N-CSRS 1 d912419dncsrs.htm HARTFORD MUTUAL FUNDS INC/CT HARTFORD MUTUAL FUNDS INC/CT

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)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

Copy to:

John V. O’Hanlon, Esq.

Dechert LLP

One International Place, 40th Floor

100 Oliver Street

Boston, MA 02110-2605

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

Date of fiscal year end: October 31

Date of reporting period: April 30, 2020

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

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

 


Item 1. Reports to Stockholders.

 


LOGO


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Domestic Equity Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2019 through April 30, 2020.

Market Review

During the six months ended April 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.16%. The results for the period reflect the volatility and uncertainty

 

that continued to grip markets under the shadow of the ongoing coronavirus disease (COVID-19) pandemic, as global authorities grappled with rising infection rates, overwhelmed hospitals, and devastated economies shut down by social distancing.

Prior to the initial COVID-19 outbreak in China, “normal” macro events dominated the headlines. The new United States-Mexico-Canada Agreement signed in early 2020 was seen as a potential positive for North American trade. Tensions around the U.S.-China trade dispute subsided with the signing in January 2020 of a Phase One agreement on tariffs and trade reforms. In the U.S., investors appeared to take the impeachment trial of President Trump in stride.

But starting in March, the expanding coronavirus pandemic devastated the world’s economies, triggering a global recession, record U.S. unemployment, extreme market volatility, and the end of the longest bull market in U.S. economic history.

Through March and April, global economic leaders, including the U.S. Federal Reserve (Fed), responded quickly. In adopting a vigorous “whatever-it-takes” rescue strategy, the Fed acted to inject liquidity into the markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of U.S. Treasuries, agency-backed securities, corporate bonds, and municipal fixed-income issues. On the fiscal side, the U.S. government unveiled a series of policy initiatives designed to reduce layoffs, assist small businesses, and stabilize stressed-out healthcare systems.

On March 27, 2020, the U.S. Congress enacted a $2 trillion economic stimulus package – the largest fiscal rescue package in U.S. history – providing some $350 billion in small-business loans to cover salaries, rent, paid leave, and other necessities. That loan package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.

By April 30, 2020, some state and local governments were carefully weighing the gradual lifting of the stay-at-home orders that had been put in place in an effort to control the spread of the virus.

Needless to say, it’s impossible to predict how or when the economic and social damages caused by this global pandemic will be fully repaired. In these uncertain times, it’s more important than ever to maintain a strong relationship with your financial professional.

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

 

LOGO

James Davey

President

Hartford Funds

 

1 

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

 

The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.


Hartford Domestic Equity Funds

Table of Contents

 

Fund Overview

     2  

Benchmark Glossary

     14  

Expense Examples

     15  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Capital Appreciation Fund

     18  

Hartford Core Equity Fund

     23  

The Hartford Dividend and Growth Fund

     25  

The Hartford Equity Income Fund

     27  

The Hartford Growth Opportunities Fund

     29  

The Hartford Healthcare Fund

     32  

The Hartford MidCap Fund

     34  

The Hartford MidCap Value Fund

     37  

Hartford Quality Value Fund

     39  

The Hartford Small Cap Growth Fund

     41  

Hartford Small Cap Value Fund

     44  

The Hartford Small Company Fund

     46  

Glossary

     49  

Statements of Assets and Liabilities

     50  

Statements of Operations

     56  

Statements of Changes in Net Assets

     59  

Financial Highlights

     64  

Notes to Financial Statements

     79  

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

     105  

Quarterly Portfolio Holdings Information

     105  


The Hartford Capital Appreciation Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 07/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -6.51%        -4.43%        6.10%        9.00%  

Class A3

     -11.65%        -9.68%        4.90%        8.38%  

Class C2

     -6.91%        -5.12%        5.31%        8.21%  

Class C4

     -7.78%        -6.01%        5.31%        8.21%  

Class I2

     -6.39%        -4.15%        6.41%        9.31%  

Class R32

     -6.68%        -4.75%        5.75%        8.67%  

Class R42

     -6.55%        -4.44%        6.07%        9.00%  

Class R52

     -6.39%        -4.15%        6.39%        9.32%  

Class R62

     -6.36%        -4.08%        6.48%        9.43%  

Class Y2

     -6.37%        -4.10%        6.48%        9.42%  

Class F2

     -6.36%        -4.08%        6.47%        9.35%  

Russell 3000 Index

     -4.33%        -1.04%        8.33%        11.29%  

S&P 500 Index

     -3.16%        0.86%        9.12%        11.69%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*

   Gross      Net  

Class A

     1.08%        1.08%  

Class C

     1.84%        1.84%  

Class I

     0.80%        0.80%  

Class R3

     1.43%        1.43%  

Class R4

     1.12%        1.12%  

Class R5

     0.81%        0.81%  

Class R6

     0.71%        0.71%  

Class Y

     0.82%        0.77%  

Class F

     0.71%        0.71%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     10.2

Consumer Discretionary

     13.1  

Consumer Staples

     7.7  

Energy

     0.8  

Financials

     8.7  

Health Care

     17.7  

Industrials

     11.2  

Information Technology

     17.8  

Materials

     3.2  

Real Estate

     4.1  

Utilities

     2.4  
  

 

 

 

Total

     96.9
  

 

 

 

Short-Term Investments

     3.6  

Other Assets & Liabilities

     (0.5
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  2  

 


Hartford Core Equity Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 04/30/1998

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -3.59%        1.20%        9.25%        12.37%  

Class A3

     -8.89%        -4.37%        8.02%        11.74%  

Class C2

     -3.95%        0.45%        8.44%        11.55%  

Class C4

     -4.89%        -0.53%        8.44%        11.55%  

Class I2

     -3.48%        1.46%        9.53%        12.52%  

Class R32

     -3.79%        0.79%        8.88%        12.08%  

Class R42

     -3.60%        1.19%        9.23%        12.44%  

Class R52

     -3.48%        1.45%        9.55%        12.76%  

Class R62

     -3.44%        1.53%        9.63%        12.83%  

Class Y2

     -3.48%        1.46%        9.59%        12.81%  

Class F2

     -3.45%        1.52%        9.59%        12.55%  

S&P 500 Index

     -3.16%        0.86%        9.12%        11.69%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     0.74%        0.74%  

Class C

     1.48%        1.48%  

Class I

     0.47%        0.47%  

Class R3

     1.11%        1.11%  

Class R4

     0.78%        0.78%  

Class R5

     0.49%        0.49%  

Class R6

     0.39%        0.39%  

Class Y

     0.49%        0.46%  

Class F

     0.39%        0.39%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     8.3

Consumer Discretionary

     9.2  

Consumer Staples

     10.7  

Energy

     0.6  

Financials

     9.8  

Health Care

     15.9  

Industrials

     8.5  

Information Technology

     24.4  

Materials

     1.7  

Real Estate

     2.3  

Utilities

     4.2  
  

 

 

 

Total

     95.6
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

(1) 

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

 

 

 

  3  

 


The Hartford Dividend and Growth Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 07/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -9.34%        -4.86%        6.23%        9.41%  

Class A3

     -14.32%        -10.09%        5.04%        8.80%  

Class C2

     -9.71%        -5.54%        5.43%        8.60%  

Class C4

     -10.58%        -6.45%        5.43%        8.60%  

Class I2

     -9.25%        -4.62%        6.48%        9.67%  

Class R32

     -9.54%        -5.20%        5.86%        9.06%  

Class R42

     -9.38%        -4.89%        6.18%        9.40%  

Class R52

     -9.23%        -4.60%        6.51%        9.74%  

Class R62

     -9.18%        -4.51%        6.59%        9.83%  

Class Y2

     -9.20%        -4.55%        6.59%        9.82%  

Class F2

     -9.21%        -4.53%        6.55%        9.71%  

Russell 1000 Value Index

     -13.66%        -11.01%        3.90%        8.54%  

S&P 500 Index

     -3.16%        0.86%        9.12%        11.69%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.01%        1.01%  

Class C

     1.78%        1.78%  

Class I

     0.75%        0.75%  

Class R3

     1.37%        1.37%  

Class R4

     1.05%        1.05%  

Class R5

     0.75%        0.75%  

Class R6

     0.66%        0.66%  

Class Y

     0.75%        0.69%  

Class F

     0.65%        0.65%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     9.4

Consumer Discretionary

     5.7  

Consumer Staples

     6.5  

Energy

     5.0  

Financials

     17.4  

Health Care

     17.3  

Industrials

     7.8  

Information Technology

     17.2  

Materials

     3.0  

Real Estate

     2.4  

Utilities

     3.8  
  

 

 

 

Total

     95.5
  

 

 

 

Short-Term Investments

     4.3  

Other Assets & Liabilities

     0.2  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  4  

 


The Hartford Equity Income Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 08/28/2003

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -10.22%        -6.68%        5.50%        9.35%  

Class A3

     -15.16%        -11.81%        4.31%        8.73%  

Class C2

     -10.55%        -7.36%        4.71%        8.55%  

Class C4

     -11.38%        -8.22%        4.71%        8.55%  

Class I2

     -10.15%        -6.41%        5.75%        9.63%  

Class R32

     -10.37%        -6.97%        5.12%        8.97%  

Class R42

     -10.27%        -6.69%        5.43%        9.31%  

Class R52

     -10.13%        -6.45%        5.75%        9.64%  

Class R62

     -10.04%        -6.33%        5.87%        9.75%  

Class Y2

     -10.07%        -6.38%        5.84%        9.73%  

Class F2

     -10.07%        -6.33%        5.82%        9.66%  

Russell 1000 Value Index

     -13.66%        -11.01%        3.90%        8.54%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.00%        1.00%  

Class C

     1.76%        1.76%  

Class I

     0.76%        0.76%  

Class R3

     1.36%        1.36%  

Class R4

     1.07%        1.07%  

Class R5

     0.76%        0.76%  

Class R6

     0.66%        0.66%  

Class Y

     0.77%        0.72%  

Class F

     0.66%        0.66%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     5.6

Consumer Discretionary

     5.0  

Consumer Staples

     8.6  

Energy

     4.7  

Financials

     17.8  

Health Care

     19.1  

Industrials

     13.3  

Information Technology

     10.2  

Materials

     1.9  

Real Estate

     2.7  

Utilities

     7.0  
  

 

 

 

Total

     95.9
  

 

 

 

Short-Term Investments

     3.3  

Other Assets & Liabilities

     0.8  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  5  

 


The Hartford Growth Opportunities Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 03/31/1963

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     8.29%        4.12%        11.78%        13.81%  

Class A3

     2.34%        -1.61%        10.52%        13.17%  

Class C2

     7.92%        3.38%        10.96%        12.99%  

Class C4

     6.97%        2.47%        10.96%        12.99%  

Class I2

     8.42%        4.42%        12.05%        14.11%  

Class R32

     8.12%        3.77%        11.41%        13.48%  

Class R42

     8.28%        4.10%        11.75%        13.82%  

Class R52

     8.43%        4.39%        12.07%        14.16%  

Class R62

     8.49%        4.51%        12.18%        14.27%  

Class Y2

     8.48%        4.46%        12.17%        14.26%  

Class F2

     8.49%        4.52%        12.13%        14.14%  

Russell 3000 Growth Index

     5.21%        9.47%        12.76%        14.10%  

Russell 1000 Growth Index

     6.09%        10.84%        13.34%        14.41%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.13%        1.13%  

Class C

     1.88%        1.88%  

Class I

     0.86%        0.86%  

Class R3

     1.48%        1.48%  

Class R4

     1.17%        1.17%  

Class R5

     0.87%        0.87%  

Class R6

     0.76%        0.76%  

Class Y

     0.86%        0.80%  

Class F

     0.76%        0.76%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

  

Communication Services

     12.5

Consumer Discretionary

     20.3  

Consumer Staples

     1.5  

Financials

     1.1  

Health Care

     20.6  

Industrials

     4.8  

Information Technology

     37.2  

Real Estate

     0.1  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     2.8  

Other Assets & Liabilities

     (0.9
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  6  

 


The Hartford Healthcare Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 05/01/2000

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     11.18%        18.07%        8.38%        14.88%  

Class A3

     5.06%        11.58%        7.16%        14.24%  

Class C2

     10.75%        17.18%        7.57%        14.05%  

Class C4

     9.75%        16.18%        7.57%        14.05%  

Class I2

     11.34%        18.45%        8.68%        15.22%  

Class R32

     10.99%        17.69%        8.03%        14.56%  

Class R42

     11.14%        18.04%        8.36%        14.91%  

Class R52

     11.34%        18.43%        8.68%        15.26%  

Class R62

     11.40%        18.52%        8.79%        15.36%  

Class Y2

     11.35%        18.47%        8.78%        15.35%  

Class F2

     11.37%        18.52%        8.74%        15.25%  

S&P Composite 1500 Health Care Index

     7.03%        14.07%        9.14%        14.86%  

S&P 500 Index

     -3.16%        0.86%        9.12%        11.69%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/19. Performance prior to that date is that of the Fund’s Class Y shares.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.31%        1.31%  

Class C

     2.06%        2.06%  

Class I

     1.02%        1.02%  

Class R3

     1.63%        1.63%  

Class R4

     1.33%        1.33%  

Class R5

     1.03%        1.03%  

Class R6

     0.92%        0.92%  

Class Y

     1.03%        0.97%  

Class F

     0.92%        0.92%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk.  Small- and mid-cap securities can have greater risks and volatility than large-cap securities.  Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.

Composition by Subsector(1)

as of April 30, 2020

 

Subsector    Percentage of
Net Assets
 

Equity Securities

 

Biotechnology

     20.7

Health Care Equipment & Supplies

     23.5  

Health Care Providers & Services

     15.4  

Health Care Technology

     1.9  

Life Sciences Tools & Services

     9.7  

Pharmaceuticals

     26.4  
  

 

 

 

Total

     97.6
  

 

 

 

Short-Term Investments

     5.4  

Other Assets & Liabilities

     (3.0
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  7  

 


The Hartford MidCap Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 12/31/1997

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -6.63%        -6.60%        7.50%        10.77%  

Class A3

     -11.76%        -11.73%        6.29%        10.15%  

Class C2

     -6.99%        -7.25%        6.70%        9.97%  

Class C4

     -7.85%        -8.11%        6.70%        9.97%  

Class I2

     -6.52%        -6.37%        7.76%        11.05%  

Class R32

     -6.78%        -6.91%        7.13%        10.43%  

Class R42

     -6.64%        -6.61%        7.46%        10.77%  

Class R52

     -6.50%        -6.35%        7.79%        11.10%  

Class R62

     -6.44%        -6.24%        7.90%        11.22%  

Class Y2

     -6.45%        -6.25%        7.88%        11.21%  

Class F2

     -6.44%        -6.23%        7.83%        11.08%  

S&P MidCap 400 Index

     -15.02%        -14.94%        3.58%        8.86%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.11%        1.11%  

Class C

     1.87%        1.87%  

Class I

     0.85%        0.85%  

Class R3

     1.45%        1.45%  

Class R4

     1.16%        1.16%  

Class R5

     0.85%        0.85%  

Class R6

     0.75%        0.75%  

Class Y

     0.85%        0.79%  

Class F

     0.75%        0.75%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Classes I and Y and in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     3.0

Consumer Discretionary

     11.1  

Consumer Staples

     0.9  

Energy

     0.5  

Financials

     11.5  

Health Care

     21.5  

Industrials

     15.8  

Information Technology

     28.4  

Materials

     2.8  

Real Estate

     2.2  

Utilities

     2.0  
  

 

 

 

Total

     99.7
  

 

 

 

Short-Term Investments

     2.9  

Other Assets & Liabilities

     (2.6
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  8  

 


The Hartford MidCap Value Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 04/30/2001

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -18.50%        -15.81%        0.25%        6.66%  

Class A3

     -22.98%        -20.45%        -0.88%        6.06%  

Class C2

     -18.83%        -16.43%        -0.49%        5.89%  

Class C4

     -19.61%        -17.24%        -0.49%        5.89%  

Class I2

     -18.38%        -15.49%        0.53%        7.01%  

Class R32

     -18.57%        -16.03%        -0.02%        6.41%  

Class R42

     -18.48%        -15.78%        0.28%        6.73%  

Class R52

     -18.38%        -15.50%        0.57%        7.04%  

Class Y2

     -18.40%        -15.52%        0.64%        7.12%  

Class F2

     -18.38%        -15.49%        0.62%        7.05%  

Russell Midcap Value Index

     -18.11%        -16.74%        1.99%        8.09%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.23%        1.23%  

Class C

     2.00%        2.00%  

Class I

     0.90%        0.90%  

Class R3

     1.52%        1.52%  

Class R4

     1.21%        1.21%  

Class R5

     0.92%        0.92%  

Class Y

     0.91%        0.87%  

Class F

     0.80%        0.80%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     2.9

Consumer Discretionary

     7.1  

Consumer Staples

     2.9  

Energy

     2.8  

Financials

     20.4  

Health Care

     11.7  

Industrials

     11.9  

Information Technology

     12.7  

Materials

     9.2  

Real Estate

     10.9  

Utilities

     6.2  
  

 

 

 

Total

     98.7
  

 

 

 

Short-Term Investments

     1.1  

Other Assets & Liabilities

     0.2  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  9  

 


Hartford Quality Value Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 01/02/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -12.62%        -8.59%        2.85%        7.55%  

Class A3

     -17.42%        -13.62%        1.70%        6.94%  

Class C2

     -12.99%        -9.32%        2.09%        6.76%  

Class C4

     -13.81%        -10.18%        2.09%        6.76%  

Class I2

     -12.49%        -8.31%        3.19%        7.90%  

Class R32

     -12.74%        -8.82%        2.56%        7.28%  

Class R42

     -12.62%        -8.58%        2.88%        7.61%  

Class R52

     -12.48%        -8.29%        3.18%        7.93%  

Class R62

     -12.45%        -8.22%        3.29%        8.00%  

Class Y2

     -12.52%        -8.34%        3.24%        7.97%  

Class F2

     -12.43%        -8.20%        3.25%        7.93%  

Russell 1000 Value Index

     -13.66%        -11.01%        3.90%        8.54%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, 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.

The returns include the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy prior to 11/1/17.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.00%        0.96%  

Class C

     1.76%        1.71%  

Class I

     0.65%        0.65%  

Class R3

     1.27%        1.18%  

Class R4

     0.95%        0.88%  

Class R5

     0.67%        0.63%  

Class R6

     0.56%        0.46%  

Class Y

     0.66%        0.57%  

Class F

     0.55%        0.46%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     6.0

Consumer Discretionary

     5.5  

Consumer Staples

     8.6  

Energy

     6.3  

Financials

     19.5  

Health Care

     15.2  

Industrials

     10.2  

Information Technology

     12.8  

Materials

     3.4  

Real Estate

     4.1  

Utilities

     5.9  
  

 

 

 

Total

     97.5
  

 

 

 

Short-Term Investments

     2.7  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  10  

 


The Hartford Small Cap Growth Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 01/04/1988

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -6.62%        -7.85%        5.13%        10.93%  

Class A3

     -11.76%        -12.92%        3.94%        10.31%  

Class C2

     -6.96%        -8.44%        4.41%        10.15%  

Class C4

     -7.87%        -9.33%        4.41%        10.15%  

Class I2

     -6.44%        -7.48%        5.46%        11.28%  

Class R32

     -6.74%        -8.07%        4.85%        10.66%  

Class R42

     -6.60%        -7.80%        5.18%        11.01%  

Class R52

     -6.46%        -7.50%        5.50%        11.34%  

Class R62

     -6.40%        -7.41%        5.58%        11.44%  

Class Y2

     -6.42%        -7.44%        5.58%        11.44%  

Class F2

     -6.40%        -7.42%        5.53%        11.32%  

Russell 2000 Growth Index

     -7.62%        -9.22%        5.19%        9.96%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.26%        1.26%  

Class C

     1.90%        1.90%  

Class I

     0.84%        0.84%  

Class R3

     1.49%        1.49%  

Class R4

     1.18%        1.18%  

Class R5

     0.86%        0.86%  

Class R6

     0.77%        0.77%  

Class Y

     0.87%        0.81%  

Class F

     0.77%        0.77%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.2

Consumer Discretionary

     10.7  

Consumer Staples

     4.5  

Energy

     0.4  

Financials

     6.1  

Health Care

     32.3  

Industrials

     17.7  

Information Technology

     19.6  

Materials

     2.9  

Real Estate

     3.1  
  

 

 

 

Total

     98.5
  

 

 

 

Short-Term Investments

     3.1  

Other Assets & Liabilities

     (1.6
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  11  

 


Hartford Small Cap Value Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 01/01/2005

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -25.50%        -28.27%        -1.96%        5.36%  

Class A3

     -29.59%        -32.21%        -3.07%        4.76%  

Class C2

     -25.64%        -28.74%        -2.67%        4.58%  

Class C4

     -26.34%        -29.41%        -2.67%        4.58%  

Class I2

     -25.26%        -27.97%        -1.64%        5.54%  

Class R32

     -25.51%        -28.38%        -2.16%        5.25%  

Class R42

     -25.40%        -28.17%        -1.88%        5.50%  

Class R52

     -25.30%        -27.95%        -1.59%        5.77%  

Class R62

     -25.26%        -27.85%        -1.52%        5.82%  

Class Y2

     -25.29%        -27.88%        -1.54%        5.81%  

Class F2

     -25.27%        -27.84%        -1.57%        5.58%  

Russell 2000 Value Index

     -23.44%        -23.84%        0.30%        5.30%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes the Fund’s performance when it invested, prior to 7/10/15, at least 80% of its assets in common stocks of small-capitalization and mid-capitalization companies. Performance information prior to 11/1/18 includes the Fund’s performance when the Fund used a quantitative multifactor approach to bottom-up stock selection and pursued different principal investment strategies.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.37%        1.30%  

Class C

     2.14%        2.05%  

Class I

     1.00%        1.00%  

Class R3

     1.62%        1.50%  

Class R4

     1.31%        1.20%  

Class R5

     1.01%        0.90%  

Class R6

     0.89%        0.80%  

Class Y

     1.00%        0.85%  

Class F

     0.89%        0.80%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.8

Consumer Discretionary

     14.0  

Consumer Staples

     6.8  

Financials

     32.0  

Health Care

     4.6  

Industrials

     16.6  

Information Technology

     15.8  

Materials

     3.2  

Real Estate

     4.1  
  

 

 

 

Total

     98.9
  

 

 

 

Short-Term Investments

     3.6  

Other Assets & Liabilities

     (2.5
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  12  

 


The Hartford Small Company Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 07/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -3.88%        -4.73%        5.71%        9.64%  

Class A3

     -9.17%        -9.97%        4.52%        9.02%  

Class C2

     -4.24%        -5.45%        4.92%        8.84%  

Class C4

     -5.11%        -6.31%        4.92%        8.84%  

Class I2

     -3.74%        -4.40%        5.99%        9.92%  

Class R32

     -4.00%        -4.98%        5.49%        9.43%  

Class R42

     -3.85%        -4.69%        5.82%        9.76%  

Class R52

     -3.70%        -4.38%        6.13%        10.09%  

Class R62

     -3.69%        -4.36%        6.19%        10.18%  

Class Y2

     -3.73%        -4.40%        6.18%        10.17%  

Class F2

     -3.72%        -4.33%        6.08%        9.97%  

Russell 2000 Growth Index

     -7.62%        -9.22%        5.19%        9.96%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.35%        1.35%  

Class C

     2.15%        2.15%  

Class I

     1.05%        1.05%  

Class R3

     1.63%        1.56%  

Class R4

     1.33%        1.26%  

Class R5

     1.03%        0.96%  

Class R6

     0.92%        0.91%  

Class Y

     0.98%        0.96%  

Class F

     0.91%        0.91%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.  Small-cap securities can have greater risks and volatility than large-cap securities.  Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.  Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.  The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.7

Consumer Discretionary

     18.8  

Consumer Staples

     2.3  

Financials

     5.8  

Health Care

     29.4  

Industrials

     14.7  

Information Technology

     22.6  

Real Estate

     2.7  
  

 

 

 

Total

     98.0
  

 

 

 

Short-Term Investments

     4.8  

Other Assets & Liabilities

     (2.8
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  13  

 


Hartford Domestic Equity Funds

Benchmark Glossary (Unaudited)

 

 

 

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

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

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

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

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

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

Russell Midcap Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure 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.

