.2%
			FedEx Corp.
		80,000	2.70%, 04/15/2023		81,328
		280,000	4.90%, 01/15/2034		314,531
		300,000	5.10%, 01/15/2044		342,570
		309,000	Kansas City Southern 4.95%, 08/15/2045		339,063
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		405,000	3.20%, 07/15/2020(2)		416,841
		400,000	3.38%, 02/01/2022(2)		413,435
					1,907,768
			Total Corporate Bonds (cost $124,622,803)	$	130,284,051
FOREIGN GOVERNMENT OBLIGATIONS - 0.2%
			Mexico - 0.1%
			Mexico Government International Bond
	$	372,000	3.50%, 01/21/2021	$	391,716
		225,000	3.60%, 01/30/2025		229,500
					621,216
			Saudi Arabia - 0.0%
		540,000	Saudi Government International Bond 2.38%, 10/26/2021(2)		538,650
			South Korea - 0.1%
		680,000	Export-Import Bank of Korea 1.75%, 05/26/2019		682,634
			Total Foreign Government Obligations (cost $1,806,786)	$	1,842,500
MUNICIPAL BONDS - 1.1%
			General - 0.3%
	$	600,000	Chicago Transit Authority 6.90%, 12/01/2040	$	777,014
			Commonwealth Financing Auth
		300,000	4.01%, 06/01/2033		302,448
		240,000	4.14%, 06/01/2038		241,478
		425,000	Kansas Dev Finance Auth 4.93%, 04/15/2045		468,541
		570,000	New Jersey State, Economic Auth Rev 3.80%, 06/15/2018		588,616
					2,378,097
			General Obligation - 0.2%
		250,000	California State, GO Taxable 7.55%, 04/01/2039		387,290
		130,000	Chicago, IL, Metropolitan Water Reclamation GO 5.72%, 12/01/2038		167,593
		365,000	Illinois State, GO 5.10%, 06/01/2033		348,889
		800,000	Los Angeles, CA, USD GO 5.75%, 07/01/2034		1,041,808
					1,945,580

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 1.1% - (continued)
			Higher Education - 0.1%
	$	370,000	University of California, Build America Bonds Rev 5.77%, 05/15/2043	$	475,916
			Medical - 0.1%
			University of California, Regents MedCenter Pooled Rev
		100,000	6.55%, 05/15/2048		139,094
		375,000	6.58%, 05/15/2049		522,068
					661,162
			Power - 0.0%
		100,000	Utility Debt Securitization Auth, New York 3.44%, 12/15/2025		106,515
			Transportation - 0.3%
		190,000	Bay Area, CA, Toll Auth Bridge Rev 6.26%, 04/01/2049		276,002
		350,000	Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034		463,925
		255,000	Maryland State Transportation Auth 5.89%, 07/01/2043		335,837
			New York and New Jersey PA, Taxable Rev
		200,000	4.81%, 10/15/2065		231,144
		185,000	5.86%, 12/01/2024		230,564
		115,000	6.04%, 12/01/2029		151,633
		730,000	North Texas Tollway Auth Rev 6.72%, 01/01/2049		1,091,357
					2,780,462
			Utility - Electric - 0.1%
		280,000	Municipal Electric Auth Georgia 6.64%, 04/01/2057		366,873
			Total Municipal Bonds (cost $7,297,325)	$	8,714,605
U.S. GOVERNMENT AGENCIES - 0.2%
			FHLMC - 0.0%
	$	45,163	4.00%, 03/01/2041	$	48,497
			FNMA - 0.0%
		19,904	4.50%, 04/01/2041		21,777
			GNMA - 0.2%
		927	6.00%, 11/20/2023		1,042
		1,698	6.00%, 12/20/2023		1,939
		289	6.00%, 01/20/2024		324
		3,064	6.00%, 02/20/2024		3,445
		6,077	6.00%, 06/20/2024		6,832
		274	6.00%, 02/20/2026		308
		474	6.00%, 10/20/2026		533
		830	6.00%, 02/20/2027		933
		307	6.00%, 01/20/2028		345
		7,268	6.00%, 02/20/2028		8,427
		11,649	6.00%, 04/20/2028		13,365
		3,569	6.00%, 06/15/2028		4,157
		31,933	6.00%, 07/20/2028		36,372
		28,604	6.00%, 08/20/2028		32,831
		6,074	6.00%, 10/15/2028		6,948
		42,209	6.00%, 11/15/2028		48,914
		30,237	6.00%, 03/20/2029		34,652
		26,190	6.00%, 09/20/2029		30,239
		77,733	6.00%, 04/20/2030		87,388

The accompanying notes are an integral part of these financial statements.

54

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 0.2% - (continued)
			GNMA - 0.2% - (continued)
	$	21,370	6.00%, 06/20/2030	$	24,025
		3,359	6.00%, 08/15/2034		3,932
		73	6.50%, 04/15/2026		84
		39,458	6.50%, 03/15/2028		45,358
		5,382	6.50%, 05/15/2028		6,187
		27,495	6.50%, 07/15/2028		31,605
		22,074	6.50%, 10/15/2028		25,388
		1,356	6.50%, 12/15/2028		1,558
		38,747	6.50%, 01/15/2029		44,539
		12,614	6.50%, 02/15/2029		14,500
		176,080	6.50%, 03/15/2029		202,404
		25,952	6.50%, 04/15/2029		29,845
		15,631	6.50%, 05/15/2029		18,020
		12,849	6.50%, 06/15/2029		14,770
		20,909	6.50%, 02/15/2035		24,554
		50,748	7.00%, 11/15/2031		59,113
		31,690	7.00%, 03/15/2032		36,818
		225,767	7.00%, 11/15/2032		277,799
		6,503	7.00%, 01/15/2033		7,883
		22,840	7.00%, 05/15/2033		27,474
		44,091	7.00%, 07/15/2033		51,756
		64,144	7.00%, 11/15/2033		77,306
		2,336	8.00%, 12/15/2029		2,391
		3,490	8.00%, 04/15/2030		3,821
		7,766	8.00%, 05/15/2030		7,931
		667	8.00%, 07/15/2030		730
		10,033	8.00%, 08/15/2030		10,466
		14,387	8.00%, 11/15/2030		15,566
		80,968	8.00%, 02/15/2031		88,139
					1,472,956
			Total U.S. Government Agencies (cost $1,331,403)	$	1,543,230
U.S. GOVERNMENT SECURITIES - 12.8%
			Other Direct Federal Obligations - 0.7%
	$	5,000,000	Financing Corp. 9.80%, 04/06/2018	$	5,640,310
			U.S. Treasury Securities - 12.1%
			U.S. Treasury Bonds - 2.8%
		5,720,000	2.50%, 02/15/2045		5,620,346
		590,000	2.50%, 02/15/2046		578,914
		860,000	2.50%, 05/15/2046		844,245
		865,000	2.75%, 11/15/2042		897,742
		4,275,000	2.88%, 05/15/2043		4,537,844
		625,000	2.88%, 08/15/2045		662,305
		500,000	3.00%, 11/15/2044		543,086
		2,167,500	3.13%, 02/15/2043		2,410,496
		2,685,000	3.13%, 08/15/2044(7)		2,986,853
		1,430,000	3.38%, 05/15/2044		1,664,330
		1,400,000	6.00%, 02/15/2026		1,904,766
					22,650,927
			U.S. Treasury Notes - 9.3%
		500,000	0.50%, 11/30/2016		500,123
		940,000	0.50%, 03/31/2017		940,308
		4,205,000	0.63%, 12/31/2016		4,207,498
		2,500,000	0.63%, 05/31/2017		2,500,487
		1,350,000	0.63%, 11/30/2017		1,348,312
		75,000	0.75%, 10/31/2017		75,018

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT SECURITIES - 12.8% - (continued)
			U.S. Treasury Notes - 9.3% - (continued)
	$	533,900	0.88%, 01/31/2017	$	534,671
		2,500,000	1.00%, 12/15/2017		2,507,030
		1,525,000	1.25%, 11/30/2018		1,535,901
		2,650,000	1.25%, 03/31/2021		2,646,481
		3,125,000	1.38%, 09/30/2018		3,153,809
		6,860,000	1.38%, 08/31/2020		6,908,500
		2,220,000	1.38%, 01/31/2021		2,230,754
		11,520,000	1.50%, 03/31/2023		11,472,745
		8,280,000	1.63%, 07/31/2019		8,424,900
		235,000	1.63%, 02/15/2026		231,108
		8,245,000	1.75%, 09/30/2019		8,423,108
		2,120,000	2.00%, 02/15/2025		2,160,579
		170,000	2.00%, 08/15/2025		172,915
		2,200,000	2.13%, 05/15/2025		2,262,047
		4,100,000	2.25%, 11/15/2024		4,262,721
		1,415,000	2.38%, 08/15/2024		1,485,252
		1,350,000	2.75%, 02/15/2024		1,452,832
		5,200,000	4.50%, 05/15/2017		5,309,690
					74,746,789
					97,397,716
			Total U.S. Government Securities (cost $99,429,730)	$	103,038,026
			Total Long-Term Investments (cost $687,147,539)	$	798,945,974
SHORT-TERM INVESTMENTS - 0.4%
			Other Investment Pools & Funds - 0.4%
	$	2,901,827	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	2,901,827
			Total Short-Term Investments (cost $2,901,827)	$	2,901,827

Total Investments (cost $690,049,366)^	99.3	%	$	801,847,801
Other Assets and Liabilities	0.7	%		5,358,385
Total Net Assets	100.0	%	$	807,206,186

The accompanying notes are an integral part of these financial statements.

55

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $694,610,730 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	125,320,587
Unrealized Depreciation		(18,083,516	)
Net Unrealized Appreciation	$	107,237,071

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $4,124,077, which represents 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $41,158,080, which represents 5.1% of total net assets.

⁽³⁾  The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost
	08/2011		2,006,600	Allstar Co.	$	872,908
	11/2013		32,392	Tory Burch LLC		2,538,751
					$	3,411,659

At October 31, 2016, the aggregate value of these securities was $3,584,077, which represents 0.4% of total net assets.

⁽⁴⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁵⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁶⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁷⁾  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future		68		12/20/2016	$	8,873,104	$	8,814,500	$	(58,604	)
U.S. Ultra Bond Future		16		12/20/2016		2,984,057		2,815,000		(169,057	)
Total									$	(227,661	)
Total futures contracts									$	(227,661	)

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

56

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR	American Depositary Receipt
CMO	Collateralized Mortgage Obligation
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GNMA	Government National Mortgage Association
Municipal Abbreviations:
GO	General Obligation
PA	Port Authority
Rev	Revenue
USD	United School District

The accompanying notes are an integral part of these financial statements.

57

The Hartford Balanced Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)		Level 3
Assets
Common Stocks
Banks	$	43,586,104		$	43,586,104		$	—	$	—
Capital Goods		41,782,331			41,782,331			—		—
Commercial & Professional Services		5,172,798			5,172,798			—		—
Consumer Durables & Apparel		14,376,176			14,376,176			—		—
Consumer Services		9,508,296			9,508,296			—		—
Diversified Financials		18,054,519			18,054,519			—		—
Energy		39,600,633			39,600,633			—		—
Food & Staples Retailing		9,293,050			9,293,050			—		—
Food, Beverage & Tobacco		33,794,638			26,930,669			6,863,969		—
Health Care Equipment & Services		30,561,304			30,561,304			—		—
Household & Personal Products		5,495,289			5,495,289			—		—
Insurance		22,949,721			22,949,721			—		—
Materials		11,701,078			11,701,078			—		—
Media		15,104,853			15,104,853			—		—
Pharmaceuticals, Biotechnology & Life Sciences		67,796,348			51,607,669			16,188,679		—
Retailing		17,542,600			13,958,523			—		3,584,077
Semiconductors & Semiconductor Equipment		32,201,456			32,201,456			—		—
Software & Services		50,086,504			50,086,504			—		—
Technology Hardware & Equipment		41,770,098			41,770,098			—		—
Telecommunication Services		3,340,978			3,340,978			—		—
Transportation		6,062,375			6,062,375			—		—
Utilities		13,397,760			13,397,760			—		—
Asset & Commercial Mortgage Backed Securities		20,344,653			—			19,804,653		540,000
Corporate Bonds		130,284,051			—			130,284,051		—
Foreign Government Obligations		1,842,500			—			1,842,500		—
Municipal Bonds		8,714,605			—			8,714,605		—
U.S. Government Agencies		1,543,230			—			1,543,230		—
U.S. Government Securities		103,038,026			—			103,038,026		—
Short-Term Investments		2,901,827			2,901,827			—		—
Total	$	801,847,801		$	509,444,011		$	288,279,713	$	4,124,077
Liabilities
Futures Contracts(2)	$	(227,661	)	$	(227,661	)	$	—	$	—
Total	$	(227,661	)	$	(227,661	)	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Common Stocks		Preferred Stocks			Asset and Commerical Mortgage Backed Securities			Total
Beginning balance	$	1,163,828	$	1,766,645		$	309,712		$	3,240,185
Conversion		1,766,645		(1,766,645	)		—			—
Purchases		—		—			540,000			540,000
Sales		—		—			(310,000	)		(310,000	)
Accrued discounts/(premiums)		—		—			—			—
Total realized gain/(loss)		—		—			—			—
Net change in unrealized appreciation/depreciation		653,604		—			288			653,892
Transfers into Level 3(1)		—		—			—			—
Transfers out of Level 3(1)		—		—			—			—
Ending balance	$	3,584,077	$	—		$	540,000		$	4,124,077

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $653,604.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

58

The Hartford Balanced Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 45.5%
		Banks - 5.7%
	1,002,330	BB&T Corp.	$	39,291,336
	2,232,660	JP Morgan Chase & Co.		154,634,032
	808,150	M&T Bank Corp.		99,184,249
	565,160	National Bank of Canada		20,174,354
	943,670	US Bancorp		42,238,669
	3,287,810	Wells Fargo & Co.		151,272,138
				506,794,778
		Capital Goods - 3.5%
	267,580	3M Co.		44,230,974
	500,780	Caterpillar, Inc.		41,795,099
	1,211,830	Eaton Corp. plc		77,278,399
	3,728,280	General Electric Co.		108,492,948
	150,870	Lockheed Martin Corp.		37,171,350
				308,968,770
		Consumer Durables & Apparel - 0.4%
	625,700	VF Corp.		33,919,197
		Consumer Services - 0.6%
	495,510	McDonald’s Corp.		55,779,561
		Diversified Financials - 1.7%
	232,760	BlackRock, Inc.		79,427,022
	1,287,250	Invesco Ltd.		36,158,853
	960,960	Thomson Reuters Corp.		37,871,434
				153,457,309
		Energy - 6.8%
	1,665,160	Canadian Natural Resources Ltd.		52,802,224
	987,280	Chevron Corp.		103,417,580
	919,090	Enbridge, Inc.		39,677,115
	971,250	Exxon Mobil Corp.		80,924,550
	898,690	Marathon Petroleum Corp.		39,173,897
	945,950	Occidental Petroleum Corp.		68,969,215
	604,590	Phillips 66		49,062,479
	1,568,706	Royal Dutch Shell plc Class B		40,460,853
	2,932,450	Suncor Energy, Inc.		88,032,149
	1,118,820	TransCanada Corp.		50,648,438
				613,168,500
		Food, Beverage & Tobacco - 4.7%
	508,770	Altria Group, Inc.		33,639,872
	993,174	British American Tobacco plc		56,921,716
	1,490,090	Coca-Cola Co.		63,179,816
	272,440	Diageo plc ADR		29,295,473
	684,530	Kraft Heinz Co.		60,888,944
	357,360	PepsiCo, Inc.		38,308,992
	1,409,450	Philip Morris International, Inc.		135,927,358
				418,162,171
		Household & Personal Products - 0.7%
	313,950	Procter & Gamble Co.		27,250,860
	904,150	Unilever N.V.		37,811,553
				65,062,413
		Insurance - 2.0%
	482,340	Chubb Ltd.		61,257,180
	1,317,050	MetLife, Inc.		61,848,668
	977,930	Principal Financial Group, Inc.		53,394,978
				176,500,826
		Materials - 1.6%
	469,710	Agrium, Inc.		43,128,772

Shares or Principal Amount				Market Value†
COMMON STOCKS - 45.5% - (continued)
			Materials - 1.6% - (continued)
		1,227,300	Dow Chemical Co.	$	66,041,013
		120,890	Nucor Corp.		5,905,477
		323,920	Packaging Corp. of America		26,723,400
					141,798,662
			Pharmaceuticals, Biotechnology & Life Sciences - 5.8%
		1,609,170	AstraZeneca plc ADR		45,571,694
		645,900	Bristol-Myers Squibb Co.		32,882,769
		1,159,550	Johnson & Johnson		134,496,205
		1,653,680	Merck & Co., Inc.		97,104,090
		745,071	Novartis AG		52,875,887
		3,793,585	Pfizer, Inc.		120,294,580
		158,933	Roche Holding AG		36,503,977
					519,729,202
			Real Estate - 0.2%
		111,240	Simon Property Group, Inc. REIT		20,686,190
			Semiconductors & Semiconductor Equipment - 2.2%
		934,971	Analog Devices, Inc.		59,931,641
		2,792,770	Intel Corp.		97,383,890
		850,470	Maxim Integrated Products, Inc.		33,704,126
		121,900	QUALCOMM, Inc.		8,376,968
					199,396,625
			Software & Services - 2.2%
		48,820	IBM Corp.		7,503,146
		3,092,790	Microsoft Corp.		185,319,977
					192,823,123
			Technology Hardware & Equipment - 1.4%
		4,167,510	Cisco Systems, Inc.		127,859,207
			Telecommunication Services - 1.7%
		1,240,740	BCE, Inc.		56,371,204
		2,068,949	Verizon Communications, Inc.		99,516,447
					155,887,651
			Transportation - 1.1%
		752,490	Union Pacific Corp.		66,354,568
		317,360	United Parcel Service, Inc. Class B		34,198,714
					100,553,282
			Utilities - 3.2%
		1,229,940	Dominion Resources, Inc.		92,491,488
		502,330	Duke Energy Corp.		40,196,447
		910,910	Eversource Energy		50,154,704
		1,926,918	National Grid plc		25,064,918
		291,490	NextEra Energy, Inc.		37,310,720
		3,799,308	TCEH Corp.*(1)		—
		93,317	Vistra Energy Corp.*		1,418,418
		978,500	Xcel Energy, Inc.		40,656,675
					287,293,370
			Total Common Stocks (cost $3,644,896,560)	$	4,077,840,837
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5%
			Asset-Backed - Automobile - 0.0%
	$	2,586,565	Westlake Automobile Receivables Trust 1.28%, 07/16/2018(2)	$	2,586,728

The accompanying notes are an integral part of these financial statements.

59

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)
			Asset-Backed - Finance & Insurance - 0.1%
	$	368,047	Countrywide Asset-Backed Certificates 0.92%, 06/25/2036(3)	$	354,803
			First Franklin Mortgage Loan Trust
		1,602,261	0.77%, 04/25/2036(3)		1,070,230
		4,125,000	0.84%, 09/25/2036(3)		2,888,306
		1,060,000	HSI Asset Securitization Corp. Trust 0.80%, 02/25/2036(3)		948,406
		882,464	Lehman XS Trust 1.05%, 11/25/2035(3)		593,740
		931,171	Securitized Asset Backed Receivables LLC 0.62%, 07/25/2036(3)		459,331
					6,314,816
			Asset-Backed - Home Equity - 0.2%
		249,811	Asset-Backed Funding Certificates 0.75%, 01/25/2037(3)		162,945
			GSAA Home Equity Trust
		1,115,995	0.58%, 12/25/2046(3)		697,749
		847,909	0.60%, 12/25/2046(3)		461,048
		1,899,535	0.61%, 02/25/2037(3)		1,061,058
		1,192,771	0.62%, 12/25/2036(3)		574,891
		3,934,255	0.63%, 03/25/2037(3)		2,120,410
		2,370,865	0.71%, 11/25/2036(3)		1,176,861
		724,921	0.76%, 04/25/2047(3)		482,095
		310,990	0.83%, 03/25/2036(3)		207,055
		1,037,752	0.85%, 04/25/2047(3)		711,018
		1,361,491	5.99%, 06/25/2036(3)		684,834
		4,445,266	6.00%, 11/25/2036		2,776,430
		571,377	6.30%, 06/25/2036		287,256
		1,441,556	Morgan Stanley Mortgage Loan Trust 0.70%, 11/25/2036(3)		637,924
			Renaissance Home Equity Loan Trust
		2,508,241	5.91%, 04/25/2037(4)		1,274,285
		1,283,396	6.12%, 11/25/2036(4)		790,191
		1,995,000	Soundview Home Loan Trust 0.78%, 11/25/2036(3)		1,421,320
					15,527,370
			Commercial Mortgage - Backed Securities - 0.1%
		27,459	Bear Stearns Commercial Mortgage Securities Trust 5.20%, 12/11/2038		27,445
			Commercial Mortgage Pass-Through Certificates
		270,000	4.75%, 10/15/2045(2)(3)		167,041
		1,130,000	4.77%, 10/15/2045(2)(3)		1,081,271
			Commercial Mortgage Trust
		815,000	4.26%, 07/10/2045(2)(3)		728,276
		380,000	4.33%, 12/10/2045(2)(3)		350,662
		2,070,000	4.57%, 10/15/2045(2)(3)		1,726,379
		855,000	GS Mortgage Securities Corp. II 4.85%, 11/10/2045(2)(3)		793,039
		1,000,000	GS Mortgage Securities Trust 4.87%, 04/10/2047(2)(3)		704,827
			JP Morgan Chase Commercial Mortgage Securities Trust
		500,000	2.73%, 10/15/2045(2)(3)		280,035
		1,000,000	4.00%, 08/15/2046(2)(3)		817,506
		1,247,998	4.66%, 10/15/2045(2)(3)		1,136,700
		850,000	5.39%, 08/15/2046(2)(3)		871,999

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)
			Commercial Mortgage - Backed Securities - 0.1% - (continued)
	$	960,000	Morgan Stanley Bank of America Merrill Lynch Trust 4.50%, 08/15/2045(2)	$	691,847
		605,000	UBS-Barclays Commercial Mortgage Trust 4.09%, 03/10/2046(2)(3)		421,966
		360,000	Wells Fargo Commercial Mortgage Trust 4.78%, 10/15/2045(2)(3)		347,706
			WF-RBS Commercial Mortgage Trust
		1,085,599	3.02%, 11/15/2047(2)		491,808
		440,505	5.00%, 04/15/2045(2)(3)		261,290
					10,899,797
			Whole Loan Collateral CMO - 1.1%
			Adjustable Rate Mortgage Trust
		743,417	0.79%, 01/25/2036(3)		618,253
		595,811	0.80%, 11/25/2035(3)		550,348
		740,043	1.03%, 01/25/2036(3)		635,027
		2,680,742	3.98%, 11/25/2037(2)(3)		2,244,091
			Alternative Loan Trust
		3,211,054	0.80%, 01/25/2036(3)		2,644,408
		196,483	0.85%, 11/25/2035(3)		157,855
		1,207,689	0.93%, 10/25/2036(3)		745,566
		775,455	5.50%, 12/25/2035		649,667
		897,594	5.75%, 05/25/2036		694,166
		207,515	6.00%, 05/25/2036		157,265
		607,138	6.00%, 12/25/2036		382,836
		1,162,161	6.50%, 08/25/2037		755,498
			American Home Mortgage Assets Trust
		733,174	0.72%, 09/25/2046(3)		552,352
		282,936	1.46%, 10/25/2046(3)		197,592
			Banc of America Funding Trust
		1,445,572	0.76%, 02/20/2047(3)		1,272,401
		785,602	0.83%, 05/20/2047(3)		646,143
		2,159,444	3.19%, 04/20/2036(3)		1,814,990
		834,786	5.77%, 05/25/2037(3)		746,298
		178,240	5.85%, 01/25/2037(4)		151,306
		441,843	BCAP LLC Trust 0.70%, 01/25/2037(3)		355,867
			Bear Stearns Adjustable Rate Mortgage Trust
		841,313	2.83%, 10/25/2035(3)		809,615
		559,400	3.12%, 02/25/2036(3)		469,527
		385,736	4.66%, 06/25/2047(3)		350,783
			Bear Stearns Alt-A Trust
		1,793,129	0.85%, 08/25/2036(3)		1,365,701
		1,273,528	1.01%, 02/25/2036(3)		1,091,345
		1,694,893	Bear Stearns Mortgage Funding Trust 0.71%, 10/25/2036(3)		1,375,906
		585,000	Chase Mortgage Finance Trust 5.50%, 11/25/2035		556,925
			CHL Mortgage Pass-Through Trust
		1,829,441	1.21%, 03/25/2035(3)		1,430,881
		807,337	2.82%, 03/20/2036(3)		656,848
		2,777,725	2.93%, 06/20/2035(3)		2,591,728
		550,417	3.04%, 04/25/2037(3)		497,836
		580,748	3.13%, 09/25/2047(3)		514,402
		445,192	Citigroup Mortgage Loan Trust 3.00%, 07/25/2036(3)		315,657
			Countrywide Home Loans, Inc.
		3,198,409	2.80%, 11/20/2035(3)		2,670,306
		255,898	3.00%, 04/20/2036(3)		183,659

The accompanying notes are an integral part of these financial statements.

60

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)
			Whole Loan Collateral CMO - 1.1% - (continued)
	$	416,680	Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035	$	387,691
		496,269	Deutsche Alt-A Securities Mortgage Loan Trust 0.68%, 03/25/2037(3)		365,746
		2,298,604	Deutsche Mortgage Sec, Inc. Mortgage Loan Trust 5.66%, 12/25/2033		2,330,737
		3,432,705	DSLA Mortgage Loan Trust 1.43%, 03/19/2046(3)		2,790,767
		220,153	GMAC Mortgage Corp. Loan Trust 3.41%, 04/19/2036(3)		195,713
			GSR Mortgage Loan Trust
		6,371,091	0.83%, 01/25/2037(3)		3,927,989
		200,851	1.03%, 11/25/2035(3)		132,496
		1,928,920	2.97%, 01/25/2036(3)		1,781,210
		891,631	3.19%, 10/25/2035(3)		780,824
			HarborView Mortgage Loan Trust
		341,167	0.72%, 01/19/2038(3)		292,981
		2,600,828	0.77%, 12/19/2036(3)		1,932,921
		375,275	0.86%, 09/19/2035(3)		301,013
		431,045	1.23%, 01/19/2035(3)		282,193
		2,603,593	1.53%, 10/25/2037(3)		1,882,725
		3,344,063	IndyMac IMSC Mortgage Loan Trust 0.68%, 03/25/2047(3)		2,118,871
			IndyMac INDA Mortgage Loan Trust
		853,641	3.10%, 12/25/2036(3)		753,081
		438,810	3.35%, 09/25/2036(3)		347,887
			IndyMac Index Mortgage Loan Trust
		809,731	0.72%, 04/25/2037(3)		591,917
		317,347	0.73%, 10/25/2036(3)		269,024
		346,983	0.77%, 07/25/2035(3)		302,889
		573,547	0.81%, 07/25/2035(3)		461,312
		203,349	0.82%, 01/25/2036(3)		128,589
		777,877	0.93%, 07/25/2046(3)		466,757
		224,509	2.88%, 01/25/2036(3)		209,328
		392,925	3.04%, 08/25/2035(3)		314,310
		472,313	3.06%, 02/25/2036(3)		403,791
		2,788,622	3.14%, 04/25/2037(3)		1,779,679
		3,537,901	IndyMac INDX Mortgage Loan Trust 3.33%, 07/25/2037(3)		2,362,181
			JP Morgan Mortgage Trust
		265,866	2.98%, 04/25/2037(3)		234,944
		3,260,224	2.99%, 05/25/2036(3)		2,929,812
			Lehman XS Trust
		817,060	0.72%, 11/25/2046(3)		673,758
		268,606	0.74%, 07/25/2046(3)		213,972
		1,020,996	0.77%, 06/25/2047(3)		698,580
		409,975	1.38%, 09/25/2047(3)		335,778
		754,143	Luminent Mortgage Trust 0.73%, 10/25/2046(3)		643,847
		277,564	Merrill Lynch Mortgage Investors Trust 3.10%, 07/25/2035(3)		215,310
		640,630	Morgan Stanley Mortgage Loan Trust 3.09%, 05/25/2036(3)		447,802
		966,185	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.54%, 06/25/2036(3)		724,576

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)
			Whole Loan Collateral CMO - 1.1% - (continued)
	$	759,687	RBSGC Mortgage Pass-Through Certificates 6.25%, 01/25/2037	$	716,269
			Residential Accredit Loans, Inc.
		3,329,312	0.72%, 05/25/2046(3)		3,117,951
		2,383,554	0.83%, 04/25/2036(3)		1,711,774
		880,923	1.32%, 09/25/2046(3)		624,655
		2,337,559	1.83%, 11/25/2037(3)		1,594,583
		1,727,107	6.00%, 12/25/2035		1,491,733
		1,355,262	Residential Asset Securitization Trust 0.98%, 03/25/2035(3)		1,064,876
			Residential Funding Mortgage Securities, Inc.
		4,134,385	3.25%, 08/25/2035(3)		3,059,957
		268,033	3.47%, 04/25/2037(3)		227,799
		284,590	5.75%, 01/25/2036		228,358
		860,517	6.00%, 07/25/2037		794,665
		283,814	Sequoia Mortgage Trust 3.09%, 07/20/2037(3)		229,179
			Structured Adjustable Rate Mortgage Loan Trust
		1,097,418	0.72%, 07/25/2037(3)		844,533
		620,831	0.83%, 09/25/2034(3)		537,624
		2,190,898	Structured Asset Mortgage Investments II Trust 0.76%, 02/25/2036(3)		1,757,557
		796,563	Structured Asset Securities Corp. 5.75%, 06/25/2035		749,205
		2,706,443	TBW Mortgage-Backed Trust 6.00%, 07/25/2036		2,163,622
			WaMu Mortgage Pass-Through Certificates Trust
		683,948	0.95%, 06/25/2044(3)		633,737
		1,738,238	1.33%, 12/25/2046(3)		1,346,612
		1,458,161	1.50%, 07/25/2046(3)		1,178,061
		2,251,223	2.00%, 01/25/2037(3)		1,876,237
		1,210,170	2.20%, 11/25/2046(3)		1,087,012
		2,596,565	2.55%, 06/25/2037(3)		2,332,901
		2,655,180	2.57%, 06/25/2037(3)		2,372,554
			Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
		709,772	0.69%, 02/25/2037(3)		535,991
		768,063	1.48%, 08/25/2046(3)		511,346
		928,068	Wells Fargo Alternative Loan Trust 3.15%, 12/28/2037(3)		808,193
					99,463,033
			Whole Loan Collateral PAC - 0.0%
		548,005	Alternative Loan Trust 1.03%, 12/25/2035(3)		360,345
			Total Asset & Commercial Mortgage Backed Securities (cost $138,219,136)	$	135,152,089
CORPORATE BONDS - 43.7%
			Advertising - 0.0%
			Lamar Media Corp.
	$	625,000	5.00%, 05/01/2023	$	654,687
		190,000	5.75%, 02/01/2026		203,424

The accompanying notes are an integral part of these financial statements.

61

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Advertising - 0.0% - (continued)
	$	95,000	5.88%, 02/01/2022	$	98,325
					956,436
			Aerospace/Defense - 0.3%
			BAE Systems Holdings, Inc.
		630,000	2.85%, 12/15/2020(2)		640,183
		4,085,000	3.80%, 10/07/2024(2)		4,283,265
		4,220,000	BAE Systems plc 4.75%, 10/11/2021(2)		4,665,569
			Lockheed Martin Corp.
		5,250,000	3.55%, 01/15/2026		5,577,306
		1,025,000	3.80%, 03/01/2045		1,014,459
		1,025,000	4.50%, 05/15/2036		1,147,811
		2,710,000	4.70%, 05/15/2046		3,073,346
		480,000	4.85%, 09/15/2041		550,561
			Raytheon Co.
		2,600,000	4.70%, 12/15/2041		3,018,699
		1,250,000	4.88%, 10/15/2040		1,478,608
			United Technologies Corp.
		1,925,000	4.50%, 06/01/2042		2,108,703
		950,000	6.13%, 07/15/2038		1,260,989
					28,819,499
			Agriculture - 0.6%
			Altria Group, Inc.
		5,055,000	2.63%, 09/16/2026		5,012,523
		3,800,000	2.85%, 08/09/2022		3,909,140
		445,000	3.88%, 09/16/2046		438,102
		1,560,000	4.25%, 08/09/2042		1,620,483
		1,640,000	5.38%, 01/31/2044		2,000,498
		2,425,000	Cargill, Inc. 4.10%, 11/01/2042(2)		2,500,134
			Imperial Brands Finance plc
		5,525,000	2.05%, 02/11/2018(2)		5,547,625
		2,350,000	2.95%, 07/21/2020(2)		2,413,032
		6,090,000	3.75%, 07/21/2022(2)		6,424,755
			Philip Morris International, Inc.
		7,065,000	4.25%, 11/10/2044		7,406,967
		4,000,000	4.50%, 03/20/2042		4,318,044
			Reynolds American, Inc.
		1,733,000	3.25%, 06/12/2020		1,809,621
		4,170,000	5.70%, 08/15/2035		5,041,901
		1,535,000	6.15%, 09/15/2043		1,959,108
					50,401,933
			Airlines - 0.0%
		1,450,000	Aircastle Ltd. 5.00%, 04/01/2023		1,500,750
		4,936	Continental Airlines Class B Pass-Through Trust 6.90%, 10/19/2023		5,245
					1,505,995
			Apparel - 0.0%
		1,940,000	NIKE, Inc. 3.63%, 05/01/2043		1,951,458
			Auto Manufacturers - 1.1%
		6,750,000	American Honda Finance Corp. 1.70%, 09/09/2021		6,679,098
			Ford Motor Co.
		3,350,000	4.75%, 01/15/2043		3,351,307
		2,370,000	7.45%, 07/16/2031		3,114,028

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Auto Manufacturers - 1.1% - (continued)
			Ford Motor Credit Co. LLC
	$	6,000,000	1.68%, 09/08/2017	$	6,004,860
		5,440,000	2.24%, 06/15/2018		5,471,835
		9,365,000	2.38%, 03/12/2019		9,445,342
		4,220,000	2.60%, 11/04/2019		4,272,539
		2,160,000	3.20%, 01/15/2021		2,206,753
		2,010,000	4.13%, 08/04/2025		2,088,840
		240,000	5.00%, 05/15/2018		251,230
			General Motors Co.
		1,405,000	4.88%, 10/02/2023		1,512,813
		6,975,000	6.25%, 10/02/2043		7,986,347
		1,470,000	6.60%, 04/01/2036		1,737,618
			General Motors Financial Co., Inc.
		3,675,000	2.40%, 04/10/2018		3,695,190
		4,830,000	3.10%, 01/15/2019		4,914,911
		14,310,000	3.20%, 07/06/2021		14,446,346
		4,510,000	3.70%, 11/24/2020		4,647,961
		8,245,000	3.70%, 05/09/2023		8,352,845
		6,620,000	4.00%, 10/06/2026		6,600,471
		1,755,000	5.25%, 03/01/2026		1,911,327
					98,691,661
			Auto Parts & Equipment - 0.0%
		295,000	American Axle & Manufacturing, Inc. 6.63%, 10/15/2022		311,225
		520,000	ZF North America Capital, Inc. 4.50%, 04/29/2022(2)		550,550
					861,775
			Beverages - 1.4%
			Anheuser-Busch InBev Finance, Inc.
		34,235,000	3.30%, 02/01/2023		35,730,761
		22,880,000	3.65%, 02/01/2026		24,075,755
		9,065,000	4.70%, 02/01/2036		10,048,888
		21,425,000	4.90%, 02/01/2046		24,500,280
			Anheuser-Busch InBev Worldwide, Inc.
		2,280,000	2.50%, 07/15/2022		2,305,258
		4,960,000	3.75%, 07/15/2042		4,854,178
		500,000	8.20%, 01/15/2039		790,133
			Constellation Brands, Inc.
		190,000	4.25%, 05/01/2023		200,963
		585,000	6.00%, 05/01/2022		678,600
			Molson Coors Brewing Co.
		3,500,000	4.20%, 07/15/2046		3,499,066
		1,355,000	5.00%, 05/01/2042		1,521,444
			PepsiCo, Inc.
		11,000,000	1.70%, 10/06/2021		10,942,976
		1,975,000	3.45%, 10/06/2046		1,873,349
		4,330,000	Pernod Ricard S.A. 3.25%, 06/08/2026(2)		4,349,342
			SABMiller Holdings, Inc.
		1,475,000	3.75%, 01/15/2022(2)		1,588,551
		800,000	4.95%, 01/15/2042(2)		907,793
					127,867,337
			Biotechnology - 0.4%
			Amgen, Inc.
		5,035,000	3.63%, 05/22/2024		5,291,775
		2,000,000	4.56%, 06/15/2048(2)		2,042,414
		4,855,000	4.66%, 06/15/2051(2)		4,965,145
			Celgene Corp.
		2,945,000	3.63%, 05/15/2024		3,034,722

The accompanying notes are an integral part of these financial statements.

62

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Biotechnology - 0.4% - (continued)
	$	3,365,000	4.63%, 05/15/2044	$	3,388,111
			Gilead Sciences, Inc.
		3,095,000	2.50%, 09/01/2023		3,076,120
		5,845,000	4.15%, 03/01/2047		5,801,981
		1,375,000	4.60%, 09/01/2035		1,476,148
		2,465,000	4.75%, 03/01/2046		2,661,880
					31,738,296
			Chemicals - 0.4%
			Agrium, Inc.
		1,650,000	3.15%, 10/01/2022		1,691,950
		2,800,000	4.13%, 03/15/2035		2,738,408
			Air Liquide Finance S.A.
		5,250,000	1.75%, 09/27/2021(2)		5,183,341
		1,140,000	2.50%, 09/27/2026(2)		1,120,964
		775,000	Axalta Coating Systems LLC 4.88%, 08/15/2024(2)		786,625
		185,000	CF Industries, Inc. 5.38%, 03/15/2044		158,239
			Chemours Co.
		2,595,000	6.63%, 05/15/2023		2,517,150
		440,000	7.00%, 05/15/2025		427,900
			Methanex Corp.
		6,395,000	4.25%, 12/01/2024		6,181,727
		1,655,000	5.65%, 12/01/2044		1,425,499
		1,090,000	Mexichem S.A.B. de C.V. 5.88%, 09/17/2044(5)		1,057,409
		2,900,000	Monsanto Co. 4.20%, 07/15/2034		2,874,871
			OCP S.A.
		2,990,000	4.50%, 10/22/2025(5)		3,012,425
		545,000	5.63%, 04/25/2024(5)		585,984
		1,047,000	6.88%, 04/25/2044(5)		1,147,512
		595,000	Platform Specialty Products Corp. 6.50%, 02/01/2022(2)		577,150
		950,000	Sherwin-Williams Co. 4.55%, 08/01/2045		988,007
		545,000	Versum Materials, Inc. 5.50%, 09/30/2024(2)		557,263
					33,032,424
			Commercial Banks - 10.5%
			Banco Bilbao Vizcaya Argentaria S.A.
	EUR	400,000	6.75%, 02/18/2020(3)(5)(6)		423,183
		2,800,000	7.00%, 02/19/2019(3)(5)(6)		2,970,148
		600,000	8.88%, 04/14/2021(3)(5)(6)		709,696
	$	800,000	9.00%, 05/09/2018(3)(5)(6)		831,000
			Bank of America Corp.
		8,700,000	2.50%, 10/21/2022		8,679,198
		12,000,000	2.63%, 04/19/2021		12,143,892
		7,000,000	3.25%, 10/21/2027		7,002,618
		310,000	3.95%, 04/21/2025		318,244
		12,380,000	4.00%, 01/22/2025		12,729,029
		4,260,000	4.10%, 07/24/2023		4,578,946
		2,635,000	4.20%, 08/26/2024		2,753,517
		4,000,000	4.88%, 04/01/2044		4,516,740
		1,760,000	5.00%, 01/21/2044		2,015,351
		3,675,000	5.63%, 07/01/2020		4,113,181
		2,496,000	5.70%, 05/02/2017		2,550,038
		4,960,000	6.00%, 09/01/2017		5,146,952
		4,515,000	6.88%, 04/25/2018		4,857,056

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Commercial Banks - 10.5% - (continued)
	$	3,970,000	7.63%, 06/01/2019	$	4,532,525
		9,525,000	7.75%, 05/14/2038		13,529,329
			Bank of America NA
		7,100,000	1.65%, 03/26/2018		7,119,220
		5,790,000	2.05%, 12/07/2018		5,854,362
			Bank of New York Mellon Corp.
		13,335,000	1.94%, 10/30/2023(3)		13,335,547
		15,645,000	2.20%, 08/16/2023		15,418,398
		3,190,000	2.60%, 08/17/2020		3,273,543
		4,235,000	Bank of Nova Scotia 4.50%, 12/16/2025		4,469,318
		5,116,000	Barclays Bank plc 6.05%, 12/04/2017(2)		5,328,928
			Barclays plc
		535,000	3.65%, 03/16/2025		525,279
	EUR	375,000	8.00%, 12/15/2020(3)(6)		421,433
	$	1,615,000	8.25%, 12/15/2018(3)(6)		1,635,188
		13,405,000	BB&T Corp. 2.63%, 06/29/2020		13,754,616
		1,325,000	BBVA Bancomer S.A. 6.75%, 09/30/2022(5)		1,490,029
		275,000	BBVA International Preferred SAU 5.92%, 04/18/2017(3)(6)		275,688
		1,555,000	BNP Paribas S.A. 7.63%, 03/30/2021(2)(3)(6)		1,624,975
			BPCE S.A.
		4,745,000	5.15%, 07/21/2024(2)		4,999,683
		3,525,000	5.70%, 10/22/2023(2)		3,819,221
			Capital One Financial Corp.
		13,675,000	3.75%, 07/28/2026		13,658,467
		5,150,000	4.20%, 10/29/2025		5,347,672
		4,000,000	Capital One NA/Mclean VA 2.40%, 09/05/2019		4,059,408
		2,775,000	CIT Group, Inc. 5.38%, 05/15/2020		2,965,781
			Citigroup, Inc.
		7,565,000	2.05%, 06/07/2019		7,599,436
		9,875,000	2.40%, 02/18/2020		9,973,710
		6,275,000	2.50%, 09/26/2018		6,360,842
		5,000,000	2.55%, 04/08/2019		5,090,305
		10,150,000	2.65%, 10/26/2020		10,312,481
		5,130,000	2.70%, 03/30/2021		5,218,462
		11,510,000	3.20%, 10/21/2026		11,483,044
		3,780,000	4.13%, 07/25/2028		3,873,933
		7,450,000	4.30%, 11/20/2026		7,774,537
		9,315,000	4.45%, 09/29/2027		9,814,396
		3,090,000	4.60%, 03/09/2026		3,297,620
		7,000,000	4.65%, 07/30/2045		7,659,099
		4,795,000	5.50%, 09/13/2025		5,399,491
		7,105,000	Citizens Bank NA 2.55%, 05/13/2021		7,194,978
		1,815,000	Citizens Financial Group, Inc. 4.30%, 12/03/2025		1,892,845
			Cooperatieve Rabobank UA
		6,375,000	3.75%, 07/21/2026		6,403,044
		3,830,000	5.25%, 08/04/2045		4,316,092
		3,835,000	5.75%, 12/01/2043		4,618,360
			Credit Agricole S.A.
		3,485,000	4.38%, 03/17/2025(2)		3,556,903
		890,000	7.88%, 01/23/2024(2)(3)(6)		901,819
		1,030,000	8.13%, 12/23/2025(2)(3)(6)		1,106,055

The accompanying notes are an integral part of these financial statements.

63

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Commercial Banks - 10.5% - (continued)
	$	3,685,000	Credit Suisse AG 5.40%, 01/14/2020	$	3,994,308
		3,425,000	Credit Suisse Group AG 6.25%, 12/18/2024(3)(5)(6)		3,305,125
			Credit Suisse Group Funding Guernsey Ltd.
		5,650,000	3.13%, 12/10/2020		5,706,596
		3,520,000	3.75%, 03/26/2025		3,491,453
		10,410,000	3.80%, 09/15/2022		10,581,911
		1,615,000	Development Bank of Kazakhstan JSC 4.13%, 12/10/2022(5)		1,574,948
		6,520,000	Discover Bank/Greenwood DE 4.20%, 08/08/2023		6,950,235
		2,780,000	Fifth Third Bancorp 4.30%, 01/16/2024		2,970,096
			Goldman Sachs Group, Inc.
		18,720,000	2.35%, 11/15/2021		18,606,295
		6,425,000	2.43%, 11/29/2023(3)		6,520,398
		3,940,000	2.60%, 04/23/2020		4,004,998
		9,290,000	2.63%, 04/25/2021		9,389,161
		6,190,000	2.75%, 09/15/2020		6,312,321
		6,345,000	3.50%, 01/23/2025		6,507,210
		3,315,000	4.00%, 03/03/2024		3,533,889
		3,750,000	4.75%, 10/21/2045		4,124,329
		2,625,000	4.80%, 07/08/2044		2,859,749
		3,830,000	5.15%, 05/22/2045		4,138,032
		4,200,000	5.38%, 03/15/2020		4,636,972
		4,740,000	5.75%, 01/24/2022		5,480,232
		4,550,000	6.15%, 04/01/2018		4,830,025
		3,149,000	6.25%, 02/01/2041		4,033,236
		3,470,000	6.45%, 05/01/2036		4,218,260
		7,545,000	6.75%, 10/01/2037		9,516,048
		2,921,000	7.50%, 02/15/2019		3,284,034
		750,000	HBOS Capital Funding L.P. 6.85%, 12/23/2016(5)(6)		757,500
			HSBC Holdings plc
		5,300,000	2.65%, 01/05/2022		5,273,367
		5,055,000	3.60%, 05/25/2023		5,221,310
		4,550,000	3.90%, 05/25/2026		4,709,660
		7,655,000	4.25%, 03/14/2024		7,846,834
		6,800,000	4.25%, 08/18/2025		6,978,514
		4,755,000	4.30%, 03/08/2026		5,057,342
		1,665,000	5.10%, 04/05/2021		1,834,698
		1,000,000	6.50%, 09/15/2037		1,251,698
		4,440,000	6.80%, 06/01/2038		5,754,133
		1,730,000	HSBC USA, Inc. 2.35%, 03/05/2020		1,735,214
		780,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(2)(3)(6)		712,725
			JP Morgan Chase & Co.
		8,000,000	2.11%, 10/24/2023(3)		7,968,520
		10,760,000	2.30%, 08/15/2021		10,768,436
		13,375,000	2.40%, 06/07/2021		13,487,765
		18,005,000	2.70%, 05/18/2023		18,058,637
		11,205,000	2.95%, 10/01/2026		11,089,230
		2,270,000	3.25%, 09/23/2022		2,360,124
		25,000,000	3.30%, 04/01/2026		25,470,900
		9,275,000	4.25%, 10/01/2027		9,864,834
		5,300,000	4.35%, 08/15/2021		5,787,823
		2,970,000	5.63%, 08/16/2043		3,484,303
		1,000,000	6.40%, 05/15/2038		1,347,766

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Commercial Banks - 10.5% - (continued)
	$	16,045,000	JP Morgan Chase Bank NA 1.45%, 09/21/2018	$	16,046,348
			KeyCorp
		5,000,000	2.30%, 12/13/2018		5,064,795
		10,000,000	2.90%, 09/15/2020		10,296,150
		165,000	Lloyds Bank plc 6.50%, 09/14/2020(2)		186,221
	GBP	1,450,000	Lloyds Banking Group plc 7.00%, 06/27/2019(3)(5)(6)		1,773,914
			Morgan Stanley
	$	5,735,000	2.13%, 04/25/2018		5,776,923
		7,125,000	2.28%, 10/24/2023(3)		7,116,450
		6,260,000	2.45%, 02/01/2019		6,356,404
		7,450,000	2.50%, 01/24/2019		7,567,166
		12,945,000	2.50%, 04/21/2021		13,047,395
		8,000,000	2.65%, 01/27/2020		8,140,296
		8,790,000	3.13%, 07/27/2026		8,748,107
		9,230,000	3.70%, 10/23/2024		9,668,582
		2,270,000	3.88%, 01/27/2026		2,393,434
		6,320,000	3.95%, 04/23/2027		6,501,928
		9,690,000	4.00%, 07/23/2025		10,325,422
		2,590,000	4.35%, 09/08/2026		2,749,790
		1,250,000	6.38%, 07/24/2042		1,669,970
		2,460,000	6.63%, 04/01/2018		2,626,522
		2,600,000	7.30%, 05/13/2019		2,939,903
			PNC Bank NA
		5,785,000	1.45%, 07/29/2019		5,761,374
		2,465,000	2.70%, 11/01/2022		2,485,837
		4,310,000	PNC Financial Services Group, Inc. 3.90%, 04/29/2024		4,574,518
		2,860,000	Radian Group, Inc. 7.00%, 03/15/2021		3,205,888
			Royal Bank of Scotland Group plc
		11,290,000	3.88%, 09/12/2023		11,053,599
		1,260,000	6.99%, 10/05/2017(2)(3)(6)		1,408,050
		1,400,000	7.64%, 09/30/2017(3)(6)		1,358,000
		645,000	8.63%, 08/15/2021(3)(6)		641,775
		725,000	9.50%, 03/16/2022(3)(5)		743,681
		4,840,000	Santander Bank NA 2.00%, 01/12/2018		4,838,296
			Santander Holdings USA, Inc.
		4,900,000	2.65%, 04/17/2020		4,896,340
		6,070,000	2.70%, 05/24/2019		6,129,085
		5,975,000	4.50%, 07/17/2025		6,100,111
		4,600,000	Santander Issuances SAU 5.18%, 11/19/2025		4,765,683
		3,285,000	Santander UK Group Holdings plc 5.63%, 09/15/2045(2)		3,264,567
		2,515,000	Santander UK plc 5.00%, 11/07/2023(2)		2,605,346
		1,055,000	Societe Generale S.A. 8.25%, 11/29/2018(3)(5)(6)		1,085,331
			State Street Corp.
		1,445,000	3.10%, 05/15/2023		1,485,131
		3,340,000	3.70%, 11/20/2023		3,614,164
		21,500,000	UBS Group Funding Jersey Ltd. 2.65%, 02/01/2022(2)		21,384,889
		1,800,000	VTB Bank OJSC Via VTB Capital S.A. 6.95%, 10/17/2022(5)		1,879,502
		2,850,000	Wachovia Corp. 5.50%, 08/01/2035		3,250,513

The accompanying notes are an integral part of these financial statements.

64

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Commercial Banks - 10.5% - (continued)
			Wells Fargo & Co.
	$	20,560,000	1.50%, 01/16/2018	$	20,557,327
		17,500,000	2.10%, 07/26/2021		17,409,700
		7,100,000	2.12%, 10/31/2023(3)		7,081,540
		12,300,000	2.50%, 03/04/2021		12,437,379
		5,855,000	3.00%, 04/22/2026		5,828,014
		5,770,000	3.00%, 10/23/2026		5,730,389
		4,965,000	3.45%, 02/13/2023		5,096,294
		4,080,000	4.13%, 08/15/2023		4,351,952
		2,986,000	4.90%, 11/17/2045		3,209,857
		7,023,000	5.61%, 01/15/2044		8,235,198
					940,481,095
			Commercial Services - 0.4%
		1,575,000	APX Group, Inc. 7.88%, 12/01/2022		1,657,703
		725,000	Aramark Services, Inc. 5.13%, 01/15/2024		759,438
		4,250,000	Automatic Data Processing, Inc. 3.38%, 09/15/2025		4,565,388
			ERAC USA Finance LLC
		1,370,000	3.30%, 10/15/2022(2)		1,424,714
		6,280,000	3.85%, 11/15/2024(2)		6,668,355
		265,000	4.50%, 02/15/2045(2)		271,397
		2,735,000	5.63%, 03/15/2042(2)		3,216,319
			Hertz Corp.
		1,465,000	5.50%, 10/15/2024(2)		1,422,369
		1,290,000	5.88%, 10/15/2020		1,325,475
		1,830,000	6.25%, 10/15/2022		1,875,750
		216,000	Lender Processing Services, Inc. / Black Knight Lending Solutions, Inc. 5.75%, 04/15/2023		226,800
		8,525,000	MasterCard, Inc. 3.38%, 04/01/2024		9,076,303
		3,205,000	Quad/Graphics, Inc. 7.00%, 05/01/2022		3,076,800
		2,065,000	Service Corp. International 5.38%, 01/15/2022		2,142,437
					37,709,248
			Construction Materials - 0.2%
		2,100,000	BMC East LLC 5.50%, 10/01/2024(2)		2,131,500
		1,915,000	Builders FirstSource, Inc. 5.63%, 09/01/2024(2)		1,934,150
		2,070,000	Cemex Finance LLC 6.00%, 04/01/2024(2)		2,142,450
			Cemex S.A.B. de C.V.
		2,115,000	5.70%, 01/11/2025(2)		2,152,013
		460,000	6.13%, 05/05/2025(2)		476,100
		800,000	7.75%, 04/16/2026(2)		896,480
			Masco Corp.
		775,000	6.50%, 08/15/2032		864,125
		310,000	7.13%, 03/15/2020		354,950
		160,000	7.75%, 08/01/2029		193,600
		2,200,000	Ply Gem Industries, Inc. 6.50%, 02/01/2022		2,295,920
			Standard Industries, Inc.
		190,000	5.13%, 02/15/2021(2)		199,500
		4,550,000	5.38%, 11/15/2024(2)		4,703,562
					18,344,350

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Distribution/Wholesale - 0.0%
			American Builders & Contractors Supply Co., Inc.
	$	190,000	5.63%, 04/15/2021(2)	$	196,175
		2,255,000	5.75%, 12/15/2023(2)		2,350,838
		415,000	HD Supply, Inc. 5.75%, 04/15/2024(2)		435,750
					2,982,763
			Diversified Financial Services - 1.4%
			AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
		1,180,000	4.50%, 05/15/2021		1,226,610
		1,090,000	4.63%, 10/30/2020		1,147,225
		625,000	Air Lease Corp. 5.63%, 04/01/2017(4)		635,119
		5,127,000	American Express Co. 2.65%, 12/02/2022		5,213,267
		9,120,000	American Express Credit Corp. 2.25%, 05/05/2021		9,204,032
		7,000,000	Credit Agricole S.A. 2.38%, 07/01/2021(2)		7,049,672
		1,115,000	FBM Finance, Inc. 8.25%, 08/15/2021(2)		1,165,175
		2,230,000	FMR LLC 4.95%, 02/01/2033(2)		2,434,072
		13,589,000	GE Capital International Funding Co. 4.42%, 11/15/2035		14,822,297
			General Electric Co.
		1,210,000	5.88%, 01/14/2038		1,580,374
		1,297,000	6.75%, 03/15/2032		1,783,850
		1,469,000	6.88%, 01/10/2039		2,151,414
			International Lease Finance Corp.
		455,000	5.88%, 04/01/2019		488,979
		3,545,000	5.88%, 08/15/2022		3,904,038
		3,350,000	6.25%, 05/15/2019		3,622,187
		350,000	7.13%, 09/01/2018(2)		381,062
		380,000	8.75%, 03/15/2017(4)		389,439
		399,000	MassMutual Global Funding II 2.10%, 08/02/2018(2)		404,624
		1,980,000	Nasdaq, Inc. 3.85%, 06/30/2026		2,040,958
			National Rural Utilities Cooperative Finance Corp.
		4,725,000	1.50%, 11/01/2019		4,731,190
		6,625,000	3.25%, 11/01/2025		6,994,708
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		1,765,000	6.50%, 08/01/2018		1,785,959
		3,660,000	6.50%, 07/01/2021		3,632,550
		420,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(2)		434,700
			Springleaf Finance Corp.
		830,000	5.25%, 12/15/2019		833,112
		1,080,000	7.75%, 10/01/2021		1,125,252
		2,815,000	8.25%, 12/15/2020		3,054,275
			Synchrony Financial
		2,400,000	2.70%, 02/03/2020		2,426,186
		3,810,000	3.00%, 08/15/2019		3,893,519
		5,610,000	3.70%, 08/04/2026		5,526,439
		5,410,000	3.75%, 08/15/2021		5,676,226
		12,005,000	4.50%, 07/23/2025		12,570,315

The accompanying notes are an integral part of these financial statements.

65

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Diversified Financial Services - 1.4% - (continued)
			Visa, Inc.
	$	3,905,000	3.15%, 12/14/2025	$	4,073,552
		2,500,000	4.15%, 12/14/2035		2,764,465
		3,635,000	4.30%, 12/14/2045		4,054,483
					123,221,325
			Electric - 2.5%
			Abu Dhabi National Energy Co. PJSC
		785,000	3.63%, 01/12/2023(5)		799,951
		527,000	5.88%, 12/13/2021(5)		597,692
		5,210,000	Baltimore Gas & Electric Co. 3.50%, 11/15/2021		5,586,412
		500,000	Berkshire Hathaway Energy Co. 5.95%, 05/15/2037		643,145
			Centrais Electricas Brasileiras S.A.
		1,355,000	5.75%, 10/27/2021(5)		1,353,306
		150,000	6.88%, 07/30/2019(5)		157,500
		4,840,000	Cleco Corporate Holdings LLC 3.74%, 05/01/2026(2)		4,994,807
		465,000	Comision Federal de Electricidad 4.75%, 02/23/2027(2)		473,137
			Commonwealth Edison Co.
		605,000	3.65%, 06/15/2046		603,642
		620,000	4.35%, 11/15/2045		684,399
			Consolidated Edison Co. of New York, Inc.
		1,400,000	4.20%, 03/15/2042		1,486,507
		1,195,000	4.50%, 12/01/2045		1,333,522
		2,135,000	4.63%, 12/01/2054		2,388,916
			Dominion Resources, Inc.
		3,140,000	2.85%, 08/15/2026		3,092,162
		11,710,000	3.90%, 10/01/2025		12,484,324
		2,895,000	4.70%, 12/01/2044		3,168,033
		3,390,000	7.00%, 06/15/2038		4,484,862
			Duke Energy Carolinas LLC
		3,225,000	2.50%, 03/15/2023		3,310,256
		3,270,000	3.75%, 06/01/2045		3,296,801
		3,305,000	3.88%, 03/15/2046		3,417,506
		3,000,000	5.30%, 02/15/2040		3,697,656
			Duke Energy Corp.
		2,940,000	2.65%, 09/01/2026		2,860,688
		2,935,000	3.75%, 04/15/2024		3,115,332
		705,000	3.75%, 09/01/2046		667,170
		3,000,000	3.95%, 10/15/2023		3,254,649
			Duke Energy Progress LLC
		2,060,000	4.10%, 05/15/2042		2,166,383
		1,940,000	4.15%, 12/01/2044		2,072,036
		4,345,000	4.20%, 08/15/2045		4,692,935
		2,730,000	4.38%, 03/30/2044		3,008,684
		8,375,000	Electricite de France S.A. 4.95%, 10/13/2045(2)		8,922,725
			Emera US Finance L.P.
		1,580,000	2.70%, 06/15/2021(2)		1,607,991
		3,460,000	4.75%, 06/15/2046(2)		3,676,932
		3,935,000	Entergy Corp. 2.95%, 09/01/2026		3,891,990
		2,775,000	Eversource Energy 2.80%, 05/01/2023		2,806,147
			Exelon Corp.
		1,190,000	2.45%, 04/15/2021		1,202,355
		2,105,000	3.40%, 04/15/2026		2,173,596

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Electric - 2.5% - (continued)
	$	9,580,000	FirstEnergy Corp. 7.38%, 11/15/2031	$	12,456,127
			Fortis, Inc.
		4,960,000	2.10%, 10/04/2021(2)		4,919,254
		7,060,000	3.06%, 10/04/2026(2)		6,947,315
			Georgia Power Co.
		4,570,000	2.40%, 04/01/2021		4,674,854
		6,410,000	4.30%, 03/15/2042		6,792,959
		6,355,000	ITC Holdings Corp. 3.25%, 06/30/2026		6,407,111
			MidAmerican Energy Co.
		4,910,000	3.50%, 10/15/2024		5,282,561
		2,598,000	4.40%, 10/15/2044		2,923,072
		3,260,000	NextEra Energy Capital Holdings, Inc. 1.65%, 09/01/2018		3,267,289
		3,450,000	NiSource Finance Corp. 4.80%, 02/15/2044		3,785,012
			Oncor Electric Delivery Co. LLC
		5,666,000	2.95%, 04/01/2025		5,824,586
		3,915,000	4.10%, 06/01/2022		4,289,940
		115,000	4.55%, 12/01/2041		129,252
		591,000	5.25%, 09/30/2040		724,226
			Pacific Gas & Electric Co.
		6,000,000	3.50%, 06/15/2025		6,404,298
		2,525,000	4.30%, 03/15/2045		2,756,267
		2,400,000	6.05%, 03/01/2034		3,150,432
		3,500,000	PacifiCorp 4.10%, 02/01/2042		3,752,525
		2,700,000	Potomac Electric Power Co. 4.15%, 03/15/2043		2,887,464
			Progress Energy, Inc.
		1,750,000	7.00%, 10/30/2031		2,329,551
		3,051,000	7.05%, 03/15/2019		3,431,521
		540,000	7.75%, 03/01/2031		744,628
		1,930,000	Public Service Co. of Colorado 3.60%, 09/15/2042		1,917,364
		4,770,000	San Diego Gas & Electric Co. 3.60%, 09/01/2023		5,171,214
		3,220,000	South Carolina Electric & Gas Co. 4.10%, 06/15/2046		3,350,310
		1,010,000	Southern California Edison Co. 6.05%, 03/15/2039		1,356,015
			Southern Co.
		5,000,000	1.85%, 07/01/2019		5,028,920
		4,055,000	2.95%, 07/01/2023		4,168,674
		5,000,000	4.40%, 07/01/2046		5,280,610
		1,615,000	Southern Power Co. 5.25%, 07/15/2043		1,727,297
		1,750,000	Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020(1)(2)		—
					226,054,797
			Electronics - 0.1%
		7,690,000	Fortive Corp. 2.35%, 06/15/2021(2)		7,709,694
			Engineering & Construction - 0.0%
		500,000	Mexico City Airport Trust 5.50%, 10/31/2046(2)		488,125
		1,050,000	SBA Tower Trust 2.93%, 12/15/2042(2)		1,052,453
					1,540,578

The accompanying notes are an integral part of these financial statements.

66

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Entertainment - 0.1%
			GLP Capital L.P. / GLP Financing II, Inc.
	$	110,000	4.38%, 04/15/2021	$	115,775
		2,010,000	5.38%, 04/15/2026		2,135,625
		3,015,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024(2)		3,037,613
		910,000	Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp. 6.13%, 08/15/2021(2)		939,575
		550,000	WMG Acquisition Corp. 5.00%, 08/01/2023(2)		556,875
					6,785,463
			Environmental Control - 0.3%
			Clean Harbors, Inc.
		1,975,000	5.13%, 06/01/2021		2,021,906
		150,000	5.25%, 08/01/2020		153,000
			Republic Services, Inc.
		6,550,000	3.55%, 06/01/2022		7,014,146
		8,000,000	5.00%, 03/01/2020		8,810,128
		6,000,000	Waste Management, Inc. 3.50%, 05/15/2024		6,359,874
					24,359,054
			Food - 0.9%
			Danone S.A.
		5,785,000	1.69%, 10/30/2019(2)		5,791,352
		6,705,000	2.59%, 11/02/2023(2)		6,701,225
			JM Smucker Co.
		1,605,000	3.50%, 03/15/2025		1,688,166
		1,675,000	4.38%, 03/15/2045		1,784,233
			Kraft Heinz Foods Co.
		3,780,000	3.50%, 07/15/2022		3,982,839
		4,115,000	3.95%, 07/15/2025		4,399,412
		7,590,000	4.38%, 06/01/2046		7,697,657
		1,870,000	5.00%, 07/15/2035		2,100,895
		2,190,000	5.20%, 07/15/2045		2,455,277
			Kroger Co.
		8,110,000	2.65%, 10/15/2026		7,866,716
		2,725,000	3.88%, 10/15/2046		2,604,678
		765,000	Minerva Luxembourg S.A. 6.50%, 09/20/2026(2)		749,241
		11,000,000	Mondelez International Holdings Netherlands B.V. 1.63%, 10/28/2019(2)		10,961,291
		2,480,000	Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp. 5.88%, 01/15/2024		2,659,800
			Post Holdings, Inc.
		3,910,000	5.00%, 08/15/2026(2)		3,792,700
		665,000	6.00%, 12/15/2022(2)		701,575
		4,376,000	Sigma Alimentos S.A. de CV 4.13%, 05/02/2026(2)		4,402,256
			Sysco Corp.
		1,050,000	2.50%, 07/15/2021		1,066,052
		3,140,000	3.30%, 07/15/2026		3,201,393
		960,000	4.50%, 04/01/2046		1,008,558
			TreeHouse Foods, Inc.
		3,520,000	4.88%, 03/15/2022		3,652,000
		605,000	6.00%, 02/15/2024(2)		649,770
					79,917,086

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Food Service - 0.0%
	$	850,000	Aramark Services, Inc. 5.75%, 03/15/2020	$	874,438
			Forest Products & Paper - 0.1%
		9,650,000	International Paper Co. 3.65%, 06/15/2024		10,035,633
			Gas - 0.1%
			Sempra Energy
		8,760,000	1.63%, 10/07/2019		8,750,355
		2,940,000	2.85%, 11/15/2020		3,025,933
		1,195,000	Southern Co. Gas Capital Corp. 2.45%, 10/01/2023		1,194,877
					12,971,165
			Healthcare-Products - 0.5%
			Alere, Inc.
		3,280,000	6.38%, 07/01/2023(2)		3,378,400
		2,815,000	6.50%, 06/15/2020		2,851,342
		7,000,000	Boston Scientific Corp. 3.38%, 05/15/2022		7,305,025
		8,023,000	Medtronic, Inc. 4.38%, 03/15/2035		8,801,183
		4,330,000	St. Jude Medical, Inc. 2.80%, 09/15/2020		4,425,940
		3,090,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(2)		3,174,975
			Stryker Corp.
		1,400,000	2.63%, 03/15/2021		1,426,411
		1,495,000	3.50%, 03/15/2026		1,556,619
		2,535,000	4.63%, 03/15/2046		2,705,709
			Thermo Fisher Scientific, Inc.
		4,485,000	2.95%, 09/19/2026		4,416,998
		4,055,000	3.00%, 04/15/2023		4,115,935
					44,158,537
			Healthcare-Services - 1.5%
			Aetna, Inc.
		3,515,000	2.80%, 06/15/2023		3,561,883
		10,245,000	3.20%, 06/15/2026		10,281,103
		3,240,000	4.25%, 06/15/2036		3,287,589
		4,130,000	4.38%, 06/15/2046		4,188,109
		2,760,000	Amsurg Corp. 5.63%, 07/15/2022		2,815,200
			Anthem, Inc.
		4,760,000	3.13%, 05/15/2022		4,915,252
		3,100,000	3.30%, 01/15/2023		3,200,307
		3,175,000	3.50%, 08/15/2024		3,289,725
		3,315,000	4.63%, 05/15/2042		3,461,291
		1,000,000	5.85%, 01/15/2036		1,181,522
		2,330,000	6.38%, 06/15/2037		2,974,748
		11,440,000	Cigna Corp. 3.25%, 04/15/2025		11,562,751
			Community Health Systems, Inc.
		110,000	5.13%, 08/15/2018		109,038
		1,125,000	5.13%, 08/01/2021		1,049,063
		7,445,000	6.88%, 02/01/2022		5,676,812
		1,440,000	7.13%, 07/15/2020		1,162,800
		2,060,000	Coventry Health Care, Inc. 5.45%, 06/15/2021		2,330,972
		1,305,000	Envision Healthcare Corp. 5.13%, 07/01/2022(2)		1,305,000

The accompanying notes are an integral part of these financial statements.