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

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

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

 

 

 

  14  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2019 through April 30, 2020. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The 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 (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford Capital Appreciation Fund

 

Class A

   $     1,000.00      $     934.90      $     5.15      $     1,000.00      $     1,019.54      $     5.37        1.07

Class C

   $ 1,000.00      $ 930.90      $ 8.93      $ 1,000.00      $ 1,015.61      $ 9.32        1.86

Class I

   $ 1,000.00      $ 936.10      $ 3.80      $ 1,000.00      $ 1,020.94      $ 3.97        0.79

Class R3

   $ 1,000.00      $ 933.20      $ 6.83      $ 1,000.00      $ 1,017.80      $ 7.12        1.42

Class R4

   $ 1,000.00      $ 934.50      $ 5.34      $ 1,000.00      $ 1,019.34      $ 5.57        1.11

Class R5

   $ 1,000.00      $ 936.10      $ 3.90      $ 1,000.00      $ 1,020.84      $ 4.07        0.81

Class R6

   $ 1,000.00      $ 936.40      $ 3.37      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

Class Y

   $ 1,000.00      $ 936.30      $ 3.56      $ 1,000.00      $ 1,021.18      $ 3.72        0.74

Class F

   $ 1,000.00      $ 936.40      $ 3.37      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

Hartford Core Equity Fund

 

                 

Class A

   $ 1,000.00      $ 964.10      $ 3.52      $ 1,000.00      $ 1,021.28      $ 3.62        0.72

Class C

   $ 1,000.00      $ 960.50      $ 7.12      $ 1,000.00      $ 1,017.60      $ 7.32        1.46

Class I

   $ 1,000.00      $ 965.20      $ 2.20      $ 1,000.00      $ 1,022.63      $ 2.26        0.45

Class R3

   $ 1,000.00      $ 962.10      $ 5.27      $ 1,000.00      $ 1,019.49      $ 5.42        1.08

Class R4

   $ 1,000.00      $ 964.00      $ 3.52      $ 1,000.00      $ 1,021.28      $ 3.62        0.72

Class R5

   $ 1,000.00      $ 965.20      $ 2.25      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

Class R6

   $ 1,000.00      $ 965.60      $ 1.81      $ 1,000.00      $ 1,023.02      $ 1.86        0.37

Class Y

   $ 1,000.00      $ 965.20      $ 2.15      $ 1,000.00      $ 1,022.68      $ 2.21        0.44

Class F

   $ 1,000.00      $ 965.50      $ 1.81      $ 1,000.00      $ 1,023.02      $ 1.86        0.37

 

 

  15  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford Dividend and Growth Fund

 

                 

Class A

   $     1,000.00      $ 906.60      $ 4.69      $     1,000.00      $ 1,019.94      $ 4.97        0.99

Class C

   $ 1,000.00      $ 902.90      $ 8.42      $ 1,000.00      $ 1,016.01      $ 8.92        1.78

Class I

   $ 1,000.00      $ 907.50      $ 3.46      $ 1,000.00      $ 1,021.23      $ 3.67        0.73

Class R3

   $ 1,000.00      $ 904.60      $ 6.39      $ 1,000.00      $ 1,018.15      $ 6.77        1.35

Class R4

   $ 1,000.00      $ 906.20      $ 4.98      $ 1,000.00      $ 1,019.64      $ 5.27        1.05

Class R5

   $ 1,000.00      $ 907.70      $ 3.51      $ 1,000.00      $ 1,021.18      $ 3.72        0.74

Class R6

   $ 1,000.00      $ 908.20      $ 3.04      $ 1,000.00      $ 1,021.68      $ 3.22        0.64

Class Y

   $ 1,000.00      $ 908.00      $ 3.23      $ 1,000.00      $ 1,021.48      $ 3.42        0.68

Class F

   $ 1,000.00      $ 907.90      $ 3.04      $ 1,000.00      $ 1,021.68      $ 3.22        0.64

The Hartford Equity Income Fund

 

                 

Class A

   $ 1,000.00      $ 897.80      $ 4.72      $ 1,000.00      $     1,019.89      $ 5.02        1.00

Class C

   $ 1,000.00      $ 894.50      $ 8.29      $ 1,000.00      $ 1,016.11      $ 8.82        1.76

Class I

   $ 1,000.00      $ 898.50      $ 3.49      $ 1,000.00      $ 1,021.18      $ 3.72        0.74

Class R3

   $ 1,000.00      $ 896.30      $ 6.41      $ 1,000.00      $ 1,018.10      $ 6.82        1.36

Class R4

   $ 1,000.00      $ 897.30      $ 5.00      $ 1,000.00      $ 1,019.59      $ 5.32        1.06

Class R5

   $ 1,000.00      $ 898.70      $ 3.64      $ 1,000.00      $ 1,021.03      $ 3.87        0.77

Class R6

   $ 1,000.00      $ 899.60      $ 3.12      $ 1,000.00      $ 1,021.58      $ 3.32        0.66

Class Y

   $ 1,000.00      $ 899.30      $ 3.35      $ 1,000.00      $ 1,021.33      $ 3.57        0.71

Class F

   $ 1,000.00      $ 899.30      $ 3.12      $ 1,000.00      $ 1,021.58      $ 3.32        0.66

The Hartford Growth Opportunities Fund

 

                 

Class A

   $ 1,000.00      $ 1,082.90      $ 5.75      $ 1,000.00      $ 1,019.34      $ 5.57        1.11

Class C

   $ 1,000.00      $ 1,079.20      $ 9.67      $ 1,000.00      $ 1,015.56      $ 9.37        1.87

Class I

   $ 1,000.00      $ 1,084.20      $ 4.35      $ 1,000.00      $ 1,020.69      $ 4.22        0.84

Class R3

   $ 1,000.00      $ 1,081.20      $ 7.55      $ 1,000.00      $ 1,017.60      $ 7.32        1.46

Class R4

   $ 1,000.00      $ 1,082.80      $ 6.01      $ 1,000.00      $ 1,019.10      $ 5.82        1.16

Class R5

   $ 1,000.00      $ 1,084.30      $ 4.40      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

Class R6

   $ 1,000.00      $ 1,084.90      $ 3.89      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class Y

   $ 1,000.00      $ 1,084.80      $ 4.09      $ 1,000.00      $ 1,020.94      $ 3.97        0.79

Class F

   $ 1,000.00      $ 1,084.90      $ 3.84      $ 1,000.00      $ 1,021.18      $ 3.72        0.74

The Hartford Healthcare Fund

 

                 

Class A

   $ 1,000.00      $     1,111.80      $ 6.72      $ 1,000.00      $ 1,018.50      $ 6.42        1.28

Class C

   $ 1,000.00      $ 1,107.50      $     10.74      $ 1,000.00      $ 1,014.67      $     10.27        2.05

Class I

   $ 1,000.00      $ 1,113.40      $ 5.25      $ 1,000.00      $ 1,019.89      $ 5.02        1.00

Class R3

   $ 1,000.00      $ 1,109.90      $ 8.45      $ 1,000.00      $ 1,016.86      $ 8.07        1.61

Class R4

   $ 1,000.00      $ 1,111.40      $ 6.88      $ 1,000.00      $ 1,018.35      $ 6.57        1.31

Class R5

   $ 1,000.00      $ 1,113.40      $ 5.25      $ 1,000.00      $ 1,019.89      $ 5.02        1.00

Class R6

   $ 1,000.00      $ 1,114.00      $ 4.73      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

Class Y

   $ 1,000.00      $ 1,113.50      $ 5.04      $ 1,000.00      $ 1,020.09      $ 4.82        0.96

Class F

   $ 1,000.00      $ 1,113.70      $ 4.73      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

The Hartford MidCap Fund

 

                 

Class A

   $ 1,000.00      $ 933.70      $ 5.29      $ 1,000.00      $ 1,019.39      $ 5.52        1.10

Class C

   $ 1,000.00      $ 930.10      $ 8.97      $ 1,000.00      $ 1,015.56      $ 9.37        1.87

Class I

   $ 1,000.00      $ 934.80      $ 4.14      $ 1,000.00      $ 1,020.59      $ 4.32        0.86

Class R3

   $ 1,000.00      $ 932.20      $ 6.97      $ 1,000.00      $ 1,017.65      $ 7.27        1.45

Class R4

   $ 1,000.00      $ 933.60      $ 5.48      $ 1,000.00      $ 1,019.20      $ 5.72        1.14

Class R5

   $ 1,000.00      $ 935.00      $ 4.09      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

Class R6

   $ 1,000.00      $ 935.60      $ 3.56      $ 1,000.00      $ 1,021.18      $ 3.72        0.74

Class Y

   $ 1,000.00      $ 935.50      $ 3.75      $ 1,000.00      $ 1,020.99      $ 3.92        0.78

Class F

   $ 1,000.00      $ 935.60      $ 3.56      $ 1,000.00      $ 1,021.18      $ 3.72        0.74

 

 

  16  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford MidCap Value Fund

 

                 

Class A

   $     1,000.00      $     815.00      $ 5.55      $     1,000.00      $     1,018.75      $ 6.17        1.23

Class C

   $ 1,000.00      $ 811.70      $ 9.05      $ 1,000.00      $ 1,014.87      $     10.07        2.01

Class I

   $ 1,000.00      $ 816.20      $ 4.06      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

Class R3

   $ 1,000.00      $ 814.30      $ 6.81      $ 1,000.00      $ 1,017.36      $ 7.57        1.51

Class R4

   $ 1,000.00      $ 815.20      $ 5.46      $ 1,000.00      $ 1,018.85      $ 6.07        1.21

Class R5

   $ 1,000.00      $ 816.20      $ 4.06      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

Class Y

   $ 1,000.00      $ 816.00      $ 3.84      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

Class F

   $ 1,000.00      $ 816.20      $ 3.61      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Hartford Quality Value Fund

 

                 

Class A

   $ 1,000.00      $ 873.80      $ 4.24      $ 1,000.00      $ 1,020.34      $ 4.57        0.91

Class C

   $ 1,000.00      $ 870.10      $ 7.95      $ 1,000.00      $ 1,016.36      $ 8.57        1.71

Class I

   $ 1,000.00      $ 875.10      $ 2.66      $ 1,000.00      $ 1,022.03      $ 2.87        0.57

Class R3

   $ 1,000.00      $ 872.60      $ 5.40      $ 1,000.00      $ 1,019.10      $ 5.82        1.16

Class R4

   $ 1,000.00      $ 873.80      $ 4.05      $ 1,000.00      $ 1,020.54      $ 4.37        0.87

Class R5

   $ 1,000.00      $ 875.20      $ 2.66      $ 1,000.00      $ 1,022.03      $ 2.87        0.57

Class R6

   $ 1,000.00      $ 875.50      $ 2.15      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

Class Y

   $ 1,000.00      $ 874.80      $ 2.66      $ 1,000.00      $ 1,022.03      $ 2.87        0.57

Class F

   $ 1,000.00      $ 875.70      $ 2.15      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

The Hartford Small Cap Growth Fund

 

                 

Class A

   $ 1,000.00      $ 933.80      $ 6.01      $ 1,000.00      $ 1,018.65      $ 6.27        1.25

Class C

   $ 1,000.00      $ 930.40      $ 9.17      $ 1,000.00      $ 1,015.37      $ 9.57        1.91

Class I

   $ 1,000.00      $ 935.60      $ 4.04      $ 1,000.00      $ 1,020.69      $ 4.22        0.84

Class R3

   $ 1,000.00      $ 932.60      $ 7.11      $ 1,000.00      $ 1,017.50      $ 7.42        1.48

Class R4

   $ 1,000.00      $ 934.00      $ 5.63      $ 1,000.00      $ 1,019.05      $ 5.87        1.17

Class R5

   $ 1,000.00      $ 935.40      $ 4.23      $ 1,000.00      $ 1,020.49      $ 4.42        0.88

Class R6

   $ 1,000.00      $ 936.00      $ 3.66      $ 1,000.00      $ 1,021.08      $ 3.82        0.76

Class Y

   $ 1,000.00      $ 935.80      $ 3.85      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Class F

   $ 1,000.00      $ 936.00      $ 3.66      $ 1,000.00      $ 1,021.08      $ 3.82        0.76

Hartford Small Cap Value Fund

 

                 

Class A

   $ 1,000.00      $ 745.00      $ 5.60      $ 1,000.00      $ 1,018.45      $ 6.47        1.29

Class C

   $ 1,000.00      $ 743.60      $ 8.84      $ 1,000.00      $ 1,014.72      $ 10.22        2.04

Class I

   $ 1,000.00      $ 747.40      $ 3.95      $ 1,000.00      $ 1,020.34      $ 4.57        0.91

Class R3

   $ 1,000.00      $ 744.90      $ 6.12      $ 1,000.00      $ 1,017.85      $ 7.07        1.41

Class R4

   $ 1,000.00      $ 746.00      $ 5.21      $ 1,000.00      $ 1,018.90      $ 6.02        1.20

Class R5

   $ 1,000.00      $ 747.00      $ 3.91      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

Class R6

   $ 1,000.00      $ 747.40      $ 3.48      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Class Y

   $ 1,000.00      $ 747.10      $ 3.69      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

Class F

   $ 1,000.00      $ 747.30      $ 3.48      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

The Hartford Small Company Fund

 

                 

Class A

   $ 1,000.00      $ 961.20      $ 6.44      $ 1,000.00      $ 1,018.30      $ 6.62        1.32

Class C

   $ 1,000.00      $ 957.60      $     10.37      $ 1,000.00      $ 1,014.27      $ 10.67        2.13

Class I

   $ 1,000.00      $ 962.60      $ 4.93      $ 1,000.00      $ 1,019.84      $ 5.07        1.01

Class R3

   $ 1,000.00      $ 960.00      $ 7.55      $ 1,000.00      $ 1,017.16      $ 7.77        1.55

Class R4

   $ 1,000.00      $ 961.50      $ 6.10      $ 1,000.00      $ 1,018.65      $ 6.27        1.25

Class R5

   $ 1,000.00      $ 963.00      $ 4.64      $ 1,000.00      $ 1,020.14      $ 4.77        0.95

Class R6

   $ 1,000.00      $ 963.10      $ 4.34      $ 1,000.00      $ 1,020.44      $ 4.47        0.89

Class Y

   $ 1,000.00      $ 962.70      $ 4.64      $ 1,000.00      $ 1,020.14      $ 4.77        0.95

Class F

   $ 1,000.00      $ 962.80      $ 4.34      $ 1,000.00      $ 1,020.44      $ 4.47        0.89

 

 

  17  

 


The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.8%  
      Automobiles & Components - 0.1%  
  9,535    

Tesla, Inc.*

  $ 7,455,226  
   

 

 

 
      Banks - 2.5%  
  2,481,759    

Bank of America Corp.

    59,686,304  
  1,496,818    

KeyCorp.

    17,437,930  
  148,587    

M&T Bank Corp.

    16,653,631  
  196,241    

PNC Financial Services Group, Inc.

    20,933,027  
  408,672    

Western Alliance Bancorp

    14,663,151  
  575,136    

Zions Bancorp N.A

    18,180,049  
   

 

 

 
          147,554,092  
   

 

 

 
      Capital Goods - 5.1%  
  150,750    

Caterpillar, Inc.

    17,544,285  
  460,861    

Colfax Corp.*(1)

    11,885,605  
  194,541    

Deere & Co.

    28,220,117  
  806,800    

HF Global, Inc.(2)(3)(4)

    10,617,488  
  1,262,270    

Ingersoll Rand, Inc.*

    36,706,811  
  785,597    

JELD-WEN Holding, Inc.*

    9,977,082  
  550,339    

Kennametal, Inc.(1)

    14,094,182  
  139,868    

L3Harris Technologies, Inc.

    27,092,432  
  142,106    

Lockheed Martin Corp.

    55,287,760  
  128,570    

Northrop Grumman Corp.

    42,514,242  
  601,424    

SPX FLOW, Inc.*

    19,588,380  
  358,976    

Trane Technologies plc

    31,381,682  
   

 

 

 
      304,910,066  
   

 

 

 
      Commercial & Professional Services - 2.8%  
  317,257    

Clean Harbors, Inc.*

    16,951,042  
  498,539    

Copart, Inc.*

    39,937,959  
  55,346    

CoStar Group, Inc.*

    35,878,598  
  111,294    

Equifax, Inc.

    15,458,737  
  4,595    

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

    1,051,287  
  381,172    

Republic Services, Inc.

    29,861,014  
  171,200    

TransUnion

    13,488,848  
  193,387    

Waste Connections, Inc.

    16,613,877  
   

 

 

 
      169,241,362  
   

 

 

 
      Consumer Durables & Apparel - 2.5%  
  625,268    

Lennar Corp. Class A

    31,307,169  
  714,380    

NIKE, Inc. Class B

    62,279,648  
  441,037    

Peloton Interactive, Inc. Class A*

    13,892,665  
  700,993    

Steven Madden Ltd.

    17,573,895  
  170,095    

Under Armour, Inc. Class A*(1)

    1,772,390  
  962,938    

Under Armour, Inc. Class C*

    8,926,435  
  219,476    

VF Corp.

    12,751,556  
   

 

 

 
      148,503,758  
   

 

 

 
      Consumer Services - 3.9%  
  625,565    

Aramark

    17,084,180  
  17,712    

Chipotle Mexican Grill, Inc.*

    15,560,878  
  1,999,613    

DraftKings, Inc.(3)(4)

    37,712,701  
  18,643    

DraftKings, Inc. Earnout(3)(4)

    344,709  
  700,266    

Las Vegas Sands Corp.

    33,626,773  
  459,732    

McDonald’s Corp.

    86,227,334  
  271,056    

Planet Fitness, Inc. Class A*

    16,352,809  
  50,224    

Vail Resorts, Inc.

    8,588,304  
  429,531    

Wyndham Hotels & Resorts, Inc.

    16,197,614  
   

 

 

 
      231,695,302  
   

 

 

 
      Diversified Financials - 1.8%  
  793,328    

American Express Co.

    72,391,180  
  293,774    

Blackstone Group, Inc. Class A

    15,346,754  
  405,386    

Voya Financial, Inc.

    18,311,285  
   

 

 

 
      106,049,219  
   

 

 

 
      Energy - 0.8%  
  448,166    

Diamondback Energy, Inc.

    19,513,148  
  525,499    

Marathon Petroleum Corp.

    16,858,008  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.8% - (continued)  
      Energy - 0.8% - (continued)  
  157,474    

Phillips 66

  $ 11,522,372  
   

 

 

 
      47,893,528  
   

 

 

 
      Food & Staples Retailing - 1.5%  
  804,172    

U.S. Foods Holding Corp.*

    17,289,698  
  608,262    

Walmart, Inc.

    73,934,246  
   

 

 

 
      91,223,944  
   

 

 

 
      Food, Beverage & Tobacco - 5.1%  
  1,050,087    

Altria Group, Inc.

    41,215,915  
  1,511,699    

Coca-Cola Co.

    69,371,867  
  1,514,477    

Diageo plc

    52,143,210  
  290,138    

JM Smucker Co.

    33,339,757  
  769,574    

Monster Beverage Corp.*

    47,567,369  
  474,938    

PepsiCo., Inc.

    62,829,548  
   

 

 

 
      306,467,666  
   

 

 

 
      Health Care Equipment & Services - 11.0%  
  136,043    

ABIOMED, Inc.*

    26,018,224  
  440,318    

Acadia Healthcare Co., Inc.*

    10,572,035  
  336,227    

Alcon, Inc.*(1)

    17,756,148  
  438,655    

Baxter International, Inc.

    38,943,791  
  207,672    

Centene Corp.*

    13,826,802  
  297,938    

Cerner Corp.

    20,673,918  
  313,174    

Danaher Corp.

    51,191,422  
  125,516    

DexCom, Inc.*

    42,072,963  
  220,422    

Encompass Health Corp.

    14,602,958  
  111,568    

Hill-Rom Holdings, Inc.

    12,550,284  
  506,014    

Hologic, Inc.*

    25,351,301  
  285,979    

Insulet Corp.*

    57,115,726  
  105,823    

Intuitive Surgical, Inc.*

    54,062,854  
  892,151    

Medtronic plc

    87,100,702  
  94,625    

Molina Healthcare, Inc.*

    15,515,661  
  156,230    

Stryker Corp.

    29,125,959  
  67,791    

Teleflex, Inc.

    22,737,101  
  271,474    

UnitedHealth Group, Inc.

    79,398,001  
  200,183    

Veeva Systems, Inc. Class A*

    38,194,917  
   

 

 

 
      656,810,767  
   

 

 

 
      Household & Personal Products - 1.1%  
  886,793    

Colgate-Palmolive Co.

    62,314,944  
   

 

 

 
      Insurance - 3.9%  
  744,477    

Aflac, Inc.

    27,724,323  
  395,539    

Arthur J Gallagher & Co.

    31,049,812  
  148,380    

Assurant, Inc.

    15,763,891  
  454,713    

Chubb Ltd.

    49,113,551  
  1,351,596    

CNO Financial Group, Inc.

    19,003,440  
  117,297    

Hanover Insurance Group, Inc.

    11,774,273  
  209,670    

Kemper Corp.

    14,094,017  
  388,596    

Marsh & McLennan Cos., Inc.

    37,822,049  
  1,423,243    

Unum Group

    24,835,590  
   

 

 

 
      231,180,946  
   

 

 

 
      Materials - 3.2%  
  464,724    

Carpenter Technology Corp.

    10,302,931  
  222,855    

Celanese Corp. Series A

    18,512,565  
  161,455    

Eastman Chemical Co.

    9,769,642  
  78,723    

Ecolab, Inc.

    15,232,901  
  492,067    

FMC Corp.

    45,220,957  
  494,498    

Linde plc

    90,982,687  
   

 

 

 
      190,021,683  
   

 

 

 
      Media & Entertainment - 8.0%  
  905,995    

Activision Blizzard, Inc.

    57,739,061  
  35,303    

Alphabet, Inc. Class A*

    47,542,550  
  911,405    

Comcast Corp. Class A

    34,296,170  
  192,434    

Electronic Arts, Inc.*

    21,987,509  
 

 

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

 

 

  18  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.8% - (continued)  
      Media & Entertainment - 8.0% - (continued)  
  465,897    

Facebook, Inc. Class A*

  $ 95,373,775  
  1,423,001    

Interpublic Group of Cos., Inc.

    24,162,557  
  69,231    

Live Nation Entertainment, Inc.*

    3,106,395  
  108,495    

Match Group, Inc.*(1)

    8,349,775  
  115,887    

Netflix, Inc.*

    48,655,157  
  818,877    

Pinterest, Inc. Class A*

    16,917,999  
  207,359    

Roku, Inc.*

    25,138,132  
  253,824    

Spotify Technology S.A.*

    38,472,104  
  498,923    

Walt Disney Co.

    53,958,522  
   

 

 

 
      475,699,706  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 6.7%  
  167,770    

Alnylam Pharmaceuticals, Inc.*

    22,095,309  
  270,292    

AstraZeneca plc ADR

    14,130,866  
  732,075    

Elanco Animal Health, Inc.*

    18,089,573  
  263,105    

Exact Sciences Corp.*

    20,780,033  
  83,212    

Galapagos N.V.*

    18,383,793  
  2,100    

Galapagos N.V. ADR*(1)

    462,945  
  231,798    

Heron Therapeutics, Inc.*(1)

    3,305,440  
  379,443    

Ionis Pharmaceuticals, Inc.*

    21,070,470  
  786,990    

Johnson & Johnson

    118,079,980  
  511,324    

Merck & Co., Inc.

    40,568,446  
  27,179    

Mettler-Toledo International, Inc.*

    19,567,249  
  1,201,956    

Pfizer, Inc.

    46,107,032  
  166,601    

Seattle Genetics, Inc.*

    22,862,655  
  102,146    

Thermo Fisher Scientific, Inc.

    34,186,223  
   

 

 

 
      399,690,014  
   

 

 

 
      Real Estate - 3.9%  
  102,212    

Alexandria Real Estate Equities, Inc. REIT

    16,056,483  
  169,358    

American Tower Corp. REIT

    40,307,204  
  194,432    

AvalonBay Communities, Inc. REIT

    31,682,694  
  133,928    

Boston Properties, Inc. REIT

    13,015,123  
  28,521    

Equinix, Inc. REIT

    19,257,379  
  669,703    

Gaming and Leisure Properties, Inc. REIT

    18,912,413  
  487,247    

Highwoods Properties, Inc. REIT

    18,910,056  
  171,775    

Jones Lang LaSalle, Inc. REIT

    18,136,004  
  177,528    

Life Storage, Inc. REIT

    15,549,678  
  136,378    

Public Storage REIT

    25,291,300  
  864,745    

VICI Properties, Inc. REIT

    15,063,858  
  8,145    

We Co. Class A(2)(3)(4)

    41,947  
   

 

 

 
      232,224,139  
   

 

 

 
      Retailing - 6.4%  
  98,423    

Alibaba Group Holding Ltd. ADR*

    19,947,389  
  54,026    

Amazon.com, Inc.*

    133,660,324  
  12,364    

Booking Holdings, Inc.*

    18,305,767  
  98,796    

Home Depot, Inc.

    21,718,325  
  10,615    

JAND, Inc. Class A(2)(3)(4)

    154,236  
  679,847    

Kohl’s Corp.

    12,549,976  
  490,479    

Lowe’s Cos., Inc.

    51,377,675  
  2,245,412    

TJX Cos., Inc.

    110,137,459  
  316,327    

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

    12,336,741  
   

 

 

 
      380,187,892  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.6%  
  907,041    

Advanced Micro Devices, Inc.*

    47,519,878  
  238,229    

Analog Devices, Inc.

    26,109,898  
  803,813    

Marvell Technology Group Ltd.

    21,493,960  
  663,634    

Micron Technology, Inc.*

    31,781,432  
  170,080    

MKS Instruments, Inc.

    17,047,118  
  146,345    

NVIDIA Corp.

    42,773,717  
  254,110    

Texas Instruments, Inc.

    29,494,548  
   

 

 

 
      216,220,551  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.8% - (continued)  
      Semiconductors & Semiconductor Equipment - 3.6% - (continued)  
 

Software & Services - 10.8%

 

  192,869    

Accenture plc Class A

  $ 35,717,410  
  251,179    

Amdocs Ltd.

    16,185,975  
  40,192    

Fair Isaac Corp.*

    14,185,364  
  144,649    

FleetCor Technologies, Inc.*

    34,896,571  
  654,048    

Genpact Ltd.

    22,518,873  
  283,975    

Global Payments, Inc.

    47,145,530  
  715,624    

GoDaddy, Inc. Class A*

    49,685,774  
  253,357    

Guidewire Software, Inc.*

    23,014,950  
  326,239    

Microsoft Corp.

    58,465,291  
  9,200    

Paycom Software, Inc.*

    2,401,384  
  299,566    

PayPal Holdings, Inc.*

    36,846,618  
  28,141    

RingCentral, Inc. Class A*

    6,431,063  
  58,525    

ServiceNow, Inc.*

    20,573,879  
  2,455,183    

Slack Technologies, Inc. Class A*(1)

    65,528,834  
  310,526    

Splunk, Inc.*

    43,585,429  
  484,191    

Square, Inc. Class A*

    31,540,202  
  4,440    

Trade Desk, Inc. Class A*

    1,299,055  
  112,427    

VeriSign, Inc.*

    23,552,332  
  160,978    

Visa, Inc. Class A

    28,769,988  
  138,558    

WEX, Inc.*

    18,333,995  
  337,971    

Workday, Inc. Class A*

    52,013,737  
  82,166    

Zoom Video Communications, Inc. Class A*

    11,106,378  
   

 

 

 
      643,798,632  
   

 

 

 
      Technology Hardware & Equipment - 3.2%  
  358,037    

Apple, Inc.

    105,191,271  
  175,146    

CDW Corp.

    19,406,177  
  91,677    

Coherent, Inc.*

    11,722,738  
  257,395    

Lumentum Holdings, Inc.*

    20,825,829  
  427,878    

TE Connectivity Ltd.

    31,431,918  
   

 

 

 
      188,577,933  
   

 

 

 
      Telecommunication Services - 2.2%  
  1,287,925    

AT&T, Inc.

    39,243,075  
  539,077    

T-Mobile U.S., Inc.*

    47,330,961  
  717,979    

Verizon Communications, Inc.

    41,247,893  
   

 

 

 
      127,821,929  
   

 

 

 
      Transportation - 3.3%  
  562,761    

Canadian National Railway Co.

    46,538,610  
  455,597    

CSX Corp.

    30,174,189  
  90,600    

Southwest Airlines Co.

    2,831,250  
  2,151,646    

Uber Technologies, Inc.*(1)

    65,130,325  
  318,105    

Union Pacific Corp.

    50,829,998  
   

 

 

 
      195,504,372  
   

 

 

 
      Utilities - 2.4%  
  351,776    

Dominion Energy, Inc.

    27,132,483  
  474,860    

Duke Energy Corp.

    40,201,647  
  239,144    

Portland General Electric Co.

    11,189,548  
  224,249    

Sempra Energy

    27,773,239  
  675,492    

Southern Co.

    38,320,661  
   

 

 

 
      144,617,578  
   

 

 

 
 

Total Common Stocks
(cost $5,165,042,762)

  $ 5,705,665,249  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.4%  
      Other Investment Pools & Funds - 0.4%  
  130,826    

iShares Russell 1000 Growth ETF

    22,604,116  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $21,887,605)

  $ 22,604,116  
   

 

 

 
 

 

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

 

 

  19  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE PREFERRED STOCKS - 0.7%  
      Commercial & Professional Services - 0.0%  
  33,739    

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

  $ 527,341  
   

 

 

 
      Consumer Services - 0.0%  
  10,074    

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

    858,980  
   

 

 

 
      Diversified Financials - 0.1%  
  348,919    

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

    5,359,356  
   

 

 

 
      Real Estate - 0.2%  
  674,436    

We Co. Series D1*(2)(3)(4)

    5,247,112  
  599,094    

We Co. Series D2*(2)(3)(4)

    4,660,952  
   

 

 

 
      9,908,064  
   

 

 

 
      Retailing - 0.2%  
  269,407    

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

    1,866,990  
  28,025    

Honest Co., Inc. Series C(2)(3)(4)

    950,328  
  278,194    

Honest Co., Inc. Series E*(2)(3)(4)

    11,161,143  
  23,702    

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

    362,404  
   

 

 

 
      14,340,865  
   

 

 

 
      Software & Services - 0.2%  
  566,622    

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

    1,371,225  
  77,707    

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

    603,783  
  95,031    

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

    803,012  
  47,064    

Sharecare, Inc. Series B2*(2)(3)(4)

    10,264,188  
   

 

 

 
      13,042,208  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $57,566,896)

  $ 44,036,814  
   

 

 

 
ESCROWS - 0.0%(5)  
      Consumer Durables & Apparel - 0.0%  
  83,332    

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

  $ 13,333  
   

 

 

 
      Software & Services - 0.0%  
  58,205    

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

    31,663  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 44,996  
   

 

 

 
WARRANTS - 0.0%  
CONSUMER SERVICES - 0.0%  
  12,255    

DraftKings, Inc.*(3)(4)

  $ 91,667  
  2,126    

DraftKings, Inc. Class A*(3)(4)

    16,583  
   

 

 

 
      108,250  
   

 

 

 
 

Total Warrants
(cost $—)

  $ 108,250  
   

 

 

 
 

Total Long-Term Investments
(cost $5,244,497,263)

  $ 5,772,459,425  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.6%  
      Other Investment Pools & Funds - 3.1%  
  187,083,663    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(6)

    187,083,663  
   

 

 

 
      Securities Lending Collateral - 0.5%  
  1,431,587    

Citibank NA DDCA, 0.04%, 5/1/2020(6)

    1,431,587  
  13,160,621    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6)

    13,160,621  
  7,996,246    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6)

    7,996,246  
  5,986,524    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

    5,986,524  
   

 

 

 
      28,574,978  
   

 

 

 
 

Total Short-Term Investments
(cost $215,658,641)

  $ 215,658,641  
   

 

 

 
 

Total Investments
(cost $5,460,155,904)

    100.5    $ 5,988,118,066  
  Other Assets and Liabilities     (0.5 )%       (32,158,348
   

 

 

    

 

 

 
  Total Net Assets     100.0    $ 5,955,959,718  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

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

 

(2) 

Investment valued using significant unobservable inputs.

 

(3) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $106,449,169, which represented 1.8% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $106,449,169 or 1.8% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  06/2015      Airbnb, Inc. Series E Convertible Preferred      10,074      $ 937,833      $ 858,980  
  11/2014      Coupang LLC Convertible Preferred      269,407        838,697        1,866,990  
  12/2014      DraftKings, Inc.      1,999,613        20,411,929        37,712,701  
  12/2014      DraftKings, Inc. Earnout      18,643        185,003        344,709  
  12/2014      DraftKings, Inc. Warrants      12,255               91,667  
  04/2020      DraftKings, Inc. Class A Warrants      2,126               16,583  
  05/2014      Essence Group Holdings Corp. Series 3 Convertible Preferred      566,622        895,999        1,371,225  
  06/2015      HF Global, Inc.      806,800        10,846,942        10,617,488  
  08/2014      Honest Co., Inc. Series C Convertible Preferred      28,025        758,281        950,328  
  08/2015      Honest Co., Inc. Series E Convertible Preferred      278,194        12,728,766        11,161,143  
  04/2015      JAND, Inc. Class A      10,615        121,916        154,236  
  04/2015      JAND, Inc. Series D Convertible Preferred      23,702        272,225        362,404  
 

 

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

 

 

  20  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  08/2015      Klarna Holding AB      4,595      $ 503,982      $ 1,051,287  
  07/2014      Lookout, Inc. Series F Convertible Preferred      77,707        887,655        603,783  
  04/2015      MarkLogic Corp. Series F Convertible Preferred      95,031        1,103,709        803,012  
  01/2014      One Kings Lane, Inc.      83,332               13,333  
  09/2015      Rubicon Global Holdings LLC Series C Convertible Preferred      33,739        673,447        527,341  
  03/2015      Sharecare, Inc. Series B2 Convertible Preferred      47,064        11,759,882        10,264,188  
  09/2015      Social Finance, Inc. Series F Convertible Preferred      348,919        5,504,651        5,359,356  
  11/2013      Tory Burch LLC      316,327        24,792,580        12,336,741  
  04/2017      Veracode, Inc.      58,205               31,663  
  12/2014      We Co. Class A      8,145        135,624        41,947  
  12/2014      We Co. Series D1 Convertible Preferred      674,436        11,230,142        5,247,112  
  12/2014      We Co. Series D2 Convertible Preferred      599,094        9,975,610        4,660,952  
        

 

 

    

 

 

 
         $ 114,564,872      $ 106,449,169  
        

 

 

    

 

 

 
(5) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(6) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2020  

Description

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

S&P 500 (E-Mini) Future

     431        06/19/2020      $ 62,546,720      $ 9,612,123  
           

 

 

 

Total futures contracts

 

   $ 9,612,123  
           

 

 

 

 

 

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.

 

 

  21  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 7,455,226      $ 7,455,226      $      $  

Banks

     147,554,092        147,554,092                

Capital Goods

     304,910,066        294,292,578               10,617,488  

Commercial & Professional Services

     169,241,362        168,190,075               1,051,287  

Consumer Durables & Apparel

     148,503,758        148,503,758                

Consumer Services

     231,695,302        193,637,892        38,057,410         

Diversified Financials

     106,049,219        106,049,219                

Energy

     47,893,528        47,893,528                

Food & Staples Retailing

     91,223,944        91,223,944                

Food, Beverage & Tobacco

     306,467,666        254,324,456        52,143,210         

Health Care Equipment & Services

     656,810,767        656,810,767                

Household & Personal Products

     62,314,944        62,314,944                

Insurance

     231,180,946        231,180,946                

Materials

     190,021,683        190,021,683                

Media & Entertainment

     475,699,706        475,699,706                

Pharmaceuticals, Biotechnology & Life Sciences

     399,690,014        381,306,221        18,383,793         

Real Estate

     232,224,139        232,182,192               41,947  

Retailing

     380,187,892        367,696,915               12,490,977  

Semiconductors & Semiconductor Equipment

     216,220,551        216,220,551                

Software & Services

     643,798,632        643,798,632                

Technology Hardware & Equipment

     188,577,933        188,577,933                

Telecommunication Services

     127,821,929        127,821,929                

Transportation

     195,504,372        195,504,372                

Utilities

     144,617,578        144,617,578                

Exchange-Traded Funds

     22,604,116        22,604,116                

Convertible Preferred Stocks

     44,036,814                      44,036,814  

Escrows

     44,996                      44,996  

Warrants

     108,250               108,250         

Short-Term Investments

     215,658,641        215,658,641                

Futures Contracts(2)

     9,612,123        9,612,123                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,997,730,189      $     5,820,754,017      $     108,692,663      $     68,283,509  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, investments valued at $17,924,974 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers in to Level 3.

 

(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 six-month period ended April 30, 2020:

 

     Common
Stocks
    Convertible
Preferred
Stocks
    Escrows     Total  

Beginning balance

   $ 66,160,890     $ 53,985,898     $ 56,188     $ 120,202,976  

Purchases

     135,624       21,205,752             21,341,376  

Sales

     (15,315,471     (15,740,241     (18,051     (31,073,763

Total realized gain/(loss)

     (728,912     338,147       18,051       (372,714

Net change in unrealized appreciation/(depreciation)

     (8,125,458     (15,752,742     (11,192     (23,889,392

Transfers into Level 3

                        

Transfers out of Level 3

     (17,924,974                 (17,924,974
  

 

 

   

 

 

   

 

 

   

 

 

 

Ending balance

   $ 24,201,699     $ 44,036,814     $ 44,996     $ 68,283,509  
  

 

 

   

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2020 was $(24,173,184).

 

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

 

 

  22  

 


Hartford Core Equity Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.6%      
      Banks - 5.3%  
  5,419,545    

Bank of America Corp.

  $ 130,340,057  
  1,474,545    

JP Morgan Chase & Co.

    141,202,429  
  800,628    

PNC Financial Services Group, Inc.

    85,402,989  
   

 

 

 
      356,945,475  
   

 

 

 
      Capital Goods - 5.2%  
  881,902    

AMETEK, Inc.

    73,965,121  
  1,205,547    

Fortune Brands Home & Security, Inc.

    58,107,365  
  337,535    

IDEX Corp.

    51,855,502  
  538,673    

Illinois Tool Works, Inc.

    87,534,363  
  1,201,331    

Raytheon Technologies Corp.

    77,858,262  
   

 

 

 
      349,320,613  
   

 

 

 
      Commercial & Professional Services - 1.9%  
  419,579    

Equifax, Inc.

    58,279,523  
  881,937    

Republic Services, Inc.

    69,090,945  
   

 

 

 
      127,370,468  
   

 

 

 
      Consumer Durables & Apparel - 2.0%  
  882,077    

NIKE, Inc. Class B

    76,899,473  
  951,031    

VF Corp.

    55,254,901  
   

 

 

 
      132,154,374  
   

 

 

 
      Consumer Services - 1.6%  
  565,687    

McDonald’s Corp.

    106,100,254  
   

 

 

 
      Diversified Financials - 1.9%  
  747,767    

American Express Co.

    68,233,739  
  1,567,617    

Morgan Stanley

    61,811,138  
   

 

 

 
      130,044,877  
   

 

 

 
      Energy - 0.6%  
  895,677    

EOG Resources, Inc.

    42,553,614  
   

 

 

 
      Food & Staples Retailing - 3.2%  
  327,161    

Costco Wholesale Corp.

    99,129,783  
  978,164    

Walmart, Inc.

    118,895,834  
   

 

 

 
      218,025,617  
   

 

 

 
      Food, Beverage & Tobacco - 3.6%  
  504,952    

Constellation Brands, Inc. Class A

    83,160,545  
  1,259,069    

Kellogg Co.

    82,469,020  
  1,224,282    

Monster Beverage Corp.*

    75,672,870  
   

 

 

 
      241,302,435  
   

 

 

 
      Health Care Equipment & Services - 10.2%  
  646,135    

Abbott Laboratories

    59,502,572  
  1,233,276    

Baxter International, Inc.

    109,490,243  
  281,050    

Becton Dickinson and Co.

    70,973,557  
  494,869    

Danaher Corp.

    80,891,287  
  1,405,404    

Hologic, Inc.*

    70,410,740  
  339,128    

Laboratory Corp. of America Holdings*

    55,769,600  
  1,098,911    

Medtronic plc

    107,286,681  
  453,847    

UnitedHealth Group, Inc.

    132,736,632  
   

 

 

 
      687,061,312  
   

 

 

 
      Household & Personal Products - 3.9%  
  1,431,754    

Colgate-Palmolive Co.

    100,609,354  
  1,411,796    

Procter & Gamble Co.

    166,408,394  
   

 

 

 
      267,017,748  
   

 

 

 
      Insurance - 2.6%  
  681,488    

Allstate Corp.

    69,320,959  
  1,094,137    

Athene Holding Ltd. Class A*

    29,541,699  
  687,956    

Chubb Ltd.

    74,306,128  
   

 

 

 
      173,168,786  
   

 

 

 
      Materials - 1.7%  
  325,375    

Ecolab, Inc.

    62,960,062  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.6% - (continued)      
      Materials - 1.7% - (continued)  
  591,132    

PPG Industries, Inc.

  $ 53,692,520  
   

 

 

 
      116,652,582  
   

 

 

 
      Media & Entertainment - 6.6%  
  138,947    

Alphabet, Inc. Class A*

    187,119,925  
  766,261    

Facebook, Inc. Class A*

    156,861,289  
  921,886    

Walt Disney Co.

    99,701,971  
   

 

 

 
      443,683,185  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.7%  
  946,410    

Eli Lilly & Co.

    146,352,842  
  356,013    

Incyte Corp.*

    34,768,230  
  1,231,885    

Merck & Co., Inc.

    97,737,756  
  325,321    

Thermo Fisher Scientific, Inc.

    108,878,432  
   

 

 

 
      387,737,260  
   

 

 

 
      Real Estate - 2.3%  
  382,458    

American Tower Corp. REIT

    91,025,004  
  637,542    

Boston Properties, Inc. REIT

    61,956,332  
   

 

 

 
      152,981,336  
   

 

 

 
      Retailing - 5.6%  
  115,986    

Amazon.com, Inc.*

    286,949,364  
  1,800,949    

TJX Cos., Inc.

    88,336,548  
   

 

 

 
      375,285,912  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.8%  
  345,011    

KLA Corp.

    56,612,855  
  1,118,473    

Micron Technology, Inc.*

    53,563,672  
  664,337    

QUALCOMM, Inc.

    52,263,392  
  1,118,007    

Teradyne, Inc.

    69,920,158  
  803,261    

Texas Instruments, Inc.

    93,234,504  
   

 

 

 
      325,594,581  
   

 

 

 
      Software & Services - 12.7%  
  493,506    

Fidelity National Information Services, Inc.

    65,088,506  
  476,762    

Global Payments, Inc.

    79,152,027  
  653,378    

GoDaddy, Inc. Class A*

    45,364,035  
  1,067,775    

Leidos Holdings, Inc.

    105,506,848  
  448,029    

Mastercard, Inc. Class A

    123,194,534  
  1,471,274    

Microsoft Corp.

    263,667,013  
  573,212    

salesforce.com, Inc.*

    92,831,683  
  810,211    

SS&C Technologies Holdings, Inc.

    44,691,239  
  265,063    

Workday, Inc. Class A*

    40,793,196  
   

 

 

 
      860,289,081  
   

 

 

 
      Technology Hardware & Equipment - 6.9%  
  899,392    

Apple, Inc.

    264,241,370  
  478,660    

CDW Corp.

    53,035,528  
  2,925,379    

Corning, Inc.

    64,387,592  
  592,061    

Motorola Solutions, Inc.

    85,144,292  
   

 

 

 
      466,808,782  
   

 

 

 
      Telecommunication Services - 1.7%  
  1,973,909    

Verizon Communications, Inc.

    113,401,072  
   

 

 

 
      Transportation - 1.4%  
  378,231    

Norfolk Southern Corp.

    64,715,324  
  976,603    

Uber Technologies, Inc.*

    29,561,773  
      94,277,097  
   

 

 

 
      Utilities - 4.2%  
  1,272,325    

American Electric Power Co., Inc.

    105,742,931  
  570,846    

NextEra Energy, Inc.

    131,933,927  
  557,923    

Pinnacle West Capital Corp.

    42,954,492  
   

 

 

 
      280,631,350  
   

 

 

 
 

Total Common Stocks
(cost $5,421,564,979)

  $ 6,448,407,811  
   

 

 

 
 

 

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

 

 

  23  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.4%  
      Other Investment Pools & Funds - 4.4%  
  293,394,054    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(1)

  $ 293,394,054  
   

 

 

 
 

Total Short-Term Investments
(cost $293,394,054)

  $ 293,394,054  
   

 

 

 
 

Total Investments
(cost $5,714,959,033)

    100.0    $ 6,741,801,865  
 

Other Assets and Liabilities

    0.0      2,512,000  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     6,744,313,865  
   

 

 

    

 

 

 
Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2020  

Description

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

S&P 500 (E-Mini) Future

     972        06/19/2020      $ 141,056,640      $ 6,777,870  
           

 

 

 

Total futures contracts

 

   $ 6,777,870  
           

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 356,945,475      $ 356,945,475      $      $  

Capital Goods

     349,320,613        349,320,613                

Commercial & Professional Services

     127,370,468        127,370,468                

Consumer Durables & Apparel

     132,154,374        132,154,374                

Consumer Services

     106,100,254        106,100,254                

Diversified Financials

     130,044,877        130,044,877                

Energy

     42,553,614        42,553,614                

Food & Staples Retailing

     218,025,617        218,025,617                

Food, Beverage & Tobacco

     241,302,435        241,302,435                

Health Care Equipment & Services

     687,061,312        687,061,312                

Household & Personal Products

     267,017,748        267,017,748                

Insurance

     173,168,786        173,168,786                

Materials

     116,652,582        116,652,582                

Media & Entertainment

     443,683,185        443,683,185                

Pharmaceuticals, Biotechnology & Life Sciences

     387,737,260        387,737,260                

Real Estate

     152,981,336        152,981,336                

Retailing

     375,285,912        375,285,912                

Semiconductors & Semiconductor Equipment

     325,594,581        325,594,581                

Software & Services

     860,289,081        860,289,081                

Technology Hardware & Equipment

     466,808,782        466,808,782                

Telecommunication Services

     113,401,072        113,401,072                

Transportation

     94,277,097        94,277,097                

Utilities

     280,631,350        280,631,350                

Short-Term Investments

     293,394,054        293,394,054                

Futures Contracts(2)

     6,777,870        6,777,870                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     6,748,579,735      $     6,748,579,735      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  24  

 


The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5%  
      Banks - 8.6%  
  10,967,676    

Bank of America Corp.

  $ 263,772,608  
  1,142,657    

Bank of Nova Scotia

    45,866,252  
  3,084,360    

JP Morgan Chase & Co.

    295,358,313  
  994,507    

PNC Financial Services Group, Inc.

    106,084,062  
   

 

 

 
      711,081,235  
   

 

 

 
      Capital Goods - 6.1%  
  710,559    

Deere & Co.

    103,073,689  
  398,548    

Eaton Corp. plc

    33,278,758  
  377,869    

General Dynamics Corp.

    49,357,249  
  2,273,910    

Johnson Controls International plc

    66,193,520  
  180,974    

Lockheed Martin Corp.

    70,409,744  
  868,372    

Otis Worldwide Corp.*

    44,208,819  
  1,774,588    

Raytheon Technologies Corp.

    115,011,048  
  215,638    

Trane Technologies plc

    18,851,074  
   

 

 

 
      500,383,901  
   

 

 

 
      Consumer Services - 1.8%  
  893,204    

Hilton Worldwide Holdings, Inc.

    67,624,475  
  455,857    

McDonald’s Corp.

    85,500,539  
   

 

 

 
      153,125,014  
   

 

 

 
      Diversified Financials - 4.0%  
  1,162,584    

American Express Co.

    106,085,790  
  158,935    

BlackRock, Inc.

    79,791,727  
  1,844,041    

Charles Schwab Corp.

    69,557,227  
  976,682    

Northern Trust Corp.

    77,314,147  
   

 

 

 
      332,748,891  
   

 

 

 
      Energy - 5.0%  
  1,758,817    

Chevron Corp.

    161,811,164  
  2,766,984    

ConocoPhillips

    116,490,026  
  995,312    

Hess Corp.

    48,411,976  
  1,186,766    

Marathon Petroleum Corp.

    38,071,453  
  1,371,528    

Total S.A. ADR(1)

    48,209,209  
   

 

 

 
      412,993,828  
   

 

 

 
      Food & Staples Retailing - 3.0%  
  1,612,622    

Sysco Corp.

    90,742,240  
  1,265,018    

Walmart, Inc.

    153,762,938  
   

 

 

 
      244,505,178  
   

 

 

 
      Food, Beverage & Tobacco - 3.5%  
  2,438,711    

Coca-Cola Co.

    111,912,448  
  1,207,767    

Kellogg Co.

    79,108,739  
  720,391    

PepsiCo., Inc.

    95,300,525  
   

 

 

 
      286,321,712  
   

 

 

 
      Health Care Equipment & Services - 7.5%  
  794,863    

Abbott Laboratories

    73,198,934  
  389,744    

Becton Dickinson and Co.

    98,422,052  
  1,088,079    

CVS Health Corp.

    66,971,262  
  571,236    

HCA Healthcare, Inc.

    62,767,412  
  1,285,004    

Medtronic plc

    125,454,941  
  662,685    

UnitedHealth Group, Inc.

    193,815,482  
   

 

 

 
      620,630,083  
   

 

 

 
      Insurance - 4.8%  
  2,094,097    

American International Group, Inc.

    53,252,887  
  894,468    

Chubb Ltd.

    96,611,489  
  291,298    

Marsh & McLennan Cos., Inc.

    28,352,034  
  1,700,310    

Principal Financial Group, Inc.

    61,908,287  
  547,693    

Progressive Corp.

    42,336,669  
  1,782,349    

Prudential Financial, Inc.

    111,165,107  
   

 

 

 
      393,626,473  
   

 

 

 
      Materials - 3.0%  
  936,656    

Celanese Corp. Series A

    77,808,014  
  746,725    

FMC Corp.

    68,624,028  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5% - (continued)  
      Materials - 3.0% - (continued)  
  1,737,185    

International Paper Co.

  $ 59,498,586  
  512,405    

PPG Industries, Inc.

    46,541,746  
   

 

 

 
      252,472,374  
   

 

 

 
      Media & Entertainment - 5.7%  
  208,163    

Alphabet, Inc. Class A*

    280,333,112  
  4,989,390    

Comcast Corp. Class A

    187,750,746  
   

 

 

 
      468,083,858  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 9.8%  
  1,058,416    

Agilent Technologies, Inc.

    81,138,170  
  2,738,204    

AstraZeneca plc ADR

    143,153,305  
  966,202    

Bristol-Myers Squibb Co.

    58,754,744  
  472,470    

Eli Lilly & Co.

    73,062,761  
  1,488,096    

Merck & Co., Inc.

    118,065,537  
  1,163,860    

Novartis AG ADR

    98,613,858  
  6,297,828    

Pfizer, Inc.

    241,584,682  
   

 

 

 
      814,373,057  
   

 

 

 
      Real Estate - 2.4%  
  352,286    

American Tower Corp. REIT

    83,844,068  
  556,641    

Boston Properties, Inc. REIT

    54,094,372  
  4,796,090    

Host Hotels & Resorts, Inc. REIT

    59,039,868  
   

 

 

 
      196,978,308  
   

 

 

 
      Retailing - 3.9%  
  539,259    

Home Depot, Inc.

    118,545,306  
  1,046,206    

Lowe’s Cos., Inc.

    109,590,079  
  1,854,259    

TJX Cos., Inc.

    90,951,404  
   

 

 

 
      319,086,789  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.7%  
  465,613    

Broadcom, Inc.

    126,469,803  
  2,090,973    

Intel Corp.

    125,416,560  
  234,477    

KLA Corp.

    38,475,331  
  749,445    

Micron Technology, Inc.*

    35,890,921  
  557,365    

Texas Instruments, Inc.

    64,693,356  
   

 

 

 
      390,945,971  
   

 

 

 
      Software & Services - 6.6%  
  407,718    

Accenture plc Class A

    75,505,296  
  334,352    

International Business Machines Corp.

    41,981,237  
  2,379,898    

Microsoft Corp.

    426,501,521  
   

 

 

 
      543,988,054  
   

 

 

 
      Technology Hardware & Equipment - 5.9%  
  579,136    

Apple, Inc.

    170,150,157  
  3,217,411    

Cisco Systems, Inc.

    136,353,878  
  3,534,435    

Corning, Inc.

    77,792,914  
  4,357,885    

HP, Inc.

    67,590,796  
  233,117    

Motorola Solutions, Inc.

    33,524,556  
   

 

 

 
      485,412,301  
   

 

 

 
      Telecommunication Services - 3.7%  
  5,273,956    

Verizon Communications, Inc.

    302,988,772  
   

 

 

 
      Transportation - 1.7%  
  1,437,046    

Delta Air Lines, Inc.

    37,233,862  
  672,693    

Union Pacific Corp.

    107,489,614  
   

 

 

 
      144,723,476  
   

 

 

 
      Utilities - 3.8%  
  1,530,643    

Dominion Energy, Inc.(1)

    118,058,495  
  2,600,068    

Exelon Corp.