67

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Healthcare-Services - 1.5% - (continued)
	$	3,335,000	HCA Holdings, Inc. 6.25%, 02/15/2021	$	3,597,631
			HCA, Inc.
		2,335,000	4.50%, 02/15/2027		2,305,813
		665,000	5.25%, 06/15/2026		694,925
		4,605,000	5.38%, 02/01/2025		4,700,323
		175,000	5.88%, 03/15/2022		192,500
		2,125,000	5.88%, 05/01/2023		2,254,498
		2,240,000	5.88%, 02/15/2026		2,352,000
		1,670,000	6.50%, 02/15/2020		1,849,525
		1,627,000	7.50%, 11/15/2095		1,635,135
			Humana, Inc.
		3,555,000	3.85%, 10/01/2024		3,758,989
		2,700,000	4.95%, 10/01/2044		2,915,638
		340,000	inVentiv Health, Inc. 9.00%, 01/15/2018(2)		344,675
			Laboratory Corp. of America Holdings
		1,000,000	3.20%, 02/01/2022		1,040,164
		2,240,000	4.70%, 02/01/2045		2,369,882
		1,050,000	LifePoint Health, Inc. 5.88%, 12/01/2023		1,065,750
		1,235,000	MEDNAX, Inc. 5.25%, 12/01/2023(2)		1,290,575
		1,100,000	Memorial Sloan-Kettering Cancer Center 4.20%, 07/01/2055		1,169,868
		540,000	MPH Acquisition Holdings LLC 7.13%, 06/01/2024(2)		577,746
		6,610,000	Providence St Joseph Health Obligated Group 2.75%, 10/01/2026		6,549,776
			Tenet Healthcare Corp.
		345,000	4.75%, 06/01/2020		352,763
		6,135,000	5.00%, 03/01/2019(4)		5,949,048
		315,000	6.25%, 11/01/2018		333,113
		480,000	6.75%, 06/15/2023		441,000
		3,055,000	8.13%, 04/01/2022		2,986,263
			UnitedHealth Group, Inc.
		1,605,000	3.10%, 03/15/2026		1,650,210
		9,750,000	4.63%, 07/15/2035		11,121,123
		2,690,000	4.75%, 07/15/2045		3,114,323
		1,981,000	6.88%, 02/15/2038		2,771,116
		1,565,000	Wellcare Health Plans, Inc. 5.75%, 11/15/2020		1,611,950
					137,349,487
			Home Builders - 0.2%
		1,950,000	Beazer Homes USA, Inc. 8.75%, 03/15/2022(2)		2,071,875
		150,000	CalAtlantic Group, Inc. 5.38%, 10/01/2022		157,688
			DR Horton, Inc.
		1,120,000	4.38%, 09/15/2022		1,176,000
		280,000	5.75%, 08/15/2023		311,329
			KB Home
		340,000	4.75%, 05/15/2019		347,650
		1,450,000	7.00%, 12/15/2021		1,555,125
		1,095,000	7.50%, 09/15/2022		1,185,337
		1,225,000	7.63%, 05/15/2023		1,304,625
		1,586,000	8.00%, 03/15/2020		1,760,460
			Lennar Corp.
		2,720,000	4.75%, 12/15/2017		2,774,400

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Home Builders - 0.2% - (continued)
	$	600,000	4.75%, 04/01/2021	$	635,628
		1,355,000	4.75%, 11/15/2022(4)		1,409,200
		320,000	4.88%, 12/15/2023		326,400
		3,170,000	M/I Homes, Inc. 6.75%, 01/15/2021		3,336,425
		130,000	PulteGroup, Inc. 6.38%, 05/15/2033		134,225
					18,486,367
			Household Products - 0.1%
		2,105,000	Avon International Operations, Inc. 7.88%, 08/15/2022(2)		2,262,875
		1,200,000	Procter & Gamble Co. 5.55%, 03/05/2037		1,632,437
		3,455,000	Revlon Consumer Products Corp. 6.25%, 08/01/2024(2)		3,558,650
					7,453,962
			Household Products/Wares - 0.1%
			S.C. Johnson & Son, Inc.
		2,520,000	4.00%, 05/15/2043(2)		2,507,854
		1,840,000	4.75%, 10/15/2046(2)		2,109,203
					4,617,057
			Insurance - 0.6%
		1,905,000	ACE Capital Trust II 9.70%, 04/01/2030		2,876,550
			American International Group, Inc.
		2,725,000	3.88%, 01/15/2035		2,647,163
		2,005,000	4.50%, 07/16/2044		2,039,259
		2,680,000	4.70%, 07/10/2035		2,869,731
			Aon plc
		4,775,000	3.50%, 06/14/2024		4,960,136
		6,075,000	3.88%, 12/15/2025		6,444,743
		2,300,000	4.25%, 12/12/2042		2,215,848
		3,460,000	Berkshire Hathaway Finance Corp. 4.40%, 05/15/2042		3,827,071
		3,715,000	Berkshire Hathaway, Inc. 3.13%, 03/15/2026		3,855,460
			Marsh & McLennan Cos., Inc.
		2,105,000	3.75%, 03/14/2026		2,245,905
		3,900,000	4.05%, 10/15/2023		4,227,631
		3,350,000	Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039(2)		5,174,129
		2,010,000	MetLife, Inc. 4.60%, 05/13/2046		2,180,631
		700,000	MGIC Investment Corp. 5.75%, 08/15/2023		738,500
		4,940,000	Nationwide Mutual Insurance Co. 9.38%, 08/15/2039(2)		7,552,361
		3,000,000	Teachers Insurance & Annuity Association of America 6.85%, 12/16/2039(2)		4,036,638
					57,891,756
			Internet - 0.2%
			Amazon.com, Inc.
		2,940,000	4.80%, 12/05/2034		3,355,772
		5,535,000	4.95%, 12/05/2044		6,458,393
		250,000	Match Group, Inc. 6.75%, 12/15/2022		265,938

The accompanying notes are an integral part of these financial statements.

68

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Internet - 0.2% - (continued)
	$	4,990,000	Netflix, Inc. 5.88%, 02/15/2025	$	5,532,662
			Zayo Group LLC / Zayo Capital, Inc.
		1,955,000	6.00%, 04/01/2023		2,057,637
		2,500,000	6.38%, 05/15/2025		2,632,050
					20,302,452
			Iron/Steel - 0.2%
			AK Steel Corp.
		1,095,000	7.63%, 05/15/2020		1,100,475
		1,375,000	7.63%, 10/01/2021		1,368,125
		1,095,000	8.38%, 04/01/2022		1,105,950
		1,035,000	ArcelorMittal 7.25%, 02/25/2022		1,174,725
		965,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(2)		974,650
			Steel Dynamics, Inc.
		665,000	5.13%, 10/01/2021		693,263
		1,770,000	5.50%, 10/01/2024		1,867,350
			United States Steel Corp.
		287,000	6.88%, 04/01/2021		283,501
		1,060,000	7.38%, 04/01/2020		1,054,700
		465,000	7.50%, 03/15/2022		445,238
		2,540,000	8.38%, 07/01/2021(2)		2,698,750
		1,205,000	Vale S.A. 5.63%, 09/11/2042		1,047,663
					13,814,390
			IT Services - 0.5%
			Apple, Inc.
		8,210,000	2.85%, 02/23/2023		8,514,730
		4,230,000	3.85%, 08/04/2046		4,119,115
		3,990,000	4.38%, 05/13/2045		4,239,080
		1,500,000	4.45%, 05/06/2044		1,609,159
		4,085,000	4.65%, 02/23/2046		4,502,258
			Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
		3,375,000	3.48%, 06/01/2019(2)		3,462,747
		4,465,000	4.42%, 06/15/2021(2)		4,669,082
		8,895,000	6.02%, 06/15/2026(2)		9,696,039
					40,812,210
			Lodging - 0.1%
		3,650,000	Boyd Gaming Corp. 6.38%, 04/01/2026(2)		3,905,500
		1,745,000	FelCor Lodging L.P. 6.00%, 06/01/2025		1,810,438
					5,715,938
			Machinery - Construction & Mining - 0.0%
		1,500,000	Caterpillar, Inc. 3.80%, 08/15/2042		1,517,096
			Machinery-Diversified - 0.1%
		442,000	Case New Holland Industrial, Inc. 7.88%, 12/01/2017		467,968
		2,780,000	Cloud Crane LLC 10.13%, 08/01/2024(2)		2,898,150
			CNH Industrial Capital LLC
		1,565,000	4.38%, 11/06/2020		1,600,212
		1,070,000	6.25%, 11/01/2016		1,070,000

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Machinery-Diversified - 0.1% - (continued)
	$	760,000	Gardner Denver, Inc. 6.88%, 08/15/2021(2)	$	744,800
					6,781,130
			Media - 3.1%
			21st Century Fox America, Inc.
		7,290,000	4.95%, 10/15/2045		8,002,670
		850,000	6.15%, 02/15/2041		1,055,156
		1,865,000	6.40%, 12/15/2035		2,339,857
		2,450,000	6.90%, 03/01/2019		2,739,884
			CBS Corp.
		2,980,000	2.90%, 01/15/2027		2,903,497
		3,725,000	4.60%, 01/15/2045		3,778,904
		2,815,000	4.90%, 08/15/2044		2,948,659
		1,130,000	CBS Radio, Inc. 7.25%, 11/01/2024(2)		1,173,788
			CCO Holdings LLC / CCO Holdings Capital Corp.
		90,000	5.13%, 02/15/2023		93,150
		2,610,000	5.13%, 05/01/2023(2)		2,694,825
		1,600,000	5.25%, 09/30/2022		1,666,000
		3,870,000	5.75%, 09/01/2023		4,082,850
		205,000	5.75%, 01/15/2024		216,788
		1,635,000	5.75%, 02/15/2026(2)		1,703,466
		500,000	6.63%, 01/31/2022		521,250
		7,490,000	Cequel Communications Holdings I LLC / Cequel Capital Corp. 5.13%, 12/15/2021(2)		7,293,525
		11,148,000	Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045(2)		13,063,784
			Charter Communications Operating LLC / Charter Communications Operating Capital
		5,455,000	3.58%, 07/23/2020(2)		5,656,066
		6,075,000	4.46%, 07/23/2022(2)		6,470,956
		3,505,000	4.91%, 07/23/2025(2)		3,780,321
		7,335,000	6.38%, 10/23/2035(2)		8,455,289
			Comcast Corp.
		9,580,000	3.15%, 03/01/2026		9,930,417
		5,965,000	3.20%, 07/15/2036		5,682,951
		2,425,000	3.40%, 07/15/2046		2,237,642
		4,975,000	4.25%, 01/15/2033		5,351,244
		8,600,000	4.60%, 08/15/2045		9,548,030
		2,725,000	4.75%, 03/01/2044		3,082,763
		975,000	5.65%, 06/15/2035		1,218,668
		1,980,000	6.45%, 03/15/2037		2,651,976
		4,200,000	6.95%, 08/15/2037		5,967,146
		510,000	7.05%, 03/15/2033		709,181
			Cox Communications, Inc.
		1,485,000	2.95%, 06/30/2023(2)		1,442,052
		1,675,000	3.35%, 09/15/2026(2)		1,651,776
		6,485,000	4.50%, 06/30/2043(2)		5,807,292
		7,875,000	4.80%, 02/01/2035(2)		7,618,905
		1,354,000	6.45%, 12/01/2036(2)		1,454,314
		1,275,000	8.38%, 03/01/2039(2)		1,652,803
			CSC Holdings LLC
		2,310,000	5.25%, 06/01/2024		2,159,850
		2,860,000	10.13%, 01/15/2023(2)		3,224,650
		1,050,000	10.88%, 10/15/2025(2)		1,207,500

The accompanying notes are an integral part of these financial statements.

69

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Media - 3.1% - (continued)
			DISH DBS Corp.
	$	2,840,000	5.00%, 03/15/2023	$	2,797,400
		1,825,000	5.88%, 07/15/2022		1,884,313
		455,000	5.88%, 11/15/2024		458,128
		3,620,000	6.75%, 06/01/2021		3,889,256
		1,260,000	7.88%, 09/01/2019		1,404,900
			Gray Television, Inc.
		880,000	5.13%, 10/15/2024(2)		853,600
		630,000	5.88%, 07/15/2026(2)		626,850
		205,000	Grupo Televisa S.A.B. 5.00%, 05/13/2045		194,013
		3,740,000	Liberty Interactive LLC 8.25%, 02/01/2030		4,001,800
		1,350,000	NBC Universal Media LLC 5.95%, 04/01/2041		1,758,110
		600,000	NBCUniversal Enterprise, Inc. 5.25%, 03/29/2049(2)(6)		639,180
		335,000	Quebecor Media, Inc. 5.75%, 01/15/2023		350,075
		3,485,000	SFR Group S.A. 7.38%, 05/01/2026(2)		3,519,850
			Sinclair Television Group, Inc.
		570,000	5.13%, 02/15/2027(2)		545,775
		675,000	5.88%, 03/15/2026(2)		696,938
		2,205,000	6.13%, 10/01/2022		2,329,119
			Sirius XM Radio, Inc.
		1,305,000	4.25%, 05/15/2020(2)		1,333,710
		1,085,000	4.63%, 05/15/2023(2)		1,091,781
		5,770,000	Sky plc 3.13%, 11/26/2022(2)		5,865,176
			TEGNA, Inc.
		2,305,000	4.88%, 09/15/2021(2)		2,402,963
		1,880,000	5.13%, 10/15/2019		1,934,050
		1,285,000	5.50%, 09/15/2024(2)		1,317,125
		2,610,000	6.38%, 10/15/2023		2,760,075
			Time Warner Cable, Inc.
		540,000	4.00%, 09/01/2021		565,585
		1,875,000	4.50%, 09/15/2042		1,763,216
		1,300,000	5.50%, 09/01/2041		1,373,485
		10,340,000	5.88%, 11/15/2040		11,324,647
		14,780,000	6.75%, 07/01/2018		15,968,445
		2,825,000	6.75%, 06/15/2039		3,386,545
		2,450,000	8.25%, 04/01/2019		2,801,051
		535,000	8.75%, 02/14/2019		614,475
		1,565,000	Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033		2,132,253
			Time Warner, Inc.
		3,625,000	2.95%, 07/15/2026		3,573,402
		3,115,000	4.85%, 07/15/2045		3,308,195
		7,145,000	5.35%, 12/15/2043		8,074,793
		1,985,000	6.10%, 07/15/2040		2,374,328
		1,090,000	6.50%, 11/15/2036		1,356,028
		1,010,000	7.63%, 04/15/2031		1,411,372
		6,065,000	Tribune Media Co. 5.88%, 07/15/2022		6,065,000
		4,455,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.50%, 01/15/2023(2)		4,616,494
		2,145,000	Viacom, Inc. 3.45%, 10/04/2026		2,130,459

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Media - 3.1% - (continued)
			Videotron Ltd.
	$	1,320,000	5.00%, 07/15/2022	$	1,377,750
		2,340,000	5.38%, 06/15/2024(2)		2,448,225
		4,075,000	Virgin Media Secured Finance plc 5.50%, 08/15/2026(2)		4,110,656
		3,320,000	Walt Disney Co. 1.85%, 07/30/2026		3,106,504
					279,776,940
			Metal Fabricate/Hardware - 0.0%
			Novelis Corp.
		1,045,000	5.88%, 09/30/2026(2)		1,058,063
		1,880,000	6.25%, 08/15/2024(2)		1,955,200
					3,013,263
			Mining - 0.3%
			Anglo American Capital plc
		320,000	3.63%, 05/14/2020(2)		321,600
		580,000	4.13%, 04/15/2021(2)		586,307
		535,000	4.13%, 09/27/2022(2)		529,650
		480,000	4.88%, 05/14/2025(2)		488,400
		871,000	9.38%, 04/08/2019(2)		997,295
		2,365,000	Barrick North America Finance LLC 5.75%, 05/01/2043		2,759,986
		1,825,000	BHP Billiton Finance USA Ltd. 5.00%, 09/30/2043		2,078,257
		2,520,000	Constellium N.V. 7.88%, 04/01/2021(2)		2,683,800
		7,000,000	Goldcorp, Inc. 3.63%, 06/09/2021		7,305,690
		1,940,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		2,049,125
		155,000	New Gold, Inc. 6.25%, 11/15/2022(2)		156,550
		205,000	Newmont Mining Corp. 4.88%, 03/15/2042		212,081
			Rio Tinto Finance USA Ltd.
		554,000	2.88%, 08/21/2022		573,002
		905,000	3.75%, 06/15/2025		963,865
			Teck Resources Ltd.
		715,000	8.00%, 06/01/2021(2)		781,137
		1,480,000	8.50%, 06/01/2024(2)		1,713,100
					24,199,845
			Miscellaneous Manufacturing - 0.2%
		4,000,000	Bombardier, Inc. 6.13%, 01/15/2023(2)		3,472,080
			General Electric Co.
		795,000	4.13%, 10/09/2042		843,909
		8,310,000	4.50%, 03/11/2044		9,346,033
		5,380,000	Siemens Financieringsmaatschappij N.V. 2.35%, 10/15/2026(2)		5,200,270
					18,862,292
			Office/Business Equipment - 0.1%
			CDW LLC / CDW Finance Corp.
		1,495,000	5.00%, 09/01/2023		1,535,215
		725,000	5.50%, 12/01/2024		761,475
		2,740,000	6.00%, 08/15/2022		2,904,400
					5,201,090

The accompanying notes are an integral part of these financial statements.

70

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Oil & Gas - 4.3%
			Anadarko Petroleum Corp.
	$	1,250,000	4.50%, 07/15/2044	$	1,176,752
		9,670,000	4.85%, 03/15/2021		10,497,984
		2,000,000	5.55%, 03/15/2026		2,273,586
		3,900,000	6.38%, 09/15/2017		4,063,800
		1,300,000	6.45%, 09/15/2036		1,542,681
		5,185,000	6.60%, 03/15/2046		6,409,013
		2,275,000	6.95%, 06/15/2019		2,539,087
		2,110,000	8.70%, 03/15/2019		2,418,450
			Antero Resources Corp.
		340,000	5.38%, 11/01/2021		345,100
		875,000	5.63%, 06/01/2023		892,500
		2,080,000	6.00%, 12/01/2020		2,139,800
		880,000	Apache Corp. 3.63%, 02/01/2021		919,301
		3,865,000	BG Energy Capital plc 4.00%, 10/15/2021(2)		4,205,835
		3,380,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(2)		3,303,950
		1,880,000	Bonanza Creek Energy, Inc. 6.75%, 04/15/2021		1,142,100
			BP Capital Markets plc
		4,510,000	2.11%, 09/16/2021		4,516,201
		3,670,000	2.75%, 05/10/2023		3,706,072
		11,505,000	3.06%, 03/17/2022		11,989,188
		4,915,000	3.25%, 05/06/2022		5,128,070
		2,840,000	3.81%, 02/10/2024		3,035,986
		1,730,000	3.99%, 09/26/2023		1,880,029
		6,540,000	California Resources Corp. 8.00%, 12/15/2022(2)		4,414,500
		600,000	Callon Petroleum Co. 6.13%, 10/01/2024(2)		618,000
			Canadian Natural Resources Ltd.
		6,860,000	3.45%, 11/15/2021		7,066,747
		4,324,000	3.80%, 04/15/2024		4,397,863
		4,626,000	3.90%, 02/01/2025		4,718,571
		2,385,000	6.25%, 03/15/2038		2,717,157
			Cenovus Energy, Inc.
		9,005,000	3.80%, 09/15/2023		8,880,749
		1,902,000	5.70%, 10/15/2019		2,055,286
			Concho Resources, Inc.
		1,290,000	5.50%, 10/01/2022		1,325,475
		1,415,000	5.50%, 04/01/2023		1,447,545
			ConocoPhillips Co.
		1,085,000	1.50%, 05/15/2018		1,085,839
		1,500,000	4.30%, 11/15/2044		1,498,344
		840,000	4.95%, 03/15/2026		942,304
		2,895,000	5.95%, 03/15/2046		3,619,839
		135,000	6.50%, 02/01/2039		172,337
			Continental Resources, Inc.
		585,000	3.80%, 06/01/2024		538,200
		391,000	4.50%, 04/15/2023		372,428
		3,565,000	4.90%, 06/01/2044		3,034,706
		1,489,000	5.00%, 09/15/2022		1,459,220
		4,010,000	Denbury Resources, Inc. 9.00%, 05/15/2021(2)		4,130,300
			Devon Energy Corp.
		10,875,000	3.25%, 05/15/2022		10,918,935
		565,000	5.00%, 06/15/2045		546,819
		3,695,000	5.60%, 07/15/2041		3,824,761

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Oil & Gas - 4.3% - (continued)
	$	3,060,000	5.85%, 12/15/2025	$	3,507,562
		444,000	7.95%, 04/15/2032		560,266
		1,085,000	Devon Financing Corp. LLC 7.88%, 09/30/2031		1,381,305
			Diamondback Energy, Inc.
		341,000	4.75%, 11/01/2024(2)		341,000
		3,670,000	7.63%, 10/01/2021		3,886,530
		1,695,000	Ecopetrol S.A. 5.88%, 09/18/2023		1,817,887
			EnCana Corp.
		7,735,000	3.90%, 11/15/2021		7,826,273
		4,015,000	6.50%, 05/15/2019		4,375,816
		2,830,000	6.50%, 08/15/2034		3,052,919
			Encana Corp.
		570,000	6.63%, 08/15/2037		619,562
		575,000	7.20%, 11/01/2031		647,633
		2,055,000	Energen Corp. 4.63%, 09/01/2021		2,075,550
		2,600,000	Ensco plc 5.75%, 10/01/2044		1,735,500
			EOG Resources, Inc.
		3,075,000	3.90%, 04/01/2035		3,023,512
		7,175,000	4.15%, 01/15/2026		7,793,872
			Exxon Mobil Corp.
		4,860,000	2.22%, 03/01/2021		4,928,045
		4,085,000	2.73%, 03/01/2023		4,176,708
		1,655,000	3.04%, 03/01/2026		1,711,303
		1,505,000	4.11%, 03/01/2046		1,624,033
			Gazprom OAO Via Gaz Capital S.A.
		1,205,000	3.85%, 02/06/2020(5)		1,206,518
		825,000	7.29%, 08/16/2037(5)		938,437
		1,625,000	9.25%, 04/23/2019(5)		1,854,284
			Hess Corp.
		1,850,000	3.50%, 07/15/2024		1,802,005
		6,830,000	4.30%, 04/01/2027		6,799,381
		5,270,000	5.60%, 02/15/2041		5,213,205
		3,130,000	5.80%, 04/01/2047		3,226,448
		3,835,000	6.00%, 01/15/2040		3,983,833
		1,325,000	7.30%, 08/15/2031		1,551,273
		700,000	7.88%, 10/01/2029		859,029
		3,470,000	Kerr-McGee Corp. 6.95%, 07/01/2024		4,160,586
			Laredo Petroleum, Inc.
		2,365,000	5.63%, 01/15/2022		2,305,875
		1,290,000	6.25%, 03/15/2023		1,296,450
		1,540,000	7.38%, 05/01/2022		1,586,200
		1,150,000	Lukoil International Finance B.V. 4.75%, 11/02/2026(2)		1,149,597
			Marathon Oil Corp.
		11,540,000	2.80%, 11/01/2022		10,965,008
		7,610,000	5.20%, 06/01/2045		7,137,168
		3,240,000	5.90%, 03/15/2018		3,403,487
		2,055,000	Matador Resources Co. 6.88%, 04/15/2023		2,157,750
			MEG Energy Corp.
		3,320,000	6.38%, 01/30/2023(2)		2,739,000
		1,995,000	7.00%, 03/31/2024(2)		1,635,900
		5,825,000	Noble Energy, Inc. 5.25%, 11/15/2043		6,137,867
		2,060,000	Noble Holding International Ltd. 6.20%, 08/01/2040		1,210,250

The accompanying notes are an integral part of these financial statements.

71

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Oil & Gas - 4.3% - (continued)
	$	675,000	PDC Energy, Inc. 6.13%, 09/15/2024(2)	$	702,000
			Petrobras Global Finance B.V.
		1,260,000	4.88%, 03/17/2020		1,269,135
		750,000	5.38%, 01/27/2021		742,650
		1,950,000	5.75%, 01/20/2020		2,012,400
		2,395,000	6.75%, 01/27/2041		2,121,850
		125,000	6.88%, 01/20/2040		111,875
		655,000	8.38%, 05/23/2021		724,627
		510,000	8.75%, 05/23/2026		574,515
			Petroleos de Venezuela S.A.
		645,000	5.50%, 04/12/2037(5)		236,393
		454,000	6.00%, 05/16/2024(5)		170,250
		1,846,000	6.00%, 11/15/2026(5)		685,734
		210,000	8.50%, 10/27/2020(2)		152,250
			Petroleos Mexicanos
		435,000	2.90%, 07/18/2018(3)		438,915
		1,867,000	5.50%, 01/21/2021		1,981,354
		660,000	5.50%, 06/27/2044		568,524
		1,620,000	5.63%, 01/23/2046		1,400,895
		120,000	6.50%, 06/02/2041		116,640
		4,230,000	6.75%, 09/21/2047(2)		4,192,987
			Pioneer Natural Resources Co.
		3,580,000	3.45%, 01/15/2021		3,729,644
		1,140,000	3.95%, 07/15/2022		1,216,863
		1,640,000	6.88%, 05/01/2018		1,758,047
			QEP Resources, Inc.
		4,015,000	5.25%, 05/01/2023		3,944,737
		205,000	5.38%, 10/01/2022		202,950
		230,000	6.80%, 03/01/2020		237,188
			Rice Energy, Inc.
		1,235,000	6.25%, 05/01/2022		1,256,612
		510,000	7.25%, 05/01/2023		540,600
		1,460,000	Rowan Cos., Inc. 5.85%, 01/15/2044		1,029,300
		1,725,000	RSP Permian, Inc. 6.63%, 10/01/2022		1,817,719
			Shell International Finance B.V.
		9,250,000	2.50%, 09/12/2026		8,992,489
		4,820,000	2.88%, 05/10/2026		4,828,951
		5,840,000	4.38%, 05/11/2045		6,087,961
		3,250,000	4.55%, 08/12/2043		3,457,197
			SM Energy Co.
		2,590,000	5.00%, 01/15/2024		2,408,700
		25,000	5.63%, 06/01/2025		23,813
		355,000	6.13%, 11/15/2022		356,775
		170,000	6.50%, 11/15/2021		172,550
		395,000	6.75%, 09/15/2026		404,875
			Statoil ASA
		7,305,000	2.65%, 01/15/2024		7,377,188
		1,095,000	2.75%, 11/10/2021		1,133,748
		1,315,000	3.95%, 05/15/2043		1,322,695
		1,080,000	4.25%, 11/23/2041		1,124,524
		455,000	5.10%, 08/17/2040		531,095
		1,520,000	Suncor Energy, Inc. 6.10%, 06/01/2018		1,625,324
		500,000	Tosco Corp. 8.13%, 02/15/2030		685,000
		5,065,000	Total Capital International S.A. 2.88%, 02/17/2022		5,253,393

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Oil & Gas - 4.3% - (continued)
			Tullow Oil plc
	$	2,140,000	6.00%, 11/01/2020(2)	$	1,990,200
		3,181,000	6.25%, 04/15/2022(2)		2,918,567
			Valero Energy Corp.
		11,778,000	3.40%, 09/15/2026		11,527,505
		8,900,000	4.90%, 03/15/2045		8,719,125
		1,015,000	6.63%, 06/15/2037		1,187,860
			WPX Energy, Inc.
		3,370,000	5.25%, 09/15/2024		3,201,500
		3,305,000	6.00%, 01/15/2022		3,296,737
		1,240,000	8.25%, 08/01/2023		1,339,200
		1,755,000	YPF S.A. 8.75%, 04/04/2024(2)		1,932,167
					388,152,030
			Packaging & Containers - 0.3%
		2,940,000	ARD Finance S.A. (cash) 7.13%, 09/15/2023(2)(7)		2,910,600
			Ardagh Packaging Finance plc
		2,975,000	6.00%, 06/30/2021(2)		3,049,375
		1,125,000	6.75%, 01/31/2021(2)		1,158,750
		72,353	7.00%, 11/15/2020(2)		74,524
		570,000	7.25%, 05/15/2024(2)		601,350
			Ball Corp.
	EUR	1,425,000	3.50%, 12/15/2020		1,725,776
		535,000	4.38%, 12/15/2023		660,180
	$	135,000	5.00%, 03/15/2022		145,125
		3,135,000	Berry Plastics Corp. 6.00%, 10/15/2022		3,315,263
			Owens-Brockway Glass Container, Inc.
		2,610,000	5.88%, 08/15/2023(2)		2,781,281
		4,475,000	6.38%, 08/15/2025(2)		4,911,312
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		3,240,000	5.13%, 07/15/2023(2)		3,326,054
		1,155,000	7.00%, 07/15/2024(2)		1,234,406
		1,520,000	8.25%, 02/15/2021		1,588,022
		500,000	Silgan Holdings, Inc. 5.00%, 04/01/2020		510,000
					27,992,018
			Pharmaceuticals - 2.0%
		15,260,000	Abbott Laboratories 2.55%, 03/15/2022		15,541,654
			AbbVie, Inc.
		1,370,000	3.20%, 11/06/2022		1,409,359
		7,705,000	3.20%, 05/14/2026		7,576,981
			Actavis Funding SCS
		6,480,000	3.00%, 03/12/2020		6,671,802
		4,235,000	3.45%, 03/15/2022		4,396,781
		4,370,000	3.80%, 03/15/2025		4,535,247
		3,825,000	3.85%, 06/15/2024		3,978,784
		2,845,000	4.55%, 03/15/2035		2,937,485
		7,435,000	4.75%, 03/15/2045		7,798,809
			AstraZeneca plc
		2,800,000	2.38%, 11/16/2020		2,850,291
		5,000,000	3.38%, 11/16/2025		5,205,750
		1,310,000	Baxalta, Inc. 3.60%, 06/23/2022		1,364,377
		6,420,000	Bayer US Finance LLC 3.00%, 10/08/2021(2)		6,620,214

The accompanying notes are an integral part of these financial statements.

72

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Pharmaceuticals - 2.0% - (continued)
	$	4,505,000	Cardinal Health, Inc. 3.50%, 11/15/2024	$	4,727,853
			EMD Finance LLC
		3,265,000	2.95%, 03/19/2022(2)		3,346,090
		7,025,000	3.25%, 03/19/2025(2)		7,164,798
			Endo Finance LLC
		3,555,000	6.00%, 07/15/2023(2)		3,092,850
		4,905,000	6.50%, 02/01/2025(2)		4,132,463
		4,540,000	Express Scripts Holding Co. 3.00%, 07/15/2023		4,515,139
		245,000	Grifols Worldwide Operations Ltd. 5.25%, 04/01/2022		255,413
		4,040,000	Merck & Co., Inc. 3.70%, 02/10/2045		4,145,210
			Mylan N.V.
		3,325,000	3.00%, 12/15/2018(2)		3,395,829
		13,000,000	3.15%, 06/15/2021(2)		13,208,793
		2,655,000	3.75%, 12/15/2020(2)		2,772,351
		970,000	5.25%, 06/15/2046(2)		982,050
			Mylan, Inc.
		1,548,000	2.55%, 03/28/2019		1,568,009
		1,635,000	5.40%, 11/29/2043		1,749,718
			Perrigo Finance Unlimited Co.
		2,430,000	3.90%, 12/15/2024		2,457,772
		780,000	4.38%, 03/15/2026		818,451
			Pfizer, Inc.
		1,000,000	4.30%, 06/15/2043		1,104,729
		1,450,000	7.20%, 03/15/2039		2,168,642
		1,869,000	PRA Holdings, Inc. 9.50%, 10/01/2023(2)		2,046,555
		3,260,000	Quintiles IMS, Inc. 4.88%, 05/15/2023(2)		3,361,875
		16,415,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		16,287,685
			Teva Pharmaceutical Finance Netherlands III B.V.
		7,180,000	1.70%, 07/19/2019		7,124,298
		9,755,000	2.20%, 07/21/2021		9,637,247
			Valeant Pharmaceuticals International, Inc.
		3,390,000	5.50%, 03/01/2023(2)		2,661,150
		7,800,000	5.88%, 05/15/2023(2)		6,142,500
		615,000	6.13%, 04/15/2025(2)		485,850
		740,000	Vizient, Inc. 10.38%, 03/01/2024(2)		825,100
					181,065,954
			Pipelines - 1.3%
			Energy Transfer Equity L.P.
		3,900,000	5.50%, 06/01/2027		3,802,500
		425,000	7.50%, 10/15/2020		463,250
			Energy Transfer Partners L.P.
		3,655,000	3.60%, 02/01/2023		3,644,324
		2,275,000	4.90%, 03/15/2035		2,133,991
		4,650,000	5.15%, 03/15/2045		4,329,652
		5,305,000	5.20%, 02/01/2022		5,814,211
		90,000	6.63%, 10/15/2036		99,315
		2,000,000	6.70%, 07/01/2018		2,139,314
		680,000	7.50%, 07/01/2038		795,552
			Enterprise Products Operating LLC
		4,910,000	3.95%, 02/15/2027		5,101,627

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Pipelines - 1.3% - (continued)
	$	730,000	4.45%, 02/15/2043	$	700,682
		1,516,000	4.85%, 08/15/2042		1,537,650
		3,310,000	4.85%, 03/15/2044		3,347,999
		809,000	4.90%, 05/15/2046		832,404
		1,025,000	5.10%, 02/15/2045		1,087,891
		1,300,000	5.95%, 02/01/2041		1,501,894
		565,000	6.30%, 09/15/2017		588,331
			Kinder Morgan Energy Partners L.P.
		3,725,000	3.50%, 09/01/2023		3,717,159
		960,000	5.30%, 09/15/2020		1,048,313
		3,155,000	5.80%, 03/15/2035		3,310,904
		45,000	Kinder Morgan Finance Co. LLC 6.00%, 01/15/2018(2)		47,088
			Kinder Morgan, Inc.
		1,729,000	5.00%, 02/15/2021(2)		1,872,011
		7,915,000	5.05%, 02/15/2046		7,667,268
		380,000	5.30%, 12/01/2034		385,293
		2,615,000	5.55%, 06/01/2045		2,714,297
		494,000	7.00%, 06/15/2017		510,292
		15,000	7.25%, 06/01/2018		16,190
			Magellan Midstream Partners L.P.
		1,010,000	4.25%, 09/15/2046		980,996
		2,255,000	5.00%, 03/01/2026		2,557,680
		175,000	MPLX L.P. 5.50%, 02/15/2023		182,327
		7,020,000	Phillips 66 Partners L.P. 3.55%, 10/01/2026		6,994,180
			Plains All American Pipeline L.P.
		2,190,000	2.60%, 12/15/2019		2,216,057
		2,420,000	3.60%, 11/01/2024		2,384,980
		2,325,000	4.90%, 02/15/2045		2,207,966
		6,405,000	Regency Energy Partners L.P. / Regency Energy Finance Corp. 5.00%, 10/01/2022		6,872,847
		1,145,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(2)		1,291,652
		6,450,000	Spectra Energy Partners L.P. 3.38%, 10/15/2026		6,408,578
			Sunoco Logistics Partners Operations L.P.
		1,840,000	3.90%, 07/15/2026		1,864,051
		1,890,000	4.25%, 04/01/2024		1,977,161
		2,100,000	5.30%, 04/01/2044		2,106,004
		845,000	5.35%, 05/15/2045		852,614
		1,590,000	Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.75%, 03/15/2024		1,701,300
			TransCanada PipeLines Ltd.
		485,000	4.88%, 01/15/2026		556,141
		1,080,000	6.20%, 10/15/2037		1,379,797
			Williams Partners L.P.
		1,165,000	3.60%, 03/15/2022		1,185,772
		5,435,000	4.00%, 11/15/2021		5,694,054
		2,015,000	4.13%, 11/15/2020		2,102,501
		1,160,000	4.30%, 03/04/2024		1,191,018
		5,155,000	4.50%, 11/15/2023		5,390,553
		1,300,000	5.10%, 09/15/2045		1,249,251
		970,000	5.40%, 03/04/2044		964,481
					119,521,363

The accompanying notes are an integral part of these financial statements.

73

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Real Estate Investment Trusts - 1.0%
			American Tower Corp.
	$	10,485,000	2.25%, 01/15/2022	$	10,344,931
		5,881,000	3.30%, 02/15/2021		6,108,612
		2,610,000	5.00%, 02/15/2024		2,907,329
			Brandywine Operating Partnership L.P.
		3,325,000	3.95%, 02/15/2023		3,398,246
		1,100,000	4.95%, 04/15/2018		1,145,530
			Crown Castle International Corp.
		625,000	3.40%, 02/15/2021		649,458
		2,325,000	3.70%, 06/15/2026		2,381,372
			DDR Corp.
		6,925,000	3.50%, 01/15/2021		7,147,660
		3,385,000	3.63%, 02/01/2025		3,395,778
		4,240,000	4.25%, 02/01/2026		4,420,989
		5,250,000	Duke Realty L.P. 3.88%, 02/15/2021		5,569,478
		1,385,000	Equinix, Inc. 5.88%, 01/15/2026		1,480,454
		9,015,000	ERP Operating L.P. 2.85%, 11/01/2026		8,904,089
			HCP, Inc.
		6,750,000	4.00%, 12/01/2022		7,112,846
		6,065,000	4.25%, 11/15/2023		6,380,974
			Kimco Realty Corp.
		880,000	3.40%, 11/01/2022		920,125
		2,075,000	4.25%, 04/01/2045		2,071,842
		3,740,000	National Retail Properties, Inc. 4.00%, 11/15/2025		3,963,760
		2,676,000	Realty Income Corp. 3.25%, 10/15/2022		2,777,948
		3,975,000	Ventas Realty L.P. / Ventas Capital Corp. 3.25%, 08/15/2022		4,114,550
					85,195,971
			Retail - 1.6%
		4,115,000	AutoNation, Inc. 3.35%, 01/15/2021		4,215,089
			AutoZone, Inc.
		3,281,000	2.50%, 04/15/2021		3,321,629
		8,450,000	3.25%, 04/15/2025		8,648,575
		1,823,000	3.70%, 04/15/2022		1,942,962
		2,930,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		2,944,650
		1,579,387	Chinos Intermediate Holdings A, Inc. (cash) 7.75%, 05/01/2019(2)(7)		647,549
			CVS Health Corp.
		1,730,000	2.75%, 12/01/2022		1,759,625
		5,575,000	3.50%, 07/20/2022		5,890,283
		9,617,000	3.88%, 07/20/2025		10,262,358
		4,000,000	4.00%, 12/05/2023		4,332,980
		7,705,000	5.13%, 07/20/2045		8,988,584
			CVS Pass-Through Trust
		14,097	6.04%, 12/10/2028		16,369
		30,716	6.94%, 01/10/2030		37,302
		1,130,000	Dollar Tree, Inc. 5.75%, 03/01/2023		1,203,450
			Home Depot, Inc.
		4,087,000	3.50%, 09/15/2056		3,797,207
		7,230,000	4.25%, 04/01/2046		7,935,460
		1,265,000	4.88%, 02/15/2044		1,496,963

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Retail - 1.6% - (continued)
	$	2,050,000	5.88%, 12/16/2036	$	2,716,525
		2,920,000	L Brands, Inc. 6.88%, 11/01/2035		3,095,200
			Lowe’s Cos., Inc.
		9,595,000	2.50%, 04/15/2026		9,482,911
		7,440,000	3.70%, 04/15/2046		7,335,022
		5,515,000	McDonald’s Corp. 3.70%, 01/30/2026		5,836,872
		3,450,000	Michaels Stores, Inc. 5.88%, 12/15/2020(2)		3,549,187
		1,830,000	O’Reilly Automotive Inc. 3.55%, 03/15/2026		1,896,594
		2,240,000	Party City Holdings, Inc. 6.13%, 08/15/2023(2)		2,377,200
			Wal-Mart Stores, Inc.
		6,500,000	4.00%, 04/11/2043		6,947,642
		6,170,000	4.30%, 04/22/2044		6,922,796
		1,000,000	5.00%, 10/25/2040		1,208,066
		2,000,000	6.20%, 04/15/2038		2,771,630
		2,800,000	6.50%, 08/15/2037		3,997,809
			Walgreens Boots Alliance, Inc.
		4,190,000	2.60%, 06/01/2021		4,241,411
		8,990,000	3.45%, 06/01/2026		9,163,615
					138,983,515
			Semiconductors - 0.3%
		2,710,000	Entegris, Inc. 6.00%, 04/01/2022(2)		2,804,850
			Intel Corp.
		2,150,000	4.10%, 05/19/2046		2,211,907
		3,630,000	4.90%, 07/29/2045		4,170,042
		2,355,000	Lam Research Corp. 2.80%, 06/15/2021		2,397,927
		3,165,000	Micron Technology, Inc. 5.50%, 02/01/2025		3,102,681
			NXP B.V. / NXP Funding LLC
		3,375,000	3.88%, 09/01/2022(2)		3,569,063
		1,705,000	4.13%, 06/15/2020(2)		1,798,775
			Sensata Technologies B.V.
		1,440,000	5.00%, 10/01/2025(2)		1,476,000
		1,475,000	5.63%, 11/01/2024(2)		1,563,500
					23,094,745
			Shipbuilding - 0.0%
		530,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(2)		557,496
			Software - 1.4%
		2,570,000	Activision Blizzard, Inc. 6.13%, 09/15/2023(2)		2,830,213
		1,876,000	Camelot Finance S.A. 7.88%, 10/15/2024(2)		1,918,210
			Change Healthcare Holdings, Inc.
		1,295,000	6.00%, 02/15/2021(2)		1,359,750
		1,621,000	11.00%, 12/31/2019		1,702,050
			Fidelity National Information Services, Inc.
		2,755,000	2.25%, 08/15/2021		2,754,512
		4,435,000	3.00%, 08/15/2026		4,334,747
			First Data Corp.
		4,490,000	5.38%, 08/15/2023(2)		4,647,150
		4,960,000	5.75%, 01/15/2024(2)		5,034,400
		298,000	6.75%, 11/01/2020(2)		308,430

The accompanying notes are an integral part of these financial statements.

74

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Software - 1.4% - (continued)
	$	2,180,000	7.00%, 12/01/2023(2)	$	2,283,550
			Hewlett Packard Enterprise Co.
		5,015,000	2.70%, 10/05/2017(2)		5,078,510
		5,015,000	3.10%, 10/05/2018(2)		5,127,461
		510,000	Infor Software Parent LLC (cash) 7.13%, 05/01/2021(2)(7)		516,375
			Infor US, Inc.
		155,000	5.75%, 08/15/2020(2)		162,169
		3,650,000	6.50%, 05/15/2022		3,773,188
		790,000	JDA Escrow LLC / JDA Bond Finance, Inc. 7.38%, 10/15/2024(2)		815,675
			Microsoft Corp.
		11,870,000	1.55%, 08/08/2021		11,749,365
		4,760,000	2.40%, 08/08/2026		4,668,560
		7,375,000	2.65%, 11/03/2022		7,626,310
		5,575,000	3.13%, 11/03/2025		5,841,351
		3,805,000	3.50%, 02/12/2035		3,808,782
		7,750,000	3.70%, 08/08/2046		7,573,083
		1,980,000	3.75%, 02/12/2045		1,973,375
		6,750,000	3.95%, 08/08/2056		6,588,985
		3,490,000	4.45%, 11/03/2045		3,837,283
		1,210,000	4.75%, 11/03/2055		1,356,402
			MSCI, Inc.
		1,445,000	5.25%, 11/15/2024(2)		1,517,250
		450,000	5.75%, 08/15/2025(2)		478,418
			Oracle Corp.
		7,000,000	1.90%, 09/15/2021		6,972,539
		8,000,000	2.65%, 07/15/2026		7,891,416
		2,100,000	3.85%, 07/15/2036		2,119,324
		10,105,000	3.90%, 05/15/2035		10,292,872
		490,000	SS&C Technologies Holdings, Inc. 5.88%, 07/15/2023		513,275
					127,454,980
			Telecommunications - 2.2%
			Alcatel-Lucent USA, Inc.
		6,665,000	6.45%, 03/15/2029		7,348,162
		1,015,000	6.50%, 01/15/2028		1,080,975
			Altice Financing S.A.
		1,625,000	6.50%, 01/15/2022(2)		1,698,531
		1,715,000	6.63%, 02/15/2023(2)		1,766,450
		3,280,000	7.50%, 05/15/2026(2)		3,378,400
			AT&T, Inc.
		2,825,000	3.00%, 06/30/2022		2,864,522
		18,120,000	3.60%, 02/17/2023		18,655,754
		5,000,000	3.95%, 01/15/2025		5,193,075
		3,615,000	4.13%, 02/17/2026		3,784,634
		4,790,000	4.30%, 12/15/2042		4,410,287
		1,725,000	4.50%, 05/15/2035		1,712,389
		3,740,000	4.50%, 03/09/2048(2)		3,507,709
		1,425,000	4.55%, 03/09/2049(2)		1,342,054
		4,700,000	4.75%, 05/15/2046		4,599,307
		7,600,000	4.80%, 06/15/2044		7,482,154
		6,975,000	5.15%, 03/15/2042		7,198,821
		137,000	5.35%, 09/01/2040		144,034
		90,000	5.65%, 02/15/2047		99,105
		400,000	6.38%, 03/01/2041		471,789
		2,360,000	Cisco Systems, Inc. 5.50%, 01/15/2040		2,993,287
		1,250,000	Deutsche Telekom International Finance B.V. 8.75%, 06/15/2030		1,907,385

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Telecommunications - 2.2% - (continued)
			Frontier Communications Corp.
	$	985,000	10.50%, 09/15/2022	$	1,024,400
		2,255,000	11.00%, 09/15/2025		2,308,894
			Level 3 Financing, Inc.
		2,260,000	5.13%, 05/01/2023		2,282,600
		3,300,000	5.25%, 03/15/2026(2)		3,349,500
		1,545,000	5.38%, 08/15/2022		1,587,488
		490,000	5.63%, 02/01/2023		503,475
		2,610,000	SoftBank Group Corp. 4.50%, 04/15/2020(2)		2,681,775
			Sprint Communications, Inc.
		2,110,000	7.00%, 03/01/2020(2)		2,294,625
		1,945,000	9.00%, 11/15/2018(2)		2,139,500
			Sprint Corp.
		4,345,000	7.13%, 06/15/2024		4,084,300
		3,180,000	7.25%, 09/15/2021		3,255,525
		2,800,000	7.88%, 09/15/2023		2,772,000
			Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
		11,635,000	3.36%, 03/20/2023(2)		11,726,800
			T-Mobile USA, Inc.
		210,000	5.25%, 09/01/2018		213,116
		890,000	6.46%, 04/28/2019		904,463
		1,450,000	6.63%, 11/15/2020		1,489,875
		2,875,000	Telefonica Emisiones SAU 7.05%, 06/20/2036		3,635,153
			Verizon Communications, Inc.
		4,575,000	3.45%, 03/15/2021		4,812,946
		10,400,000	3.50%, 11/01/2024		10,840,201
		9,397,000	4.27%, 01/15/2036		9,435,462
		11,292,000	4.52%, 09/15/2048		11,229,115
		9,883,000	4.67%, 03/15/2055		9,634,541
		10,538,000	4.86%, 08/21/2046		11,161,607
		8,560,000	5.01%, 08/21/2054		8,826,413
			Wind Acquisition Finance S.A.
	EUR	3,855,000	4.00%, 07/15/2020(2)		4,295,305
	$	1,975,000	6.50%, 04/30/2020(2)		2,058,937
					200,186,840
			Transportation - 0.7%
		8,215,000	Burlington Northern Santa Fe LLC 4.55%, 09/01/2044		9,085,946
		1,415,000	Canadian Pacific Railway Co. 4.50%, 01/15/2022		1,545,205
			CSX Corp.
		1,615,000	4.10%, 03/15/2044		1,654,495
		1,000,000	4.75%, 05/30/2042		1,112,783
			FedEx Corp.
		825,000	3.25%, 04/01/2026		856,545
		4,900,000	3.88%, 08/01/2042		4,689,560
		895,000	4.10%, 02/01/2045		881,673
		1,640,000	4.55%, 04/01/2046		1,756,742
		3,160,000	4.75%, 11/15/2045		3,436,342
		2,930,000	Kansas City Southern 4.95%, 08/15/2045		3,215,060
		4,355,000	Norfolk Southern Corp. 2.90%, 06/15/2026		4,393,076
			Penske Truck Leasing Co. L.P. / PTL Finance Corp.
		3,575,000	3.05%, 01/09/2020(2)		3,659,134

The accompanying notes are an integral part of these financial statements.

75

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 43.7% - (continued)
			Transportation - 0.7% - (continued)
	$	11,745,000	3.40%, 11/15/2026(2)	$	11,731,857
		9,895,000	4.88%, 07/11/2022(2)		10,953,320
	EUR	800,000	Russian Railways via RZD Capital plc 4.60%, 03/06/2023(5)		961,320
	$	1,970,000	Union Pacific Corp. 4.38%, 11/15/2065		2,102,681
					62,035,739
			Total Corporate Bonds (cost $3,799,163,586)	$	3,913,007,966
FOREIGN GOVERNMENT OBLIGATIONS - 4.5%
			Angola - 0.0%
	$	620,000	Angolan Government International Bond 9.50%, 11/12/2025(5)	$	606,639
		680,000	Republic of Angola 9.50%, 11/12/2025(2)		665,346
					1,271,985
			Argentina - 0.4%
		3,430,000	Argentina Bonar Bonds 7.00%, 04/17/2017		3,495,149
			Argentine Republic Government International Bond
	EUR	8,585,000	2.26%, 12/31/2038(3)		5,956,086
	$	3,275,000	2.50%, 12/31/2038(3)		2,238,462
		1,000,000	6.25%, 04/22/2019(2)		1,060,000
		525,000	6.63%, 07/06/2028(2)		539,963
		3,350,000	6.88%, 04/22/2021(2)		3,624,700
		525,000	7.13%, 07/06/2036(2)		541,275
		1,700,000	7.50%, 04/22/2026(2)		1,857,250
		3,465,000	7.50%, 04/22/2026(5)		3,785,512
	EUR	1,183,449	7.82%, 12/31/2033		1,388,772
	$	2,278,312	8.28%, 12/31/2033		2,478,803
			City of Buenos Aires Argentina
		1,350,000	7.50%, 06/01/2027(2)		1,454,625
		1,251,000	8.95%, 02/19/2021(2)		1,410,502
		515,000	Province of Salta 9.13%, 07/07/2024(2)		549,763
			Provincia de Buenos Aires
		1,065,000	7.88%, 06/15/2027(2)		1,094,288
		840,000	9.13%, 03/16/2024(2)		930,300
		745,000	9.95%, 06/09/2021(2)		849,300
		765,000	Provincia de Cordoba 7.13%, 06/10/2021(2)		791,775
		1,050,000	Provincia del Chubut Argentina 7.75%, 07/26/2026(2)		1,060,500
					35,107,025
			Azerbaijan - 0.0%
		2,270,000	Republic of Azerbaijan International Bond 4.75%, 03/18/2024(5)		2,344,729
		755,000	Southern Gas Corridor CJSC 6.88%, 03/24/2026(5)		851,700
					3,196,429
			Bahrain - 0.0%
		1,135,000	Bahrain Government International Bond 7.00%, 10/12/2028(2)		1,169,050

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)
			Brazil - 0.4%
			Brazil Minas SPE via State of Minas Gerais
	$	1,010,000	5.33%, 02/15/2028(2)	$	989,800
		1,195,000	5.33%, 02/15/2028(5)		1,171,100
	BRL	3,590,055	Brazil Notas do Tesouro Nacional 6.00%, 08/15/2050(8)		1,167,315
			Brazilian Government International Bond
	$	15,746,000	2.63%, 01/05/2023		14,549,304
		740,000	5.00%, 01/27/2045		653,050
		1,144,000	5.63%, 02/21/2047		1,095,380
		9,065,000	6.00%, 04/07/2026		9,994,163
		540,000	7.13%, 01/20/2037		615,600
		364,167	8.00%, 01/15/2018		379,917
		2,869,000	8.25%, 01/20/2034		3,600,595
					34,216,224
			Bulgaria - 0.1%
			Bulgaria Government International Bond
	EUR	5,090,000	2.95%, 09/03/2024(5)		6,188,210
		3,420,000	3.13%, 03/26/2035(5)		3,853,044
					10,041,254
			Cameroon - 0.0%
	$	1,740,000	Republic of Cameroon International Bond 9.50%, 11/19/2025(2)		1,936,307
			Colombia - 0.1%
			Colombia Government International Bond
		3,195,000	7.38%, 09/18/2037		4,089,600
	COP	1,450,000,000	7.75%, 04/14/2021		508,752
		10,000,000	9.85%, 06/28/2027		4,012
	$	85,000	10.38%, 01/28/2033		131,750
					4,734,114
			Croatia - 0.1%
			Croatia Government International Bond
	EUR	2,460,000	3.00%, 03/11/2025(5)		2,751,099
		2,595,000	3.88%, 05/30/2022(5)		3,074,020
	$	735,000	6.38%, 03/24/2021(5)		815,850
					6,640,969
			Dominican Republic - 0.1%
			Dominican Republic International Bond
		1,840,000	5.50%, 01/27/2025(2)		1,872,200
		2,780,000	5.88%, 04/18/2024(5)		2,884,584
		595,000	6.60%, 01/28/2024(2)		645,575
		1,020,000	6.88%, 01/29/2026(2)		1,129,650
		100,000	7.45%, 04/30/2044(5)		111,000
		360,000	7.50%, 05/06/2021(5)		396,072
					7,039,081
			Ecuador - 0.0%
		1,935,000	Ecuador Government International Bond 10.75%, 03/28/2022(2)		2,046,262
			Ghana - 0.0%
			Ghana Government International Bond
		415,000	8.13%, 01/18/2026(5)		397,475
		841,000	9.25%, 09/15/2022(2)		871,789
		850,000	10.75%, 10/14/2030(2)		1,000,705
					2,269,969

The accompanying notes are an integral part of these financial statements.

76

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)
			Hungary - 0.5%
			Hungary Government International Bond
	$	6,650,000	5.38%, 02/21/2023	$	7,546,420
		6,718,000	5.75%, 11/22/2023		7,838,227
		5,809,000	6.25%, 01/29/2020		6,506,080
		16,630,000	6.38%, 03/29/2021		19,185,199
					41,075,926
			Indonesia - 0.3%
			Indonesia Government International Bond
	EUR	1,750,000	3.75%, 06/14/2028(2)		2,061,934
	$	310,000	4.13%, 01/15/2025(5)		325,156
		720,000	4.75%, 01/08/2026(2)		784,876
		695,000	5.88%, 01/15/2024(5)		806,258
		5,480,000	7.75%, 01/17/2038(5)		7,682,253
		8,877,000	8.50%, 10/12/2035(5)		13,131,631
					24,792,108
			Israel - 0.0%
		1,200,000	Israel Government International Bond 4.50%, 01/30/2043		1,320,000
			Ivory Coast - 0.1%
			Ivory Coast Government International Bond
		3,015,000	5.38%, 07/23/2024(5)		3,040,688
		5,109,390	5.75%, 12/31/2032(5)		5,004,954
		2,005,000	6.38%, 03/03/2028(5)		2,091,676
					10,137,318
			Kazakhstan - 0.0%
		1,385,000	Kazakhstan Government International Bond 5.13%, 07/21/2025(5)		1,534,261
			Mexico - 0.2%
			Mexico Government International Bond
	EUR	1,465,000	3.00%, 03/06/2045		1,516,536
		785,000	3.38%, 02/23/2031		946,759
	$	1,895,000	3.60%, 01/30/2025		1,932,900
	EUR	2,000,000	4.00%, 03/15/2115		1,982,537
	$	1,340,000	4.60%, 01/23/2046		1,309,850
		3,414,000	4.75%, 03/08/2044		3,405,465
		7,722,000	5.75%, 10/12/2110		7,895,745
					18,989,792
			Mongolia - 0.0%
			Mongolia Government International Bond
	$	425,000	4.13%, 01/05/2018(5)		408,000
		1,355,000	10.88%, 04/06/2021(2)		1,463,441
					1,871,441
			Panama - 0.1%
			Panama Government International Bond
		1,079,000	8.88%, 09/30/2027		1,591,525
		2,632,000	9.38%, 04/01/2029		4,003,930
					5,595,455
			Peru - 0.1%
			Peru Government Bond
	PEN	3,325,000	5.20%, 09/12/2023		997,565
		2,295,000	6.95%, 08/12/2031		741,665
	$	4,099,000	Peruvian Government International Bond 8.75%, 11/21/2033		6,466,173
					8,205,403

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)
			Philippines - 0.1%
			Philippine Government International Bond
	$	1,690,000	3.95%, 01/20/2040	$	1,820,002
		280,000	6.38%, 01/15/2032		380,383
		240,000	6.38%, 10/23/2034		334,311
		275,000	7.75%, 01/14/2031		415,335
		275,000	9.50%, 02/02/2030		459,687
					3,409,718
			Qatar - 0.0%
			Qatar Government International Bond
		1,505,000	4.63%, 06/02/2046(2)		1,584,374
		1,125,000	4.63%, 06/02/2046(5)		1,184,332
					2,768,706
			Romania - 0.2%
			Romanian Government International Bond
	EUR	1,650,000	2.75%, 10/29/2025(5)		1,937,187
		170,000	2.75%, 10/29/2025(2)		199,589
		525,000	2.88%, 05/26/2028(2)		607,613
		6,575,000	3.63%, 04/24/2024(5)		8,253,449
		430,000	3.88%, 10/29/2035(2)		520,846
		6,587,000	3.88%, 10/29/2035(5)		7,978,626
					19,497,310
			Russia - 0.4%
			Russian Foreign Bond - Eurobond
	$	1,000,000	4.75%, 05/27/2026(5)		1,058,380
		1,600,000	4.88%, 09/16/2023(5)		1,719,936
		21,100,000	5.00%, 04/29/2020(5)		22,511,168
		3,600,000	5.63%, 04/04/2042(5)		3,972,960
		3,600,000	5.88%, 09/16/2043(5)		4,108,320
		481,000	12.75%, 06/24/2028(5)		841,442
					34,212,206
			Saudi Arabia - 0.3%
			Saudi Government International Bond
		7,040,000	2.38%, 10/26/2021(2)		7,022,400
		2,285,000	3.25%, 10/26/2026(2)		2,253,330
		13,580,000	4.50%, 10/26/2046(2)		13,359,325
					22,635,055
			South Africa - 0.0%
		3,280,000	South Africa Government International Bond 4.30%, 10/12/2028		3,180,616
			Sri Lanka - 0.0%
			Sri Lanka Government International Bond
		761,000	6.83%, 07/18/2026(2)		802,930
		275,000	6.85%, 11/03/2025(5)		289,463
					1,092,393
			Turkey - 0.6%
			Turkey Government International Bond
		1,340,000	4.88%, 10/09/2026		1,335,980
		4,180,000	4.88%, 04/16/2043		3,713,596
		2,735,000	5.13%, 03/25/2022		2,824,877
		1,835,000	5.63%, 03/30/2021		1,937,888
		5,520,000	5.75%, 03/22/2024		5,867,385
		8,310,000	6.00%, 01/14/2041		8,575,172
		8,605,000	6.25%, 09/26/2022		9,360,416
		4,030,000	6.63%, 02/17/2045		4,517,267
		4,840,000	6.75%, 04/03/2018		5,100,150

The accompanying notes are an integral part of these financial statements.

77

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)
			Turkey - 0.6% - (continued)
	$	1,233,000	6.88%, 03/17/2036	$	1,401,798
		2,780,000	7.00%, 03/11/2019		3,005,875
		3,170,000	7.00%, 06/05/2020		3,484,223
		3,552,000	7.38%, 02/05/2025		4,160,383
					55,285,010
			Ukraine - 0.2%
			Ukraine Government International Bond
		1,414,000	0.00%, 05/31/2040(2)(3)		446,923
		4,015,000	7.75%, 09/01/2019(5)		4,002,955
		707,000	7.75%, 09/01/2019(2)		704,879
		1,137,000	7.75%, 09/01/2020(2)		1,126,824
		1,365,000	7.75%, 09/01/2020(5)		1,352,783
		757,000	7.75%, 09/01/2021(2)		745,645
		620,000	7.75%, 09/01/2022(2)		606,050
		550,000	7.75%, 09/01/2022(5)		537,625
		620,000	7.75%, 09/01/2023(2)		601,462
		1,025,000	7.75%, 09/01/2023(5)		994,353
		620,000	7.75%, 09/01/2024(2)		596,856
		620,000	7.75%, 09/01/2025(2)		593,476
		300,000	7.75%, 09/01/2025(5)		287,166
		620,000	7.75%, 09/01/2026(2)		591,046
		510,000	7.75%, 09/01/2026(5)		486,183
		1,602,000	7.75%, 09/01/2027(2)		1,522,060
		2,980,000	7.75%, 09/01/2027(5)		2,831,298
					18,027,584
			Venezuela - 0.2%
			Venezuela Government International Bond
		1,395,000	7.00%, 12/01/2018(5)		816,075
		3,170,000	7.00%, 03/31/2038(5)		1,326,645
		5,285,000	7.65%, 04/21/2025(5)		2,283,120
		3,790,000	7.75%, 10/13/2019(5)		1,923,425
		10,145,000	8.25%, 10/13/2024(5)		4,473,945
		7,922,200	9.00%, 05/07/2023(5)		3,636,290
		8,620,000	9.25%, 05/07/2028(5)		3,995,370
					18,454,870
			Vietnam - 0.0%
		253,000	Vietnam Government International Bond 4.80%, 11/19/2024(5)		267,527
			Total Foreign Government Obligations (cost $388,444,599)	$	402,021,368
MUNICIPAL BONDS - 0.4%
			Development - 0.2%
			State of California
	$	725,000	7.30%, 10/01/2039	$	1,068,592
		12,785,000	7.60%, 11/01/2040		20,087,920
		550,000	7.63%, 03/01/2040		847,253
					22,003,765
			General - 0.0%
		1,505,000	Chicago Transit Authority 6.90%, 12/01/2040		1,947,827
			General Obligation - 0.1%
		2,795,000	California State, GO Taxable 7.55%, 04/01/2039		4,329,902

Shares or Principal Amount				Market Value†
MUNICIPAL BONDS - 0.4% - (continued)
			General Obligation - 0.1% - (continued)
	$	585,000	Illinois State, GO 5.67%, 03/01/2018	$	611,003
					4,940,905
			Transportation - 0.1%
			Port Auth of New York & New Jersey
		1,850,000	4.46%, 10/01/2062		2,015,205
		15,000	4.93%, 10/01/2051		17,953
		900,000	4.96%, 08/01/2046		1,076,922
		4,165,000	5.31%, 08/01/2046		4,641,476
					7,751,556
			Total Municipal Bonds (cost $33,855,238)	$	36,644,053
SENIOR FLOATING RATE INTERESTS - 0.1%(9)
			Insurance - 0.0%
	$	455,000	Asurion LLC 8.50%, 03/03/2021	$	458,221
			Internet - 0.0%
		1,049,542	Lands’ End, Inc. 4.25%, 04/04/2021		801,147
			Machinery-Diversified - 0.1%
		1,889,638	Gardner Denver, Inc. 4.25%, 07/30/2020		1,832,515
			Media - 0.0%
		1,160,000	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		1,164,501
			Semiconductors - 0.0%
		311,922	NXP B.V. 3.41%, 12/07/2020		312,877
			Total Senior Floating Rate Interests (cost $4,829,677)	$	4,569,261
U.S. GOVERNMENT SECURITIES - 0.1%
			U.S. Treasury Securities - 0.1%
			U.S. Treasury Bonds - 0.0%
	$	500,000	U.S. Treasury Bonds 3.00%, 11/15/2044	$	543,086
					543,086
			U.S. Treasury Notes - 0.1%
		3,375,000	1.63%, 12/31/2019		3,435,250
		520,000	2.25%, 11/15/2024		540,638
		1,250,000	2.38%, 08/15/2024		1,312,060
					5,287,948
			Total U.S. Government Securities (cost $5,731,561)	$	5,831,034
CONVERTIBLE BONDS - 0.0%
			Home Builders - 0.0%
	$	180,000	M/I Homes, Inc. 3.00%, 03/01/2018	$	179,888

The accompanying notes are an integral part of these financial statements.

78

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CONVERTIBLE BONDS - 0.0% - (continued)
			Insurance - 0.0%
	$	1,000,000	MGIC Investment Corp. 2.00%, 04/01/2020	$	1,277,500
			Oil & Gas - 0.0%
		1,415,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		650,900
			Total Convertible Bonds (cost $2,727,642)	$	2,108,288
			Total Long-Term Investments (cost $8,017,867,999)	$	8,577,174,896
SHORT-TERM INVESTMENTS - 3.6%
			Other Investment Pools & Funds - 3.6%
	$	321,521,227	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	321,521,227
			Total Short-Term Investments (cost $321,521,227)	$	321,521,227

Total Investments (cost $8,339,389,226)^	99.4	%	$	8,898,696,123
Other Assets and Liabilities	0.6	%		54,587,547
Total Net Assets	100.0	%	$	8,953,283,670

The accompanying notes are an integral part of these financial statements.

79

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $8,336,810,232 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	655,437,458
Unrealized Depreciation		(93,551,567	)
Net Unrealized Appreciation	$	561,885,891

* Non-income producing.

⁽¹⁾  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $0, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽²⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $731,245,904, which represents 8.2% of total net assets.

⁽³⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽⁴⁾  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁵⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $178,634,706, which represents 2.0% of total net assets.

⁽⁶⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁷⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁸⁾  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁹⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		1,233		12/30/2016	$	269,374,287	$	268,967,392	$	(406,895)
U.S. Treasury 5-Year Note Future		4,198		12/30/2016		509,717,281		507,105,281		(2,612,000)
U.S. Treasury Long Bond Future		334		12/20/2016		56,372,189		54,348,063		(2,024,126)
Total									$	(5,043,021)

The accompanying notes are an integral part of these financial statements.

80

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Futures Contracts Outstanding at October 31, 2016 - (continued)

Description	Number of Contracts		Expiration Date		Notional Amount		Market  Value†		Unrealized Appreciation/ (Depreciation)
Short position contracts:
Euro BUXL 30-Year Bond Future		44		12/08/2016	$	9,246,316	$	8,688,386	$	557,930
Euro-BOBL Future		69		12/08/2016		9,985,435		9,930,897		54,538
Euro-Bund Future		141		12/08/2016		25,531,243		25,101,125		430,118
U.S. Treasury 10-Year Note Future		4,193		12/20/2016		548,744,893		543,517,625		5,227,268
U.S. Treasury Ultra Bond Future		295		12/20/2016		54,973,190		51,901,562		3,071,628
Total									$	9,341,482
Total futures contracts									$	4,298,461

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party		Notional Amount(a)			(Pay)/ Receive Fixed Rate /Implied Credit Spread(b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value†			Unrealized Appreciation/ (Depreciation)
Credit default swaps on single-name issues:
Buy protection:
Venezuela Government International Bond		BOA		USD	745,000		(5.00%)/41.20%		03/20/19	$	138,287	$	—		$	348,687		$	210,400
Venezuela Government International Bond		DEUT		USD	585,000		(5.00%)/41.20%		03/20/19		106,318		—			273,801			167,483
Total										$	244,605	$	—		$	622,488		$	377,883
Credit default swaps on single-name issues:
Sell protection:
Russian Foreign Bond - Eurobond		BOA		USD	4,155,000		1.00%/1.83%		12/20/20	$	—	$	(409,253	)	$	(132,267	)	$	276,986
Russian Foreign Bond - Eurobond		BNP		USD	2,630,000		1.00%/1.83%		12/20/20		—		(270,109	)		(83,722	)		186,387
Russian Foreign Bond - Eurobond		GSC		USD	915,000		1.00%/1.83%		12/20/20		—		(63,431	)		(29,116	)		34,315
Russian Foreign Bond - Eurobond		BOA		USD	1,220,000		1.00%/2.22%		12/20/21		—		(78,130	)		(69,756	)		8,374
Russian Foreign Bond - Eurobond		BNP		USD	655,000		1.00%/2.22%		12/20/21		—		(41,498	)		(37,451	)		4,047
Russian Foreign Bond - Eurobond		BNP		USD	590,000		1.00%/2.22%		12/20/21		—		(36,056	)		(33,734	)		2,322
Total										$	—	$	(898,477	)	$	(386,046	)	$	512,431
Total single-name issues										$	244,605	$	(898,477	)	$	236,442		$	890,314
Total OTC contracts										$	244,605	$	(898,477	)	$	236,442		$	890,314

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Notional Amount(a)			(Pay)/Receive Fixed Rate			Expiration Date		Cost Basis		Market Value†		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.27		USD	18,070,000		(5.00%	)		12/20/21	$	785,356	$	701,199	$	(84,157	)
Total									$	785,356	$	701,199	$	(84,157	)

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

The accompanying notes are an integral part of these financial statements.

81

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016
Currency	Buy/Sell		Delivery Date		Counterparty		Contract Amount		Market Value†		Unrealized Appreciation/ (Depreciation)
COP		Sell		12/21/16		SSG	$	507,448	$	506,360	$	1,088
EUR		Buy		12/21/16		BOA		587,088		592,019		4,931
EUR		Buy		12/21/16		GSC		436,382		440,162		3,780
EUR		Buy		12/21/16		BCLY		461,181		464,371		3,190
EUR		Buy		12/21/16		MSC		553,174		555,705		2,531
EUR		Buy		12/21/16		HSBC		488,836		489,681		845
EUR		Buy		12/21/16		BCLY		577,966		577,714		(252	)
EUR		Buy		12/21/16		BOA		270,575		268,499		(2,076	)
EUR		Buy		12/21/16		CBK		111,562		108,940		(2,622	)
EUR		Buy		12/21/16		CBK		555,885		552,404		(3,481	)
EUR		Sell		11/30/16		CBK		10,882,568		10,972,018		(89,450	)
EUR		Sell		12/21/16		CSFB		12,098,666		11,816,166		282,500
EUR		Sell		12/21/16		CBA		12,098,182		11,816,165		282,017
EUR		Sell		12/21/16		SSG		12,096,947		11,817,267		279,680
EUR		Sell		12/21/16		RBC		12,093,866		11,816,166		277,700
EUR		Sell		12/21/16		MSC		3,153,576		3,078,937		74,639
EUR		Sell		12/21/16		MSC		1,787,655		1,747,445		40,210
EUR		Sell		12/21/16		JPM		890,800		869,321		21,479
EUR		Sell		12/21/16		JPM		352,832		346,629		6,203
EUR		Sell		12/21/16		SSG		1,096,121		1,091,603		4,518
EUR		Sell		12/21/16		CSFB		934,021		929,844		4,177
EUR		Sell		12/21/16		GSC		261,829		264,097		(2,268	)
GBP		Sell		11/30/16		CBK		1,840,620		1,852,987		(12,367	)
PEN		Sell		12/21/16		SCB		1,524,652		1,553,625		(28,973	)
Total											$	1,147,999

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
RBC	RBC Dominion Securities, Inc.
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
Currency Abbreviations:
BRL	Brazilian Real
COP	Colombian Peso
EUR	Euro
GBP	British Pound
PEN	Peruvian Nuevo Sol

Index Abbreviations:
CDX.NA.HY	Credit Derivatives North American High Yield
Other Abbreviations:
ADR	American Depositary Receipt
CJSC	Closed Joint Stock Company
CMO	Collateralized Mortgage Obligation
JSC	Joint Stock Company
MSCI	Morgan Stanley Capital International
OJSC	Open Joint Stock Company
OTC	Over-the-Counter
PAC	Planned Amortization Class
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust
Municipal Abbreviations:
GO	General Obligation

The accompanying notes are an integral part of these financial statements.