    96,410,521  
  840,298    

Sempra Energy

    104,070,907  
   

 

 

 
      318,539,923  
   

 

 

 
 

Total Common Stocks
(cost $6,332,195,195)

  $ 7,893,009,198  
   

 

 

 
 

 

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

 

 

  25  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.3%  
      Other Investment Pools & Funds - 4.3%  
  356,607,676    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(2)

  $ 356,607,676  
   

 

 

 
      Securities Lending Collateral - 0.0%  
  9,144    

Citibank NA DDCA, 0.04%, 5/1/2020(2)

    9,144  
  84,064    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2)

    84,064  
  51,076    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2)

    51,076  
  38,239    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

    38,239  
   

 

 

 
      182,523  
   

 

 

 
 

Total Short-Term Investments
(cost $356,790,199)

  $ 356,790,199  
   

 

 

 
 

Total Investments
(cost $6,688,985,394)

    99.8    $ 8,249,799,397  
 

Other Assets and Liabilities

    0.2      13,778,430  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,263,577,827  
   

 

 

    

 

 

 
Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

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

 

(2) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 711,081,235      $ 711,081,235      $      $  

Capital Goods

     500,383,901        500,383,901                

Consumer Services

     153,125,014        153,125,014                

Diversified Financials

     332,748,891        332,748,891                

Energy

     412,993,828        412,993,828                

Food & Staples Retailing

     244,505,178        244,505,178                

Food, Beverage & Tobacco

     286,321,712        286,321,712                

Health Care Equipment & Services

     620,630,083        620,630,083                

Insurance

     393,626,473        393,626,473                

Materials

     252,472,374        252,472,374                

Media & Entertainment

     468,083,858        468,083,858                

Pharmaceuticals, Biotechnology & Life Sciences

     814,373,057        814,373,057                

Real Estate

     196,978,308        196,978,308                

Retailing

     319,086,789        319,086,789                

Semiconductors & Semiconductor Equipment

     390,945,971        390,945,971                

Software & Services

     543,988,054        543,988,054                

Technology Hardware & Equipment

     485,412,301        485,412,301                

Telecommunication Services

     302,988,772        302,988,772                

Transportation

     144,723,476        144,723,476                

Utilities

     318,539,923        318,539,923                

Short-Term Investments

     356,790,199        356,790,199                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,249,799,397      $     8,249,799,397      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  26  

 


The Hartford Equity Income Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.9%  
      Automobiles & Components - 0.5%  
  187,464    

Cie Generale des Etablissements Michelin SCA

  $ 18,112,965  
   

 

 

 
      Banks - 10.1%  
  4,448,666    

Bank of America Corp.

    106,990,417  
  1,436,266    

JP Morgan Chase & Co.

    137,536,832  
  322,066    

M&T Bank Corp.

    36,097,157  
  318,249    

PNC Financial Services Group, Inc.

    33,947,621  
  1,050,373    

Truist Financial Corp.

    39,199,921  
   

 

 

 
      353,771,948  
   

 

 

 
      Capital Goods - 11.3%  
  4,321,099    

BAE Systems plc

    27,561,835  
  317,601    

Caterpillar, Inc.

    36,962,404  
  410,668    

Deere & Co.

    59,571,500  
  707,408    

Eaton Corp. plc

    59,068,568  
  328,523    

General Dynamics Corp.

    42,911,674  
  244,545    

Honeywell International, Inc.

    34,700,936  
  153,907    

Lockheed Martin Corp.

    59,879,058  
  732,140    

Raytheon Technologies Corp.

    47,449,994  
  322,127    

Trane Technologies plc

    28,160,342  
   

 

 

 
      396,266,311  
   

 

 

 
      Consumer Durables & Apparel - 0.5%  
  300,700    

VF Corp.

    17,470,670  
   

 

 

 
      Consumer Services - 1.1%  
  201,200    

McDonald’s Corp.

    37,737,072  
   

 

 

 
      Diversified Financials - 1.2%  
  80,432    

BlackRock, Inc.

    40,380,081  
   

 

 

 
      Energy - 4.7%  
  681,591    

Chevron Corp.

    62,706,372  
  108,731    

ConocoPhillips

    4,577,575  
  1,828,400    

Kinder Morgan, Inc.

    27,846,532  
  242,522    

Phillips 66

    17,745,335  
  1,127,058    

TC Energy Corp.

    51,869,202  
   

 

 

 
      164,745,016  
   

 

 

 
      Food & Staples Retailing - 0.4%  
  216,995    

Sysco Corp.

    12,210,309  
   

 

 

 
      Food, Beverage & Tobacco - 6.2%  
  1,148,872    

Archer-Daniels-Midland Co.

    42,669,106  
  386,160    

Coca-Cola Co.

    17,720,882  
  924,541    

Mondelez International, Inc. Class A

    47,558,389  
  280,428    

PepsiCo., Inc.

    37,097,820  
  955,914    

Philip Morris International, Inc.

    71,311,185  
   

 

 

 
      216,357,382  
   

 

 

 
      Health Care Equipment & Services - 6.4%  
  1,032,652    

Koninklijke Philips N.V.

    45,015,857  
  795,335    

Medtronic plc

    77,648,556  
  343,913    

UnitedHealth Group, Inc.

    100,584,235  
   

 

 

 
      223,248,648  
   

 

 

 
      Household & Personal Products - 2.0%  
  178,500    

Procter & Gamble Co.

    21,039,795  
  1,003,048    

Unilever N.V.

    49,570,632  
   

 

 

 
      70,610,427  
   

 

 

 
      Insurance - 6.5%  
  354,712    

Chubb Ltd.

    38,312,443  
  338,627    

Marsh & McLennan Cos., Inc.

    32,958,566  
  1,624,607    

MetLife, Inc.

    58,615,820  
  980,867    

Progressive Corp.

    75,821,019  
  220,403    

Travelers Cos., Inc.

    22,306,988  
   

 

 

 
      228,014,836  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.9% - (continued)  
      Materials - 1.9%  
  430,641    

Celanese Corp. Series A

  $ 35,773,348  
  336,384    

PPG Industries, Inc.

    30,553,759  
   

 

 

 
      66,327,107  
   

 

 

 
      Media & Entertainment - 2.7%  
  2,478,141    

Comcast Corp. Class A

    93,252,446  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.7%  
  1,022,476    

AstraZeneca plc ADR

    53,455,045  
  273,017    

Eli Lilly & Co.

    42,219,349  
  628,822    

Johnson & Johnson

    94,348,453  
  392,623    

Merck & Co., Inc.

    31,150,709  
  564,688    

Novartis AG

    48,189,600  
  2,954,563    

Pfizer, Inc.

    113,337,037  
  181,582    

Roche Holding AG

    62,881,365  
   

 

 

 
      445,581,558  
   

 

 

 
      Real Estate - 2.7%  
  595,223    

Crown Castle International Corp. REIT

    94,896,403  
   

 

 

 
      Retailing - 2.9%  
  323,804    

Home Depot, Inc.

    71,181,833  
  300,873    

Lowe’s Cos., Inc.

    31,516,447  
   

 

 

 
      102,698,280  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.8%  
  360,831    

Analog Devices, Inc.

    39,547,078  
  1,630,977    

Intel Corp.

    97,826,000  
  176,060    

KLA Corp.

    28,889,685  
   

 

 

 
      166,262,763  
   

 

 

 
      Technology Hardware & Equipment - 5.4%  
  2,333,812    

Cisco Systems, Inc.

    98,906,952  
  1,975,167    

Corning, Inc.

    43,473,426  
  629,371    

TE Connectivity Ltd.

    46,233,594  
   

 

 

 
      188,613,972  
   

 

 

 
      Telecommunication Services - 2.9%  
  1,779,916    

Verizon Communications, Inc.

    102,256,174  
   

 

 

 
      Transportation - 2.0%  
  432,237    

Union Pacific Corp.

    69,067,150  
   

 

 

 
      Utilities - 7.0%  
  476,064    

American Electric Power Co., Inc.

    39,565,679  
  711,731    

Dominion Energy, Inc.

    54,895,812  
  270,156    

Duke Energy Corp.

    22,871,407  
  306,836    

Eversource Energy

    24,761,665  
  1,164,011    

Exelon Corp.

    43,161,528  
  370,742    

Sempra Energy

    45,916,396  
  456,193    

UGI Corp.

    13,767,905  
   

 

 

 
      244,940,392  
   

 

 

 
 

Total Common Stocks
(cost $2,893,887,181)

  $ 3,352,821,910  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.3%  
      Other Investment Pools & Funds - 3.3%  
  115,604,794    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(1)

  $ 115,604,794  
   

 

 

 
 

Total Short-Term Investments
(cost $115,604,794)

  $ 115,604,794  
   

 

 

 
 

Total Investments
(cost $3,009,491,975)

    99.2    $ 3,468,426,704  
 

Other Assets and Liabilities

    0.8      28,879,350  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 3,497,306,054  
   

 

 

    

 

 

 
 

 

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

 

 

  27  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 18,112,965      $      $ 18,112,965      $  

Banks

     353,771,948        353,771,948                

Capital Goods

     396,266,311        368,704,476        27,561,835         

Consumer Durables & Apparel

     17,470,670        17,470,670                

Consumer Services

     37,737,072        37,737,072                

Diversified Financials

     40,380,081        40,380,081                

Energy

     164,745,016        164,745,016                

Food & Staples Retailing

     12,210,309        12,210,309                

Food, Beverage & Tobacco

     216,357,382        216,357,382                

Health Care Equipment & Services

     223,248,648        178,232,791        45,015,857         

Household & Personal Products

     70,610,427        70,610,427                

Insurance

     228,014,836        228,014,836                

Materials

     66,327,107        66,327,107                

Media & Entertainment

     93,252,446        93,252,446                

Pharmaceuticals, Biotechnology & Life Sciences

     445,581,558        334,510,593        111,070,965         

Real Estate

     94,896,403        94,896,403                

Retailing

     102,698,280        102,698,280                

Semiconductors & Semiconductor Equipment

     166,262,763        166,262,763                

Technology Hardware & Equipment

     188,613,972        188,613,972                

Telecommunication Services

     102,256,174        102,256,174                

Transportation

     69,067,150        69,067,150                

Utilities

     244,940,392        244,940,392                

Short-Term Investments

     115,604,794        115,604,794                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,468,426,704      $     3,266,665,082      $     201,761,622      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  28  

 


The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2%  
      Automobiles & Components - 1.0%  
  1,056,134    

API Group Corp.*

  $ 10,666,952  
  44,548    

Tesla, Inc.*

    34,831,190  
   

 

 

 
      45,498,142  
   

 

 

 
      Capital Goods - 1.1%  
  593,709    

Trane Technologies plc

    51,902,041  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  590,551    

Copart, Inc.*

    47,309,041  
  87,717    

CoStar Group, Inc.*

    56,863,422  
  63,425    

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

    14,510,963  
   

 

 

 
      118,683,426  
   

 

 

 
      Consumer Durables & Apparel - 1.0%  
  1,504,425    

Peloton Interactive, Inc. Class A*

    47,389,387  
   

 

 

 
      Consumer Services - 4.0%  
  1,038,357    

Aramark

    28,357,530  
  60,169    

Chipotle Mexican Grill, Inc.*

    52,861,475  
  1,718,014    

DraftKings, Inc.(2)(3)

    32,401,744  
  16,017    

DraftKings, Inc. Earnout(2)(3)

    296,154  
  612,748    

Planet Fitness, Inc. Class A*

    36,967,087  
  1,490,135    

Target Hospitality Corp.*

    3,010,073  
  165,663    

Vail Resorts, Inc.

    28,328,373  
   

 

 

 
      182,222,436  
   

 

 

 
      Diversified Financials - 1.2%  
  979,535    

Blackstone Group, Inc. Class A

    51,170,908  
  569,183    

Digital Landscape Group, Inc.*

    4,795,367  
   

 

 

 
      55,966,275  
   

 

 

 
      Food, Beverage & Tobacco - 1.5%  
  1,092,238    

Monster Beverage Corp.*

    67,511,231  
   

 

 

 
      Health Care Equipment & Services - 11.5%  
  357,431    

ABIOMED, Inc.*

    68,358,679  
  273,819    

Danaher Corp.

    44,758,454  
  383,251    

DexCom, Inc.*

    128,465,735  
  530,388    

Insulet Corp.*

    105,929,091  
  229,630    

Intuitive Surgical, Inc.*

    117,313,374  
  292,841    

Novocure Ltd.*

    19,268,938  
  236,746    

Veeva Systems, Inc. Class A*

    45,171,137  
   

 

 

 
      529,265,408  
   

 

 

 
      Media & Entertainment - 12.5%  
  609,090    

Activision Blizzard, Inc.

    38,817,306  
  678,395    

Facebook, Inc. Class A*

    138,874,240  
  233,188    

Live Nation Entertainment, Inc.*

    10,463,145  
  367,370    

Match Group, Inc.*(4)

    28,272,795  
  394,947    

Netflix, Inc.*

    165,818,498  
  833,024    

Spotify Technology S.A.*

    126,261,448  
  629,951    

Walt Disney Co.

    68,129,201  
   

 

 

 
      576,636,633  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 9.1%  
  161,631    

Argenx SE ADR*

    23,677,325  
  161,306    

Ascendis Pharma A/S ADR*

    21,894,063  
  103,240    

Biogen, Inc.*

    30,644,729  
  2,477,322    

Elanco Animal Health, Inc.*

    61,214,627  
  898,496    

Exact Sciences Corp.*

    70,963,214  
  313,797    

Galapagos N.V.*

    69,326,289  
  16,322    

Galapagos N.V. ADR*(4)

    3,598,185  
  118,207    

Reata Pharmaceuticals, Inc. Class A*

    18,695,619  
  347,222    

Thermo Fisher Scientific, Inc.

    116,208,259  
   

 

 

 
      416,222,310  
   

 

 

 
      Real Estate - 0.0%  
  29,564    

We Co. Class A(1)(2)(3)

    152,255  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      Retailing - 12.9%  
  172,629    

Amazon.com, Inc.*

  $ 427,084,146  
  123,196    

JAND, Inc. Class A(1)(2)(3)

    1,790,038  
  963,691    

Lowe’s Cos., Inc.

    100,946,632  
  1,172,842    

TJX Cos., Inc.

    57,527,900  
  171,581    

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

    6,691,658  
   

 

 

 
      594,040,374  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 7.6%  
  2,644,074    

Advanced Micro Devices, Inc.*

    138,523,037  
  2,644,634    

Marvell Technology Group Ltd.

    70,717,513  
  476,267    

NVIDIA Corp.

    139,203,319  
   

 

 

 
      348,443,869  
   

 

 

 
      Software & Services - 21.1%  
  557,612    

2U, Inc.*(4)

    13,243,285  
  133,985    

Fair Isaac Corp.*

    47,288,666  
  1,247,459    

GoDaddy, Inc. Class A*

    86,611,078  
  858,998    

Guidewire Software, Inc.*

    78,031,378  
  31,114    

Paycom Software, Inc.*

    8,121,376  
  1,019,509    

PayPal Holdings, Inc.*

    125,399,607  
  95,901    

RingCentral, Inc. Class A*

    21,916,256  
  199,092    

ServiceNow, Inc.*

    69,988,802  
  3,376,141    

Slack Technologies, Inc. Class A*(4)

    90,109,203  
  1,051,616    

Splunk, Inc.*

    147,604,822  
  1,636,775    

Square, Inc. Class A*

    106,619,524  
  15,030    

Trade Desk, Inc. Class A*

    4,397,477  
  855,153    

Workday, Inc. Class A*

    131,608,047  
  289,084    

Zoom Video Communications, Inc. Class A*

    39,075,484  
   

 

 

 
      970,015,005  
   

 

 

 
      Technology Hardware & Equipment - 7.7%  
  1,197,994    

Apple, Inc.

    351,970,637  
   

 

 

 
      Transportation - 1.4%  
  2,124,776    

Uber Technologies, Inc.*

    64,316,970  
   

 

 

 
 

Total Common Stocks
(cost $3,639,485,908)

  $ 4,420,236,399  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 1.9%  
      Commercial & Professional Services - 0.2%  
  470,535    

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

  $ 7,354,462  
   

 

 

 
      Real Estate - 0.1%  
  404,267    

We Co. Series D1*(1)(2)(3)

    3,145,197  
  317,638    

We Co. Series D2*(1)(2)(3)

    2,471,224  
   

 

 

 
      5,616,421  
   

 

 

 
      Retailing - 1.0%  
  4,434,460    

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

    30,730,808  
  272,032    

Honest Co., Inc. Series C(1)(2)(3)

    9,224,605  
  275,096    

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

    4,206,218  
   

 

 

 
      44,161,631  
   

 

 

 
      Software & Services - 0.6%  
  5,668,755    

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

    13,718,387  
  743,470    

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

    5,776,762  
  1,078,374    

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

    9,112,260  
   

 

 

 
      28,607,409  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $75,718,878)

  $ 85,739,923  
   

 

 

 
ESCROWS - 0.0%(5)  
      Consumer Durables & Apparel - 0.0%  
  923,832    

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

  $ 147,813  
   

 

 

 
      Software & Services - 0.0%  
  566,228    

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

    308,028  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 455,841  
   

 

 

 
 

 

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

 

 

  29  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
WARRANTS - 0.0%  
      Consumer Services - 0.0%      
  10,530    

DraftKings, Inc.*(2)(3)

  $ 78,764  
  25,527    

DraftKings, Inc. Class A*(2)(3)

    199,111  
  496,700    

Target Hospitality Corp. Expires 3/15/24*

    109,275  
   

 

 

 
      387,150  
   

 

 

 
      Diversified Financials - 0.0%      
  1,609,100    

Digital Landscape Group, Inc.*

    241,365  
   

 

 

 
 

Total Warrants
(cost $687,098)

  $ 628,515  
   

 

 

 
 

Total Long-Term Investments
(cost $3,715,891,884)

  $ 4,507,060,678  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.8%  
      Other Investment Pools & Funds - 2.1%      
  93,458,236    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

  $ 93,458,236  
   

 

 

 
      Securities Lending Collateral - 0.7%      
  1,678,634    

Citibank NA DDCA, 0.04%, 5/1/2020(6)

    1,678,634  
  15,431,729    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6)

    15,431,729  
  9,376,146    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6)

    9,376,146  
  7,019,609    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

    7,019,609  
   

 

 

 
      33,506,118  
   

 

 

 
 

Total Short-Term Investments
(cost $126,964,354)

  $ 126,964,354  
   

 

 

 
 

Total Investments
(cost $3,842,856,238)

    100.9    $ 4,634,025,032  
 

Other Assets and Liabilities

    (0.9 )%       (39,226,344
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,594,798,688  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Investment valued using significant unobservable inputs.

 

(2) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $142,316,451, which represented 3.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(3) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $142,316,451 or 3.1% of net assets.

 

Period
Acquired
   

Security Name

  Shares/
Par Value
    Base
Total Cost
    Base
Market Value
 
  11/2014     Coupang LLC Convertible Preferred     4,434,460     $ 13,805,011     $ 30,730,808  
  12/2014     DraftKings, Inc.     1,718,014       6,977,605       32,401,744  
  12/2014     DraftKings, Inc. Earnout     16,017       63,241       296,154  
  12/2014     DraftKings, Inc. Warrants     10,530             78,764  
  04/2020     DraftKings, Inc. Class A Warrants     25,527             199,111  
  05/2014     Essence Group Holdings Corp. Series 3 Convertible Preferred     5,668,755       8,964,002       13,718,387  
  08/2014     Honest Co., Inc. Series C Convertible Preferred     272,032       7,360,451       9,224,605  
  04/2015     JAND, Inc. Class A     123,196       1,414,943       1,790,038  
  04/2015     JAND, Inc. Series D Convertible Preferred     275,096       3,159,560       4,206,218  
  08/2015     Klarna Holding AB     63,425       6,956,489       14,510,963  
  07/2014     Lookout, Inc. Series F Convertible Preferred     743,470       8,492,732       5,776,762  
  04/2015     MarkLogic Corp. Series F Convertible Preferred     1,078,374       12,524,452       9,112,260  
  08/2014     One Kings Lane, Inc.     923,832             147,813  
  09/2015     Rubicon Global Holdings LLC Series C Convertible Preferred     470,535       9,392,114       7,354,462  
  11/2013     Tory Burch LLC     171,581       13,447,917       6,691,658  
  08/2014     Veracode, Inc.     566,228             308,028  
  12/2014     We Co. Class A     29,564       492,275       152,255  
  12/2014     We Co. Series D1 Convertible Preferred     404,267       6,731,515       3,145,197  
  12/2014     We Co. Series D2 Convertible Preferred     317,638       5,289,041       2,471,224  
     

 

 

   

 

 

 
      $     105,071,348     $     142,316,451  
     

 

 

   

 

 

 

 

(4) 

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

 

(5) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(6) 

Current yield as of period end.

 

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

 

 

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

 

 

  30  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 45,498,142      $ 45,498,142      $      $  

Capital Goods

     51,902,041        51,902,041                

Commercial & Professional Services

     118,683,426        104,172,463               14,510,963  

Consumer Durables & Apparel

     47,389,387        47,389,387                

Consumer Services

     182,222,436        149,524,538        32,697,898         

Diversified Financials

     55,966,275        55,966,275                

Food, Beverage & Tobacco

     67,511,231        67,511,231                

Health Care Equipment & Services

     529,265,408        529,265,408                

Media & Entertainment

     576,636,633        576,636,633                

Pharmaceuticals, Biotechnology & Life Sciences

     416,222,310        346,896,021        69,326,289         

Real Estate

     152,255                      152,255  

Retailing

     594,040,374        585,558,678               8,481,696  

Semiconductors & Semiconductor Equipment

     348,443,869        348,443,869                

Software & Services

     970,015,005        970,015,005                

Technology Hardware & Equipment

     351,970,637        351,970,637                

Transportation

     64,316,970        64,316,970                

Convertible Preferred Stocks

     85,739,923                      85,739,923  

Escrows

     455,841                      455,841  

Warrants

     628,515        350,640        277,875         

Short-Term Investments

     126,964,354        126,964,354                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,634,025,032      $     4,422,382,292      $     102,302,062      $     109,340,678  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, investments valued at $15,400,659 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers in to Level 3.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2020:

 

     Common
Stocks
    Convertible
Preferred
Stocks
    Escrows     Total  

Beginning balance

   $ 81,651,451     $ 86,994,121     $ 576,266     $ 169,221,838  

Conversions*

                        

Purchases

                        

Sales

     (40,333,225           (193,442     (40,526,667

Total realized gain/(loss)

     (79,889           193,442       113,553  

Net change in unrealized appreciation/(depreciation)

         (2,692,764)       (1,254,198         (120,425     (4,067,387

Transfers into Level 3

                        

Transfers out of Level 3

     (15,400,659                 (15,400,659
  

 

 

   

 

 

   

 

 

   

 

 

 

Ending balance

   $ 23,144,914     $     85,739,923     $ 455,841     $     109,340,678  
  

 

 

   

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2020 was $(4,707,138).

 

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

 

 

  31  

 


The Hartford Healthcare Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6%  
      Biotechnology - 20.7%  
  112,927    

89bio, Inc.*(1)

  $ 2,654,914  
  82,313    

Aimmune Therapeutics, Inc.*(1)

    1,409,199  
  679,848    

Alkermes plc*

    9,320,716  
  112,500    

Alnylam Pharmaceuticals, Inc.*

    14,816,250  
  297,220    

Apellis Pharmaceuticals, Inc.*

    10,185,729  
  162,063    

Arena Pharmaceuticals, Inc.*

    7,936,225  
  18,590    

Argenx SE ADR*

    2,723,249  
  165,417    

Assembly Biosciences, Inc.*

    2,896,452  
  134,462    

Biohaven Pharmaceutical Holding Co., Ltd.*

    6,333,160  
  41,812    

Black Diamond Therapeutics, Inc.*(1)

    1,548,716  
  253,262    

Coherus Biosciences, Inc.*

    4,204,149  
  185,991    

Constellation Pharmaceuticals, Inc.*

    6,691,956  
  336,622    

G1 Therapeutics, Inc.*

    4,419,847  
  34,667    

Galapagos N.V.*

    7,658,883  
  53,985    

Genmab A/S*

    12,977,160  
  149,007    

Genus plc

    6,401,679  
  192,915    

Global Blood Therapeutics, Inc.*(1)

    14,761,856  
  396,914    

GlycoMimetics, Inc.*

    1,107,390  
  928,680    

ImmunoGen, Inc.*

    3,789,014  
  176,500    

Invitae Corp.*(1)

    2,921,075  
  854,046    

Ironwood Pharmaceuticals, Inc.*(1)

    8,540,460  
  95,185    

Kodiak Sciences, Inc.*(1)

    5,192,342  
  83,936    

Madrigal Pharmaceuticals, Inc.*(1)

    7,023,764  
  574,699    

Momenta Pharmaceuticals, Inc.*

    18,217,958  
  215,429    

Myovant Sciences Ltd.*

    2,580,839  
  539,554    

PhaseBio Pharmaceuticals, Inc.*(1)

    2,082,678  
  610,758    

Portola Pharmaceuticals, Inc.*(1)

    4,324,167  
  133,323    

Radius Health, Inc.*

    2,091,838  
  1,383,328    

Rigel Pharmaceuticals, Inc.*(1)

    2,476,157  
  201,755    

Seattle Genetics, Inc.*

    27,686,839  
  659,542    

Syndax Pharmaceuticals, Inc.*

    11,871,756  
  99,064    

Turning Point Therapeutics, Inc.*

    5,102,787  
  133,199    

Twist Bioscience Corp.*

    4,356,939  
  208,130    

UroGen Pharma Ltd.*(1)

    4,622,567  
  140,943    

Vertex Pharmaceuticals, Inc.*

    35,404,882  
  201,912    

Zai Lab Ltd. ADR*

    12,663,921  
  60,904    

Zealand Pharma A/S ADR*(1)

    2,131,640  
   

 

 

 
      281,129,153  
   

 

 

 
      Health Care Equipment - 22.9%  
  338,558    

Abbott Laboratories

    31,177,806  
  296,841    

Baxter International, Inc.

    26,353,544  
  46,585    

Becton Dickinson and Co.

    11,764,110  
  955,982    

Boston Scientific Corp.*

    35,830,205  
  230,070    

Danaher Corp.

    37,607,242  
  160,629    

Edwards Lifesciences Corp.*

    34,936,808  
  56,858    

Hill-Rom Holdings, Inc.

    6,395,956  
  220,224    

Hologic, Inc.*

    11,033,222  
  41,225    

Integer Holdings Corp.*

    3,069,614  
  37,600    

Intuitive Surgical, Inc.*

    19,209,088  
  19,111    

Masimo Corp.*

    4,088,034  
  478,906    

Medtronic plc

    46,755,593  
  124,615    

NuVasive, Inc.*

    7,586,561  
  170,299    

Shockwave Medical, Inc.*

    6,832,396  
  832,674    

Smith & Nephew plc

    16,294,666  
  68,800    

Venus MedTech Hangzhou, Inc. Class H*(2)

    471,266  
  87,025    

Zimmer Biomet Holdings, Inc.

    10,416,893  
   

 

 

 
      309,823,004  
   

 

 

 
      Health Care Facilities - 2.9%  
  297,022    

Acadia Healthcare Co., Inc.*(1)

    7,131,498  
  174,818    

Encompass Health Corp.