82

The Hartford Balanced Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Common Stocks
Banks	$	506,794,778		$	506,794,778		$	—		$	—
Capital Goods		308,968,770			308,968,770			—			—
Consumer Durables & Apparel		33,919,197			33,919,197			—			—
Consumer Services		55,779,561			55,779,561			—			—
Diversified Financials		153,457,309			153,457,309			—			—
Energy		613,168,500			572,707,647			40,460,853			—
Food, Beverage & Tobacco		418,162,171			361,240,455			56,921,716			—
Household & Personal Products		65,062,413			65,062,413			—			—
Insurance		176,500,826			176,500,826			—			—
Materials		141,798,662			141,798,662			—			—
Pharmaceuticals, Biotechnology & Life Sciences		519,729,202			430,349,338			89,379,864			—
Real Estate		20,686,190			20,686,190			—			—
Semiconductors & Semiconductor Equipment		199,396,625			199,396,625			—			—
Software & Services		192,823,123			192,823,123			—			—
Technology Hardware & Equipment		127,859,207			127,859,207			—			—
Telecommunication Services		155,887,651			155,887,651			—			—
Transportation		100,553,282			100,553,282			—			—
Utilities		287,293,370			262,228,452			25,064,918			—
Asset & Commercial Mortgage Backed Securities		135,152,089			—			135,152,089			—
Corporate Bonds		3,913,007,966			—			3,913,007,966			—
Foreign Government Obligations		402,021,368			—			402,021,368			—
Municipal Bonds		36,644,053			—			36,644,053			—
Senior Floating Rate Interests		4,569,261			—			4,569,261			—
U.S. Government Securities		5,831,034			—			5,831,034			—
Convertible Bonds		2,108,288			—			2,108,288			—
Short-Term Investments		321,521,227			321,521,227			—			—
Foreign Currency Contracts(2)		1,289,488			—			1,289,488			—
Futures Contracts(2)		9,341,482			9,341,482			—			—
Swaps - Credit Default(2)		890,314			—			890,314			—
Total	$	8,910,217,407		$	4,196,876,195		$	4,713,341,212		$	—
Liabilities
Foreign Currency Contracts(2)	$	(141,489	)	$	—		$	(141,489	)	$	—
Futures Contracts(2)		(5,043,021	)		(5,043,021	)		—			—
Swaps - Credit Default(2)		(84,157	)		—			(84,157	)		—
Total	$	(5,268,667	)	$	(5,043,021	)	$	(225,646	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾ Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

83

The Hartford Checks and Balances Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
AFFILIATED INVESTMENT COMPANIES - 100.2%
		Domestic Equity Funds - 66.7%
	15,277,356	The Hartford Capital Appreciation Fund, Class Y	$	601,316,720
	25,110,976	The Hartford Dividend and Growth Fund, Class Y		601,910,084
		Total Domestic Equity Funds (cost $1,106,433,265)		1,203,226,804
		Taxable Fixed Income Funds - 33.5%
	56,773,951	The Hartford Total Return Bond Fund, Class Y		604,642,581
		Total Taxable Fixed Income Funds (cost $613,131,662)		604,642,581
		Total Affiliated Investment Companies (cost $1,719,564,927)	$	1,807,869,385
		Total Long-Term Investments (cost $1,719,564,927)	$	1,807,869,385

Total Investments (cost $1,719,564,927)^	100.2	%	$	1,807,869,385
Other Assets and Liabilities	(0.2	)%		(4,197,302	)
Total Net Assets	100.0	%	$	1,803,672,083

The accompanying notes are an integral part of these financial statements.

84

The Hartford Checks and Balances Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $1,776,858,840 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	39,499,626
Unrealized Depreciation		(8,489,081	)
Net Unrealized Appreciation	$	31,010,545

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

85

The Hartford Checks and Balances Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Affiliated Investment Companies	$	1,807,869,385	$	1,807,869,385	$	—	$	—
Total	$	1,807,869,385	$	1,807,869,385	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

86

The Hartford Conservative Allocation Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market  Value†
AFFILIATED INVESTMENT COMPANIES - 100.2%
		Alternative Funds - 4.0%
	645,858	Hartford Real Total Return Fund, Class Y	$	5,702,928
		Total Alternative Funds (cost $6,569,135)		5,702,928
		Domestic Equity Funds - 27.8%
	469,453	Hartford Core Equity Fund, Class Y		11,360,771
	347,912	Hartford Small Cap Core Fund, Class Y		4,174,942
	633,220	The Hartford Equity Income Fund, Class Y		11,480,286
	101,446	The Hartford Growth Opportunities Fund, Class Y		4,182,623
	298,312	The Hartford MidCap Fund, Class Y		8,484,002
		Total Domestic Equity Funds (cost $38,082,109)		39,682,624
		International/Global Equity Funds - 8.0%
	470,624	The Hartford International Opportunities Fund, Class Y		7,092,301
	304,519	The Hartford International Small Company Fund, Class Y		4,226,720
		Total International/Global Equity Funds (cost $11,683,505)		11,319,021
		Multi-Strategy Funds - 5.0%
	673,650	The Hartford Global All-Asset Fund, Class Y		7,133,955
		Total Multi-Strategy Funds (cost $6,708,471)		7,133,955
		Taxable Fixed Income Funds - 55.4%
	254,665	The Hartford Inflation Plus Fund*, Class Y		2,872,620
	1,803,516	The Hartford Quality Bond Fund, Class Y		18,684,423
	1,166,500	The Hartford Short Duration Fund, Class Y		11,501,688
	1,633,264	The Hartford Strategic Income Fund, Class Y		14,291,059
	1,080,426	The Hartford Total Return Bond Fund, Class Y		11,506,542
	1,931,779	The Hartford World Bond Fund, Class Y		20,090,500
		Total Taxable Fixed Income Funds (cost $78,221,012)		78,946,832
		Total Affiliated Investment Companies (cost $141,264,232)	$	142,785,360
		Total Long-Term Investments (cost $141,264,232)	$	142,785,360

Total Investments (cost $141,264,232)^	100.2	%	$	142,785,360
Other Assets and Liabilities	(0.2	)%		(232,791	)
Total Net Assets	100.0	%	$	142,552,569

The accompanying notes are an integral part of these financial statements.

87

The Hartford Conservative Allocation Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $141,685,682 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	2,979,781
Unrealized Depreciation		(1,880,103	)
Net Unrealized Appreciation	$	1,099,678

* Non-income producing.

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

88

The Hartford Conservative Allocation Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1(1)		Level 2(1)		Level 3
Assets
Affiliated Investment Companies	$	142,785,360	$	142,785,360	$	—	$	—
Total	$	142,785,360	$	142,785,360	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

89

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.0%
			Canada - 0.4%
	$	250,000	CARDS II Trust 1.24%, 07/15/2021(1)(2)	$	250,903
		400,000	Evergreen Credit Card Trust 1.26%, 04/15/2020(1)(2)		402,071
			Golden Credit Card Trust
		400,000	0.96%, 07/15/2019(1)(2)		400,480
		105,000	0.98%, 02/15/2020(1)(2)		105,162
		200,000	0.99%, 03/15/2021(1)(2)		200,139
					1,358,755
			Cayman Islands - 1.0%
		255,000	Ares CLO Ltd. 2.33%, 04/20/2023(1)(2)		253,215
		250,000	Atlas Senior Loan Fund Ltd. 2.30%, 07/16/2026(1)(2)		249,875
			BlueMountain CLO Ltd.
		305,000	2.23%, 11/20/2024(1)(2)		305,296
		500,000	2.54%, 07/15/2018(1)(2)		496,321
		250,000	Carlyle Global Market Strategies Ltd. 2.40%, 04/17/2025(1)(2)		251,062
		200,000	CIFC Funding Ltd. 2.63%, 01/29/2025(1)(2)		200,000
		350,000	Dryden Senior Loan Fund 2.36%, 07/15/2026(1)(2)		350,687
		363,670	LCM XVII L.P. 2.24%, 10/15/2026(1)(2)(3)		363,670
		204,000	LSTAR Securities Investment Trust 2.53%, 10/01/2021(1)(2)(4)		201,217
			Madison Park Funding Ltd.
		300,000	2.16%, 10/23/2025(1)(2)		299,711
		250,000	3.29%, 01/27/2026(1)(2)		250,136
		250,000	Marine Park CLO Ltd. 2.60%, 05/18/2023(1)(2)		246,730
					3,467,920
			United States - 6.6%
			Ally Auto Receivables Trust
		139,855	0.97%, 10/15/2018		139,819
		315,000	1.49%, 11/15/2019		316,100
			Ally Master Owner Trust
		100,000	1.43%, 06/17/2019		100,164
		100,000	1.54%, 09/15/2019		100,316
		85,000	Americredit Automobile Receivables Trust 1.53%, 07/08/2021		84,973
			AmeriCredit Automobile Receivables Trust
		50,000	1.68%, 07/08/2019		50,109
		75,000	1.81%, 10/08/2020		75,401
		65,000	2.21%, 05/10/2021		65,702
		60,000	2.72%, 09/09/2019		60,561
		120,000	2.86%, 12/09/2019		122,026
		280,000	3.41%, 10/08/2020(1)		283,095
		282,790	Asset Backed Securities Corp. Home Equity Loan Trust 1.04%, 08/25/2034(2)		241,517
		53,628	Banc of America Mortgage Trust 3.20%, 04/25/2034(2)		53,307
		534,157	Bear Stearns Asset Backed Securities I Trust 6.00%, 11/25/2035		538,342
		125,235	Bear Stearns Commercial Mortgage Securities Trust 5.33%, 02/11/2044		125,857

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.0% - (continued)
			United States - 6.6% - (continued)
	$	234,724	Bear Stearns Commercial Mortgage Securities, Inc. 5.72%, 06/11/2040(2)	$	237,788
			Cabela’s Credit Card Master Note Trust
		180,000	0.99%, 07/15/2022(2)		179,064
		195,000	1.08%, 03/15/2023(2)		195,008
			Capital Auto Receivables Asset Trust
		345,628	1.23%, 11/20/2018(2)		346,316
		125,000	1.46%, 06/22/2020		124,892
		15,000	2.22%, 01/22/2019		15,079
		370,000	Capital One Multi-Asset Execution Trust 1.34%, 04/15/2022		370,023
		400,000	Carmax Auto Owner Trust 1.17%, 08/15/2019		400,151
		287,758	CHL Mortgage Pass-Through Trust 3.13%, 09/25/2047(2)		254,884
		39,671	Chrysler Capital Auto Receivables Trust 1.31%, 05/15/2019(1)		39,690
		394,000	Citigroup Commercial Mortgage Trust 5.71%, 12/10/2049(2)		399,301
		137,705	COLT Mortgage Loan Trust 2.75%, 09/25/2046(1)(2)		138,561
			Connecticut Avenue Securities
		113,406	1.98%, 01/25/2029(2)		113,975
		385,000	4.83%, 02/25/2025(2)		400,226
		469,978	5.08%, 02/25/2025(2)		488,778
		775,000	5.43%, 11/25/2024(2)		830,243
		375,000	5.53%, 11/25/2024(2)		401,112
		800,000	5.53%, 07/25/2025(2)		852,260
		387,801	Countrywide Alternative Loan Trust 5.25%, 08/25/2035		349,005
		1,605	Credit Suisse Commercial Mortgage Trust 5.54%, 01/15/2049(2)		1,603
		155,000	CSAIL Commercial Mortgage Trust 4.36%, 08/15/2048(2)		156,791
		142,548	Drive Auto Receivables Trust 2.12%, 06/17/2019(1)		143,009
			Fannie Mae Connecticut Avenue Securities
		250,000	4.78%, 01/25/2029(2)		252,697
		540,000	4.98%, 01/25/2029(2)		550,357
			First Investors Auto Owner Trust
		235,052	1.92%, 05/15/2020(1)		235,919
		95,000	2.91%, 01/15/2020(1)		95,965
		400,000	Ford Credit Floorplan Master Owner Trust 0.94%, 02/15/2019(2)		400,191
			FREMF Mortgage Trust
		45,000	3.04%, 03/25/2045(1)(2)		45,146
		55,597	3.28%, 11/25/2046(1)(2)		55,526
		185,000	3.37%, 05/25/2045(1)(2)		189,502
		165,000	3.82%, 06/25/2047(1)(2)		170,462
		500,000	3.94%, 07/25/2045(1)(2)		531,724
		215,000	4.22%, 06/25/2047(1)(2)		230,046
		464,283	GE Commercial Mortgage Corp. 4.41%, 06/10/2048(2)		463,750
		97,099	GLS Auto Receivables Trust 2.73%, 10/15/2020(1)		97,192
		385,000	GM Financial Automobile Leasing Trust 1.68%, 12/20/2018		387,007
		50,000	Green Tree Agency Advance Funding Trust I 2.38%, 10/15/2048(1)		49,894

The accompanying notes are an integral part of these financial statements.

90

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.0% - (continued)
			United States - 6.6% - (continued)
			GSR Mortgage Loan Trust
	$	85,874	2.48%, 01/25/2035(2)	$	81,694
		130,988	2.94%, 09/25/2035(2)		134,883
		205,000	Honda Auto Receivables Owner Trust 1.01%, 10/18/2018		204,950
		294,160	Huntington Auto Trust 1.24%, 09/16/2019		294,492
		145,000	JP Morgan Chase Commercial Mortgage Securities Trust 4.74%, 01/15/2049(2)		150,487
		106,387	JP Morgan Mortgage Acquisition Trust 5.03%, 11/25/2036		106,546
		88,694	JP Morgan Mortgage Trust 3.00%, 09/25/2044(1)(2)		90,664
			LB-UBS Commercial Mortgage Trust
		280,699	5.43%, 02/15/2040		282,329
		293,249	6.11%, 04/15/2041(2)		305,947
			LSTAR Securities Investment Trust
		170,357	2.53%, 01/01/2020(1)(2)		169,505
		162,327	2.53%, 04/01/2020(1)(2)		160,095
		242,746	2.53%, 05/01/2020(1)(2)		238,677
		231,605	2.53%, 08/01/2020(1)(2)		231,256
		109,185	2.53%, 10/01/2020(1)(2)		108,707
		166,935	2.53%, 12/01/2021(1)(2)		166,255
		329,655	MASTR Adjustable Rate Mortgages Trust 1.16%, 03/25/2035(2)		325,896
		60,000	Mercedes-Benz Auto Receivables Trust 1.31%, 11/16/2020		60,136
		19,363	Merrill Lynch/Countrywide Commercial Mortgage Trust 5.38%, 08/12/2048		19,402
		96,873	Mill City Mortgage Loan Trust 2.50%, 04/25/2057(1)(2)		97,617
		2,521	Morgan Stanley Capital I Trust 5.51%, 11/12/2049(2)		2,522
			MortgageIT Trust
		220,131	0.83%, 08/25/2035(2)		207,167
		211,305	1.17%, 02/25/2035(2)		203,319
			Nationstar HECM Loan Trust
		96,580	2.01%, 08/25/2026(1)		96,083
		59,012	2.88%, 11/25/2025(1)		59,036
		142,151	New Residential Mortgage Loan Trust 3.25%, 09/25/2056(1)(2)		145,859
			NRZ Advance Receivables Trust
		303,000	2.58%, 10/15/2049(1)		303,000
		340,000	3.30%, 08/17/2048(1)		341,793
		410,000	Opteum Mortgage Acceptance Corp. 0.96%, 04/25/2035(2)		392,195
		55,393	Option One Mortgage Loan Trust 1.03%, 02/25/2035(2)		54,941
			Santander Drive Auto Receivables Trust
		155,000	1.50%, 08/17/2020		154,955
		100,000	1.58%, 09/16/2019		100,188
		32,378	1.62%, 02/15/2019		32,398
		400,000	2.33%, 11/15/2019		402,943
		390,000	2.65%, 08/17/2020		395,271
		35,879	Skopos Auto Receivables Trust 3.10%, 12/15/2023(1)		35,839
		70,374	Springleaf Funding Trust 2.41%, 12/15/2022(1)		70,454

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 8.0% - (continued)
			United States - 6.6% - (continued)
	$	388,276	Structured Agency Credit Risk Debt Notes 2.18%, 04/25/2024(2)	$	390,536
		180,923	Thornburg Mortgage Securities Trust 2.37%, 04/25/2045(2)		181,214
			Towd Point Mortgage Trust
		204,902	2.25%, 08/25/2055(1)(2)		205,209
		169,686	2.75%, 02/25/2055(1)(2)		172,794
		139,969	2.75%, 04/25/2055(1)(2)		141,758
		119,668	2.75%, 05/25/2055(1)(2)		121,252
		184,594	3.00%, 03/25/2054(1)(2)		188,236
		199,000	3.75%, 04/25/2055(1)(2)		203,277
		210,000	Volkswagen Auto Loan Enhanced Trust 1.16%, 03/20/2020		209,767
		195,000	Wachovia Bank Commercial Mortgage Trust 5.29%, 10/15/2044(1)(2)		192,874
			Wells Fargo Dealer Floorplan Master Note Trust
		96,000	1.03%, 01/20/2020(2)		95,952
		400,000	1.28%, 04/22/2019(2)		400,739
			Westlake Automobile Receivables Trust
		6,138	1.17%, 03/15/2018(1)		6,138
		97,324	1.47%, 05/17/2021(1)(2)		97,475
		258,401	1.82%, 01/15/2019(1)		259,052
		250,000	3.40%, 01/15/2021(1)		251,640
					21,895,840
			Total Asset & Commercial Mortgage Backed Securities (cost $26,567,901)	$	26,722,515
CORPORATE BONDS - 3.8%
			Argentina - 0.1%
	$	160,000	YPF S.A. 26.33%, 07/07/2020(2)(5)	$	181,000
			Austria - 0.1%
	EUR	200,000	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 8.13%, 10/30/2023(5)		277,654
	$	200,000	Erste Group Bank AG 5.50%, 05/26/2025(2)(5)		206,500
					484,154
			Belgium - 0.0%
	EUR	125,000	KBC Groep N.V. 5.63%, 03/19/2019(2)(5)(6)		137,219
			Colombia - 0.1%
	$	225,000	Colombia Telecomunicaciones S.A. ESP 8.50%, 12/29/2049(2)(5)(6)		199,350
			Denmark - 0.1%
	EUR	200,000	Danske Bank AS 5.75%, 04/06/2020(2)(5)(6)		227,783
			France - 0.7%
	$	225,000	AXA S.A. 6.46%, 12/14/2018(2)(5)(6)		234,607
			BNP Paribas S.A.
	EUR	225,000	2.25%, 01/13/2021(5)		267,685
	$	200,000	7.38%, 08/19/2025(2)(5)(6)		205,250
		250,000	7.63%, 03/30/2021(2)(5)(6)		261,250

The accompanying notes are an integral part of these financial statements.

91

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 3.8% - (continued)
			France - 0.7% - (continued)
	$	250,000	BPCE S.A. 4.00%, 04/15/2024	$	271,607
	EUR	100,000	Credit Agricole Assurances S.A. 4.25%, 01/13/2025(2)(5)(6)		108,815
			Credit Agricole S.A.
		100,000	0.88%, 01/19/2022(5)		112,710
	$	350,000	3.88%, 04/15/2024(5)		378,020
		225,000	6.63%, 09/23/2019(2)(5)(6)		218,812
		250,000	Societe Generale S.A. 7.88%, 12/18/2023(2)(5)(6)		247,500
					2,306,256
			Guernsey - 0.2%
			Credit Suisse Group Funding Guernsey Ltd.
	EUR	175,000	1.25%, 04/14/2022(5)		191,911
	$	350,000	3.13%, 12/10/2020		353,506
		285,000	4.88%, 05/15/2045		299,335
					844,752
			Hong Kong - 0.1%
		355,000	AIA Group Ltd. 3.20%, 03/11/2025(5)		357,064
			Ireland - 0.1%
		300,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 4.50%, 05/15/2021		311,850
		200,000	Aquarius & Investments plc for Swiss Reinsurance Co., Ltd. 6.38%, 09/01/2024(2)(5)		209,981
					521,831
			Italy - 0.1%
	EUR	200,000	Intesa Sanpaolo Vita S.p.A. 4.75%, 12/17/2024(2)(5)(6)		216,282
			Luxembourg - 0.1%
	$	295,000	Wind Acquisition Finance S.A. 7.38%, 04/23/2021(5)		303,112
			Mauritius - 0.1%
		300,000	MTN Mauritius Investment Ltd. 4.76%, 11/11/2024(5)		282,387
			Netherlands - 0.3%
	EUR	200,000	ABN Amro Bank N.V. 5.75%, 09/22/2020(2)(5)(6)		223,251
		100,000	Achmea B.V. 6.00%, 04/04/2043(2)(5)		120,339
	$	250,000	Cooperatieve Rabobank UA 3.38%, 05/21/2025		263,490
		250,000	ING Groep N.V. 6.50%, 04/16/2025(2)(6)		247,500
					854,580
			Spain - 0.1%
	EUR	200,000	Banco Bilbao Vizcaya Argentaria S.A. 7.00%, 02/19/2019(2)(5)(6)		212,153
		300,000	Banco Santander S.A. 6.25%, 03/12/2019(2)(5)(6)		306,091
					518,244
			Switzerland - 0.4%
		200,000	Credit Suisse AG 5.75%, 09/18/2025(2)(5)		238,807

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 3.8% - (continued)
			Switzerland - 0.4% - (continued)
			UBS AG
	$	275,000	4.75%, 05/22/2023(2)(5)	$	280,500
		250,000	5.13%, 05/15/2024(5)		260,000
			UBS Group AG
		275,000	6.88%, 08/07/2025(2)(5)(6)		272,141
		200,000	7.13%, 02/19/2020(2)(5)(6)		204,750
					1,256,198
			United Kingdom - 0.7%
		450,000	Barclays plc 3.20%, 08/10/2021		453,096
			HSBC Holdings plc
		200,000	3.60%, 05/25/2023		206,580
		275,000	3.90%, 05/25/2026		284,650
		265,000	6.88%, 06/01/2021(2)(6)		278,912
	EUR	200,000	Lloyds Banking Group plc 6.38%, 06/27/2020(2)(5)(6)		220,593
	GBP	100,000	Nationwide Building Society 6.88%, 06/20/2019(2)(5)(6)		120,319
	$	315,000	Royal Bank of Scotland Group plc 8.63%, 08/15/2021(2)(6)		313,425
		200,000	Santander UK plc 4.00%, 03/13/2024		215,577
		200,000	Standard Chartered plc 6.41%, 01/29/2049(2)(5)(6)		194,250
					2,287,402
			United States - 0.5%
		125,000	Concho Resources, Inc. 5.50%, 04/01/2023		127,875
		175,000	Continental Resources, Inc. 4.90%, 06/01/2044		148,969
		125,000	Diamondback Energy, Inc. 7.63%, 10/01/2021		132,375
		350,000	Eagle Materials, Inc. 4.50%, 08/01/2026		352,788
		125,000	Matador Resources Co. 6.88%, 04/15/2023		131,250
		325,000	Navient Corp. 7.25%, 09/25/2023		323,781
		125,000	Noble Energy, Inc. 5.05%, 11/15/2044		126,131
		150,000	QEP Resources, Inc. 5.38%, 10/01/2022		148,500
		125,000	RSP Permian, Inc. 6.63%, 10/01/2022		131,719
					1,623,388
			Total Corporate Bonds (cost $12,497,714)	$	12,601,002
FOREIGN GOVERNMENT OBLIGATIONS - 9.7%
			Argentina - 0.4%
	$	1,000,000	Argentina Bonar Bonds 7.00%, 04/17/2017	$	1,018,994
		350,000	Provincia del Chubut Argentina 7.75%, 07/26/2026(1)		353,500
					1,372,494

The accompanying notes are an integral part of these financial statements.

92

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 9.7% - (continued)
			Australia - 0.2%
	AUD	950,000	Australia Government Bond 3.25%, 06/21/2039(5)	$	748,698
			Brazil - 0.5%
	BRL	5,245,420	Brazil Notas do Tesouro Nacional 6.00%, 08/15/2022(7)		1,643,005
			Greece - 0.2%
			Hellenic Republic Government Bond
	EUR	96,000,000	0.00%, 10/15/2042(2)		243,437
		300,000	3.00%, 02/24/2027(5)		225,621
		325,000	3.00%, 02/24/2041(5)		204,321
				673,379
			Iceland - 0.4%
	ISK	112,400,000	Iceland Rikisbref 8.00%, 06/12/2025		1,189,460
			India - 0.4%
	INR	80,000,000	India Government Bond 8.79%, 11/08/2021		1,298,628
			Japan - 2.9%
	JPY	510,000,000	Japan Treasury Discount Bill 0.00%, 11/21/2016		4,863,790
			Japanese Government CPI Linked Bond
		147,723,600	0.10%, 09/10/2023(7)		1,469,122
		314,700,400	0.10%, 09/10/2024(7)		3,158,227
					9,491,139
			Mexico - 0.5%
	MXN	21,727,453	Mexican Udibonos 4.50%, 11/22/2035(7)		1,329,463
	$	476,000	Mexico Government International Bond 5.75%, 10/12/2110		486,710
				1,816,173
			New Zealand - 0.4%
			New Zealand Government Bond
	NZD	828,400	2.00%, 09/20/2025(5)(7)		610,189
		1,052,060	3.00%, 09/20/2030(5)(7)		867,273
					1,477,462
			Norway - 0.2%
	NOK	5,865,000	Norway Government Bond 1.50%, 02/19/2026(1)(5)		717,243
			Poland - 1.1%
			Poland Government Bond
	PLN	5,500,000	1.75%, 07/25/2021		1,356,768
		9,025,000	2.50%, 07/25/2026		2,183,069
					3,539,837
			Portugal - 0.8%
	$	2,025,000	Portugal Government International Bond 5.13%, 10/15/2024(5)		2,004,750
	EUR	600,000	Portugal Obrigacoes do Tesouro OT 2.88%, 07/21/2026(1)(5)		633,093
					2,637,843
			Russia - 0.7%
	RUB	86,025,000	Russian Federal Bond - OFZ 6.40%, 05/27/2020		1,263,893
		66,368,455	Russian Federal Inflation Linked Bond 2.50%, 08/16/2023(7)		1,024,837
					2,288,730

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 9.7% - (continued)
			Singapore - 0.4%
	SGD	1,950,000	Singapore Government Bond 2.13%, 06/01/2026	$	1,429,117
			Thailand - 0.2%
	THB	22,589,515	Thailand Government Bond 1.25%, 03/12/2028(5)(7)		602,816
			Turkey - 0.4%
	TRY	3,678,616	Turkey Government Bond 3.00%, 02/23/2022(7)		1,214,416
			Total Foreign Government Obligations (cost $33,852,772)	$	32,140,440
U.S. GOVERNMENT AGENCIES - 12.9%
			United States - 12.9%
			FHLMC - 3.1%
	$	350,000	4.78%, 11/25/2023(2)	$	368,512
		396,000	2.53%, 12/25/2028(2)		400,228
		475,000	3.00%, 12/01/2046(3)(8)		488,025
		925,000	4.50%, 11/01/2046(3)(8)		1,010,815
		637,717	3.50%, 03/15/2041(9)		76,806
		569,378	2.50%, 03/15/2028(9)		50,380
		2,305,648	0.26%, 06/25/2025(2)(9)		44,476
		392,000	3.43%, 07/25/2028(2)		403,555
		350,000	3.50%, 11/01/2046(3)(8)		367,322
		4,936,000	4.00%, 11/01/2046(3)(8)		5,279,784
		379,000	4.00%, 12/01/2046(3)(8)		404,990
		67,075	3.00%, 03/15/2033(9)		7,995
		250,000	5.08%, 10/25/2024(2)		264,382
		250,000	5.28%, 10/25/2024(2)		266,580
		500,000	5.33%, 05/25/2028(2)		527,632
		168,122	3.93%, 07/25/2023(2)		170,766
		250,000	2.48%, 05/25/2025(2)		254,576
		39,726	4.00%, 07/15/2027(9)		4,344
					10,391,168
			FNMA - 7.0%
		271,839	5.14%, 10/01/2024		325,931
		4,740	2.78%, 04/01/2022		4,954
		4,679	3.20%, 04/01/2022		4,981
		260,574	7.27%, 02/01/2031		347,805
		14,506	3.67%, 08/01/2023		15,860
		288,122	3.78%, 10/01/2023		315,504
		25,000	3.93%, 10/01/2023		27,641
		333,190	3.37%, 07/01/2025		358,374
		191,691	3.81%, 11/01/2023		211,577
		5,000	3.70%, 10/01/2023		5,495
		190,431	3.65%, 08/01/2023		207,963
		19,132	3.87%, 10/01/2025		21,262
		5,000	3.86%, 11/01/2023		5,560
		14,061	4.06%, 10/01/2028		15,996
		10,000	3.86%, 12/01/2025		11,133
		4,869	3.45%, 01/01/2024		5,274
		4,869	3.47%, 01/01/2024		5,280
		5,000	3.76%, 03/01/2024		5,513
		4,972	3.97%, 05/01/2029		5,586
		19,853	3.34%, 04/01/2024		21,410
		30,000	2.76%, 05/01/2021		31,284
		129,958	3.42%, 04/01/2024		140,688
		29,284	3.89%, 05/01/2030		32,402
		9,671	3.96%, 05/01/2034		10,769

The accompanying notes are an integral part of these financial statements.

93

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
U.S. GOVERNMENT AGENCIES - 12.9% - (continued)
			United States - 12.9% - (continued)
			FNMA - 7.0% - (continued)
	$	478,038	3.50%, 04/25/2027(9)	$	51,182
		134,048	3.50%, 10/25/2027(9)		15,354
		8,950,000	2.50%, 11/01/2031(3)(8)		9,209,410
		3,675,000	3.00%, 11/01/2046(3)(8)		3,783,527
		4,700,000	4.50%, 11/01/2046(3)(8)		5,136,953
		100,000	6.00%, 11/01/2046(3)(8)		114,639
		41,651	5.46%, 05/25/2042(2)(9)		4,957
		313,929	4.50%, 02/25/2043(9)		56,460
		694,161	3.00%, 10/01/2029		726,739
		769,282	3.00%, 12/01/2030		805,522
		887,802	3.00%, 01/01/2031		929,630
		207,069	2.04%, 06/25/2055(2)(9)		14,413
		578,037	1.95%, 08/25/2044(2)(9)		47,500
		393,906	1.89%, 05/25/2046(2)(9)		23,006
		69,714	3.00%, 09/25/2027(9)		7,054
					23,064,588
			GNMA - 2.7%
		87,358	3.50%, 02/16/2030(9)		9,145
		116,763	3.50%, 05/16/2042(9)		19,504
		425,558	3.00%, 07/20/2028(9)		39,507
		1,533,500	4.00%, 11/01/2046(3)(8)		1,642,582
		304,993	3.50%, 07/20/2029(9)		32,672
		400,171	3.00%, 08/20/2027(9)		39,755
		437,621	3.00%, 08/15/2045		455,671
		1,000,000	6.00%, 11/01/2046(3)(8)		1,142,793
		5,412,500	3.00%, 11/01/2046(3)(8)		5,638,303
		50,000	3.50%, 11/01/2046(3)(8)		52,953
		369,296	4.00%, 04/16/2026(9)		41,502
					9,114,387
			Other - 0.1%
		186,455	SLM Student Loan Trust 1.05%, 07/25/2023(2)		185,427
			Total U.S. Government Agencies (cost $42,556,893)	$	42,755,570
U.S. GOVERNMENT SECURITIES - 3.5%
			United States - 3.5%
			U.S. Treasury Bonds - 1.3%
	$	664,807	0.75%, 02/15/2045(7)	$	667,889
		2,578,072	3.38%, 04/15/2032(7)		3,736,165
					4,404,054
			U.S. Treasury Notes - 2.2%
		4,788,540	0.13%, 01/15/2022(7)		4,882,956
		2,269,460	0.13%, 01/15/2023(7)		2,301,975
					7,184,931
			Total U.S. Government Securities (cost $11,496,997)	$	11,588,985
COMMON STOCKS - 55.0%
			Argentina - 0.0%
		2,585	YPF Sociedad Anonima ADR	$	45,910
			Australia - 1.1%
		7,622	BHP Billiton plc		114,612
		19,159	Buru Energy Ltd.*		2,974
		5,909	Caltex Australia Ltd.		137,545

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Australia - 1.1% - (continued)
	981	Domino’s Pizza Enterprises Ltd.	$	47,790
	44,160	Eureka Group Holdings Ltd.*		24,019
	388,771	Evolution Mining Ltd.		685,587
	8,336	Goodman Group REIT		42,968
	334,216	Kingsgate Consolidated Ltd.*		51,669
	948,010	Mirabela Nickel Ltd.*(4)(10)		29,928
	30,995	New South Resources Ltd.*		34,115
	16,980	NEXTDC Ltd.*		47,443
	184,270	Northern Star Resources Ltd.		596,010
	8,669	Nufarm Ltd.		58,195
	279,765	OceanaGold Corp.		855,168
	20,025	Orora Ltd.		44,127
	797,233	Perseus Mining Ltd.*		374,748
	29,562	QBE Insurance Group Ltd.		223,976
	3,858	Viva Energy REIT*		6,628
	24,475	Western Areas Ltd.*		45,906
	8,341	Westfield Corp. REIT		56,367
	2,582	Woolworths Ltd.		46,337
				3,526,112
		Austria - 0.3%
	602	Schoeller-Bleckmann Oilfield Equipment AG		42,653
	3,844	Strabag SE		129,017
	1,117	Voestalpine AG		39,571
	42,925	Wienerberger AG		685,967
				897,208
		Belgium - 0.3%
	10,566	Ageas		386,012
	1,268	Anheuser-Busch InBev N.V. ADR		146,441
	6,986	Melexis N.V.		457,384
	1,574	UCB S.A.		106,515
	313	Umicore S.A.		19,025
				1,115,377
		Bermuda - 0.2%
	17,384	Bank of NT Butterfield & Son Ltd.*		439,815
	10,854	XL Group Ltd.		376,634
				816,449
		Brazil - 0.1%
	5,200	BR Malls Participacoes S.A.*		20,820
	8,710	BRF S.A.		145,712
	1,959	Petroleo Brasileiro S.A. ADR*		22,861
	5,900	Telefonica Brasil S.A. (Preference Shares)		85,358
				274,751
		British Virgin Islands - 0.1%
	70,696	Atlas Mara Ltd.*		205,018
		Canada - 1.2%
	1,248	Agnico Eagle Mines Ltd.		63,398
	6,110	Bank of Montreal		388,839
	10,280	Bank of Nova Scotia		552,436
	1,109	BCE, Inc.		50,386
	776	Canadian Apartment Properties REIT		16,963
	9,097	Canadian Imperial Bank of Commerce		681,614
	2,305	Canadian Natural Resources Ltd.		73,156
	115,526	Centerra Gold, Inc.		583,960
	32,570	Dundee Precious Metals, Inc.*		66,534
	8,210	EcoSynthetix, Inc.*		14,568
	2,439	Enbridge, Inc.		105,292
	1,566	Imperial Oil Ltd.		50,864

The accompanying notes are an integral part of these financial statements.

94

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Canada - 1.2% - (continued)
	2,570	Killam Apartment REIT	$	22,724
	1,600	Magna International, Inc.		65,691
	1,165	Methanex Corp.		42,348
	62	PrairieSky Royalty Ltd.		1,348
	8,720	Royal Bank of Canada		544,797
	45,342	Strad Energy Services Ltd.		55,777
	6,300	Suncor Energy, Inc.		189,052
	181,149	Timmins Gold Corp.*		81,033
	4,978	TransCanada Corp.		225,364
	935	Waste Connections, Inc.		70,321
				3,946,465
		China - 1.6%
	1,903	58.com, Inc. ADR*		79,641
	31,565	AAC Technologies Holdings, Inc.		300,750
	11,786	Alibaba Group Holding Ltd. ADR*		1,198,518
	118,950	ANTA Sports Products Ltd.		343,031
	3,389	Baidu, Inc. ADR*		599,378
	2,857	Bitauto Holdings Ltd. ADR*		72,939
	108,760	China Longyuan Power Group Corp. Ltd. Class H		82,924
	48,508	China Oilfield Services Ltd. Class H		46,557
	8,578	ChinaCache International Holdings Ltd.*		28,822
	182,581	Cowell e Holdings, Inc.*		55,648
	6,665	ENN Energy Holdings Ltd.		31,334
	141,700	Greatview Aseptic Packaging Co., Ltd.		71,938
	477	Hollysys Automation Technologies Ltd.		9,497
	126,400	Li Ning Co., Ltd.*		90,111
	1,063,000	Semiconductor Manufacturing International Corp.*		128,737
	233,683	Sunny Optical Technology Group Co., Ltd.		1,139,636
	40,194	Tencent Holdings Ltd.		1,065,234
				5,344,695
		Denmark - 0.3%
	31	AP Moeller - Maersk A/S Class A		45,312
	11,174	DSV A/S		541,043
	701	GronlandsBANKEN A/S		62,591
	14,125	Nets A/S*(1)		269,750
				918,696
		Egypt - 0.2%
	337,647	Centamin plc		653,984
		Finland - 0.0%
	522	Elisa Oyj		17,587
	1,125	Kemira Oyj		13,408
	1,023	Tikkurila Oyj		19,696
				50,691
		France - 1.9%
	1,948	Airbus Group SE		115,672
	21,172	Alstom S.A.*		568,927
	12,421	Amundi S.A.(1)		609,120
	347	Arkema S.A.		32,903
	11,334	BNP Paribas S.A.		657,182
	19,389	Cie de Saint-Gobain		860,933
	4,262	Engie S.A.		61,465
	872	Essilor International S.A.		97,990
	153	Gecina S.A. REIT		22,308
	1,882	JCDecaux S.A.		57,556
	555	Kering		123,137
	1,217	Legrand S.A.		68,757

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		France - 1.9% - (continued)
	673	LVMH Moet Hennessy Louis Vuitton SE	$	122,527
	6,170	Rexel S.A.		85,573
	10,767	Schneider Electric SE		724,082
	9,018	Societe Generale S.A.		351,770
	207	Total S.A. ADR		9,882
	175	Unibail-Rodamco SE REIT		41,539
	1,338	Valeo S.A.		77,209
	31,153	Veolia Environnement S.A.		680,612
	12,423	Vinci S.A.		899,667
	5,887	Vivendi S.A.		119,156
				6,387,967
		Germany - 1.3%
	433	adidas AG		71,139
	613	ADO Properties S.A.(1)		22,407
	4,644	Bayerische Motoren Werke AG		405,168
	3,122	Beiersdorf AG		275,235
	1,643	Brenntag AG		87,835
	23,153	Deutsche Wohnen AG		756,449
	16,544	E.ON SE		121,249
	1,000	HeidelbergCement AG		94,598
	7,339	Hornbach Holding AG & Co. KGaA		516,424
	400	Innogy SE*(1)		15,884
	8,004	LEG Immobilien AG*		675,154
	211	Puma SE		52,586
	10,004	Rheinmetall AG		694,456
	24,625	TUI AG		313,322
	3,411	Zalando SE*(1)		149,998
				4,251,904
		Greece - 1.0%
	39,806	Aegean Airlines S.A.		256,429
	137,273	Alpha Bank A.E.*		234,718
	166,708	Ellaktor S.A.*		226,585
	77,497	Frigoglass SAIC*		13,442
	98,955	Grivalia Properties REIC A.E. REIT		762,395
	56,474	Hellenic Exchanges - Athens Stock Exchange S.A. Holding		278,833
	94,841	Hellenic Telecommunications Organization S.A.		869,716
	6,150	Korres Natural Products*		20,861
	88,277	OPAP S.A.		752,919
				3,415,898
		Hong Kong - 0.3%
	203,235	AMVIG Holdings Ltd.		68,604
	5,890	Beijing Enterprises Holdings Ltd.		29,437
	11,000	Cheung Kong Infrastructure Holdings Ltd.		90,022
	74,685	Guangdong Investment Ltd.		112,605
	51,000	HKT Trust & HKT Ltd.		70,100
	1,650	Melco Crown Entertainment Ltd. ADR		27,621
	42,650	MGM China Holdings Ltd.		70,365
	21,060	Nine Dragons Paper Holdings Ltd.		17,122
	24,000	Sino Biopharmaceutical Ltd.		16,775
	44,744	SmarTone Telecommunications Holdings Ltd.		67,542
	304,600	SUNeVision Holdings Ltd.		149,529
	1,329,366	Tongda Group Holdings Ltd.		350,787
				1,070,509
		India - 4.8%
	161,012	Apollo Tyres Ltd.		486,155

The accompanying notes are an integral part of these financial statements.

95

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		India - 4.8% - (continued)
	11,867	Bajaj Auto Ltd.	$	503,481
	401,546	Bank of Baroda*		937,669
	34,559	Bharat Electronics Ltd.		687,396
	213,048	Bharat Heavy Electricals Ltd.		443,802
	118,397	Bharti Infratel Ltd.		616,682
	13,579	Canara Bank*		63,984
	123,193	Coal India Ltd.		600,899
	32,492	Container Corp. Of India Ltd.		668,490
	35,286	Engineers India Ltd.		143,400
	178,155	Exide Industries Ltd.		530,833
	28,890	Gateway Distriparks Ltd.		108,296
	31,796	Godrej Properties Ltd.*		173,270
	9,812	Hero MotoCorp Ltd.		492,497
	87,310	Hindustan Zinc Ltd.		330,866
	74,101	ICICI Bank Ltd.		308,218
	51,334	Indraprastha Gas Ltd.		659,285
	12,712	InterGlobe Aviation Ltd.(1)		178,549
	173,760	IRB Infrastructure Developers Ltd.		613,393
	170,084	ITC Ltd.		615,851
	230,856	Jammu & Kashmir Bank Ltd.		235,608
	28,943	Larsen & Toubro Ltd.		640,037
	6,208	Maruti Suzuki India Ltd.		548,793
	788	MRF Ltd.		566,162
	192,404	NMDC Ltd.		383,944
	278,800	NTPC Ltd.		630,812
	56,900	Oberoi Realty Ltd.		306,847
	107,712	Petronet LNG Ltd.		625,076
	262,434	Power Grid Corp. of India Ltd.		688,260
	205,669	Redington India Ltd.		324,425
	100,141	State Bank of India		386,838
	22,745	TAKE Solutions Ltd.		55,578
	39,225	Tata Chemicals Ltd.		318,542
	457,276	Tata Power Co., Ltd.		535,087
	29,227	Union Bank of India		64,356
	128,712	Vedanta Ltd.		391,851
				15,865,232
		Indonesia - 0.1%
	1,380,169	Bank Tabungan Pensiunan Nasional Tbk PT*		303,578
	129,100	Link Net Tbk PT		49,471
	106,500	Surya Citra Media Tbk PT		21,629
	277,500	Telekomunikasi Indonesia Persero Tbk PT		89,598
				464,276
		Ireland - 1.5%
	1,472,910	Bank of Ireland*		315,280
	140,027	C&C Group plc		538,001
	715,128	Cairn Homes plc*		925,211
	33,431	CRH plc		1,082,113
	28,990	Greencore Group plc		116,986
	461,937	Hibernia plc REIT		650,598
	260,229	Irish Residential Properties plc REIT		335,658
	115,586	Permanent TSB Group Holdings plc*		314,674
	26,724	Smurfit Kappa Group plc		585,552
				4,864,073
		Israel - 0.2%
	6,744	Azrieli Group Ltd.		287,105
	53,528	Bezeq The Israeli Telecommunication Corp. Ltd.		97,228
	10,732	Mobileye N.V.*		399,016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Israel - 0.2% - (continued)
	633	Wix.com Ltd.*	$	25,320
				808,669
		Italy - 0.9%
	117,203	Anima Holding S.p.A.(1)		570,984
	16,195	Banca Generali S.p.A.		360,122
	40,532	Buzzi Unicem S.p.A.		788,254
	15,132	Cerved Information Solutions S.p.A.		121,797
	23,698	Enel S.p.A.		101,886
	9,509	Eni S.p.A.		137,997
	48,594	FinecoBank Banca Fineco S.p.A.		283,981
	51,557	Leonardo-Finmeccanica S.p.A.*		627,781
	6,270	Massimo Zanetti Beverage Group S.p.A.(1)		50,073
	9,598	Snam S.p.A.		50,570
				3,093,445
		Japan - 6.2%
	10,240	Aeon Delight Co., Ltd.		302,701
	20,850	Aizawa Securities Co., Ltd.		115,206
	7,520	Alpine Electronics, Inc.		100,379
	31,116	Alps Electric Co., Ltd.		746,400
	5,275	Amano Corp.		98,144
	6,930	Aoyama Trading Co., Ltd.		244,136
	2,198	Arealink Co., Ltd.		25,041
	5,485	Bandai Namco Holdings, Inc.		164,309
	3,634	Capcom Co., Ltd.		93,878
	1,080	Chugai Pharmaceutical Co., Ltd.		36,804
	3,850	Ci:z Holdings Co., Ltd.		110,383
	6,853	CYBERDYNE, Inc.*		102,839
	8,345	Daifuku Co., Ltd.		150,784
	1,959	Daito Trust Construction Co., Ltd.		328,287
	6,357	Dena Co., Ltd.		204,517
	9,660	Descente Ltd.		133,951
	1,227	Disco Corp.		148,299
	5,635	Doshisha Co., Ltd.		116,608
	5,085	DTS Corp.		112,653
	2,901	Eiken Chemical Co., Ltd.		79,266
	2,900	Eisai Co., Ltd.		184,810
	251	FANUC Corp.		45,955
	6,535	Fuji Heavy Industries Ltd.		255,365
	1,030	Fujimi, Inc.		16,022
	2,944	GMO Payment Gateway, Inc.		135,223
	4,130	Hakuhodo DY Holdings, Inc.		49,637
	6,539	Harmonic Drive Systems, Inc.		184,156
	35,810	Hazama Ando Corp.		230,849
	5,400	HI-LEX Corp.		147,626
	1,876	Hikari Tsushin, Inc.		172,208
	5,139	HIS Co., Ltd.		140,258
	9,330	Hitachi Transport System Ltd.		192,333
	11,800	Hosiden Corp.		87,512
	5,070	Inaba Denki Sangyo Co., Ltd.		183,947
	11,950	Inpex Corp.		111,479
	3,567	Iriso Electronics Co., Ltd.		196,348
	12,300	Isuzu Motors Ltd.		152,141
	4,970	ITOCHU Corp.		62,765
	8,978	Japan Aviation Electronics Industry Ltd.		128,565
	6,120	Japan Petroleum Exploration Co., Ltd.		133,905
	8,895	JGC Corp.		157,244
	1,330	JSR Corp.		20,211
	4,395	Kao Corp.		226,151
	3,630	KDDI Corp.		110,327
	10,898	Kenedix, Inc.		45,821

The accompanying notes are an integral part of these financial statements.

96

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Japan - 6.2% - (continued)
	897	Keyence Corp.	$	657,583
	21,055	Kinden Corp.		253,568
	3,960	Kissei Pharmaceutical Co., Ltd.		103,495
	5,920	Kuroda Electric Co., Ltd.		115,185
	6,053	M3, Inc.		184,199
	3,356	Mabuchi Motor Co., Ltd.		195,086
	150	Mandom Corp.		7,009
	10,740	Medipal Holdings Corp.		183,506
	5,188	Melco Holdings, Inc.		140,462
	5,170	Mimasu Semiconductor Industry Co., Ltd.		65,795
	34,725	Minebea Co., Ltd.		354,351
	3,230	Mitsubishi Chemical Holdings Corp.		21,208
	4,870	Mitsubishi Corp.		105,995
	5,710	Mitsubishi Electric Corp.		77,252
	3,881	Mitsubishi Heavy Industries Ltd.		16,602
	59,275	Mitsubishi UFJ Financial Group, Inc.		305,848
	1,397	Mitsui Fudosan Co., Ltd.		31,815
	9,830	MS&AD Insurance Group Holdings, Inc.		291,821
	7,067	Murata Manufacturing Co., Ltd.		986,846
	10,332	Nexon Co., Ltd.		175,882
	13,044	Nidec Corp.		1,262,138
	1,003	Nintendo Co., Ltd.		241,783
	7,600	Nippo Corp.		146,606
	6,885	Nippon Ceramic Co., Ltd.		127,040
	1,475	Nippon Paint Holdings Co., Ltd.		50,153
	315	Nippon Shokubai Co., Ltd.		21,738
	1,899	Nippon Telegraph & Telephone Corp. ADR		84,297
	15,220	Nippon Television Holdings, Inc.		269,739
	4,080	NSD Co., Ltd.		65,664
	9,295	NTT DoCoMo, Inc.		233,434
	1,950	Olympus Corp.		69,509
	7,440	Ono Pharmaceutical Co., Ltd.		188,631
	4,325	Optex Co., Ltd.		110,160
	6,925	PAL GROUP Holdings Co., Ltd.		171,567
	19,585	PanaHome Corp.		145,663
	507	Park24 Co., Ltd.		15,666
	217,089	Pioneer Corp.*		532,438
	32,770	San-In Godo Bank Ltd.		235,778
	2,860	Sankyo Co., Ltd.		100,755
	2,880	SCREEN Holdings Co., Ltd.		197,019
	12,725	SCSK Corp.		474,679
	2,734	Seven & I Holdings Co., Ltd.		114,115
	7,580	Shikoku Electric Power Co., Inc.*		71,279
	620	Shin-Etsu Chemical Co., Ltd.		47,009
	2,010	Shionogi & Co., Ltd.		98,988
	352	SHO-BOND Holdings Co., Ltd.		16,975
	5,064	Sony Corp.		159,608
	6,930	Sumco Corp.		72,505
	11,690	Sumitomo Real Estate Sales Co., Ltd. REIT		264,215
	3,775	Suzuki Motor Corp.		134,603
	7,370	T&D Holdings, Inc.		89,124
	6,525	Tachi-S Co., Ltd.		108,296
	14,830	Taihei Dengyo Kaisha Ltd.		153,721
	20,510	Taisei Corp.		153,723
	4,394	Takara Leben Co., Ltd.		29,806
	1,000	Takeda Pharmaceutical Co., Ltd.		44,725
	25,210	Takuma Co., Ltd.		231,752
	10,149	TDK Corp.		700,742
	7,140	Tenma Corp.		123,667
	4,430	Tocalo Co., Ltd.		99,381
	8,323	Tokai Rika Co., Ltd.		156,078

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Japan - 6.2% - (continued)
	9,010	Tokyo Gas Co., Ltd.	$	40,883
	2,610	Tokyo Ohka Kogyo Co., Ltd.		92,675
	41,189	Toshiba Corp.*		149,138
	8,495	Toyota Industries Corp.		389,779
	1,980	Toyota Motor Corp.		114,853
	5,340	TS Tech Co., Ltd.		143,174
	13,915	TV Asahi Holdings Corp.		261,046
	12,685	Ushio, Inc.		153,030
	5,295	W-Scope Corp.		94,737
	4,195	Yamato Kogyo Co., Ltd.		118,109
	10,700	Yamazen Corp.		85,322
	6,950	Yondoshi Holdings, Inc.		173,629
				20,490,095
		Jersey - 0.2%
	330,765	Highland Gold Mining Ltd.		649,795
		Kenya - 0.0%
	174,700	Safaricom Ltd.		34,115
		Luxembourg - 0.4%
	30,957	BRAAS Monier Building Group S.A.		892,157
	2,726	Millicom International Cellular S.A.		119,772
	6,180	SES S.A.		142,035
	2,221	Tenaris S.A.		30,476
				1,184,440
		Malaysia - 0.1%
	246,097	Inari Amertron Bhd		196,526
		Mauritius - 0.2%
	786,845	CIEL Ltd.		133,959
	65,030	MCB Group Ltd.		386,586
				520,545
		Mexico - 0.0%
	89,500	America Movil S.A.B. de C.V. Series L		59,285
	1,900	Infraestructura Energetica Nova, S.A.B. de C.V.		8,394
	4,490	Mexichem S.A.B. de C.V.		10,730
				78,409
		Netherlands - 1.3%
	8,818	Akzo Nobel N.V.		569,740
	1,829	Corbion N.V.		42,192
	6,644	Heineken N.V.		547,254
	1,036	IMCD Group N.V.		44,814
	50,795	ING Groep N.V.		666,787
	465	InterXion Holding N.V.*		17,312
	5,935	NXP Semiconductors N.V.*		593,500
	600	Patheon N.V.*		15,234
	10,892	Royal Dutch Shell plc Class A		271,287
	28,053	Van Lanschot N.V.		575,141
	21,825	Wolters Kluwer N.V.		843,979
				4,187,240
		New Zealand - 0.0%
	20,086	New Zealand Refining Co., Ltd.		32,164
	7,097	Z Energy Ltd.		39,666
				71,830
		Norway - 0.1%
	2,129	Entra ASA(1)		22,820
	6,127	Statoil ASA		100,030

The accompanying notes are an integral part of these financial statements.

97

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Norway - 0.1% - (continued)
	2,600	TGS Nopec Geophysical Co. ASA	$	52,591
				175,441
		Peru - 0.1%
	18,150	Cia de Minas Buenaventura SAA ADR*		241,214
		Philippines - 0.0%
	108,000	Cemex Holdings Philippines*(1)		25,471
		Romania - 0.0%
	18,394	Fondul Proprietatea SA/Fund GDR*		186,699
		Russia - 0.5%
	8,195	Etalon Group Ltd. GDR		23,356
	37,956	Lenta Ltd. GDR*		274,931
	15,364	Magnit PJSC GDR		609,797
	25,993	X5 Retail Group N.V. GDR*		775,631
				1,683,715
		Singapore - 0.7%
	89,311	Ascendas REIT		152,199
	867	Broadcom Ltd.		147,633
	356,451	CapitaLand Commerical Trust REIT		403,368
	20,026	Fortune REIT		24,263
	150,600	Genting Singapore plc		80,589
	318,545	Keppel REIT		249,844
	136,037	Mapletree Commercial Trust REIT		149,604
	147,037	Singapore Exchange Ltd.		749,152
	93,590	Suntec REIT		113,038
	23,240	United Overseas Bank Ltd.		313,522
				2,383,212
		South Africa - 0.2%
	40,295	AngloGold Ashanti Ltd.*		548,644
	495	Naspers Ltd. Class N		82,903
	807	Sasol Ltd. ADR		22,200
				653,747
		South Korea - 0.4%
	20,869	Finetex EnE, Inc.*		125,962
	3,649	G-SMATT GLOBAL Co., Ltd.*		80,546
	1,297	Koh Young Technology, Inc.		50,715
	3,805	KT Corp. ADR		60,842
	104	Samsung Biologics Co., Ltd.*		12,361
	718	Samsung Electronics Co., Ltd.		1,026,976
				1,357,402
		Spain - 0.1%
	1,012	Axiare Patrimonio SOCIMI S.A. REIT		14,378
	1,042	Hispania Activos Inmobiliarios SOCIMI S.A. REIT		12,797
	22,364	Iberdrola S.A.		152,197
	2,262	Industria de Diseno Textil S.A.		78,926
	7,394	Repsol S.A.		103,239
				361,537
		Sweden - 0.1%
	1,943	BillerudKorsnas AB		31,907
	25,811	Cloetta AB Class B		91,446
	1,905	D Carnegie & Co. AB*		21,404
	715	Fastighets AB Balder Class B*		16,240
	677	Hufvudstaden AB Class A		10,478
	8,415	Sandvik AB		95,606
				267,081

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		Switzerland - 0.7%
	4,169	ABB Ltd. ADR*	$	86,090
	338	Actelion Ltd.*		48,839
	256	Cie Financiere Richemont S.A.		16,458
	116	Flughafen Zuerich AG		21,324
	12,685	Julius Baer Group Ltd.*		513,509
	12,388	LafargeHolcim Ltd.*		660,785
	507	Novartis AG		35,980
	1,370	Roche Holding AG		314,664
	42	Swisscom AG		19,199
	3,379	TE Connectivity Ltd.		212,438
	27,954	UBS Group AG		395,204
				2,324,490
		Taiwan - 2.6%
	43,603	Accton Technology Corp.		69,628
	13,967	Advanced Ceramic X Corp.		111,687
	26,334	Advantech Co., Ltd.		214,018
	82,061	Aerospace Industrial Development Corp.		103,881
	25,905	Airtac International Group		205,994
	5,337	ASPEED Technology, Inc.		76,879
	43,797	Catcher Technology Co., Ltd.		342,841
	45,694	Chicony Electronics Co., Ltd.		116,746
	66,791	Chroma ATE, Inc.		169,293
	3,582	Chunghwa Precision Test Tech Co., Ltd.		119,051
	30,343	Delta Electronics, Inc.		159,743
	142,219	E Ink Holdings, Inc.		120,538
	79,234	Globalwafers Co., Ltd.		195,291
	23,183	Himax Technologies, Inc. ADR		181,987
	200,754	Hota Industrial Manufacturing Co., Ltd.		838,971
	40,575	Kingpak Technology, Inc.		231,831
	34,522	Land Mark Optoelectronics Corp.		309,419
	4,697	Largan Precision Co., Ltd.		554,129
	8,125	Nanoplus Ltd.*		28,113
	17,249	Parade Technologies Ltd.		194,088
	14,234	PChome Online, Inc.		154,555
	42,750	Realtek Semiconductor Corp.		144,800
	13,468	Silergy Corp.		196,226
	4,536	Silicon Motion Technology Corp. ADR		184,207
	25,152	Sinbon Electronics Co., Ltd.		56,541
	1	Sporton International, Inc.		5
	88,387	Superalloy Industrial Co., Ltd.		549,565
	203,784	Taiwan Semiconductor Manufacturing Co., Ltd.		1,222,979
	86,792	Tung Thih Electronic Co., Ltd.		1,266,320
	66,700	Vanguard International Semiconductor Corp.		135,794
	10,928	Voltronic Power Technology Corp.		163,859
	67,331	Win Semiconductors Corp.		186,989
				8,605,968
		Thailand - 0.4%
	71,771	Delta Electronics Thailand PCL		160,984
	383,897	KCE Electronics PCL		1,228,558
				1,389,542
		United Kingdom - 2.8%
	10,577	Acacia Mining plc		67,126
	7,871	Anglo American plc*		109,243
	352	ASOS plc*		22,596
	11,133	AstraZeneca plc		623,393
	9,530	AstraZeneca plc ADR		269,890
	16,358	BAE Systems plc		108,384
	186,309	Balfour Beatty plc		617,709

The accompanying notes are an integral part of these financial statements.

98

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		United Kingdom - 2.8% - (continued)
	22,600	BBA Aviation plc	$	71,462
	576	Big Yellow Group plc REIT		4,873
	14,965	BP plc		88,469
	9,099	British American Tobacco plc		521,490
	25,060	BT Group plc		115,026
	869	Cardtronics plc Class A*		43,450
	329,532	Cobham plc		574,950
	3,138	Coca-Cola European Partners plc		120,625
	4,300	ConvaTec Group plc*(1)		13,158
	456	Croda International plc		19,501
	6,143	Delphi Automotive plc		399,725
	4,361	Diageo plc		116,075
	35,362	Domino’s Pizza Group plc		147,031
	161	Ensco plc Class A		1,259
	35,011	Glencore plc*		107,172
	33,746	Hunting plc		207,390
	61,131	Ibstock plc(1)		124,732
	3,755	Informa plc		30,893
	156,720	Intu Properties plc REIT		528,182
	8,189	Just Eat plc*		56,253
	169	Liberty Global plc LiLAC Class A*		4,671
	11,408	National Grid plc		148,393
	1,484	Nielsen Holdings plc		66,810
	92,641	QinetiQ Group plc		260,890
	2,901	RELX N.V.		48,918
	1,127	RELX plc		20,117
	3,022	Rio Tinto plc		105,091
	4,958	RPC Group plc		57,496
	3,013	Safestore Holdings plc REIT		13,225
	13,355	Sky plc		133,513
	5,830	Smith & Nephew plc		84,280
	56,032	Tesco plc*		144,321
	11,549	Tritax Big Box plc REIT		19,197
	5,282	UBM plc		46,375
	20,156	Ultra Electronics Holdings plc		457,979
	10,563	Unilever plc		440,997
	2,561	UNITE Group plc		17,348
	15,550	Willis Towers Watson plc		1,957,745
	5,568	Zegona Communications plc		7,906
				9,145,329
		United States - 20.5%
	3,805	Abbott Laboratories		149,308
	817	Acadia Healthcare Co., Inc.*		29,379
	324	Acadia Realty Trust REIT		10,916
	1,446	Accenture plc Class A		168,083
	91,340	ACCO Brands Corp.*		1,013,874
	382	Acuity Brands, Inc.		85,404
	17,946	Advance Auto Parts, Inc.		2,513,876
	945	AdvanSix, Inc.*		15,082
	588	Aetna, Inc.		63,122
	272,907	Alacer Gold Corp.*		551,389
	431	Alexandria Real Estate Equities, Inc. REIT		46,466
	3,620	Alkermes plc*		182,484
	2,810	Alleghany Corp.*		1,450,550
	833	Allegion plc		53,179
	1,992	Allergan plc*		416,208
	1,144	Alliance Data Systems Corp.*		233,914
	2,497	Alliant Energy Corp.		95,011
	816	Alnylam Pharmaceuticals, Inc.*		29,050
	1,224	Alphabet, Inc. Class A*		991,318

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		United States - 20.5% - (continued)
	1,540	Alphabet, Inc. Class C*	$	1,208,192
	7,609	Altria Group, Inc.		503,107
	1,488	Amazon.com, Inc.*		1,175,252
	4,881	American Express Co.		324,196
	1,520	American Tower Corp. REIT		178,129
	4,513	AMETEK, Inc.		199,023
	2,430	Anadarko Petroleum Corp.		144,439
	1,026	Apartment Investment & Management Co. Class A, REIT		45,216
	7,711	Apple, Inc.		875,507
	37,610	Aramark		1,400,220
	715	Arch Coal, Inc.*		52,467
	16,584	Arena Pharmaceuticals, Inc.*		24,544
	273,674	Argonaut Gold, Inc.*		552,939
	1,230	Arista Networks, Inc.*		104,242
	313	athenahealth, Inc.*		32,339
	1,545	Automatic Data Processing, Inc.		134,508
	331	AvalonBay Communities, Inc. REIT		56,661
	2,494	Avangrid, Inc.		98,289
	176,290	Avon Products, Inc.		1,154,699
	4,575	Baker Hughes, Inc.		253,455
	1,240	Ball Corp.		95,567
	32,227	Bank of America Corp.		531,745
	2,379	Baxter International, Inc.		113,217
	881	Becton Dickinson and Co.		147,929
	16,890	Belden, Inc.		1,094,641
	3,530	Berkshire Hathaway, Inc. Class B*		509,379
	153,589	Bizlink Holding, Inc.		777,518
	1,250	Boeing Co.		178,037
	3,294	Boise Cascade Co.*		63,410
	315	Boston Properties, Inc. REIT		37,951
	11,232	Boston Scientific Corp.*		247,104
	8,575	Bristol-Myers Squibb Co.		436,553
	627	Cabot Corp.		32,692
	2,368	Cabot Oil & Gas Corp.		49,444
	646	CACI International, Inc. Class A*		63,211
	9,421	Capital One Financial Corp.		697,531
	951	Cardinal Health, Inc.		65,324
	4,202	Carlisle Cos., Inc.		440,580
	976	Celanese Corp. Series A		71,170
	2,240	Celgene Corp.*		228,883
	1,480	Cerner Corp.*		86,698
	1,504	Charter Communications, Inc. Class A*		375,835
	718	Cheniere Energy, Inc.*		27,069
	3,728	Chevron Corp.		390,508
	485	Cigna Corp.		57,633
	14,066	Citigroup, Inc.		691,344
	5,370	Cognizant Technology Solutions Corp. Class A*		275,749
	855	Coherent, Inc.*		89,023
	3,239	Colfax Corp.*		102,968
	1,959	Colgate-Palmolive Co.		139,794
	8,465	Comcast Corp. Class A		523,306
	2,270	Community Health Systems, Inc.*		11,986
	2,873	ConocoPhillips Co.		124,832
	1,010	Constellation Brands, Inc. Class A		168,791
	13,830	Conyers Park Acquisition Corp. UNIT*		147,704
	2,271	Costco Wholesale Corp.		335,813
	40,005	Coty, Inc. Class A*		919,715
	755	Cousins Properties, Inc. REIT		5,866
	1,183	Crown Holdings, Inc.*		64,178

The accompanying notes are an integral part of these financial statements.

99

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		United States - 20.5% - (continued)
	26,260	CST Brands, Inc.	$	1,261,005
	3,616	CSX Corp.		110,324
	15,910	Danaher Corp.		1,249,730
	5,510	Deltic Timber Corp.		309,552
	2,293	Devon Energy Corp.		86,882
	34,950	Dorian LPG Ltd.*		196,768
	1,194	Douglas Emmett, Inc. REIT		43,581
	2,658	Dow Chemical Co.		143,027
	4,112	Dr Pepper Snapple Group, Inc.		360,992
	1,613	Duke Energy Corp.		129,072
	1,758	Duke Realty Corp. REIT		45,972
	2,403	Eaton Corp. plc		153,239
	402	Edison International		29,539
	1,333	Electronic Arts, Inc.*		104,667
	4,763	Eli Lilly & Co.		351,700
	1,160	Empire State Realty Trust, Inc. Class A, REIT		22,701
	682	Energen Corp.		34,189
	2,591	Envision Healthcare Holdings, Inc.*		51,250
	1,525	EOG Resources, Inc.		137,890
	907	Equifax, Inc.		112,441
	92	Equinix, Inc. REIT		32,870
	479	Equity LifeStyle Properties, Inc. REIT		36,327
	1,687	Equity One, Inc. REIT		48,080
	18,930	Era Group, Inc.*		142,921
	115	Essex Property Trust, Inc. REIT		24,620
	3,162	Estee Lauder Cos., Inc. Class A		275,505
	835	Esterline Technologies Corp.*		61,331
	2,164	Eversource Energy		119,150
	3,586	Expedia, Inc.		463,419
	355	Extra Space Storage, Inc. REIT		25,968
	6,762	Exxon Mobil Corp.		563,410
	2,717	Facebook, Inc. Class A*		355,900
	2,496	FedEx Corp.		435,103
	2,150	First Solar, Inc.*		87,054
	11,080	Fiserv, Inc.*		1,091,158
	657	FleetCor Technologies, Inc.*		115,172
	2,013	FMC Technologies, Inc.*		64,960
	1,474	Forest City Realty Trust, Inc. Class A REIT		31,824
	1,746	Fortive Corp.		89,133
	2,456	Fortune Brands Home & Security, Inc.		134,171
	19,190	GATX Corp.		839,946
	915	General Dynamics Corp.		137,927
	855	General Growth Properties, Inc. REIT		21,332
	8,465	General Motors Co.		267,494
	2,016	Genesee & Wyoming, Inc. Class A*		136,967
	6,687	Genpact Ltd.*		153,734
	4,741	Global Payments, Inc.		343,817
	1,552	GoDaddy, Inc. Class A*		55,546
	5,615	Gores Holdings, Inc. Class A*		63,955
	8,041	Graphic Packaging Holding Co.		100,512
	953	Halliburton Co.		43,838
	1,799	HCA Holdings, Inc.*		137,677
	755	HCP, Inc. REIT		25,859
	1,582	HD Supply Holdings, Inc.*		52,206
	704	Healthcare Trust of America, Inc. Class A, REIT		21,542
	800	Heico Corp. Class A		48,000
	4,075	Helix Energy Solutions Group, Inc.*		35,534
	865	Hess Corp.		41,494
	738	Highwoods Properties, Inc. REIT		36,627

Shares or Principal Amount			Market Value†
COMMON STOCKS - 55.0% - (continued)
		United States - 20.5% - (continued)
	5,945	Hilltop Holdings, Inc.*	$	146,841
	4,826	Hilton Worldwide Holdings, Inc.		109,068
	2,780	HollyFrontier Corp.		69,361
	2,384	Honeywell International, Inc.		261,477
	768	Host Hotels & Resorts, Inc. REIT		11,889
	2,106	Illinois Tool Works, Inc.		239,178
	583	Illumina, Inc.*		79,370
	2,650	Incyte Corp.*		230,470
	2,421	Ingersoll-Rand plc		162,909
	44	Ingevity Corp.*		1,822
	9,945	Intel Corp.		346,782
	1,246	International Paper Co.		56,107
	1,969	Interpublic Group of Cos., Inc.		44,086
	4,870	Invesco Ltd.		136,798
	3,484	Ironwood Pharmaceuticals, Inc.*		44,491
	1,412	J.B. Hunt Transport Services, Inc.		115,233
	790	j2 Global, Inc.		56,209
	1,764	Johnson & Johnson		204,606
	8,044	JP Morgan Chase & Co.		557,127
	841	Kansas City Southern		73,806
	554	Kennedy-Wilson Holdings, Inc. REIT		11,412
	5,649	Kinder Morgan, Inc.		115,409
	404	Kirby Corp.*		23,816
	14,975	Knight Transportation, Inc.		438,019
	5,776	Kroger Co.		178,940
	1,824	Las Vegas Sands Corp.		105,573
	635	LaSalle Hotel Properties REIT		15,081
	8,550	Legg Mason, Inc.		245,556
	3,479	Liberty Global plc Class A*		113,415
	37,427	Liberty Global plc Series C*		1,190,179
	1,525	Liberty Media Corp-Liberty Braves Class A*		25,849
	1,110	Liberty Media Corp-Liberty Media*		30,425
	520	LifePoint Health, Inc.*		31,122
	783	Lockheed Martin Corp.		192,916
	2,087	Louisiana-Pacific Corp.*		38,296
	4,560	Lowe’s Cos., Inc.		303,924
	2,096	Lumentum Holdings, Inc.*		70,426
	831	LyondellBasell Industries N.V. Class A		66,106
	2,997	Martin Marietta Materials, Inc.		555,584
	28,130	Maxim Integrated Products, Inc.		1,114,792
	796	MaxLinear, Inc. Class A*		14,893
	989	McKesson Corp.		125,771
	2,441	Medicines Co.*		80,431
	4,421	Medtronic plc		362,610
	5,702	Merck & Co., Inc.		334,821
	665	MGM Resorts International*		17,403
	753	Microchip Technology, Inc.		45,594
	3,043	Micron Technology, Inc.*		52,218
	471	MKS Instruments, Inc.		23,762
	11,138	Molson Coors Brewing Co. Class B		1,156,236
	10,423	Mondelez International, Inc. Class A		468,410
	1,067	Monsanto Co.		107,522
	1,681	Monster Beverage Corp.*		242,636
	740	Moog, Inc. Class A*		42,972
	670	Mosaic Co.		15,765
	23,380	Motorola Solutions, Inc.		1,696,920
	4,305	Mylan N.V.*		157,132
	3,384	National CineMedia, Inc.		46,936
	291	National Health Investors, Inc. REIT		22,046
	5,203	Netflix, Inc.*		649,699
	667	Newmont Mining Corp.		24,706

The accompanying notes are an integral part of these financial statements.