    11,581,693  
  182,473    

HCA Healthcare, Inc.

    20,050,133  
   

 

 

 
      38,763,324  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Health Care Services - 0.8%  
  39,115    

Amedisys, Inc.*

  $ 7,203,418  
  394,577    

R1 RCM, Inc.*

    4,072,035  
   

 

 

 
      11,275,453  
   

 

 

 
      Health Care Supplies - 0.6%  
  2,914,260    

ConvaTec Group plc(2)

    7,783,764  
   

 

 

 
      Health Care Technology - 1.9%  
  1,244,000    

Alibaba Health Information Technology Ltd.*

    2,975,657  
  308,672    

HMS Holdings Corp.*

    8,851,169  
  143,520    

Omnicell, Inc.*

    10,462,608  
  17,168    

Teladoc Health, Inc.*

    2,825,681  
   

 

 

 
      25,115,115  
   

 

 

 
      Life Sciences Tools & Services - 9.7%  
  218,898    

Adaptive Biotechnologies Corp.*

    7,006,925  
  34,894    

Bio-Techne Corp.

    7,851,150  
  77,016    

ICON plc*

    12,358,757  
  201,718    

NanoString Technologies, Inc.*(1)

    6,406,564  
  390,937    

Pharmaron Beijing Co., Ltd. Class H*(2)

    3,075,757  
  536,077    

PPD, Inc.*

    12,812,240  
  128,948    

PRA Health Sciences, Inc.*

    12,443,482  
  39,091    

Repligen Corp.*

    4,540,420  
  25,963    

Tecan Group AG

    8,358,587  
  147,081    

Thermo Fisher Scientific, Inc.

    49,225,069  
  427,545    

WuXi AppTec Co., Ltd. Class H(2)

    6,027,822  
  116,000    

Wuxi Biologics Cayman, Inc.*(2)

    1,805,704  
   

 

 

 
      131,912,477  
   

 

 

 
      Managed Health Care - 11.7%  
  238,505    

Centene Corp.*

    15,879,663  
  60,220    

Humana, Inc.

    22,993,200  
  41,046    

Molina Healthcare, Inc.*

    6,730,313  
  471,300    

Notre Dame Intermedica Participacoes S.A.

    4,750,355  
  371,111    

UnitedHealth Group, Inc.

    108,538,834  
   

 

 

 
      158,892,365  
   

 

 

 
      Pharmaceuticals - 26.4%  
  518,111    

Amneal Pharmaceuticals, Inc.*(1)

    1,880,743  
  731,102    

AstraZeneca plc ADR

    38,222,013  
  900,807    

Bristol-Myers Squibb Co.

    54,778,074  
  79,130    

Chugai Pharmaceutical Co., Ltd.

    9,432,430  
  187,075    

Daiichi Sankyo Co., Ltd.

    12,859,766  
  216,895    

Eisai Co., Ltd.

    15,141,647  
  262,050    

Elanco Animal Health, Inc.*

    6,475,255  
  357,512    

Eli Lilly & Co.

    55,285,656  
  48,507    

Hikma Pharmaceuticals plc

    1,444,734  
  99,927    

Hutchison China MediTech Ltd. ADR*

    2,149,430  
  119,032    

Laboratorios Farmaceuticos Rovi S.A.

    3,393,818  
  632,611    

MediWound Ltd.*

    1,265,222  
  575,534    

Mylan N.V.*

    9,651,705  
  151,241    

MyoKardia, Inc.*

    9,500,960  
  87,548    

Novartis AG

    7,471,211  
  262,445    

Odonate Therapeutics, Inc.*

    7,387,827  
  280,045    

Ono Pharmaceutical Co., Ltd.

    6,746,929  
  2,101,905    

Pfizer, Inc.

    80,629,076  
  266,369    

Revance Therapeutics, Inc.*

    4,930,490  
  127,046    

Satsuma Pharmaceuticals, Inc.*

    2,490,102  
  75,770    

Takeda Pharmaceutical Co., Ltd.

    2,732,376  
  183,053    

Theravance Biopharma, Inc.*

    5,337,825  
  238,886    

Tricida, Inc.*(1)

    7,226,301  
  109,272    

UCB S.A.

    10,013,567  
  203,582    

WaVe Life Sciences Ltd.*(1)

    1,767,092  
   

 

 

 
      358,214,249  
   

 

 

 
 

Total Common Stocks
(cost $1,067,208,274)

  $ 1,322,908,904  
   

 

 

 
 

 

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

 

 

  32  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
RIGHTS - 0.0%  
      Pharmaceuticals, Biotechnology & Life Sciences - 0.0%  
  66,213    

Clementia Pharmaceuticals, Inc.*(3)(4)

  $ 70,848  
   

 

 

 
 

Total Rights
(cost $89,388)

  $ 70,848  
   

 

 

 
 

Total Long-Term Investments
(cost $1,067,297,662)

  $ 1,322,979,752  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.4%  
      Other Investment Pools & Funds - 3.8%  
  50,930,393    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5)

  $ 50,930,393  
   

 

 

 
      Securities Lending Collateral - 1.6%  
  1,121,426    

Citibank NA DDCA, 0.04%, 5/1/2020(5)

    1,121,426  
  10,309,293    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(5)

    10,309,293  
  6,263,811    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(5)

    6,263,811  
  4,689,508    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5)

    4,689,508  
   

 

 

 
      22,384,038  
   

 

 

 
 

Total Short-Term Investments
(cost $73,314,431)

  $ 73,314,431  
   

 

 

 
                                    
 

Total Investments
(cost $1,140,612,093)

    103.0    $ 1,396,294,183  
 

Other Assets and Liabilities

    (3.0 )%       (40,866,036
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,355,428,147  
   

 

 

    

 

 

 

 

Note:

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

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by

  the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

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

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $19,164,313, representing 1.4% of net assets.

 

(3) 

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of this security was $70,848, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4) 

Investment valued using significant unobservable inputs.

 

(5) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Biotechnology

   $ 281,129,153      $ 254,091,431      $ 27,037,722      $  

Health Care Equipment

     309,823,004        293,057,072        16,765,932         

Health Care Facilities

     38,763,324        38,763,324                

Health Care Services

     11,275,453        11,275,453                

Health Care Supplies

     7,783,764               7,783,764         

Health Care Technology

     25,115,115        22,139,458        2,975,657         

Life Sciences Tools & Services

     131,912,477        112,644,607        19,267,870         

Managed Health Care

     158,892,365        158,892,365                

Pharmaceuticals

     358,214,249        288,977,771        69,236,478         

Rights

     70,848                      70,848  

Short-Term Investments

     73,314,431        73,314,431                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,396,294,183      $     1,253,155,912      $     143,067,423      $     70,848  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2020 is not presented.

 

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

 

 

  33  

 


The Hartford MidCap Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.7%  
      Banks - 5.0%  
  1,449,178    

Cullen/Frost Bankers, Inc.(1)

  $ 104,137,931  
  230,760    

First Citizens BancShares, Inc. Class A

    88,150,320  
  1,502,749    

First Republic Bank

    156,721,693  
  845,095    

M&T Bank Corp.

    94,718,248  
  1,922,438    

Prosperity Bancshares, Inc.

    115,211,709  
  1,253,173    

South State Corp.

    72,483,526  
   

 

 

 
      631,423,427  
   

 

 

 
      Capital Goods - 9.7%  
  1,856,565    

Axon Enterprise, Inc.*

    134,990,841  
  3,630,183    

Fastenal Co.

    131,485,228  
  882,339    

HEICO Corp. Class A

    63,819,580  
  1,386,066    

IDEX Corp.

    212,941,320  
  6,063,757    

Ingersoll Rand, Inc.*(1)

    176,334,054  
  853,883    

Lennox International, Inc.

    159,402,878  
  1,596,652    

Lincoln Electric Holdings, Inc.

    128,546,452  
  1,483,526    

PACCAR, Inc.

    102,704,505  
  611,119    

Watsco, Inc.

    98,384,048  
   

 

 

 
      1,208,608,906  
   

 

 

 
      Commercial & Professional Services - 4.5%  
  136,714    

CoStar Group, Inc.*

    88,626,218  
  4,940,495    

GFL Environmental, Inc.(1)

    85,470,563  
  2,777,518    

Healthcare Services Group, Inc.(1)

    70,798,934  
  3,568,306    

IAA, Inc.*

    137,736,612  
  8,565,293    

KAR Auction Services, Inc.

    128,308,089  
  633,143    

TransUnion

    49,885,337  
   

 

 

 
      560,825,753  
   

 

 

 
      Consumer Durables & Apparel - 4.7%  
  1,600,810    

Carter’s, Inc.

    125,183,342  
  62,983    

NVR, Inc.*

    195,247,300  
  2,380,591    

PVH Corp.

    117,196,495  
  4,510,644    

Under Armour, Inc. Class C*

    41,813,670  
  4,065,195    

YETI Holdings, Inc.*(1)

    112,240,034  
   

 

 

 
      591,680,841  
   

 

 

 
      Consumer Services - 3.0%  
  2,283,800    

Choice Hotels International, Inc.

    171,399,190  
  1,205,389    

Hyatt Hotels Corp. Class A(1)

    67,815,185  
  3,597,561    

Service Corp. International

    132,174,391  
   

 

 

 
      371,388,766  
   

 

 

 
      Diversified Financials - 2.1%  
  392,952    

Credit Acceptance Corp.*(1)

    122,432,055  
  212,064    

FactSet Research Systems, Inc.

    58,317,600  
  1,041,288    

Northern Trust Corp.

    82,428,358  
   

 

 

 
      263,178,013  
   

 

 

 
      Energy - 0.5%  
  2,782,610    

Cabot Oil & Gas Corp.

    60,160,028  
   

 

 

 
      Food & Staples Retailing - 0.9%  
  3,870,775    

Performance Food Group Co.*

    113,607,246  
   

 

 

 
      Health Care Equipment & Services - 12.4%  
  2,283,319    

Encompass Health Corp.

    151,269,884  
  1,695,443    

Hill-Rom Holdings, Inc.

    190,720,383  
  2,876,610    

Integra LifeSciences Holdings Corp.*

    146,850,940  
  1,108,453    

Masimo Corp.*

    237,109,181  
  389,804    

Molina Healthcare, Inc.*

    63,916,162  
  2,581,212    

NuVasive, Inc.*

    157,144,187  
  597,521    

STERIS plc

    85,146,742  
  1,805,336    

Tandem Diabetes Care, Inc.*

    144,029,706  
  341,017    

Teleflex, Inc.

    114,377,102  
  1,441,268    

Varian Medical Systems, Inc.*

    164,852,234  
  496,019    

Veeva Systems, Inc. Class A*

    94,640,425  
   

 

 

 
      1,550,056,946  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.7% - (continued)  
      Insurance - 4.4%  
  139,818    

Alleghany Corp.

  $ 74,622,265  
  354,731    

Erie Indemnity Co. Class A

    63,163,402  
  2,353,564    

Fidelity National Financial, Inc.

    63,663,906  
  194,803    

Markel Corp.*

    168,668,229  
  108,480    

White Mountains Insurance Group Ltd.

    105,551,040  
  1,383,814    

WR Berkley Corp.

    74,725,956  
   

 

 

 
      550,394,798  
   

 

 

 
      Materials - 2.8%  
  2,216,867    

Ball Corp.

    145,404,307  
  1,338,396    

Element Solutions, Inc.*

    13,718,559  
  1,025,412    

Packaging Corp. of America

    99,106,070  
  2,801,921    

Silgan Holdings, Inc.

    96,666,274  
   

 

 

 
      354,895,210  
   

 

 

 
      Media & Entertainment - 3.0%  
  104,742    

Cable One, Inc.

    200,356,782  
  3,190,381    

Cargurus, Inc.*

    72,995,917  
  800,986    

Roku, Inc.*

    97,103,533  
   

 

 

 
      370,456,232  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 9.1%  
  3,235,378    

Aerie Pharmaceuticals, Inc.*(1)

    49,307,161  
  799,121    

Alnylam Pharmaceuticals, Inc.*

    105,244,236  
  2,547,349    

Apellis Pharmaceuticals, Inc.*

    87,297,650  
  802,940    

Bio-Techne Corp.

    180,661,500  
  1,640,502    

Ionis Pharmaceuticals, Inc.*

    91,097,076  
  83,002    

Mettler-Toledo International, Inc.*

    59,756,460  
  1,683,557    

PRA Health Sciences, Inc.*

    162,463,250  
  2,929,640    

PTC Therapeutics, Inc.*

    149,177,269  
  889,111    

Reata Pharmaceuticals, Inc. Class A*

    140,621,796  
  997,319    

Repligen Corp.*

    115,838,602  
   

 

 

 
      1,141,465,000  
   

 

 

 
      Real Estate - 2.2%  
  2,377,806    

Douglas Emmett, Inc. REIT

    72,499,305  
  2,960,846    

Equity Commonwealth REIT

    100,520,721  
  4,695,075    

Redfin Corp.*

    99,206,935  
   

 

 

 
      272,226,961  
   

 

 

 
      Retailing - 3.4%  
  1,378,143    

CarMax, Inc.*(1)

    101,500,232  
  2,445,797    

Etsy, Inc.*(1)

    158,658,851  
  910,698    

GrubHub, Inc.*(1)

    43,522,258  
  942,098    

Wayfair, Inc. Class A*(1)

    116,857,836  
   

 

 

 
      420,539,177  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.6%  
  1,216,689    

First Solar, Inc.*

    53,546,483  
  1,804,497    

MKS Instruments, Inc.

    180,864,734  
  1,047,048    

Monolithic Power Systems, Inc.

    209,315,366  
  1,348,357    

Silicon Laboratories, Inc.*(1)

    131,087,267  
   

 

 

 
      574,813,850  
   

 

 

 
      Software & Services - 13.7%  
  262,457    

Akamai Technologies, Inc.*

    25,644,673  
  988,294    

Aspen Technology, Inc.*

    101,053,062  
  2,624,918    

Black Knight, Inc.*

    185,240,463  
  1,981,998    

Blackbaud, Inc.

    109,525,209  
  459,860    

EPAM Systems, Inc.*

    101,578,475  
  466,021    

Fair Isaac Corp.*

    164,477,452  
  8,162,041    

Genpact Ltd.

    281,019,072  
  1,547,275    

Guidewire Software, Inc.*

    140,554,461  
  1,603,658    

Q2 Holdings, Inc.*

    127,843,616  
  6,762,893    

Teradata Corp.*

    166,299,539  
  429,771    

VeriSign, Inc.*

    90,032,727  
 

 

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

 

 

  34  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.7% - (continued)  
      Software & Services - 13.7% - (continued)  
  1,668,732    

WEX, Inc.*

  $ 220,806,618  
   

 

 

 
      1,714,075,367  
   

 

 

 
      Technology Hardware & Equipment - 10.1%  
  879,486    

CDW Corp.

    97,447,049  
  1,451,930    

Coherent, Inc.*

    185,658,289  
  10,595,394    

CommScope Holding Co., Inc.*(1)

    116,655,288  
  1,170,108    

F5 Networks, Inc.*

    162,949,240  
  11,641,597    

Flex Ltd.*

    113,621,987  
  6,526,688    

II-VI, Inc.*(1)

    224,648,601  
  2,812,193    

Lumentum Holdings, Inc.*

    227,534,536  
  3,393,534    

National Instruments Corp.

    130,379,576  
   

 

 

 
      1,258,894,566  
   

 

 

 
      Transportation - 1.6%  
  356,680    

AMERCO

    99,916,768  
  2,859,176    

Knight-Swift Transportation Holdings, Inc.

    106,304,164  
   

 

 

 
      206,220,932  
   

 

 

 
      Utilities - 2.0%  
  990,178    

Black Hills Corp.

    61,331,625  
  1,980,225    

NiSource, Inc.

    49,723,450  
  4,604,709    

UGI Corp.

    138,970,118  
   

 

 

 
      250,025,193  
   

 

 

 
 

Total Common Stocks
(cost $11,187,995,695)

  $ 12,464,937,212  
   

 

 

 
Short-Term Investments - 2.9%  
      Other Investment Pools & Funds - 0.3%  
  38,613,595    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(2)

    38,613,595  
   

 

 

 
      Securities Lending Collateral - 2.6%  
  15,976,432    

Citibank NA DDCA, 0.04%, 5/1/2020(2)

    15,976,432  
  146,871,752    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2)

    146,871,752  
  89,237,635    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2)

    89,237,635  
  66,809,255    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

    66,809,255  
   

 

 

 
      318,895,074  
   

 

 

 
 

Total Short-Term Investments
(cost $357,508,669)

  $ 357,508,669  
   

 

 

 
 

Total Investments
(cost $11,545,504,364)

    102.6    $ 12,822,445,881  
 

Other Assets and Liabilities

    (2.6 )%       (321,269,968
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 12,501,175,913  
   

 

 

    

 

 

 
Note:

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

 

  

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

 

  

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

 

  

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

 

  

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

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

 

(2) 

Current yield as of period end.

 

 

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

 

 

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

 

 

  35  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 631,423,427      $ 631,423,427      $      $  

Capital Goods

     1,208,608,906        1,208,608,906                

Commercial & Professional Services

     560,825,753        560,825,753                

Consumer Durables & Apparel

     591,680,841        591,680,841                

Consumer Services

     371,388,766        371,388,766                

Diversified Financials

     263,178,013        263,178,013                

Energy

     60,160,028        60,160,028                

Food & Staples Retailing

     113,607,246        113,607,246                

Health Care Equipment & Services

     1,550,056,946        1,550,056,946                

Insurance

     550,394,798        550,394,798                

Materials

     354,895,210        354,895,210                

Media & Entertainment

     370,456,232        370,456,232                

Pharmaceuticals, Biotechnology & Life Sciences

     1,141,465,000        1,141,465,000                

Real Estate

     272,226,961        272,226,961                

Retailing

     420,539,177        420,539,177                

Semiconductors & Semiconductor Equipment

     574,813,850        574,813,850                

Software & Services

     1,714,075,367        1,714,075,367                

Technology Hardware & Equipment

     1,258,894,566        1,258,894,566                

Transportation

     206,220,932        206,220,932                

Utilities

     250,025,193        250,025,193                

Short-Term Investments

     357,508,669        357,508,669                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     12,822,445,881      $     12,822,445,881      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  36  

 


The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.7%  
      Banks - 8.8%  
  96,817    

M&T Bank Corp.

  $ 10,851,249  
  99,421    

South State Corp.

    5,750,511  
  713,864    

Sterling Bancorp /DE

    8,801,943  
  376,241    

Synovus Financial Corp.

    7,904,823  
  247,978    

Western Alliance Bancorp

    8,897,451  
  279,579    

Zions Bancorp N.A

    8,837,492  
   

 

 

 
      51,043,469  
   

 

 

 
      Capital Goods - 10.2%  
  337,125    

Colfax Corp.*(1)

    8,694,454  
  71,867    

EnerSys

    4,196,314  
  136,255    

Fortune Brands Home & Security, Inc.

    6,567,491  
  422,221    

Ingersoll Rand, Inc.*

    12,278,187  
  339,253    

JELD-WEN Holding, Inc.*

    4,308,513  
  58,783    

L3Harris Technologies, Inc.

    11,386,267  
  96,195    

Moog, Inc. Class A

    4,759,728  
  124,812    

Westinghouse Air Brake Technologies Corp.

    7,041,893  
   

 

 

 
      59,232,847  
   

 

 

 
      Commercial & Professional Services - 1.7%  
  184,062    

Clean Harbors, Inc.*

    9,834,433  
   

 

 

 
      Consumer Durables & Apparel - 3.4%  
  214,011    

Lennar Corp. Class A

    10,715,531  
  362,014    

Steven Madden Ltd.

    9,075,691  
   

 

 

 
      19,791,222  
   

 

 

 
      Consumer Services - 1.7%  
  258,366    

Wyndham Hotels & Resorts, Inc.

    9,742,982  
   

 

 

 
      Diversified Financials - 3.1%  
  836,859    

SLM Corp.

    6,979,404  
  246,027    

Voya Financial, Inc.

    11,113,040  
   

 

 

 
      18,092,444  
   

 

 

 
      Energy - 2.8%  
  202,109    

Delek U.S. Holdings, Inc.

    4,719,245  
  222,373    

Diamondback Energy, Inc.

    9,682,120  
  183,906    

Viper Energy Partners L.P.

    1,706,648  
   

 

 

 
      16,108,013  
   

 

 

 
      Food & Staples Retailing - 1.9%  
  519,158    

U.S. Foods Holding Corp.*

    11,161,897  
   

 

 

 
      Food, Beverage & Tobacco - 1.0%  
  65,969    

Post Holdings, Inc.*

    6,059,253  
   

 

 

 
      Health Care Equipment & Services - 11.7%  
  163,409    

Acadia Healthcare Co., Inc.*

    3,923,450  
  231,660    

Centene Corp.*

    15,423,923  
  135,548    

Encompass Health Corp.

    8,980,055  
  57,830    

Hill-Rom Holdings, Inc.

    6,505,297  
  132,872    

Hologic, Inc.*

    6,656,887  
  68,022    

Molina Healthcare, Inc.*

    11,153,567  
  35,236    

STERIS plc

    5,021,130  
  88,798    

Zimmer Biomet Holdings, Inc.

    10,629,121  
   

 

 

 
      68,293,430  
   

 

 

 
      Insurance - 8.5%  
  122,157    

Arthur J Gallagher & Co.

    9,589,324  
  92,589    

Assurant, Inc.

    9,836,655  
  607,843    

CNO Financial Group, Inc.

    8,546,273  
  93,813    

Hanover Insurance Group, Inc.

    9,416,949  
  119,877    

Kemper Corp.

    8,058,132  
  490,061    

Lancashire Holdings Ltd.

    3,777,458  
   

 

 

 
      49,224,791  
   

 

 

 
      Materials - 9.2%  
  164,705    

Buzzi Unicem S.p.A.

    3,231,348  
  124,648    

Cabot Corp.

    4,224,321  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.7% - (continued)  
      Materials - 9.2% - (continued)  
  213,070    

Carpenter Technology Corp.

  $ 4,723,762  
  142,671    

Celanese Corp. Series A

    11,851,680  
  157,752    

Crown Holdings, Inc.*

    10,160,806  
  104,968    

FMC Corp.

    9,646,559  
  107,462    

Reliance Steel & Aluminum Co.

    9,626,446  
   

 

 

 
      53,464,922  
   

 

 

 
      Media & Entertainment - 2.2%  
  77,735    

Electronic Arts, Inc.*

    8,882,001  
  385,944    

TEGNA, Inc.

    4,137,320  
   

 

 

 
      13,019,321  
   

 

 

 
      Real Estate - 10.9%  
  117,932    

Americold Realty Trust REIT

    3,607,540  
  75,176    

Boston Properties, Inc. REIT

    7,305,604  
  300,142    

Corporate Office Properties Trust REIT

    7,929,751  
  199,563    

First Industrial Realty Trust, Inc. REIT

    7,537,494  
  355,675    

Gaming and Leisure Properties, Inc. REIT

    10,044,262  
  243,728    

Highwoods Properties, Inc. REIT

    9,459,084  
  87,882    

Life Storage, Inc. REIT

    7,697,584  
  341,935    

Physicians Realty Trust REIT

    5,272,638  
  225,415    

STORE Capital Corp. REIT

    4,524,079  
   

 

 

 
      63,378,036  
   

 

 

 
      Retailing - 2.0%  
  90,742    

Dollar Tree, Inc.*

    7,229,415  
  64,777    

Expedia Group, Inc.

    4,597,872  
   

 

 

 
      11,827,287  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.3%  
  27,595    

KLA Corp.

    4,528,064  
  19,284    

Lam Research Corp.

    4,922,819  
  94,626    

MKS Instruments, Inc.

    9,484,364  
   

 

 

 
      18,935,247  
   

 

 

 
      Software & Services - 4.2%  
  143,045    

Amdocs Ltd.

    9,217,820  
  120,271    

Leidos Holdings, Inc.

    11,883,978  
  66,246    

SS&C Technologies Holdings, Inc.

    3,654,129  
   

 

 

 
      24,755,927  
   

 

 

 
      Technology Hardware & Equipment - 5.2%  
  70,798    

Ciena Corp.*

    3,274,407  
  50,222    

Coherent, Inc.*

    6,421,887  
  141,777    

Lumentum Holdings, Inc.*

    11,471,177  
  32,365    

Rogers Corp.*

    3,593,810  
  125,387    

Western Digital Corp.

    5,777,833  
   

 

 

 
      30,539,114  
   

 

 

 
      Telecommunication Services - 0.7%  
  155,546    

Millicom International Cellular S.A.(1)

    4,042,033  
   

 

 

 
      Utilities - 6.2%  
  236,758    

Alliant Energy Corp.

    11,494,601  
  122,082    

Evergy, Inc.

    7,133,251  
  147,004    

Portland General Electric Co.

    6,878,317  
  87,400    

Sempra Energy

    10,824,490  
   

 

 

 
      36,330,659  
   

 

 

 
 

Total Common Stocks
(cost $615,477,030)

  $ 574,877,327  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.1%  
      Other Investment Pools & Funds - 0.8%  
  4,596,207    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

  $ 4,596,207  
   

 

 

 
 

 

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

 

 

  37  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.1% - (continued)  
      Securities Lending Collateral - 0.3%      
  72,579    

Citibank NA DDCA, 0.04%, 5/1/2020(2)

  $ 72,579  
  667,218    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2)

    667,218  
  405,394    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2)

    405,394  
  303,505    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

    303,505  
   

 

 

 
      1,448,696  
   

 

 

 
 

Total Short-Term Investments
(cost $6,044,903)

  $ 6,044,903  
   

 

 

 
 

Total Investments
(cost $621,521,933)

    99.8    $ 580,922,230  
 

Other Assets and Liabilities

    0.2      1,380,651  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 582,302,881  
   

 

 

    

 

 

 

 

Note:

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

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

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

 

(2) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 51,043,469      $ 51,043,469      $      $  

Capital Goods

     59,232,847        59,232,847                

Commercial & Professional Services

     9,834,433        9,834,433                

Consumer Durables & Apparel

     19,791,222        19,791,222                

Consumer Services

     9,742,982        9,742,982                

Diversified Financials

     18,092,444        18,092,444                

Energy

     16,108,013        16,108,013                

Food & Staples Retailing

     11,161,897        11,161,897                

Food, Beverage & Tobacco

     6,059,253        6,059,253                

Health Care Equipment & Services

     68,293,430        68,293,430                

Insurance

     49,224,791        49,224,791                

Materials

     53,464,922        50,233,574        3,231,348         

Media & Entertainment

     13,019,321        13,019,321                

Real Estate

     63,378,036        63,378,036                

Retailing

     11,827,287        11,827,287                

Semiconductors & Semiconductor Equipment

     18,935,247        18,935,247                

Software & Services

     24,755,927        24,755,927                

Technology Hardware & Equipment

     30,539,114        30,539,114                

Telecommunication Services

     4,042,033               4,042,033         

Utilities

     36,330,659        36,330,659                

Short-Term Investments

     6,044,903        6,044,903                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     580,922,230      $     573,648,849      $     7,273,381      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  38  

 


Hartford Quality Value Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount    Market Value  
COMMON STOCKS - 97.5%  
       Banks - 13.1%  
  282,730     

Bank of America Corp.

   $ 6,799,656  
  33,605     

Bank of Nova Scotia

     1,348,905  
  67,862     

Citigroup, Inc.

     3,295,379  
  76,879     

JP Morgan Chase & Co.

     7,361,933  
  31,711     

PNC Financial Services Group, Inc.

     3,382,612  
     

 

 

 
        22,188,485  
     

 

 

 
       Capital Goods - 9.2%  
  11,260     

3M Co.

     1,710,619  
  16,316     

Deere & Co.

     2,366,799  
  27,154     

Eaton Corp. plc

     2,267,359  
  16,406     

Honeywell International, Inc.

     2,328,011  
  71,005     

Johnson Controls International plc

     2,066,956  
  5,466     

Lockheed Martin Corp.

     2,126,602  
  21,217     

Otis Worldwide Corp.*

     1,080,158  
  25,741     

Raytheon Technologies Corp.

     1,668,274  
     

 

 

 
        15,614,778  
     

 

 

 
       Consumer Services - 1.6%  
  14,469     

McDonald’s Corp.

     2,713,806  
     

 

 

 
       Diversified Financials - 1.0%  
  18,439     

American Express Co.

     1,682,559  
     

 

 

 
       Energy - 6.3%  
  51,571     

Chevron Corp.

     4,744,532  
  33,155     

EOG Resources, Inc.

     1,575,194  
  47,779     

Exxon Mobil Corp.

     2,220,290  
  60,755     

Total S.A. ADR

     2,135,539  
     

 

 

 
        10,675,555  
     

 

 

 
       Food & Staples Retailing - 2.1%  
  55,988     

Kroger Co.

     1,769,781  
  32,868     

Sysco Corp.

     1,849,482  
     

 

 

 
        3,619,263  
     

 

 

 
       Food, Beverage & Tobacco - 6.5%  
  32,817     

General Mills, Inc.

     1,965,410  
  35,561     

Kellogg Co.

     2,329,246  
  36,897     

Mondelez International, Inc. Class A

     1,897,982  
  14,413     

Nestle S.A. ADR

     1,514,806  
  44,212     

Philip Morris International, Inc.

     3,298,215  
     

 

 

 
        11,005,659  
     

 

 

 
       Health Care Equipment & Services - 7.6%  
  9,143     

Becton Dickinson and Co.

     2,308,882  
  18,792     

Hill-Rom Holdings, Inc.

     2,113,912  
  40,602     

Koninklijke Philips N.V. ADR

     1,782,834  
  42,056     

Medtronic plc

     4,105,927  
  8,908     

UnitedHealth Group, Inc.

     2,605,323  
     

 

 

 
        12,916,878  
     

 

 

 
       Insurance - 5.4%  
  52,372     

American International Group, Inc.

     1,331,820  
  22,458     

Chubb Ltd.

     2,425,689  
  22,116     

Marsh & McLennan Cos., Inc.

     2,152,550  
  41,263     

Principal Financial Group, Inc.

     1,502,386  
  28,704     

Prudential Financial, Inc.

     1,790,268  
     

 

 

 
        9,202,713  
     

 

 

 
       Materials - 3.4%  
  21,895     

Celanese Corp. Series A

     1,818,817  
  23,943     

FMC Corp.

     2,200,362  
  19,277     

PPG Industries, Inc.

     1,750,930  
     

 

 

 
        5,770,109  
     

 

 

 
       Media & Entertainment - 2.1%  
  96,129     

Comcast Corp. Class A

     3,617,334  
     

 

 

 
Shares or Principal Amount    Market Value  
COMMON STOCKS - 97.5% - (continued)  
       Pharmaceuticals, Biotechnology & Life Sciences - 7.6%  
  54,671     

AstraZeneca plc ADR

   $ 2,858,200  
  32,673     

Merck & Co., Inc.

     2,592,276  
  23,115     

Novartis AG ADR

     1,958,534  
  145,099     

Pfizer, Inc.

     5,565,997  
     

 

 

 
        12,975,007  
     

 

 

 
       Real Estate - 4.1%  
  7,375     

American Tower Corp. REIT

     1,755,250  
  147,356     

Host Hotels & Resorts, Inc. REIT

     1,813,952  
  8,804     

Public Storage REIT

     1,632,702  
  103,259     

VICI Properties, Inc. REIT

     1,798,772  
     

 

 

 
        7,000,676  
     

 

 

 
       Retailing - 3.9%  
  571,800     

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

      
  23,490     

Lowe’s Cos., Inc.

     2,460,578  
  21,968     

Target Corp.

     2,410,768  
  35,083     

TJX Cos., Inc.

     1,720,821  
     

 

 

 
        6,592,167  
     

 

 

 
       Semiconductors & Semiconductor Equipment - 8.1%  
  9,726     

Broadcom, Inc.

     2,641,776  
  93,685     

Intel Corp.

     5,619,226  
  11,573     

KLA Corp.

     1,899,014  
  22,724     

QUALCOMM, Inc.

     1,787,697  
  16,105     

Texas Instruments, Inc.

     1,869,307  
     

 

 

 
        13,817,020  
     

 

 

 
       Software & Services - 2.5%  
  11,833     

Accenture plc Class A

     2,191,353  
  16,282     

International Business Machines Corp.

     2,044,368  
     

 

 

 
        4,235,721  
     

 

 

 
       Technology Hardware & Equipment - 2.2%  
  4,572     

Apple, Inc.

     1,343,254  
  55,440     

Cisco Systems, Inc.

     2,349,547  
     

 

 

 
        3,692,801  
     

 

 

 
       Telecommunication Services - 3.9%  
  115,847     

Verizon Communications, Inc.

     6,655,410  
     

 

 

 
       Transportation - 1.0%  
  17,038     

J.B. Hunt Transport Services, Inc.

     1,722,883  
     

 

 

 
       Utilities - 5.9%  
  46,710     

Alliant Energy Corp.

     2,267,771  
  43,223     

Avangrid, Inc.

     1,858,589  
  27,286     

Dominion Energy, Inc.

     2,104,569  
  28,436     

Eversource Energy

     2,294,785  
  47,185     

UGI Corp.

     1,424,043  
     

 

 

 
        9,949,757  
     

 

 

 
  

Total Common Stocks
(cost $168,480,078)

   $ 165,648,581  
     

 

 

 
SHORT-TERM INVESTMENTS - 2.7%  
       Other Investment Pools & Funds - 2.7%  
  4,666,996     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(4)

     4,666,996  
     

 

 

 
  

Total Short-Term Investments
(cost $4,666,996)

   $ 4,666,996  
     

 

 

 
 

Total Investments
(cost $173,147,074)

    100.2    $ 170,315,577     
 

Other Assets and Liabilities

    (0.2 )%       (372,123   
   

 

 

    

 

 

    
 

Total Net Assets

    100.0    $ 169,943,454     
   

 

 

    

 

 

    
 

 

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

 

 

  39  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Investment valued using significant unobservable inputs.

(2) 

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of this security was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(3) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $0 or 0.0% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  08/2011      Allstar Co.      571,800      $ 248,744      $  

 

(4) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 22,188,485      $ 22,188,485      $      $  

Capital Goods

     15,614,778        15,614,778                

Consumer Services

     2,713,806        2,713,806                

Diversified Financials

     1,682,559        1,682,559                

Energy

     10,675,555        10,675,555                

Food & Staples Retailing

     3,619,263        3,619,263                

Food, Beverage & Tobacco

     11,005,659        11,005,659                

Health Care Equipment & Services

     12,916,878        12,916,878                

Insurance

     9,202,713        9,202,713                

Materials

     5,770,109        5,770,109                

Media & Entertainment

     3,617,334        3,617,334                

Pharmaceuticals, Biotechnology & Life Sciences

     12,975,007        12,975,007                

Real Estate

     7,000,676        7,000,676                

Retailing

     6,592,167        6,592,167                

Semiconductors & Semiconductor Equipment

     13,817,020        13,817,020                

Software & Services

     4,235,721        4,235,721                

Technology Hardware & Equipment

     3,692,801        3,692,801                

Telecommunication Services

     6,655,410        6,655,410                

Transportation

     1,722,883        1,722,883                

Utilities

     9,949,757        9,949,757                

Short-Term Investments

     4,666,996        4,666,996                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     170,315,577      $     170,315,577      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  40  

 


The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5%  
      Automobiles & Components - 0.9%  
  88,269    

Thor Industries, Inc.(1)

  $ 5,843,408  
  29,275    

Visteon Corp.*

    1,765,282  
   

 

 

 
      7,608,690  
   

 

 

 
      Banks - 3.2%  
  75,659    

First Busey Corp.

    1,393,639  
  207,718    

First Hawaiian, Inc.

    3,653,760  
  644,678    

MGIC Investment Corp.

    4,712,596  
  180,693    

Seacoast Banking Corp. of Florida*

    4,060,172  
  336,169    

Sterling Bancorp

    4,144,964  
  97,249    

Synovus Financial Corp.

    2,043,201  
  151,917    

Triumph Bancorp, Inc.*

    4,209,620  
  76,230    

Western Alliance Bancorp

    2,735,132  
   

 

 

 
      26,953,084  
   

 

 

 
      Capital Goods - 13.0%  
  193,310    

Aerojet Rocketdyne Holdings, Inc.*

    7,952,773  
  179,789    

Altra Industrial Motion Corp.

    5,017,911  
  30,429    

American Woodmark Corp.*

    1,564,355  
  149,241    

Applied Industrial Technologies, Inc.

    7,818,736  
  50,294    

Armstrong World Industries, Inc.

    3,876,662  
  79,633    

Axon Enterprise, Inc.*

    5,790,115  
  118,612    

BWX Technologies, Inc.

    6,293,553  
  57,724    

Curtiss-Wright Corp.

    5,983,093  
  82,393    

EnerSys

    4,810,927  
  95,976    

Generac Holdings, Inc.*

    9,351,902  
  122,992    

ITT, Inc.

    6,484,138  
  93,583    

John Bean Technologies Corp.

    7,181,559  
  86,269    

Mercury Systems, Inc.*

    7,691,744  
  144,358    

Patrick Industries, Inc.

    5,950,437  
  223,606    

Rexnord Corp.

    6,097,736  
  171,893    

SPX Corp.*

    6,554,280  
  127,163    

SPX FLOW, Inc.*

    4,141,699  
  81,488    

Trex Co., Inc.*

    7,759,287  
   

 

 

 
      110,320,907  
   

 

 

 
      Commercial & Professional Services - 4.2%  
  124,249    

ASGN, Inc.*

    5,771,366  
  98,002    

Clean Harbors, Inc.*

    5,236,247  
  131,124    

Exponent, Inc.(1)

    9,221,951  
  68,976    

Huron Consulting Group, Inc.*

    3,865,415  
  76,497    

Insperity, Inc.

    3,649,672  
  67,134    

MSA Safety, Inc.

    7,554,589  
   

 

 

 
      35,299,240  
   

 

 

 
      Consumer Durables & Apparel - 5.7%  
  580,485    

American Outdoor Brands Corp.*

    5,494,290  
  53,716    

Carter’s, Inc.

    4,200,591  
  89,563    

Oxford Industries, Inc.

    3,754,481  
  84,519    

PVH Corp.

    4,160,870  
  273,751    

Steven Madden Ltd.

    6,862,938  
  97,502    

TopBuild Corp.*

    9,086,211  
  367,478    

Under Armour, Inc. Class C*

    3,406,521  
  274,444    

Wolverine World Wide, Inc.

    5,623,358  
  209,770    

YETI Holdings, Inc.*(1)

    5,791,750  
   

 

 

 
      48,381,010  
   

 

 

 
      Consumer Services - 2.3%  
  49,941    

Churchill Downs, Inc.

    5,005,087  
  63,624    

Dunkin’ Brands Group, Inc.

    3,998,132  
  92,978    

Wingstop, Inc.

    10,903,530  
   

 

 

 
      19,906,749  
   

 

 

 
      Diversified Financials - 1.5%  
  17,973    

Blucora, Inc.*

    252,880  
  107,542    

OneMain Holdings, Inc.

    2,603,592  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5% - (continued)  
      Diversified Financials - 1.5% - (continued)  
  689,360    

SLM Corp.

  $ 5,749,262  
  93,289    

Stifel Financial Corp.

    4,130,837  
   

 

 

 
      12,736,571  
   

 

 

 
      Energy - 0.4%  
  75,500    

Diamondback Energy, Inc.

    3,287,270  
   

 

 

 
      Food & Staples Retailing - 1.1%  
  14,323    

Casey’s General Stores, Inc.

    2,168,646  
  238,224    

Performance Food Group Co.*

    6,991,874  
   

 

 

 
      9,160,520  
   

 

 

 
      Food, Beverage & Tobacco - 2.9%  
  13,380    

Boston Beer Co., Inc. Class A*

    6,241,904  
  100,459    

Freshpet, Inc.*

    7,575,613  
  534,788    

Hostess Brands, Inc.*

    6,428,152  
  233,870    

Simply Good Foods Co.*

    4,408,449  
   

 

 

 
      24,654,118  
   

 

 

 
      Health Care Equipment & Services - 14.7%  
  56,655    

Addus HomeCare Corp.*

    4,590,188  
  27,490    

Amedisys, Inc.*

    5,062,558  
  127,217    

AtriCure, Inc.*

    5,485,597  
  116,034    

Cardiovascular Systems, Inc.*

    4,873,428  
  177,036    

Globus Medical, Inc. Class A*

    8,402,129  
  78,817    

Haemonetics Corp.*

    8,967,798  
  282,580    

HMS Holdings Corp.*

    8,102,982  
  14,006    

ICU Medical, Inc.*

    3,071,656  
  111,601    

Integer Holdings Corp.*

    8,309,810  
  124,604    

Integra LifeSciences Holdings Corp.*

    6,361,034  
  42,703    

iRhythm Technologies, Inc.*

    4,511,145  
  60,398    

LHC Group, Inc.*

    7,851,136  
  71,982    

NuVasive, Inc.*

    4,382,264  
  152,668    

Omnicell, Inc.*

    11,129,497  
  265,028    

OraSure Technologies, Inc.*

    4,224,546  
  72,804    

Providence Service Corp.*

    4,223,360  
  633,594    

R1 RCM, Inc.*

    6,538,690  
  112,524    

Tandem Diabetes Care, Inc.*

    8,977,165  
  46,912    

Teladoc Health, Inc.*

    7,721,246  
  20,427    

U.S. Physical Therapy, Inc.

    1,542,239  
   

 

 

 
      124,328,468  
   

 

 

 
      Household & Personal Products - 0.5%  
  247,337    

BellRing Brands, Inc. Class A*

    4,335,818  
   

 

 

 
      Insurance - 1.4%  
  184,598    

James River Group Holdings Ltd.

    6,549,537  
  81,402    

Kemper Corp.

    5,471,843  
   

 

 

 
      12,021,380  
   

 

 

 
      Materials - 2.9%  
  162,516    

Boise Cascade Co.

    5,081,875  
  463,640    

Graphic Packaging Holding Co.

    6,189,594  
  92,286    

Ingevity Corp.*

    4,791,489  
  187,900    

Louisiana-Pacific Corp.

    3,758,000  
  189,464    

PolyOne Corp.

    4,412,617  
   

 

 

 
      24,233,575  
   

 

 

 
      Media & Entertainment - 0.9%  
  102,474    

Cardlytics, Inc.*

    4,606,206  
  119,878    

Cargurus, Inc.*

    2,742,809  
   

 

 

 
      7,349,015  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 17.6%  
  88,731    

ACADIA Pharmaceuticals, Inc.*

    4,286,595  
  64,841    

Acceleron Pharma, Inc.*

    5,870,056  
  116,422    

Aerie Pharmaceuticals, Inc.*

    1,774,271  
  197,596    

Akebia Therapeutics, Inc.*

    1,600,528  
  62,905    

Allakos, Inc.*(1)

    4,136,633  
 

 

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

 

 

  41  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 17.6% -
(continued)
 
  520,046    

Amicus Therapeutics, Inc.*

  $ 6,141,743  
  139,575    

Apellis Pharmaceuticals, Inc.*

    4,783,235  
  100,964    

Arena Pharmaceuticals, Inc.*

    4,944,207  
  96,054    

Biohaven Pharmaceutical Holding Co., Ltd.*

    4,524,143  
  55,449    

Blueprint Medicines Corp.*

    3,262,065  
  34,700    

ChemoCentryx, Inc.*

    1,839,447  
  100,305    

Constellation Pharmaceuticals, Inc.*

    3,608,974  
  201,923    

Dicerna Pharmaceuticals, Inc.*

    3,977,883  
  82,152    

Global Blood Therapeutics, Inc.*

    6,286,271  
  288,187    

Heron Therapeutics, Inc.*

    4,109,547  
  299,100    

ImmunoGen, Inc.*

    1,220,328  
  197,504    

Iovance Biotherapeutics, Inc.*

    6,349,754  
  180,587    

Karyopharm Therapeutics, Inc.*(1)

    3,981,943  
  74,035    

Kodiak Sciences, Inc.*(1)

    4,038,609  
  33,976    

Madrigal Pharmaceuticals, Inc.*(1)

    2,843,112  
  55,973    

Mirati Therapeutics, Inc.*

    4,759,944  
  184,229    

Momenta Pharmaceuticals, Inc.*

    5,840,059  
  95,328    

MyoKardia, Inc.*

    5,988,505  
  160,496    

NanoString Technologies, Inc.*

    5,097,353  
  72,112    

Principia Biopharma, Inc.*

    4,483,924  
  107,237    

PTC Therapeutics, Inc.*

    5,460,508  
  230,633    

Radius Health, Inc.*

    3,618,632  
  128,195    

RAPT Therapeutics, Inc.*(1)

    1,947,282  
  28,237    

Reata Pharmaceuticals, Inc. Class A*

    4,465,964  
  78,041    

REGENXBIO, Inc.*

    3,107,593  
  40,615    

Repligen Corp.*

    4,717,432  
  210,534    

Revance Therapeutics, Inc.*

    3,896,984  
  181,676    

Rhythm Pharmaceuticals, Inc.*

    3,422,776  
  149,565    

Theravance Biopharma, Inc.*

    4,361,315  
  74,920    

Turning Point Therapeutics, Inc.*

    3,859,129  
  26,100    

Veracyte, Inc.*

    703,917  
  128,185    

Y-mAbs Therapeutics, Inc.*

    4,304,452  
   

 

 

 
      149,615,113  
   

 

 

 
      Real Estate - 3.1%  
  234,301    

Columbia Property Trust, Inc. REIT

    3,348,161  
  48,183    

Coresite Realty Corp. REIT

    5,839,298  
  178,558    

Corporate Office Properties Trust REIT

    4,717,502  
  187,964    

Essential Properties Realty Trust, Inc. REIT

    2,761,191  
  350,139    

Independence Realty Trust, Inc. REIT

    3,525,900  
  47,241    

PS Business Parks, Inc. REIT

    6,098,341  
   

 

 

 
      26,290,393  
   

 

 

 
      Retailing - 1.8%  
  318,487    

Caleres, Inc.

    2,582,930  
  120,683    

Core-Mark Holding Co., Inc.

    3,468,429  
  133,971    

Floor & Decor Holdings, Inc. Class A*

    5,680,370  
  135,165    

Foot Locker, Inc.

    3,464,279  
   

 

 

 
      15,196,008  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.8%  
  234,531    

Cohu, Inc.

    3,876,797  
  35,913    

Enphase Energy, Inc.*

    1,681,806  
  120,996    

Entegris, Inc.

    6,561,613  
  301,942    

FormFactor, Inc.*

    7,035,249  
  40,820    

MKS Instruments, Inc.

    4,091,389  
  137,068    

Onto Innovation, Inc.*(1)

    4,449,227  
  45,606    

Power Integrations, Inc.

    4,667,774  
   

 

 

 
      32,363,855  
   

 

 

 
      Software & Services - 12.4%  
  203,162    

8x8, Inc.*

    3,445,628  
  91,784    

Blackbaud, Inc.

    5,071,984  
  31,130    

CACI International, Inc. Class A*

    7,786,858  
  75,422    

Everbridge, Inc.*

    8,400,502  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5% - (continued)  
      Software & Services - 12.4% - (continued)  
  75,035    

ExlService Holdings, Inc.*

  $ 4,631,911  
  145,139    

Five9, Inc.*

    13,450,031  
  25,934    

HubSpot, Inc.*

    4,373,250  
  130,971    

LiveRamp Holdings, Inc.*

    4,958,562  
  221,568    

Medallia, Inc.*

    4,759,281  
  32,558    

Paylocity Holding Corp.*

    3,728,868  
  70,554    

Pegasystems, Inc.

    5,899,725  
  115,812    

Perficient, Inc.*

    4,033,732  
  81,831    

PROS Holdings, Inc.*

    2,814,168  
  75,538    

Q2 Holdings, Inc.*

    6,021,889  
  148,500    

Rapid7, Inc.*

    6,764,175  
  160,448    

Science Applications International Corp.

    13,102,184  
  388,123    

SVMK, Inc.*

    6,093,531  
   

 

 

 
      105,336,279  
   

 

 

 
      Technology Hardware & Equipment - 3.4%  
  203,702    

CTS Corp.

    4,717,738  
  116,175    

Itron, Inc.*

    8,111,339  
  103,072    

Lumentum Holdings, Inc.*

    8,339,556  
  260,775    

Pure Storage, Inc. Class A*

    3,755,160  
  38,758    

Rogers Corp.*

    4,303,688  
   

 

 

 
      29,227,481  
   

 

 

 
      Telecommunication Services - 0.3%  
  27,008    

Bandwidth, Inc. Class A*

    2,202,772  
   

 

 

 
      Transportation - 0.5%  
  182,078    

Marten Transport Ltd.

    4,082,189  
   

 

 

 
 

Total Common Stocks
(cost $754,171,978)

  $ 834,890,505  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.1%  
      Other Investment Pools & Funds - 2.1%  
  18,068,279    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

    18,068,279  
   

 

 

 
      Securities Lending Collateral - 1.0%  
  403,207    

Citibank NA DDCA, 0.04%, 5/1/2020(2)

    403,207  
  3,706,689    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2)

    3,706,689  
  2,252,142    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2)

    2,252,142  
  1,686,104    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

    1,686,104  
   

 

 

 
      8,048,142  
   

 

 

 
 

Total Short-Term Investments
(cost $26,116,421)

  $ 26,116,421  
   

 

 

 
 

Total Investments
(cost $780,288,399)

    101.6    $ 861,006,926  
 

Other Assets and Liabilities

    (1.6 )%       (13,325,870
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 847,681,056  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

 

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

 

 

  42  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(1) 

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

 

(2) 

Current yield as of period end.

 

 

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

    

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 7,608,690      $ 7,608,690      $      $  

Banks

     26,953,084        26,953,084                

Capital Goods

     110,320,907        110,320,907                

Commercial & Professional Services

     35,299,240        35,299,240                

Consumer Durables & Apparel

     48,381,010        48,381,010                

Consumer Services

     19,906,749        19,906,749                

Diversified Financials

     12,736,571        12,736,571                

Energy

     3,287,270        3,287,270                

Food & Staples Retailing

     9,160,520        9,160,520                

Food, Beverage & Tobacco

     24,654,118        24,654,118                

Health Care Equipment & Services

     124,328,468        124,328,468                

Household & Personal Products

     4,335,818        4,335,818                

Insurance

     12,021,380        12,021,380                

Materials

     24,233,575        24,233,575                

Media & Entertainment

     7,349,015        7,349,015                

Pharmaceuticals, Biotechnology & Life Sciences

     149,615,113        149,615,113                

Real Estate

     26,290,393        26,290,393                

Retailing

     15,196,008        15,196,008                

Semiconductors & Semiconductor Equipment

     32,363,855        32,363,855                

Software & Services

     105,336,279        105,336,279                

Technology Hardware & Equipment

     29,227,481        29,227,481                

Telecommunication Services

     2,202,772        2,202,772                

Transportation

     4,082,189        4,082,189                

Short-Term Investments

     26,116,421        26,116,421                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     861,006,926      $     861,006,926      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  43  

 


Hartford Small Cap Value Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.9%  
      Automobiles & Components - 1.5%  
  51,646    

Cooper Tire & Rubber Co.

  $ 1,094,379  
   

 

 

 
      Banks - 25.0%  
  58,789    

Bank OZK

    1,329,807  
  153,869    

Cadence Bancorp

    1,018,613  
  19,665    

Federal Agricultural Mortgage Corp. Class C

    1,310,279  
  56,641    

First Hawaiian, Inc.

    996,315  
  40,062    

First Interstate BancSystem, Inc. Class A

    1,354,096  
  112,205    

FNB Corp.

    907,738  
  53,228    

Great Western Bancorp, Inc.

    1,000,686  
  68,619    

Hilltop Holdings, Inc.

    1,324,347  
  96,485    

Home BancShares, Inc.(1)

    1,479,115  
  64,020    

Opus Bank

    1,230,464  
  117,277    

Radian Group, Inc.

    1,756,810  
  95,463    

Sterling Bancorp

    1,177,059  
  84,620    

Umpqua Holdings Corp.

    1,059,866  
  54,616    

Univest Financial Corp.

    966,703  
  33,801    

Western Alliance Bancorp

    1,212,780  
   

 

 

 
      18,124,678  
   

 

 

 
      Capital Goods - 10.4%  
  23,574    

Argan, Inc.