100

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value*
COMMON STOCKS - 55.0% - (continued)
		United States - 20.5% - (continued)
	2,678	NextEra Energy, Inc.	$	342,784
	2,140	NIKE, Inc. Class B		107,385
	543	Northrop Grumman Corp.		124,347
	1,725	NOW, Inc.*		37,191
	9,994	NVIDIA Corp.		711,173
	924	O’Reilly Automotive, Inc.*		244,343
	1,851	Occidental Petroleum Corp.		134,956
	1,365	Oceaneering International, Inc.		32,487
	11,055	Oclaro, Inc.*		80,812
	3,190	OGE Energy Corp.		99,018
	2,595	OMNOVA Solutions, Inc.*		19,722
	3,180	Outfront Media, Inc. REIT		68,402
	1,002	Owens-Illinois, Inc.*		19,339
	743	Packaging Corp. of America		61,298
	2,268	Pattern Energy Group, Inc.		50,690
	1,837	Patterson-UTI Energy, Inc.		41,296
	4,158	PayPal Holdings, Inc.*		173,222
	17,782	Pentair plc		980,322
	4,907	PepsiCo, Inc.		526,030
	1,098	Physicians Realty Trust REIT		21,707
	350	Pioneer Natural Resources Co.		62,657
	7,261	PNC Financial Services Group, Inc.		694,152
	15,769	Post Holdings, Inc.*		1,202,071
	355	PPG Industries, Inc.		33,061
	212	PS Business Parks, Inc. REIT		23,275
	225	Public Storage REIT		48,087
	8,770	Pure Storage, Inc. Class A*		108,222
	560	QTS Realty Trust, Inc. Class A, REIT		25,738
	2,500	QUALCOMM, Inc.		171,800
	12,440	Quanta Services, Inc.*		357,650
	721	Regeneron Pharmaceuticals, Inc.*		248,759
	187	Reinsurance Group of America, Inc.		20,170
	1,045	Retail Opportunity Investments Corp. REIT		21,015
	1,720	Rexford Industrial Realty, Inc. REIT		36,223
	4,717	Reynolds American, Inc.		259,812
	687	Rogers Corp.*		37,393
	27,540	Samsonite International S.A.		86,587
	2,793	Schlumberger Ltd.		218,496
	110,575	Scorpio Tankers, Inc.		423,502
	10,730	SEACOR Holdings, Inc.*		529,096
	7,615	Seagate Technology plc		261,271
	495	Sempra Energy		53,015
	1,087	ServiceNow, Inc.*		95,558
	484	Sherwin-Williams Co.		118,512
	2,516	Signature Bank*		303,329
	540	Simon Property Group, Inc. REIT		100,418
	1,680	Southwestern Energy Co.*		17,458
	9,425	SS&C Technologies Holdings, Inc.		300,940
	1,437	St. Jude Medical, Inc.		111,856
	3,195	Steel Dynamics, Inc.		87,735
	1,457	STORE Capital Corp. REIT		39,762
	1,080	Stryker Corp.		124,578
	840	Summit Hotel Properties, Inc. REIT		10,912
	299	Sun Communities, Inc. REIT		23,002
	2,859	SunPower Corp.*		20,699
	405	Taubman Centers, Inc. REIT		29,346
	1,470	Team Health Holdings, Inc.*		62,990
	16,606	Tesco Corp.		113,751
	821	Thermo Fisher Scientific, Inc.		120,712
	692	TJX Cos., Inc.		51,035
	3,795	TransUnion*		118,556

Shares or Principal Amount			Market Value*
COMMON STOCKS - 55.0% - (continued)
		United States - 20.5% - (continued)
	26,479	Tutor Perini Corp.*	$	504,425
	5,959	Twenty-First Century Fox, Inc. Class A		156,543
	1,340	Twenty-First Century Fox, Inc. Class B		35,363
	1,569	UGI Corp.		72,629
	2,055	Ultragenyx Pharmaceutical, Inc.*		121,224
	2,329	UnitedHealth Group, Inc.		329,158
	183	Vail Resorts, Inc.		29,178
	1,762	Valero Energy Corp.		104,381
	952	Vantiv, Inc. Class A*		55,559
	3,313	VEREIT, Inc. REIT		31,142
	4,227	VeriFone Systems, Inc.*		65,434
	1,288	Verizon Communications, Inc.		61,953
	5,982	Visa, Inc. Class A		493,575
	8,750	Vulcan Materials Co.		990,500
	1,430	WageWorks, Inc.*		84,299
	410	Walgreens Boots Alliance, Inc.		33,919
	1,090	Walt Disney Co.		101,032
	675	WellCare Health Plans, Inc.*		76,619
	21,960	Wells Fargo & Co.		1,010,380
	1,306	WESCO International, Inc.*		70,785
	1,369	Western Refining, Inc.		39,496
	212	Westlake Chemical Corp.		10,979
	192	WestRock Co.		8,868
	1,557	WEX, Inc.*		169,869
	1,213	Workday, Inc. Class A*		105,143
	15,951	XPO Logistics, Inc.*		525,266
				68,173,736
		Total Common Stocks (cost $168,694,624)	$	182,404,908
SENIOR FLOATING RATE INTERESTS - 0.1%(11)
		Coal - 0.1%
	300,000	Arch Coal, Inc. 0.00%, 06/15/2021(12)	$	306,249
		Total Senior Floating Rate Interests (cost $306,750)	$	306,249
CONVERTIBLE BONDS - 0.2%
		Electrical Components & Equipment - 0.1%
	544,000	SunPower Corp. 0.88%, 06/01/2021	$	405,280
		Oil & Gas - 0.1%
	239,000	PDC Energy, Inc. 1.13%, 09/15/2021		242,884
		Total Convertible Bonds (cost $670,264)	$	648,164
EXCHANGE TRADED FUNDS - 8.9%
		Other Investment Pools & Funds - 8.9%
	65,900	iShares JP Morgan USD Emerging Markets Bond ETF	$	7,558,071
	10,399	iShares MSCI EAFE ETF		601,270
	162,775	iShares S&P/TSX Capped Financials Index ETF		3,968,346
	664,420	PowerShares Senior Loan Portfolio		15,401,256

The accompanying notes are an integral part of these financial statements.

101

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value*
EXCHANGE TRADED FUNDS - 8.9% - (continued)
		Other Investment Pools & Funds - 8.9% - (continued)
	26,400	SPDR Barclays Convertible Securities ETF	$	1,205,952
	2,833	SPDR S&P 500 ETF Trust		602,154
	13,360	TOPIX Exchange Traded Fund		181,612
		Total Exchange Traded Funds (cost $30,255,978)	$	29,518,661
PREFERRED STOCKS - 0.2%
		United States - 0.2%
	655	Airbnb, Inc. Series E*(1)(4)(10)	$	68,775
	4,710	Nutanix, Inc.*(1)(4)(10)		105,843
	8,725	Pinterest, Inc. Series G*(1)(4)(10)		53,048
	6,334	Southwestern Energy Co. Series B 6.25%		158,793
	4,556	Uber Technologies, Inc.*(1)(4)(10)		222,206
		Total Preferred Stocks (cost $558,154)	$	608,665
CONVERTIBLE PREFERRED STOCKS - 0.1%
		United States - 0.1%
	4,200	Hess Corp. 8.00%	$	248,430
	4,150	WPX Energy, Inc. Series A 6.25%		213,476
			461,906
		Total Convertible Preferred Stocks (cost $489,258)	$	461,906
WARRANTS - 0.0%
		British Virgin Islands - 0.0%
	59,200	Atlas Mara Ltd., Expires 8/21/17*	$	888
		Greece - 0.0%
	149,022	Alpha Bank A.E., Expires 12/10/17*		163
		United States - 0.0%
	40,500	Hangzhou Hikvision Digital Technology Co., Ltd. , Expires 7/13/19*		146,788
		Total Warrants (cost $445,743)	$	147,839
		Total Long-Term Investments (cost $328,393,048)	$	339,904,904
SHORT-TERM INVESTMENTS - 3.8%
		Other Investment Pools & Funds - 3.8%
	12,507,524	Morgan Stanley Institutional Liquidity Funds,Institutional Class	$	12,507,524
		Total Short-Term Investments (cost $12,507,524)	$	12,507,524

Shares or Principal Amount Market Value*

Total Investments Excluding Purchased Options (cost $340,900,572)	106.2	%	$	352,412,428
Total Purchased Options (cost $447,190)	0.0	%	$	48,175
Total Investments (cost $341,347,762)^	106.2	%	$	352,460,603
Other Assets and Liabilities	(6.2	)%		(20,606,252	)
Total Net Assets	100.0	%	$	331,854,351

SECURITIES SOLD SHORT - ( 0.0%)
		Common Stocks - ( 0.0%)
		Real Estate - (0.0%)
	(136)	Quality Care Properties, Inc.	$	(2,089	)
		Total Common Stocks (Proceeds $(2,307))	$	(2,089	)

The accompanying notes are an integral part of these financial statements.

102

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

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 Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of October 31, 2016, the Fund invested 1.2% of its total assets in the Subsidiary.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $345,055,540 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	20,347,870
Unrealized Depreciation		(12,619,413)
Net Unrealized Appreciation	$	7,728,457

For federal income tax purposes the Cayman Islands subsidiary is a controlled foreign corporation (CFC) and it is treated as a separate investment. Therefore, the CFC’s tax cost and fair market value are considered on the tax cost and unrealized appreciation/depreciation presented above.

* Non-income producing.

⁽¹⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $15,493,605, which represents 4.7% of total net assets.

⁽²⁾ Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽³⁾ This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $29,390,016 at October 31, 2016.

⁽⁴⁾ These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of these securities was $681,017, which represents 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁵⁾ These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $14,092,090, which represents 4.2% of total net assets.

⁽⁶⁾ Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁷⁾ The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁸⁾ Represents or includes a TBA transaction.

⁽⁹⁾ Securities disclosed are interest-only strips.

⁽¹⁰⁾ The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/ Par		Security	Cost
	07/2015		655	Airbnb, Inc. Series E Preferred	$	60,977
	04/2015		948,010	Mirabela Nickel Ltd.		96,780
	08/2014		4,710	Nutanix, Inc. Preferred		63,097
	03/2015		8,725	Pinterest, Inc. Series G Preferred		62,638
	06/2014		4,556	Uber Technologies, Inc. Preferred		70,677
					$	354,169

The accompanying notes are an integral part of these financial statements.

103

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

At October 31, 2016, the aggregate value of these securities was $479,800, which represents 0.1% of total net assets.

⁽¹¹⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽¹²⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

OTC Option Contracts Outstanding at October 31, 2016
Description	Counterparty		Exercise Price /FX Rate/Rate		Expiration Date		Number of Contracts				Market Value  †			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Puts
USD Put/CNY Call		DEUT		6.15 CNY per USD		11/17/16		USD	18,308,748		$	18		$	120,837		$	(120,819	)
USD Put/INR Call		JPM		66.00 INR per USD		02/02/17		USD	14,596,774			34,463			79,406			(44,943	)
USD Put/NOK Call		BNP		7.72 NOK per USD		11/07/16		USD	2,940,250			3			37,723			(37,720	)
Total Puts									35,845,772		$	34,484		$	237,966		$	(203,482	)
Total purchased option contracts									35,845,772		$	34,484		$	237,966		$	(203,482	)
Written option contracts:
Calls
iPath S&P 500 Vix Short-Term		MSC		70.00 USD		03/17/17		USD	(45	)	$	(6,615	)	$	(14,173	)	$	7,558
Puts
NIKKEI 225 Index Option		BOA		16,625.00 JPY		12/09/16		JPY	(2,106	)	$	(2,954	)	$	(3,678	)	$	724
Total written option contracts									(2,151	)	$	(9,569	)	$	(17,851	)	$	8,282

OTC Swaption Contracts Outstanding at October 31, 2016

Description	Counterparty		Exercise Price/ FX Rate/Rate			Expiration Date		Number of Contracts			Market Value  †		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased swaption contracts:
Puts
Interest Rate Swaption USD		BOA		0.68	%		01/24/17		JPY	1,002,640,000	$	608	$	182,113	$	(181,505	)
Total purchased swaption contracts										1,002,640,000	$	608	$	182,113	$	(181,505	)

Exchange Traded Option Contracts Outstanding at October 31, 2016

Description	Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts			Market Value †		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
CBOE SPX Volatility Index		25.00 USD		01/18/17		USD	41	$	5,043	$	5,414	$	(371	)
CBOE SPX Volatility Index		26.00 USD		11/16/16		USD	41		2,050		4,572		(2,522	)
CBOE SPX Volatility Index		27.00 USD		12/21/16		USD	44		2,860		6,470		(3,610	)
SPDR S&P 500 ETF Trust Index Option		225.00 USD		12/16/16		USD	17		340		4,489		(4,149	)
SPDR S&P 500 ETF Trust Index Option		230.00 USD		12/16/16		USD	17		102		2,007		(1,905	)
Total Calls							160	$	10,395	$	22,952	$	(12,557	)

The accompanying notes are an integral part of these financial statements.

104

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Exchange Traded Option Contracts Outstanding at October 31, 2016 - (continued)

Description	Exercise Price/ FX Rate/Rate		Expiration Date		Number of Contracts				Market Value †			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts: - (continued)
Puts
SPDR S&P 500 ETF Trust Index Option		165.00 USD		11/18/16		USD	50		$	150		$	1,402		$	(1,252	)
SPDR S&P 500 ETF Trust Index Option		160.00 USD		12/16/16		USD	52			676			795			(119	)
SPDR S&P 500 ETF Trust Index Option		165.00 USD		01/20/17		USD	49			1,862			1,962			(100	)
Total Puts							151		$	2,688		$	4,159		$	(1,471	)
Total purchased option contracts							311		$	13,083		$	27,111		$	(14,028	)
Written option contracts
Puts
SPDR S&P 500 ETF Trust Index Option		201.00 USD		11/18/16		USD	(50	)	$	(3,700	)	$	(9,948	)	$	6,248
SPDR S&P 500 ETF Trust Index Option		197.00 USD		12/16/16		USD	(52	)		(6,864	)		(14,402	)		7,538
SPDR S&P 500 ETF Trust Index Option		170.00 USD		12/16/16		USD	(41	)		(779	)		(31,568	)		30,789
SPDR S&P 500 ETF Trust Index Option		190.00 USD		12/16/16		USD	(37	)		(2,812	)		(23,113	)		20,301
SPDR S&P 500 ETF Trust Index Option		199.00 USD		01/20/17		USD	(49	)		(12,936	)		(12,199	)		(737	)
SPDR S&P 500 ETF Trust Index Option		200.00 USD		03/17/17		USD	(34	)		(16,218	)		(19,718	)		3,500
SPDR S&P 500 ETF Trust Index Option		205.00 USD		03/17/17		USD	(17	)		(10,353	)		(11,100	)		747
SPDR S&P 500 ETF Trust Index Option		202.00 USD		03/17/17		USD	(17	)		(9,112	)		(10,471	)		1,359
SPDR S&P 500 ETF Trust Index Option		197.00 USD		06/16/17		USD	(32	)		(21,568	)		(21,534	)		(34	)
Total Puts							(329	)	$	(84,342	)	$	(154,053	)	$	69,711
Total written option contracts							(329	)	$	(84,342	)	$	(154,053	)	$	69,711

Futures Contracts Outstanding at October 31, 2016

Description	Number of Contracts		Expiration Date		Notional Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
Long position contracts:
10-Year Mini JGB Future		106		12/12/2016	$	15,343,932	$	15,332,450	$	(11,482	)
Australian 3-Year Bond Future		9		12/15/2016		774,581		770,592		(3,989	)
CAC40 10 Euro Future		72		11/18/2016		3,558,394		3,561,848		3,454
Emerging Market (mini MSCI) Index Future		42		12/16/2016		1,951,426		1,897,350		(54,076	)
Euro-BOBL Future		1		12/08/2016		145,124		143,926		(1,198	)
Euro-BTP Future		20		12/08/2016		3,046,638		3,042,086		(4,552	)
Euro-BUXL 30-Year Bond Future		7		12/08/2016		1,470,645		1,382,243		(88,402	)
Euro-Bund Future		12		12/08/2016		2,171,638		2,136,266		(35,372	)
Euro-Oat Future		13		12/08/2016		2,286,049		2,230,519		(55,530	)
Euro-Schatz Future		2		12/08/2016		246,216		245,852		(364	)
Japan 10-Year Bond Future		3		12/13/2016		4,342,539		4,339,945		(2,594	)
Long Gilt Future		54		12/28/2016		8,569,276		8,284,477		(284,799	)
S&P 500 (E-Mini) Future		210		12/16/2016		22,328,614		22,261,050		(67,564	)
S&P/TSX 60 Index Future		43		12/15/2016		5,410,910		5,555,730		144,820
U.S. Treasury 10-Year Note Future		131		12/20/2016		17,109,744		16,980,875		(128,869	)
U.S. Treasury 10-Year Ultra Note Future		1		12/20/2016		144,455		141,516		(2,939	)
U.S. Ultra Bond Future		51		12/20/2016		9,472,029		8,972,812		(499,217	)
WTI Crude Future		61		06/20/2017		3,063,096		3,059,760		(3,336	)
Total									$	(1,096,009	)
Short position contracts:
Australian 10-Year Bond Future		25		12/15/2016	$	2,579,847	$	2,522,146	$	57,701
BIST 30 Index Future		976		12/30/2016		3,085,332		3,052,514		32,818
Canadian Government 10-Year Bond Future		31		12/19/2016		3,339,136		3,342,444		(3,308	)
Nikkei 225 Index Future		30		12/08/2016		2,534,879		2,613,000		(78,121	)
Nikkei 225 Index Future		18		12/08/2016		2,905,403		2,993,420		(88,017	)
U.S. Treasury 2-Year Note Future		54		12/30/2016		11,777,766		11,779,594		(1,828	)
Total									$	(80,755	)
Total futures contracts									$	(1,176,764	)

The accompanying notes are an integral part of these financial statements.

105

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

TBA Sale Commitments Outstanding at October 31, 2016

Description	Principal Amount		Maturity Date		Market Value †			Unrealized Appreciation/ (Depreciation)
FNMA, 3.00%	$	960,000		11/01/2031	$	(1,004,625	)	$	(1,200	)
FNMA, 3.00%		3,675,000		11/01/2046		(3,783,527	)		13,844
FNMA, 3.00%		3,050,000		12/01/2046		(3,133,994	)		(238	)
FNMA, 3.50%		4,275,000		11/01/2046		(4,488,082	)		6,757
FNMA, 3.50%		2,000,000		12/01/2046		(2,097,578	)		859
FNMA, 4.00%		750,000		11/01/2046		(803,086	)		176
FNMA, 4.50%		9,593,000		11/01/2046		(10,484,850	)		5,373
FNMA, 4.50%		4,700,000		12/01/2046		(5,133,281	)		(735	)
GNMA, 3.00%		5,412,500		11/01/2046		(5,638,303	)		6,517
GNMA, 3.00%		637,500		12/01/2046		(662,788	)		137
GNMA, 3.50%		2,275,000		11/01/2046		(2,409,367	)		2,518
GNMA, 4.00%		2,625,000		11/01/2046		(2,811,724	)		718
Total (proceeds $42,485,931)					$	(42,451,205	)	$	34,726

At October 31, 2016, the aggregate market value of TBA sale commitments outstanding represents (12.8)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counterparty		Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value  †			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CMBX.NA.AAA.6		MSC		USD	849,752		(0.50%)		05/11/63	$	5,548	$	—		$	4,538		$	(1,010	)
Sell protection:
CDX-EMS26V1-5Y		BNP		USD	3,425,000		1.00%		12/20/21	$	—	$	(216,556	)	$	(215,705	)	$	851
CMBX.NA.BBB.6		MSC		USD	350,000		3.00%		05/11/63		—		(33,089	)		(28,471	)		4,618
CMBX.NA.BBB.6		CSI		USD	700,000		3.00%		05/11/63		—		(60,767	)		(57,001	)		3,766
Total										$	—	$	(310,412	)	$	(301,177	)	$	9,235
Total traded indices										$	5,548	$	(310,412	)	$	(296,639	)	$	8,225
Credit default swaps on single-name issues:
Sell protection:
General Motors Co.		JPM		USD	275,000		5.00%/1.77%		12/20/21	$	41,617	$	—		$	44,094		$	2,477
Italy Republic		JPM		USD	525,000		1.00%/1.48%		12/20/21		—		(10,741	)		(11,572	)		(831	)
MetLife, Inc.		JPM		USD	385,000		1.00%/0.95%		06/20/21		—		(4,030	)		1,338			5,368
Nordstrom, Inc.		GSC		USD	175,000		1.00%/1.39%		06/20/21		—		(5,734	)		(2,847	)		2,887
Total										$	41,617	$	(20,505	)	$	31,013		$	9,901
Total single-name issues										$	41,617	$	(20,505	)	$	31,013		$	9,901
Total OTC contracts										$	47,165	$	(330,917	)	$	(265,626	)	$	18,126

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b)  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

The accompanying notes are an integral part of these financial statements.

106

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016

Reference Entity	Notional Amount (a)			(Pay)/Receive Fixed Rate		Expiration Date		Cost Basis			Market Value  †			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.27		USD	3,675,000		5.00%		12/20/21	$	151,929		$	142,607		$	(9,322	)
Credit default swaps on indices:
Buy protection:
CDX.NA.IG.27		USD	6,050,000		(1.00%)		12/20/21	$	(71,617	)	$	(69,491	)	$	2,126
Total								$	80,312		$	73,116		$	(7,196	)

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016

Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †			Unrealized Appreciation/ (Depreciation)
DEUT		0.35% Fixed		6M CHF LIBOR		CHF	2,400,000		09/21/26	$	—	$	—	$	59,054		$	59,054
DEUT		0.35% Fixed		6M CHF LIBOR		CHF	2,400,000		09/21/26		—		—		(846	)		(846	)
HSBC		2.05% Fixed		6M THBFIX		THB	11,900,000		08/15/26		—		—		5,465			5,465
HSBC		2.06% Fixed		6M THBFIX		THB	13,950,000		08/15/26		—		—		5,864			5,864
JPM		6M CHF LIBOR		0.11% Fixed		CHF	1,730,000		03/16/26		—		—		43,691			43,691
JPM		6M CHF LIBOR		0.11% Fixed		CHF	1,730,000		03/16/26		—		—		1,525			1,525
Total										$	—	$	—	$	114,753		$	114,753

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016

Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value  †			Unrealized Appreciation/ (Depreciation)
3M USD LIBOR	1.75% Fixed	USD	1,050,000		03/15/27	$	—	$	(30,052	)	$	(23,710	)	$	6,342

OTC Total Return Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counterparty	Notional Amount			Payments received (paid) by the Fund	Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †			Unrealized Appreciation/ (Depreciation)
Alliance Resource Partners	GSC		USD	141,800	1M LIBOR - 2.50%		09/29/17	$	—	$	—	$	—		$	0
GSCBWRE2	GSC		USD	1,944,903	1M LIBOR - 0.50%		08/31/17		—		—		—			0
GSCBWRE2	GSC		USD	315,007	1M LIBOR - 0.50%		08/31/17		—		—		—			0
GSCBWRE2	GSC		USD	837,831	1M LIBOR - 0.50%		08/31/17		—		—		—			0
GSCBWRE2	GSC		USD	837,924	1M LIBOR - 0.50%		08/31/17		—		—		—			0
GSCBWSEW	GSC		USD	212,859	1M LIBOR - 0.40%		07/31/17		—		—		—			0
GSCBWSEW	GSC		USD	3,529,999	1M LIBOR - 0.40%		07/31/17		—		—		—			0
GSGLWIIN	GSC		CHF	570,575	1M LIBOR - 0.40%		12/16/16		—		—		(23,632	)		(23,632	)
GSGLWIIN	GSC		USD	475,104	1M LIBOR - 0.40%		04/28/17		—		—		(544	)		(544	)
GSGLWIIN	GSC		USD	658,848	1M LIBOR - 0.40%		04/28/17		—		—		(755	)		(755	)
GSGLWIIN	GSC		USD	1,422,816	1M LIBOR - 0.40%		04/28/17		—		—		(1,630	)		(1,630	)
GSGLWIIN	GSC		USD	1,441,632	1M LIBOR - 0.40%		04/28/17		—		—		(1,652	)		(1,652	)
GSGLWIIN	GSC		USD	1,458,432	1M LIBOR - 0.40%		04/28/17		—		—		(1,671	)		(1,671	)
iPath S&P 500 VIX	DEUT		USD	31,036	1M LIBOR - 2.65%		01/12/17		—		—		208			208
iPath S&P 500 VIX	MSC		USD	50,985	1M LIBOR - 3.00%		08/05/17		—		—		(1,318	)		(1,318	)
iPath S&P 500 VIX	DEUT		USD	12,323	1M LIBOR - 2.95%		09/13/17		—		—		442			442
iPath S&P 500 VIX	MSC		USD	29,707	1M LIBOR - 3.00%		09/21/17		—		—		(2,418	)		(2,418	)

The accompanying notes are an integral part of these financial statements.

107

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

OTC Total Return Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counterparty		Notional Amount			Payments received (paid) by the Fund		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †			Unrealized Appreciation/ (Depreciation)
iPath S&P 500 VIX		MSC		USD	36,188		1M LIBOR - 3.00%		09/29/17	$	—	$	—	$	—		$	0
iPath S&P 500 VIX		MSC		USD	44,484		1M LIBOR - 3.00%		09/29/17		—		—		—			0
iPath S&P 500 VIX		MSC		USD	115,053		1M LIBOR - 3.00%		10/11/17		—		—		4,064			4,064
MSCI Daily TR Gross Emerging Markets		GSC		USD	463,900		1M LIBOR - 0.25%		09/29/17		—		—		9,959			9,959
MSCI Daily TR Gross Emerging Markets		GSC		USD	495,192		1M LIBOR - 0.25%		09/29/17		—		—		3,340			3,340
MSCI Daily TR Gross Emerging Markets		GSC		USD	697,752		1M LIBOR - 0.25%		09/29/17		—		—		(4,060	)		(4,060	)
MSCI Daily TR Gross Emerging Markets		GSC		USD	655,008		1M LIBOR - 0.25%		09/29/17		—		—		(11,811	)		(11,811	)
MSCI South Africa Index		GSC		USD	2,356,593		(1M LIBOR + 0.33%)		09/29/17		—		—		—			0
MSCI South Africa Index		GSC		USD	1,804,659		(1M LIBOR + 0.33%)		09/29/17		—		—		—			0
Vaneck Vectors Russia ETF		BOA		USD	187,101		1M LIBOR - 0.20%		05/31/17		—		—		—			0
Vaneck Vectors Russia ETF		BOA		USD	1,222,490		1M LIBOR - 0.20%		05/31/17		—		—		—			0
VelocityShares Daily Inverse		DEUT		USD	278,976		1M LIBOR - 2.95%		01/12/17		—		—		302			302
Viper Energy Partners LP		BOA		USD	5,329		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	5,534		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	5,534		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	5,534		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	2,833		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	6,547		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	5,006		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	1,820		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	6,415		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	6,268		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	6,415		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	5,857		(1M LIBOR + 0.75%)		11/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	573		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	7,472		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	2,334		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	7,281		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	998		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	8,749		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	2,628		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	499		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	7,883		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	7,296		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	7,090		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	3,347		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	4,022		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Viper Energy Partners LP		BOA		USD	4,492		(1M LIBOR + 0.75%)		12/30/16		—		—		—			0
Total										$	—	$	—	$	(31,176	)	$	(31,176	)

Foreign Currency Contracts Outstanding at October 31, 2016

Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
AUD	Buy		11/30/16	HSBC	$	2,560,494	$	2,567,618	$	7,124
AUD	Buy		11/30/16	SSG		2,291,447		2,293,982		2,535
AUD	Buy		11/30/16	HSBC		4,138,223		4,128,863		(9,360	)
AUD	Buy		11/30/16	SSG		2,565,541		2,548,614		(16,927	)
AUD	Sell		11/30/16	HSBC		2,443,114		2,421,678		21,436
AUD	Sell		11/30/16	DEUT		1,217,355		1,210,839		6,516
AUD	Sell		11/30/16	CSFB		1,216,579		1,210,079		6,500
AUD	Sell		11/30/16	HSBC		766,394		764,660		1,734
AUD	Sell		11/30/16	RBC		292,738		292,638		100
BRL	Buy		11/03/16	GSC		1,364,513		1,395,268		30,755
BRL	Buy		11/03/16	SCB		1,401,402		1,395,268		(6,134	)
BRL	Buy		11/03/16	GSC		1,651,630		1,644,400		(7,230	)

The accompanying notes are an integral part of these financial statements.

108

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)

Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
BRL	Buy		11/03/16	SCB	$	1,672,450	$	1,644,401	$	(28,049	)
BRL	Buy		12/02/16	SCB		1,406,886		1,382,763		(24,123	)
BRL	Sell		11/03/16	SCB		1,419,067		1,395,267		23,800
BRL	Sell		11/03/16	SCB		1,651,630		1,644,400		7,230
BRL	Sell		11/03/16	GSC		1,401,402		1,395,268		6,134
BRL	Sell		11/03/16	GSC		1,608,154		1,644,400		(36,246	)
BRL	Sell		12/02/16	SCB		1,658,093		1,629,663		28,430
BRL	Sell		12/02/16	JPM		94,269		93,363		906
CAD	Buy		11/30/16	MSC		1,599,249		1,595,031		(4,218	)
CAD	Buy		11/30/16	BMO		8,841,014		8,788,701		(52,313	)
CAD	Sell		11/30/16	BMO		1,436,496		1,427,996		8,500
CAD	Sell		11/30/16	RBC		87,317		87,246		71
CHF	Buy		11/30/16	SCB		6,092,208		6,131,269		39,061
CHF	Sell		11/30/16	CSFB		1,293,241		1,290,420		2,821
CHF	Sell		11/30/16	CSFB		1,292,096		1,289,409		2,687
CHF	Sell		11/30/16	RBC		449,576		449,370		206
CHF	Sell		11/30/16	BNP		2,567,796		2,579,829		(12,033	)
CLP	Buy		11/30/16	SCB		1,061,620		1,071,235		9,615
CLP	Sell		11/30/16	JPM		77,256		77,065		191
CNY	Buy		11/30/16	JPM		219,149		219,469		320
CNY	Sell		11/30/16	JPM		3,432,248		3,442,626		(10,378	)
COP	Buy		11/30/16	SCB		1,347,314		1,318,625		(28,689	)
COP	Sell		11/30/16	JPM		88,635		88,329		306
DKK	Buy		11/30/16	SCB		3,178,699		3,210,790		32,091
DKK	Sell		11/30/16	RBC		213,762		214,121		(359	)
EUR	Buy		11/30/16	HSBC		2,570,144		2,596,004		25,860
EUR	Buy		11/30/16	CBK		2,563,692		2,566,329		2,637
EUR	Buy		11/30/16	RBC		1,597,883		1,600,246		2,363
EUR	Sell		11/30/16	RBC		27,436		27,477		(41	)
EUR	Sell		11/30/16	BOA		2,580,522		2,580,617		(95	)
EUR	Sell		11/30/16	BNP		1,284,228		1,291,408		(7,180	)
EUR	Sell		11/30/16	CSFB		1,283,817		1,291,408		(7,591	)
EUR	Sell		11/30/16	HSBC		2,582,493		2,596,004		(13,511	)
EUR	Sell		11/30/16	CBK		34,204,381		34,485,527		(281,146	)
GBP	Buy		11/30/16	SSG		3,858,005		3,877,434		19,429
GBP	Buy		11/30/16	CBK		2,369,814		2,385,736		15,922
GBP	Buy		11/30/16	RBC		282,177		282,908		731
GBP	Sell		11/30/16	HSBC		1,284,130		1,287,171		(3,041	)
GBP	Sell		11/30/16	GSC		3,854,510		3,872,536		(18,026	)
GBP	Sell		11/30/16	CBK		9,198,236		9,260,037		(61,801	)
HKD	Buy		01/25/17	BOA		10,832,581		10,835,970		3,389
HKD	Buy		01/25/17	RBC		57,418		57,415		(3	)
HKD	Buy		01/25/17	RBC		68,425		68,382		(43	)
HKD	Sell		01/25/17	JPM		4,781,190		4,839,254		(58,064	)
HKD	Sell		01/25/17	SCB		6,660,146		6,764,917		(104,771	)
IDR	Buy		11/30/16	UBS		334,698		334,730		32
IDR	Sell		11/30/16	JPM		27,657		27,655		2
ILS	Buy		11/30/16	CBK		1,819,911		1,822,802		2,891
ILS	Buy		11/30/16	HSBC		1,456,572		1,459,180		2,608
ILS	Sell		11/30/16	RBC		92,742		92,862		(120	)
ILS	Sell		11/30/16	CBK		1,495,410		1,497,785		(2,375	)
INR	Buy		11/30/16	JPM		694,608		693,433		(1,175	)
INR	Sell		11/30/16	BCLY		10,639,818		10,646,717		(6,899	)
JPY	Buy		11/30/16	GSC		2,784,532		2,796,000		11,468
JPY	Buy		11/30/16	RBC		559,639		560,852		1,213
JPY	Sell		11/21/16	JPM		5,107,564		4,866,491		241,073
JPY	Sell		11/30/16	CBK		17,830,922		17,713,862		117,060
JPY	Sell		11/30/16	CSFB		1,419,054		1,417,005		2,049

The accompanying notes are an integral part of these financial statements.

109

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)

Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
JPY	Sell		11/30/16	GSC	$	1,418,992	$	1,416,994	$	1,998
KRW	Buy		11/30/16	JPM		50,086		50,137		51
KRW	Sell		11/30/16	BOA		541,214		535,695		5,519
MXN	Buy		11/30/16	BCLY		1,447,118		1,416,258		(30,860	)
MXN	Sell		11/30/16	BCLY		972,556		951,816		20,740
MXN	Sell		11/30/16	RBC		45,591		45,337		254
MYR	Buy		11/30/16	JPM		35,708		35,694		(14	)
MYR	Sell		11/30/16	UBS		358,802		356,471		2,331
NOK	Buy		11/30/16	CBK		8,041,818		8,048,758		6,940
NOK	Sell		11/30/16	RBC		581,470		580,729		741
NOK	Sell		11/30/16	CBK		655,811		656,377		(566	)
NZD	Buy		11/30/16	RBC		415,177		414,961		(216	)
NZD	Sell		11/30/16	CBA		7,560,109		7,576,444		(16,335	)
PEN	Buy		11/30/16	GSC		921,025		920,616		(409	)
PHP	Buy		11/29/16	HSBC		636,483		638,356		1,873
PHP	Buy		11/29/16	JPM		692,774		693,883		1,109
PHP	Buy		11/29/16	JPM		481,535		481,958		423
PHP	Buy		11/29/16	NOM		510,450		508,369		(2,081	)
PHP	Buy		11/29/16	JPM		1,312,140		1,307,874		(4,266	)
PHP	Sell		11/29/16	JPM		265,456		266,172		(716	)
PLN	Buy		11/30/16	SCB		935,995		947,731		11,736
PLN	Sell		11/30/16	RBC		66,018		66,221		(203	)
PLN	Sell		11/30/16	SCB		2,950,861		2,987,861		(37,000	)
RUB	Sell		11/30/16	BCLY		1,037,812		1,019,189		18,623
SEK	Buy		11/30/16	CBK		10,505,750		10,390,794		(114,956	)
SEK	Sell		11/30/16	RBC		656,777		656,090		687
SGD	Buy		11/30/16	SCB		2,424,335		2,424,295		(40	)
SGD	Sell		11/30/16	SCB		1,409,163		1,409,140		23
SGD	Sell		11/30/16	RBC		148,013		148,104		(91	)
THB	Buy		11/30/16	JPM		62,582		62,533		(49	)
THB	Sell		11/30/16	JPM		1,666,495		1,664,104		2,391
TRY	Buy		11/30/16	RBC		286,011		286,127		116
TRY	Sell		11/30/16	CBK		4,235,302		4,212,589		22,713
TRY	Sell		11/30/16	SCB		582,993		587,669		(4,676	)
TWD	Buy		11/30/16	JPM		117,425		117,539		114
TWD	Sell		11/30/16	SCB		1,975,079		1,985,193		(10,114	)
ZAR	Buy		11/30/16	CBK		2,705,129		2,774,741		69,612
ZAR	Sell		11/30/16	RBC		196,638		196,547		91
Total									$	(168,652)

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

110

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BMO	Bank of Montreal
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBA	Commonwealth Bank of Australia
CBK	Citibank NA
CSFB	Credit Suisse First Boston Corp.
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MSC	Morgan Stanley
NOM	Nomura International
RBC	RBC Dominion Securities, Inc.
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
UBS	UBS AG
Currency Abbreviations:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CHF	Swiss Franc
CLP	Chilean Peso
CNY	Chinese Yuan
COP	Colombian Peso
DKK	Danish Krone
EUR	Euro
GBP	British Pound
HKD	Hong Kong Dollar
IDR	Indonesian Rupiah
ILS	Israeli Shekel
INR	Indian Rupee
ISK	Icelandic Krona
JPY	Japanese Yen
KRW	South Korean Won
MUR	Mauritian Rupee
MXN	Mexican Peso
MYR	Malaysian Ringgit
NOK	Norwegian Krone
NZD	New Zealand Dollar
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RUB	Russian Ruble
SEK	Swedish Krona
SGD	Singapore Dollar
THB	Thai Baht
TRY	Turkish Lira
TWD	Taiwanese Dollar
ZAR	South African Rand

Index Abbreviations:
CBOE	Chicago Board Options Exchange
CDX.NA.HY	Credit Derivatives North American High Yield
MSCI	Morgan Stanley Capital International
S&P	Standard & Poors
SPX	Standard and Poor’s 500 Index
TSX	Toronto Stock Exchange
Other Abbreviations:
ADR	American Depositary Receipt
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
ETF	Exchange Traded Fund
FHLMC	Federal Home Loan Mortgage Corp.
FNMA	Federal National Mortgage Association
GDR	Global Depositary Receipt
GNMA	Government National Mortgage Association
LIBOR	London Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OTC	Over-the-Counter
PJSC	Private Joint Stock Company
REIC	Real Estate Investment Company
REIT	Real Estate Investment Trust
SPDR	Standard & Poor’s Depositary Receipt
TBA	To Be Announced
THBFIX	Thai Baht Interest Rate Fixing

The accompanying notes are an integral part of these financial statements.

111

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1 (1)		Level 2 (1)		Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	26,722,515	$	—	$	26,521,298	$	201,217
Corporate Bonds		12,601,002		—		12,601,002		—
Foreign Government Obligations		32,140,440		—		32,140,440		—
U.S. Government Agencies		42,755,570		—		42,755,570		—
U.S. Government Securities		11,588,985		—		11,588,985		—
Common Stocks
Argentina		45,910		45,910		—		—
Australia		3,526,112		879,187		2,616,997		29,928
Austria		897,208		—		897,208		—
Belgium		1,115,377		146,441		968,936		—
Bermuda		816,449		816,449		—		—
Brazil		274,751		274,751		—		—
British Virgin Islands		205,018		205,018		—		—
Canada		3,946,465		3,946,465		—		—
China		5,344,695		1,988,795		3,355,900		—
Denmark		918,696		332,341		586,355		—
Egypt		653,984		—		653,984		—
Finland		50,691		—		50,691		—
France		6,387,967		9,882		6,378,085		—
Germany		4,251,904		15,884		4,236,020		—
Greece		3,415,898		34,303		3,381,595		—
Hong Kong		1,070,509		97,721		972,788		—
India		15,865,232		324,425		15,540,807		—
Indonesia		464,276		353,049		111,227		—
Ireland		4,864,073		2,424,483		2,439,590		—
Israel		808,669		424,336		384,333		—
Italy		3,093,445		50,073		3,043,372		—
Japan		20,490,095		91,306		20,398,789		—
Jersey		649,795		649,795		—		—
Kenya		34,115		34,115		—		—
Luxembourg		1,184,440		93,232		1,091,208		—
Malaysia		196,526		196,526		—		—
Mauritius		520,545		520,545		—		—
Mexico		78,409		78,409		—		—
Netherlands		4,187,240		670,860		3,516,380		—
New Zealand		71,830		—		71,830		—
Norway		175,441		—		175,441		—
Peru		241,214		241,214		—		—
Philippines		25,471		25,471		—		—
Romania		165,384		165,384		—		—
Russia		1,683,715		1,408,784		274,931		—
Singapore		2,383,212		297,237		2,085,975		—
South Africa		653,747		22,200		631,547		—
South Korea		1,357,402		73,203		1,284,199		—
Spain		361,537		—		361,537		—
Sweden		267,081		91,446		175,635		—
Switzerland		2,324,490		298,528		2,025,962		—
Taiwan		8,605,968		394,307		8,211,661		—
Thailand		1,389,542		1,389,542		—		—
United Kingdom		9,145,329		3,096,294		6,049,035		—
United States		68,173,736		67,309,631		864,105		—
Senior Floating Rate Interests		306,249		—		306,249		—
Convertible Bonds		648,164		—		648,164		—
Exchange Traded Funds		29,518,661		29,337,049		181,612		—
Preferred Stocks		608,665		158,793		—		449,872
Convertible Preferred Stocks		461,906		461,906		—		—
Warrants		147,839		1,051		146,788		—
Short-Term Investments		12,507,524		12,507,524		—		—

The accompanying notes are an integral part of these financial statements.

112

The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

October 31, 2016

	Total			Level 1 (1)			Level 2 (1)			Level 3
Purchased Options	$	48,175		$	13,083		$	35,092		$	—
Foreign Currency Contracts(2)		855,881			—			855,881			—
Futures Contracts(2)		238,793			238,793			—			—
Swaps - Credit Default(2)		22,093			—			22,093			—
Swaps - Interest Rate(2)		121,941			—			121,941			—
Swaps - Total Return(2)		18,315			—			18,315			—
Total	$	353,696,311		$	132,235,741		$	220,779,553		$	681,017
Liabilities
Securities Sold Short Real Estate	$	(2,089	)	$	(2,089	)	$	—		$	—
Foreign Currency Contracts(2)		(1,024,533	)		—			(1,024,533	)		—
Futures Contracts(2)		(1,415,557	)		(1,415,557	)		—			—
Swaps - Credit Default(2)		(11,163	)		—			(11,163	)		—
Swaps - Interest Rate(2)		(846	)		—			(846	)		—
Swaps - Total Return(2)		(49,491	)		—			(49,491	)		—
TBA Sale Commitments		(42,451,205	)		—			(42,451,205	)		—
Written Options		(93,911	)		(90,957	)		(2,954	)		—
Total	$	(45,048,795	)	$	(1,508,603	)	$	(43,540,192	)	$	—

⁽¹⁾  For the year ended October 31, 2016, investments valued at $2,766,339 were transferred from Level 1 to Level 2 due to the application of a systematic fair valuation model factor, and investments valued at $3,305,360 were transferred from Level 2 to Level 1 due to the discontinuation of a systematic fair valuation model factor.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Asset & Commercial Mortgage Backed Securities			Common Stocks			Preferred Stocks		Total
Beginning balance	$	294,220		$	118,589		$	358,567	$	771,376
Purchases		201,216			—			—		201,216
Sales		(100,000	)		(39,288	)		—		(139,288	)
Accrued discounts/(premiums)		20			—			—		20
Total realized gain/(loss)		—			(47,035	)		—		(47,035	)
Net change in unrealized appreciation/depreciation		74			(2,338	)		91,305		89,041
Transfers into Level 3		—			—			—		—
Transfers out of Level 3(1)		(194,313	)		—			—		(194,313	)
Ending balance	$	201,217		$	29,928		$	449,872	$	681,017

⁽¹⁾  For the year ended October 31, 2016, investments valued at $194,313 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $65,103.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

113

The Hartford Growth Allocation Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
AFFILIATED INVESTMENT COMPANIES - 100.1%
		Alternative Funds - 3.0%
	2,397,549	Hartford Real Total Return Fund, Class Y	$	21,170,356
		Total Alternative Funds (cost $24,629,991)		21,170,356
		Domestic Equity Funds - 59.0%
	4,691,155	Hartford Core Equity Fund, Class Y		113,525,941
	5,808,521	Hartford Small Cap Core Fund, Class Y		69,702,247
	4,308,528	The Hartford Equity Income Fund, Class Y		78,113,607
	1,524,148	The Hartford Growth Opportunities Fund, Class Y		62,840,626
	3,244,259	The Hartford MidCap Fund, Class Y		92,266,737
		Total Domestic Equity Funds (cost $407,153,080)		416,449,158
		International/Global Equity Funds - 20.0%
	5,179,942	The Hartford International Opportunities Fund, Class Y		78,061,726
	4,565,872	The Hartford International Small Company Fund, Class Y		63,374,299
		Total International/Global Equity Funds (cost $142,823,743)		141,436,025
		Multi-Strategy Funds - 4.0%
	2,679,708	The Hartford Global All-Asset Fund, Class Y		28,378,106
		Total Multi-Strategy Funds (cost $26,689,909)		28,378,106
		Taxable Fixed Income Funds - 14.1%
	2,746,083	The Hartford Quality Bond Fund, Class Y		28,449,420
	1,443,121	The Hartford Short Duration Fund, Class Y		14,229,168
	3,242,566	The Hartford Strategic Income Fund, Class Y		28,372,450
	2,731,245	The Hartford World Bond Fund, Class Y		28,404,948
		Total Taxable Fixed Income Funds (cost $97,793,469)		99,455,986
		Total Affiliated Investment Companies (cost $699,090,192)		706,889,631
		Total Long-Term Investments (cost $699,090,192)		706,889,631

Total Investments (cost $699,090,192)^	100.1	%	$	706,889,631
Other Assets and Liabilities	(0.1	)%		(1,044,522	)
Total Net Assets	100.0	%	$	705,845,109

The accompanying notes are an integral part of these financial statements.

114

The Hartford Growth Allocation Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $699,820,283 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	14,282,962
Unrealized Depreciation		(7,213,614	)
Net Unrealized Appreciation	$	7,069,348

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

115

The Hartford Growth Allocation Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1 (1)		Level 2 (1)		Level 3
Assets
Affiliated Investment Companies	$	706,889,631	$	706,889,631	$	—	$	—
Total	$	706,889,631	$	706,889,631	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

116

Hartford Moderate Allocation Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount			Market Value†
AFFILIATED INVESTMENT COMPANIES - 100.2%
		Alternative Funds - 4.0%
	2,339,464	Hartford Real Total Return Fund, Class Y	$	20,657,465
		Total Alternative Funds (cost $24,038,202)		20,657,465
		Domestic Equity Funds - 43.9%
	2,981,197	Hartford Core Equity Fund, Class Y		72,144,958
	2,937,153	Hartford Small Cap Core Fund, Class Y		35,245,832
	2,568,591	The Hartford Equity Income Fund, Class Y		46,568,551
	613,542	The Hartford Growth Opportunities Fund, Class Y		25,296,338
	1,627,782	The Hartford MidCap Fund, Class Y		46,294,108
		Total Domestic Equity Funds (cost $217,418,339)		225,549,787
		International/Global Equity Funds - 16.0%
	3,083,033	The Hartford International Opportunities Fund, Class Y		46,461,302
	2,573,309	The Hartford International Small Company Fund, Class Y		35,717,527
		Total International/Global Equity Funds (cost $86,128,378)		82,178,829
		Multi-Strategy Funds - 5.0%
	2,440,137	The Hartford Global All-Asset Fund, Class Y		25,841,048
		Total Multi-Strategy Funds (cost $24,303,762)		25,841,048
		Taxable Fixed Income Funds - 31.3%
	4,502,052	The Hartford Quality Bond Fund, Class Y		46,641,259
	1,051,518	The Hartford Short Duration Fund, Class Y		10,367,970
	5,316,039	The Hartford Strategic Income Fund, Class Y		46,515,338
	5,472,800	The Hartford World Bond Fund, Class Y		56,917,118
		Total Taxable Fixed Income Funds (cost $159,705,784)		160,441,685
		Total Affiliated Investment Companies (cost $511,594,465)		514,668,814
		Total Long-Term Investments (cost $511,594,465)		514,668,814

Total Investments (cost $511,594,465)^	100.2	%	$	514,668,814
Other Assets and Liabilities	(0.2	)%		(954,513	)
Total Net Assets	100.0	%	$	513,714,301

The accompanying notes are an integral part of these financial statements.

117

Hartford Moderate Allocation Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $512,879,765 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	10,408,353
Unrealized Depreciation		(8,619,304	)
Net Unrealized Appreciation	$	1,789,049

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

The accompanying notes are an integral part of these financial statements.

118

Hartford Moderate Allocation Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total		Level 1 (1)		Level 2 (1)		Level 3
Assets
Affiliated Investment Companies	$	514,668,814	$	514,668,814	$	—	$	—
Total	$	514,668,814	$	514,668,814	$	—	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

119

Hartford Multi-Asset Income Fund

Schedule of Investments

October 31, 2016

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.9%
			Asset-Backed - Finance & Insurance - 0.4%
	$	36,283	Lehman XS Trust 1.05%, 11/25/2035(1)	$	24,412
		38,864	Long Beach Mortgage Loan Trust 0.70%, 12/25/2036(1)		18,614
		250,000	Sound Point CLO Ltd. 5.48%, 07/15/2025(1)(2)		225,776
					268,802
			Asset-Backed - Home Equity - 0.7%
			GSAA Home Equity Trust
		139,574	0.62%, 12/25/2036(1)		67,272
		110,999	0.63%, 03/25/2037(1)		59,824
		46,890	0.71%, 11/25/2036(1)		23,275
		52,402	0.75%, 05/25/2047(1)		39,853
		60,160	0.85%, 04/25/2047(1)		41,218
		59,602	5.88%, 09/25/2036		31,115
		69,293	Merrill Lynch Mortgage Investors Trust 0.68%, 08/25/2037(1)		44,363
		15,508	Nomura Home Equity Loan, Inc. Home Equity Loan Trust 0.69%, 02/25/2037(1)		11,829
		371,944	Renaissance Home Equity Loan Trust 5.91%, 04/25/2037		188,962
		40,000	Soundview Home Loan Trust 0.78%, 11/25/2036(1)		28,498
					536,209
			Commercial Mortgage - Backed Securities - 0.8%
		140,750	Carrington Mortgage Loan Trust 0.77%, 10/25/2036(1)		83,239
		70,000	Citigroup Commercial Mortgage Trust 4.40%, 03/10/2047(1)(2)		48,787
		175,000	Commercial Mortgage Trust 4.57%, 10/15/2045(1)(2)		119,031
			GS Mortgage Securities Trust
		65,000	3.58%, 06/10/2047(2)		38,276
		105,000	3.72%, 01/10/2047(2)		58,895
			JP Morgan Chase Commercial Mortgage Securities Trust
		140,000	2.73%, 10/15/2045(1)(2)		78,410
		100,000	4.00%, 08/15/2046(1)(2)		81,751
		15,000	Wells Fargo Commercial Mortgage Trust 4.10%, 05/15/2048(1)		12,136
			WF-RBS Commercial Mortgage Trust
		115,599	3.02%, 11/15/2047(2)		52,370
		45,505	5.00%, 04/15/2045(1)(2)		26,992
					599,887
			Whole Loan Collateral CMO - 3.0%
			Adjustable Rate Mortgage Trust
		23,212	0.79%, 01/25/2036(1)		19,304
		28,323	1.03%, 01/25/2036(1)		24,304
			Alternative Loan Trust
		50,555	0.69%, 02/25/2047(1)		42,312
		295,405	0.93%, 10/25/2036(1)		182,368
			American Home Mortgage Assets Trust
		79,183	0.72%, 09/25/2046(1)		59,654
		46,006	1.46%, 10/25/2046(1)		32,129
		6,062	Banc of America Funding Trust 0.72%, 10/20/2036(1)		5,070

Shares or Principal Amount				Market Value†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.9% - (continued)
			Whole Loan Collateral CMO - 3.0% - (continued)
			Bear Stearns Alt-A Trust
	$	74,594	0.85%, 08/25/2036(1)	$	56,813
		63,311	1.05%, 11/25/2035(1)		55,942
		48,224	3.18%, 09/25/2035(1)		43,235
		29,627	CHL Mortgage Pass-Through Trust 2.82%, 03/20/2036(1)		24,105
		71,098	Countrywide Alternative Loan Trust 0.67%, 04/25/2047(1)		60,646
		72,043	DSLA Mortgage Loan Trust 1.43%, 03/19/2046(1)		58,570
		46,011	GreenPoint Mortgage Funding Trust 0.69%, 02/25/2037(1)		41,325
		103,087	HarborView Mortgage Loan Trust 0.77%, 03/19/2036(1)		74,957
		92,431	IndyMac Index Mortgage Loan Trust 0.82%, 01/25/2036(1)		58,450
		111,423	JP Morgan Mortgage Trust 0.91%, 01/25/2037(1)		58,423
		54,255	Luminent Mortgage Trust 0.73%, 10/25/2046(1)		46,320
		182,369	Morgan Stanley Mortgage Loan Trust 3.09%, 05/25/2036(1)		127,476
		135,311	Nomura Asset Acceptance Corp. Alternative Loan Trust 4.54%, 06/25/2036(1)		101,474
			Residential Accredit Loans, Inc.
		42,532	0.70%, 01/25/2037(1)		32,831
		118,897	0.78%, 02/25/2036(1)		79,477
		90,426	0.78%, 08/25/2037(1)		70,056
		142,524	Residential Asset Securitization Trust 0.98%, 03/25/2035(1)		111,986
		98,515	Residential Funding Mortgage Securities, Inc. 3.25%, 08/25/2035(1)		72,913
			Structured Adjustable Rate Mortgage Loan Trust
		16,369	0.69%, 01/25/2037(1)		12,908
		75,063	0.72%, 07/25/2037(1)		57,766
			WaMu Mortgage Pass-Through Certificates Trust
		46,989	0.95%, 06/25/2044(1)		43,539
		84,183	1.22%, 03/25/2047(1)		63,646
		89,861	1.27%, 06/25/2047(1)		79,027
		44,440	1.33%, 12/25/2046(1)		34,428
		49,035	2.20%, 09/25/2046(1)		46,561
		36,026	2.20%, 11/25/2046(1)		32,360
		92,782	2.55%, 06/25/2037(1)		83,361
		83,521	2.81%, 08/25/2036(1)		74,226
		27,843	Washington Mutual Mortgage Pass-Through Certificates Trust 0.70%, 12/25/2036(1)		22,484
		105,000	Wells Fargo Commercial Mortgage Trust 2.88%, 05/15/2048(1)(2)		53,479
					2,143,925
			Total Asset & Commercial Mortgage Backed Securities (cost $3,770,373)	$	3,548,823

The accompanying notes are an integral part of these financial statements.

120

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6%
			Advertising - 0.1%
			WPP Finance 2010
	$	30,000	3.63%, 09/07/2022	$	31,981
		25,000	4.75%, 11/21/2021		27,935
					59,916
			Aerospace/Defense - 0.2%
			L-3 Communications Corp.
		25,000	3.95%, 05/28/2024		26,189
		25,000	5.20%, 10/15/2019		27,256
		50,000	Lockheed Martin Corp. 3.35%, 09/15/2021		53,078
					106,523
			Agriculture - 0.3%
		50,000	Altria Group, Inc. 4.75%, 05/05/2021		55,782
		75,000	BAT International Finance plc 2.75%, 06/15/2020(2)		76,857
			Reynolds American, Inc.
		50,000	3.25%, 06/12/2020		52,211
		50,000	4.45%, 06/12/2025		54,885
					239,735
			Airlines - 0.0%
		5,000	Aircastle Ltd. 5.00%, 04/01/2023		5,175
			Apparel - 0.0%
		25,000	Hanesbrands, Inc. 4.88%, 05/15/2026(2)		25,438
			Auto Manufacturers - 0.2%
		10,000	General Motors Co. 6.60%, 04/01/2036		11,821
			General Motors Financial Co., Inc.
		50,000	3.70%, 11/24/2020		51,529
		50,000	4.00%, 10/06/2026		49,853
					113,203
			Auto Parts & Equipment - 0.1%
		50,000	Delphi Corp. 4.15%, 03/15/2024		53,540
		25,000	MPG Holdco I, Inc. 7.38%, 10/15/2022		25,469
		10,000	Titan International, Inc. 6.88%, 10/01/2020		9,600
					88,609
			Beverages - 0.1%
		75,000	Anheuser-Busch InBev Worldwide, Inc. 3.75%, 07/15/2042		73,400
			Biotechnology - 0.2%
		30,000	Biogen, Inc. 6.88%, 03/01/2018		32,122
		75,000	Celgene Corp. 3.25%, 08/15/2022		77,890
					110,012
			Chemicals - 0.2%
			Agrium, Inc.
		25,000	3.38%, 03/15/2025		25,374
		40,000	4.13%, 03/15/2035		39,120
		25,000	Chemours Co. 6.63%, 05/15/2023		24,250

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Chemicals - 0.2% - (continued)
	$	25,000	Dow Chemical Co. 4.25%, 10/01/2034	$	25,762
		10,000	Hexion, Inc. 6.63%, 04/15/2020		8,750
		25,000	LYB International Finance B.V. 4.00%, 07/15/2023		26,766
		10,000	Platform Specialty Products Corp. 6.50%, 02/01/2022(2)		9,700
		10,000	Tronox Finance LLC 6.38%, 08/15/2020		8,975
		5,000	Versum Materials, Inc. 5.50%, 09/30/2024(2)		5,113
					173,810
			Commercial Banks - 4.2%
	EUR	200,000	Banco Bilbao Vizcaya Argentaria S.A. 7.00%, 02/19/2019(1)(3)(4)		212,154
		100,000	Banco Santander S.A. 6.25%, 09/11/2021(1)(3)(4)		102,366
			Bank of America Corp.
	$	25,000	4.00%, 01/22/2025		25,705
		50,000	4.75%, 04/21/2045		52,055
	EUR	200,000	Barclays plc 8.00%, 12/15/2020(1)(4)		224,764
			Capital One Financial Corp.
	$	25,000	2.45%, 04/24/2019		25,423
		30,000	3.20%, 02/05/2025		30,300
		30,000	CIT Group, Inc. 5.00%, 05/15/2017		30,375
		30,000	Citigroup, Inc. 3.50%, 05/15/2023		30,736
		400,000	Credit Agricole S.A. 8.13%, 12/23/2025(1)(2)(4)		429,536
		25,000	Credit Suisse AG 6.00%, 02/15/2018		26,209
		200,000	Credit Suisse Group AG 6.25%, 12/18/2024(1)(3)(4)		193,000
		75,000	Goldman Sachs Group, Inc. 6.45%, 05/01/2036		91,173
		200,000	Intesa Sanpaolo S.p.A. 7.70%, 09/17/2025(1)(2)(4)		182,750
		50,000	JP Morgan Chase & Co. 6.30%, 04/23/2019		55,424
		75,000	Morgan Stanley 3.95%, 04/23/2027		77,159
		20,000	Radian Group, Inc. 7.00%, 03/15/2021		22,419
			Royal Bank of Scotland Group plc
		30,000	6.13%, 12/15/2022		31,675
		320,000	7.50%, 08/10/2020(1)(4)		293,600
		50,000	Santander UK Group Holdings plc 2.88%, 10/16/2020		50,203
		25,000	Santander UK plc 2.35%, 09/10/2019		25,201
		200,000	Sberbank of Russia Via SB Capital S.A. 5.13%, 10/29/2022(3)		201,278
		200,000	Societe Generale S.A. 8.25%, 11/29/2018(1)(3)(4)		205,750
			UBS Group AG
		200,000	6.88%, 03/22/2021(1)(3)(4)		200,577
		200,000	7.13%, 02/19/2020(1)(3)(4)		204,750
					3,024,582

The accompanying notes are an integral part of these financial statements.

121

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Commercial Services - 0.4%
			APX Group, Inc.
	$	25,000	6.38%, 12/01/2019	$	25,781
		20,000	7.88%, 12/01/2022		21,050
		15,000	Aramark Services, Inc. 5.13%, 01/15/2024		15,713
		25,000	Avis Budget Car Rental LLC / Avis Budget Finance, Inc. 5.25%, 03/15/2025(2)		23,750
		25,000	Deluxe Corp. 6.00%, 11/15/2020		25,776
		25,000	ERAC USA Finance LLC 3.85%, 11/15/2024(2)		26,546
		10,000	Hertz Corp. 5.50%, 10/15/2024(2)		9,709
		95,000	Quad/Graphics, Inc. 7.00%, 05/01/2022		91,200
		60,000	United Rentals North America, Inc. 4.63%, 07/15/2023		61,950
					301,475
			Construction Materials - 0.4%
		10,000	BMC East LLC 5.50%, 10/01/2024(2)		10,150
		25,000	Builders FirstSource, Inc. 5.63%, 09/01/2024(2)		25,250
		50,000	CRH America, Inc. 5.75%, 01/15/2021		56,555
		30,000	Owens Corning 4.20%, 12/01/2024		31,721
		30,000	Ply Gem Industries, Inc. 6.50%, 02/01/2022		31,308
			Standard Industries, Inc.
		80,000	5.38%, 11/15/2024(2)		82,700
		25,000	6.00%, 10/15/2025(2)		26,686
					264,370
			Distribution/Wholesale - 0.1%
			American Builders & Contractors Supply Co., Inc.
		25,000	5.63%, 04/15/2021(2)		25,813
		25,000	5.75%, 12/15/2023(2)		26,062
		5,000	HD Supply, Inc. 5.75%, 04/15/2024(2)		5,250
					57,125
			Diversified Financial Services - 1.0%
		200,000	AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust 4.50%, 05/15/2021		207,900
		75,000	Ally Financial, Inc. 8.00%, 12/31/2018		82,312
		50,000	Discover Financial Services 3.75%, 03/04/2025		50,389
		15,000	FBM Finance, Inc. 8.25%, 08/15/2021(2)		15,675
		50,000	International Lease Finance Corp. 7.13%, 09/01/2018(2)		54,437
			Nationstar Mortgage LLC / Nationstar Capital Corp.
		25,000	6.50%, 07/01/2021		24,812
		55,000	7.88%, 10/01/2020		56,100

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Diversified Financial Services - 1.0% - (continued)
			Navient Corp.
	$	25,000	5.50%, 01/25/2023	$	22,688
		25,000	5.63%, 08/01/2033		19,813
		25,000	OneMain Financial Holdings LLC 6.75%, 12/15/2019(2)		25,875
		15,000	PHH Corp. 6.38%, 08/15/2021		14,588
			Springleaf Finance Corp.
		15,000	5.25%, 12/15/2019		15,056
		15,000	7.75%, 10/01/2021		15,629
		20,000	8.25%, 12/15/2020		21,700
		30,000	Synchrony Financial 3.00%, 08/15/2019		30,658
		50,000	Visa, Inc. 1.20%, 12/14/2017		50,094
					707,726
			Electric - 0.3%
		25,000	AES Corp. 5.50%, 03/15/2024		25,375
		25,000	American Electric Power Co., Inc. 1.65%, 12/15/2017		25,065
		10,000	Berkshire Hathaway Energy Co. 2.40%, 02/01/2020		10,183
		10,000	Calpine Corp. 5.75%, 01/15/2025		9,725
		15,000	CMS Energy Corp. 3.88%, 03/01/2024		16,094
		50,000	Dominion Resources, Inc. 2.50%, 12/01/2019		51,245
		25,000	Duke Energy Corp. 1.63%, 08/15/2017		25,069
		25,000	Dynegy, Inc. 6.75%, 11/01/2019		25,302
		10,000	NRG Energy, Inc. 7.25%, 05/15/2026(2)		9,839
		25,000	Southern Power Co. 5.15%, 09/15/2041		26,680
		80,000	Texas Competitive Electric Holdings Co., LLC 11.50%, 10/01/2020(3)(5)(6)		—
					224,577
			Electrical Components & Equipment - 0.0%
		10,000	EnerSys 5.00%, 04/30/2023(2)		10,250
		10,000	WESCO Distribution, Inc. 5.38%, 12/15/2021		10,213
					20,463
			Electronics - 0.0%
		25,000	Tyco Electronics Group S.A. 2.35%, 08/01/2019		25,278
			Entertainment - 0.1%
		10,000	GLP Capital L.P. / GLP Financing II, Inc. 5.38%, 04/15/2026		10,625
		25,000	Pinnacle Entertainment, Inc. 5.63%, 05/01/2024(2)		25,188
		10,000	Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp. 6.13%, 08/15/2021(2)		10,325
					46,138

The accompanying notes are an integral part of these financial statements.

122

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Environmental Control - 0.1%
	$	15,000	Clean Harbors, Inc. 5.13%, 06/01/2021	$	15,356
		30,000	Waste Management, Inc. 4.75%, 06/30/2020		33,108
					48,464
			Food - 0.6%
		30,000	JM Smucker Co. 4.25%, 03/15/2035		31,825
		75,000	Kraft Foods Group, Inc. 3.50%, 06/06/2022		79,196
		25,000	Kraft Heinz Foods Co. 2.00%, 07/02/2018		25,180
			Kroger Co.
		50,000	3.30%, 01/15/2021		52,422
		30,000	4.00%, 02/01/2024		32,276
			Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp.
		10,000	4.88%, 05/01/2021		10,275
		5,000	5.88%, 01/15/2024		5,363
			Post Holdings, Inc.
		30,000	5.00%, 08/15/2026(2)		29,100
		20,000	6.00%, 12/15/2022(2)		21,100
		25,000	7.75%, 03/15/2024(2)		27,630
		10,000	Safeway, Inc. 7.25%, 02/01/2031		9,975
			TreeHouse Foods, Inc.
		60,000	4.88%, 03/15/2022		62,250
		15,000	6.00%, 02/15/2024(2)		16,110
		25,000	US Foods, Inc. 5.88%, 06/15/2024(2)		26,000
					428,702
			Food Service - 0.0%
		15,000	Aramark Services, Inc. 5.75%, 03/15/2020		15,431
			Forest Products & Paper - 0.1%
		30,000	Georgia-Pacific LLC 7.38%, 12/01/2025		39,015
		30,000	International Paper Co. 3.80%, 01/15/2026		31,614
					70,629
			Gas - 0.1%
		50,000	Sempra Energy 6.00%, 10/15/2039		62,661
			Healthcare-Products - 0.4%
			Alere, Inc.
		70,000	6.50%, 06/15/2020		70,904
		50,000	7.25%, 07/01/2018		50,875
		15,000	Hologic, Inc. 5.25%, 07/15/2022(2)		15,864
		80,000	Sterigenics-Nordion Holdings LLC 6.50%, 05/15/2023(2)		82,200
		30,000	Zimmer Biomet Holdings, Inc. 3.55%, 04/01/2025		30,522
					250,365
			Healthcare-Services - 1.2%
		50,000	Aetna, Inc. 3.95%, 09/01/2020		53,452

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Healthcare-Services - 1.2% - (continued)
			Amsurg Corp.
	$	25,000	5.63%, 11/30/2020	$	25,625
		50,000	5.63%, 07/15/2022		51,000
		50,000	Anthem, Inc. 3.30%, 01/15/2023		51,618
			Cigna Corp.
		20,000	3.25%, 04/15/2025		20,215
		10,000	4.38%, 12/15/2020		10,808
			Community Health Systems, Inc.
		20,000	5.13%, 08/01/2021		18,650
		50,000	6.88%, 02/01/2022		38,125
		100,000	7.13%, 07/15/2020		80,750
		25,000	Envision Healthcare Corp. 5.13%, 07/01/2022(2)		25,000
		35,000	HCA Holdings, Inc. 6.25%, 02/15/2021		37,756
			HCA, Inc.
		25,000	5.00%, 03/15/2024		26,037
		5,000	5.25%, 06/15/2026		5,225
		55,000	5.38%, 02/01/2025		56,138
		50,000	6.50%, 02/15/2020		55,375
		10,000	7.05%, 12/01/2027		10,675
		35,000	7.50%, 11/15/2095		35,175
		5,000	inVentiv Health, Inc. 9.00%, 01/15/2018(2)		5,069
		20,000	LifePoint Health, Inc. 5.88%, 12/01/2023		20,300
		40,000	MEDNAX, Inc. 5.25%, 12/01/2023(2)		41,800
		5,000	MPH Acquisition Holdings LLC 7.13%, 06/01/2024(2)		5,350
			Tenet Healthcare Corp.
		50,000	4.38%, 10/01/2021		49,750
		75,000	5.00%, 03/01/2019		72,727
		5,000	6.75%, 06/15/2023		4,594
		55,000	8.13%, 04/01/2022		53,762
		25,000	Wellcare Health Plans, Inc. 5.75%, 11/15/2020		25,750
					880,726
			Home Builders - 0.6%
			Beazer Homes USA, Inc.
		20,000	8.75%, 03/15/2022(2)		21,250
		25,000	9.13%, 05/15/2019		25,031
			DR Horton, Inc.
		10,000	3.75%, 03/01/2019		10,300
		30,000	4.38%, 09/15/2022		31,500
			KB Home
		100,000	7.00%, 12/15/2021		107,250
		15,000	7.63%, 05/15/2023		15,975
		40,000	8.00%, 03/15/2020		44,400
			Lennar Corp.
		20,000	4.75%, 11/15/2022		20,800
		40,000	4.88%, 12/15/2023		40,800
		50,000	M/I Homes, Inc. 6.75%, 01/15/2021		52,625
		30,000	NVR, Inc. 3.95%, 09/15/2022		31,612
		20,000	Toll Brothers Finance Corp. 4.38%, 04/15/2023		20,300
					421,843

The accompanying notes are an integral part of these financial statements.

123

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Home Furnishings - 0.1%
			Whirlpool Corp.
	$	25,000	1.65%, 11/01/2017	$	25,068
		50,000	3.70%, 05/01/2025		51,905
					76,973
			Household Products - 0.1%
		25,000	Avon International Operations, Inc. 7.88%, 08/15/2022(2)		26,875
			Revlon Consumer Products Corp.
		25,000	5.75%, 02/15/2021		25,250
		30,000	6.25%, 08/01/2024(2)		30,900
					83,025
			Insurance - 0.2%
		30,000	Aon plc 4.75%, 05/15/2045		31,597
		50,000	CNA Financial Corp. 3.95%, 05/15/2024		52,109
		10,000	CNO Financial Group, Inc. 5.25%, 05/30/2025		10,100
		25,000	MetLife, Inc. 3.60%, 04/10/2024		26,483
		5,000	MGIC Investment Corp. 5.75%, 08/15/2023		5,275
					125,564
			Internet - 0.2%
		55,000	Netflix, Inc. 5.88%, 02/15/2025		60,981
			Zayo Group LLC / Zayo Capital, Inc.
		30,000	6.00%, 04/01/2023		31,575
		55,000	6.38%, 05/15/2025		57,905
					150,461
			Iron/Steel - 0.3%
			AK Steel Corp.
		20,000	7.50%, 07/15/2023		21,550
		40,000	7.63%, 05/15/2020		40,200
			ArcelorMittal
		5,000	7.25%, 02/25/2022		5,675
		10,000	7.75%, 03/01/2041		10,500
		15,000	Nucor Corp. 4.00%, 08/01/2023		16,119
		5,000	Signode Industrial Group U.S., Inc. 6.38%, 05/01/2022(2)		5,050
		20,000	Steel Dynamics, Inc. 5.13%, 10/01/2021		20,850
			United States Steel Corp.
		5,000	6.88%, 04/01/2021		4,939
		40,000	7.38%, 04/01/2020		39,800
		5,000	7.50%, 03/15/2022		4,788
		25,000	8.38%, 07/01/2021(2)		26,562
					196,033
			IT Services - 0.1%
		50,000	HP, Inc. 6.00%, 09/15/2041		50,888
			Leisure Time - 0.2%
	EUR	100,000	Cirsa Funding Luxembourg S.A. 5.88%, 05/15/2023(3)		114,440

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Lodging - 0.1%
	$	15,000	Boyd Gaming Corp. 6.38%, 04/01/2026(2)	$	16,050
		25,000	FelCor Lodging L.P. 6.00%, 06/01/2025		25,937
		10,000	MGM Growth Properties Operating Partnership L.P. / MGP Escrow Co-Issuer, Inc. 5.63%, 05/01/2024(2)		10,644
		25,000	Wyndham Worldwide Corp. 4.25%, 03/01/2022		26,408
					79,039
			Machinery - Construction & Mining - 0.0%
		10,000	BlueLine Rental Finance Corp. 7.00%, 02/01/2019(2)		8,725
			Machinery-Diversified - 0.1%
		10,000	Case New Holland Industrial, Inc. 7.88%, 12/01/2017		10,588
		40,000	Cloud Crane LLC 10.13%, 08/01/2024(2)		41,700
		30,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		30,675
		20,000	Gardner Denver, Inc. 6.88%, 08/15/2021(2)		19,600
					102,563
			Media - 1.9%
			21st Century Fox America, Inc.
		50,000	3.70%, 09/15/2024		52,786
		25,000	7.25%, 05/18/2018		27,159
		25,000	Cablevision Systems Corp. 5.88%, 09/15/2022		23,062
			CBS Corp.
		25,000	3.50%, 01/15/2025		25,722
		25,000	4.30%, 02/15/2021		27,032
		10,000	CBS Radio, Inc. 7.25%, 11/01/2024(2)		10,388
			CCO Holdings LLC / CCO Holdings Capital Corp.
		50,000	5.13%, 02/15/2023		51,750
		15,000	5.13%, 05/01/2023(2)		15,488
		5,000	5.25%, 09/30/2022		5,206
		20,000	5.75%, 02/15/2026(2)		20,837
			Cequel Communications Holdings I LLC / Cequel Capital Corp.
		25,000	5.13%, 12/15/2021(3)		24,625
		85,000	5.13%, 12/15/2021(2)		82,850
		125,000	Charter Communications Operating LLC / Charter Communications Operating Capital 3.58%, 07/23/2020(2)		129,607
		50,000	Clear Channel Worldwide Holdings, Inc. 6.50%, 11/15/2022		50,925
		15,000	Cox Communications, Inc. 3.35%, 09/15/2026(2)		14,792
		40,000	CSC Holdings LLC 5.25%, 06/01/2024		37,400
		20,000	DIRECTV Holdings LLC/ DIRECTV Financing Co., Inc. 1.75%, 01/15/2018		20,039
		25,000	Discovery Communications LLC 3.30%, 05/15/2022		25,620

The accompanying notes are an integral part of these financial statements.

124

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Media - 1.9% - (continued)
			DISH DBS Corp.
	$	50,000	5.88%, 07/15/2022	$	51,625
		70,000	6.75%, 06/01/2021		75,207
		25,000	7.88%, 09/01/2019		27,875
		5,000	Gray Television, Inc. 5.13%, 10/15/2024(2)		4,850
		60,000	Liberty Interactive LLC 8.25%, 02/01/2030		64,200
		75,000	Scripps Networks Interactive, Inc. 2.80%, 06/15/2020		76,506
			Sinclair Television Group, Inc.
		5,000	5.13%, 02/15/2027(2)		4,788
		25,000	5.63%, 08/01/2024(2)		25,312
			TEGNA, Inc.
		30,000	4.88%, 09/15/2021(2)		31,275
		90,000	6.38%, 10/15/2023		95,175
		75,000	Time Warner Cable LLC 5.00%, 02/01/2020		80,910
		60,000	Tribune Media Co. 5.88%, 07/15/2022		60,000
	EUR	81,000	Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH 5.75%, 01/15/2023(3)		94,475
					1,337,486
			Metal Fabricate/Hardware - 0.0%
	$	15,000	Novelis Corp. 5.88%, 09/30/2026(2)		15,188
			Mining - 0.1%
		10,000	Alamos Gold, Inc. 7.75%, 04/01/2020(2)		10,350
		10,000	Barrick Gold Corp. 5.25%, 04/01/2042		10,950
		25,000	BHP Billiton Finance USA Ltd. 2.88%, 02/24/2022		26,014
		5,000	Freeport-McMoRan, Inc. 5.45%, 03/15/2043		4,150
		10,000	Goldcorp, Inc. 3.63%, 06/09/2021		10,437
		15,000	Kaiser Aluminum Corp. 5.88%, 05/15/2024		15,844
		2,000	Rio Tinto Finance USA plc 3.50%, 03/22/2022		2,124
			Teck Resources Ltd.
		10,000	8.00%, 06/01/2021(2)		10,925
		10,000	8.50%, 06/01/2024(2)		11,575
					102,369
			Miscellaneous Manufacturing - 0.3%
			Bombardier, Inc.
		50,000	5.75%, 03/15/2022(2)		44,375
		35,000	6.13%, 01/15/2023(2)		30,381
		30,000	Carlisle Cos., Inc. 3.75%, 11/15/2022		30,743
		25,000	Illinois Tool Works, Inc. 3.50%, 03/01/2024		26,950
		50,000	Ingersoll-Rand Global Holding Co., Ltd. 4.25%, 06/15/2023		54,517
		25,000	Tyco International Finance S.A. 3.90%, 02/14/2026		26,845
					213,811

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Multi-National - 0.0%
	INR	600,000	International Finance Corp. 7.10%, 03/21/2031	$	9,570
			Office/Business Equipment - 0.2%
			CDW LLC / CDW Finance Corp.
	$	25,000	5.00%, 09/01/2023		25,673
		20,000	5.50%, 12/01/2024		21,006
		65,000	6.00%, 08/15/2022		68,900
		50,000	Pitney Bowes, Inc. 4.63%, 03/15/2024		51,439
					167,018
			Oil & Gas - 3.8%
			Antero Resources Corp.
		30,000	5.63%, 06/01/2023		30,600
		15,000	6.00%, 12/01/2020		15,431
		40,000	Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(2)		39,100
		30,000	Bonanza Creek Energy, Inc. 6.75%, 04/15/2021		18,225
		80,000	California Resources Corp. 8.00%, 12/15/2022(2)		54,000
		5,000	Callon Petroleum Co. 6.13%, 10/01/2024(2)		5,150
		15,000	Canadian Natural Resources Ltd. 5.70%, 05/15/2017		15,324
			Concho Resources, Inc.
		10,000	5.50%, 10/01/2022		10,275
		115,000	5.50%, 04/01/2023		117,645
		50,000	ConocoPhillips Co. 4.95%, 03/15/2026		56,089
			Continental Resources, Inc.
		25,000	3.80%, 06/01/2024		23,000
		55,000	4.90%, 06/01/2044		46,819
		10,000	5.00%, 09/15/2022		9,800
		40,000	Denbury Resources, Inc. 9.00%, 05/15/2021(2)		41,200
		40,000	Devon Energy Corp. 3.25%, 05/15/2022		40,162
		25,000	Diamond Offshore Drilling, Inc. 4.88%, 11/01/2043		18,314
		45,000	Diamondback Energy, Inc. 7.63%, 10/01/2021		47,655
		25,000	Energen Corp. 4.63%, 09/01/2021		25,250
			Ensco plc
		25,000	4.70%, 03/15/2021		23,087
		20,000	5.75%, 10/01/2044		13,350
			Hess Corp.
		25,000	4.30%, 04/01/2027		24,888
		25,000	6.00%, 01/15/2040		25,970
			Laredo Petroleum, Inc.
		15,000	5.63%, 01/15/2022		14,625
		30,000	6.25%, 03/15/2023		30,150
		15,000	7.38%, 05/01/2022		15,450
		50,000	Marathon Oil Corp. 2.70%, 06/01/2020		49,306
		45,000	Matador Resources Co. 6.88%, 04/15/2023		47,250

The accompanying notes are an integral part of these financial statements.

125

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Oil & Gas - 3.8% - (continued)
			MEG Energy Corp.
	$	10,000	6.38%, 01/30/2023(2)	$	8,250
		45,000	7.00%, 03/31/2024(2)		36,900
		25,000	Murphy Oil Corp. 4.00%, 06/01/2022		23,599
			Noble Holding International Ltd.
		10,000	6.05%, 03/01/2041		5,838
		20,000	6.20%, 08/01/2040		11,750
		35,000	PDC Energy, Inc. 6.13%, 09/15/2024(2)		36,400
			Petrobras Global Finance B.V.
		150,000	4.38%, 05/20/2023		135,937
		850,000	5.38%, 01/27/2021		841,670
		40,000	5.63%, 05/20/2043		31,428
		50,000	Petroleos de Venezuela S.A. 6.00%, 11/15/2026(3)		18,573
			Petroleos Mexicanos
		150,000	4.63%, 09/21/2023(2)		149,595
		150,000	6.38%, 02/04/2021(2)		164,100
		30,000	Pioneer Natural Resources Co. 3.95%, 07/15/2022		32,023
			QEP Resources, Inc.
		35,000	5.25%, 05/01/2023		34,387
		5,000	5.38%, 10/01/2022		4,950
		15,000	6.88%, 03/01/2021		15,788
			Rice Energy, Inc.
		15,000	6.25%, 05/01/2022		15,263
		10,000	7.25%, 05/01/2023		10,600
			Rowan Cos., Inc.
		65,000	4.88%, 06/01/2022		55,900
		10,000	5.85%, 01/15/2044		7,050
		50,000	Shell International Finance B.V. 1.38%, 09/12/2019		49,582
			SM Energy Co.
		30,000	5.00%, 01/15/2024		27,900
		10,000	6.75%, 09/15/2026		10,250
		15,000	Southwestern Energy Co. 4.10%, 03/15/2022		13,425
		10,000	Tesoro Corp. 4.25%, 10/01/2017		10,188
		10,000	Whiting Petroleum Corp. 6.25%, 04/01/2023		9,225
			WPX Energy, Inc.
		30,000	5.25%, 09/15/2024		28,500
		45,000	6.00%, 01/15/2022		44,887
		20,000	8.25%, 08/01/2023		21,600
					2,713,673
			Packaging & Containers - 0.8%
	EUR	100,000	Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 6.75%, 05/15/2024(2)		116,910
	$	15,000	Ball Corp. 4.00%, 11/15/2023		15,173
		50,000	Berry Plastics Corp. 6.00%, 10/15/2022		52,875
		25,000	Crown Americas LLC / Crown Americas Capital Corp. 4.25%, 09/30/2026(2)		24,531
	EUR	100,000	Crown European Holdings S.A. 3.38%, 05/15/2025(3)		112,552

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Packaging & Containers - 0.8% - (continued)
			Owens-Brockway Glass Container, Inc.
	$	30,000	5.88%, 08/15/2023(2)	$	31,969
		55,000	6.38%, 08/15/2025(2)		60,363
			Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
		85,000	5.13%, 07/15/2023(2)		87,258
		25,000	7.00%, 07/15/2024(2)		26,719
		30,000	WestRock MWV LLC 7.38%, 09/01/2019		34,185
					562,535
			Pharmaceuticals - 0.8%
		75,000	Actavis Funding SCS 4.55%, 03/15/2035		77,438
		25,000	Allergan, Inc. 2.80%, 03/15/2023		24,774
			AmerisourceBergen Corp.
		25,000	1.15%, 05/15/2017		25,013
		30,000	3.40%, 05/15/2024		30,953
			Cardinal Health, Inc.
		25,000	1.95%, 06/15/2018		25,197
		50,000	3.20%, 03/15/2023		51,997
		50,000	Endo Finance LLC 5.75%, 01/15/2022(2)		45,000
		95,000	Endo Finance LLC / Endo Finco, Inc. 5.38%, 01/15/2023(2)		80,750
		25,000	McKesson Corp. 3.80%, 03/15/2024		26,642
		30,000	Mylan, Inc. 2.55%, 03/28/2019		30,388
		16,000	PRA Holdings, Inc. 9.50%, 10/01/2023(2)		17,520
		20,000	Quintiles IMS, Inc. 4.88%, 05/15/2023(2)		20,625
	EUR	25,000	Roche Finance Europe B.V. 0.88%, 02/25/2025(3)		28,358
	$	10,000	Valeant Pharmaceuticals International 6.38%, 10/15/2020(2)		8,625
		120,000	Valeant Pharmaceuticals International, Inc. 5.88%, 05/15/2023(2)		94,500
		10,000	Vizient, Inc. 10.38%, 03/01/2024(2)		11,150
					598,930
			Pipelines - 0.6%
		25,000	DCP Midstream LLC 5.85%, 05/21/2043(1)(2)		21,250
		25,000	DCP Midstream Operating L.P. 3.88%, 03/15/2023		24,312
			Energy Transfer Equity L.P.
		25,000	5.50%, 06/01/2027		24,375
		40,000	7.50%, 10/15/2020		43,600
		25,000	Energy Transfer Partners L.P. 5.20%, 02/01/2022		27,400
		25,000	Kinder Morgan Energy Partners L.P. 3.45%, 02/15/2023		25,021
		25,000	Kinder Morgan, Inc. 5.05%, 02/15/2046		24,217
		100,000	NGPL PipeCo LLC 7.12%, 12/15/2017(2)		104,500

The accompanying notes are an integral part of these financial statements.

126

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Pipelines - 0.6% - (continued)
	$	25,000	Sabine Pass Liquefaction LLC 5.63%, 03/01/2025	$	26,454
		25,000	Sunoco Logistics Partners Operations L.P. 5.95%, 12/01/2025		28,793
			Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
		50,000	4.25%, 11/15/2023		47,000
		10,000	6.75%, 03/15/2024		10,700
		50,000	Williams Cos., Inc. 3.70%, 01/15/2023		48,375
					455,997
			Real Estate Investment Trusts - 0.2%
		75,000	American Tower Corp. 3.40%, 02/15/2019		77,729
		30,000	DDR Corp. 3.63%, 02/01/2025		30,096
		30,000	HCP, Inc. 5.38%, 02/01/2021		33,448
					141,273
			Retail - 1.0%
		50,000	1011778 BC ULC / New Red Finance, Inc. 4.63%, 01/15/2022(2)		51,625
			AutoZone, Inc.
		50,000	3.70%, 04/15/2022		53,290
		25,000	4.00%, 11/15/2020		26,705
		40,000	CEC Entertainment, Inc. 8.00%, 02/15/2022		40,200
		26,062	Chinos Intermediate Holdings A, Inc. (Cash) 7.75%, 05/01/2019(2)(7)		10,685
			CVS Health Corp.
		25,000	2.80%, 07/20/2020		25,760
		50,000	5.13%, 07/20/2045		58,330
		25,000	Dollar General Corp. 3.25%, 04/15/2023		25,558
			Dollar Tree, Inc.
		110,000	5.25%, 03/01/2020		114,125
		30,000	5.75%, 03/01/2023		31,950
		25,000	Home Depot, Inc. 2.63%, 06/01/2022		25,805
			L Brands, Inc.
		25,000	6.75%, 07/01/2036		26,537
		30,000	6.88%, 11/01/2035		31,800
		30,000	Michaels Stores, Inc. 5.88%, 12/15/2020(2)		30,862
		95,000	Party City Holdings, Inc. 6.13%, 08/15/2023(2)		100,819
		50,000	QVC, Inc. 5.13%, 07/02/2022		52,393
					706,444
			Savings & Loans - 0.3%
	GBP	195,000	Nationwide Building Society 6.88%, 06/20/2019(1)(3)(4)		234,623
			Semiconductors - 0.3%
	$	45,000	Entegris, Inc. 6.00%, 04/01/2022(2)		46,575
		30,000	KLA-Tencor Corp. 5.65%, 11/01/2034		32,869

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Semiconductors - 0.3% - (continued)
			Micron Technology, Inc.
	$	45,000	5.50%, 02/01/2025	$	44,114
		25,000	5.88%, 02/15/2022		25,822
			Sensata Technologies B.V.
		55,000	5.00%, 10/01/2025(2)		56,375
		10,000	5.63%, 11/01/2024(2)		10,600
					216,355
			Shipbuilding - 0.0%
		15,000	Huntington Ingalls Industries, Inc. 5.00%, 11/15/2025(2)		15,778
			Software - 0.7%
		70,000	Activision Blizzard, Inc. 6.13%, 09/15/2023(2)		77,088
		20,000	Camelot Finance S.A. 7.88%, 10/15/2024(2)		20,450
		65,000	Change Healthcare Holdings, Inc. 6.00%, 02/15/2021(2)		68,250
		50,000	Fidelity National Information Services, Inc. 3.50%, 04/15/2023		52,059
			First Data Corp.
		45,000	5.38%, 08/15/2023(2)		46,575
		15,000	5.75%, 01/15/2024(2)		15,225
		25,000	6.75%, 11/01/2020(2)		25,875
		70,000	7.00%, 12/01/2023(2)		73,325
		80,000	Infor US, Inc. 6.50%, 05/15/2022		82,700
		10,000	JDA Escrow LLC / JDA Bond Finance, Inc. 7.38%, 10/15/2024(2)		10,325
		35,000	MSCI, Inc. 5.25%, 11/15/2024(2)		36,750
					508,622
			Telecommunications - 1.1%
		116,000	Alcatel-Lucent USA, Inc. 6.45%, 03/15/2029		127,890
			AT&T, Inc.
		30,000	1.75%, 01/15/2018		30,059
		50,000	3.00%, 06/30/2022		50,699
		25,000	Embarq Corp. 8.00%, 06/01/2036		25,375
			Frontier Communications Corp.
		30,000	6.88%, 01/15/2025		25,125
		15,000	10.50%, 09/15/2022		15,600
		10,000	11.00%, 09/15/2025		10,239
		25,000	Level 3 Communications, Inc. 5.75%, 12/01/2022		25,750
		95,000	Level 3 Financing, Inc. 5.38%, 08/15/2022		97,612
		25,000	Qwest Capital Funding, Inc. 6.88%, 07/15/2028		23,625
			Sprint Capital Corp.
		10,000	6.88%, 11/15/2028		9,200
		15,000	6.90%, 05/01/2019		15,788
			Sprint Communications, Inc.
		15,000	6.00%, 11/15/2022		13,978
		65,000	9.00%, 11/15/2018(2)		71,500
			Sprint Corp.
		30,000	7.13%, 06/15/2024		28,200
		25,000	7.25%, 09/15/2021		25,594
		20,000	T-Mobile USA, Inc. 6.63%, 11/15/2020		20,550

The accompanying notes are an integral part of these financial statements.

127

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
CORPORATE BONDS - 24.6% - (continued)
			Telecommunications - 1.1% - (continued)
			Verizon Communications, Inc.
	$	25,000	3.85%, 11/01/2042	$	22,880
		25,000	4.13%, 08/15/2046		23,867
		5,000	4.67%, 03/15/2055		4,874
	EUR	100,000	Wind Acquisition Finance S.A. 4.00%, 07/15/2020(2)		111,422
					779,827
			Transportation - 0.1%
	$	25,000	Burlington Northern Santa Fe LLC 3.00%, 03/15/2023		25,983
		25,000	Penske Truck Leasing Co. L.P. / PTL Finance Corp. 3.38%, 02/01/2022(2)		25,840
		25,000	Ryder System, Inc. 2.50%, 03/01/2018		25,322
					77,145
			Total Corporate Bonds (cost $17,235,277)	$	17,690,731
FOREIGN GOVERNMENT OBLIGATIONS - 4.2%
			Argentina - 0.1%
	EUR	90,000	Argentine Republic Government International Bond 2.26%, 12/31/2038	$	62,440
			Brazil - 0.9%
			Brazil Notas do Tesouro Nacional
	BRL	999,688	6.00%, 05/15/2017(8)		312,192
		332,249	6.00%, 08/15/2022(8)		104,069
		883,000	10.00%, 01/01/2021		265,559
					681,820
			Colombia - 0.2%
			Colombian TES
	COP	242,518,000	4.25%, 05/17/2017(8)		81,468
		169,100,000	7.00%, 05/04/2022		56,495
		33,200,000	10.00%, 07/24/2024		12,976
					150,939
			Hungary - 0.1%
	HUF	6,410,000	Hungary Government Bond 5.50%, 06/24/2025		27,416
	$	10,000	Hungary Government International Bond 6.38%, 03/29/2021		11,536
					38,952
			India - 0.0%
	INR	1,350,000	International Finance Corp. 7.80%, 06/03/2019		21,015
			Indonesia - 0.6%
			Indonesia Treasury Bond
	IDR	1,266,000,000	8.25%, 07/15/2021		101,684
		1,315,000,000	8.38%, 03/15/2024		107,030
		288,000,000	8.38%, 09/15/2026		23,484
		2,175,000,000	8.38%, 03/15/2034		174,610
					406,808
			Japan - 0.5%
	JPY	40,000,000	Japan Treasury Discount Bill 0.32%, 01/11/2017(9)		381,595

Shares or Principal Amount				Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 4.2% - (continued)
			Malaysia - 0.2%
			Malaysia Government Bond
	MYR	455,000	3.49%, 03/31/2020	$	109,222
		80,000	3.80%, 09/30/2022		19,349
					128,571
			Mexico - 0.2%
	MXN	2,129,300	Mexican Bonos 10.00%, 12/05/2024		140,101
			Peru - 0.0%
	PEN	10,000	Peru Government Bond 8.20%, 08/12/2026		3,521
			Poland - 0.1%
			Poland Government Bond
	PLN	105,000	2.00%, 04/25/2021		26,327
		286,000	3.25%, 07/25/2025		74,116
					100,443
			Romania - 0.5%
			Romania Government Bond
	RON	20,000	5.75%, 04/29/2020		5,506
		90,000	5.85%, 04/26/2023		25,864
			Romania Treasury Bills
		445,000	0.55%, 08/28/2017(9)		107,898
		900,000	0.57%, 06/26/2017(9)		218,447
					357,715
			Russia - 0.1%
	RUB	4,940,000	Russian Federal Bond - OFZ 7.50%, 02/27/2019		76,252
			South Africa - 0.2%
			South Africa Government Bond
	ZAR	385,000	7.00%, 02/28/2031		23,754
		2,015,000	7.75%, 02/28/2023		144,794
					168,548
			Thailand - 0.4%
	THB	5,215,000	Bank of Thailand 1.49%, 02/23/2018		148,832
			Thailand Government Bond
		555,000	3.63%, 06/16/2023		17,465
		2,566,000	3.85%, 12/12/2025		83,485
					249,782
			Turkey - 0.1%
			Turkey Government Bond
	TRY	240,000	7.10%, 03/08/2023		67,907
		60,000	9.40%, 07/08/2020		19,303
					87,210
			Total Foreign Government Obligations (cost $3,017,614)	$	3,055,712
MUNICIPAL BONDS - 0.3%
			General - 0.3%
			Puerto Rico Commonwealth Government Employees Retirement System
	$	175,000	6.15%, 07/01/2038	$	63,875
		300,000	6.20%, 07/01/2039		109,500
		120,000	6.55%, 07/01/2058		43,800
			Total Municipal Bonds (cost $289,708)	$	217,175

The accompanying notes are an integral part of these financial statements.

128

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.1%(10)
			Advertising - 0.4%
	$	279,321	Acosta Holdco, Inc. 4.25%, 09/26/2021	$	268,428
			Aerospace/Defense - 0.3%
		225,000	TransDigm, Inc. 0.00%, 06/09/2023(11)		224,017
			Beverages - 0.3%
		217,447	Oak Tea, Inc. 4.25%, 07/02/2022		217,584
			Chemicals - 0.5%
		251,768	Chemours Co. 3.75%, 05/12/2022		248,495
		114,713	Nexeo Solutions LLC 5.25%, 06/09/2023		115,430
					363,925
			Coal - 0.4%
		89,157	Arch Coal, Inc. 10.00%, 06/15/2021(11)		91,014
		375,000	Ascent Resources - Marcellus LLC 5.25%, 08/04/2020		211,174
					302,188
			Commercial Services - 0.7%
		134,663	Russell Investment Group 6.75%, 06/01/2023		135,336
		341,263	ServiceMaster Co. 4.25%, 07/01/2021		341,478
					476,814
			Diversified Financial Services - 0.2%
		156,815	Infinity Acquisition LLC 4.25%, 08/06/2021		150,281
			Electric - 1.1%
		264,338	Calpine Corp. 3.84%, 05/31/2023		265,924
		315,000	Energy Future Intermediate Holding Co. LLC 4.25%, 06/30/2017		316,773
		262,674	Seadrill Partners Finco LLC 4.00%, 02/21/2021		145,949
		90,000	Texas Competitive Electric Holdings Co. LLC 5.00%, 10/17/2017		90,774
					819,420
			Food - 0.5%
		99,000	Hostess Brands LLC 4.50%, 08/03/2022		99,650
		258,050	JBS USA LLC 4.00%, 10/30/2022		257,469
					357,119
			Healthcare-Products - 0.4%
		198,992	Alere, Inc. 4.25%, 06/18/2022		198,135
		103,950	Sterigenics-Nordion Holdings LLC 4.25%, 05/15/2022		103,430
					301,565
			Healthcare-Services - 1.4%
		156,800	CDRH Parent, Inc. 5.25%, 07/01/2021		123,088
		129,025	Envision Healthcare Corp. 4.50%, 10/28/2022		129,429

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.1%(10) - (continued)
			Healthcare-Services - 1.4% - (continued)
	$	150,000	inVentiv Health, Inc. 0.00%, 09/28/2023(11)	$	149,919
		129,164	MPH Acquisition Holdings LLC 5.00%, 06/07/2023		130,496
		135,109	Ortho-Clinical Diagnostics, Inc. 4.75%, 06/30/2021		131,843
		142,463	Surgery Center Holdings, Inc. 4.75%, 11/03/2020		142,819
		218,350	U.S. Renal Care, Inc. 5.25%, 12/31/2022		208,865
					1,016,459
			Household Products/Wares - 0.1%
		90,000	Galleria Co. 3.75%, 01/26/2023		90,535
			Insurance - 1.3%
		240,870	Asurion LLC 4.34%, 07/08/2020		240,971
		453,375	Sedgwick Claims Management Services, Inc. 3.75%, 03/01/2021		449,834
		232,010	USI, Inc. 4.25%, 12/27/2019		231,961
					922,766
			Internet - 0.4%
		394,580	Lands’ End, Inc. 4.25%, 04/04/2021		301,194
			Leisure Time - 0.3%
		200,000	Delta 2 (LUX) S.a.r.l. 7.75%, 07/31/2022		201,334
			Lodging - 0.2%
		120,000	Boyd Gaming Corp. 3.53%, 09/15/2023		120,833
			Machinery-Construction & Mining - 1.0%
		602,086	American Rock Salt Holdings LLC 4.75%, 05/20/2021		582,067
		103,402	Neff Rental LLC 7.25%, 06/09/2021		100,473
					682,540
			Media - 0.5%
		108,553	CSC Holdings LLC 3.88%, 10/11/2024		108,892
		5,000	Mission Broadcasting, Inc. 0.00%, 09/26/2023(11)		5,019
		60,000	Nexstar Broadcasting, Inc. 0.00%, 09/21/2023(11)		60,225
		105,000	UPC Financing Partnership 4.08%, 08/31/2024		105,481
		100,000	Virgin Media Investment Holdings Ltd. 3.50%, 06/30/2023		100,388
					380,005
			Miscellaneous Manufacturing - 0.9%
		633,053	Sram LLC 4.01%, 04/10/2020		617,227
			Oil & Gas - 0.5%
		115,000	California Resources Corp. 11.38%, 12/31/2021		123,481

The accompanying notes are an integral part of these financial statements.

129

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.1%(10) - (continued)
			Oil & Gas - 0.5% - (continued)
	$	100,000	Chesapeake Energy Corp. 8.50%, 08/23/2021	$	106,813
		185,725	Drillships Ocean Ventures, Inc. 5.50%, 07/25/2021		131,666
					361,960
			Oil & Gas Services - 0.4%
		336,398	Pacific Drilling S.A. 4.50%, 06/03/2018		94,612
		459,188	Paragon Offshore Finance Co. 5.25%, 07/18/2021		158,994
					253,606
			Packaging & Containers - 0.8%
		278,786	Coveris Holdings S.A. 4.50%, 05/08/2019		278,786
		312,102	Reynolds Group Holdings, Inc. 4.25%, 02/05/2023		312,798
					591,584
			Pharmaceuticals - 1.2%
		198,998	Endo Luxembourg Finance Company I S.a r.l. 3.75%, 09/26/2022		198,675
		428,048	PRA Holdings, Inc. 4.50%, 09/23/2020		429,653
		136,274	Valeant Pharmaceuticals International, Inc. 5.50%, 04/01/2022		135,763
		96,784	Vizient, Inc. 5.00%, 02/13/2023		97,782
					861,873
			Real Estate - 0.3%
		197,500	DTZ U.S. Borrower LLC 4.25%, 11/04/2021		196,923
			REITS - 0.1%
		104,475	MGM Growth Properties Operating Partnership L.P. 4.00%, 04/25/2023		104,671
			Retail - 0.4%
		275,000	Rite Aid Corp. 4.88%, 06/21/2021		275,803
			Software - 1.6%
		327,244	Emdeon Business Services LLC 3.75%, 11/02/2018		327,859
			First Data Corp.
		317,440	3.52%, 03/24/2021		318,710
		115,000	4.27%, 07/08/2022		115,791
		418,950	WEX, Inc. 4.25%, 07/01/2023		423,403
					1,185,763
			Telecommunications - 0.3%
		125,000	Level 3 Financing, Inc. 4.00%, 08/01/2019		125,537
		98,725	LTS Buyer LLC 4.09%, 04/13/2020		98,823
					224,360
			Transportation - 0.2%
			Kenan Advantage Group, Inc.
		5,267	1.50%, 01/31/2017(12)		5,240
		128,470	4.00%, 07/31/2022		127,828
					133,068

Shares or Principal Amount				Market Value†
SENIOR FLOATING RATE INTERESTS - 17.1%(10) - (continued)
			Trucking & Leasing - 0.4%
	$	316,052	Consolidated Container Co. LLC 5.00%, 07/03/2019	$	313,944
			Total Senior Floating Rate Interests (cost $13,291,774)	$	12,317,789
U.S. GOVERNMENT AGENCIES - 5.0%
			FNMA - 5.0%
	$	1,800,000	3.00%, 11/01/2046(13)	$	1,853,156
		1,700,000	3.00%, 12/01/2046(13)		1,746,816
			Total U.S. Government Agencies (cost $3,608,767)	$	3,599,972
EQUITY LINKED SECURITIES - 7.7%
			Banks - 7.7%
	$	2,948	Broadcom Ltd. (Merrill Lynch International Co. C.V) 12.00%, 11/23/2016(2)	$	507,557
		4,387	Edward Lifesciences Corp. (Merrill Lynch International Co. C.V) 12.00%, 12/21/2016(2)		427,996
		6,411	Electronic Arts, Inc. (Societe Generale) 12.00%,11/23/2016(2)		501,070
		6,628	Eli Lilly & Co. (Societe Generale) 12.00%, 01/25/2017(2)		490,157
		3,967	Facebook ,Inc. (BNP Paribas) 12.00%, 12/21/2016(2)		513,290
		35,245	HP, Inc. (BNP Paribas) 12.00%, 11/23/2016(2)		512,462
		8,931	Microsoft Corp. (BNP Paribas) 12.00%, 12/21/2016(2)		522,106
		6,132	Post Holdings, Inc. (Societe Generale) 12.00%, 11/23/2016(2)		469,151
		6,143	Prudential Financial, Inc.(Merrill Lynch International Co. C.V) 12.00%, 01/25/2017(2)		516,872
		4,815	PVH Corp. (Merrill Lynch International Co. C.V) 12.00%, 01/25/2017(2)		511,160
		6,576	ServiceNow, Inc. (Merrill Lynch International Co. C.V) 12.00%, 12/21/2016(2)		554,094
			Total Equity Linked Securities (cost $5,633,365)	$	5,525,915
U.S. GOVERNMENT SECURITIES - 3.7%
			U.S. Treasury Securities - 3.7%
			U.S. Treasury Notes - 3.7%
	$	871,000	0.75%, 01/31/2018	$	870,898
		1,137,000	0.75%, 07/15/2019		1,130,339
		626,000	2.25%, 11/15/2025		649,230
					2,650,467
			Total U.S. Government Securities (cost $2,664,917)	$	2,650,467

The accompanying notes are an integral part of these financial statements.

130

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 24.5%
		Automobiles & Components - 1.1%
	1,905	General Motors Co.	$	60,198
	36,657	Hota Industrial Manufacturing Co., Ltd.		153,193
	2,673	Keihin Corp.		43,696
	5,990	Nissan Motor Co., Ltd.		60,933
	4,514	Showa Corp.		29,545
	28,566	Superalloy Industrial Co., Ltd.		177,615
	12,131	Tung Thih Electronic Co., Ltd.		176,995
	840	Visteon Corp.		59,312
	41,997	Xinyi Glass Holdings Ltd.*		36,111
				797,598
		Banks - 0.8%
	9,763	Bank Hapoalim BM		56,310
	2,518	BNP Paribas S.A.		146,002
	300	Canadian Imperial Bank of Commerce		22,478
	2,068	Industrial Bank of Korea		23,805
	3,986	National Bank of Canada		142,287
	3,294	Sberbank of Russia PJSC ADR		31,198
	1,130	Societe Generale S.A.		44,079
	39,322	Thanachart Capital PCL		44,381
	7,506	Woori Bank		81,801
				592,341
		Capital Goods - 1.3%
	1,748	ACS Actividades de Construccion y Servicios S.A.		53,469
	10,567	Asahi Glass Co., Ltd.		73,904
	16,836	BAE Systems plc		111,551
	55,367	Cobham plc		96,602
	194	Cummins, Inc.		24,797
	2,216	Daifuku Co., Ltd.		40,040
	1,184	Glory Ltd.		39,142
	4,148	ITOCHU Corp.		52,384
	1,652	Kurita Water Industries Ltd.		39,097
	1,854	LIXIL Group Corp.		42,583
	8,299	Sumitomo Corp.		95,410
	6,254	Weir Group plc (The)		129,913
	2,201	Wolseley plc		114,165
				913,057
		Commercial & Professional Services - 0.9%
	18,998	Dai Nippon Printing Co., Ltd.		190,555
	6,136	Experian plc		117,962
	2,514	Intertek Group plc		104,889
	3,327	RR Donnelley & Sons Co.		59,054
	9,840	Toppan Printing Co., Ltd.		92,536
	2,787	Wolters Kluwer N.V.		107,774
				672,770
		Consumer Durables & Apparel - 0.2%
	1,243	Heiwa Corp.		29,200
	5,859	Onward Holdings Co., Ltd.		39,218
	19,407	OVS S.p.A.(2)		106,313
				174,731
		Consumer Services - 0.4%
	2,505	Colowide Co., Ltd.		48,669
	2,058	Darden Restaurants, Inc.		133,338
	2,281	Doutor Nichires Holdings Co., Ltd.		45,656
	1,460	OPAP S.A.		12,452
	2,283	Saizeriya Co., Ltd.		60,132
				300,247

Shares or Principal Amount			Market Value†
COMMON STOCKS - 24.5% - (continued)
		Diversified Financials - 0.9%
	14,570	Annaly Capital Management, Inc. REIT	$	150,945
	13,842	Cerved Information Solutions S.p.A.		111,413
	8,976	Chimera Investment Corp. REIT		140,654
	15,414	MFA Financial, Inc. REIT		112,676
	14,177	Two Harbors Investment Corp. REIT		118,095
				633,783
		Energy - 2.6%
	6,417	Arch Coal, Inc.*		470,879
	321	Baker Hughes, Inc.		17,783
	784	Boardwalk Pipeline Partners L.P.		13,493
	814	Buckeye Partners L.P.		52,536
	350	Columbia Pipeline Partners L.P.		5,600
	363	Core Laboratories N.V.		35,200
	362	Crestwood Equity Partners LP		7,240
	4,377	CVR Energy, Inc.		58,039
	626	DCP Midstream Partners L.P.		20,877
	1,376	Enbridge Energy Partners L.P.		33,918
	2,982	Energy Transfer Partners L.P.		104,310
	887	EnLink Midstream Partners L.P.		14,715
	7,837	Enterprise Products Partners L.P.		197,806
	328	EQT Midstream Partners L.P.		24,557
	1,159	Galp Energia SGPS S.A.		15,714
	596	Genesis Energy L.P.		20,818
	116,273	IRPC PCL		15,881
	340	Koninklijke Vopak N.V.		17,161
	1,439	Magellan Midstream Partners L.P.		96,744
	1,376	Memorial Production Partners L.P.		777
	1,330	MPLX L.P.		45,247
	527	NGL Energy Partners L.P.		9,381
	422	NuStar Energy L.P.		19,914
	1,069	ONEOK Partners L.P.		42,482
	120	Phillips 66 Partners L.P.		5,304
	2,434	Plains All American Pipeline L.P.		73,896
	12,864	PTT Exploration & Production PCL		30,600
	1,685	Royal Dutch Shell plc Class B		43,460
	513	SemGroup Corp. Class A		16,544
	365	Shell Midstream Partners L.P.		9,902
	365	Spectra Energy Partners L.P.		15,564
	56,852	Star Petroleum Refining PCL		20,410
	1,156	Sunoco Logistics Partners L.P.		29,640
	255	Tallgrass Energy Partners L.P.		11,534
	660	Targa Resources Corp.		28,974
	308	TC PipeLines L.P.		16,065
	517	Teekay Corp.		3,376
	375	Tesoro Logistics L.P.		17,903
	4,180	TonenGeneral Sekiyu KK		41,159
	484	Valero Energy Corp.		28,672
	4,421	Veresen, Inc.		40,047
	465	Western Gas Partners L.P.		25,645
	1,580	Williams Partners L.P.		56,596
				1,856,363
		Food & Staples Retailing - 0.5%
	331	Casino Guichard Perrachon S.A.		16,477
	1,778	Kesko Oyj Class B		88,349
	783	Kusuri No Aoki Co., Ltd.		39,964
	2,748	Wal-Mart Stores, Inc.		192,415
	15,717	WM Morrison Supermarkets plc		43,509
				380,714

The accompanying notes are an integral part of these financial statements.

131

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 24.5% - (continued)
		Food, Beverage & Tobacco - 0.9%
	880	Anheuser-Busch InBev N.V.	$	100,997
	32,562	Charoen Pokphand Foods plc		29,308
	34,653	Cloetta AB Class B		122,772
	2,421	Coca-Cola East Japan Co., Ltd.		53,363
	4,152	Diageo plc		110,512
	2,131	Imperial Brands plc		103,080
	932	Suntory Beverage & Food Ltd.		40,751
	811	Swedish Match AB		28,223
	61,403	WH Group Ltd.(2)		49,730
				638,736
		Health Care Equipment & Services - 0.3%
	97	Anthem, Inc.		11,820
	804	Asahi Intecc Co., Ltd.		34,820
	4,040	Nipro Corp.		49,890
	6,795	Smith & Nephew plc		98,231
	753	St Shine Optical Co., Ltd.		15,825
				210,586
		Household & Personal Products - 0.2%
	500	Pola Orbis Holdings, Inc.		41,605
	2,409	Unilever plc		100,574
				142,179
		Insurance - 1.2%
	5,338	CNA Financial Corp.		195,210
	12,752	CNP Assurances		220,842
	15,745	Mapfre S.A.		46,706
	3,040	NN Group N.V.		91,573
	514	Prudential Financial, Inc.		43,582
	17,597	RSA Insurance Group plc		118,809
	1,424	Swiss Re AG		132,164
				848,886
		Materials - 0.2%
	5,200	Bradespar S.A. (Preference Shares)		21,145
	4,719	Kaneka Corp.		39,044
	665	LyondellBasell Industries N.V. Class A		52,901
	652	Steel Dynamics, Inc.		17,904
				130,994
		Media - 0.3%
	1,434	Mediaset Espana Comunicacion S.A.		16,002
	10,604	Vivendi S.A.		214,631
				230,633
		Pharmaceuticals, Biotechnology & Life Sciences - 1.2%
	473	AbbVie, Inc.		26,384
	262	Amgen, Inc.		36,984
	1,924	AstraZeneca plc		107,734
	4,850	Daiichi Sankyo Co., Ltd.		116,542
	251	Gilead Sciences, Inc.		18,481
	1,771	Johnson & Johnson		205,418
	1,032	Merck & Co., Inc.		60,599
	369	Otsuka Holdings Co., Ltd.		16,150
	5,101	Pfizer, Inc.		161,753
	1,519	Recordati S.p.A.		42,956
	3,000	Sumitomo Dainippon Pharma Co., Ltd.		51,959
	866	Towa Pharmaceutical Co., Ltd.		32,302
				877,262
		Real Estate - 1.5%
	3,290	Deutsche Wohnen AG		107,490

Shares or Principal Amount			Market Value†
COMMON STOCKS - 24.5% - (continued)
		Real Estate - 1.5% - (continued)
	6,243	Dexus Property Group REIT	$	42,410
	56,910	Guangzhou R&F Properties Co., Ltd. Class H		80,205
	6,278	Henderson Land Development Co., Ltd.		37,136
	38,759	Highwealth Construction Corp.		57,401
	91,170	Irish Residential Properties plc REIT		117,596
	7,740	Link REIT		55,062
	14,990	Mirvac Group REIT		23,779
	71,697	New World Development Co., Ltd.		89,137
	2,213	Nexity S.A.*		111,111
	941	Omega Healthcare Investors, Inc. REIT		29,952
	2,774	Sun Hung Kai Properties Ltd.		41,308
	3,377	Swire Pacific Ltd. Class A		35,100
	7,717	Swire Properties Ltd.		22,161
	3,649	VEREIT, Inc. REIT		34,301
	16,529	Wharf Holdings Ltd.		123,930
	12,647	Wheelock & Co., Ltd.		77,831
				1,085,910
		Retailing - 0.6%
	1,182	Adastria Co., Ltd.		30,942
	1,087	Aoyama Trading Co., Ltd.		38,294
	1,005	ASKUL Corp.		41,384
	2,100	Best Buy Co., Inc.		81,711
	505	Gap, Inc.		13,933
	2,367	H2O Retailing Corp.		35,151
	4,107	IDOM, Inc.		21,434
	1,813	Inchcape plc		14,415
	1,112	Jin Co., Ltd.		57,734
	1,027	K’s Holdings Corp.		17,773
	2,139	Nordstrom, Inc.		111,228
				463,999
		Semiconductors & Semiconductor Equipment - 1.2%
	4,355	Hermes Microvision, Inc.		191,981
	2,881	Intel Corp.		100,460
	201,086	King Yuan Electronics Co., Ltd.		176,873
	1,273	NVIDIA Corp.		90,587
	557	QUALCOMM, Inc.		38,277
	32,250	Taiwan Semiconductor Manufacturing Co., Ltd.		193,544
	1,903	Tokyo Seimitsu Co., Ltd.		51,919
				843,641
		Software & Services - 2.1%
	1,835	Alibaba Group Holding Ltd. ADR*		186,601
	100	Alphabet, Inc. Class A*		80,990
	1,005	Baidu, Inc. ADR*		177,744
	1,731	Capcom Co., Ltd.		44,717
	1,652	Gurunavi, Inc.		45,236
	1,268	Konami Holdings Corp.		50,076
	1,082	Microsoft Corp.		64,834
	237	NAVER Corp.		177,315
	853	NetEase, Inc. ADR		219,213
	16,214	PChome Online, Inc.		176,054
	2,327	SimCorp AS		128,505
	6,806	Tencent Holdings Ltd.		180,375
				1,531,660
		Technology Hardware & Equipment - 2.3%
	20,528	Advantech Co., Ltd.		166,832
	1,526	Azbil Corp.		45,255
	24,489	Catcher Technology Co., Ltd.		191,699
	470,557	Cowell e Holdings, Inc.*		143,419

The accompanying notes are an integral part of these financial statements.

132

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Shares or Principal Amount			Market Value†
COMMON STOCKS - 24.5% - (continued)
		Technology Hardware & Equipment - 2.3% - (continued)
	458	F5 Networks, Inc.*	$	63,300
	20,443	Hon Hai Precision Industry Co., Ltd.		55,220
	4,553	HP, Inc.		65,973
	60,893	Inventec Corp.		47,541
	1,601	Largan Precision Co., Ltd.		188,878
	15,960	Micro-Star International Co., Ltd.		45,914
	128,862	Primax Electronics Ltd.		203,798
	297	Seagate Technology plc		10,190
	2,554	Shimadzu Corp.		37,162
	860,843	Tongda Group Holdings Ltd.		227,155
	89,152	Yageo Corp.		179,423
				1,671,759
		Telecommunication Services - 1.2%
	5,192	AT&T, Inc.		191,014
	5,983	CenturyLink, Inc.		159,028
	5,771	Emirates Telecommunications Group Co. PJSC		29,608
	20,817	HKT Trust & HKT Ltd.		28,613
	593	KT Corp.		16,728
	10,686	MegaFon PJSC GDR		101,838
	1,851	Mobile TeleSystems PJSC ADR		14,271
	1,227	Ooredoo QSC		32,656
	8,173	Spark New Zealand Ltd.		21,375
	62,178	Telekomunikasi Indonesia Persero Tbk PT		20,076
	15,510	Telia Co., AB		61,960
	1,851	TELUS Corp.		59,934
	2,134	Verizon Communications, Inc.		102,645
				839,746
		Transportation - 0.9%
	140	Aena S.A.(2)		20,515
	27,262	Air New Zealand Ltd.		37,605
	286	Alaska Air Group, Inc.		20,655
	4,537	Atlantia S.p.A.		111,084
	31,214	Hutchison Port Holdings Trust		13,865
	21,380	Irish Continental Group plc UNIT		99,700
	5,537	Japan Airlines Co., Ltd.		163,407
	11,849	MISC Bhd		21,241
	22,916	Royal Mail plc		137,484
				625,556
		Utilities - 1.7%
	331	Ameren Corp.		16,534
	407	AmeriGas Partners L.P.		19,434
	7,522	CenterPoint Energy, Inc.		171,502
	6,178	CEZ AS		116,524
	27,028	China Resources Power Holdings Co., Ltd.		45,795
	308	DTE Energy Co.		29,571
	1,940	Entergy Corp.		142,939
	733	Exelon Corp.		24,973
	2,037	FirstEnergy Corp.		69,849
	7,247	Fortum Oyj		120,800
	64,497	HK Electric Investments & HK Electric Investments Ltd.(2)		63,877
	2,865	Hokuriku Electric Power Co.		32,542
	17,122	Iberdrola S.A.		116,523
	1,708	Korea Electric Power Corp.		73,889
	214	Pinnacle West Capital Corp.		16,292
	559	Public Service Enterprise Group, Inc.		23,523
	2,539	Transmissora Alianca de Energia Eletrica S.A. UNIT		16,505

Shares or Principal Amount			Market Value†
COMMON STOCKS - 24.5% - (continued)
		Utilities - 1.7% - (continued)
	1,370	Vistra Energy Corp.*	$	20,825
	1,817	Xcel Energy, Inc.		75,496
				1,197,393
		Total Common Stocks (cost $17,274,868)	$	17,660,544
Convertible Bonds - 0.0%
		Insurance - 0.0%
	10,000	MGIC Investment Corp. 2.00%, 04/01/2020	$	12,775
		Oil & Gas - 0.0%
	20,000	Cobalt International Energy, Inc. 2.63%, 12/01/2019		9,200
		Total Convertible Bonds (cost $28,736)	$	21,975
EXCHANGE TRADED FUNDS - 4.8%
		Other Investment Pools & Funds - 4.8%
	32,100	iShares iBoxx $ High Yield Corporate Bond ETF	$	2,761,242
	6,600	PowerShares Senior Loan Portfolio		152,988
	14,300	SPDR Barclays High Yield Bond ETF		518,518
		Total Exchange Traded Funds (cost $3,223,209)	$	3,432,748
		Total Long-Term Investments (cost $70,038,608)	$	69,721,851
SHORT-TERM INVESTMENTS - 5.1%
		Other Investment Pools & Funds - 5.1%
	3,659,960	Morgan Stanley Institutional Liquidity Funds, Institutional Class	$	3,659,960
		Total Short-Term Investments (cost $3,659,960)	$	3,659,960

Total Investments Excluding Purchased Options (cost $73,698,568)	101.9	%	$	73,381,811
Total Purchased Options (cost $40,028)	0.1	%	$	35,125
Total Investments (cost $73,738,596)^	102.0	%	$	73,416,936
Other Assets and Liabilities	(2.0	)%		(1,407,398	)
Total Net Assets	100.0	%	$	72,009,538

The accompanying notes are an integral part of these financial statements.

133

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

^{^}  At October 31, 2016, the cost of securities for federal income tax purposes was $75,788,784 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

Unrealized Appreciation	$	2,427,449
Unrealized Depreciation		(4,799,297)
Net Unrealized Depreciation	$	(2,371,848)

* Non-income producing.

⁽¹⁾  Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2016.

⁽²⁾  Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $10,850,885, which represents 15.1% of total net assets.

⁽³⁾  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At October 31, 2016, the aggregate value of these securities was $1,947,521, which represents 2.7% of total net assets.

⁽⁴⁾  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽⁵⁾  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At October 31, 2016, the aggregate fair value of this security was $0, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

⁽⁶⁾  The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

Period Acquired		Shares/Par		Security	Cost Basis
	06/2015	$	80,000	Texas Competitive Electric Holdings Co., LLC	$	—

At October 31, 2016, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

⁽⁷⁾  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

⁽⁸⁾  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁹⁾  The rate shown represents current yield to maturity.

⁽¹⁰⁾  Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of October 31, 2016.

⁽¹¹⁾  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

The accompanying notes are an integral part of these financial statements.

134

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

⁽¹²⁾  This security, or a portion of this security, has unfunded loan commitments. As of October 31, 2016, the aggregate value of the unfunded commitment was $5,240, which rounds to zero percent of total net assets.

⁽¹³⁾  Represents or includes a TBA transaction.

OTC Option Contracts Outstanding at October 31, 2016
Description	Counter- party		Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts				Market Value  †			Premiums Paid (Received) by Fund			Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
NIKKEI 225 Index Future		GSC		18,800.00    JPY		02/10/17		JPY	21,724		$	34,666		$	34,377		$	289
Puts
CNH Put/JPY Call		GSC		14.93 JPY per CNH		11/10/16		CNH	574,000		$	34		$	1,586		$	(1,552	)
Total purchased option contracts									595,724		$	34,700		$	35,963		$	(1,263	)
Written option contracts:
Calls
NIKKEI 225 Index Future		GSC		20,204.76    JPY		02/10/17		JPY	(21,724	)	$	(6,067	)	$	(5,954	)	$	(113	)
Puts
NIKKEI 225 Index Future		GSC		15,000.00    JPY		02/10/17		JPY	(21,724	)	$	(26,577	)	$	(28,423	)	$	1,846
Total written option contracts									(43,448	)	$	(32,644	)	$	(34,377	)	$	1,733

Exchange Traded Option Contracts Outstanding at October 31, 2016
Description	Exercise Price/ FX Rate/ Rate		Expiration Date		Number of Contracts			Market Value  †		Premiums Paid (Received) by Fund		Unrealized Appreciation/ (Depreciation)
Purchased option contracts:
Calls
S&P 500 Index Option		2,275.00 USD		11/18/16		USD	17	$	85	$	2,160	$	(2,075	)
S&P 500 Index Option		2,250.00 USD		11/18/16		USD	17		340		1,904		(1,564	)
Total Calls							34	$	425	$	4,064	$	(3,639	)
Total purchased option contracts							34	$	425	$	4,064	$	(3,639	)

Futures Contracts Outstanding at October 31, 2016
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
Long position contracts:
Eurodollar 3-Month Future		27		12/18/2017	$	6,675,971	$	6,673,050	$	(2,921	)
FTSE 100 Index Future		42		12/16/2016		3,561,079		3,562,062		983
SGX Nifty 50 Index		207		11/24/2016		3,630,523		3,562,056		(68,467	)
U.S. Treasury 10-Year Note Future		35		12/20/2016		4,539,052		4,536,875		(2,177	)
U.S. Treasury Long Bond Future		8		12/20/2016		1,352,504		1,301,750		(50,754	)
U.S. Ultra Bond Future		8		12/20/2016		1,494,826		1,407,500		(87,326	)
Total									$	(210,662	)
Short position contracts:
Euro-Bund Future		5		12/08/2016	$	897,290	$	890,111	$	7,179
Eurodollar 3-Month Future		27		09/17/2018		6,669,436		6,664,612		4,824
FTSE 250 Index Future		83		12/16/2016		3,565,668		3,549,423		16,245
MSCI Taiwan Index Future		70		11/29/2016		2,461,358		2,447,200		14,158
Mini MSCI EAFE Index		21		12/16/2016		1,754,487		1,748,985		5,502
Mini MSCI Emerging Market Future		25		12/16/2016		1,132,026		1,129,375		2,651
S&P 500 (E-Mini) Future		38		12/16/2016		4,100,415		4,028,190		72,225
STOXX Europe 600 Future		154		12/16/2016		2,876,996		2,860,386		16,610

The accompanying notes are an integral part of these financial statements.

135

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Futures Contracts Outstanding at October 31, 2016 - (continued)
Description	Number of Contracts		Expiration Date		Notional Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
Short position contracts: - (continued)
U.S. Treasury 2-Year Note Future		30		12/30/2016	$	6,541,323	$	6,544,219	$	(2,896	)
U.S. Treasury 5-Year Note Future		15		12/30/2016		1,820,371		1,811,953		8,418
Yen Denom NIKKEI Future		9		12/08/2016		721,495		746,424		(24,929	)
Total									$	119,987
Total futures contracts									$	(90,675	)

TBA Sale Commitments Outstanding at October 31, 2016
Description	Principal Amount		Maturity Date		Market Value  †			Unrealized Appreciation/ (Depreciation)
FNMA, 3.50%	$	1,100,000		11/01/2046	$	(1,154,828	)	$	1,781
FNMA, 3.50%		400,000		12/01/2046		(419,516	)		281
Total (proceeds $1,576,406)					$	(1,574,344)		$	2,062

At October 31, 2016, the aggregate market value of TBA sale commitments outstanding represents (2.2)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counter- party	Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †		Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
ABX.HE.AAA.6	JPM		USD	6,294		(0.18%)		07/25/45	$	140	$	—	$	141	$	1
ABX.HE.AAA.7	MSC		USD	260,086		(0.09%)		08/25/37		63,778		—		62,881		(897	)
CMBX.NA.A.7	JPM		USD	175,000		(2.00%)		01/17/47		6,862		—		7,404		542
CMBX.NA.AA.2	CSI		USD	59,254		(0.15%)		03/15/49		22,527		—		22,275		(252	)
CMBX.NA.AA.7	CSI		USD	30,000		(1.50%)		01/17/47		948		—		732		(216	)
CMBX.NA.AA.7	CSI		USD	85,000		(1.50%)		01/17/47		2,687		—		2,074		(613	)
CMBX.NA.AA.7	CSI		USD	90,000		(1.50%)		01/17/47		2,845		—		2,196		(649	)
CMBX.NA.AA.7	CSI		USD	100,000		(1.50%)		01/17/47		3,161		—		2,440		(721	)
CMBX.NA.AA.8	MSC		USD	35,000		(1.50%)		10/17/57		1,424		—		1,448		24
CMBX.NA.AJ.4	JPM		USD	358,134		(0.96%)		02/17/51		88,979		—		89,915		936
CMBX.NA.AJ.4	GSC		USD	34,531		(0.96%)		02/17/51		9,187		—		8,669		(518	)
CMBX.NA.AS.6	CSI		USD	90,000		(1.00%)		05/11/63		972		—		300		(672	)
CMBX.NA.AS.6	CSI		USD	105,000		(1.00%)		05/11/63		1,134		—		350		(784	)
CMBX.NA.AS.7	CSI		USD	135,000		(1.00%)		01/17/47		2,491		—		1,324		(1,167	)
CMBX.NA.AS.7	GSC		USD	275,000		(1.00%)		01/17/47		7,864		—		2,475		(5,389	)
CMBX.NA.AS.8	DEUT		USD	30,000		(1.00%)		10/17/57		2,219		—		692		(1,527	)
CMBX.NA.BBB.7	GSC		USD	35,000		(3.00%)		01/17/47		3,055		—		2,955		(100	)
CMBX.NA.BBB.7	MSC		USD	60,000		(3.00%)		01/17/47		6,243		—		5,071		(1,172	)
CMBX.NA.BBB.7	CSI		USD	150,000		(3.00%)		01/17/47		14,740		—		12,677		(2,063	)
CMBX.NA.BBB.7	CSI		USD	160,000		(3.00%)		01/17/47		15,722		—		13,521		(2,201	)
CMBX.NA.BBB.7	DEUT		USD	25,000		(3.00%)		01/17/47		1,847		—		2,110		263
CMBX.NA.BBB.7	GSC		USD	15,000		(3.00%)		01/17/47		1,056		—		1,267		211
CMBX.NA.BBB.7	MSC		USD	35,000		(3.00%)		01/17/47		2,935		—		2,958		23
CMBX.NA.BBB.7	CSI		USD	80,000		(3.00%)		01/17/47		6,917		—		6,754		(163	)
CMBX.NA.BBB.7	GSC		USD	20,000		(3.00%)		01/17/47		1,825		—		1,641		(184	)
CMBX.NA.BBB.7	DEUT		USD	25,000		(3.00%)		01/17/47		2,410		—		2,110		(300	)
CMBX.NA.BBB.7	GSC		USD	40,000		(3.00%)		01/17/47		3,863		—		3,377		(486	)
CMBX.NA.BBB.7	DEUT		USD	25,000		(3.00%)		01/17/47		3,144		—		2,110		(1,034	)

The accompanying notes are an integral part of these financial statements.

136

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value  †			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.BBB.7		GSC		USD	25,000		(3.00%)		01/17/47	$	3,527	$	—		$	2,111		$	(1,416	)
CMBX.NA.BBB.7		MSC		USD	425,000		(3.00%)		01/17/47		41,766		—			35,916			(5,850	)
Total										$	326,268	$	—		$	299,894		$	(26,374	)
Sell protection:
CDX.EMS.26		GSC		USD	470,000		1.00%		12/20/21	$	—	$	(29,576	)	$	(29,600	)	$	(24	)
CDX.EMS.26		BCLY		USD	489,000		1.00%		12/20/21		—		(29,774	)		(30,797	)		(1,023	)
CDX.EMS.26		BCLY		USD	310,000		1.00%		12/20/21		—		(18,411	)		(19,523	)		(1,112	)
CMBX.NA.AA.2		MLI		USD	59,254		0.15%		03/15/49		—		(21,822	)		(22,275	)		(453	)
CMBX.NA.AAA.6		MLI		USD	301,912		0.50%		05/11/63		—		(9,666	)		(1,612	)		8,054
CMBX.NA.AAA.6		CSI		USD	319,906		0.50%		05/11/63		—		(3,450	)		(1,713	)		1,737
CMBX.NA.AAA.6		CSI		USD	279,918		0.50%		05/11/63		—		(3,019	)		(1,499	)		1,520
CMBX.NA.AAA.6		CSI		USD	274,920		0.50%		05/11/63		—		(2,965	)		(1,472	)		1,493
CMBX.NA.AAA.6		DEUT		USD	104,969		0.50%		05/11/63		—		(1,628	)		(561	)		1,067
CMBX.NA.AAA.6		MSC		USD	18,994		0.50%		05/11/63		—		(131	)		(102	)		29
CMBX.NA.BB.6		MSC		USD	170,000		5.00%		05/11/63		—		(31,575	)		(26,113	)		5,462
CMBX.NA.BB.6		CSI		USD	90,000		5.00%		05/11/63		—		(16,715	)		(13,824	)		2,891
CMBX.NA.BB.6		CSI		USD	85,000		5.00%		05/11/63		—		(15,787	)		(13,057	)		2,730
CMBX.NA.BB.6		CSI		USD	85,000		5.00%		05/11/63		—		(15,787	)		(13,057	)		2,730
CMBX.NA.BB.6		CSI		USD	85,000		5.00%		05/11/63		—		(15,787	)		(13,057	)		2,730
CMBX.NA.BB.6		CSI		USD	47,000		5.00%		05/11/63		—		(8,729	)		(7,219	)		1,510
CMBX.NA.BB.6		CSI		USD	40,000		5.00%		05/11/63		—		(7,139	)		(6,144	)		995
CMBX.NA.BB.6		GSC		USD	80,000		5.00%		05/11/63		—		(8,834	)		(12,277	)		(3,443	)
CMBX.NA.BB.8		MSC		USD	306,000		5.00%		10/17/57		—		(86,619	)		(83,119	)		3,500
CMBX.NA.BB.8		MSC		USD	60,000		5.00%		10/17/57		—		(17,462	)		(16,289	)		1,173
CMBX.NA.BB.8		MSC		USD	50,000		5.00%		10/17/57		—		(14,531	)		(13,575	)		956
CMBX.NA.BB.8		GSC		USD	30,000		5.00%		10/17/57		—		(8,972	)		(8,145	)		827
CMBX.NA.BB.8		GSC		USD	60,000		5.00%		10/17/57		—		(16,906	)		(16,289	)		617
CMBX.NA.BB.8		GSC		USD	5,000		5.00%		10/17/57		—		(1,675	)		(1,357	)		318
CMBX.NA.BB.8		GSC		USD	125,000		5.00%		10/17/57		—		(26,177	)		(33,937	)		(7,760	)
CMBX.NA.BB.8		BOA		USD	115,000		5.00%		10/17/57		—		(10,507	)		(31,221	)		(20,714	)
CMBX.NA.BB.8		GSC		USD	110,000		5.00%		10/17/57		—		(5,686	)		(29,864	)		(24,178	)
CMBX.NA.BB.9		CSI		USD	270,000		5.00%		09/17/58		—		(74,023	)		(65,913	)		8,110
CMBX.NA.BB.9		MSC		USD	270,000		5.00%		09/17/58		—		(74,023	)		(65,913	)		8,110
CMBX.NA.BB.9		GSC		USD	275,000		5.00%		09/17/58		—		(74,869	)		(67,134	)		7,735
CMBX.NA.BB.9		CSI		USD	270,000		5.00%		09/17/58		—		(73,245	)		(65,913	)		7,332
CMBX.NA.BB.9		GSC		USD	171,000		5.00%		09/17/58		—		(47,676	)		(41,745	)		5,931
CMBX.NA.BB.9		GSC		USD	35,000		5.00%		09/17/58		—		(9,730	)		(8,544	)		1,186
CMBX.NA.BB.9		JPM		USD	20,000		5.00%		09/17/58		—		(5,466	)		(4,882	)		584
CMBX.NA.BB.9		BOA		USD	15,000		5.00%		09/17/58		—		(4,213	)		(3,662	)		551
CMBX.NA.BB.9		GSC		USD	15,000		5.00%		09/17/58		—		(4,170	)		(3,662	)		508
CMBX.NA.BB.9		GSC		USD	15,000		5.00%		09/17/58		—		(4,134	)		(3,662	)		472
CMBX.NA.BB.9		BOA		USD	15,000		5.00%		09/17/58		—		(4,100	)		(3,662	)		438
CMBX.NA.BBB.8		GSC		USD	80,000		3.00%		10/17/57		—		(11,723	)		(13,475	)		(1,752	)
PrimeX.ARM.2		JPM		USD	273,172		4.58%		12/25/37		11,646		—			3,778			(7,868	)
Total										$	11,646	$	(816,702	)	$	(792,087	)	$	12,969
Total traded indices										$	337,914	$	(816,702	)	$	(492,193	)	$	(13,405	)
Credit default swaps on single-name issues:
Buy protection:
Brazil (Federated Republic of)		BCLY		USD	850,000		(1.00%)/2.68%		12/20/21	$	67,756	$	—		$	66,742		$	(1,014	)
United Mexican States		BNP		USD	150,000		(1.00%)/1.54%		12/20/21		4,807		—			3,745			(1,062	)
Total										$	72,563	$	—		$	70,487		$	(2,076	)

The accompanying notes are an integral part of these financial statements.

137

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Schedule of Investments – (continued)

October 31, 2016

OTC Credit Default Swap Contracts Outstanding at October 31, 2016 - (continued)
Reference Entity	Counter- party		Notional Amount (a)			(Pay)/Receive Fixed Rate/ Implied Credit Spread (b)		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received			Market Value  †			Unrealized Appreciation/ (Depreciation)
Credit default swaps on single-name issues:
Sell protection:
Russian Government International Bond		BCLY		USD	90,000		1.00%/2.04%		06/20/21	$	—	$	(4,687	)	$	(4,001	)	$	686
South Africa Government International Bond		BOA		USD	95,000		1.00%/2.40%		12/20/21		—		(6,531	)		(6,248	)		283
Total										$	—	$	(11,218	)	$	(10,249	)	$	969
Total single-name issues										$	72,563	$	(11,218	)	$	60,238		$	(1,107	)
Total OTC contracts										$	410,477	$	(827,920	)	$	(431,955	)	$	(14,512	)

^(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

^(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on October 31, 2016. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2016

Reference Entity	Notional Amount (a)			(Pay)/Receive Fixed Rate	Expiration Date		Cost Basis			Market Value  †			Unrealized Appreciation/ (Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.26		USD	15,000	(5.00%)		06/20/21	$	(349	)	$	(721	)	$	(372	)
CDX.NA.HY.26		USD	2,865,000	(5.00%)		06/20/21		(44,961	)		(137,700	)		(92,739	)
CDX.NA.HY.27		USD	1,670,000	(5.00%)		12/20/21		(60,257	)		(64,790	)		(4,533	)
CDX.NA.HY.27		USD	10,720,000	(5.00%)		12/20/21		398,043			415,299			17,256
CDX.NA.IG.26		USD	709,000	(1.00%)		06/20/21		(5,728	)		(9,757	)		(4,029	)
ITRAXX.EUR.26		EUR	9,975,000	(1.00%)		12/20/21		(145,294	)		(160,879	)		(15,585	)
ITRAXX.EUR.26		EUR	13,300,000	(1.00%)		12/20/26		(143,425	)		(122,408	)		21,017
ITRAXX.XOV.26		EUR	453,000	(5.00%)		12/20/21		40,090			40,416			326
Total							$	38,119		$	(40,540	)	$	(78,659	)
Total							$	38,119		$	(40,540	)	$	(78,659	)

^(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

OTC Interest Rate Swap Contracts Outstanding at October 31, 2016
Counterparty	Payments made by Fund		Payments received by Fund		Notional Amount			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †			Unrealized Appreciation/ (Depreciation)
BCLY		1.90% Fixed		CPURNSA		USD	1,731,000		07/15/24	$	—	$	—	$	18,269		$	18,269
GSC		6M MIBOR		6.26% Fixed		INR	8,100,000		09/12/21		—		—		(531	)		(531	)
Total										$	—	$	—	$	17,738		$	17,738

Centrally Cleared Interest Rate Swap Contracts Outstanding at October 31, 2016
Payments made by Fund	Payments received by Fund	Notional Amount		Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †		Unrealized Appreciation/ (Depreciation)
12M Federal Funds Rate	1.00% Fixed	USD	1,547,000		09/29/26	$	18,376	$	—	$	33,668	$	15,292

The accompanying notes are an integral part of these financial statements.

138

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

OTC Total Return Swap Contracts Outstanding at October 31, 2016
Reference Entity	Counterparty		Notional Amount			Payments received (paid) by the Fund			Expiration Date		Upfront Premiums Paid		Upfront Premiums Received		Market Value  †			Unrealized Appreciation/ (Depreciation)
iShares JP Morgan USD Emerging Markets Bond ETF		BOA		USD	2,799,009		(1M LIBOR - 0.60	%)		03/31/17	$	—	$	—	$	—		$	0
Russel 1000 Growth Index		BOA		USD	2,102,665		1M LIBOR - 0.25	%		05/31/17		—		—		184			184
Russel 1000 Growth Index		BOA		USD	2,081,386		1M LIBOR - 0.25	%		05/31/17		—		—		182			182
Russel 1000 Value Index		BOA		USD	2,095,863		(1M LIBOR + 0.23	%)		05/31/17		—		—		(2,875	)		(2,875	)
Russel 1000 Value Index		BOA		USD	2,114,756		(1M LIBOR + 0.23	%)		05/31/17		—		—		(2,901	)		(2,901	)
S&P 500 Consumer Staples Index		BOA		USD	1,262,783		1M LIBOR + 0.35	%		01/31/17		—		—		—			0
S&P 500 Health Care index		BOA		USD	1,210,987		(1M LIBOR - 0.35	%)		01/31/17		—		—		—			0
Total											$	—	$	—	$	(5,410	)	$	(5,410	)

Cross Currency Swap Contracts Outstanding at October 31, 2016
Receive	Pay	Maturity Date (1)		Counter- party		Notional Amount of Currency Received		Notional Amount of Currency Delivered		Upfront Premiums Paid		Upfront Premiums Received			Market Value  †		Unrealized Appreciation/ (Depreciation)
Fixed Rate equal to 3.12% based on the notional amount of currency received	Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered		03/16/22		DEUT		USD 34,244		CNH 232,000	$	—	$	(542	)	$	22	$	564
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered	Fixed Rate equal to 3.12% based on the notional amount of currency received		03/16/22		DEUT		CNH 232,000		USD 34,244		542		—			911		369
Total										$	542	$	(542	)	$	933	$	933

⁽¹⁾  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

Foreign Currency Contracts Outstanding at October 31, 2016

Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
BRL	Sell		12/02/16	GSC	$	103,604	$	107,011	$	(3,407	)
BRL	Sell		12/02/16	TDB		224,068		230,151		(6,083	)
BRL	Sell		12/02/16	MSC		301,533		310,486		(8,953	)
CHF	Sell		11/30/16	SCB		617,467		621,426		(3,959	)
CNY	Buy		12/21/16	RBS		28,923		28,739		(184	)
COP	Sell		12/21/16	SSG		50,814		49,452		1,362
COP	Sell		12/21/16	SSG		86,928		86,741		187
EUR	Buy		11/30/16	CBK		244,185		246,192		2,007
EUR	Buy		03/15/17	BOA		104,928		104,941		13
EUR	Buy		03/15/17	JPM		5,605		5,523		(82	)
EUR	Buy		03/15/17	CBK		22,200		22,093		(107	)
EUR	Buy		03/15/17	UBS		68,797		66,278		(2,519	)
EUR	Buy		03/15/17	BOA		108,861		104,940		(3,921	)
EUR	Buy		03/15/17	DEUT		1,099,656		1,085,857		(13,799	)
EUR	Sell		11/30/16	CBK		534,154		538,545		(4,391	)
EUR	Sell		12/05/16	CBK		554,968		559,589		(4,621	)
EUR	Sell		12/21/16	BOA		61,864		60,522		1,342
EUR	Sell		03/15/17	BOA		924,421		914,638		9,783
EUR	Sell		03/15/17	BOA		179,602		176,742		2,860
EUR	Sell		03/15/17	BOA		290,269		298,251		(7,982	)
GBP	Sell		11/30/16	CBK		785,883		791,163		(5,280	)
HUF	Buy		12/21/16	SCB		11,244		11,031		(213	)
HUF	Sell		12/21/16	SCB		27,659		27,135		524
IDR	Sell		12/21/16	HSBC		51,055		52,097		(1,042	)

The accompanying notes are an integral part of these financial statements.