    884,968  
  22,941    

EnerSys

    1,339,525  
  55,721    

Kennametal, Inc.

    1,427,015  
  19,097    

Moog, Inc. Class A

    944,919  
  60,649    

nVent Electric plc

    1,131,104  
  186,592    

REV Group, Inc.

    992,669  
  121,790    

Triumph Group, Inc.

    857,402  
   

 

 

 
      7,577,602  
   

 

 

 
      Commercial & Professional Services - 6.2%  
  109,071    

BrightView Holdings, Inc.*

    1,398,290  
  37,715    

Deluxe Corp.

    1,062,432  
  39,756    

Kforce, Inc.

    1,190,692  
  74,822    

Knoll, Inc.

    872,424  
   

 

 

 
      4,523,838  
   

 

 

 
      Consumer Durables & Apparel - 6.3%  
  69,985    

Kontoor Brands, Inc.*

    1,358,409  
  83,028    

Movado Group, Inc.

    856,019  
  44,718    

Steven Madden Ltd.

    1,121,080  
  23,480    

Sturm Ruger & Co., Inc.(1)

    1,249,136  
   

 

 

 
      4,584,644  
   

 

 

 
      Consumer Services - 4.5%  
  40,418    

Adtalem Global Education, Inc.*

    1,284,080  
  76,622    

Carriage Services, Inc.

    1,150,862  
  38,552    

Cheesecake Factory, Inc.

    859,324  
   

 

 

 
      3,294,266  
   

 

 

 
      Diversified Financials - 4.1%  
  92,287    

Greenhill & Co., Inc.

    984,702  
  119,453    

Navient Corp.

    910,232  
  39,468    

PRA Group, Inc.*

    1,094,842  
   

 

 

 
      2,989,776  
   

 

 

 
      Food, Beverage & Tobacco - 1.9%  
  117,124    

Hostess Brands, Inc.*

    1,407,830  
   

 

 

 
      Health Care Equipment & Services - 4.6%  
  65,837    

Envista Holdings Corp.

    1,281,846  
  46,417    

Natus Medical, Inc.*

    1,159,961  
  84,812    

NextGen Healthcare, Inc.*

    894,767  
   

 

 

 
      3,336,574  
   

 

 

 
      Household & Personal Products - 4.9%  
  45,724    

Edgewell Personal Care Co.*

    1,262,440  
  24,282    

Energizer Holdings, Inc.

    946,027  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.9% - (continued)  
      Household & Personal Products - 4.9% - (continued)  
  17,713    

Medifast, Inc.(1)

  $ 1,344,062  
   

 

 

 
      3,552,529  
   

 

 

 
      Insurance - 2.9%  
  140,007    

Lancashire Holdings Ltd.

    1,079,194  
  133,612    

Third Point Reinsurance Ltd.*

    994,073  
   

 

 

 
      2,073,267  
   

 

 

 
      Materials - 3.2%  
  24,098    

Compass Minerals International, Inc.

    1,184,657  
  35,635    

Schweitzer-Mauduit International, Inc.

    1,148,160  
   

 

 

 
      2,332,817  
   

 

 

 
      Media & Entertainment - 1.8%  
  120,436    

TEGNA, Inc.

    1,291,074  
   

 

 

 
      Real Estate - 4.1%  
  103,286    

CoreCivic, Inc. REIT

    1,355,112  
  59,053    

Outfront Media, Inc. REIT

    926,542  
  60,010    

Pebblebrook Hotel Trust REIT(1)

    710,518  
   

 

 

 
      2,992,172  
   

 

 

 
      Retailing - 1.7%  
  24,379    

Children’s Place, Inc.(1)

    720,643  
  164,051    

Michaels Cos., Inc.*(1)

    498,715  
   

 

 

 
      1,219,358  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 7.2%  
  50,130    

Ichor Holdings Ltd.*

    1,248,237  
  25,416    

Silicon Motion Technology Corp. ADR

    1,116,779  
  74,761    

Tower Semiconductor Ltd.*

    1,438,028  
  95,092    

Xperi Corp.

    1,453,006  
   

 

 

 
      5,256,050  
   

 

 

 
      Software & Services - 3.3%  
  23,624    

CSG Systems International, Inc.

    1,147,654  
  49,312    

EVERTEC, Inc.

    1,249,566  
   

 

 

 
      2,397,220  
   

 

 

 
      Technology Hardware & Equipment - 5.3%  
  182,787    

Avid Technology, Inc.*

    1,283,165  
  19,168    

InterDigital, Inc.

    1,107,335  
  100,571    

Plantronics, Inc.

    1,420,063  
   

 

 

 
      3,810,563  
   

 

 

 
 

Total Common Stocks
(cost $87,895,219)

  $ 71,858,637  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.6%  
      Securities Lending Collateral - 3.6%  
  130,685    

Citibank NA DDCA, 0.04%, 5/1/2020(2)

    130,685  
  1,201,392    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(2)

    1,201,392  
  729,953    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(2)

    729,953  
  546,491    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(2)

    546,491  
   

 

 

 
      2,608,521  
   

 

 

 
 

Total Short-Term Investments
(cost $2,608,521)

  $ 2,608,521  
   

 

 

 
 

Total Investments
(cost $90,503,740)

    102.5    $ 74,467,158  
 

Other Assets and Liabilities

    (2.5 )%       (1,805,798
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 72,661,360  
   

 

 

    

 

 

 
 

 

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

 

 

  44  

 


Hartford Small Cap Value Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

*

Non-income producing.

 

(1) 

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

 

(2) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 1,094,379      $ 1,094,379      $      $  

Banks

     18,124,678        18,124,678                

Capital Goods

     7,577,602        7,577,602                

Commercial & Professional Services

     4,523,838        4,523,838                

Consumer Durables & Apparel

     4,584,644        4,584,644                

Consumer Services

     3,294,266        3,294,266                

Diversified Financials

     2,989,776        2,989,776                

Food, Beverage & Tobacco

     1,407,830        1,407,830                

Health Care Equipment & Services

     3,336,574        3,336,574                

Household & Personal Products

     3,552,529        3,552,529                

Insurance

     2,073,267        2,073,267                

Materials

     2,332,817        2,332,817                

Media & Entertainment

     1,291,074        1,291,074                

Real Estate

     2,992,172        2,992,172                

Retailing

     1,219,358        1,219,358                

Semiconductors & Semiconductor Equipment

     5,256,050        5,256,050                

Software & Services

     2,397,220        2,397,220                

Technology Hardware & Equipment

     3,810,563        3,810,563                

Short-Term Investments

     2,608,521        2,608,521                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     74,467,158      $     74,467,158      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  45  

 


The Hartford Small Company Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.2%  
      Automobiles & Components - 0.9%  
  44,934    

Fox Factory Holding Corp.*

  $ 2,292,083  
  38,847    

Thor Industries, Inc.

    2,571,672  
   

 

 

 
      4,863,755  
   

 

 

 
      Banks - 2.9%  
  109,474    

Ameris Bancorp

    2,783,924  
  130,900    

BancorpSouth Bank

    2,865,401  
  468,185    

Sterling Bancorp /DE

    5,772,721  
  133,063    

Western Alliance Bancorp

    4,774,300  
   

 

 

 
      16,196,346  
   

 

 

 
      Capital Goods - 12.3%  
  243,123    

Advanced Drainage Systems, Inc.

    9,856,206  
  150,987    

Argan, Inc.

    5,668,052  
  67,090    

Axon Enterprise, Inc.*

    4,878,114  
  82,200    

BMC Stock Holdings, Inc.*

    1,746,750  
  113,722    

Comfort Systems USA, Inc.

    3,786,943  
  89,470    

Curtiss-Wright Corp.

    9,273,565  
  133,630    

ITT, Inc.

    7,044,974  
  100,860    

Kennametal, Inc.

    2,583,025  
  18,023    

Nordson Corp.

    2,900,081  
  427,839    

Rexnord Corp.

    11,667,170  
  92,987    

Rush Enterprises, Inc. Class A

    3,487,012  
  47,746    

Trex Co., Inc.*

    4,546,374  
   

 

 

 
      67,438,266  
   

 

 

 
      Commercial & Professional Services - 1.3%  
  146,219    

TriNet Group, Inc.*

    7,160,345  
   

 

 

 
      Consumer Durables & Apparel - 9.5%  
  209,582    

Acushnet Holdings Corp.

    5,742,547  
  186,586    

BRP, Inc.

    5,584,376  
  97,954    

Carter’s, Inc.

    7,660,003  
  38,740    

Cavco Industries, Inc.*

    5,992,303  
  139,820    

Peloton Interactive, Inc. Class A*

    4,404,330  
  299,554    

Skyline Champion Corp.*

    5,904,209  
  237,365    

Steven Madden Ltd.

    5,950,741  
  227,009    

Wolverine World Wide, Inc.

    4,651,414  
  220,521    

YETI Holdings, Inc.*

    6,088,585  
   

 

 

 
      51,978,508  
   

 

 

 
      Consumer Services - 3.8%  
  284,284    

Chegg, Inc.*(1)

    12,153,141  
  205,205    

DraftKings, Inc.(2)(3)

    3,870,166  
  1,913    

DraftKings, Inc. Earnout(2)(3)

    35,371  
  82,811    

Planet Fitness, Inc. Class A*

    4,995,988  
   

 

 

 
      21,054,666  
   

 

 

 
      Diversified Financials - 2.1%  
  164,797    

Ares Management Corp. Class A

    5,528,939  
  32,582    

Hamilton Lane, Inc. Class A

    2,112,943  
  135,757    

PRA Group, Inc.*(1)

    3,765,899  
   

 

 

 
      11,407,781  
   

 

 

 
      Food & Staples Retailing - 0.6%  
  115,420    

Performance Food Group Co.*

    3,387,577  
   

 

 

 
      Food, Beverage & Tobacco - 1.7%  
  20,018    

Boston Beer Co., Inc. Class A*(1)

    9,338,597  
   

 

 

 
      Health Care Equipment & Services - 12.0%  
  26,528    

Amedisys, Inc.*

    4,885,396  
  125,516    

Globus Medical, Inc. Class A*

    5,956,989  
  152,472    

Health Catalyst, Inc.

    4,066,428  
  47,235    

Hill-Rom Holdings, Inc.

    5,313,465  
  37,076    

Insulet Corp.*

    7,404,819  
  29,900    

LHC Group, Inc.*

    3,886,701  
  106,258    

Livongo Health, Inc.*

    4,251,382  
  50,227    

Novocure Ltd.*

    3,304,937  
  136,264    

Omnicell, Inc.*

    9,933,646  
  158,370    

Tandem Diabetes Care, Inc.*

    12,634,759  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.2% - (continued)  
      Health Care Equipment & Services - 12.0% - (continued)  
  25,900    

Teladoc Health, Inc.*(1)

  $ 4,262,881  
   

 

 

 
      65,901,403  
   

 

 

 
      Insurance - 0.8%  
  125,411    

James River Group Holdings Ltd.

    4,449,582  
   

 

 

 
      Media & Entertainment - 0.6%  
  70,746    

Cardlytics, Inc.*

    3,180,033  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 17.4%  
  91,449    

ACADIA Pharmaceuticals, Inc.*

    4,417,901  
  67,245    

Acceleron Pharma, Inc.*

    6,087,690  
  41,461    

Allakos, Inc.*(1)

    2,726,475  
  427,441    

Amicus Therapeutics, Inc.*

    5,048,078  
  87,495    

Apellis Pharmaceuticals, Inc.*

    2,998,454  
  121,106    

Arena Pharmaceuticals, Inc.*

    5,930,561  
  18,902    

Ascendis Pharma A/S ADR*

    2,565,569  
  87,516    

Blueprint Medicines Corp.*

    5,148,566  
  40,374    

CRISPR Therapeutics AG*

    1,986,401  
  55,727    

Global Blood Therapeutics, Inc.*

    4,264,230  
  191,254    

Heron Therapeutics, Inc.*(1)

    2,727,282  
  664,886    

ImmunoGen, Inc.*

    2,712,735  
  119,109    

Iovance Biotherapeutics, Inc.*

    3,829,354  
  152,848    

Karyopharm Therapeutics, Inc.*(1)

    3,370,298  
  52,413    

Kodiak Sciences, Inc.*(1)

    2,859,129  
  53,935    

Mirati Therapeutics, Inc.*

    4,586,632  
  47,445    

MyoKardia, Inc.*

    2,980,495  
  63,824    

NanoString Technologies, Inc.*

    2,027,050  
  82,868    

PRA Health Sciences, Inc.*

    7,996,762  
  39,699    

Principia Biopharma, Inc.*

    2,468,484  
  96,148    

PTC Therapeutics, Inc.*

    4,895,856  
  61,334    

RAPT Therapeutics, Inc.*

    931,664  
  20,156    

Reata Pharmaceuticals, Inc. Class A*

    3,187,873  
  179,436    

Revance Therapeutics, Inc.*

    3,321,360  
  87,699    

UroGen Pharma Ltd.*

    1,947,795  
  141,758    

Y-mAbs Therapeutics, Inc.*

    4,760,234  
   

 

 

 
      95,776,928  
   

 

 

 
      Real Estate - 2.7%  
  280,385    

Essential Properties Realty Trust, Inc. REIT

    4,118,856  
  234,670    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    6,568,413  
  183,983    

Redfin Corp.*

    3,887,561  
   

 

 

 
      14,574,830  
   

 

 

 
      Retailing - 4.2%  
  3,136,600    

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

     
  42,422    

Etsy, Inc.*

    2,751,915  
  82,845    

Five Below, Inc.*

    7,469,305  
  111,112    

Floor & Decor Holdings, Inc. Class A*

    4,711,149  
  104,739    

Ollie’s Bargain Outlet Holdings, Inc.*(1)

    7,112,825  
  26,907    

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

    1,049,391  
   

 

 

 
      23,094,585  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.4%  
  96,083    

Entegris, Inc.

    5,210,581  
  121,017    

First Solar, Inc.*

    5,325,958  
  43,335    

MKS Instruments, Inc.

    4,343,467  
  489,915    

Tower Semiconductor Ltd.*

    9,423,515  
   

 

 

 
      24,303,521  
   

 

 

 
      Software & Services - 15.6%  
  62,365    

Avalara, Inc.*

    5,573,560  
  137,236    

Endava plc ADR*

    6,006,820  
  52,263    

Everbridge, Inc.*(1)

    5,821,053  
  15,821    

Fair Isaac Corp.*

    5,583,864  
  80,124    

Five9, Inc.*

    7,425,091  
  35,220    

HubSpot, Inc.*

    5,939,148  
  68,900    

j2 Global, Inc.

    5,556,096  
  177,973    

LiveRamp Holdings, Inc.*

    6,738,058  
  71,281    

Manhattan Associates, Inc.*

    5,056,674  
 

 

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

 

 

  46  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.2% - (continued)  
      Software & Services - 15.6% - (continued)  
  140,693    

Mimecast Ltd.*

  $ 5,754,344  
  209,728    

PagerDuty, Inc.*

    4,427,358  
  43,168    

Paylocity Holding Corp.*

    4,944,031  
  25,759    

Perficient, Inc.*

    897,186  
  23,008    

Proofpoint, Inc.*

    2,800,764  
  173,706    

Rapid7, Inc.*

    7,912,308  
  63,294    

Science Applications International Corp.

    5,168,588  
   

 

 

 
      85,604,943  
   

 

 

 
      Technology Hardware & Equipment - 2.2%  
  62,147    

Lumentum Holdings, Inc.*

    5,028,314  
  83,750    

Novanta, Inc.*

    7,277,037  
   

 

 

 
      12,305,351  
   

 

 

 
      Telecommunication Services - 1.1%  
  75,140    

Bandwidth, Inc. Class A*

    6,128,419  
   

 

 

 
      Transportation - 1.1%  
  63,004    

Saia, Inc.*

    5,829,130  
   

 

 

 
 

Total Common Stocks
(cost $489,744,874)

  $ 533,974,566  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.8%  
      Retailing - 0.4%  
  47,489    

Honest Co., Inc. Series E*(2)(3)(4)

    1,905,259  
   

 

 

 
      Software & Services - 0.4%  
  263,189    

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

    2,223,947  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $5,229,589)

  $ 4,129,206  
   

 

 

 
ESCROWS - 0.0%(5)  
      Software & Services - 0.0%  
  98,033    

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

    53,330  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 53,330  
   

 

 

 
WARRANTS - 0.0%  
      Consumer Services - 0.0%  
  1,258    

DraftKings, Inc.*(2)(3)

    9,410  
   

 

 

 
 

Total Warrants
(cost $—)

  $ 9,410  
   

 

 

 
 

Total Long-Term Investments
(cost $494,974,463)

  $ 538,166,512  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.8%  
      Other Investment Pools & Funds - 3.0%  
  16,580,855    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

    16,580,855  
   

 

 

 
      Securities Lending Collateral - 1.8%  
  506,151    

Citibank NA DDCA, 0.04%, 5/1/2020(6)

    506,151  
  4,653,055    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(6)

    4,653,055  
  2,827,144    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(6)

    2,827,144  
  2,116,589    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

    2,116,589  
   

 

 

 
      10,102,939  
   

 

 

 
 

Total Short-Term Investments
(cost $26,683,794)

  $ 26,683,794  
   

 

 

 
 

Total Investments
(cost $521,658,257)

    102.8    $ 564,850,306  
 

Other Assets and Liabilities

    (2.8 )%       (15,626,768
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 549,223,538  
   

 

 

    

 

 

 
Note:

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

 

    

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

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

 

(2) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $9,146,874, which represented 1.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(3) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $9,146,874 or 1.7% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  08/2011      Allstar Co.      3,136,600      $ 1,364,479      $  
  12/2014      DraftKings, Inc.      205,205        2,167,901        3,870,166  
  12/2014      DraftKings, Inc. Earnout      1,913        19,649        35,371  
  12/2014      DraftKings, Inc. Warrants      1,258               9,410  
  08/2015      Honest Co., Inc. Series E Convertible Preferred      47,489        2,172,859        1,905,259  
  04/2015      MarkLogic Corp. Series F Convertible Preferred      263,189        3,056,730        2,223,947  
  11/2013      Tory Burch LLC      26,907        2,108,912        1,049,391  
  04/2017      Veracode, Inc.      98,033               53,330  
        

 

 

    

 

 

 
         $   10,890,530      $   9,146,874  
        

 

 

    

 

 

 

 

(4) 

Investment valued using significant unobservable inputs.

 

(5) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(6) 

Current yield as of period end.

 

 

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

 

 

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

 

 

  47  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 4,863,755      $ 4,863,755      $      $  

Banks

     16,196,346        16,196,346                

Capital Goods

     67,438,266        67,438,266                

Commercial & Professional Services

     7,160,345        7,160,345                

Consumer Durables & Apparel

     51,978,508        51,978,508                

Consumer Services

     21,054,666        17,149,129        3,905,537         

Diversified Financials

     11,407,781        11,407,781                

Food & Staples Retailing

     3,387,577        3,387,577                

Food, Beverage & Tobacco

     9,338,597        9,338,597                

Health Care Equipment & Services

     65,901,403        65,901,403                

Insurance

     4,449,582        4,449,582                

Media & Entertainment

     3,180,033        3,180,033                

Pharmaceuticals, Biotechnology & Life Sciences

     95,776,928        95,776,928                

Real Estate

     14,574,830        14,574,830                

Retailing

     23,094,585        22,045,194               1,049,391  

Semiconductors & Semiconductor Equipment

     24,303,521        24,303,521                

Software & Services

     85,604,943        85,604,943                

Technology Hardware & Equipment

     12,305,351        12,305,351                

Telecommunication Services

     6,128,419        6,128,419                

Transportation

     5,829,130        5,829,130                

Convertible Preferred Stocks

     4,129,206                      4,129,206  

Escrows

     53,330                      53,330  

Warrants

     9,410               9,410         

Short-Term Investments

     26,683,794        26,683,794                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     564,850,306      $     555,703,432      $     3,914,947      $     5,231,927  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, investments valued at $1,839,500 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers in to Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.

 

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

 

 

  48  

 


Hartford Domestic Equity Funds

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

 

 

Currency Abbreviations:

USD

   United States Dollar
Index Abbreviations:

S&P

   Standard & Poor’s
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

    

 

 

 

  49  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
     The Hartford
Equity Income
Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     5,988,118,066      $     6,741,801,865      $     8,249,799,397      $     3,468,426,704  

Cash

                           

Foreign currency

     1,247                      555,450  

Receivables:

 

Investment securities sold

     88,393,114        57,655,928        41,630,050        66,612,888  

Fund shares sold

     1,053,028        40,925,198        16,421,191        9,887,813  

Dividends and interest

     4,363,400        5,606,022        8,552,341        3,176,416  

Securities lending income

     53,063               11        941  

Variation margin on futures contracts

     4,340,197        10,954,440                

Tax reclaims

     598,037               1,646,508        1,516,226  

Other assets

     105,685        272,147        202,337        117,573  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     6,087,025,837        6,857,215,600        8,318,251,835        3,550,294,011  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     28,574,978               182,523         

Payables:

 

Investment securities purchased

     91,272,700        99,820,379        37,344,744        45,736,681  

Fund shares redeemed

     5,858,361        10,356,774        11,253,939        4,539,723  

Investment management fees

     3,070,517        1,727,620        3,892,202        1,715,934  

Transfer agent fees

     1,705,515        809,729        1,454,667        691,788  

Accounting services fees

     68,627        76,323        95,576        41,061  

Board of Directors’ fees

     30,063        9,660        32,148        16,391  

Distribution fees

     134,668        72,254        109,678        64,565  

Accrued expenses

     350,690        28,996        308,531        181,814  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     131,066,119        112,901,735        54,674,008        52,987,957  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 5,955,959,718      $ 6,744,313,865      $ 8,263,577,827      $ 3,497,306,054  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 5,601,007,865      $ 5,837,738,401      $ 6,549,341,287      $ 3,046,490,831  

Distributable earnings (loss)

     354,951,853        906,575,464        1,714,236,540        450,815,223  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 5,955,959,718      $ 6,744,313,865      $ 8,263,577,827      $ 3,497,306,054  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     1,765,000,000        850,000,000        1,300,000,000        800,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 33.04      $ 31.42      $ 22.64      $ 16.65  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 34.96      $ 33.25      $ 23.96      $ 17.62  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     127,348,768        29,622,050        143,169,845        80,276,145  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,207,447,429      $ 930,694,046      $ 3,240,742,641      $ 1,336,758,835  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 23.71      $ 28.54      $ 21.76      $ 16.56  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     8,565,090        13,618,037        7,470,197        14,010,437  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 203,088,667      $ 388,678,235      $ 162,540,805      $ 231,993,049  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 33.22      $ 31.48      $ 22.51      $ 16.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     16,324,988        71,063,333        48,170,308        48,893,644  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 542,308,142      $ 2,237,117,674      $ 1,084,468,559      $ 808,890,576  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 37.19      $ 31.91      $ 22.99      $ 16.68  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,125,277        1,122,183        2,362,171        2,034,016  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 41,847,542      $ 35,811,186      $ 54,316,561      $ 33,926,294  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 38.65      $ 32.43      $ 23.17      $ 16.71  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     829,081        4,568,054        3,823,638        2,721,021  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 32,042,601      $ 148,151,730      $ 88,607,670      $ 45,464,115  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 39.48      $ 31.73      $ 23.28      $ 16.80  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     864,598        6,126,495        7,260,693        3,435,358  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 34,130,714      $ 194,383,582      $ 168,997,982      $ 57,712,910  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 39.74      $ 31.87      $ 23.28      $ 16.85  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,889,892        14,656,150        6,852,092        3,047,150  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 75,111,692      $ 467,084,239      $ 159,494,433      $ 51,330,729  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  50  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
     The Hartford
Equity Income
Fund
 

Class Y:  Net asset value per share

   $ 39.73      $ 31.86      $ 23.28      $ 16.85  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,943,452        18,526,221        28,203,568        4,998,884  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 116,940,502      $ 590,315,856      $ 656,609,256      $ 84,226,006  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 33.21      $ 31.49      $ 22.49      $ 16.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     21,169,414        55,630,800        117,711,032        51,202,822  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 703,042,429      $ 1,752,077,317      $ 2,647,799,920      $ 847,003,540  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     5,460,155,904      $     5,714,959,033      $     6,688,985,394      $     3,009,491,975  

Cost of foreign currency

   $ 1,234      $      $      $ 556,930  

(1) Includes Investment in securities on loan, at market value

   $ 27,133,542      $      $ 169,941      $  

 

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

 

 

  51  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Opportunities
Fund
     The Hartford
Healthcare Fund
     The Hartford
MidCap Fund
     The Hartford
MidCap Value
Fund
 

Assets:

           

Investments in securities, at market value(1)

   $ 4,634,025,032      $ 1,396,294,183      $ 12,822,445,881      $ 580,922,230  

Cash

                   233         

Foreign currency

     19        17                

Receivables:

           

Investment securities sold

     149,950,780        995,968        53,884,451        2,160,253  

Fund shares sold

     7,431,391        2,793,111        24,253,700        1,617,691  

Dividends and interest

     986,241        1,183,920        1,637,262        206,405  

Securities lending income

     171,524        9,486        87,691        881  

Variation margin on futures contracts

                           

Tax reclaims

     389,606        168,184                

Other assets

     125,144        96,248        222,444        88,360  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     4,793,079,737        1,401,541,117        12,902,531,662        584,995,820  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

           

Obligation to return securities lending collateral

     33,506,118        22,384,038        318,895,074        1,448,696  

Payables:

           

Investment securities purchased

     147,498,342        21,385,366        47,200,904         

Fund shares redeemed

     13,307,459        920,917        24,966,182        657,275  

Investment management fees

     2,422,662        892,349        6,618,068        327,241  

Transfer agent fees

     1,213,117        395,920        2,681,646        153,791  

Accounting services fees

     51,200        15,496        139,655        6,575  

Board of Directors’ fees

     19,867        5,478        52,112        2,820  

Distribution fees

     87,868        36,235        119,155        8,209  

Accrued expenses

     174,416        77,171        682,953        88,332  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     198,281,049        46,112,970        401,355,749        2,692,939  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 4,594,798,688      $ 1,355,428,147      $ 12,501,175,913      $ 582,302,881  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

           

Capital stock and paid-in-capital

   $ 3,662,366,886      $ 1,013,151,766      $ 10,813,843,921      $ 647,693,124  

Distributable earnings (loss)