139

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Foreign Currency Contracts Outstanding at October 31, 2016 - (continued)
Currency	Buy/Sell	Delivery Date		Counterparty	Contract Amount		Market Value  †		Unrealized Appreciation/ (Depreciation)
IDR	Sell		12/21/16	JPM	$	156,881	$	158,724	$	(1,843	)
IDR	Sell		12/21/16	SCB		170,646		173,298		(2,652	)
JPY	Sell		11/30/16	CBK		1,985,267		1,972,234		13,033
JPY	Sell		01/11/17	CBK		386,380		382,633		3,747
MXN	Sell		12/21/16	UBS		118,628		120,464		(1,836	)
MYR	Sell		12/21/16	SCB		110,371		108,412		1,959
NOK	Sell		11/30/16	CBK		118,392		118,494		(102	)
PHP	Buy		12/21/16	RBS		833		826		(7	)
PLN	Sell		12/21/16	RBS		77,554		76,646		908
RON	Sell		12/21/16	SCB		26,781		25,852		929
RON	Sell		06/26/17	CBK		224,694		220,187		4,507
RON	Sell		08/28/17	JPM		70,189		67,330		2,859
RON	Sell		08/28/17	BNP		43,340		41,622		1,718
RUB	Buy		06/21/17	CBK		9,798		10,156		358
RUB	Sell		06/21/17	CBK		68,156		70,647		(2,491	)
THB	Sell		12/21/16	RBS		237,316		236,744		572
TRY	Sell		12/21/16	RBS		69,351		67,113		2,238
TRY	Sell		12/21/16	BOA		52,055		51,134		921
ZAR	Buy		12/21/16	GSC		84,911		88,792		3,881
ZAR	Sell		12/21/16	GSC		20,861		22,161		(1,300	)
ZAR	Sell		12/21/16	GSC		62,829		66,631		(3,802	)
ZAR	Sell		12/21/16	CBK		131,741		141,113		(9,372	)
Total									$	(34,240)

^†  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:
BCLY	Barclays
BNP	BNP Paribas Securities Services
BOA	Banc of America Securities LLC
CBK	Citibank NA
CSI	Credit Suisse International
DEUT	Deutsche Bank Securities, Inc.
GSC	Goldman Sachs & Co.
HSBC	HSBC Bank USA
JPM	JP Morgan Chase & Co.
MLI	Merrill Lynch International
MSC	Morgan Stanley
RBS	RBS Greenwich Capital
SCB	Standard Chartered Bank
SSG	State Street Global Markets LLC
TDB	Toronto-Dominion Bank
UBS	UBS AG

Currency Abbreviations:
BRL	Brazilian Real
CHF	Swiss Franc
CNH	Chinese Renminbi
CNY	Chinese Yuan
COP	Colombian Peso
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
IDR	Indonesian Rupiah
INR	Indian Rupee
JPY	Japanese Yen
MXN	Mexican Peso
MYR	Malaysian Ringgit
NOK	Norwegian Krone
PEN	Peruvian Nuevo Sol
PHP	Philippine Peso
PLN	Polish Zloty
RON	New Romanian Leu
RUB	Russian Ruble
THB	Thai Baht
TRY	Turkish Lira
USD	United States Dollar
ZAR	South African Rand

The accompanying notes are an integral part of these financial statements.

140

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

GLOSSARY: (abbreviations used in preceding Schedule of Investments) - (continued)
Index Abbreviations:
ABX.HE	Markit Asset Backed Security Home Equity
CDX.EM	Credit Derivatives Emerging Markets
CDX.NA.HY	Credit Derivatives North American High Yield
CDX.NA.IG	Credit Derivatives North American Investment Grade
CMBX.NA	Markit Commercial Mortgage Backed North American
CPURNSA	Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.EUR	Markit iTraxx - Europe
ITRAXX.XOV	Markit iTraxx Index - Europe Crossover
MSCI	Morgan Stanley Capital International
PrimeX.ARM	Markit PrimeX Adjustable Rate Mortgage Backed Security
S&P	Standard & Poors

Other Abbreviations:
ADR	American Depositary Receipt
CLO	Collateralized Loan Obligation
CMO	Collateralized Mortgage Obligation
ETF	Exchange Traded Fund
FNMA	Federal National Mortgage Association
GDR	Global Depositary Receipt
LIBOR	London Interbank Offered Rate
MIBOR	Mumbai Interbank Offered Rate
MSCI	Morgan Stanley Capital International
OTC	Over-the-Counter
PJSC	Private Joint Stock Company
REIT	Real Estate Investment Trust
SPDR	Standard & Poor’s Depositary Receipt
TBA	To Be Announced

The accompanying notes are an integral part of these financial statements.

141

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2016 in valuing the Fund’s investments.

	Total			Level 1(1)			Level 2(1)			Level 3
Assets
Asset & Commercial Mortgage Backed Securities	$	3,548,823		$	—		$	3,548,823		$	—
Corporate Bonds		17,690,731			—			17,690,731			—
Foreign Government Obligations		3,055,712			—			3,055,712			—
Municipal Bonds		217,175			—			217,175			—
Senior Floating Rate Interests		12,317,789			—			12,317,789			—
U.S. Government Agencies		3,599,972			—			3,599,972			—
Equity Linked Securities		5,525,915			—			—			5,525,915
U.S. Government Securities		2,650,467			—			2,650,467			—
Common Stocks
Automobiles & Components		797,598			119,510			678,088			—
Banks		592,341			209,146			383,195			—
Capital Goods		913,057			24,797			888,260			—
Commercial & Professional Services		672,770			59,054			613,716			—
Consumer Durables & Apparel		174,731			—			174,731			—
Consumer Services		300,247			133,338			166,909			—
Diversified Financials		633,783			522,370			111,413			—
Energy		1,856,363			1,718,459			137,904			—
Food & Staples Retailing		380,714			192,415			188,299			—
Food, Beverage & Tobacco		638,736			253,077			385,659			—
Health Care Equipment & Services		210,586			11,820			198,766			—
Household & Personal Products		142,179			—			142,179			—
Insurance		848,886			238,792			610,094			—
Materials		130,994			91,950			39,044			—
Media		230,633			—			230,633			—
Pharmaceuticals, Biotechnology & Life Sciences		877,262			509,619			367,643			—
Real Estate		1,085,910			181,849			904,061			—
Retailing		463,999			206,872			257,127			—
Semiconductors & Semiconductor Equipment		843,641			229,324			614,317			—
Software & Services		1,531,660			729,382			802,278			—
Technology Hardware & Equipment		1,671,759			139,463			1,532,296			—
Telecommunication Services		839,746			657,343			182,403			—
Transportation		625,556			141,596			483,960			—
Utilities		1,197,393			627,443			569,950			—
Convertible Bonds		21,975			—			21,975			—
Exchange Traded Funds		3,432,748			3,432,748			—			—
Short-Term Investments		3,659,960			3,659,960			—			—
Purchased Options		35,125			425			34,700			—
Foreign Currency Contracts(2)		55,708			—			55,708			—
Futures Contracts(2)		148,795			148,795			—			—
Swaps - Credit Default(2)		122,864			—			122,864			—
Swaps - Cross Currency(2)		933			—			933			—
Swaps - Interest Rate(2)		33,561			—			33,561			—
Swaps - Total Return(2)		366			—			366			—
Total	$	73,779,163		$	14,239,547		$	54,013,701		$	5,525,915
Liabilities
Foreign Currency Contracts(2)	$	(89,948	)	$	—		$	(89,948	)	$	—
Futures Contracts(2)		(239,470	)		(239,470	)		—			—
Swaps - Credit Default(2)		(216,035	)		—			(216,035	)		—
Swaps - Interest Rate(2)		(531	)		—			(531	)		—
Swaps - Total Return(2)		(5,776	)		—			(5,776	)		—
TBA Sale Commitments		(1,574,344	)		—			(1,574,344	)		—
Written Options		(32,644	)		—			(32,644	)		—
Total	$	(2,158,748	)	$	(239,470	)	$	(1,919,278	)	$	—

⁽¹⁾  For the year ended October 31, 2016, there were no transfers between Level 1 and Level 2.

⁽²⁾  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The accompanying notes are an integral part of these financial statements.

142

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

October 31, 2016

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the year ended October 31, 2016:

	Equity Linked Securities			Total
Beginning balance	$	—		$	—
Purchases		5,633,365			5,633,365
Sales		—			—
Accrued discounts/(premiums)		—			—
Total realized gain/(loss)		—			—
Net change in unrealized appreciation/depreciation		(107,450	)		(107,450	)
Transfers into Level 3(1)		—			—
Transfers out of Level 3(1)		—			—
Ending balance	$	5,525,915		$	5,525,915

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at October 31, 2016 was $(107,450).

⁽¹⁾  For the year ended October 31, 2016, there were no transfers into or out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

The accompanying notes are an integral part of these financial statements.

143

Multi-Strategy Funds

Statements of Assets and Liabilities

October 31, 2016

	The Hartford Balanced Fund			The Hartford Balanced Income Fund		The Hartford Checks and Balances Fund
Assets:
Investments in securities, at market value	$	801,847,801		$	8,898,696,123	$	—
Investments in affiliated investment companies, at market value		—			—		1,807,869,385
Cash		—			—		—
Cash collateral due from broker		—			5,231,987		—
Foreign currency		—			760,305		—
Unrealized appreciation on OTC swap contracts		—			890,314		—
Unrealized appreciation on foreign currency contracts		—			1,289,488		—
Receivables:
Investment securities sold		6,241,702			33,759,649		1,872,577
Fund shares sold		1,661,362			51,179,424		1,064,842
Dividends and interest		2,558,920			48,489,101		1,450,020
Variation margin on financial derivative instruments		18,116			418,243		—
OTC swap premiums paid		—			244,605		—
Other assets		61,204			276,264		52,123
Total assets		812,389,105			9,041,235,503		1,812,308,947
Liabilities:
Unrealized depreciation on foreign currency contracts		—			141,489		—
Bank overdraft		—			1,285		—
Bank overdraft - foreign cash		—			—		—
Unrealized depreciation on OTC swap contracts		—			—		—
Cash collateral due to broker		—			605,000		—
TBA sale commitments, at market value		—			—		—
Securities sold short, at market value		—			—		—
Unfunded loan commitments		—			—		—
Payables:
Investment securities purchased		2,621,386			60,100,398		1,450,020
Fund shares redeemed		1,628,520			17,413,679		6,254,902
Investment management fees		461,454			4,164,701		—
Transfer agent fees		99,588			589,048		163,468
Board of Directors’ fees		1,389			7,380		3,336
Accounting services fees		12,497			133,950		18,688
Variation margin on financial derivative instruments		—			—		—
Foreign taxes		—			—		—
Distribution fees		271,948			3,435,565		613,628
Written options		—			—		—
Accrued expenses		86,137			460,861		132,822
OTC swap premiums received		—			898,477		—
Total liabilities		5,182,919			87,951,833		8,636,864
Net assets	$	807,206,186		$	8,953,283,670	$	1,803,672,083
Summary of Net Assets:
Capital stock and paid-in-capital	$	765,039,551		$	8,273,121,930	$	1,649,868,978
Undistributed (distributions in excess of) net investment income		—			14,125,715		476,506
Accumulated net realized gain (loss)		(69,391,966	)		100,543,761		65,022,141
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		111,558,601			565,492,264		88,304,458
Net assets	$	807,206,186		$	8,953,283,670	$	1,803,672,083

The accompanying notes are an integral part of these financial statements.

144

Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford Conservative Allocation Fund			The Hartford Global All-Asset Fund (consolidated)			The Hartford Growth Allocation Fund		Hartford Moderate Allocation Fund			Hartford Multi-Asset Income Fund
$	—		$	352,460,603		$	—	$	—		$	73,416,936
	142,785,360			—			706,889,631		514,668,814			—
	—			—			—		—			6,909
	—			5,401,714			—		—			2,610,537
	—			126,911			—		—			—
	—			153,881			—		—			103,833
	—			855,881			—		—			55,708
	79,703			69,617,103			726,891		525,279			4,951,974
	65,184			60,504			199,968		247,000			37,997
	77,884			982,812			71,167		92,111			469,853
	—			—			—		—			—
	—			47,165			—		—			411,019
	50,472			88,520			43,777		42,118			51,531
	143,058,603			429,795,094			707,931,434		515,575,322			82,116,297
	—			1,024,533			—		—			89,948
	—			326,487			—		—			—
	—			—			—		—			1,919
	—			52,178			—		—			105,084
	—			290,000			—		—			35,000
	—			42,451,205			—		—			1,574,344
	—			2,089			—		—			—
	—			—			—		—			5,267
	77,884			51,391,485			71,167		92,111			7,279,875
	318,038			1,090,708			1,512,400		1,410,016			27,073
	12,282			272,308			60,343		44,388			45,781
	12,784			28,484			89,638		51,349			1,998
	1,474			7,205			7,354		5,339			1,221
	405			847			1,479		1,164			252
	—			122,208			—		—			34,408
	—			126,040			—		—			3,372
	52,824			89,109			258,678		187,361			8,018
	—			93,911			—		—			32,644
	30,343			241,029			85,266		69,293			32,093
	—			330,917			—		—			828,462
	506,034			97,940,743			2,086,325		1,861,021			10,106,759
$	142,552,569		$	331,854,351		$	705,845,109	$	513,714,301		$	72,009,538
$	154,318,201		$	322,276,838		$	803,819,329	$	533,038,752		$	88,569,614
	686,596			4,791,960			2,005,127		456,740			(509,195	)
	(13,973,356	)		(5,042,581	)		(107,778,786)		(22,855,540	)		(15,536,623)
	1,521,128			9,828,134			7,799,439		3,074,349			(514,258	)
$	142,552,569		$	331,854,351		$	705,845,109	$	513,714,301		$	72,009,538

The accompanying notes are an integral part of these financial statements.

145

Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

	The Hartford Balanced Fund		The Hartford Balanced Income Fund		The Hartford Checks and Balances Fund
Shares authorized		960,000,000		1,600,000,000		1,000,000,000
Par value	$	0.0010	$	0.0010	$	0.0010
Class A:     Net asset value per share	$	20.76	$	13.80	$	9.85
Maximum offering price per share	$	21.97	$	14.60	$	10.42
Shares outstanding		28,965,451		222,983,443		140,829,703
Net Assets	$	601,415,276	$	3,076,341,932	$	1,386,747,716
Class B:     Net asset value per share	$	20.68	$	13.77	$	9.81
Shares outstanding		107,733		474,242		3,266,222
Net Assets	$	2,228,082	$	6,529,424	$	32,027,452
Class C:     Net asset value per share	$	20.76	$	13.61	$	9.78
Shares outstanding		7,764,620		232,987,425		32,850,637
Net Assets	$	161,160,348	$	3,171,408,033	$	321,436,436
Class I:      Net asset value per share	$	20.76	$	13.80	$	9.86
Shares outstanding		1,506,049		166,008,575		4,011,139
Net Assets	$	31,259,883	$	2,290,722,977	$	39,556,960
Class R3:   Net asset value per share	$	20.97	$	13.84	$	9.81
Shares outstanding		151,372		12,595,466		1,483,439
Net Assets	$	3,173,545	$	174,319,325	$	14,554,241
Class R4:   Net asset value per share	$	21.02	$	13.85	$	9.82
Shares outstanding		32,498		7,688,340		453,701
Net Assets	$	683,081	$	106,451,069	$	4,456,763
Class R5:   Net asset value per share	$	21.04	$	13.86	$	9.86
Shares outstanding		11,497		2,286,462		496,258
Net Assets	$	241,867	$	31,698,397	$	4,892,515
Class R6:   Net asset value per share	$	—	$	13.93	$	—
Shares outstanding		—		691,917		—
Net Assets	$	—	$	9,635,748	$	—
Class Y:     Net asset value per share	$	21.05	$	13.93	$	—
Shares outstanding		334,655		6,187,055		—
Net Assets	$	7,044,104	$	86,176,765	$	—
Cost of investments	$	690,049,366	$	8,339,389,226	$	—
Cost of investments in affiliated investment companies	$	—	$	—	$	1,719,564,927
Cost of foreign currency	$	—	$	759,576	$	—
Cost of bank overdraft - foreign cash	$	—	$	—	$	—
Proceeds of TBA sale commitments	$	—	$	—	$	—
Proceeds of securities sold short	$	—	$	—	$	—
Proceeds of written option contracts	$	—	$	—	$	—

The accompanying notes are an integral part of these financial statements.

146

Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

October 31, 2016

The Hartford Conservative Allocation Fund		The Hartford Global All-Asset Fund (consolidated)		The Hartford Growth Allocation Fund		Hartford Moderate Allocation Fund		Hartford Multi-Asset Income Fund
	450,000,000		700,000,000		450,000,000		450,000,000		500,000,000
$	0.0010	$	0.0010	$	0.0010	$	0.0010	$	0.0010
$	9.81	$	10.51	$	10.35	$	10.90	$	9.04
$	10.38	$	11.12	$	10.95	$	11.53	$	9.47
	9,770,394		11,416,218		48,997,084		32,489,607		1,476,980
$	95,802,202	$	120,010,208	$	507,110,820	$	354,058,085	$	13,352,341
$	9.63	$	—	$	10.25	$	10.66	$	—
	146,979		—		721,578		412,440		—
$	1,415,672	$	—	$	7,398,748	$	4,394,709	$	—
$	9.62	$	10.33	$	10.17	$	10.66	$	9.04
	3,232,872		6,884,956		15,232,160		10,344,051		515,381
$	31,115,387	$	71,094,290	$	154,928,591	$	110,315,941	$	4,659,293
$	9.83	$	10.57	$	10.31	$	10.95	$	9.04
	110,605		4,527,228		726,834		741,937		1,385,518
$	1,087,339	$	47,856,460	$	7,490,326	$	8,123,417	$	12,529,984
$	9.79	$	10.50	$	10.09	$	10.73	$	9.04
	874,833		178,955		1,199,969		2,083,434		223,130
$	8,560,689	$	1,879,107	$	12,110,414	$	22,353,867	$	2,018,107
$	9.82	$	10.65	$	10.29	$	10.89	$	9.04
	238,354		103,603		1,143,604		723,927		224,302
$	2,339,786	$	1,102,856	$	11,769,204	$	7,884,281	$	2,028,445
$	9.86	$	10.51	$	10.37	$	10.95	$	9.04
	226,369		1,006		485,643		601,140		225,392
$	2,231,494	$	10,572	$	5,037,006	$	6,584,001	$	2,038,118
$	—	$	—	$	—	$	—	$	—
	—		—		—		—		—
$	—	$	—	$	—	$	—	$	—
$	—	$	10.59	$	—	$	—	$	9.04
	—		8,490,960		—		—		3,913,637
$	—	$	89,900,858	$	—	$	—	$	35,383,250
$	—	$	341,347,762	$	—	$	—	$	73,738,596
$	141,264,232	$	—	$	699,090,192	$	511,594,465	$	—
$	—	$	127,521	$	—	$	—	$	—
$	—	$	—	$	—	$	—	$	1,370
$	—	$	42,485,931	$	—	$	—	$	1,576,406
$	—	$	2,307	$	—	$	—	$	—
$	—	$	171,904	$	—	$	—	$	34,377

The accompanying notes are an integral part of these financial statements.

147

Multi-Strategy Funds

Statements of Operations

For the Year Ended October 31, 2016

	The Hartford Balanced Fund			The Hartford Balanced Income Fund			The Hartford Checks and Balances Fund
Investment Income:
Dividends	$	13,230,308		$	113,297,061		$	—
Dividends from affiliated investment companies		—			—			35,042,334
Interest		7,638,370			163,762,020			4
Less: Foreign tax withheld		(101,242	)		(1,985,278	)		—
Total investment income, net		20,767,436			275,073,803			35,042,338
Expenses:
Investment management fees		5,354,619			41,758,157			—
Administrative services fees
Class R3		4,245			305,950			28,346
Class R4		989			121,657			6,698
Class R5		181			27,740			5,092
Transfer agent fees
Class A		951,327			2,542,184			1,430,499
Class B		23,227			21,036			93,261
Class C		161,496			2,022,558			330,087
Class I		15,180			1,363,659			48,887
Class R3		519			3,450			1,200
Class R4		217			1,856			370
Class R5		54			653			55
Class R6		—			266			—
Class Y		193			666			—
Distribution fees
Class A		1,526,959			7,096,011			3,543,724
Class B		36,023			24,832			609,574
Class C		1,591,718			27,273,514			3,354,210
Class R3		10,614			764,874			70,865
Class R4		1,649			202,762			11,164
Custodian fees		7,535			156,736			1,055
Registration and filing fees		137,028			431,587			155,775
Accounting services fees		144,853			1,371,693			224,969
Board of Directors’ fees		25,404			220,891			58,470
Audit fees		19,544			47,694			21,131
Other expenses		319,198			2,179,792			673,825
Total expenses (before waivers and fees paid indirectly)		10,332,772			87,940,218			10,669,257
Expense waivers		(1,734	)		(165,722	)		—
Management fee waivers		—			—			—
Transfer agent fee waivers		(12,418	)		—			—
Commission recapture		(3,932	)		(9,877	)		—
Total waivers and fees paid indirectly		(18,084	)		(175,599	)		—
Total expenses, net		10,314,688			87,764,619			10,669,257
Net Investment Income (Loss)		10,452,748			187,309,184			24,373,081
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Capital gain distributions received from underlying funds		—			—			98,680,940
Net realized gain (loss) on investments		25,378,707			108,669,994			—
Less: Foreign taxes paid on realized capital gains		—			—			—
Net realized gain (loss) on investments in affiliated investment companies		—			—			35,338,945
Net realized gain (loss) on purchased options contracts		—			—			—
Net realized gain (loss) on futures contracts		483,993			(14,769,760	)		—
Net realized gain (loss) on written options contracts		—			—			—
Net realized gain (loss) on swap contracts		—			(79,942	)		—
Net realized gain (loss) on foreign currency contracts		—			1,469,850			—
Net realized gain (loss) on other foreign currency transactions		(3,243	)		(377,417	)		—
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		25,859,457			94,912,725			134,019,885

The accompanying notes are an integral part of these financial statements.

148

Multi-Strategy Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford Conservative Allocation Fund			The Hartford Global All-Asset Fund (consolidated)			The Hartford Growth Allocation Fund			Hartford Moderate Allocation Fund			Hartford Multi-Asset Income Fund
$	—		$	6,196,130		$	—		$	—		$	2,013,814
	2,197,380			—			7,081,963			6,208,503			—
	—			3,205,623			2			2,002			2,432,325
	—			(352,855	)		—			—			(26,637	)
	2,197,380			9,048,898			7,081,965			6,210,505			4,419,502
	152,432			3,441,138			743,249			553,765			561,952
	16,402			3,970			26,344			45,936			3,850
	3,586			1,976			18,885			12,053			2,904
	2,271			86			5,069			6,735			1,944
	111,927			212,435			770,253			446,683			13,281
	5,988			—			45,377			23,456			—
	34,843			100,742			217,744			123,400			2,039
	816			54,528			6,766			5,889			6,059
	385			400			592			893			5
	187			282			319			314			5
	93			3			84			128			5
	—			—			—			—			—
	—			1,302			—			—			654
	254,567			350,240			1,343,764			952,777			36,214
	23,752			—			134,068			80,408			—
	342,158			821,461			1,659,471			1,207,367			43,557
	41,004			9,924			65,859			114,840			9,625
	5,976			3,293			31,475			20,088			4,840
	1,044			84,409			1,053			1,047			21,429
	89,028			87,125			107,966			99,538			83,113
	18,292			91,743			90,726			66,792			14,985
	5,461			11,927			24,085			17,930			3,370
	23,744			74,831			22,873			38,242			47,988
	69,679			139,097			328,581			218,600			33,110
	1,203,635			5,490,912			5,644,603			4,036,881			890,929
	(90,589	)		(645,207	)		—			(867	)		(154,895	)
	—			(13,396	)		—			—			—
	—			—			(5,195	)		—			—
	—			(4,122	)		—			—			(8,264	)
	(90,589	)		(662,725	)		(5,195	)		(867	)		(163,159	)
	1,113,046			4,828,187			5,639,408			4,036,014			727,770
	1,084,334			4,220,711			1,442,557			2,174,491			3,691,732
	2,258,842			—			25,934,606			14,952,311			—
	—			(277,613	)		—			—			(9,137,202	)
	—			(21,779	)		—			—			(408	)
	(14,938,761	)		—			(121,870,191	)		(33,278,263	)		—
	—			(628,977	)		—			—			(76,044	)
	—			2,241,079			—			—			(846,410	)
	—			207,258			—			—			378,360
	—			1,513,600			—			—			(157,504	)
	—			(3,858,246	)		—			—			(116,742	)
	—			961,025			—			—			(92,247	)
	(12,679,919	)		136,347			(95,935,585	)		(18,325,952	)		(10,048,197	)

The accompanying notes are an integral part of these financial statements.

149

Multi-Strategy Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

	The Hartford Balanced Fund			The Hartford Balanced Income Fund			The Hartford Checks and Balances Fund
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments	$	(25,305,676	)	$	217,287,472		$	—
Net unrealized appreciation (depreciation) of investments in affiliated investment companies		—			—			(111,061,222	)
Net unrealized appreciation (depreciation) of purchased options contracts		—			—			—
Net unrealized appreciation (depreciation) of futures contracts		(220,954	)		5,407,765			—
Net unrealized appreciation (depreciation) of securities sold short		—			—			—
Net unrealized appreciation (depreciation) of written options contracts		—			—			—
Net unrealized appreciation (depreciation) of swap contracts		—			115,850			—
Net unrealized appreciation (depreciation) of foreign currency contracts		—			641,503			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		2,954			(7,626	)		—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		(25,523,676	)		223,444,964			(111,061,222	)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		335,781			318,357,689			22,958,663
Net Increase (Decrease) in Net Assets Resulting from Operations	$	10,788,529		$	505,666,873		$	47,331,744

The accompanying notes are an integral part of these financial statements.

150

Multi-Strategy Funds

Statements of Operations – (continued)

For the Year Ended October 31, 2016

The Hartford Conservative Allocation Fund		The Hartford Global All-Asset Fund (consolidated)			The Hartford Growth Allocation Fund			Hartford Moderate Allocation Fund			Hartford Multi-Asset Income Fund
$	—	$	8,661,143		$	—		$	—		$	7,471,378
	12,844,063		—			80,920,337			14,324,742			—
	—		(179,137	)		—			—			22,503
	—		(1,928,024	)		—			—			(132,948	)
	—		218			—			—			—
	—		58,118			—			—			11,058
	—		(284,142	)		—			—			(455,730	)
	—		(530,019	)		—			—			33,312
	—		10,927			—			—			44,313
	12,844,063		5,809,084			80,920,337			14,324,742			6,993,886
	164,144		5,945,431			(15,015,248	)		(4,001,210	)		(3,054,311	)
$	1,248,478	$	10,166,142		$	(13,572,691	)	$	(1,826,719	)	$	637,421

The accompanying notes are an integral part of these financial statements.

151

Multi-Strategy Funds

Statements of Changes in Net Assets

	The Hartford Balanced Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	10,452,748		$	8,149,955
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		25,859,457			44,290,083
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(25,523,676	)		(33,167,565	)
Net Increase (Decrease) in Net Assets Resulting from Operations		10,788,529			19,272,473
Distributions to Shareholders:
From net investment income
Class A		(12,001,702	)		(7,132,953	)
Class B		(41,767	)		(14,371	)
Class C		(2,015,715	)		(768,419	)
Class I		(313,831	)		(59,253	)
Class R3		(33,696	)		(8,285	)
Class R4		(13,036	)		(8,106	)
Class R5		(3,904	)		(2,432	)
Class R6		—			—
Class Y		(280,833	)		(69,580	)
Total from net investment income		(14,704,484	)		(8,063,399	)
From net realized gain on investments
Class A		—			—
Class B		—			—
Class C		—			—
Class I		—			—
Class R3		—			—
Class R4		—			—
Class R5		—			—
Class R6		—			—
Class Y		—			—
Total from net realized gain on investments		—			—
From tax return of capital
Class A		—			—
Class C		—			—
Class I		—			—
Class R3		—			—
Class R4		—			—
Class R5		—			—
Class R6		—			—
Class Y		—			—
Total from tax return of capital		—			—
Total distributions		(14,704,484	)		(8,063,399	)
Capital Share Transactions:
Sold		184,453,221			145,195,971
Issued on reinvestment of distributions		14,198,368			7,818,050
Redeemed		(171,082,040	)		(104,978,744	)
Net increase (decrease) from capital share transactions		27,569,549			48,035,277
Net Increase (Decrease) in Net Assets		23,653,594			59,244,351
Net Assets:
Beginning of period		783,552,592			724,308,241
End of period	$	807,206,186		$	783,552,592
Undistributed (distributions in excess of) net investment income	$	—		$	4,758,269

The accompanying notes are an integral part of these financial statements.

152

Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

The Hartford Balanced Income Fund						The Hartford Checks and Balances Fund						The Hartford Conservative Allocation Fund						The Hartford Global All-Asset Fund (consolidated)
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	187,309,184		$	143,835,059		$	24,373,081		$	21,057,982		$	1,084,334		$	1,446,519		$	4,220,711		$	2,324,595
	94,912,725			110,379,036			134,019,885			238,129,795			(12,679,919	)		3,121,223			136,347			17,297,792
	223,444,964			(166,880,903	)		(111,061,222	)		(217,035,474	)		12,844,063			(10,422,136	)		5,809,084			(17,310,485	)
	505,666,873			87,333,192			47,331,744			42,152,303			1,248,478			(5,854,394	)		10,166,142			2,311,902
	(70,946,627	)		(62,458,924	)		(27,177,306	)		(55,713,483	)		(380,010	)		(1,875,342	)		—			(5,409,754	)
	(232,684	)		(370,397	)		(714,398	)		(3,294,011	)		(4,779	)		(77,881	)		—			—
	(49,939,045	)		(39,854,450	)		(3,983,068	)		(10,837,330	)		(56,755	)		(592,198	)		—			(2,460,431	)
	(44,419,166	)		(33,050,873	)		(816,611	)		(1,460,103	)		(4,464	)		(26,812	)		—			(3,050,630	)
	(3,415,937	)		(2,543,674	)		(217,443	)		(396,054	)		(23,699	)		(135,696	)		—			(57,126	)
	(2,039,147	)		(1,508,471	)		(84,107	)		(156,199	)		(9,340	)		(50,543	)		—			(40,973	)
	(758,307	)		(586,494	)		(110,986	)		(44,562	)		(10,864	)		(47,613	)		—			(85,423	)
	(179,631	)		(22,022	)		—			—			—			—			—			—
	(1,415,323	)		(842,848	)		—			—			—			—			—			(982,763	)
	(173,345,867	)		(141,238,153	)		(33,103,919	)		(71,901,742	)		(489,911	)		(2,806,085	)		—			(12,087,100	)
	(43,597,114	)		(36,282,177	)		(135,452,125	)		(106,653,342	)		(1,369,661	)		(5,655,677	)		(10,264,499	)		(22,409,257	)
	(205,848	)		(283,645	)		(7,828,280	)		(8,153,285	)		(40,118	)		(279,328	)		—			—
	(40,662,736	)		(30,309,242	)		(33,070,353	)		(25,529,842	)		(472,352	)		(1,983,497	)		(6,290,683	)		(14,348,050	)
	(21,482,203	)		(16,546,445	)		(3,515,155	)		(2,661,651	)		(12,446	)		(78,230	)		(4,288,931	)		(11,542,413	)
	(2,198,274	)		(1,648,138	)		(1,244,237	)		(799,514	)		(102,693	)		(438,171	)		(146,653	)		(351,411	)
	(1,104,289	)		(822,583	)		(426,209	)		(300,849	)		(31,144	)		(151,915	)		(85,232	)		(154,842	)
	(372,175	)		(312,399	)		(494,166	)		(12,362	)		(31,087	)		(141,981	)		(40,375	)		(305,906	)
	(100,762	)		(151	)		—			—			—			—			—			—
	(530,425	)		(393,249	)		—			—			—			—			(1,923,547	)		(3,542,170	)
	(110,253,826	)		(86,598,029	)		(182,030,525	)		(144,110,845	)		(2,059,501	)		(8,728,799	)		(23,039,920	)		(52,654,049	)
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	(283,599,693	)		(227,836,182	)		(215,134,444	)		(216,012,587	)		(2,549,412	)		(11,534,884	)		(23,039,920	)		(64,741,149	)
	3,598,650,705			2,309,266,868			231,229,857			286,161,470			20,162,248			20,192,610			93,451,937			43,638,377
	260,503,595			210,288,237			212,845,217			213,144,250			2,480,305			11,252,714			19,689,920			56,822,068
	(1,721,508,430	)		(1,236,883,493	)		(414,402,370	)		(280,875,143	)		(43,083,139	)		(58,025,946	)		(136,041,638	)		(163,335,579	)
	2,137,645,870			1,282,671,612			29,672,704			218,430,577			(20,440,586	)		(26,580,622	)		(22,899,781	)		(62,875,134	)
	2,359,713,050			1,142,168,622			(138,129,996	)		44,570,293			(21,741,520	)		(43,969,900	)		(35,773,559	)		(125,304,381	)
	6,593,570,620			5,451,401,998			1,941,802,079			1,897,231,786			164,294,089			208,263,989			367,627,910			492,932,291
$	8,953,283,670		$	6,593,570,620		$	1,803,672,083		$	1,941,802,079		$	142,552,569		$	164,294,089		$	331,854,351		$	367,627,910
$	14,125,715		$	6,628,052		$	476,506		$	480,790		$	686,596		$	—		$	4,791,960		$	(837,724	)

The accompanying notes are an integral part of these financial statements.

153

Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

	The Hartford Growth Allocation Fund
	For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
Operations:
Net investment income (loss)	$	1,442,557		$	9,319,391
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(95,935,585	)		67,285,581
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		80,920,337			(91,173,941	)
Net Increase (Decrease) in Net Assets Resulting from Operations		(13,572,691	)		(14,568,969	)
Distributions to Shareholders:
From net investment income
Class A		(8,630,634	)		(18,087,464	)
Class B		(27,787	)		(645,388	)
Class C		(1,302,257	)		(4,477,434	)
Class I		(159,034	)		(204,078	)
Class R3		(167,136	)		(527,573	)
Class R4		(204,185	)		(470,558	)
Class R5		(104,622	)		(208,845	)
Class R6		—			—
Class Y		—			—
Total from net investment income		(10,595,655	)		(24,621,340	)
From net realized gain on investments
Class A		(29,027,151	)		(134,407,182	)
Class B		(1,027,873	)		(8,457,837	)
Class C		(9,288,804	)		(45,122,326	)
Class I		(433,903	)		(1,699,581	)
Class R3		(741,109	)		(4,311,184	)
Class R4		(689,283	)		(3,491,529	)
Class R5		(287,934	)		(1,392,515	)
Class R6		—			—
Class Y		—			—
Total from net realized gain on investments		(41,496,057	)		(198,882,154	)
From tax return of capital
Class A		—			—
Class C		—			—
Class I		—			—
Class R3		—			—
Class R4		—			—
Class R5		—			—
Class R6		—			—
Class Y		—			—
Total from tax return of capital		—			—
Total distributions		(52,091,712	)		(223,503,494	)
Capital Share Transactions:
Sold		59,226,370			86,162,026
Issued on reinvestment of distributions		51,050,803			218,337,450
Redeemed		(167,620,052	)		(165,906,798	)
Net increase (decrease) from capital share transactions		(57,342,879	)		138,592,678
Net Increase (Decrease) in Net Assets		(123,007,282	)		(99,479,785	)
Net Assets:
Beginning of period		828,852,391			928,332,176
End of period	$	705,845,109		$	828,852,391
Undistributed (distributions in excess of) net investment income	$	2,005,127		$	7,883,703

The accompanying notes are an integral part of these financial statements.

154

Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

Hartford Moderate Allocation Fund						Hartford Multi-Asset Income Fund
For the Year Ended October 31, 2016			For the Year Ended October 31, 2015			For the Year Ended October 31, 2016			For the Year Ended October 31, 2015
$	2,174,491		$	4,926,437		$	3,691,732		$	5,870,424
	(18,325,952	)		45,203,085			(10,048,197	)		(6,695,083	)
	14,324,742			(63,156,679	)		6,993,886			(3,940,842	)
	(1,826,719	)		(13,027,157	)		637,421			(4,765,501	)
	(1,963,784	)		(8,794,684	)		(648,489	)		(501,033	)
	(29,946	)		(393,255	)		—			—
	(396,213	)		(2,794,746	)		(159,093	)		(168,813	)
	(54,973	)		(233,842	)		(299,645	)		(120,728	)
	(97,212	)		(666,596	)		(77,922	)		(82,529	)
	(39,823	)		(342,393	)		(83,319	)		(88,272	)
	(38,448	)		(173,311	)		(86,788	)		(91,927	)
	—			—			—			—
	—			—			(1,822,007	)		(5,444,597	)
	(2,620,399	)		(13,398,827	)		(3,177,263	)		(6,497,899	)
	(25,459,622	)		(34,416,160	)		—			—
	(762,041	)		(1,823,645	)		—			—
	(8,397,808	)		(12,237,856	)		—			—
	(602,808	)		(901,536	)		—			—
	(1,528,981	)		(2,777,103	)		—			—
	(566,418	)		(1,358,839	)		—			—
	(505,580	)		(653,612	)		—			—
	—			—			—			—
	—			—			—			—
	(37,823,258	)		(54,168,751	)		—			—
	—			—			(150,724	)		(45,724	)
	—			—			(36,977	)		(15,405	)
	—			—			(69,644	)		(11,017	)
	—			—			(18,111	)		(7,531	)
	—			—			(19,365	)		(8,056	)
	—			—			(20,171	)		(8,389	)
	—			—			—			—
	—			—			(423,477	)		(496,860	)
	—			—			(738,469	)		(592,982	)
	(40,443,657	)		(67,567,578	)		(3,915,732	)		(7,090,881	)
	39,489,568			53,431,753			45,803,657			11,133,911
	39,632,924			66,074,717			3,895,839			7,072,706
	(135,455,292	)		(160,828,090	)		(107,733,203	)		(14,612,615	)
	(56,332,800	)		(41,321,620	)		(58,033,707	)		3,594,002
	(98,603,176	)		(121,916,355	)		(61,312,018	)		(8,262,380	)
	612,317,477			734,233,832			133,321,556			141,583,936
$	513,714,301		$	612,317,477		$	72,009,538		$	133,321,556
$	456,740		$	—		$	(509,195	)	$	(617,802	)

The accompanying notes are an integral part of these financial statements.

155

Multi-Strategy Funds

Financial Highlights

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Invest ments			Total from Invest ment Operations			Dividends from Net Invest ment Income			Distri butions from Capital Gains		Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
The Hartford Balanced Fund
For the Year Ended October 31, 2016
A	$	20.87	$	0.30	$	(0.01	)(5)	$	0.29		$	(0.40	)	$	—	$	(0.40	)	$	20.76		1.43	%	$	601,415		1.15	%		1.15	%(6)		1.43	%		26	%
B		20.78		0.12		(0.02	)(5)		0.10			(0.20	)		—		(0.20	)		20.68		0.50			2,228		2.39			2.05	(6)		0.59			26
C		20.87		0.15		—	(7)		0.15			(0.26	)		—		(0.26	)		20.76		0.74			161,160		1.85			1.85	(6)		0.73			26
I		20.86		0.33		0.04			0.37			(0.47	)		—		(0.47	)		20.76		1.80			31,260		0.85			0.85	(6)		1.59			26
R3		21.09		0.24		0.01			0.25			(0.37	)		—		(0.37	)		20.97		1.18			3,174		1.47			1.41	(6)		1.13			26
R4		21.13		0.31		—	(7)		0.31			(0.42	)		—		(0.42	)		21.02		1.47			683		1.18			1.11	(6)		1.47			26
R5		21.14		0.36		0.02			0.38			(0.48	)		—		(0.48	)		21.04		1.81			242		0.88			0.81	(6)		1.74			26
Y		21.15		0.39		—	(7)		0.39			(0.49	)		—		(0.49	)		21.05		1.87			7,044		0.75			0.75	(6)		1.87			26
For the Year Ended October 31, 2015
A	$	20.54	$	0.25	$	0.33		$	0.58		$	(0.25	)	$	—	$	(0.25	)	$	20.87		2.84	%	$	607,698		1.15	%		1.15	%		1.20	%		22	%
B		20.42		0.07		0.33			0.40			(0.04	)		—		(0.04	)		20.78		1.98			5,246		2.27			1.99			0.35			22
C		20.54		0.11		0.33			0.44			(0.11	)		—		(0.11	)		20.87		2.15			153,455		1.84			1.84			0.52			22
I(8)		21.08		0.19		(0.24	)		(0.05	)		(0.17	)		—		(0.17	)		20.86		(0.19	)(9)		7,436		0.86	(10)		0.86	(10)		1.59	(10)		22
R3		20.75		0.20		0.34			0.54			(0.20	)		—		(0.20	)		21.09		2.62			1,361		1.49			1.40			0.97			22
R4		20.78		0.26		0.34			0.60			(0.25	)		—		(0.25	)		21.13		2.90			594		1.16			1.10			1.25			22
R5		20.80		0.33		0.33			0.66			(0.32	)		—		(0.32	)		21.14		3.19			164		0.87			0.80			1.56			22
Y		20.82		0.35		0.31			0.66			(0.33	)		—		(0.33	)		21.15		3.22			7,600		0.74			0.74			1.65			22
For the Year Ended October 31, 2014
A	$	18.62	$	0.23	$	1.92		$	2.15		$	(0.23	)	$	—	$	(0.23	)	$	20.54		11.60	%	$	585,217		1.17	%		1.17	%		1.17	%		39	%
B		18.50		0.06		1.91			1.97			(0.05	)		—		(0.05	)		20.42		10.64			8,635		2.27			2.04			0.33			39
C		18.63		0.09		1.92			2.01			(0.10	)		—		(0.10	)		20.54		10.82			126,773		1.86			1.86			0.47			39
R3		18.81		0.18		1.94			2.12			(0.18	)		—		(0.18	)		20.75		11.32			593		1.50			1.40			0.93			39
R4		18.83		0.24		1.95			2.19			(0.24	)		—		(0.24	)		20.78		11.67			786		1.16			1.10			1.22			39
R5		18.85		0.30		1.95			2.25			(0.30	)		—		(0.30	)		20.80		12.02			157		0.86			0.80			1.53			39
Y		18.87		0.32		1.95			2.27			(0.32	)		—		(0.32	)		20.82		12.08			2,147		0.74			0.74			1.59			39
For the Year Ended October 31, 2013
A	$	16.06	$	0.22	$	2.56		$	2.78		$	(0.22	)	$	—	$	(0.22	)	$	18.62		17.40	%	$	542,452		1.21	%		1.18	%		1.24	%		27	%
B		15.94		0.07		2.54			2.61			(0.05	)		—		(0.05	)		18.50		16.43			12,206		2.27			2.04			0.42			27
C		16.07		0.09		2.57			2.66			(0.10	)		—		(0.10	)		18.63		16.58			100,230		1.89			1.89			0.52			27
R3		16.23		0.17		2.59			2.76			(0.18	)		—		(0.18	)		18.81		17.11			641		1.51			1.40			0.98			27
R4		16.23		0.24		2.59			2.83			(0.23	)		—		(0.23	)		18.83		17.55			531		1.15			1.10			1.35			27
R5		16.26		0.28		2.59			2.87			(0.28	)		—		(0.28	)		18.85		17.81			140		0.86			0.80			1.62			27
Y		16.27		0.30		2.59			2.89			(0.29	)		—		(0.29	)		18.87		17.92			1,979		0.74			0.74			1.69			27
For the Year Ended October 31, 2012(11)
A	$	14.63	$	0.22	$	1.44		$	1.66		$	(0.23	)	$	—	$	(0.23	)	$	16.06		11.42	%	$	483,041		1.24	%		1.18	%		1.40	%		29	%
B		14.51		0.09		1.42			1.51			(0.08	)		—		(0.08	)		15.94		10.43			15,803		2.24			2.05			0.55			29
C		14.64		0.10		1.45			1.55			(0.12	)		—		(0.12	)		16.07		10.60			78,414		1.92			1.92			0.67			29
R3		14.78		0.18		1.47			1.65			(0.20	)		—		(0.20	)		16.23		11.22			378		1.56			1.40			1.17			29
R4		14.79		0.24		1.44			1.68			(0.24	)		—		(0.24	)		16.23		11.44			1,456		1.16			1.10			1.59			29
R5		14.81		0.28		1.46			1.74			(0.29	)		—		(0.29	)		16.26		11.84			121		0.88			0.80			1.78			29
Y		14.82		0.29		1.46			1.75			(0.30	)		—		(0.30	)		16.27		11.89			1,804		0.75			0.75			1.83			29

The accompanying notes are an integral part of these financial statements.

156

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																							— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Invest ments			Total from Invest ment Operations		Dividends from Net Invest ment Income			Distri butions from Capital Gains			Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
The Hartford Balanced Income Fund
For the Year Ended October 31, 2016
A	$	13.41	$	0.37	$	0.57		$	0.94	$	(0.33	)	$	(0.22	)	$	(0.55	)	$	13.80		7.29	%	$	3,076,342		0.96	%		0.96	%(12)		2.73	%		36	%
B		13.37		0.37		0.57			0.94		(0.32	)		(0.22	)		(0.54	)		13.77		7.30			6,529		1.08			1.00	(12)		2.74			36
C		13.24		0.26		0.57			0.83		(0.24	)		(0.22	)		(0.46	)		13.61		6.48			3,171,408		1.69			1.69	(12)		1.99			36
I		13.41		0.40		0.58			0.98		(0.37	)		(0.22	)		(0.59	)		13.80		7.57			2,290,723		0.70			0.70	(12)		2.95			36
R3		13.45		0.33		0.58			0.91		(0.30	)		(0.22	)		(0.52	)		13.84		6.98			174,319		1.32			1.25	(12)		2.43			36
R4		13.45		0.37		0.59			0.96		(0.34	)		(0.22	)		(0.56	)		13.85		7.36			106,451		1.02			0.95	(12)		2.71			36
R5		13.47		0.40		0.58			0.98		(0.37	)		(0.22	)		(0.59	)		13.86		7.53			31,698		0.72			0.70	(12)		2.97			36
R6		13.53		0.41		0.59			1.00		(0.38	)		(0.22	)		(0.60	)		13.93		7.65			9,636		0.62			0.62	(12)		3.04			36
Y		13.53		0.41		0.59			1.00		(0.38	)		(0.22	)		(0.60	)		13.93		7.65			86,177		0.62			0.62	(12)		3.00			36
For the Year Ended October 31, 2015
A	$	13.72	$	0.33	$	(0.10	)	$	0.23	$	(0.33	)	$	(0.21	)	$	(0.54	)	$	13.41		1.77	%	$	2,635,923		0.95	%		0.95	%		2.48	%		39	%
B		13.69		0.35		(0.14	)		0.21		(0.32	)		(0.21	)		(0.53	)		13.37		1.63			12,811		1.06			0.99			2.56			39
C		13.56		0.25		(0.12	)		0.13		(0.24	)		(0.21	)		(0.45	)		13.24		1.01			2,414,291		1.69			1.69			1.84			39
I		13.72		0.38		(0.11	)		0.27		(0.37	)		(0.21	)		(0.58	)		13.41		2.04			1,274,683		0.69			0.69			2.85			39
R3		13.77		0.31		(0.13	)		0.18		(0.29	)		(0.21	)		(0.50	)		13.45		1.40			127,608		1.31			1.24			2.30			39
R4		13.77		0.35		(0.13	)		0.22		(0.33	)		(0.21	)		(0.54	)		13.45		1.70			66,468		1.01			0.94			2.60			39
R5		13.78		0.38		(0.11	)		0.27		(0.37	)		(0.21	)		(0.58	)		13.47		2.03			22,907		0.71			0.69			2.84			39
R6(13)		13.90		0.33		(0.12	)		0.21		(0.37	)		(0.21	)		(0.58	)		13.53		1.65	(9)		6,072		0.67	(10)		0.64	(10)		2.50	(10)		39
Y		13.84		0.40		(0.12	)		0.28		(0.38	)		(0.21	)		(0.59	)		13.53		2.10			32,808		0.61			0.61			2.92			39
For the Year Ended October 31, 2014
A	$	13.05	$	0.34	$	0.83		$	1.17	$	(0.32	)	$	(0.18	)	$	(0.50	)	$	13.72		9.19	%	$	2,317,429		0.97	%		0.97	%		2.56	%		40	%
B		13.01		0.34		0.84			1.18		(0.32	)		(0.18	)		(0.50	)		13.69		9.25			18,846		1.07			0.99			2.56			40
C		12.91		0.24		0.82			1.06		(0.23	)		(0.18	)		(0.41	)		13.56		8.39			1,884,930		1.70			1.70			1.81			40
I		13.05		0.38		0.83			1.21		(0.36	)		(0.18	)		(0.54	)		13.72		9.47			1,031,554		0.70			0.70			2.80			40
R3		13.10		0.30		0.84			1.14		(0.29	)		(0.18	)		(0.47	)		13.77		8.90			106,894		1.32			1.24			2.26			40
R4		13.10		0.35		0.83			1.18		(0.33	)		(0.18	)		(0.51	)		13.77		9.19			54,196		1.02			0.94			2.58			40
R5		13.11		0.38		0.83			1.21		(0.36	)		(0.18	)		(0.54	)		13.78		9.44			13,069		0.73			0.69			2.83			40
Y		13.16		0.39		0.84			1.23		(0.37	)		(0.18	)		(0.55	)		13.84		9.55			24,484		0.62			0.62			2.89			40
For the Year Ended October 31, 2013
A	$	12.24	$	0.32	$	0.94		$	1.26	$	(0.30	)	$	(0.15	)	$	(0.45	)	$	13.05		10.57	%	$	1,879,401		0.99	%		0.96	%		2.53	%		32	%
B		12.20		0.32		0.94			1.26		(0.30	)		(0.15	)		(0.45	)		13.01		10.60			20,966		1.10			0.96			2.55			32
C		12.13		0.22		0.93			1.15		(0.22	)		(0.15	)		(0.37	)		12.91		9.70			1,326,973		1.72			1.70			1.78			32
I		12.24		0.35		0.94			1.29		(0.33	)		(0.15	)		(0.48	)		13.05		10.84			598,310		0.73			0.71			2.77			32
R3		12.29		0.29		0.94			1.23		(0.27	)		(0.15	)		(0.42	)		13.10		10.27			59,155		1.33			1.22			2.26			32
R4		12.28		0.32		0.95			1.27		(0.30	)		(0.15	)		(0.45	)		13.10		10.64			37,128		1.03			0.91			2.55			32
R5		12.29		0.36		0.94			1.30		(0.33	)		(0.15	)		(0.48	)		13.11		10.90			9,269		0.73			0.69			2.80			32
Y		12.34		0.36		0.95			1.31		(0.34	)		(0.15	)		(0.49	)		13.16		10.91			14,384		0.63			0.62			2.81			32
For the Year Ended October 31, 2012
A	$	11.02	$	0.35	$	1.18		$	1.53	$	(0.31	)	$	—		$	(0.31	)	$	12.24		14.05	%	$	1,131,250		1.04	%		0.83	%		2.98	%		30	%
B		10.98		0.30		1.16			1.46		(0.24	)		—			(0.24	)		12.20		13.44			16,451		1.54			1.30			2.55			30
C		10.94		0.25		1.18			1.43		(0.24	)		—			(0.24	)		12.13		13.22			649,208		1.79			1.58			2.19			30
I		11.02		0.37		1.18			1.55		(0.33	)		—			(0.33	)		12.24		14.31			307,422		0.81			0.59			3.19			30
R3		11.06		0.31		1.20			1.51		(0.28	)		—			(0.28	)		12.29		13.84			27,888		1.41			1.11			2.64			30
R4		11.06		0.33		1.21			1.54		(0.32	)		—			(0.32	)		12.28		14.08			14,568		1.17			0.83			2.77			30
R5		11.06		0.38		1.18			1.56		(0.33	)		—			(0.33	)		12.29		14.33			164		0.76			0.56			3.29			30
Y		11.05		0.37		1.26			1.63		(0.34	)		—			(0.34	)		12.34		14.98			1,829		0.74			0.56			3.14			30

The accompanying notes are an integral part of these financial statements.

157

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																						— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Invest ments		Total from Invest ment Operations		Dividends from Net Invest ment Income			Distri butions from Capital Gains			Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
The Hartford Checks and Balances Fund
For the Year Ended October 31, 2016
A	$	10.81	$	0.14	$	0.11	$	0.25	$	(0.19	)	$	(1.02	)	$	(1.21	)	$	9.85		2.78	%	$	1,386,748		0.41	%		0.41	%		1.46	%		8	%
B		10.76		0.07		0.09		0.16		(0.09	)		(1.02	)		(1.11	)		9.81		1.93			32,027		1.21			1.21			0.72			8
C		10.75		0.07		0.09		0.16		(0.11	)		(1.02	)		(1.13	)		9.78		1.94			321,436		1.16			1.16			0.71			8
I		10.83		0.17		0.09		0.26		(0.21	)		(1.02	)		(1.23	)		9.86		2.97			39,557		0.19			0.19			1.69			8
R3		10.78		0.10		0.10		0.20		(0.15	)		(1.02	)		(1.17	)		9.81		2.35			14,554		0.77			0.77			1.05			8
R4		10.79		0.13		0.10		0.23		(0.18	)		(1.02	)		(1.20	)		9.82		2.64			4,457		0.47			0.47			1.38			8
R5		10.82		0.16		0.11		0.27		(0.21	)		(1.02	)		(1.23	)		9.86		3.04			4,893		0.16			0.16			1.69			8
For the Year Ended October 31, 2015
A	$	11.89	$	0.14	$	0.11	$	0.25	$	(0.43	)	$	(0.90	)	$	(1.33	)	$	10.81		2.38	%	$	1,443,659		0.39	%		0.39	%		1.26	%		7	%
B		11.83		0.07		0.10		0.17		(0.34	)		(0.90	)		(1.24	)		10.76		1.64			87,066		1.20			1.20			0.64			7
C		11.83		0.05		0.12		0.17		(0.35	)		(0.90	)		(1.25	)		10.75		1.64			351,257		1.14			1.14			0.47			7
I		11.90		0.21		0.07		0.28		(0.45	)		(0.90	)		(1.35	)		10.83		2.64			36,770		0.16			0.16			1.93			7
R3		11.86		0.08		0.13		0.21		(0.39	)		(0.90	)		(1.29	)		10.78		2.03			13,247		0.75			0.75			0.73			7
R4		11.87		0.12		0.13		0.25		(0.43	)		(0.90	)		(1.33	)		10.79		2.33			4,652		0.45			0.45			1.13			7
R5		11.90		0.15		0.13		0.28		(0.46	)		(0.90	)		(1.36	)		10.82		2.65			5,150		0.14			0.14			1.37			7
For the Year Ended October 31, 2014
A	$	11.75	$	0.14	$	1.07	$	1.21	$	(0.21	)	$	(0.86	)	$	(1.07	)	$	11.89		11.07	%	$	1,404,632		0.39	%		0.39	%		1.25	%		15	%
B		11.64		0.05		1.05		1.10		(0.05	)		(0.86	)		(0.91	)		11.83		10.09			108,791		1.19			1.19			0.46			15
C		11.65		0.06		1.04		1.10		(0.06	)		(0.86	)		(0.92	)		11.83		10.17			334,810		1.14			1.14			0.50			15
I		11.78		0.18		1.06		1.24		(0.26	)		(0.86	)		(1.12	)		11.90		11.35			34,269		0.14			0.14			1.53			15
R3		11.69		0.10		1.06		1.16		(0.13	)		(0.86	)		(0.99	)		11.86		10.70			10,635		0.75			0.75			0.88			15
R4		11.73		0.13		1.07		1.20		(0.20	)		(0.86	)		(1.06	)		11.87		11.06			3,932		0.45			0.45			1.14			15
R5		11.78		0.17		1.07		1.24		(0.26	)		(0.86	)		(1.12	)		11.90		11.34			163		0.15			0.15			1.48			15
For the Year Ended October 31, 2013
A	$	9.92	$	0.16	$	1.88	$	2.04	$	(0.18	)	$	(0.03	)	$	(0.21	)	$	11.75		20.89	%	$	1,354,101		0.41	%		0.41	%		1.51	%		12	%
B		9.88		0.08		1.86		1.94		(0.15	)		(0.03	)		(0.18	)		11.64		20.01			117,550		1.21			1.21			0.72			12
C		9.89		0.08		1.87		1.95		(0.16	)		(0.03	)		(0.19	)		11.65		20.00			308,250		1.16			1.16			0.76			12
I		9.93		0.18		1.88		2.06		(0.18	)		(0.03	)		(0.21	)		11.78		21.15			29,305		0.15			0.15			1.70			12
R3		9.90		0.13		1.86		1.99		(0.17	)		(0.03	)		(0.20	)		11.69		20.43			10,875		0.75			0.75			1.19			12
R4		9.91		0.16		1.86		2.02		(0.17	)		(0.03	)		(0.20	)		11.73		20.79			1,535		0.46			0.46			1.46			12
R5		9.93		0.19		1.87		2.06		(0.18	)		(0.03	)		(0.21	)		11.78		21.16			144		0.15			0.15			1.74			12
For the Year Ended October 31, 2012(11)
A	$	9.22	$	0.20	$	0.74	$	0.94	$	(0.20	)	$	(0.04	)	$	(0.24	)	$	9.92		10.43	%	$	1,277,312		0.41	%		0.41	%		2.15	%		12	%
B		9.19		0.13		0.72		0.85		(0.12	)		(0.04	)		(0.16	)		9.88		9.45			114,693		1.22			1.22			1.35			12
C		9.19		0.13		0.74		0.87		(0.13	)		(0.04	)		(0.17	)		9.89		9.63			284,190		1.16			1.16			1.41			12
I		9.23		0.23		0.74		0.97		(0.23	)		(0.04	)		(0.27	)		9.93		10.70			21,254		0.16			0.16			2.38			12
R3		9.20		0.17		0.74		0.91		(0.17	)		(0.04	)		(0.21	)		9.90		10.08			10,764		0.76			0.76			1.71			12
R4		9.22		0.20		0.73		0.93		(0.20	)		(0.04	)		(0.24	)		9.91		10.29			1,375		0.47			0.47			1.92			12
R5		9.23		0.23		0.74		0.97		(0.23	)		(0.04	)		(0.27	)		9.93		10.70			119		0.16			0.16			2.37			12

The accompanying notes are an integral part of these financial statements.

158

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Invest ments			Total from Invest ment Operations			Dividends from Net Invest ment Income			Distri butions from Capital Gains			Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
The Hartford Conservative Allocation Fund
For the Year Ended October 31, 2016
A	$	9.85	$	0.09		$	0.02		$	0.11		$	(0.03	)	$	(0.12	)	$	(0.15	)	$	9.81		1.26	%	$	95,802		0.60	%		0.54	%		0.90	%		80	%
B		9.73		0.02			0.02			0.04			(0.02	)		(0.12	)		(0.14	)		9.63		0.44			1,416		1.49			1.29			0.16			80
C		9.73		0.01			0.01			0.02			(0.01	)		(0.12	)		(0.13	)		9.62		0.34			31,115		1.34			1.29			0.15			80
I		9.86		0.11			0.02			0.13			(0.04	)		(0.12	)		(0.16	)		9.83		1.45			1,087		0.32			0.27			1.18			80
R3		9.85		0.06			0.03			0.09			(0.03	)		(0.12	)		(0.15	)		9.79		0.99			8,561		0.94			0.79			0.64			80
R4		9.86		0.09			0.03			0.12			(0.04	)		(0.12	)		(0.16	)		9.82		1.28			2,340		0.64			0.49			0.94			80
R5		9.88		0.12			0.02			0.14			(0.04	)		(0.12	)		(0.16	)		9.86		1.56			2,231		0.34			0.19			1.25			80
For the Year Ended October 31, 2015
A	$	10.78	$	0.10		$	(0.42	)	$	(0.32	)	$	(0.15	)	$	(0.46	)	$	(0.61	)	$	9.85		(3.01	)%	$	108,907		0.60	%		0.60	%		0.98	%		15	%
B		10.72		0.04			(0.44	)		(0.40	)		(0.13	)		(0.46	)		(0.59	)		9.73		(3.83	)		3,371		1.47			1.41			0.41			15
C		10.71		0.02			(0.41	)		(0.39	)		(0.13	)		(0.46	)		(0.59	)		9.73		(3.70	)		37,732		1.34			1.34			0.22			15
I		10.77		0.16			(0.45	)		(0.29	)		(0.16	)		(0.46	)		(0.62	)		9.86		(2.74	)		1,064		0.31			0.31			1.53			15
R3		10.81		0.07			(0.43	)		(0.36	)		(0.14	)		(0.46	)		(0.60	)		9.85		(3.36	)		8,256		0.94			0.91			0.72			15
R4		10.79		0.10			(0.42	)		(0.32	)		(0.15	)		(0.46	)		(0.61	)		9.86		(3.02	)		2,461		0.65			0.61			0.94			15
R5		10.79		0.14			(0.43	)		(0.29	)		(0.16	)		(0.46	)		(0.62	)		9.88		(2.73	)		2,504		0.34			0.31			1.37			15
For the Year Ended October 31, 2014
A	$	11.05	$	0.07		$	0.09		$	0.16		$	(0.09	)	$	(0.34	)	$	(0.43	)	$	10.78		1.50	%	$	134,286		0.59	%		0.59	%		0.64	%		27	%
B		10.99		(0.01	)		0.08			0.07			—			(0.34	)		(0.34	)		10.72		0.71			6,872		1.43			1.40			(0.13	)		27
C		10.98		(0.01	)		0.08			0.07			—			(0.34	)		(0.34	)		10.71		0.71			46,745		1.34			1.34			(0.09	)		27
I		11.06		0.10			0.08			0.18			(0.13	)		(0.34	)		(0.47	)		10.77		1.76			1,829		0.32			0.32			0.91			27
R3		11.06		0.03			0.09			0.12			(0.03	)		(0.34	)		(0.37	)		10.81		1.17			10,141		0.94			0.90			0.31			27
R4		11.04		0.07			0.08			0.15			(0.06	)		(0.34	)		(0.40	)		10.79		1.45			4,806		0.64			0.60			0.65			27
R5		11.08		0.10			0.08			0.18			(0.13	)		(0.34	)		(0.47	)		10.79		1.74			3,585		0.34			0.30			0.92			27
For the Year Ended October 31, 2013
A	$	11.35	$	0.10		$	0.15		$	0.25		$	(0.32	)	$	(0.23	)	$	(0.55	)	$	11.05		2.26	%	$	147,617		0.58	%		0.58	%		0.93	%		22	%
B		11.33		0.03			0.13			0.16			(0.27	)		(0.23	)		(0.50	)		10.99		1.42			11,240		1.40			1.40			0.27			22
C		11.32		0.02			0.15			0.17			(0.28	)		(0.23	)		(0.51	)		10.98		1.51			53,554		1.32			1.32			0.17			22
I		11.34		0.12			0.16			0.28			(0.33	)		(0.23	)		(0.56	)		11.06		2.60			1,397		0.30			0.30			1.13			22
R3		11.37		0.05			0.17			0.22			(0.30	)		(0.23	)		(0.53	)		11.06		1.99			10,496		0.93			0.93			0.48			22
R4		11.33		0.12			0.13			0.25			(0.31	)		(0.23	)		(0.54	)		11.04		2.29			7,620		0.62			0.62			1.08			22
R5		11.36		0.15			0.13			0.28			(0.33	)		(0.23	)		(0.56	)		11.08		2.57			3,378		0.32			0.32			1.35			22
For the Year Ended October 31, 2012(11)
A	$	10.71	$	0.12		$	0.68		$	0.80		$	(0.16	)	$	—		$	(0.16	)	$	11.35		7.55	%	$	166,842		0.58	%		0.58	%		1.13	%		83	%
B		10.71		0.03			0.68			0.71			(0.09	)		—			(0.09	)		11.33		6.69			17,538		1.39			1.39			0.38			83
C		10.70		0.04			0.68			0.72			(0.10	)		—			(0.10	)		11.32		6.78			59,053		1.33			1.33			0.37			83
I		10.69		0.16			0.67			0.83			(0.18	)		—			(0.18	)		11.34		7.89			1,481		0.30			0.30			1.39			83
R3		10.74		0.08			0.68			0.76			(0.13	)		—			(0.13	)		11.37		7.18			9,608		0.93			0.93			0.62			83
R4		10.69		0.11			0.69			0.80			(0.16	)		—			(0.16	)		11.33		7.55			14,196		0.63			0.63			1.00			83
R5		10.71		0.15			0.68			0.83			(0.18	)		—			(0.18	)		11.36		7.86			4,192		0.33			0.33			1.43			83

The accompanying notes are an integral part of these financial statements.

159

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Invest ments			Total from Invest ment Operations			Dividends from Net Invest ment Income			Distri butions from Capital Gains			Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
The Hartford Global All-Asset Fund (consolidated)
For the Year Ended October 31, 2016
A	$	10.95	$	0.12		$	0.15		$	0.27		$	—		$	(0.71	)	$	(0.71	)	$	10.51		2.85	%	$	120,010		1.47	%		1.27	%(14)		1.18	%		95	%
C		10.85		0.04			0.15			0.19			—			(0.71	)		(0.71	)		10.33		2.09			71,094		2.19			2.02	(14)		0.43			95
I		10.98		0.15			0.15			0.30			—			(0.71	)		(0.71	)		10.57		3.12			47,856		1.17			1.02	(14)		1.43			95
R3		10.97		0.09			0.15			0.24			—			(0.71	)		(0.71	)		10.50		2.55			1,879		1.79			1.52	(14)		0.93			95
R4		11.08		0.13			0.15			0.28			—			(0.71	)		(0.71	)		10.65		2.91			1,103		1.49			1.22	(14)		1.28			95
R5		10.98		0.09			0.15			0.24			—			(0.71	)		(0.71	)		10.51		2.64			11		1.17			0.97	(14)		0.86			95
Y		10.99		0.16			0.15			0.31			—			(0.71	)		(0.71	)		10.59		3.22			89,901		1.07			0.92	(14)		1.61			95
For the Year Ended October 31, 2015
A	$	12.68	$	0.08		$	(0.08	)	$	—		$	(0.31	)	$	(1.42	)	$	(1.73	)	$	10.95		0.33	%	$	162,691		1.46	%		1.25	%		0.68	%		63	%
C		12.56		—			(0.07	)		(0.07	)		(0.22	)		(1.42	)		(1.64	)		10.85		(0.31	)		99,973		2.18			2.00			(0.02	)		63
I		12.72		0.10			(0.07	)		0.03			(0.35	)		(1.42	)		(1.77	)		10.98		0.58			70,837		1.15			1.00			0.88			63
R3		12.67		0.05			(0.07	)		(0.02	)		(0.26	)		(1.42	)		(1.68	)		10.97		0.16			2,385		1.78			1.50			0.43			63
R4		12.80		0.10			(0.08	)		0.02			(0.32	)		(1.42	)		(1.74	)		11.08		0.51			1,381		1.49			1.20			0.85			63
R5		12.72		0.13			(0.10	)		0.03			(0.35	)		(1.42	)		(1.77	)		10.98		0.61			624		1.16			0.95			1.12			63
Y		12.72		0.13			(0.08	)		0.05			(0.36	)		(1.42	)		(1.78	)		10.99		0.76			29,736		1.07			0.90			1.12			63
For the Year Ended October 31, 2014
A	$	12.34	$	0.11		$	0.40		$	0.51		$	(0.13	)	$	(0.04	)	$	(0.17	)	$	12.68		4.18	%	$	206,595		1.40	%		1.25	%		0.85	%		75	%
C		12.23		0.01			0.39			0.40			(0.03	)		(0.04	)		(0.07	)		12.56		3.30			130,260		2.13			2.00			0.10			75
I		12.38		0.14			0.40			0.54			(0.16	)		(0.04	)		(0.20	)		12.72		4.43			117,499		1.10			0.98			1.11			75
R3		12.34		0.08			0.39			0.47			(0.10	)		(0.04	)		(0.14	)		12.67		3.86			3,340		1.73			1.50			0.61			75
R4		12.47		0.11			0.41			0.52			(0.15	)		(0.04	)		(0.19	)		12.80		4.18			1,363		1.44			1.20			0.90			75
R5		12.38		0.14			0.41			0.55			(0.17	)		(0.04	)		(0.21	)		12.72		4.49			2,730		1.12			0.95			1.14			75
Y		12.38		0.15			0.41			0.56			(0.18	)		(0.04	)		(0.22	)		12.72		4.54			31,145		1.02			0.90			1.18			75
For the Year Ended October 31, 2013
A	$	11.30	$	0.08		$	1.25		$	1.33		$	(0.29	)	$	—		$	(0.29	)	$	12.34		12.02	%	$	264,437		1.37	%		1.22	%		0.72	%		47	%
C		11.18		—			1.24			1.24			(0.19	)		—			(0.19	)		12.23		11.26			150,191		2.11			1.97			(0.03	)		47
I		11.33		0.12			1.25			1.37			(0.32	)		—			(0.32	)		12.38		12.37			134,853		1.08			0.96			0.99			47
R3		11.29		0.05			1.26			1.31			(0.26	)		—			(0.26	)		12.34		11.78			3,504		1.70			1.47			0.45			47
R4		11.39		0.07			1.29			1.36			(0.28	)		—			(0.28	)		12.47		12.16			1,906		1.42			1.18			0.57			47
R5		11.34		0.12			1.25			1.37			(0.33	)		—			(0.33	)		12.38		12.30			2,615		1.09			0.93			0.99			47
Y		11.34		0.12			1.25			1.37			(0.33	)		—			(0.33	)		12.38		12.36			48,035		0.99			0.88			1.04			47
For the Year Ended October 31, 2012
A	$	10.63	$	0.06		$	0.67		$	0.73		$	(0.06	)	$	—		$	(0.06	)	$	11.30		6.97	%	$	293,773		1.38	%		1.09	%		0.58	%		94	%
C		10.53		(0.02	)		0.67			0.65			—			—			—			11.18		6.17			169,673		2.12			1.84			(0.16	)		94
I		10.66		0.09			0.68			0.77			(0.10	)		—			(0.10	)		11.33		7.28			180,463		1.09			0.83			0.84			94
R3		10.61		0.04			0.67			0.71			(0.03	)		—			(0.03	)		11.29		6.75			3,961		1.74			1.36			0.33			94
R4		10.64		0.07			0.68			0.75			—			—			—			11.39		7.05			1,378		1.45			1.06			0.62			94
R5		10.67		0.09			0.68			0.77			(0.10	)		—			(0.10	)		11.34		7.31			2,485		1.11			0.83			0.85			94
Y		10.67		0.10			0.68			0.78			(0.11	)		—			(0.11	)		11.34		7.38			84,780		1.01			0.77			0.91			94

The accompanying notes are an integral part of these financial statements.

160

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Invest ments			Total from Invest ment Operations			Dividends from Net Invest ment Income			Distri butions from Capital Gains			Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
The Hartford Growth Allocation Fund
For the Year Ended October 31, 2016
A	$	11.25	$	0.04		$	(0.21	)	$	(0.17	)	$	(0.16	)	$	(0.57	)	$	(0.73	)	$	10.35		(1.38	)%	$	507,111		0.57	%		0.57	%		0.37	%		98	%
B		11.10		(0.04	)		(0.22	)		(0.26	)		(0.02	)		(0.57	)		(0.59	)		10.25		(2.31	)		7,399		1.51			1.47			(0.41	)		98
C		11.06		(0.04	)		(0.20	)		(0.24	)		(0.08	)		(0.57	)		(0.65	)		10.17		(2.12	)		154,929		1.30			1.30			(0.36	)		98
I		11.21		0.06			(0.19	)		(0.13	)		(0.20	)		(0.57	)		(0.77	)		10.31		(1.02	)		7,490		0.26			0.26			0.63			98
R3		10.98		—			(0.20	)		(0.20	)		(0.12	)		(0.57	)		(0.69	)		10.09		(1.68	)		12,110		0.88			0.88			0.05			98
R4		11.19		0.04			(0.21	)		(0.17	)		(0.16	)		(0.57	)		(0.73	)		10.29		(1.40	)		11,769		0.58			0.58			0.36			98
R5		11.27		0.07			(0.21	)		(0.14	)		(0.19	)		(0.57	)		(0.76	)		10.37		(1.06	)		5,037		0.28			0.28			0.67			98
For the Year Ended October 31, 2015
A	$	15.10	$	0.14		$	(0.41	)	$	(0.27	)	$	(0.34	)	$	(3.24	)	$	(3.58	)	$	11.25		(1.57	)%	$	582,205		0.57	%		0.55	%		1.19	%		14	%
B		14.91		0.11			(0.48	)		(0.37	)		(0.20	)		(3.24	)		(3.44	)		11.10		(2.45	)		21,236		1.47			1.39			0.89			14
C		14.90		0.06			(0.41	)		(0.35	)		(0.25	)		(3.24	)		(3.49	)		11.06		(2.26	)		183,173		1.30			1.29			0.55			14
I		15.06		0.39			(0.62	)		(0.23	)		(0.38	)		(3.24	)		(3.62	)		11.21		(1.23	)		8,310		0.25			0.23			3.33			14
R3		14.83		0.13			(0.43	)		(0.30	)		(0.31	)		(3.24	)		(3.55	)		10.98		(1.91	)		14,233		0.89			0.84			1.08			14
R4		15.04		0.14			(0.41	)		(0.27	)		(0.34	)		(3.24	)		(3.58	)		11.19		(1.60	)		14,014		0.59			0.54			1.18			14
R5		15.13		0.17			(0.41	)		(0.24	)		(0.38	)		(3.24	)		(3.62	)		11.27		(1.35	)		5,681		0.29			0.24			1.43			14
For the Year Ended October 31, 2014
A	$	14.27	$	0.10		$	0.81		$	0.91		$	(0.08	)	$	—		$	(0.08	)	$	15.10		6.40	%	$	628,969		0.57	%		0.56	%		0.66	%		103	%
B		14.13		(0.01	)		0.79			0.78			—			—			—			14.91		5.52			40,575		1.42			1.42			(0.07	)		103
C		14.11		(0.01	)		0.80			0.79			—			—			—			14.90		5.60			209,438		1.30			1.29			(0.06	)		103
I		14.23		0.14			0.82			0.96			(0.13	)		—			(0.13	)		15.06		6.74			6,553		0.25			0.24			0.92			103
R3		14.02		0.05			0.80			0.85			(0.04	)		—			(0.04	)		14.83		6.09			19,608		0.87			0.87			0.36			103
R4		14.22		0.10			0.81			0.91			(0.09	)		—			(0.09	)		15.04		6.39			16,704		0.57			0.57			0.67			103
R5		14.29		0.14			0.82			0.96			(0.12	)		—			(0.12	)		15.13		6.75			6,485		0.27			0.27			0.96			103
For the Year Ended October 31, 2013
A	$	12.21	$	0.13		$	2.26		$	2.39		$	(0.33	)	$	—		$	(0.33	)	$	14.27		20.02	%	$	610,007		0.59	%		0.59	%		0.97	%		20	%
B		12.09		0.04			2.22			2.26			(0.22	)		—			(0.22	)		14.13		19.00			64,592		1.42			1.42			0.35			20
C		12.08		0.04			2.24			2.28			(0.25	)		—			(0.25	)		14.11		19.17			212,687		1.32			1.32			0.28			20
I		12.17		0.15			2.28			2.43			(0.37	)		—			(0.37	)		14.23		20.46			4,648		0.27			0.27			1.18			20
R3		12.01		0.09			2.23			2.32			(0.31	)		—			(0.31	)		14.02		19.71			19,453		0.88			0.88			0.71			20
R4		12.15		0.14			2.25			2.39			(0.32	)		—			(0.32	)		14.22		20.11			17,221		0.58			0.58			1.07			20
R5		12.22		0.19			2.25			2.44			(0.37	)		—			(0.37	)		14.29		20.44			6,569		0.28			0.28			1.48			20
For the Year Ended October 31, 2012
A	$	11.24	$	0.07		$	1.01		$	1.08		$	(0.11	)	$	—		$	(0.11	)	$	12.21		9.75	%	$	520,278		0.61	%		0.61	%		0.58	%		95	%(15)
B		11.11		(0.02	)		1.01			0.99			(0.01	)		—			(0.01	)		12.09		8.93			89,586		1.41			1.41			(0.20	)		95	(15)
C		11.11		(0.02	)		1.01			0.99			(0.02	)		—			(0.02	)		12.08		8.97			196,748		1.34			1.34			(0.15	)		95	(15)
I		11.21		0.11			1.00			1.11			(0.15	)		—			(0.15	)		12.17		10.08			3,268		0.29			0.29			0.91			95	(15)
R3		11.07		0.02			1.01			1.03			(0.09	)		—			(0.09	)		12.01		9.43			17,513		0.89			0.89			0.21			95	(15)
R4		11.18		0.07			1.02			1.09			(0.12	)		—			(0.12	)		12.15		9.83			17,299		0.59			0.59			0.60			95	(15)
R5		11.25		0.10			1.02			1.12			(0.15	)		—			(0.15	)		12.22		10.11			7,954		0.29			0.29			0.82			95	(15)

The accompanying notes are an integral part of these financial statements.

161

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																									— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Invest ment Income (Loss)			Net Realized and Unrealized Gain (Loss) on Invest ments			Total from Invest ment Operations			Dividends from Net Invest ment Income			Distri butions from Capital Gains			Total Dividends and Distri butions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Invest ment Income (Loss) to Average Net Assets(4)			Port folio Turn over
Hartford Moderate Allocation Fund
For the Year Ended October 31, 2016
A	$	11.69	$	0.06		$	(0.07	)	$	(0.01	)	$	(0.05	)	$	(0.73	)	$	(0.78	)	$	10.90		0.14	%	$	354,058		0.55	%		0.55	%		0.57	%		81	%
B		11.53		(0.03	)		(0.08	)		(0.11	)		(0.03	)		(0.73	)		(0.76	)		10.66		(0.83	)		4,395		1.47			1.46			(0.26	)		81
C		11.52		(0.02	)		(0.08	)		(0.10	)		(0.03	)		(0.73	)		(0.76	)		10.66		(0.70	)		110,316		1.28			1.28			(0.16	)		81
I		11.72		0.10			(0.08	)		0.02			(0.06	)		(0.73	)		(0.79	)		10.95		0.41			8,123		0.25			0.25			0.90			81
R3		11.55		0.02			(0.07	)		(0.05	)		(0.04	)		(0.73	)		(0.77	)		10.73		(0.22	)		22,354		0.88			0.88			0.21			81
R4		11.69		0.06			(0.08	)		(0.02	)		(0.05	)		(0.73	)		(0.78	)		10.89		0.03			7,884		0.58			0.58			0.52			81
R5		11.72		0.09			(0.07	)		0.02			(0.06	)		(0.73	)		(0.79	)		10.95		0.38			6,584		0.28			0.28			0.81			81
For the Year Ended October 31, 2015
A	$	13.16	$	0.11		$	(0.36	)	$	(0.25	)	$	(0.23	)	$	(0.99	)	$	(1.22	)	$	11.69		(1.88	)%	$	412,907		0.55	%		0.55	%		0.88	%		16	%
B		13.06		0.05			(0.38	)		(0.33	)		(0.21	)		(0.99	)		(1.20	)		11.53		(2.64	)		12,812		1.43			1.40			0.39			16
C		13.05		0.03			(0.36	)		(0.33	)		(0.21	)		(0.99	)		(1.20	)		11.52		(2.59	)		135,008		1.29			1.29			0.23			16
I		13.16		0.17			(0.38	)		(0.21	)		(0.24	)		(0.99	)		(1.23	)		11.72		(1.56	)		9,269		0.24			0.24			1.42			16
R3		13.04		0.11			(0.39	)		(0.28	)		(0.22	)		(0.99	)		(1.21	)		11.55		(2.17	)		24,956		0.89			0.89			0.91			16
R4		13.16		0.10			(0.35	)		(0.25	)		(0.23	)		(0.99	)		(1.22	)		11.69		(1.91	)		9,198		0.59			0.59			0.86			16
R5		13.17		0.13			(0.35	)		(0.22	)		(0.24	)		(0.99	)		(1.23	)		11.72		(1.65	)		8,166		0.29			0.29			1.09			16
For the Year Ended October 31, 2014
A	$	12.86	$	0.09		$	0.36		$	0.45		$	(0.13	)	$	(0.02	)	$	(0.15	)	$	13.16		3.54	%	$	462,724		0.55	%		0.55	%		0.69	%		28	%
B		12.75		(0.01	)		0.34			0.33			—			(0.02	)		(0.02	)		13.06		2.62			25,234		1.39			1.39			(0.06	)		28
C		12.74		(0.01	)		0.37			0.36			(0.03	)		(0.02	)		(0.05	)		13.05		2.79			164,473		1.28			1.28			(0.04	)		28
I		12.88		0.13			0.37			0.50			(0.20	)		(0.02	)		(0.22	)		13.16		3.87			11,868		0.24			0.24			0.95			28
R3		12.74		0.04			0.35			0.39			(0.07	)		(0.02	)		(0.09	)		13.04		3.11			38,607		0.88			0.88			0.34			28
R4		12.86		0.08			0.36			0.44			(0.12	)		(0.02	)		(0.14	)		13.16		3.44			22,195		0.58			0.58			0.64			28
R5		12.89		0.13			0.36			0.49			(0.19	)		(0.02	)		(0.21	)		13.17		3.79			9,133		0.28			0.28			0.97			28
For the Year Ended October 31, 2013
A	$	12.00	$	0.12		$	1.07		$	1.19		$	(0.33	)	$	—		$	(0.33	)	$	12.86		10.13	%	$	484,156		0.55	%		0.55	%		1.01	%		21	%
B		11.93		0.05			1.04			1.09			(0.27	)		—			(0.27	)		12.75		9.31			42,407		1.37			1.37			0.38			21
C		11.93		0.03			1.06			1.09			(0.28	)		—			(0.28	)		12.74		9.34			174,647		1.28			1.28			0.27			21
I		11.99		0.14			1.10			1.24			(0.35	)		—			(0.35	)		12.88		10.53			9,649		0.24			0.24			1.18			21
R3		11.90		0.08			1.07			1.15			(0.31	)		—			(0.31	)		12.74		9.87			41,503		0.88			0.88			0.65			21
R4		11.99		0.17			1.02			1.19			(0.32	)		—			(0.32	)		12.86		10.18			22,776		0.58			0.58			1.36			21
R5		12.00		0.17			1.07			1.24			(0.35	)		—			(0.35	)		12.89		10.53			10,161		0.28			0.28			1.37			21
For the Year Ended October 31, 2012(11)
A	$	11.21	$	0.11		$	0.82		$	0.93		$	(0.14	)	$	—		$	(0.14	)	$	12.00		8.41	%	$	473,562		0.55	%		0.55	%		0.99	%		79	%
B		11.19		0.01			0.81			0.82			(0.08	)		—			(0.08	)		11.93		7.42			64,262		1.35			1.35			0.22			79
C		11.18		0.02			0.82			0.84			(0.09	)		—			(0.09	)		11.93		7.54			171,252		1.29			1.29			0.23			79
I		11.21		0.14			0.81			0.95			(0.17	)		—			(0.17	)		11.99		8.57			8,563		0.27			0.27			1.11			79
R3		11.14		0.07			0.81			0.88			(0.12	)		—			(0.12	)		11.90		7.94			38,637		0.89			0.89			0.57			79
R4		11.21		0.11			0.81			0.92			(0.14	)		—			(0.14	)		11.99		8.31			35,982		0.58			0.58			0.93			79
R5		11.21		0.14			0.82			0.96			(0.17	)		—			(0.17	)		12.00		8.63			11,846		0.28			0.28			1.25			79

The accompanying notes are an integral part of these financial statements.

162

Multi-Strategy Funds

Financial Highlights – (continued)

	— Selected Per-Share Data(1) —																										— Ratios and Supplemental Data —
Class	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return(2)			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments(3)(4)			Ratio of Expenses to Average Net Assets After Adjust- ments(3)(4)			Ratio of Net Investment Income (Loss) to Average Net Assets(4)			Portfolio Turnover
Hartford Multi-Asset Income Fund
For the Year Ended October 31, 2016
A	$	9.14	$	0.43	$	(0.06	)	$	0.37		$	(0.38	)	$	—	$	(0.09	)	$	(0.47	)	$	9.04		4.31	%	$	13,352		1.37	%		1.13	%(16)		4.88	%		80	%
C		9.14		0.36		(0.06	)		0.30			(0.32	)		—		(0.08	)		(0.40	)		9.04		3.49			4,659		2.07			1.88	(16)		4.06			80
I		9.14		0.44		(0.05	)		0.39			(0.40	)		—		(0.09	)		(0.49	)		9.04		4.46			12,530		1.10			0.87	(16)		4.91			80
R3		9.14		0.40		(0.06	)		0.34			(0.36	)		—		(0.08	)		(0.44	)		9.04		3.87			2,018		1.72			1.43	(16)		4.51			80
R4		9.14		0.43		(0.04	)		0.37			(0.38	)		—		(0.09	)		(0.47	)		9.04		4.19			2,028		1.42			1.13	(16)		4.81			80
R5		9.14		0.44		(0.05	)		0.39			(0.40	)		—		(0.09	)		(0.49	)		9.04		4.40			2,038		1.12			0.94	(16)		5.00			80
Y		9.15		0.45		(0.06	)		0.39			(0.41	)		—		(0.09	)		(0.50	)		9.04		4.55			35,383		1.02			0.84	(16)		5.06			80
For the Year Ended October 31, 2015
A	$	9.95	$	0.38	$	(0.72	)	$	(0.34	)	$	(0.43	)	$	—	$	(0.04	)	$	(0.47	)	$	9.14		(3.55	)%	$	12,061		1.22	%		1.12	%		3.98	%		86	%
C		9.94		0.31		(0.72	)		(0.41	)		(0.36	)		—		(0.03	)		(0.39	)		9.14		(4.18	)		4,426		1.94			1.87			3.27			86
I		9.95		0.41		(0.73	)		(0.32	)		(0.45	)		—		(0.04	)		(0.49	)		9.14		(3.18	)		2,891		0.92			0.85			4.33			86
R3		9.95		0.36		(0.73	)		(0.37	)		(0.40	)		—		(0.04	)		(0.44	)		9.14		(3.75	)		1,936		1.60			1.42			3.73			86
R4		9.95		0.39		(0.73	)		(0.34	)		(0.43	)		—		(0.04	)		(0.47	)		9.14		(3.45	)		1,945		1.30			1.12			4.03			86
R5		9.95		0.40		(0.73	)		(0.33	)		(0.44	)		—		(0.04	)		(0.48	)		9.14		(3.27	)		1,950		1.00			0.93			4.22			86
Y		9.95		0.41		(0.72	)		(0.31	)		(0.45	)		—		(0.04	)		(0.49	)		9.15		(3.17	)		108,112		0.90			0.83			4.26			86
For the Period Ended October 31, 2014
A(17)	$	10.00	$	0.18	$	(0.10	)	$	0.08		$	(0.13	)	$	—	$	—		$	(0.13	)	$	9.95		0.80	%(9)	$	10,514		1.17	%(10)		1.12	%(10)		3.37	%(10)		26	%(9)
C(17)		10.00		0.14		(0.10	)		0.04			(0.10	)		—		—			(0.10	)		9.94		0.37	(9)		4,350		1.93	(10)		1.87	(10)		2.68	(10)		26	(9)
I(17)		10.00		0.18		(0.09	)		0.09			(0.14	)		—		—			(0.14	)		9.95		0.92	(9)		2,238		0.93	(10)		0.87	(10)		3.49	(10)		26	(9)
R3(17)		10.00		0.16		(0.09	)		0.07			(0.12	)		—		—			(0.12	)		9.95		0.64	(9)		2,012		1.62	(10)		1.42	(10)		2.93	(10)		26	(9)
R4(17)		10.00		0.17		(0.09	)		0.08			(0.13	)		—		—			(0.13	)		9.95		0.78	(9)		2,016		1.32	(10)		1.12	(10)		3.23	(10)		26	(9)
R5(17)		10.00		0.18		(0.09	)		0.09			(0.14	)		—		—			(0.14	)		9.95		0.88	(9)		2,017		1.02	(10)		0.93	(10)		3.42	(10)		26	(9)
Y(17)		10.00		0.20		(0.10	)		0.10			(0.15	)		—		—			(0.15	)		9.95		0.93	(9)		118,437		0.88	(10)		0.83	(10)		3.74	(10)		26	(9)

⁽¹⁾  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.

⁽³⁾  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

⁽⁴⁾  Ratios do not include expenses of the Underlying Funds and/or ETFs/ETNs, if applicable.

⁽⁵⁾  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

⁽⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 1.14%, 2.04%, 1.84%, 0.84%, 1.40%, 1.10%, 0.80% and 0.74% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽⁷⁾  Per share amount is less than $0.005.

⁽⁸⁾  Commenced operations on March 31, 2015.

⁽⁹⁾  Not annualized.

⁽¹⁰⁾  Annualized.

⁽¹¹⁾  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

⁽¹²⁾  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 0.99%, 1.68%, 0.69%, 1.24%, 0.94%, 0.69%, 0.61% and 0.61% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

⁽¹³⁾  Commenced operations on November 7, 2014.

⁽¹⁴⁾  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.50%, 1.20%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁵⁾  During the year ended October 31, 2012, the Fund incurred $36.1 million in sales of securities held associated with the transition of assets from The Hartford Equity Growth Allocation Fund, which merged into the Growth Allocation Fund on May 25, 2012. These sales are excluded from the portfolio turnover calculation.

⁽¹⁶⁾  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 1.87%, 0.87%, 1.42%, 1.12%, 0.93% and 0.83% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

⁽¹⁷⁾  Commenced operations on April 30, 2014.

The accompanying notes are an integral part of these financial statements.

163

Multi-Strategy Funds

Notes to Financial Statements

October 31, 2016

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-three series, as of October 31, 2016. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Balanced Fund (the “Balanced Fund”)

The Hartford Balanced Income Fund (the “Balanced Income Fund”)

The Hartford Checks and Balances Fund (the “Checks and Balances Fund”)

The Hartford Conservative Allocation Fund (the “Conservative Allocation Fund”)

The Hartford Global All-Asset Fund (the “Global All-Asset Fund”)

The Hartford Growth Allocation Fund (the “Growth Allocation Fund”)

Hartford Moderate Allocation Fund (the “Moderate Allocation Fund”)

Hartford Multi-Asset Income Fund (the “Multi-Asset Income Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class C, Class I, Class R3, Class R4 and Class R5 shares. Balanced Income Fund offers Class R6 shares. In addition, each Fund, except Multi-Asset Income Fund and Global All-Asset Fund, offers Class B shares. Also, each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, offers Class Y shares. Each Fund’s Class A shares are sold with a front-end sales charge of up to 5.50%, except Multi-Asset Income Fund for which Class A shares are sold with a front-end sales charge of up to 4.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero, depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Class I shares are sold without sales charges to certain eligible investors primarily through advisory fee-based wrap programs. Class R3, R4, R5 and R6 shares, which are offered to employer-sponsored retirement plans, and Class Y shares, which are sold to certain eligible institutional investors, are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years.

Each of Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, as a “fund of funds,” invests the majority of its assets in Class Y shares of other Hartford Funds (“Affiliated Investment Companies”) and may also invest in one or more unaffiliated money market funds (together with the Affiliated Investment Companies, the “Underlying Funds”), certain exchange traded funds (“ETFs”) and/or exchange traded notes (“ETNs”). The Checks and Balances Fund, as a “fund of funds”, invests in Class Y shares of the following Affiliated Investment Companies: The Hartford Capital Appreciation Fund, The Hartford Dividend and Growth Fund and The Hartford Total Return Bond Fund (each an “Underlying Fund”).

No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

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October 31, 2016

2. Significant Accounting Policies:

The significant accounting policies of the Underlying Funds are outlined in the shareholder reports for such funds, available (1) without charge, upon request, by calling 888-843-7824, (2) on our website www.hartfordfunds.com and (3) on the SEC’s website at www.sec.gov.The reports may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330. The significant accounting policies of the Underlying Funds are not covered by this report.

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available.

In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as

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of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of the Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Company’s Board of

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Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

Following is quantitative information about Level 3 fair value measurements:

Multi-Asset Income Fund

Quantitative Information about Level 3 Fair Value Measurements:

Security Type / Valuation Technique*	Unobservable Input	Input Value(s) Range		Fair Value at October 31, 2016
Equity Linked Note
Broker Quote	Offered Quote		$14.54 to $172.17	$	5,525,915
Total				$	5,525,915

* The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable. Income and capital gain distributions from the Underlying Funds are accrued on the ex-dividend date.

d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

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October 31, 2016

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Balanced Fund, Balanced Income Fund and Checks and Balances Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. The policy of Conservative Allocation Fund, Global All-Asset Fund, Growth Allocation Fund and Moderate Allocation Fund is to pay dividends from net investment income and realized gains, if any; at least once a year. Normally, dividends from net investment income of Multi-Asset Income Fund are declared and paid monthly and dividends from realized gains, if any, are paid at least once a year.

Long-term capital gains distributions received from Underlying Funds, if applicable, are distributed at least annually, when required. Unless shareholders specify otherwise, all dividends and distributions from a Fund will be automatically reinvested in additional full or fractional shares of the Fund.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

h) Basis for Consolidation – The Global All-Asset Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Global All-Asset Fund (the “Subsidiary”). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global All-Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global All-Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.

3. Securities and Other Investments:

a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of October 31, 2016.

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b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2016.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date.

c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of October 31, 2016.

d) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of October 31, 2016.

e) Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely

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payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of October 31, 2016.

f) Equity Linked Securities – Certain Funds may invest in hybrid equity securities, which usually convert into common stock at a date predetermined by the issuer. These securities generally offer a higher dividend yield than that of the common stock to which the security is linked. These instruments are issued by a company other than the one to which the security is linked and carry the credit of the issuer, not that of the underlying common stock. The securities’ appreciation is limited based on a predetermined final cap price at the date of the conversion. Risks of investing in these securities include, but are not limited to, a set time to capture the yield advantage, limited appreciation potential, decline in value of the underlying stock, and failure of the issuer to pay dividends or to deliver common stock at maturity. See each Fund’s Schedule of Investments, if applicable, for equity linked securities as of October 31, 2016.

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the fiscal year ended October 31, 2016, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Foreign Currency Contracts.

b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the fiscal year ended October 31, 2016, Balanced Fund, Balanced Income Fund and Global All-Asset Fund had engaged in Futures Contracts.

c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund

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may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and for written put options, a value equal to the exercise price. A Fund may trade in options to manage risk for investment purposes. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the fiscal year ended October 31, 2016, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Options Contracts.

Transactions involving written option contracts during the year ended October 31, 2016, are summarized below:

Global All-Asset Fund (consolidated)

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		—		$	—
Written		3,500			208,076
Expired		(352	)		(8,734	)
Closed		(3,103	)		(185,169	)
Exercised		—			—
End of Period		45		$	14,173
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		4,530		$	46,999
Written		39,142,781			907,652
Expired		(56	)		(13,157	)
Closed		(39,144,820	)		(783,763	)
Exercised		—			—
End of Period		2,435		$	157,731

171

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Notes to Financial Statements – (continued)

October 31, 2016

Multi-Asset Income Fund

Options Activity During the Year Ended October 31, 2016

Call Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		4,135,000		$	60,732
Written		29,236,724			373,796
Expired		(12,415,000	)		(140,254	)
Closed		—			—
Exercised		(20,935,000	)		(288,320	)
End of Period		21,724		$	5,954
Put Options Written During the Year	Number of Contracts			Premium Amounts
Beginning of period		4,135,000		$	48,021
Written		32,259,869			503,145
Expired		(21,419,034	)		(266,973	)
Closed		(2,539,111	)		(152,119	)
Exercised		(12,415,000	)		(103,651	)
End of Period		21,724		$	28,423

d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well

172

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October 31, 2016

as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the fiscal year ended October 31, 2016, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

173

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Notes to Financial Statements – (continued)

October 31, 2016

During the fiscal year ended October 31, 2016, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Funds investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the fiscal year ended October 31, 2016, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the fiscal year ended October 31, 2016, Multi-Asset Income Fund had engaged in Cross Currency Swaps.

f) Additional Derivative Instrument Information:

Balanced Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Liabilities:
Unrealized depreciation on futures contracts(1)	$	227,661	$	—	$	—	$	—	$	—	$	—	$	227,661
Total	$	227,661	$	—	$	—	$	—	$	—	$	—	$	227,661

174

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Notes to Financial Statements – (continued)

October 31, 2016

Balanced Fund (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	483,993		$	—	$	—	$	—	$	—	$	—	$	483,993
Total	$	483,993		$	—	$	—	$	—	$	—	$	—	$	483,993
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	(220,954	)	$	—	$	—	$	—	$	—	$	—	$	(220,954	)
Total	$	(220,954	)	$	—	$	—	$	—	$	—	$	—	$	(220,954	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		49

Balanced Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts(1)	$	9,341,482	$	—	$	—	$	—	$	—	$	—	$	9,341,482
Unrealized appreciation on foreign currency contracts		—		1,289,488		—		—		—		—		1,289,488
Unrealized appreciation on swap contracts(2)		—		—		890,314		—		—		—		890,314
Total	$	9,341,482	$	1,289,488	$	890,314	$	—	$	—	$	—	$	11,521,284
Liabilities:
Unrealized depreciation on futures contracts(1)	$	5,043,021	$	—	$	—	$	—	$	—	$	—	$	5,043,021
Unrealized depreciation on foreign currency contracts		—		141,489		—		—		—		—		141,489
Unrealized depreciation on swap contracts(2)		—		—		84,157		—		—		—		84,157
Total	$	5,043,021	$	141,489	$	84,157	$	—	$	—	$	—	$	5,268,667

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	—		$	—	$	—		$	—	$	—	$	—	$	—
Net realized gain (loss) on futures contracts		(14,769,760	)		—		—			—		—		—		(14,769,760	)
Net realized gain (loss) on written options contracts		—			—		—			—		—		—		—
Net realized gain (loss) on swap contracts		(15,443	)		—		(64,499	)		—		—		—		(79,942	)
Net realized gain (loss) on foreign currency contracts		—			1,469,850		—			—		—		—		1,469,850
Total	$	(14,785,203	)	$	1,469,850	$	(64,499	)	$	—	$	—	$	—	$	(13,379,852	)

175

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Notes to Financial Statements – (continued)

October 31, 2016

Balanced Income Fund (continued)

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	—	$	—	$	—	$	—	$	—	$	—	$	—
Net change in unrealized appreciation (depreciation) of futures contracts		5,407,765		—		—		—		—		—		5,407,765
Net change in unrealized appreciation (depreciation) of written options contracts		—		—		—		—		—		—		—
Net change in unrealized appreciation (depreciation) of swap contracts		—		—		115,850		—		—		—		115,850
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—		641,503		—		—		—		—		641,503
Total	$	5,407,765	$	641,503	$	115,850	$	—	$	—	$	—	$	6,165,118

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long		6,026
Futures Contracts Short		(4,976	)
Swap Contracts	$	183,327,258
Foreign Currency Contracts Purchased	$	6,034,848
Foreign Currency Contracts Sold	$	63,203,172

Global All-Asset Fund (consolidated)

Fair Value of Derivative Instruments on the (consolidated) Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	608	$	34,484	$	—	$	13,083	$	—	$	—	$	48,175
Unrealized appreciation on futures contracts(1)		57,701		—		—		181,092		—		—		238,793
Unrealized appreciation on foreign currency contracts		—		855,881		—		—		—		—		855,881
Unrealized appreciation on swap contracts(2)		121,941		—		22,093		18,315		—		—		162,349
Total	$	180,250	$	890,365	$	22,093	$	212,490	$	—	$	—	$	1,305,198
Liabilities:
Unrealized depreciation on futures contracts(1)	$	1,124,443	$	—	$	—	$	287,778	$	3,336	$	—	$	1,415,557
Unrealized depreciation on foreign currency contracts		—		1,024,533		—		—		—		—		1,024,533
Written options, market value		—		—		—		93,911		—		—		93,911
Unrealized depreciation on swap contracts(2)		846		—		11,163		49,491		—		—		61,500
Total	$	1,125,289	$	1,024,533	$	11,163	$	431,180	$	3,336	$	—	$	2,595,501

176

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Notes to Financial Statements – (continued)

October 31, 2016

Global All-Asset Fund (consolidated) (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts			Commodity Contracts			Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(6,634	)	$	(161,437	)	$	—		$	(415,951	)	$	(44,955	)	$	—	$	(628,977	)
Net realized gain (loss) on futures contracts		3,464,566			—			—			(1,186,457	)		(37,030	)		—		2,241,079
Net realized gain (loss) on written options contracts		—			—			—			207,258			—			—		207,258
Net realized gain (loss) on swap contracts		317,298			—			1,173,308			22,994			—			—		1,513,600
Net realized gain (loss) on foreign currency contracts		—			(3,858,246	)		—			—			—			—		(3,858,246)
Total	$	3,775,230		$	(4,019,683)		$	1,173,308		$	(1,372,156)		$	(81,985)		$	—	$	(525,286	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(97,981	)	$	(113,728	)	$	—		$	(16,531	)	$	49,103		$	—	$	(179,137	)
Net change in unrealized appreciation (depreciation) of futures contracts		(1,899,759	)		—			—			(24,929	)		(3,336	)		—		(1,928,024	)
Net change in unrealized appreciation (depreciation) of written options contracts		—			—			—			58,118			—			—		58,118
Net change in unrealized appreciation (depreciation) of swap contracts		129,187			—			(274,526	)		(138,803	)		—			—		(284,142	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(530,019	)		—			—			—			—		(530,019	)
Total	$	(1,868,553	)	$	(643,747	)	$	(274,526	)	$	(122,145	)	$	45,767		$	—	$	(2,863,204	)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		1,047,186,734
Futures Contracts Long		645
Futures Contracts Short		(853	)
Written Options Contracts		(6,523,613	)
Swap Contracts	$	87,905,509
Foreign Currency Contracts Purchased	$	88,166,102
Foreign Currency Contracts Sold	$	171,836,431

Multi-Asset Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2016:

	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	—	$	34	$	—	$	35,091	$	—	$	—	$	35,125
Unrealized appreciation on futures contracts(1)		20,422		—		—		128,373		—		—		148,795
Unrealized appreciation on foreign currency contracts		—		55,708		—		—		—		—		55,708
Unrealized appreciation on swap contracts(2)		33,561		933		122,864		366		—		—		157,724
Total	$	53,983	$	56,675	$	122,864	$	163,830	$	—	$	—	$	397,352
Liabilities:
Unrealized depreciation on futures contracts(1)	$	146,074	$	—	$	—	$	93,396	$	—	$	—	$	239,470
Unrealized depreciation on foreign currency contracts		—		89,948		—		—		—		—		89,948
Written options, market value		—		—		—		32,644		—		—		32,644
Unrealized depreciation on swap contracts(2)		531		—		216,035		5,776		—		—		222,342
Total	$	146,605	$	89,948	$	216,035	$	131,816	$	—	$	—	$	584,404

177

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Notes to Financial Statements – (continued)

October 31, 2016

Multi-Asset Income Fund (continued)

The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2016

	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts			Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts	$	(13,135	)	$	(32,064	)	$	—		$	(30,845	)	$	—	$	—	$	(76,044	)
Net realized gain (loss) on futures contracts		432,130			—			—			(1,278,540	)		—		—		(846,410	)
Net realized gain (loss) on written options contracts		352,992			980			48,020			(23,632	)		—		—		378,360
Net realized gain (loss) on swap contracts		(383,193	)		(7,148	)		(960,423	)		1,193,260			—		—		(157,504	)
Net realized gain (loss) on foreign currency contracts		—			(116,742	)		—			—			—		—		(116,742	)
Total	$	388,794		$	(154,974	)	$	(912,403	)	$	(139,757	)	$	—	$	—	$	(818,340	)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	—		$	25,853		$	—		$	(3,350	)	$	—	$	—	$	22,503
Net change in unrealized appreciation (depreciation) of futures contracts		(167,925	)		—			—			34,977			—		—		(132,948	)
Net change in unrealized appreciation (depreciation) of written options contracts		51,841			—			(42,516	)		1,733			—		—		11,058
Net change in unrealized appreciation (depreciation) of swap contracts		66,755			(2,632	)		(415,003	)		(104,850	)		—		—		(455,730	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			33,312			—			—			—		—		33,312
Total	$	(49,329)		$	56,533		$	(457,519)		$	(71,490)		$	—	$	—	$	(521,805)

For the year ended October 31, 2016, the average amount or number per contract outstanding for each derivative type was as follows:

Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts		2,236,726
Futures Contracts Long		85
Futures Contracts Short		(188	)
Written Options Contracts		(5,324,345	)
Swap Contracts	$	44,906,396
Foreign Currency Contracts Purchased	$	5,728,314
Foreign Currency Contracts Sold	$	12,875,622

⁽¹⁾  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

⁽²⁾  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, is disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

g) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

178

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of October 31, 2016:

Balanced Fund
Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(227,661	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(227,661	)
Derivatives not subject to a MNA		—		227,661
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Balanced Income Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	1,289,488		$	(141,489	)
Futures contracts		9,341,482			(5,043,021	)
Swap contracts		1,323,687			(386,046	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		11,954,657			(5,570,556	)
Derivatives not subject to a MNA		(10,042,681	)		5,043,021
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,911,976		$	(527,535	)

Balanced Income Fund
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*			Net Amount of Assets
Banc of America Securities LLC	$	353,618	$	(204,099	)	$	—	$	(149,519	)	$	—
Barclays		3,190		(252	)		—		—			2,938
Commonwealth Bank of Australia		282,017		—			—		—			282,017
Credit Suisse First Boston Corp.		286,677		—			—		—			286,677
Deutsche Bank Securities, Inc.		273,801		—			—		(273,801	)		—
Goldman Sachs & Co.		3,780		(3,780	)		—		—			—
HSBC Bank USA		845		—			—		—			845
JP Morgan Chase & Co.		27,682		—			—		—			27,682
Morgan Stanley		117,380		—			—		—			117,380
RBC Dominion Securities, Inc.		277,700		—			—		—			277,700
State Street Global Markets LLC		285,286		—			—		—			285,286
Total	$	1,911,976	$	(208,131	)	$	—	$	(423,320	)	$	1,280,525

179

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Notes to Financial Statements – (continued)

October 31, 2016

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(204,099	)	$	204,099	$	—	$	—	$	—
Barclays		(252	)		252		—		—		—
BNP Paribas Securities Services		(154,907	)		—		—		116,000		(38,907	)
Citibank NA		(107,920	)		—		—		—		(107,920	)
Goldman Sachs & Co.		(31,384	)		3,780		—		27,604		—
Standard Chartered Bank		(28,973	)		—		—		—		(28,973	)
Total	$	(527,535	)	$	208,131	$	—	$	143,604	$	(175,800	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Global All-Asset Fund (consolidated)
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	855,881		$	(1,024,533	)
Futures contracts		238,793			(1,415,557	)
Purchased options		48,175			—
Swap contracts		326,491			(459,134	)
Written options		—			(93,911	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,469,340			(2,993,135	)
Derivatives not subject to a MNA		(394,483	)		1,593,100
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,074,857		$	(1,400,035	)

Global All-Asset Fund (consolidated)
Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	9,516	$	(3,049	)	$	—	$	—	$	6,467
Bank of Montreal		8,500		(8,500	)		—		—		—
Barclays		39,363		(37,759	)		—		—		1,604
BNP Paribas Securities Services		3		(3	)		—		—		—
Citibank NA		237,775		(237,775	)		—		—		—
Credit Suisse First Boston Corp.		14,057		(7,591	)		—		—		6,466
Deutsche Bank Securities, Inc.		66,540		(846	)		—		—		65,694
Goldman Sachs & Co.		63,654		(63,654	)		—		—		—
HSBC Bank USA		71,964		(25,912	)		—		—		46,052
JP Morgan Chase & Co.		371,997		(86,234	)		—		—		285,763
Morgan Stanley		8,602		(8,602	)		—		—		—
RBC Dominion Securities, Inc.		6,573		(1,076	)		—		—		5,497
Standard Chartered Bank		151,986		(151,986	)		—		—		—
State Street Global Markets LLC		21,964		(16,927	)		—		—		5,037
UBS AG		2,363		—			—		—		2,363
Total	$	1,074,857	$	(649,914	)	$	—	$	—	$	424,943

180

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Notes to Financial Statements – (continued)

October 31, 2016

Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(3,049	)	$	3,049	$	—	$	—	$	—
Bank of Montreal		(52,313	)		8,500		—		—		(43,813	)
Barclays		(37,759	)		37,759		—		—		—
BNP Paribas Securities Services		(234,918	)		3		—		—		(234,915	)
Citibank NA		(460,844	)		237,775		—		—		(223,069	)
Commonwealth Bank of Australia		(16,335	)		—		—		—		(16,335	)
Credit Suisse First Boston Corp.		(7,591	)		7,591		—		—		—
Credit Suisse International		(57,001	)		—		—		—		(57,001	)
Deutsche Bank Securities, Inc.		(846	)		846		—		—		—
Goldman Sachs & Co.		(110,513	)		63,654		—		—		(46,859	)
HSBC Bank USA		(25,912	)		25,912		—		—		—
JP Morgan Chase & Co.		(86,234	)		86,234		—		—		—
Morgan Stanley		(43,040	)		8,602		—		34,438		—
Nomura International		(2,081	)		—		—		—		(2,081	)
RBC Dominion Securities, Inc.		(1,076	)		1,076		—		—		—
Standard Chartered Bank		(243,596	)		151,986		—		—		(91,610	)
State Street Global Markets LLC		(16,927	)		16,927		—		—		—
Total	$	(1,400,035	)	$	649,914	$	—	$	34,438	$	(715,683	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Multi-Asset Income Fund
Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	55,708		$	(89,948	)
Futures contracts		148,795			(239,470	)
Purchased options		35,125			—
Swap contracts		883,110			(1,308,676	)
Written options		—			(32,644	)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,122,738			(1,670,738	)
Derivatives not subject to a MNA		(638,603	)		735,725
Total gross amount of assets and liabilities subject to MNA or similar agreements	$	484,135		$	(935,013	)

181

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Notes to Financial Statements – (continued)

October 31, 2016

Multi-Asset Income Fund
Counterparty	Gross Amount of Assets			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	15,285		$	(15,285	)	$	—	$	—	$	—
Barclays		85,011			(54,321	)		—		—		30,690
BNP Paribas Securities Services		5,463			—			—		—		5,463
Citibank NA		23,652			(23,652	)		—		—		—
Credit Suisse International		64,643			(64,643	)		—		—		—
Deutsche Bank Securities, Inc.		7,955			(7,955	)		—		—		—
Goldman Sachs & Co.		61,076			(61,076	)		—		—		—
JP Morgan Chase & Co.		104,097			(6,807	)		—		—		97,290
Morgan Stanley		108,274			(108,274	)		—		—		—
RBS Greenwich Capital		3,718			(191	)		—		—		3,527
Standard Chartered Bank		3,412			(3,412	)		—		—		—
State Street Global Markets LLC		1,549			—			—		—		1,549
Total	$	484,135		$	(345,616	)	$	—	$	—	$	138,519
Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Banc of America Securities LLC	$	(62,472	)	$	15,285		$	—	$	—	$	(47,187	)
Barclays		(54,321	)		54,321			—		—		—
Citibank NA		(26,364	)		23,652			—		—		(2,712	)
Credit Suisse International		(202,868	)		64,643			—		—		(138,225	)
Deutsche Bank Securities, Inc.		(14,360	)		7,955			—		—		(6,405	)
Goldman Sachs & Co.		(311,375	)		61,076			—		65,000		(185,299	)
HSBC Bank USA		(1,042	)		—			—		—		(1,042	)
JP Morgan Chase & Co.		(6,807	)		6,807			—		—		—
Merrill Lynch International		(23,887	)		—			—		—		(23,887	)
Morgan Stanley		(214,064	)		108,274			—		105,790		—
RBS Greenwich Capital		(191	)		191			—		—		—
Standard Chartered Bank		(6,824	)		3,412			—		—		(3,412	)
Toronto-Dominion Bank		(6,083	)		—			—		—		(6,083	)
UBS AG		(4,355	)		—			—		—		(4,355	)
Total	$	(935,013	)	$	345,616		$	—	$	170,790	$	(418,607	)

* In some instances, the actual collateral received and/or pledged may be more than the amount shown.

5. Principal Risks:

The market values of equity securities, such as common stocks and preferred stocks, or equity related investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.

182

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Notes to Financial Statements – (continued)

October 31, 2016

Certain Funds are exposed to the risks of the Underlying Funds and/or ETFs/ETNs in direct proportion to the amount of assets those Funds allocate to each Underlying Fund and/or ETF/ETN. The market values of the Underlying Funds and/or ETFs/ETNs may decline due to general market conditions which are not specifically related to a particular company in which the Underlying Fund and/or ETF/ETN invested, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities in which the Underlying Funds and/or ETFs/ETNs invest may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, extension and foreign currency risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

If a Fund invests directly in foreign currencies or in securities that trade in, and receive revenues in, foreign currencies, or in derivatives that provide exposure to foreign currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency (U.S. dollars) of the Fund, or, in the case of hedging positions, that the Fund’s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities, such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. As a result, a Fund’s investments in foreign currency denominated securities may reduce the returns, if applicable, of the Fund.

6. Federal Income Taxes:

a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2016. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies (“PFICs”), Real Estate Investment Trusts (“REITs”), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.

183

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2016 and October 31, 2015 are as follows (as adjusted for dividends payable, if applicable):

	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
Fund	Ordinary Income		Long-Term Capital Gains		Tax Return of Capital		Ordinary Income		Long-Term Capital Gains		Tax Return of Capital
Balanced Fund	$	14,704,484	$	—	$	—	$	8,063,399	$	—	$	—
Balanced Income Fund		173,345,867		110,253,826		—		158,195,671		69,640,511		—
Checks and Balances Fund		33,103,919		182,030,525		—		71,901,742		144,110,845		—
Conservative Allocation Fund		490,016		2,059,396		—		2,740,452		8,794,432		—
Global All-Asset Fund (consolidated)		—		23,039,920		—		20,741,066		44,000,083		—
Growth Allocation Fund		10,578,110		41,513,602		—		24,621,340		198,882,154		—
Moderate Allocation Fund		2,620,752		37,822,905		—		13,354,460		54,213,118		—
Multi-Asset Income Fund		3,177,263		—		738,469		6,497,899		—		592,982

As of October 31, 2016, the components of distributable earnings (deficit) for each Fund on a tax basis are as follows:

Fund	Undistributed Ordinary Income		Undistributed Long-Term Capital Gain		Accumulated Capital and Other Losses(1)			Unrealized Appreciation (Depreciation) on Investments(2)			Total Accumulated Earnings (Deficit)
Balanced Fund	$	—	$	—	$	(64,904,010	)	$	107,224,898		$	42,320,888
Balanced Income Fund		34,381,003		84,094,734		—			561,787,506			680,263,243
Checks and Balances Fund		476,506		122,316,054		—			31,010,545			153,803,105
Conservative Allocation Fund		686,597		—		(13,551,907	)		1,099,678			(11,765,632	)
Global All-Asset Fund (consolidated)		5,120,822		—		(3,584,680	)		8,041,884			9,578,026
Growth Allocation Fund		2,005,127		—		(107,048,695	)		7,069,348			(97,974,220	)
Moderate Allocation Fund		456,740		—		(21,570,240	)		1,789,049			(19,324,451	)
Multi-Asset Income Fund		—		—		(14,174,523	)		(2,385,553	)		(16,560,076	)

⁽¹⁾  The Fund has capital loss carryforwards that are identified in the Capital Loss Carryforward note that follows.

⁽²⁾  Differences between book-basis and tax-basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITs, RICs, certain derivatives and partnerships.

d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as foreign currency, paydowns, swaps, disallowed losses from the Subsidiary, corporate actions on underlying investments, investments in publicly traded partnerships, expiration or utilization of capital loss carryforwards or net operating losses. Adjustments are made to reflect the impact these items have on current and future distributions to shareholders Therefore, the source of the Funds’ distributions may be shown in the accompanying Statements of Changes in Net Assets as from

184

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

undistributed net investment income, from accumulated net realized gains on investments or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2016, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

Fund	Capital Stock and Paid-in-Capital		Undistributed Net Investment Income (Loss)		Accumulated Net Realized Gain (Loss)
Balanced Fund	$	(152,989)	$	(506,533)	$	659,522
Balanced Income Fund		(1,929)		(6,465,654)		6,467,583
Checks and Balances Fund		—		8,726,554		(8,726,554)
Conservative Allocation Fund		(26,054)		92,173		(66,119)
Global All-Asset Fund (consolidated)		(96,293)		1,408,973		(1,312,680)
Growth Allocation Fund		(1)		3,274,522		(3,274,521)
Moderate Allocation Fund		1		902,648		(902,649)
Multi-Asset Income Fund		137,528		(405,862)		268,334

e) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

	Year of Expiration		Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Fund	2017
Balanced Fund	$	64,904,010	$	—	$	—
Conservative Allocation Fund		—		496,969		13,054,938
Global All-Asset Fund (consolidated)		—		3,584,680		—
Growth Allocation Fund		6,775,989		576,117		99,696,589
Moderate Allocation Fund		—		982,398		20,587,842
Multi-Asset Income Fund		—		9,941,670		4,232,853

During the year ended October 31, 2016, the Balanced Fund utilized prior year capital loss rollforwards of $25,051,330.

As a result of prior period mergers involving the Conservative Allocation Fund and the Growth Allocation Fund, certain provisions in the IRC may limit the future utilization of capital losses. During the year ended October 31, 2016, the Conservative Allocation Fund had expired $26,054 of prior year capital loss carryforwards.

f) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, HFMC reviews each Fund’s tax positions for all open tax years. As of October 31, 2016, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for 3 years, no examination is currently in progress. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

185

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

7. Expenses:

a) Investment Management Agreement – HFMC serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, in accordance with the Fund’s investment objective and policies. Each Fund, except Checks and Balances Fund, pays a fee to HFMC under the Investment Management Agreement. With respect to Balanced Fund, Balanced Income Fund, Global All-Asset Fund, and Multi-Asset Income Fund, HFMC pays a sub-advisory fee to Wellington Management out of its advisory fee. HFMC is responsible for the day-to-day management of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2016; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

Fund	Management Fee Rates
Balanced Fund	0.6900% on first $500 million and;
	0.6250% on next $500 million and;
	0.5750% on next $4 billion and;
	0.5725% on next $5 billion and;
	0.5700% over $10 billion
Balanced Income Fund	0.7000% on first $250 million and;
	0.6300% on next $250 million and;
	0.6000% on next $500 million and;
	0.5700% on next $1.5 billion and;
	0.5500% on next $2.5 billion and;
	0.5300% on next $5 billion and;
	0.5250% over $10 billion
Checks and Balances Fund	N/A
Conservative Allocation Fund	0.1000% on first $500 million and;
	0.0950% on next $500 million and;
	0.0900% on next $1.5 billion and;
	0.0800% on next $2.5 billion and;
	0.0700% on next $2.5 billion and;
	0.0600% on next $2.5 billion and;
	0.0500% over $10 billion
Global All-Asset Fund	0.9500% on first $250 million and;
	0.9000% on next $250 million and;
	0.8000% on next $500 million and;
	0.7300% on next $1.5 billion and;
	0.7000% on next $2.5 billion and;
	0.6600% on next $5 billion and;
	0.6550% over $10 billion
Growth Allocation Fund	0.1000% on first $500 million and;
	0.0950% on next $500 million and;
	0.0900% on next $1.5 billion and;
	0.0800% on next $2.5 billion and;
	0.0700% on next $2.5 billion and;
	0.0600% on next $2.5 billion and;
	0.0500% over $10 billion

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October 31, 2016

Fund	Management Fee Rates
Moderate Allocation Fund	0.1000% on first $500 million and;
	0.0950% on next $500 million and;
	0.0900% on next $1.5 billion and;
	0.0800% on next $2.5 billion and;
	0.0700% on next $2.5 billion and;
	0.0600% on next $2.5 billion and;
	0.0500% over $10 billion
Multi-Asset Income Fund	0.7500% on first $250 million and;
	0.7000% on next $250 million and;
	0.6800% on next $500 million and;
	0.6600% on next $1.5 billion and;
	0.6500% on next $2.5 billion and;
	0.6400% on next $5 billion and;
	0.6350% over $10 billion

The Global All Asset Fund’s Cayman Subsidiary pays HFMC a management fee at the annual rate of 0.655% of average daily net assets attributable to the Cayman Subsidiary. HFMC has contractually agreed to waive the management fee it receives from the Global All Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Investment Manager’s agreement with the Subsidiary is in place.

c) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

Fund	Accounting Services Fee Rates
Balanced Fund	0.018% on first $5 billion and;
	0.014% on next $5 billion and;
	0.010% over $10 billion
Balanced Income Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion
Checks and Balances Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Conservative Allocation Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Global All-Asset Fund	0.025% on first $5 billion and;
	0.020% on next $5 billion and;
	0.015% over $10 billion
Growth Allocation Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Moderate Allocation Fund	0.012% on first $5 billion and;
	0.010% over $5 billion
Multi-Asset Income Fund	0.020% on first $5 billion and;
	0.015% on next $5 billion and;
	0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

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October 31, 2016

d) Operating Expenses – Allocable expenses incurred by the Company are allocated to each Fund, as applicable, and allocated to classes within each Fund in proportion to the average daily net assets of each Fund and each class, except where allocation of certain expenses is more fairly made directly to each Fund or to specific classes within a Fund. As of October 31, 2016, HFMC contractually limited the total operating expenses of each Fund through February 28, 2017 as follows:

	Expense Limit as a Percentage of Average Daily Net Assets
Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Balanced Fund(1)		1.18	%		N/A			N/A			0.93	%		1.40	%		1.10	%		0.80	%		N/A			N/A
Balanced Income Fund(1)		0.99	%		1.74	%*		1.74	%		0.74	%		1.24	%		0.94	%		0.69	%		0.64	%		0.64	%
Checks and Balances Fund(2)		1.25	%		2.00	%		2.00	%		1.00	%		1.40	%		1.10	%		0.80	%		N/A			N/A
Conservative Allocation Fund(2)		1.19	%		1.94	%		1.94	%		0.94	%		1.44	%		1.14	%		0.84	%		N/A			N/A
Global All-Asset Fund(3)		1.25	%		N/A			2.00	%		1.00	%		1.50	%		1.20	%		0.95	%		N/A			0.90	%
Growth Allocation Fund(2)		1.50	%		2.25	%		2.25	%		1.25	%		1.70	%		1.40	%		1.10	%		N/A			N/A
Moderate Allocation Fund(2)		1.40	%		2.15	%		2.15	%		1.15	%		1.65	%		1.35	%		1.05	%		N/A			N/A
Multi-Asset Income Fund(1)		1.12	%		N/A			1.87	%		0.87	%		1.42	%		1.12	%		0.93	%		N/A			0.83	%

⁽¹⁾  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

⁽²⁾  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

⁽³⁾  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, dividend and interest expenses on short sales and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

* The reduction in amounts charged in connection with the Balanced Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect June 30, 2012, in order to comply with applicable Financial Industry Regulatory Authority rules, caused the effective limit on net operating expenses attributable to the Balanced Income Fund’s Class B shares to be 0.99%.

e) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the year ended October 31, 2016, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

Fund	Class A			Class B			Class C			Class I			Class R3			Class R4			Class R5			Class R6			Class Y
Balanced Fund		1.15	%		2.05	%		1.85	%		0.85	%		1.41	%		1.11	%		0.81	%		—			0.75	%
Balanced Income Fund		0.96	%		1.00	%		1.69	%		0.70	%		1.25	%		0.95	%		0.70	%		0.62	%		0.62	%
Checks and Balances Fund		0.41	%		1.21	%		1.16	%		0.19	%		0.77	%		0.47	%		0.16	%		—			—
Conservative Allocation Fund		0.54	%		1.29	%		1.29	%		0.27	%		0.79	%		0.49	%		0.19	%		—			—
Global All-Asset Fund (consolidated)		1.27	%		—			2.02	%		1.01	%		1.52	%		1.22	%		0.97	%		—			0.92	%
Growth Allocation Fund		0.57	%		1.47	%		1.30	%		0.26	%		0.88	%		0.58	%		0.28	%		—			—
Moderate Allocation Fund		0.55	%		1.46	%		1.28	%		0.25	%		0.88	%		0.58	%		0.28	%		—			—
Multi-Asset Income Fund		1.12	%		—			1.87	%		0.87	%		1.42	%		1.12	%		0.93	%		—			0.83	%

188

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Notes to Financial Statements – (continued)

October 31, 2016

f) Distribution and Service Plan for Class A, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2016, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

Fund	Front-end Sales Charges		Contingent Deferred Sales Charges
Balanced Fund	$	1,319,770	$	35,666
Balanced Income Fund		18,677,521		512,509
Checks and Balances Fund		4,339,052		55,210
Conservative Allocation Fund		174,064		3,681
Global All-Asset Fund (consolidated)		118,328		6,865
Growth Allocation Fund		1,007,719		17,917
Moderate Allocation Fund		459,438		11,101
Multi-Asset Income Fund		38,918		222

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, B, C, R3 and R4 shares. Under a Plan, Class A, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective June 30, 2012, there was a reduction in the amount charged in connection with the Balanced Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

g) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended October 31, 2016, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

Fund	CCO Compensation Paid by Fund
Balanced Fund	$	1,964
Balanced Income Fund		18,250
Checks and Balances Fund		4,575
Conservative Allocation Fund		372
Global All-Asset Fund		896
Growth Allocation Fund		1,845
Moderate Allocation Fund		1,358
Multi-Asset Income Fund		183

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except

189

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October 31, 2016

with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the year ended October 31, 2016, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

Fund	Percent of Average Daily Net Assets
Balanced Fund		0.14	%
Balanced Income Fund		0.08	%
Checks and Balances Fund		0.10	%
Conservative Allocation Fund		0.10	%
Global All-Asset Fund (consolidated)		0.10	%
Growth Allocation Fund		0.14	%
Moderate Allocation Fund		0.11	%
Multi-Asset Income Fund		0.03	%

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

8. Affiliate Holdings:

As of October 31, 2016, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6		Class Y
Balanced Fund		—			—		—			—			—			—			68	%		—		—
Balanced Income Fund		—			—		—			—			—			—			—			—		—
Checks and Balances Fund		—			—		—			—			—			—			2	%		—		—
Conservative Allocation Fund		—			—		—			—			—			—			—			—		—
Global All-Asset Fund (consolidated)		—			—		—			—			—			—			100	%		—		—
Growth Allocation Fund		—			—		—			—			—			—			—			—		—
Moderate Allocation Fund		—			—		—			—			—			—			—			—		—
Multi-Asset Income Fund		46	%		—		43	%		16	%		100	%		100	%		100	%		—		100	%

Percentage of Fund by Class:

Fund	Class A			Class B		Class C			Class I			Class R3			Class R4			Class R5			Class R6		Class Y
Balanced Fund		—			—		—			—			—			—			—	%*		—		—
Balanced Income Fund		—			—		—			—			—			—			—			—		—
Checks and Balances Fund		—			—		—			—			—			—			—	%*		—		—
Conservative Allocation Fund		—			—		—			—			—			—			—			—		—
Global All-Asset Fund (consolidated)		—			—		—			—			—			—			—	%*		—		—
Growth Allocation Fund		—			—		—			—			—			—			—			—		—
Moderate Allocation Fund		—			—		—			—			—			—			—			—		—
Multi-Asset Income Fund		8	%		—		3	%		3	%		3	%		3	%		3	%		—		49	%

* Percentage rounds to zero.

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Notes to Financial Statements – (continued)

October 31, 2016

As of October 31, 2016, the Funds’ shares were owned in aggregate by affiliated fund of funds. Therefore, the Funds may experience relatively large purchases or redemptions of its shares from these affiliated fund of funds. Affiliated fund of funds owned shares in each Fund as follows:

Fund	Percentage of Fund(1)
Balanced Income Fund		—	%*
Global All-Asset Fund (consolidated)		19	%

(1) Affiliated Funds invest in Class Y shares.

* Percentage rounds to zero.

9. Affiliate Fund Transactions:

A summary of affiliate fund transactions for the Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund for the year ended October 31, 2016 follows:

Checks and Balances Fund

Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/ (Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation			Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distri butions
The Hartford Capital Appreciation Fund	$	645,624,576	$	55,009,927	$	46,031,671	$	6,609,694		$	(59,895,806	)	$	601,316,720		15,277,356	$	4,268,723	$	46,311,953
The Hartford Dividend and Growth Fund		649,845,115		62,841,928		76,628,629		29,377,887			(63,526,217	)		601,910,084		25,110,976		11,408,911		51,273,874
The Hartford Total Return Bond Fund		646,870,267		25,865,650		79,805,501		(648,636	)		12,360,801			604,642,581		56,773,951		19,364,700		1,095,113
Total	$	1,942,339,958	$	143,717,505	$	202,465,801	$	35,338,945		$	(111,061,222	)	$	1,807,869,385		97,162,283	$	35,042,334	$	98,680,940

Conservative Allocation Fund

Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/ (Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation			Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distri butions
Hartford Core Equity Fund	$	—	$	12,842,256	$	1,775,562	$	38,667		$	255,410		$	11,360,771		469,453	$	39,906	$	—
Hartford Emerging Markets Equity Fund		3,671,205		113,438		3,424,808		(948,765	)		588,932			—		—		—		48,048
Hartford Real Total Return Fund		16,473,233		419,148		10,767,130		(1,108,561	)		686,238			5,702,928		645,858		—		25,419
Hartford Small Cap Core Fund		—		5,097,972		1,171,515		40,553			207,931			4,174,942		347,912		23,758		—
The Hartford Capital Appreciation Fund		4,460,857		314,160		4,322,810		(397,284	)		(54,923	)		—		—		—		309,772
The Hartford Dividend and Growth Fund		7,066,077		553,350		6,876,230		(341,294	)		(401,902	)		—		—		—		544,711
The Hartford Equity Income Fund		—		12,835,599		2,127,303		98,156			673,834			11,480,286		633,220		244,157		—
The Hartford Global All-Asset Fund		—		7,974,848		1,315,134		48,757			425,484			7,133,955		673,650		—		—
The Hartford Global Real Asset Fund		15,243,567		95,823		14,091,441		(4,900,213	)		3,652,264			—		—		—		—
The Hartford Growth Opportunities Fund		—		11,281,624		6,651,712		(521,729	)		74,440			4,182,623		101,446		28,740		—
The Hartford Inflation Plus Fund		37,402,934		3,201,607		37,389,979		(4,220,467	)		3,878,525			2,872,620		254,665		—		—

191

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Notes to Financial Statements – (continued)

October 31, 2016

Conservative Allocation Fund – (continued)
Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/ (Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation			Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distri butions
The Hartford International Growth Fund	$	3,148,916	$	10,671	$	3,070,138	$	(196,407	)	$	106,958		$	—		—	$	—	$	—
The Hartford International Opportunities		6,299,955		4,508,732		3,461,201		(655,973	)		400,788			7,092,301		470,624		106,484		92,143
The Hartford International Small Company		3,092,081		2,435,765		1,056,255		59,676			(304,547	)		4,226,720		304,519		38,360		24,147
The Hartford International Value Fund		3,123,968		57,025		3,003,522		(358,234	)		180,763			—		—		—		53,921
The Hartford MidCap Fund		—		9,849,324		1,822,754		68,533			388,899			8,484,002		298,312		—		—
The Hartford MidCap Value Fund		1,486,609		99,990		1,431,384		42,081			(197,296	)		—		—		—		98,503
The Hartford Quality Bond Fund		—		20,703,438		2,502,620		53,393			430,211			18,684,423		1,803,516		303,850		—
The Hartford Short Duration Fund		—		14,172,887		2,861,109		15,980			173,930			11,501,688		1,166,500		226,130		—
The Hartford Small Company Fund		1,488,070		165,806		1,436,072		(245,770	)		27,966			—		—		—		164,340
The Hartford Strategic Income Fund		3,304,642		13,644,363		3,365,757		(294,643	)		1,002,454			14,291,059		1,633,264		649,120		—
The Hartford Total Return Bond Fund		23,104,662		694,707		12,384,653		(717,066	)		808,892			11,506,542		1,080,426		414,178		38,892
The Hartford World Bond Fund		35,518,221		1,344,631		16,113,013		(498,151	)		(161,188	)		20,090,500		1,931,779		122,697		858,946
Total	$	164,884,997	$	122,417,164	$	142,422,102	$	(14,938,761	)	$	12,844,063		$	142,785,360		11,815,144	$	2,197,380	$	2,258,842

Growth Allocation Fund

Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation		Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distributions
Hartford Core Equity Fund	$	—	$	125,717,017	$	14,980,917	$	265,234		$	2,524,607	$	113,525,941		4,691,155	$	395,601	$	—
Hartford Emerging Markets Equity Fund		77,898,607		1,040,776		71,906,563		(17,948,798	)		10,915,978		—		—		—		1,034,913
Hartford Global Capital Appreciation Fund		186,329,236		9,058,067		179,478,091		(44,588,434	)		28,679,222		—		—		—		9,056,751
Hartford Global Equity Income Fund		170,316,570		—		162,955,283		(22,942,259	)		15,580,972		—		—		—		—
Hartford Multi-Asset Income Fund		99,355,695		1,106,584		96,292,159		(14,696,859	)		10,526,739		—		—		456,848		—
Hartford Real Total Return Fund		40,926,803		173,741		18,441,759		(1,933,848	)		445,419		21,170,356		2,397,549		—		95,440
Hartford Small Cap Core Fund		—		79,731,452		13,121,644		676,327			2,416,112		69,702,247		5,808,521		395,244		—
The Hartford Equity Income Fund		—		86,953,332		13,412,494		552,952			4,019,817		78,113,607		4,308,528		1,727,778		—

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Notes to Financial Statements – (continued)

October 31, 2016

Growth Allocation Fund – (continued)
Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation			Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distributions
The Hartford Global All-Asset Fund	$	—	$	31,330,354	$	4,818,860	$	178,415		$	1,688,197		$	28,378,106		2,679,708	$	—	$	—
The Hartford Growth Opportunities Fund		—		94,696,051		31,285,007		(1,689,592	)		1,119,174			62,840,626		1,524,148		244,723		—
The Hartford International Opportunities Fund		—		102,975,663		25,891,072		23,954			953,181			78,061,726		5,179,942		1,152,013		—
The Hartford International Small Company Fund		—		71,608,961		5,885,622		(8,142	)		(2,340,898	)		63,374,299		4,565,872		574,616		—
The Hartford MidCap Fund		59,832,388		48,335,817		13,610,201		(1,037,648	)		(1,253,619	)		92,266,737		3,244,259		—		3,734,110
The Hartford MidCap Value Fund		59,584,454		3,854,533		57,381,636		(2,707,972	)		(3,349,379	)		—		—		—		3,854,533
The Hartford Quality Bond Fund		—		31,598,190		3,685,767		21,737			515,260			28,449,420		2,746,083		464,289		163,693
The Hartford Short Duration Fund		—		14,978,804		999,047		10,638			238,773			14,229,168		1,443,121		236,853		—
The Hartford Small Company Fund		53,702,908		6,103,400		52,447,885		(12,671,905	)		5,313,482			—		—		—		6,008,272
The Hartford Strategic Income Fund		—		32,769,603		6,116,184		181,097			1,537,934			28,372,450		3,242,566		1,235,681		—
The Hartford World Bond Fund		81,674,638		2,932,110		54,036,078		(3,555,088	)		1,389,366			28,404,948		2,731,245		198,317		1,986,894
Total	$	829,621,299	$	744,964,455	$	826,746,269	$	(121,870,191	)	$	80,920,337		$	706,889,631		44,562,697	$	7,081,963	$	25,934,606

Moderate Allocation Fund

Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation			Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distributions
Hartford Core Equity Fund	$	—	$	81,982,687	$	11,639,630	$	197,579		$	1,604,322		$	72,144,958		2,981,197	$	256,874	$	—
Hartford Emerging Markets Equity Fund		32,430,041		429,296		30,190,016		(7,136,004	)		4,466,684			—		—		—		429,296
Hartford Real Total Return Fund		60,710,913		326,341		38,826,181		(3,889,435	)		2,335,827			20,657,465		2,339,464		—		92,942
Hartford Small Cap Core Fund		—		41,452,609		7,859,416		391,463			1,261,176			35,245,832		2,937,153		204,498		—
The Hartford Capital Appreciation Fund		43,687,168		2,993,747		42,308,226		1,433,882			(5,806,571	)		—		—		—		2,993,747
The Hartford Dividend and Growth Fund		79,998,448		6,054,756		77,794,986		3,285,338			(11,543,557	)		—		—		—		6,054,756
The Hartford Equity Income Fund		—		52,660,276		9,270,185		384,457			2,794,003			46,568,551		2,568,591		1,020,970		—
The Hartford Global All-Asset Fund		—		29,187,790		5,061,458		177,430			1,537,286			25,841,048		2,440,137		—		—
The Hartford Global Real Asset Fund		30,647,095		19,461		28,137,322		(9,623,442	)		7,094,205			—		—		—		—
The Hartford Growth Opportunities Fund		—		52,800,893		25,951,092		(1,909,293	)		355,831			25,296,338		613,542		136,373		—
The Hartford Inflation Plus Fund		78,700,196		109,687		77,940,496		(7,489,679	)		6,620,293			—		—		—		—

193

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Moderate Allocation Fund – (continued)
Affiliated Investment Companies	Beginning Value as of October 31, 2015		Purchases at Cost		Proceeds from Sales		Net Realized Gain/(Loss) on Sales			Change in Unrealized Appre ciation/ Depre ciation			Ending Value as of October 31, 2016		Shares as of October 31, 2016		Dividend Income		Capital Gain Distributions
The Hartford International Growth Fund	$	23,380,372	$	—	$	22,723,085	$	(1,669,672	)	$	1,012,385		$	—		—	$	—	$	—
The Hartford International Opportunities Fund		45,220,884		16,719,948		13,360,557		(992,853	)		(1,126,120	)		46,461,302		3,083,033		657,856		677,476
The Hartford International Small Company Fund		28,313,884		15,282,372		5,496,905		1,032,642			(3,414,465	)		35,717,527		2,573,309		331,397		208,712
The Hartford International Value Fund		23,099,863		400,712		22,179,546		(3,023,077	)		1,702,048			—		—		—		400,712
The Hartford MidCap Fund		—		52,538,022		8,701,103		341,072			2,116,116			46,294,108		1,627,782		—		—
The Hartford MidCap Value Fund		13,909,703		891,891		13,404,090		1,267,640			(2,665,145	)		—		—		—		891,891
The Hartford Quality Bond Fund		—		51,575,385		6,080,588		84,397			1,062,064			46,641,259		4,502,052		761,340		80,839
The Hartford Short Duration Fund		—		11,082,871		917,581		15,899			186,781			10,367,970		1,051,518		172,545		—
The Hartford Small Company Fund		12,544,344		1,396,969		12,090,155		(1,894,093	)		42,936			—		—		—		1,396,969
The Hartford Strategic Income Fund		24,616,148		31,916,353		11,889,883		(1,171,554	)		3,044,274			46,515,338		5,316,039		2,187,932		—
The Hartford Total Return Bond Fund		48,768,764		374,515		48,423,765		(2,805,595	)		2,086,081			—		—		183,591		82,291
The Hartford World Bond Fund		67,020,215		2,282,105		11,658,127		(285,365	)		(441,712	)		56,917,118		5,472,800		295,127		1,642,680
Total	$	613,048,038	$	452,478,686	$	531,904,393	$	(33,278,263	)	$	14,324,742		$	514,668,814		37,506,617	$	6,208,503	$	14,952,311

10. Investment Transactions:

For the year ended October 31, 2016, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations
Balanced Fund	$	206,820,286	$	148,847,148
Balanced Income Fund		4,555,252,430		2,604,674,609
Checks and Balances Fund		143,717,505		202,465,801
Conservative Allocation Fund		122,417,164		142,422,102
Global All-Asset Fund (consolidated)		304,233,153		324,717,661
Growth Allocation Fund		744,964,455		826,746,269
Moderate Allocation Fund		452,478,686		531,904,393
Multi-Asset Income Fund		47,339,532		73,773,883

194

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Fund	Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations
Balanced Fund	$	41,471,345	$	52,334,962
Balanced Income Fund		3,060,938		3,133,488
Checks and Balances Fund		—		—
Conservative Allocation Fund		—		—
Global All-Asset Fund (consolidated)		29,854,388		36,211,600
Growth Allocation Fund		—		—
Moderate Allocation Fund		—		—
Multi-Asset Income Fund		5,095,894		2,513,123
Fund	Total Cost of Purchases		Total Sales Proceeds
Balanced Fund	$	248,291,631	$	201,182,110
Balanced Income Fund		4,558,313,368		2,607,808,097
Checks and Balances Fund		143,717,504		202,465,801
Conservative Allocation Fund		122,417,164		142,422,102
Global All-Asset Fund (consolidated)		334,087,541		360,929,261
Growth Allocation Fund		744,964,455		826,746,269
Moderate Allocation Fund		452,478,686		531,904,393
Multi-Asset Income Fund		52,435,426		76,287,006

For the year ended October 31, 2016, Multi-Asset Income Fund engaged in security transactions with the Strategic Income Fund. These amounted to $13,533,384 in sales of investments, which are excluded from the above, pursuant to Rule 17a-7 under the Investment Company Act of 1940.

11. Capital Share Transactions:

The following information is for the year ended October 31, 2016, and the year ended October 31, 2015:

Balanced Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		4,436,572		$	91,535,711			4,163,777		$	87,022,977
Shares Issued for Reinvested Dividends		566,609			11,715,790			337,757			6,951,777
Shares Redeemed		(5,221,032	)		(107,666,519	)		(3,966,821	)		(82,794,423	)
Shares converted (from) Class B into Class A		68,128			1,399,633			91,739			1,931,726
Net Increase (Decrease)		(149,723	)		(3,015,385	)		626,452			13,112,057
Class B
Shares Sold		12,433		$	254,092			24,012		$	502,334
Shares Issued for Reinvested Dividends		1,993			40,877			688			14,007
Shares Redeemed		(90,719	)		(1,864,327	)		(102,791	)		(2,153,393	)
Shares converted (from) Class B into Class A		(68,477	)		(1,399,633	)		(92,307	)		(1,931,726	)
Net Increase (Decrease)		(144,770	)		(2,968,991	)		(170,398	)		(3,568,778	)

195

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Balanced Fund – ( continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class C
Shares Sold		1,773,119		$	36,703,461			1,967,215		$	41,204,514
Shares Issued for Reinvested Dividends		90,511			1,869,219			34,951			717,349
Shares Redeemed		(1,453,060	)		(29,988,357	)		(819,516	)		(17,044,268	)
Net Increase (Decrease)		410,570			8,584,323			1,182,650			24,877,595
Class I(1)
Shares Sold		1,911,279		$	40,115,152			423,105		$	8,980,125
Shares Issued for Reinvested Dividends		11,793			245,389			2,460			49,375
Shares Redeemed		(773,411	)		(16,078,335	)		(69,177	)		(1,429,057	)
Net Increase (Decrease)		1,149,661			24,282,206			356,388			7,600,443
Class R3
Shares Sold		97,011		$	2,029,837			39,065		$	817,569
Shares Issued for Reinvested Dividends		1,526			31,963			388			8,045
Shares Redeemed		(11,713	)		(247,535	)		(3,465	)		(73,812	)
Net Increase (Decrease)		86,824			1,814,265			35,988			751,802
Class R4
Shares Sold		9,695		$	197,903			10,199		$	215,584
Shares Issued for Reinvested Dividends		526			11,012			330			6,908
Shares Redeemed		(5,838	)		(122,009	)		(20,237	)		(434,994	)
Net Increase (Decrease)		4,383			86,906			(9,708	)		(212,502	)
Class R5
Shares Sold		4,090		$	86,716			65		$	1,389
Shares Issued for Reinvested Dividends		186			3,904			118			2,432
Shares Redeemed		(525	)		(11,094	)		(4	)		(92	)
Net Increase (Decrease)		3,751			79,526			179			3,729
Balanced Fund – (continued)
Class Y
Shares Sold		661,935		$	13,530,349			303,907		$	6,451,479
Shares Issued for Reinvested Dividends		13,385			280,214			3,359			68,157
Shares Redeemed		(699,954	)		(15,103,864	)		(51,099	)		(1,048,705	)
Net Increase (Decrease)		(24,634	)		(1,293,301	)		256,167			5,470,931
Total Net Increase (Decrease)		1,336,062		$	27,569,549			2,277,718		$	48,035,277

⁽¹⁾  Commenced operations on March 31, 2015.

196

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Balanced Income Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		65,249,034		$	879,754,533			54,356,236		$	734,140,473
Shares Issued for Reinvested Dividends		8,358,906			110,645,355			7,210,455			96,055,103
Shares Redeemed		(47,290,887	)		(638,104,152	)		(33,899,754	)		(455,342,882	)
Shares converted (from) Class B into Class A		50,470			674,002			70,741			959,314
Net Increase (Decrease)		26,367,523			352,969,738			27,737,678			375,812,008
Class B
Shares Sold		82,824		$	1,108,595			109,970		$	1,482,372
Shares Issued for Reinvested Dividends		31,378			411,538			45,237			602,310
Shares Redeemed		(547,208	)		(7,336,801	)		(503,474	)		(6,769,592	)
Shares converted (from) Class B into Class A		(50,587	)		(674,002	)		(70,933	)		(959,314	)
Net Increase (Decrease)		(483,593	)		(6,490,670	)		(419,200	)		(5,644,224	)
Class C
Shares Sold		78,992,141		$	1,051,406,805			62,103,149		$	828,910,419
Shares Issued for Reinvested Dividends		6,230,416			81,208,571			4,752,943			62,551,178
Shares Redeemed		(34,602,657	)		(458,426,436	)		(23,473,682	)		(311,258,467	)
Net Increase (Decrease)		50,619,900			674,188,940			43,382,410			580,203,130
Class I
Shares Sold		108,186,392		$	1,469,307,833			46,538,622		$	628,820,080
Shares Issued for Reinvested Dividends		4,236,413			56,334,701			3,199,376			42,593,790
Shares Redeemed		(41,476,177	)		(551,325,870	)		(29,846,418	)		(401,162,355	)
Net Increase (Decrease)		70,946,628			974,316,664			19,891,580			270,251,515
Class R3
Shares Sold		4,406,089		$	59,145,422			3,668,682		$	49,536,866
Shares Issued for Reinvested Dividends		418,914			5,561,495			311,145			4,157,968
Shares Redeemed		(1,716,566	)		(23,094,272	)		(2,258,022	)		(30,481,304	)
Net Increase (Decrease)		3,108,437			41,612,645			1,721,805			23,213,530
Class R4
Shares Sold		3,965,348		$	54,329,992			2,036,927		$	27,463,243
Shares Issued for Reinvested Dividends		225,411			3,004,248			164,371			2,195,288
Shares Redeemed		(1,442,552	)		(19,708,165	)		(1,197,473	)		(16,051,624	)
Net Increase (Decrease)		2,748,207			37,626,075			1,003,825			13,606,907
Class R5
Shares Sold		986,174		$	13,228,497			1,039,902		$	14,218,758
Shares Issued for Reinvested Dividends		84,719			1,130,482			67,222			898,893
Shares Redeemed		(485,109	)		(6,560,020	)		(354,704	)		(4,786,313	)
Net Increase (Decrease)		585,784			7,798,959			752,420			10,331,338
Class R6(1)
Shares Sold		373,289		$	5,174,575			534,822		$	7,121,197
Shares Issued for Reinvested Dividends		20,969			280,393			1,688			22,174
Shares Redeemed		(151,162	)		(2,064,366	)		(87,689	)		(1,192,315	)
Net Increase (Decrease)		243,096			3,390,602			448,821			5,951,056

197

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Balanced Income Fund – ( continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class Y
Shares Sold		4,706,627		$	65,194,453			1,290,260		$	17,573,460
Shares Issued for Reinvested Dividends		142,798			1,926,812			90,259			1,211,533
Shares Redeemed		(1,087,242	)		(14,888,348	)		(724,521	)		(9,838,641	)
Net Increase (Decrease)		3,762,183			52,232,917			655,998			8,946,352
Total Net Increase (Decrease)		157,898,165		$	2,137,645,870			95,175,337		$	1,282,671,612

⁽¹⁾  Commenced operations on November 7, 2014.

Checks and Balances Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		17,992,878		$	174,817,823			18,461,876		$	202,794,654
Shares Issued for Reinvested Dividends		16,916,849			161,724,599			14,816,238			161,250,025
Shares Redeemed		(28,273,266	)		(276,456,615	)		(18,043,883	)		(197,899,881	)
Shares converted (from) Class B into Class A		676,941			6,608,714			131,795			1,437,356
Net Increase (Decrease)		7,313,402			66,694,521			15,366,026			167,582,154
Class B
Shares Sold		34,687		$	338,305			52,005		$	571,162
Shares Issued for Reinvested Dividends		887,718			8,413,065			1,037,347			11,237,725
Shares Redeemed		(5,069,233	)		(49,066,239	)		(2,057,706	)		(22,373,536	)
Shares converted (from) Class B into Class A		(680,807	)		(6,608,714	)		(132,523	)		(1,437,356	)
Net Increase (Decrease)		(4,827,635	)		(46,923,583	)		(1,100,877	)		(12,002,005	)
Class C
Shares Sold		3,529,405		$	33,995,678			5,239,521		$	57,171,349
Shares Issued for Reinvested Dividends		3,810,070			36,124,146			3,267,227			35,382,558
Shares Redeemed		(7,155,628	)		(69,099,663	)		(4,138,982	)		(45,095,236	)
Net Increase (Decrease)		183,847			1,020,161			4,367,766			47,458,671
Class I
Shares Sold		1,592,637		$	15,637,440			1,216,217		$	13,406,256
Shares Issued for Reinvested Dividends		418,313			4,008,434			327,416			3,566,954
Shares Redeemed		(1,393,957	)		(13,504,847	)		(1,029,146	)		(11,258,472	)
Net Increase (Decrease)		616,993			6,141,027			514,487			5,714,738
Class R3
Shares Sold		396,101		$	3,763,982			463,096		$	5,030,636
Shares Issued for Reinvested Dividends		153,479			1,460,884			109,909			1,193,203
Shares Redeemed		(294,965	)		(2,880,014	)		(241,029	)		(2,642,339	)
Net Increase (Decrease)		254,615			2,344,852			331,976			3,581,500

198

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Checks and Balances Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		184,981		$	1,724,888			125,015		$	1,367,140
Shares Issued for Reinvested Dividends		53,356			508,937			42,071			456,861
Shares Redeemed		(215,744	)		(2,043,268	)		(67,371	)		(740,958	)
Net Increase (Decrease)		22,593			190,557			99,715			1,083,043
Class R5
Shares Sold		96,271		$	951,741			536,593		$	5,820,273
Shares Issued for Reinvested Dividends		63,221			605,152			5,320			56,924
Shares Redeemed		(139,004	)		(1,351,724	)		(79,801	)		(864,721	)
Net Increase (Decrease)		20,488			205,169			462,112			5,012,476
Total Net Increase (Decrease)		3,584,303		$	29,672,704			20,041,205		$	218,430,577
Conservative Allocation Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,257,696		$	12,080,817			1,346,691		$	13,616,138
Shares Issued for Reinvested Dividends		179,431			1,707,553			732,961			7,391,886
Shares Redeemed		(2,758,816	)		(26,578,728	)		(3,518,454	)		(35,643,221	)
Shares converted (from) Class B into Class A		40,053			386,748			38,050			385,880
Net Increase (Decrease)		(1,281,636	)		(12,403,610	)		(1,400,752	)		(14,249,317	)
Class B
Shares Sold		7,856		$	72,886			9,963		$	99,614
Shares Issued for Reinvested Dividends		4,746			44,585			34,942			349,851
Shares Redeemed		(171,210	)		(1,628,743	)		(301,281	)		(3,034,353	)
Shares converted (from) Class B into Class A		(40,652	)		(386,748	)		(38,388	)		(385,880	)
Net Increase (Decrease)		(199,260	)		(1,898,020	)		(294,764	)		(2,970,768	)
Class C
Shares Sold		382,324		$	3,589,709			388,368		$	3,891,965
Shares Issued for Reinvested Dividends		53,711			504,093			244,378			2,446,031
Shares Redeemed		(1,081,953	)		(10,251,324	)		(1,118,640	)		(11,203,567	)
Net Increase (Decrease)		(645,918	)		(6,157,522	)		(485,894	)		(4,865,571	)
Class I
Shares Sold		99,116		$	972,769			23,653		$	240,775
Shares Issued for Reinvested Dividends		1,662			15,846			10,022			100,936
Shares Redeemed		(98,049	)		(960,498	)		(95,640	)		(960,748	)
Net Increase (Decrease)		2,729			28,117			(61,965	)		(619,037	)
Class R3
Shares Sold		267,501		$	2,576,798			115,970		$	1,183,060
Shares Issued for Reinvested Dividends		13,283			126,392			56,784			573,867
Shares Redeemed		(243,837	)		(2,346,460	)		(273,282	)		(2,770,561	)
Net Increase (Decrease)		36,947			356,730			(100,528	)		(1,013,634	)

199

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Conservative Allocation Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		64,691		$	620,143			73,692		$	747,096
Shares Issued for Reinvested Dividends		4,187			39,885			19,881			200,549
Shares Redeemed		(80,007	)		(768,503	)		(289,492	)		(2,983,292	)
Net Increase (Decrease)		(11,129	)		(108,475	)		(195,919	)		(2,035,647	)
Class R5
Shares Sold		25,743		$	249,126			41,154		$	413,962
Shares Issued for Reinvested Dividends		4,394			41,951			18,786			189,594
Shares Redeemed		(57,144	)		(548,883	)		(138,795	)		(1,430,204	)
Net Increase (Decrease)		(27,007	)		(257,806	)		(78,855	)		(826,648	)
Total Net Increase (Decrease)		(2,125,274	)	$	(20,440,586	)		(2,618,677	)	$	(26,580,622	)
Global All-Asset Fund (consolidated)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		670,209		$	6,748,511			863,892		$	9,700,983
Shares Issued for Reinvested Dividends		1,007,454			10,004,019			2,448,331			26,859,377
Shares Redeemed		(5,115,865	)		(52,291,306	)		(4,756,932	)		(53,684,340	)
Net Increase (Decrease)		(3,438,202	)		(35,538,776	)		(1,444,709	)		(17,123,980	)
Class C
Shares Sold		292,043		$	2,915,090			654,261		$	7,241,748
Shares Issued for Reinvested Dividends		523,116			5,137,001			1,254,781			13,644,178
Shares Redeemed		(3,146,278	)		(31,635,565	)		(3,062,308	)		(34,209,455	)
Net Increase (Decrease)		(2,331,119	)		(23,583,474	)		(1,153,266	)		(13,323,529	)
Class I
Shares Sold		1,326,890		$	13,568,916			2,185,330		$	23,859,148
Shares Issued for Reinvested Dividends		273,425			2,726,048			1,063,020			11,702,511
Shares Redeemed		(3,522,842	)		(36,158,943	)		(6,039,462	)		(68,970,228	)
Net Increase (Decrease)		(1,922,527	)		(19,863,979	)		(2,791,112	)		(33,408,569	)
Class R3
Shares Sold		34,754		$	351,468			52,542		$	592,420
Shares Issued for Reinvested Dividends		14,719			146,310			37,147			407,834
Shares Redeemed		(87,966	)		(901,597	)		(135,911	)		(1,531,485	)
Net Increase (Decrease)		(38,493	)		(403,819	)		(46,222	)		(531,231	)
Class R4
Shares Sold		42,493		$	439,358			27,103		$	307,829
Shares Issued for Reinvested Dividends		3,653			36,710			7,789			86,422
Shares Redeemed		(67,264	)		(716,854	)		(16,631	)		(187,277	)
Net Increase (Decrease)		(21,118	)		(240,786	)		18,261			206,974

200

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Global All-Asset Fund (consolidated) – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Sold		—		$	—			261		$	3,000
Shares Issued for Reinvested Dividends		4,054			40,375			35,554			391,329
Shares Redeemed		(59,903	)		(596,039	)		(193,643	)		(2,016,419	)
Net Increase (Decrease)		(55,849	)		(555,664	)		(157,828	)		(1,622,090	)
Class Y
Shares Sold		6,968,596		$	69,428,594			167,372		$	1,933,249
Shares Issued for Reinvested Dividends		160,427			1,599,457			338,937			3,730,417
Shares Redeemed		(1,344,783	)		(13,741,334	)		(248,457	)		(2,736,375	)
Net Increase (Decrease)		5,784,240			57,286,717			257,852			2,927,291
Total Net Increase (Decrease)		(2,023,068	)	$	(22,899,781	)		(5,317,024	)	$	(62,875,134	)
Growth Allocation Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		3,948,534		$	40,309,533			4,769,564		$	56,751,783
Shares Issued for Reinvested Dividends		3,637,332			37,234,854			13,139,872			150,609,050
Shares Redeemed		(10,780,005	)		(110,944,319	)		(8,292,408	)		(98,193,630	)
Shares converted (from) Class B into Class A		420,004			4,242,604			501,446			5,976,289
Net Increase (Decrease)		(2,774,135	)		(29,157,328	)		10,118,474			115,143,492
Class B
Shares Sold		15,078		$	151,684			38,102		$	487,694
Shares Issued for Reinvested Dividends		103,732			1,046,079			794,813			8,964,931
Shares Redeemed		(888,059	)		(9,003,504	)		(1,135,026	)		(13,403,439	)
Shares converted (from) Class B into Class A		(422,495	)		(4,242,604	)		(506,645	)		(5,976,289	)
Net Increase (Decrease)		(1,191,744	)		(12,048,345	)		(808,756	)		(9,927,103	)
Class C
Shares Sold		1,034,490		$	10,325,633			1,457,404		$	17,046,041
Shares Issued for Reinvested Dividends		1,004,280			10,095,228			4,166,071			46,928,907
Shares Redeemed		(3,375,001	)		(34,112,433	)		(3,107,714	)		(36,270,739	)
Net Increase (Decrease)		(1,336,231	)		(13,691,572	)		2,515,761			27,704,209
Class I
Shares Sold		444,241		$	4,526,796			484,484		$	5,892,897
Shares Issued for Reinvested Dividends		47,306			482,397			131,577			1,502,743
Shares Redeemed		(506,312	)		(5,162,078	)		(309,617	)		(3,621,470	)
Net Increase (Decrease)		(14,765	)		(152,885	)		306,444			3,774,170
Class R3
Shares Sold		164,628		$	1,625,677			203,190		$	2,366,117
Shares Issued for Reinvested Dividends		90,937			907,640			432,154			4,838,742
Shares Redeemed		(351,967	)		(3,525,003	)		(661,425	)		(7,605,364	)
Net Increase (Decrease)		(96,402	)		(991,686	)		(26,081	)		(400,505	)

201

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Growth Allocation Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		165,082		$	1,648,529			205,857		$	2,610,051
Shares Issued for Reinvested Dividends		87,588			892,049			341,320			3,891,717
Shares Redeemed		(361,866	)		(3,696,527	)		(405,367	)		(5,077,736	)
Net Increase (Decrease)		(109,196	)		(1,155,949	)		141,810			1,424,032
Class R5
Shares Sold		62,067		$	638,518			84,633		$	1,007,443
Shares Issued for Reinvested Dividends		38,261			392,556			139,416			1,601,360
Shares Redeemed		(118,679	)		(1,176,188	)		(148,746	)		(1,734,420	)
Net Increase (Decrease)		(18,351	)		(145,114	)		75,303			874,383
Total Net Increase (Decrease)		(5,540,824	)	$	(57,342,879	)		12,322,955		$	138,592,678
Moderate Allocation Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		2,203,920		$	23,641,178			2,776,576		$	33,550,914
Shares Issued for Reinvested Dividends		2,547,557			27,074,933			3,593,851			42,613,944
Shares Redeemed		(7,738,163	)		(83,631,320	)		(6,443,669	)		(77,558,348	)
Shares converted (from) Class B into Class A		158,056			1,681,715			227,005			2,754,822
Net Increase (Decrease)		(2,828,630	)		(31,233,494	)		153,763			1,361,332
Class B
Shares Sold		12,039		$	128,694			10,491		$	125,647
Shares Issued for Reinvested Dividends		74,188			775,594			183,751			2,161,636
Shares Redeemed		(624,688	)		(6,579,239	)		(785,049	)		(9,389,989	)
Shares converted (from) Class B into Class A		(160,794	)		(1,681,715	)		(229,311	)		(2,754,822	)
Net Increase (Decrease)		(699,255	)		(7,356,666	)		(820,118	)		(9,857,528	)
Class C
Shares Sold		669,210		$	7,078,379			833,115		$	9,948,792
Shares Issued for Reinvested Dividends		805,430			8,420,700			1,222,308			14,353,654
Shares Redeemed		(2,853,669	)		(30,141,942	)		(2,939,981	)		(34,928,992	)
Net Increase (Decrease)		(1,379,029	)		(14,642,863	)		(884,558	)		(10,626,546	)
Class I
Shares Sold		279,536		$	3,051,866			204,604		$	2,504,434
Shares Issued for Reinvested Dividends		55,100			587,276			87,018			1,032,473
Shares Redeemed		(383,787	)		(4,154,194	)		(402,650	)		(4,839,213	)
Net Increase (Decrease)		(49,151	)		(515,052	)		(111,028	)		(1,302,306	)
Class R3
Shares Sold		263,313		$	2,799,352			304,674		$	3,584,941
Shares Issued for Reinvested Dividends		154,880			1,624,152			289,367			3,400,212
Shares Redeemed		(495,407	)		(5,316,058	)		(1,393,125	)		(16,739,088	)
Net Increase (Decrease)		(77,214	)		(892,554	)		(799,084	)		(9,753,935	)

202

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Moderate Allocation Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R4
Shares Sold		176,453		$	1,874,405			232,223		$	2,792,109
Shares Issued for Reinvested Dividends		57,050			606,241			142,151			1,685,875
Shares Redeemed		(296,619	)		(3,158,989	)		(1,274,173	)		(15,621,785	)
Net Increase (Decrease)		(63,116	)		(678,343	)		(899,799	)		(11,143,801	)
Class R5
Shares Sold		84,307		$	915,694			76,850		$	924,916
Shares Issued for Reinvested Dividends		51,001			544,028			69,638			826,923
Shares Redeemed		(230,674	)		(2,473,550	)		(143,572	)		(1,750,675	)
Net Increase (Decrease)		(95,366	)		(1,013,828	)		2,916			1,164
Total Net Increase (Decrease)		(5,191,761	)	$	(56,332,800	)		(3,357,908	)	$	(41,321,620	)
Multi-Asset Income Fund
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class A
Shares Sold		1,223,586		$	10,612,812			269,360		$	2,585,369
Shares Issued for Reinvested Dividends		90,299			794,927			57,283			545,239
Shares Redeemed		(1,156,397	)		(10,174,601	)		(64,185	)		(608,485	)
Net Increase (Decrease)		157,488			1,233,138			262,458			2,522,123
Class C
Shares Sold		94,044		$	832,682			78,602		$	748,444
Shares Issued for Reinvested Dividends		20,733			183,060			17,792			169,598
Shares Redeemed		(83,772	)		(742,075	)		(49,502	)		(469,494	)
Net Increase (Decrease)		31,005			273,667			46,892			448,548
Class I
Shares Sold		1,086,496		$	9,597,284			87,316		$	841,595
Shares Issued for Reinvested Dividends		41,034			366,692			13,627			129,708
Shares Redeemed		(58,166	)		(524,319	)		(9,728	)		(93,815	)
Net Increase (Decrease)		1,069,364			9,439,657			91,215			877,488
Class R3
Shares Sold		529		$	4,800			—		$	—
Shares Issued for Reinvested Dividends		10,867			96,033			9,445			90,060
Shares Redeemed		—			—			(1	)		(10	)
Net Increase (Decrease)		11,396			100,833			9,444			90,050
Class R4
Shares Issued for Reinvested Dividends		11,617		$	102,684			10,103		$	96,328
Shares Redeemed		—			—			(1	)		(10	)
Net Increase (Decrease)		11,617			102,684			10,102			96,318

203

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

Multi-Asset Income Fund – (continued)
	For the Year Ended October 31, 2016						For the Year Ended October 31, 2015
	Shares			Amount			Shares			Amount
Class R5
Shares Issued for Reinvested Dividends		12,102		$	106,959			10,520		$	100,316
Net Increase (Decrease)		12,102			106,959			10,520			100,316
Class Y
Shares Sold		2,821,404		$	24,756,079			709,152		$	6,958,503
Shares Issued for Reinvested Dividends		253,260			2,245,484			622,486			5,941,457
Shares Redeemed		(10,980,863	)		(96,292,208	)		(1,412,725	)		(13,440,801	)
Net Increase (Decrease)		(7,906,199	)		(69,290,645	)		(81,087	)		(540,841	)
Total Net Increase (Decrease)		(6,613,227	)	$	(58,033,707)			349,544		$	3,594,002

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $330 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the year ended October 31, 2016, none of the Funds had borrowings under this facility.

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to

rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings. HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant HFMC, which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. HFMC and HIFSCO dispute the allegations and intend to defend vigorously. As of October 31, 2016, the trial was scheduled for November 2016.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

204

Multi-Strategy Funds

Notes to Financial Statements – (continued)

October 31, 2016

14. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

15. Subsequent Events:

Effective November 1, 2016, the contractual management fee rate for Global All-Asset Fund was reduced, and the expense reimbursements arrangements were revised.

In addition, effective November 1, 2016, the fee rates pursuant to the fund accounting agreement for each Fund are changing and the per account fee paid to HASCO for transfer agency services for all Classes, except Class Y, is also changing.

205

Report of Independent Registered Public Accounting Firm

The Board of Directors and Shareholders of

The Hartford Mutual Funds, Inc.

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of The Hartford Balanced Fund, The Hartford Balanced Income Fund, The Hartford Checks and Balances Fund, The Hartford Conservative Allocation Fund, The Hartford Global All-Asset Fund (Consolidated), The Hartford Growth Allocation Fund, Hartford Moderate Allocation Fund and Hartford Multi-Asset Income Fund (eight of the series comprising The Hartford Mutual Funds, Inc. (the Company)) as of October 31, 2016, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the two years in the period then ended, and the financial highlights for each of the periods indicated therein. These financial statements and financial highlights are the responsibility of the Company’s management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Company’s internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Company’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of October 31, 2016, by correspondence with the custodian and others or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of The Hartford Balanced Fund, The Hartford Balanced Income Fund, The Hartford Checks and Balances Fund, The Hartford Conservative Allocation Fund, The Hartford Global All-Asset Fund (Consolidated), The Hartford Growth Allocation Fund, Hartford Moderate Allocation Fund, and Hartford Multi-Asset Income Fund at October 31, 2016, the results of their operations for the year then ended, the changes in their net assets for each of the two years in the period then ended, and the financial highlights for each of the indicated periods, in conformity with U.S. generally accepted accounting principles.

New York, New York

December 30, 2016

206

Multi-Strategy Funds

Shareholder Meeting Results (Unaudited):

A Joint Annual Meeting of Shareholders (“Meeting”) was held on March 14, 2016 and shareholders were asked to consider the proposals listed below. The Meeting was adjourned for certain funds until April 19, 2016 with respect to proposals 2 through 6 listed below.

Proposal No.	Description of Proposal
1.	The election of nominees to the Board of Directors of The Hartford Mutual Funds, Inc.
2.	The approval of a new Investment Management Agreement between Hartford Funds Management Company, LLC (“HFMC”) and The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (collectively, the “Companies”), on behalf of the Funds.
3.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.
4.	The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.
5.	The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.
6.	The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

All shareholders of record at the close of business on December 23, 2015 (“Record Date”) were entitled to attend or submit proxies. As of the Record Date, each Fund had the following number of shares outstanding:

Fund	Outstanding Shares
The Hartford Balanced Fund		38,729,582.9930
The Hartford Balanced Income Fund		514,729,549.7730
The Hartford Checks and Balances Fund		197,413,929.4430
The Hartford Conservative Allocation Fund		16,654,902.7760
The Hartford Global All-Asset Fund		40,780,235.3740
The Hartford Growth Allocation Fund		76,892,837.4140
Hartford Moderate Allocation Fund		54,881,464.3570
Hartford Multi-Asset Income Fund		6,940,688.1740

Proposal One: The election of nominees to the Board of Directors of The Hartford Mutual Funds, Inc.

Approval of Board of Directors for The Hartford Mutual Funds, Inc.
Name(1)	For		Withheld
Hilary E. Ackermann		2,179,706,725.8944		42,734,167.7165
Lynn S. Birdsong		2,180,563,045.6502		41,877,847.9607
James E. Davey		2,181,118,226.9968		41,322,666.6141
Christine Detrick		2,181,014,822.3680		41,426,071.2429
Duane E. Hill		2,179,870,593.2057		42,570,300.4052
Sandra S. Jaffee		2,179,682,910.1968		42,757,983.4141
William P. Johnston		2,179,896,424.5899		42,544,469.0210
Phillip O. Peterson		2,179,760,892.2321		42,680,001.3788
Lemma W. Senbet		2,179,956,972.5800		42,483,921.0309

(1) Shareholders approved the election of each nominee at the Meeting.

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Shareholder Meeting Results (Unaudited) – (continued)

Proposal Two: The approval of a new Investment Management Agreement between HFMC and the Companies, on behalf of the Funds.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Balanced Fund(1)		14,570,791.8012		502,821.6439		818,505.8589		3,987,597.0000
The Hartford Balanced Income Fund(2)		181,128,009.7890		4,608,962.2630		8,979,336.4500		64,901,148.0000
The Hartford Checks and Balances Fund(2)		68,462,890.6230		2,037,492.6160		3,645,535.6660		24,790,914.0000
The Hartford Conservative Allocation Fund(1)		6,074,021.1911		76,666.1846		517,509.6563		2,086,668.0000
The Hartford Global All-Asset Fund(1)		16,064,793.4713		370,907.4338		709,784.0449		4,595,456.0000
The Hartford Growth Allocation Fund(1)		27,517,682.6549		924,724.6223		1,512,288.6778		9,488,742.1000
Hartford Moderate Allocation Fund(1)		19,550,256.9914		601,188.2545		1,163,526.3101		6,396,383.0000
Hartford Multi-Asset Income Fund(1)		5,709,443.7813		687.4707		28,457.2760		1,077,993.0000

(1) Meeting Held on March 14, 2016

(2) Meeting Held on April 19, 2016

Proposal Three: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of commodities.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Balanced Fund(1)		14,247,602.8006		814,748.9086		829,767.5948		3,987,597.0000
The Hartford Balanced Income Fund(2)		178,220,374.8430		7,312,484.3000		9,183,449.3590		64,901,148.0000
The Hartford Checks and Balances Fund(2)		67,300,133.4401		2,934,765.2710		3,911,020.1940		24,790,914.0000
The Hartford Conservative Allocation Fund(1)		6,134,036.0818		125,264.7206		408,896.2296		2,086,668.0000
The Hartford Global All-Asset Fund(1)		15,796,334.5306		639,824.4013		709,326.0181		4,595,456.0000
The Hartford Growth Allocation Fund(1)		26,515,399.4822		1,886,363.4509		1,552,933.0219		9,488,742.1000
Hartford Moderate Allocation Fund(1)		19,166,830.3547		898,666.8050		1,249,474.3963		6,396,383.0000
Hartford Multi-Asset Income Fund(1)		5,709,160.7641		970.4879		28,457.2760		1,077,993.0000

(1) Meeting Held on March 14, 2016

(2) Meeting Held on April 19, 2016

Proposal Four: The approval of a change to each Fund’s fundamental investment restriction on the purchase or sale of real estate.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Balanced Fund(1)		14,321,275.1420		726,317.7969		844,526.3651		3,987,597.0000
The Hartford Balanced Income Fund(2)		178,010,249.5050		7,370,289.8900		9,335,769.1070		64,901,148.0000
The Hartford Checks and Balances Fund(2)		67,301,505.5960		2,941,284.2890		3,903,129.0200		24,790,914.0000
The Hartford Conservative Allocation Fund(1)		6,105,529.5625		129,669.8670		432,997.6025		2,086,668.0000
The Hartford Global All-Asset Fund(1)		15,824,669.2091		577,026.0878		743,789.6531		4,595,456.0000
The Hartford Growth Allocation Fund(1)		26,446,986.1715		1,927,875.7517		1,579,834.0318		9,488,742.1000
Hartford Moderate Allocation Fund(1)		19,085,389.4127		944,878.3757		1,284,703.7676		6,396,383.0000
Hartford Multi-Asset Income Fund(1)		5,703,937.9934		5,359.2612		29,291.2734		1,077,993.0000

(1) Meeting Held on March 14, 2016

(2) Meeting Held on April 19, 2016

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Shareholder Meeting Results (Unaudited) – (continued)

Proposal Five: The approval of a change to each Fund’s fundamental investment restriction on concentration of investments in a particular industry or group of industries.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Balanced Fund(1)		14,293,887.6860		755,180.0806		843,051.5374		3,987,597.0000
The Hartford Balanced Income Fund(2)		178,345,048.7870		7,176,927.7200		9,194,331.9950		64,901,148.0000
The Hartford Checks and Balances Fund(2)		67,427,913.9780		2,787,847.1890		3,930,157.7370		24,790,914.0000
The Hartford Conservative Allocation Fund(1)		6,137,810.5448		114,977.6496		415,408.8376		2,086,668.0000
The Hartford Global All-Asset Fund(1)		15,764,117.4304		657,125.1550		724,242.3646		4,595,456.0000
The Hartford Growth Allocation Fund(1)		26,659,799.2256		1,694,175.6643		1,600,721.0651		9,488,742.1000
Hartford Moderate Allocation Fund(1)		19,237,447.8204		840,959.4030		1,236,564.3326		6,396,383.0000
Hartford Multi-Asset Income Fund(1)		5,704,413.7031		5,717.5489		28,457.2760		1,077,993.0000

(1) Meeting Held on March 14, 2016

(2) Meeting Held on April 19, 2016

Proposal Six: The approval, prospectively, of a modification to the current “manager of managers” policy to permit HFMC, subject to prior approval by the relevant Board and under certain circumstances, to enter into and materially amend agreements with affiliated and unaffiliated sub-advisers without the necessity of obtaining shareholder approval.

Fund	For		Against		Abstain		Broker Non-Votes
The Hartford Balanced Fund(1)		13,733,797.4819		1,256,003.5842		902,318.2379		3,987,597.0000
The Hartford Balanced Income Fund(2)		151,007,299.4950		34,192,519.5530		9,516,489.4540		64,901,148.0000
The Hartford Checks and Balances Fund(2)		64,660,042.2730		5,349,097.8540		4,136,778.7780		24,790,914.0000
The Hartford Conservative Allocation Fund(1)		5,800,195.4632		420,682.1064		447,319.4624		2,086,668.0000
The Hartford Global All-Asset Fund(1)		13,081,029.3875		3,272,465.7858		791,989.7767		4,595,456.0000
The Hartford Growth Allocation Fund(1)		24,968,245.0079		3,251,639.4017		1,734,811.5454		9,488,742.1000
Hartford Moderate Allocation Fund(1)		18,500,178.5311		1,577,164.6367		1,237,628.3882		6,396,383.0000
Hartford Multi-Asset Income Fund(1)		5,704,757.9402		7,305.2552		26,525.3326		1,077,993.0000

(1) Meeting Held on March 14, 2016

(2) Meeting Held on April 19, 2016

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Directors and Officers of the Company

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN (1956) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2014	Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011 and has served as a Director of Dynegy, Inc. (an independent power company) from October 2012 to present.	76	Ms. Ackermann serves as a Director of Dynegy, Inc. (a power company) (October 2012 to present).
LYNN S. BIRDSONG (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2003	Mr. Birdsong currently serves as a Director of Aberdeen Global and Aberdeen Global II (investment funds) (September 2014 to present). Mr. Birdsong served as an Independent Director of Nomura Partners Funds, Inc. (formerly, The Japan Fund) (April 2003 to February 2015) and as a Director of the Sovereign High Yield Investment Company (April 2010 to June 2014). From 2003 to March 2005, Mr. Birdsong was an Independent Director of the Atlantic Whitehall Funds. From 1979 to 2002, Mr. Birdsong was a Managing Director of Zurich Scudder Investments, an investment management firm. During his employment with Scudder, Mr. Birdsong was an Interested Director of The Japan Fund. From January 1981 through December 2013, Mr. Birdsong was a partner in Birdsong Company, an advertising specialty firm.	76	None
CHRISTINE DETRICK (1958) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2016	Ms. Detrick has served as a Director of Reinsurance Group of America since January 2014 and Forest City Enterprises (a real estate company) since November 2014. Previously, she was a Director of Forethought Financial Group, Inc. (a financial services company) from January 2012 to January 2014 and a Partner/Senior Advisor at Bain & Company (a management consulting firm) from September 2002 to December 2012.	76	Ms. Detrick serves as a Director of Reinsurance Group of America (January 2014 to present) and Forest City Enterprises (a real estate company) (November 2014 to present).

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
DUANE E. HILL (1945) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2001	Mr. Hill is a Partner of TSG Ventures L.P., a private equity investment company. Mr. Hill is a former partner of TSG Capital Group, a private equity investment firm that served as sponsor and lead investor in leveraged buyouts of middle market companies.	76	None
SANDRA S. JAFFEE(3) (1941) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Ms. Jaffee is the founder and Chief Executive Officer of a private company, Homeworks Concierge, LLC, which provides residential property management services in Westchester County, New York (January 2012 to present). Ms. Jaffee served as Chairwoman (2008 to 2009) and Chief Executive Officer of Fortent (formerly Searchspace Group), a leading provider of compliance/regulatory technology to financial institutions from August 2005 to August 2009. From August 2004 to August 2005, Ms. Jaffee served as an Entrepreneur in Residence with Warburg Pincus, a private equity firm. Prior to joining Warburg Pincus, Ms. Jaffee served as Executive Vice President at Citigroup, from September 1995 to July 2004, where she was President and Chief Executive Officer of Citibank’s Global Securities Services (1995 to 2003). Ms. Jaffee served as a member of the Board of Directors of Broadridge Financial Solutions (November 2010 to November 2014). Ms. Jaffee currently serves as a member of the Board of Directors of Global Corps Africa (a non-profit organization) (January 2015 to present) as well as a Trustee of Muhlenberg College (September 2007 to present).	76	None

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
WILLIAM P. JOHNSTON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director and Chairman of the Board	Director since 2005 and Chairman of the Board since 2015	In June 2006, Mr. Johnston was appointed as Senior Advisor to The Carlyle Group, a global private equity and other alternative asset investment firm and currently serves as an Operating Executive. In July 2006, Mr. Johnston was elected to the Board of Directors of MultiPlan, Inc. and served as a Director (July 2006 to August 2010). In August 2007, Mr. Johnston was elected to the Board of Directors of LifeCare Holdings, Inc. and served as a Director (August 2007 to June 2013). In February 2008, Mr. Johnston was elected to the Board of Directors of HCR-ManorCare, Inc. In May 2006, Mr. Johnston was elected to the Supervisory Board of Fresenius Medical Care AG & Co. KGaA, after its acquisition of Renal Care Group, Inc. in March 2006. Mr. Johnston joined Renal Care Group in November 2002 as a member of the Board of Directors and served as Chairman of the Board from March 2003 through March 2006. From 2002 through 2013, Mr. Johnston served as a Board member of the Georgia O’Keefe Museum. From September 1987 to December 2002, Mr. Johnston was with Equitable Securities Corporation (and its successors, SunTrust Equitable Securities and SunTrust Robinson Humphrey) serving in various investment banking and managerial positions, including Managing Director and Head of Investment Banking, Chief Executive Officer and Vice Chairman.	76	None
PHILLIP O. PETERSON (1944) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2002	Mr. Peterson is a mutual fund industry consultant. He was a partner of KPMG LLP (an accounting firm) until July 1999. Mr. Peterson joined William Blair Funds in February 2007 as a member of the Board of Trustees. From February 2012 to February 2014, Mr. Peterson served as a Trustee of Symetra Variable Mutual Funds. From January 2004 to April 2005, Mr. Peterson served as Independent President of the Strong Mutual Funds.	76	Mr. Peterson is a Trustee of the William Blair Funds (February 2007 to current) (22 funds overseen).

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY DIRECTOR
LEMMA W. SENBET (1946) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director	Since 2005	Dr. Senbet is the William E. Mayer Chair Professor of Finance and Founding Director, Center for Financial Policy, at the University of Maryland, Robert H. Smith School of Business. He was chair of the Finance Department of the University of Maryland, Robert H. Smith School of Business from 1998 to 2006. Since June 2013, he has been on leave from the University to serve as Executive Director of the African Economic Research Consortium which focuses on economic policy research and training. Previously, he was a chaired professor of finance at the University of Wisconsin-Madison. Also, he was a Director of the Fortis Funds from March 2000 to July 2002. Dr. Senbet served as Director of the American Finance Association and President of the Western Finance Association. In 2006, Dr. Senbet was inducted Fellow of Financial Management Association International for his career-long distinguished scholarship and professional service.	76	None

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(4) (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Director, President and Chief Executive Officer	President and Chief Executive Officer since 2010; Director since 2012	Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Additionally, Mr. Davey serves as Chairman of the Board, Manager and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”). He also currently serves as Director, Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”). Mr. Davey also serves as President, Manager, Chairman of the Board and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”) and Director, Chairman of the Board, President and Senior Managing Director for Hartford Funds Management Group, Inc. (“HFMG”). Mr. Davey also currently serves as Chairman of the Board, President and Manager of Lattice Strategies LLC. Mr. Davey has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Davey joined The Hartford in 2002.	76	N/A
ANDREW S. DECKER (1963) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	AML Compliance Officer	Since 2015	Mr. Decker currently serves as the AML Compliance Officer for HFD and as Chief Compliance Officer and AML Compliance Officer for HASCO. Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. Mr. Decker served as AML Compliance and Sanctions Enforcement Officer at SEI Investments from December 2007 to April 2011.	N/A	N/A
MICHAEL FLOOK (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President, Treasurer and Controller	Since 2015	Mr. Flook served as Assistant Treasurer for the Company, The Hartford Mutual Funds II, Inc., The Hartford Alternative Strategies Fund, Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. from February 2015 to March 2015. Mr. Flook joined The Hartford in 2014. Prior to joining The Hartford, Mr. Flook served as Director, Vice President and Assistant Treasurer at UBS Global Asset Management from May 2006 to November 2014. Mr. Flook currently serves as an employee of HFMC.	N/A	N/A

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
WALTER F. GARGER (1965) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Chief Legal Officer	Since 2016	Mr. Garger currently serves as Secretary, Managing Director and General Counsel of HFD, HASCO, HFMC and HFMG. Mr. Garger also serves as Secretary and General Counsel of Lattice Strategies LLC. Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.	N/A	N/A
JOSEPH G. MELCHER (1973) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President and Chief Compliance Officer	Since 2013	Mr. Melcher currently serves as Executive Vice President of HFD, HFMG and HASCO. Mr. Melcher also currently serves as Executive Vice President and Chief Compliance Officer of HFMC. He also serves as Chief Compliance Officer and Executive Vice President of Lattice Strategies LLC. Mr. Melcher has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds since joining The Hartford in 2012. Prior to joining The Hartford, Mr. Melcher worked at Touchstone Investments, a member of the Western & Southern Financial Group, where he held the position of Vice President and Chief Compliance Officer from 2010 through 2012 and Assistant Vice President, Compliance from 2005 to 2010.	N/A	N/A
VERNON J. MEYER (1964) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2006	Mr. Meyer currently serves as Senior Vice President of HLIC. He also currently serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG. Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.	N/A	N/A
LAURA S. QUADE (1969) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Vice President	Since 2012	Ms. Quade currently serves as Senior Vice President of HLIC and Vice President of HASCO, HFD and HFMG. She is the Head of Operations of HASCO and formerly served as Director, Enterprise Operations of HLIC. Ms. Quade has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Quade joined The Hartford in 2001.	N/A	N/A

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Directors and Officers of the Company – (continued)

NAME, YEAR OF BIRTH AND ADDRESS	POSITION HELD WITH THE COMPANY	TERM OF OFFICE(1) AND LENGTH OF TIME SERVED	PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS	NUMBER OF PORTFOLIOS IN FUND COMPLEX(2) OVERSEEN BY DIRECTOR	OTHER DIRECTORSHIPS HELD BY DIRECTOR
ALICE A. PELLEGRINO (1960) c/o Hartford Funds 5 Radnor Corporate Center, 100 Matsonford Road, Suite 300, Radnor, Pennsylvania 19087	Secretary	Since 2016	Ms. Pellegrino currently serves as Vice President of HLIC and HFMG. Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.	N/A	N/A

⁽¹⁾  Each Director holds an indefinite term until the earlier of (i) the election and qualification of his or her successor or (ii) when the Director turns 75 years of age. Each officer shall serve until his or her successor is elected and qualifies.

⁽²⁾  The portfolios are series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

⁽³⁾  Ms. Jaffee will retire as a Director of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., and Hartford HLS Series Fund II, Inc. effective December 18, 2016.

⁽⁴⁾  “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

For more information regarding the Directors and Officers, please refer to the Statement of Additional Information, as supplemented, which is available, without charge, upon request by calling 1-888-843-7824.

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HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

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Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds, Inc.

The Hartford Balanced Fund

The Hartford Balanced Income Fund

The Hartford Checks and Balances Fund

The Hartford Conservative Allocation Fund

The Hartford Global All-Asset Fund

The Hartford Growth Allocation Fund

Hartford Moderate Allocation Fund

Hartford Multi-Asset Income Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At a Joint Annual Meeting of Shareholders held on March 14, 2016 and adjourned to April 19, 2016 with respect to certain funds, shareholders of each of the funds listed above (each a “Fund” and collectively, the “Funds”) voted to approve a new investment management agreement (the “Management Agreement”) by and between The Hartford Mutual Funds, Inc. (“HMF”), on behalf of each of its Funds, The Hartford Mutual Funds II, Inc. (“HMF II”) and Hartford Funds Management Company, LLC (“HFMC”).

At their meeting held on August 2-3, 2016, the Boards of Directors (collectively, the “Board”) of HMF and HMF II, including each of the Independent Directors, unanimously voted to approve (i) the continuation of the Management Agreement; and (ii) for each Fund that is sub-advised (each a “Sub-Advised Fund” and collectively, the “Sub-Advised Funds”), the continuation of the investment sub-advisory agreement (the “Sub-Advisory Agreement” and collectively with the Management Agreement, the “Agreements”) between HFMC and the Sub-Advised Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”).

In the months preceding the August 2-3, 2016 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Directors and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board at its meetings throughout the year, as well as information specifically prepared in connection with the annual approval of the Agreements at the Board’s meetings held on June 21-22, 2016 and August 2-3, 2016. Information provided to the Board at its meetings throughout the year included, among other things, reports on Fund performance, legal and compliance matters, sales and marketing activity, shareholder services and the other services provided to each Fund by the Advisers and their affiliates. The Board also considered the materials and in-person presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 21-22, 2016 and August 2-3, 2016 concerning the Agreements.

The Independent Directors, advised by independent legal counsel, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees, other non-management fees, overall expense ratios and investment performance compared to those of comparable mutual funds with similar investment objectives. The Independent Directors also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating the Funds’ respective management fees, sub-advisory fees, if any, other non-management fees, overall expense ratios and investment performance. In addition, the Consultant reviewed the profitability calculations utilized by HFMC in connection with the continuation of the Management Agreement.

In determining whether to continue the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to continue the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Funds. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

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Nature, Extent and Quality of Services Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the Hartford Funds. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford Funds.

The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures, compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and compliance issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act, as well as the efforts of HFMC and its affiliates to combat cybersecurity risks and invest in business continuity planning.

With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment advisory services in connection with selecting, monitoring and supervising the Sub-adviser. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford Funds’ approximately 65 portfolio managers. The Board noted that HFMC terminated the then-existing sub-advisory agreement with the Sub-adviser with respect to The Hartford Conservative Allocation Fund and Hartford Moderate Allocation Fund in 2015 and also noted that HFMC appointed Ms. Allison Mortensen as co-portfolio manager for The Hartford Conservative Allocation Fund, Hartford Moderate Allocation Fund, and The Hartford Growth Allocation Fund in 2015. The Board recognized that HFMC has demonstrated a record of making changes to the management and/or strategies of the Hartford Funds when warranted. The Board considered HFMC’s periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered HFMC’s day-to-day oversight of compliance with each Fund’s objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s services in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.

In addition, the Board considered HFMC’s ongoing commitment to review and rationalize the Hartford Funds product line-up and the expenses that HFMC had incurred in connection with the launch of new funds in recent years. The Board considered that HFMC is responsible for providing the Funds’ officers.

With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Sub-Advised Funds, subject to oversight by HFMC, the Board considered, among other things, the quality of each Sub-Advised Fund’s portfolio manager(s), the Sub-adviser’s other investment personnel, its investment philosophy and process, its investment research capabilities and resources, its performance record, its trade execution capabilities and its experience. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and the Sub-adviser’s method for compensating the portfolio manager(s).

Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and, as applicable, the Sub-adviser.

Performance of each Fund and the Advisers

The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. For details regarding each Fund’s performance, see the fund-by-fund synopsis below.

The Board considered the detailed investment analytics reports provided by Hartford Funds’ Investment Advisory Group throughout the year, including in connection with the annual approval of the Agreements. These reports include, among other things, information on each Fund’s

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gross returns and with respect to certain reports, net returns, the Fund’s investment performance relative to an appropriate benchmark and peer group, various statistics concerning the Fund’s portfolio, and a narrative summary of various factors affecting Fund performance. The Board considered the Advisers’ cooperation with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.

In light of all the considerations noted above, the Board concluded that it had continued confidence in HFMC’s and the Sub-adviser’s overall capabilities to manage the Funds.

Costs of the Services and Profitability of the Advisers

The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-adviser.

The Board considered the Consultant’s review of the profitability calculations used by HFMC in connection with the continuation of the Management Agreement, noting the Consultant’s view that Hartford Funds’ process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. In this regard, the Board noted that the Consultant had previously performed a full review of this process and reported that such process is sound and well within common industry practice.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Funds would not be excessive.

Comparison of Fees and Services Provided by the Advisers

The Board considered the comparative information that had been provided at meetings on June 21-22, 2016 and August 2-3, 2016 with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratios of the Fund. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to each Sub-Advised Fund, taking into account that HFMC compensates the Sub-adviser out of the management fee paid by the Fund to HFMC. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Sub-Advised Fund, and total operating expenses for each Fund. With respect to each Sub-Advised Fund’s sub-advisory fee schedule, the Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length on a fund-by-fund basis. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and overall expense ratios relative to a group of funds selected by Broadridge, in consultation with the Consultant, and a broader universe of funds selected by Broadridge. For details regarding each Fund’s expenses, see the fund-by-fund synopsis below.

While the Board recognized that comparisons between a Fund and its peer funds may be imprecise, given the different service levels and characteristics of mutual funds and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s management and sub-advisory fees, as applicable, and total operating expenses. In addition, the Board considered the analysis and recommendations of the Consultant relating to each Fund’s management and sub-advisory fees, as applicable, and total operating expenses.

Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board reviewed the breakpoints in the management fee schedule for each Fund, if any, which reduce fee rates as the Fund’s assets grow over time. The Board recognized that a fund with assets beyond the highest breakpoint level will continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations and fee waivers that reduce each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders

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and provide protection from an increase in expenses if the Fund’s assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Funds to scale at inception are other means of sharing potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses, which has resulted in benefits being realized by shareholders as assets within the Hartford Funds family of funds have grown over time, including through lower operating expenses.

The Board reviewed and evaluated materials from Broadridge and the Consultant showing how management fee schedules of peer funds reflect economies of scale for the benefit of shareholders as a peer fund’s assets hypothetically increase over time. Based on information provided by HFMC, Broadridge and the Consultant, the Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered.

After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective advisory fees and expense ratios for the Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor future growth in each Fund’s assets and the appropriateness of additional breakpoints.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.

The Board noted that HFMC receives fees for fund accounting and related services from the Funds, and the Board considered information on profits to HFMC for such services. The Board considered that it had approved an increase in the Funds’ fund accounting fee rate. The Board reviewed information from Broadridge comparing the new accounting fee rate with relevant industry data and considered that the new fund accounting fee schedule more properly aligned with HFMC’s actual costs for those services. The Board considered that, while the new fee schedule is projected to result in a reasonable increase in overall profitability to HFMC, HFMC expected that it would continue to operate at a net loss with respect to fund accounting services. The Board also considered that Hartford Administrative Services Company (“HASCO”), the Funds’ transfer agent and an affiliate of HFMC, receives transfer agency compensation from the Funds. The Board considered that it had approved the implementation of a uniform transfer agency fee across all distribution channels for all classes of the Funds, except Class Y shares, in light of the reduction in revenue earned by HASCO associated with a decline in the use of directly-held accounts and a corresponding increase in the use of omnibus accounts. The Board reviewed information about the profitability to HASCO of the Funds’ transfer agency function, including the anticipated impact of the new fee schedule on transfer agent profit margins. The Board considered information provided by HASCO indicating that, after giving effect to the new fee schedule, the transfer agent fees charged by HASCO to the Funds were fair and reasonable based on publicly available information. The Board also noted that HFMC and HASCO had delegated certain fund accounting services and transfer agency services, respectively, to external service providers.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, serves as principal underwriter of the Funds. As principal underwriter, HFD receives distribution and service fees from the Funds and receives all or a portion of the sales charges on sales or redemptions of certain classes of shares. The Board also noted that certain affiliates of HFD distribute shares of the Funds and receive compensation in that regard.

The Board considered the benefits, if any, to the Sub-adviser from any use of a Fund’s brokerage commissions to obtain soft dollar research, and representations from HFMC and the Sub-adviser that the Sub-adviser does not make any revenue-sharing payments or any other type of distribution payments to HFMC or its affiliates.

The Board considered the benefits to shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge, the ability to reinvest Fund dividends into other funds in the family and the ability to combine holdings in a Fund with holdings in other funds to obtain a reduced sales charge. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

Fund-by-Fund factors

The Hartford Balanced Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1- and 5-year periods and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was below its blended custom benchmark for the 1-year

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period, above its blended custom benchmark for the 3-year period and in line with its blended custom benchmark for the 5-year period. The Board also considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile of its expense group and its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Balanced Income Fund

• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1- and 5-year periods and the 2nd quintile for the 3-year period. The Board also noted that the Fund’s performance was above its blended custom benchmark for the 1-, 3- and 5-year periods. The Board and HFMC noted that the performance of the Fund was within expectations.

• The Board noted that the Fund’s contractual management fee and total expenses (less 12b-1 and shareholder service fees) were in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Checks and Balances Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1- and 5-year periods and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was below its blended custom benchmark for the 1-, 3- and 5-year periods. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy. The Board also noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile of its expense group. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Conservative Allocation Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its blended custom benchmark for the 1-, 3- and 5-year periods. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012. The Board noted that HFMC terminated the Fund’s sub-advisory agreement with the Sub-adviser and appointed Ms. Allison Mortensen as co-portfolio manager in 2015. The Board also noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s actual management fee was in the 1st quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a permanent fee reduction implemented in 2015. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

The Hartford Global All-Asset Fund

• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period, the 3rd quintile for the 3-year period and the 4^th quintile for the 5-year period. The Board also noted that the Fund’s performance was below its blended custom benchmark for the 1-, 3- and 5-year periods. The Board considered that, in response to questions concerning the Fund’s performance, HFMC stated that it has confidence in the Fund’s portfolio management team and investment strategy.

• The Board noted that the Fund’s contractual management fee was in the 5th quintile of its expense group, while its actual management fee and its total expenses (less 12b-1 and shareholder service fees) were in the 4th quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class. In response to a request from the Board, HFMC agreed to provide a proposal at the August 2016 meeting which would reduce the expenses of the Fund.

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The Hartford Growth Allocation Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its blended custom benchmark for the 1-, 3- and 5-year periods. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012. The Board noted that HFMC terminated the Fund’s sub-advisory agreement with the Sub-adviser in 2014 and appointed Ms. Allison Mortensen as co-portfolio manager in 2015. The Board also noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s actual management fee was in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a permanent fee reduction implemented in 2015. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford Moderate Allocation Fund

• The Board noted that the Fund’s performance was in the 5th quintile of its performance universe for the 1-, 3- and 5-year periods. The Board also noted that the Fund’s performance was below its custom blended benchmark for the 1-, 3- and 5-year periods. In considering the Fund’s performance record, the Board noted that the Fund had transitioned to the Sub-adviser in 2012. The Board noted that HFMC terminated the Fund’s sub-advisory agreement with the Sub-adviser and appointed Ms. Allison Mortensen as co-portfolio manager in 2015. The Board also noted that certain changes had recently been made to the Fund’s principal investment strategy.

• The Board noted that the Fund’s actual management fee was in the 4th quintile of its expense group, while its total expenses (less 12b-1 and shareholder service fees) were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a permanent fee reduction implemented in 2015. The Board also noted that the Fund has an automatically renewable contractual expense cap on each share class.

Hartford Multi-Asset Income Fund

• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was below its blended custom benchmark for the 1-year period. The Board also noted recent changes to the Fund’s portfolio management team.

• The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, its actual management fee was in the 3rd quintile of its expense group, and its total expenses (less 12b-1 and shareholder service fees) were in the 1st quintile. The Board noted that the Fund has an automatically renewable contractual expense cap on each share class.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the Management Agreement and, with respect to the Sub-Advised Funds, the Sub-Advisory Agreement for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session on several occasions, with independent legal counsel and the Consultant, to review the relevant materials and consider their responsibilities under relevant laws and regulations.

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THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

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b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

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b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

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We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

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c) insurance companies;

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who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

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For more information, please see our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, which is available at Online Privacy Policy.

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Employees who violate our Privacy Policy will be subject to discipline, which may include ending their employment with us.

At the start of our business relationship, we will give You a copy of our current Privacy Policy.

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We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

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d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

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b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

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b) Personal Health Information.

Transaction means your business dealings with us, such as:

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You means an individual who has given us Personal Information in conjunction with:

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a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

This Privacy Policy is being provided on behalf of the following affiliates of The Hartford Financial Services Group, Inc.: 1stAGChoice, Inc.; Access CoverageCorp, Inc.;

Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Revere R, LLC; RVR R, LLC; Sentinel Insurance Company, Ltd.; Sunstone R, LLC; Symphony R, LLC; The Evergreen Group Incorporated; The Hartford Alternative Strategies Fund; The Hartford Mutual Funds, Inc.; The Hartford Mutual Funds II, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2016

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges, and expenses of the Funds before investing. This and other information can be found in the prospectus and summary prospectus, which can be obtained by calling 888-843-7824 (or 800-279-1541 for institutional investors). Investors should read them carefully before they invest.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Hartford Balanced Fund, The Hartford Balanced Income Fund, The Hartford Global All-Asset Fund and Hartford Multi-Asset Income Fund are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFAR-MS16    12/16    117965-3    Printed in U.S.A.

Item 2. Code of Ethics.

(a) The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. A copy of the code of ethics is filed herewith.

(c) The registrant amended the code of ethics on May 3, 2016. The key changes to the code of ethics are as follows: (1) simplify the code provisions, (2) simplify the waiver process, and (3) require that the specified officers in the code of ethics complete an initial and annual certification.

(d) The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions.

Item 3. Audit Committee Financial Expert.

The Board of Directors of the Registrant (the “Board”) has designated Phillip O. Peterson as an Audit Committee Financial Expert. Mr. Peterson is considered by the Board to be an independent director.

Item 4. Principal Accountant Fees and Services.

(a) Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were:

$928,500 for the fiscal year ended October 31, 2015; $1,000,180 for the fiscal year ended October 31, 2016.

(b) Audit Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were:

$29,118 for the fiscal year ended October 31, 2015; $22,632 for the fiscal year ended October 31, 2016. Audit-related services principally in connection with Rule 17Ad-13 under the Securities Exchange Act of 1934.  

(c) Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were:

$258,820 for the fiscal year ended October 31, 2015; $244,308 for the fiscal year ended October 31, 2016. Tax-related services are principally in connection with, but not limited to, general tax services, excise tax and Passive Foreign Investment Company (PFIC) analysis.

(d) All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were:

$0 for the fiscal year ended October 31, 2015; $0 for the fiscal year ended October 31, 2016.

(e) (1) The Pre-Approval Policies and Procedures (the “Policy”) adopted by the Audit Committee of the Registrant (also, the “Fund”) sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the Registrant may be pre-approved. The following are some main provisions from the Policy.

1. The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund.

2. The Audit Committee must pre-approve any engagement of the independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm’s engagement to provide audit services to the Fund, if the non-audit services to the Service Affiliate directly impact the Fund’s operations and financial reporting.

3. The Audit Committee shall pre-approve certain non-audit services to the Fund and its Service Affiliates pursuant to procedures set forth in the Policy.

4. The Audit Committee, from time to time, may designate one or more of its members who are Independent Directors (each a “Designated Member”) to consider, on the Audit Committee’s behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee’s behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not authorize services which would exceed $50,000 in fees for such services.

5. The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund’s investment adviser, the Service Affiliates or any other member of the investment company complex.

(e) (2) One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance with the Audit Committee’s Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c) (7) (i) (c) of Rule 2-01 of Regulation S-X.

(f) None of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the year ended October 31, 2016, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

(g) The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were:

Non-Audit Fees: $2,134,034 for the fiscal year ended October 31, 2015; $1,577,993 for the fiscal year ended October 31, 2016.

(h) The registrant’s audit committee of the board of directors has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

(a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the annual report filed under Item 1 of this form.

(b) Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Exhibits.

(a)(1) Code of Ethics

(a)(2) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

(a)(3) Not applicable

(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	THE HARTFORD MUTUAL FUNDS, INC.
Date: January 9, 2017	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

Date: January 9, 2017	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer
Date: January 9, 2017	By:	/s/ Michael Flook
		Michael Flook, Vice President,
		Treasurer and Controller

EX-99.CODE ETH

THE HARTFORD MUTUAL FUNDS, INC.

THE HARTFORD MUTUAL FUNDS II, INC.

HARTFORD SERIES FUND, INC.

HARTFORD HLS SERIES FUND II, INC.

SARBANES-OXLEY CODE OF ETHICS FOR SENIOR OFFICERS

I. Introduction

The Boards of Directors of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each, a “Fund”) have established this Code of Ethics (“Code”) in accordance with Section 406 of the Sarbanes-Oxley Act of 2002. This Code does not supersede or otherwise affect the separate code of ethics that the Fund has adopted pursuant to Rule 17j-1 under the Investment Company Act of 1940, as amended (the “Investment Company Act”).

II. Covered Officers/Purpose of Code

This Code applies to each Fund’s Chief Executive Officer and Treasurer (collectively, the “Covered Officers”) for the purpose of promoting:

• honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

• full, fair, accurate, timely and understandable disclosure in reports and documents that the Fund files with, or submits to, the Securities and Exchange Commission (“SEC”) and in other public communications made by the Fund;

• compliance with applicable laws and governmental rules and regulations;

• the prompt internal reporting of violations of this Code to an appropriate person or persons identified herein; and

• accountability for adherence to this Code.

Each Covered Officer owes a duty to the Funds to adhere to a high standard of business ethics, and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest. Each Covered Officer should encourage his or her colleagues who provide services to the Funds, whether directly or indirectly, to do the same.

For purposes of this Code, the Compliance Officer is the Fund’s Chief Compliance Officer or his or her delegate.

III. Covered Officers Should Handle Ethically Actual and Apparent Conflicts of Interest

A “conflict of interest” occurs when a Covered Officer’s private interest interferes with the interests of, or his or her service to, a Fund. For example, a conflict of interest would arise if a Covered Officer, or a member of his or her family, receives improper personal benefits as a result of his or her position with the Fund.

Certain conflicts of interest covered by this Code arise out of the relationships between Covered Officers and a Fund and already are subject to conflict of interest provisions in the Investment Company Act and the Investment Advisers Act of 1940, as amended (the “Investment Advisers Act”). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Fund. The compliance programs and procedures of the Funds and their investment adviser and distributor are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures.

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Funds and their investment adviser and distributor, or affiliates of the investment adviser and distributor (together, the “Service Providers”), of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties, be involved in establishing policies and implementing decisions which will have different effects on the investment adviser, the distributor, Service Providers and the Funds. The participation of the Covered Officers in such activities is inherent in these contractual relationships and is consistent with the performance by the Covered Officers of their duties as officers of the Funds and, if addressed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, will be deemed to have been handled ethically.

Other conflicts of interest are covered by this Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. Covered Officers should keep in mind that the following list of prohibitions does not cover every possible situation. The overarching principle – that the personal interest of a Covered Officer should not be placed improperly before the interest of the Funds– should be the guiding principle in all circumstances.

Each Covered Officer must:

• not use his or her personal influence or personal relationships improperly to influence investment decisions or financial reporting by the Funds whereby the Covered Officer would benefit personally to the detriment of the Funds;

• not cause the Funds to take action, or fail to take action, for the individual personal benefit of the Covered Officer rather than the benefit of the Funds; and

• not use material non-public knowledge of portfolio transactions made or contemplated for the Funds to profit personally or cause others to profit, by the market effect of such transactions.

There are some conflict of interest situations that should be discussed with the Compliance Officer of a Fund if material. Examples of these include:

• any outside business activity that detracts from the ability of a Covered Officer to devote appropriate time and attention to his or her responsibilities as a Covered Officer of the Fund;

• the receipt of any non-nominal gifts related to the business of the Fund that may be inconsistent with any policy on gifts established by the Fund’s investment adviser and distributor from time to time; and

• a direct or indirect personal financial interest in commissions, transaction charges or spreads paid by the Fund for effecting portfolio transactions or for selling or redeeming shares other than an interest arising from the Covered Officer’s employment, such as compensation or equity ownership.

IV. Disclosure and Compliance

Each Covered Officer:

• must familiarize himself or herself with the disclosure requirements applicable to a Fund and its disclosure controls and procedures;

• must not knowingly misrepresent, or cause others to misrepresent, facts about the Fund to others, whether within or outside the Fund, including to the Fund’s directors and independent accountants, and to governmental regulators and self-regulatory organizations;

2

• should, to the extent appropriate within his or her area of responsibility, consult with other officers and employees of the Fund and its investment adviser and distributor and take other appropriate steps with the goal of promoting full, fair, accurate and timely disclosure in the reports and documents the Fund files with, or submits to, the SEC and that are signed or certified by him or her;

• must cooperate with the Fund’s independent accountants, regulatory agencies and internal auditors in their review or inspection of the Fund and its operations; and

• comply with all laws, rules, and regulations applicable to the Fund’s operations and business.

V. Confidentiality

Covered Officers must maintain the confidentiality of information entrusted to them by the Fund, except when disclosure is authorized by Fund counsel or required by laws or regulations. Whenever possible, Covered Officers should consult with Fund counsel if they believe they have a legal obligation to disclose confidential information. Confidential information includes all non-public information that might be of use to competitors, or harmful to the Fund or its shareholders, if disclosed. The obligation to preserve confidential information continues even after employment as a Covered Officer ends.

VI. Reporting and Accountability

Each Covered Officer must:

• upon adoption of this Code (or upon becoming a Covered Officer), affirm in writing that he or she has received and read this Code, and understands it (Appendix A);

• annually thereafter affirm that he or she has complied with the requirements of this Code (Appendix A);

• not retaliate against any person for reports of potential violations that are made in good faith; and

• notify the Compliance Officer promptly if he or she knows of any violation of this Code. Failure to do so is itself a violation of this Code.

The Compliance Officer is responsible for applying this Code to specific situations in which questions are presented under it and has the authority to interpret this Code in any particular situation.

VII. Investigations, Enforcements and Waivers

The Funds will follow these procedures in investigating and enforcing this Code:

• the Compliance Officer will take all appropriate action to investigate any violations and potential violations reported to him or her;

• if, after such investigation, the Compliance Officer believes that no violation has occurred, the Compliance Officer is not required to take any further action;

• any matter that the Compliance Officer believes is a violation will be reported to the Board of Directors of the Fund, or, if applicable Compliance Committee after such investigation;

• if the Board determines that a violation has occurred, it will consider appropriate action, which may, without limitation, include review of, and appropriate modifications to, applicable policies and procedures; or notification to appropriate personnel of the investment adviser, distributor or their respective boards;

• the Board will be responsible for granting waivers, as appropriate; and

• any changes to or waivers of this Code will, to the extent required, be disclosed as provided by SEC rules.

3

VIII. Recordkeeping

General. The Fund requires accurate recording and reporting of information in order to make responsible business decisions. All of the Fund’s books, records, accounts and financial statements must be maintained in reasonable detail, must appropriately reflect the Fund’s transactions and must conform both to applicable legal requirements and to the Fund’s system of internal controls.

Code Records. A copy of this Code, any amendments hereto, and any reports or other records created in relation to waivers of or amendments to provisions of this Code shall be kept as records of the Fund for six years from the end of the fiscal year in which such document was created. Such records shall be furnished to the SEC or its staff upon request.

IX. Amendments to the Code

The Covered Officers and the Compliance Officer are encouraged to recommend improvements to this Code to the Board, and the Board may amend the Code in its discretion. In connection with any amendment to the Code, the Compliance Officer shall prepare a brief description of the amendment to the Board.

X. Confidentiality

All reports and records prepared or maintained pursuant to this Code will be considered confidential and will be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters will not be disclosed to anyone other than the Board, the Funds’ investment adviser and distributor, and their respective counsel.

XI. Internal Use

This Code is intended solely for the internal use by the Funds. This Code is a statement of certain fundamental principles, policies and procedures that govern the Covered Officers in the conduct of the Funds’ business. It is not intended to and does not create any rights in any employee, investor, supplier, competitor, shareholder or any other person.

Adopted: May 13, 2003

Revision History

May 3, 2016

4

Appendix A

Sarbanes-Oxley Code of Ethics for Senior Officers

Initial and Annual Certification of Compliance

Name (please print)

This is to certify that I have received a copy the Sarbanes-Oxley Code of Ethics for Senior Officers for The Hartford Mutual Funds, Inc., Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc.

I have read and understand the Code. Moreover, I agree to promptly report to the Chief Compliance Officer any violation or possible violation of this Code of which I become aware.

Check one:

Initial

[  ] I further certify that I am subject to the Code and will comply with each of the Code’s provisions to which I am subject.

Annual

[  ] I further certify that I have complied with and will continue to comply with each of the provisions of the Code to which I am subject.

Signature

Date

5

EX-99.CERT

CERTIFICATION

I, James E. Davey, certify that:

1. I have reviewed this report on Form N-CSR of The Hartford Mutual Funds, Inc. (File Number 811-07589, CIK Number 0001006415);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: January 9, 2017

/s/ James E. Davey

James E. Davey, President and Chief Executive Officer

CERTIFICATION

I, Michael Flook, certify that:

1. I have reviewed this report on Form N-CSR of The Hartford Mutual Funds, Inc. (File Number 811-07589, CIK Number 0001006415);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: January 9, 2017

/s/ Michael Flook

Michael Flook, Vice President, Treasurer and Controller

EX-99.906CERT

CERTIFICATION

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (subsections (a) and (b) of section 1350, chapter 63 of title 18, United States Code), each of the undersigned officers of The Hartford Mutual Funds, Inc. (the “Registrant”) does hereby certify, to such officer’s knowledge, that:

The Annual report on Form N-CSR of the Registrant for the period ended October 31, 2016 (the “Form N-CSR”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 and information contained in the Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

Date: January 9, 2017	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer
Date: January 9, 2017	By:	/s/ Michael Flook
		Michael Flook, Vice President, Treasurer and Controller

This certification is being furnished to the Securities and Exchange Commission pursuant to Rule 30a-2(b) under the Investment Company Act of 1940, as amended, and 18 U.S.C. Section 1350 and is not being filed as part of the Report with the Securities and Exchange Commission.