     932,431,802        342,276,381        1,687,331,992        (65,390,243
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 4,594,798,688      $     1,355,428,147      $     12,501,175,913      $     582,302,881  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

         23,900,000,000        610,000,000        1,230,000,000        610,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0001      $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 40.05      $ 37.23      $ 26.86      $ 11.42  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 42.38      $ 39.40      $ 28.42      $ 12.08  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     54,263,257        18,814,771        92,907,816        21,481,845  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,173,203,383      $ 700,448,470      $ 2,495,499,005      $ 245,278,383  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 19.47      $ 28.90      $ 17.91      $ 9.07  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     13,534,480        4,765,612        22,241,794        1,259,393  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 263,558,444      $ 137,735,826      $ 398,330,087      $ 11,418,574  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 42.81      $ 39.57      $ 27.91      $ 11.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     30,139,221        8,445,275        136,812,630        1,666,007  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,290,378,699      $ 334,148,092      $ 3,818,847,529      $ 19,219,065  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 39.94      $ 38.20      $ 30.21      $ 12.10  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     989,413        830,995        3,008,167        485,456  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 39,514,911      $ 31,742,307      $ 90,872,845      $ 5,872,021  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 43.09      $ 40.62      $ 31.74      $ 12.36  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,339,104        616,878        6,562,875        697,675  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 57,699,247      $ 25,058,035      $ 208,280,184      $ 8,621,119  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 45.89      $ 42.94      $ 32.91      $ 12.55  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     418,823        213,623        12,563,882        103,527  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 19,217,760      $ 9,172,412      $ 413,480,739      $ 1,299,100  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 46.82      $ 43.60      $ 33.35      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     591,556        66,672        49,283,141         
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 27,699,344      $ 2,906,789      $ 1,643,463,370      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  52  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Opportunities
Fund
     The Hartford
Healthcare Fund
     The Hartford
MidCap Fund
     The Hartford
MidCap Value
Fund
 

Class Y:  Net asset value per share

   $ 46.79      $ 43.57      $ 33.29      $ 12.58  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,411,478        1,925,403        37,407,760        786,818  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 159,639,239      $ 83,892,973      $ 1,245,460,630      $ 9,894,271  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 42.99      $ 39.70      $ 28.02      $ 11.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     13,117,261        763,782        78,062,067        24,334,474  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 563,887,661      $ 30,323,243      $ 2,186,941,524      $ 280,700,348  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     3,842,856,238      $     1,140,612,093      $     11,545,504,364      $     621,521,933  

Cost of foreign currency

   $ 20      $ 17      $      $  

(1) Includes Investment in securities on loan, at market value

   $ 32,029,437      $ 20,766,227      $ 295,957,091      $ 1,237,918  

 

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

 

 

  53  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Hartford Quality
Value Fund
    The Hartford
Small Cap
Growth Fund
     Hartford
Small Cap
Value Fund
    The Hartford
Small Company
Fund
 

Assets:

         

Investments in securities, at market value(1)

   $ 170,315,577     $ 861,006,926      $ 74,467,158     $ 564,850,306  

Cash

                         

Foreign currency

     6                     

Receivables:

         

Investment securities sold

     513,846       5,164,500        1,396,994       19,840,007  

Fund shares sold

     9,433       953,084        11,431       689,874  

Dividends and interest

     222,893       154,453        41,635       11,382  

Securities lending income

           7,442        1,002       5,019  

Variation margin on futures contracts

                         

Tax reclaims

     75,290                     

Other assets

     89,457       75,069        70,345       77,128  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total assets

     171,226,502       867,361,474        75,988,565       585,473,716  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities:

 

    

Due to custodian

                  515,801        

Obligation to return securities lending collateral

           8,048,142        2,608,521       10,102,939  

Payables:

         

Investment securities purchased

     1,038,115       10,074,378              25,022,862  

Fund shares redeemed

     68,121       819,295        126,764       535,485  

Investment management fees

     59,771       457,915        37,964       337,073  

Transfer agent fees

     86,004       207,352        23,738       165,937  

Accounting services fees

     1,982       9,382        809       6,104  

Board of Directors’ fees

     1,227       5,114        482       2,178  

Distribution fees

     4,322       6,920        851       9,195  

Accrued expenses

     23,506       51,920        12,275       68,405  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total liabilities

     1,283,048       19,680,418        3,327,205       36,250,178  
  

 

 

   

 

 

    

 

 

   

 

 

 

Net assets

   $ 169,943,454     $ 847,681,056      $ 72,661,360     $ 549,223,538  
  

 

 

   

 

 

    

 

 

   

 

 

 

Summary of Net Assets:

 

    

Capital stock and paid-in-capital

   $ 174,711,256     $ 785,107,083      $ 94,302,817     $ 516,791,672  

Distributable earnings (loss)

     (4,767,802     62,573,973        (21,641,457     32,431,866  
  

 

 

   

 

 

    

 

 

   

 

 

 

Net assets

   $ 169,943,454     $ 847,681,056      $ 72,661,360     $     549,223,538  
  

 

 

   

 

 

    

 

 

   

 

 

 

Shares authorized

         27,160,000,000           27,150,000,000            1,110,000,000       650,000,000  
  

 

 

   

 

 

    

 

 

   

 

 

 

Par value

   $ 0.0001     $ 0.0001      $ 0.0010     $ 0.0010  
  

 

 

   

 

 

    

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 17.55     $ 42.02      $ 7.23     $ 18.39  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Maximum offering price per share

   $ 18.57     $ 44.47      $ 7.65     $ 19.46  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Shares outstanding

     7,948,918       4,063,075        4,398,823       15,509,515  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Net Assets

   $ 139,480,855     $ 170,743,109      $ 31,823,782     $ 285,177,246  
  

 

 

   

 

 

    

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 14.94     $ 28.10      $ 6.24     $ 11.56  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Shares outstanding

     321,940       435,797        343,905       686,936  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Net Assets

   $ 4,808,850     $ 12,245,540      $ 2,144,952     $ 7,943,385  
  

 

 

   

 

 

    

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 17.29     $ 44.30      $ 7.24     $ 19.66  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Shares outstanding

     601,182       4,054,265        522,117       1,266,183  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Net Assets

   $ 10,394,253     $ 179,596,378      $ 3,780,402     $ 24,898,060  
  

 

 

   

 

 

    

 

 

   

 

 

 

Class R3:  Net asset value per share

   $ 17.86     $ 41.36      $ 7.52     $ 20.23  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Shares outstanding

     48,126       189,727        60,912       580,295  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Net Assets

   $ 859,460     $ 7,846,854      $ 458,320     $ 11,739,267  
  

 

 

   

 

 

    

 

 

   

 

 

 

Class R4:  Net asset value per share

   $ 18.04     $ 43.89      $ 7.64     $ 21.79  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Shares outstanding

     224,564       661,170        5,554       547,841  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Net Assets

   $ 4,050,311     $ 29,018,033      $ 42,431     $ 11,936,475  
  

 

 

   

 

 

    

 

 

   

 

 

 

Class R5:  Net asset value per share

   $ 18.19     $ 46.65      $ 7.61     $ 23.28  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Shares outstanding

     11,503       1,400,972        2,578       122,896  
  

 

 

   

 

 

    

 

 

   

 

 

 

         Net Assets

   $ 209,226     $ 65,349,027      $ 19,618     $ 2,860,572  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

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

 

 

  54  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Hartford Quality
Value Fund
     The Hartford
Small Cap
Growth Fund
     Hartford
Small Cap
Value Fund
     The Hartford
Small Company
Fund
 

Class R6:  Net asset value per share

   $ 18.23      $ 47.42      $ 7.61      $ 23.83  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,083        1,693,251        18,141        4,965  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 74,438      $ 80,290,666      $ 138,088      $ 118,326  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 18.21      $ 47.43      $ 7.60      $ 23.81  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     19,535        5,481,593        39,068        706,863  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 355,780      $ 259,968,693      $ 296,973      $ 16,828,418  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 17.23      $ 44.48      $ 7.24      $ 19.78  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     563,629        958,139        4,690,804        9,489,850  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 9,710,281      $ 42,622,756      $ 33,956,794      $ 187,721,789  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     173,147,074      $     780,288,399      $     90,503,740      $     521,658,257  

Cost of foreign currency

   $ 7      $      $      $  

(1) Includes Investment in securities on loan, at market value

   $      $ 7,633,899      $ 2,406,580      $ 9,751,628  

 

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

 

 

  55  

 


Hartford Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford Core
Equity Fund
    The Hartford
Dividend and
Growth Fund
    The Hartford
Equity Income
Fund
 

Investment Income:

        

Dividends

   $ 54,830,308     $ 46,562,214     $ 115,366,706     $ 58,282,959  

Interest

     799,378       1,404,996       1,881,171       379,692  

Securities lending

     649,716       94,606       4,214       21,013  

Less: Foreign tax withheld

     (80,896           (1,445,230     (1,166,790
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     56,198,506       48,061,816       115,806,861       57,516,874  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     21,839,433       10,455,053       26,654,615       11,998,751  

Transfer agent fees

        

Class A

     2,924,192       469,480       1,954,390       711,890  

Class C

     198,666       167,822       128,870       144,411  

Class I

     287,372       752,070       509,772       397,659  

Class R3

     50,903       38,682       67,274       40,637  

Class R4

     28,738       113,617       81,857       37,487  

Class R5

     21,287       104,755       93,727       40,584  

Class R6

     1,170       5,193       2,390       986  

Class Y

     74,633       214,331       337,943       48,225  

Class F

     2,929       7,217       14,752       9,622  

Distribution fees

        

Class A

     5,760,862       1,159,926       4,469,656       1,859,576  

Class C

     1,228,611       1,921,844       917,347       1,351,886  

Class R3

     116,511       92,284       153,897       97,794  

Class R4

     44,566       190,687       127,517       61,887  

Custodian fees

     25,602       10,959       19,575       10,411  

Registration and filing fees

     80,647       193,047       137,569       90,238  

Accounting services fees

     544,143       470,616       643,297       303,053  

Board of Directors’ fees

     88,137       74,950       114,676       51,296  

Audit fees

     20,966       9,521       9,630       9,663  

Other expenses

     359,798       226,980       436,869       217,414  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     33,699,166       16,679,034       36,875,623       17,483,470  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

                        

Transfer agent fee waivers

     (40,793     (60,129     (175,661     (21,749

Distribution fee reimbursements

     (90,901     (44,960     (42,480     (5,172

Commission recapture

     (25,897     (4,018     (18,455     (14,089
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (157,591     (109,107     (236,596     (41,010
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     33,541,575       16,569,927       36,639,027       17,442,460  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     22,656,931       31,491,889       79,167,834       40,074,414  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net realized gain (loss) on investments

     (139,867,057     (138,982,705     139,430,629       (20,372,286

Net realized gain (loss) on futures contracts

     (13,609,257     (5,463,885            

Net realized gain (loss) on other foreign currency transactions

     23,561             (57,622     (34,769
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (153,452,753     (144,446,590     139,373,007       (20,407,055
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net unrealized appreciation (depreciation) of investments

     (300,359,080     (157,105,533     (1,049,813,832     (429,260,552

Net unrealized appreciation (depreciation) of futures contracts

     8,193,242       5,184,777              

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (6,343                 33,559  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (292,172,181     (151,920,756         (1,049,813,832     (429,226,993
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (445,624,934     (296,367,346     (910,440,825     (449,634,048
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (422,968,003   $     (264,875,457   $ (831,272,991   $     (409,559,634
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  56  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare
Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap
Value Fund
 

Investment Income:

        

Dividends

   $ 9,888,441     $ 6,721,184     $ 66,686,956     $ 6,877,672  

Interest

     426,530       126,381       162,895       99,626  

Securities lending

     1,853,397       75,561       448,462       6,631  

Less: Foreign tax withheld

           (86,907     (33,113     (34,013
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     12,168,368       6,836,219       67,265,200       6,949,916  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     16,282,359       5,647,920       47,296,010       2,421,648  

Transfer agent fees

        

Class A

     1,318,990       471,413       1,599,575       273,704  

Class C

     166,838       101,667       299,416       15,512  

Class I

     713,833       148,954       2,754,207       14,342  

Class R3

     45,016       35,438       99,498       7,821  

Class R4

     50,768       21,469       204,732       9,252  

Class R5

     11,948       3,622       253,493       814  

Class R6

     474       37       32,823        

Class Y

     83,203       34,302       783,828       5,981  

Class F

     4,301       365       18,527       3,999  

Distribution fees

        

Class A

     2,627,611       862,492       3,385,223       363,859  

Class C

     1,335,841       692,520       2,299,087       70,621  

Class R3

     103,096       83,279       231,739       17,943  

Class R4

     75,902       33,185       303,905       13,700  

Custodian fees

     12,567       12,144       28,819       5,348  

Registration and filing fees

     113,493       65,444       187,845       63,389  

Accounting services fees

     388,516       104,184       942,061       53,098  

Board of Directors’ fees

     61,284       16,864       179,216       8,926  

Audit fees

     20,109       11,025       9,534       9,615  

Other expenses

     237,287       81,924       907,222       95,067  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     23,653,436       8,428,248       61,816,760       3,454,639  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

                        

Transfer agent fee waivers

     (45,275     (12,360     (824,450     (2,712

Distribution fee reimbursements

     (66,885     (11,540     (51,940     (3,150

Commission recapture

     (13,468     (1,290     (66,775     (4,061
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (125,628     (25,190     (943,165     (9,923
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     23,527,808       8,403,058       60,873,595       3,444,716  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     (11,359,440     (1,566,839     6,391,605       3,505,200  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net realized gain (loss) on investments

     161,571,597       95,143,759       437,507,990       (22,787,675

Net realized gain (loss) on other foreign currency transactions

     5,037       (16,481     (6     (5,445
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     161,576,634       95,127,278       437,507,984       (22,793,120
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net unrealized appreciation (depreciation) of investments

     210,970,739       45,007,125       (1,306,245,267     (109,297,683

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     7,201       5,966             574  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     210,977,940       45,013,091       (1,306,245,267     (109,297,109
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     372,554,574       140,140,369       (868,737,283     (132,090,229
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 361,195,134     $ 138,573,530     $ (862,345,678   $ (128,585,029
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  57  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     Hartford
Quality Value
Fund
    The Hartford
Small Cap
Growth Fund
    Hartford
Small Cap
Value Fund
    The Hartford
Small
Company Fund
 

Investment Income:

        

Dividends

   $ 2,985,385     $ 4,004,551     $ 1,166,393     $ 1,693,987  

Interest

     22,807       59,725       4,339       99,197  

Securities lending

           74,729       11,948       188,645  

Less: Foreign tax withheld

     (45,414                 (2,438
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     2,962,778       4,139,005       1,182,680       1,979,391  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     438,187       3,433,752       327,133       2,417,289  

Transfer agent fees

        

Class A

     166,452       233,635       50,327       291,465  

Class C

     7,497       10,914       3,728       11,605  

Class I

     6,536       77,538       3,097       16,126  

Class R3

     1,172       9,997       601       14,405  

Class R4

     4,310       30,921       46       11,281  

Class R5

     119       43,557       6       1,850  

Class R6

           1,253       2       2  

Class Y

     309       157,334       208       9,734  

Class F

     168       351       287       2,833  

Distribution fees

        

Class A

     198,731       237,002       50,859       385,841  

Class C

     30,219       73,366       15,099       46,785  

Class R3

     2,687       22,958       1,379       33,046  

Class R4

     6,556       47,679       68       16,740  

Custodian fees

     2,977       4,869       1,819       3,778  

Registration and filing fees

     56,497       63,579       57,937       66,235  

Accounting services fees

     15,462       76,615       7,451       51,436  

Board of Directors’ fees

     2,625       13,247       1,298       7,929  

Audit fees

     13,878       9,590       9,694       17,564  

Other expenses

     18,229       74,742       10,568       74,064  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     972,611       4,622,899       541,607       3,480,008  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

     (99,866           (42,257     (9,320

Transfer agent fee waivers

           (95,003            

Distribution fee reimbursements

     (4,121     (7,136     (1,819     (7,015

Commission recapture

     (630     (4,824     (1,915     (6,477
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (104,617     (106,963     (45,991     (22,812
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     867,994       4,515,936       495,616       3,457,196  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     2,094,784       (376,931     687,064       (1,477,805
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net realized gain (loss) on investments

     (3,410,685     (14,551,429     (5,594,471     (6,361,424

Net realized gain (loss) on other foreign currency transactions

     (3,747           526       (5,443
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (3,414,432     (14,551,429     (5,593,945     (6,366,867
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

        

Net unrealized appreciation (depreciation) of investments

     (24,088,001     (42,015,032     (21,228,153     (15,333,704

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     2,007             (38     336  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (24,085,994     (42,015,032     (21,228,191     (15,333,368
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (27,500,426     (56,566,461     (26,822,136     (21,700,235
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (25,405,642   $     (56,943,392   $     (26,135,072   $     (23,178,040
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  58  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford
Capital Appreciation Fund
    Hartford
Core Equity Fund
    The Hartford
Dividend and Growth Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

   

Net investment income (loss)

   $ 22,656,931     $ 32,178,066     $ 31,491,889     $ 46,421,862     $ 79,167,834     $ 152,429,025  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (153,452,753     313,758,005       (144,446,590     100,491,586       139,373,007       261,913,493  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (292,172,181     696,148,729       (151,920,756     578,564,751       (1,049,813,832     705,555,576  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (422,968,003     1,042,084,800       (264,875,457     725,478,199       (831,272,991     1,119,898,094  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (233,332,626     (706,880,408     (22,933,264     (32,665,488     (138,200,562     (376,562,728

Class C

     (16,172,531     (77,462,288     (8,130,632     (13,165,205     (6,618,790     (22,753,711

Class I

     (33,414,798     (107,802,788     (50,034,684     (58,009,690     (43,165,619     (95,343,423

Class R3

     (1,922,241     (8,221,995     (766,121     (1,469,253     (2,268,043     (7,276,281

Class R4

     (1,528,792     (6,723,975     (3,662,366     (6,169,265     (3,913,184     (13,533,303

Class R5

     (1,654,005     (4,489,300     (6,433,517     (10,058,287     (7,306,034     (16,252,768

Class R6

     (3,567,960     (9,472,410     (7,619,916     (7,010,180     (4,771,523     (9,073,108

Class Y

     (8,300,069     (22,763,013     (10,460,625     (11,032,634     (26,388,429     (68,670,776

Class F

     (40,192,877     (127,729,846     (48,473,882     (33,816,031     (111,468,670     (288,913,297
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (340,085,899         (1,071,546,023     (158,515,007     (173,396,033     (344,100,854     (898,379,395
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

   

Sold

     258,351,929       488,499,323       2,514,356,752       2,583,350,592       1,118,770,756       1,316,713,660  

Issued on reinvestment of distributions

     327,641,308       1,028,835,269       151,792,905       165,763,267       331,692,965       867,611,541  

Redeemed

     (808,616,917     (1,724,498,541         (1,190,356,086         (1,079,118,925         (1,054,831,500         (1,593,432,163
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (222,623,680     (207,163,949     1,475,793,571       1,669,994,934       395,632,221       590,893,038  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (985,677,582     (236,625,172     1,052,403,107       2,222,077,100       (779,741,624     812,411,737  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

   

Beginning of period

     6,941,637,300       7,178,262,472       5,691,910,758       3,469,833,658       9,043,319,451       8,230,907,714  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     5,955,959,718     $ 6,941,637,300     $ 6,744,313,865     $ 5,691,910,758     $ 8,263,577,827     $ 9,043,319,451  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  59  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Equity Income Fund
    The Hartford
Growth Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

   

Net investment income (loss)

   $ 40,074,414     $ 83,954,241     $ (11,359,440   $ (26,899,996

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (20,407,055     251,977,418       161,576,634       328,106,237  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (429,226,993     185,592,620       210,977,940       290,104,434  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (409,559,634     521,524,279       361,195,134       591,310,675  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (113,338,631     (139,419,928     (132,324,071     (456,838,651

Class C

     (19,953,888     (27,745,387     (33,399,302     (111,605,001

Class I

     (70,789,580     (106,057,518     (86,336,894     (353,498,531

Class R3

     (2,989,745     (4,085,476     (2,788,128     (10,699,557

Class R4

     (3,796,652     (6,151,808     (3,725,988     (17,113,553

Class R5

     (5,918,346     (7,636,620     (1,419,176     (4,132,294

Class R6

     (3,945,149     (3,471,599     (1,357,539     (2,565,390

Class Y

     (7,666,420     (12,485,702     (8,936,697     (24,851,439

Class F

     (69,719,568     (76,875,225     (31,543,831     (88,424,295
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (298,117,979     (383,929,263     (301,831,626     (1,069,728,711
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

   

Sold

     391,487,068       684,129,579       376,493,273       1,040,653,406  

Issued on reinvestment of distributions

     286,058,703       367,118,559       276,243,675       974,523,793  

Redeemed

     (548,171,809         (1,256,628,479     (839,639,477         (1,511,405,502
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     129,373,962       (205,380,341     (186,902,529     503,771,697  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (578,303,651     (67,785,325     (127,539,021     25,353,661  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

   

Beginning of period

     4,075,609,705       4,143,395,030       4,722,337,709       4,696,984,048  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     3,497,306,054     $ 4,075,609,705     $     4,594,798,688     $ 4,722,337,709  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  60  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

       

Net investment income (loss)

   $ (1,566,839   $ (3,913,470   $ 6,391,605     $ (17,375,474   $ 3,505,200     $ 5,214,816  

Net realized gain (loss) on investments and foreign currency transactions

     95,127,278       98,097,029       437,507,984       692,389,101       (22,793,120     15,796,293  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     45,013,091       49,131,042       (1,306,245,267     1,148,200,359       (109,297,109     60,487,724  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     138,573,530       143,314,601       (862,345,678     1,823,213,986       (128,585,029     81,498,833  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (43,738,879     (48,565,116     (150,147,304     (289,440,848     (9,305,291     (31,904,637

Class C

     (11,289,417     (13,953,587     (38,059,233     (88,988,927     (469,443     (2,364,041

Class I

     (18,502,651     (25,648,483     (215,894,776     (397,398,146     (986,601     (3,672,119

Class R3

     (2,132,500     (2,630,413     (4,574,098     (10,655,554     (194,286     (947,049

Class R4

     (1,601,341     (2,166,993     (11,938,522     (27,102,479     (330,164     (1,216,557

Class R5

     (362,223     (547,097     (21,826,289     (45,165,553     (46,111     (805,091

Class R6

     (138,636           (75,768,818     (108,955,955            

Class Y

     (4,160,454     (3,369,356     (67,701,428     (162,390,598     (388,030     (1,198,031

Class F

     (1,805,276     (5,165,741     (117,154,616     (183,904,712     (10,736,193     (29,727,333
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (83,731,377     (102,046,786     (703,065,084     (1,314,002,772     (22,456,119     (71,834,858
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

       

Sold

     112,223,825       162,135,540       1,747,228,072       3,932,057,467       85,858,025       140,081,421  

Issued on reinvestment of distributions

     79,518,797       97,225,749       674,235,989       1,257,169,368       22,332,350       70,997,863  

Redeemed

     (162,657,903     (458,221,064     (2,266,343,169     (4,084,043,517     (80,606,483         (145,764,489
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     29,084,719       (198,859,775     155,120,892       1,105,183,318       27,583,892       65,314,795  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     83,926,872       (157,591,960     (1,410,289,870     1,614,394,532           (123,457,256     74,978,770  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

       

Beginning of period

     1,271,501,275       1,429,093,235       13,911,465,783       12,297,071,251       705,760,137       630,781,367  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,355,428,147     $     1,271,501,275     $     12,501,175,913     $     13,911,465,783     $ 582,302,881     $ 705,760,137  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  61  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Quality Value Fund
    The Hartford
Small Cap Growth Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

   

Net investment income (loss)

   $ 2,094,784     $ 4,991,920     $ (376,931   $ (1,619,044

Net realized gain (loss) on investments and foreign currency transactions

     (3,414,432     6,013,760       (14,551,429     14,715,285  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     (24,085,994     18,436,373       (42,015,032     68,831,465  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (25,405,642     29,442,053       (56,943,392     81,927,706  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (8,585,794     (10,328,219     (3,152,384     (43,413,241

Class C

     (334,834     (488,659     (371,513     (6,352,380

Class I

     (704,282     (854,566     (2,950,208     (47,429,264

Class R3

     (57,990     (61,925     (162,662     (2,796,540

Class R4

     (303,759     (364,460     (630,158     (14,166,813

Class R5

     (12,405     (32,495     (1,205,841     (18,766,338

Class R6

     (1,828     (650     (971,533     (8,767,431

Class Y

     (33,830     (39,465     (5,261,029     (69,794,940

Class F

     (650,547     (6,128,466     (693,277     (9,900,355
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (10,685,269     (18,298,905     (15,398,605     (221,387,302
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

   

Sold

     8,963,405       16,762,137       181,802,257       366,698,768  

Issued on reinvestment of distributions

     10,505,554       18,080,940       14,907,961       209,847,653  

Redeemed

     (22,014,971         (120,327,472     (292,820,649     (518,321,132
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (2,546,012     (85,484,395     (96,110,431     58,225,289  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (38,636,923     (74,341,247     (168,452,428     (81,234,307
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

   

Beginning of period

     208,580,377       282,921,624           1,016,133,484       1,097,367,791  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     169,943,454     $ 208,580,377     $ 847,681,056     $     1,016,133,484  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  62  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Small Cap Value Fund
    The Hartford
Small Company Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

        

Net investment income (loss)

   $ 687,064     $ 1,171,073     $ (1,477,805   $ (2,934,571

Net realized gain (loss) on investments and foreign currency transactions

     (5,593,945     5,301,969       (6,366,867     38,272,188  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     (21,228,191     (2,603,683     (15,333,368     34,222,341  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (26,135,072     3,869,359       (23,178,040     69,559,958  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (2,971,162     (12,609,836     (19,581,596         (50,850,996

Class C

     (232,432     (1,665,307     (922,638     (2,799,065

Class I

     (419,421     (1,179,686     (1,641,458     (4,870,629

Class R3

     (37,274     (126,981     (795,519     (2,677,758

Class R4

     (4,174     (11,402     (754,352     (2,412,769

Class R5

     (730     (8,637     (157,911     (403,513

Class R6

     (7,036     (2,456     (5,772     (21,469

Class Y

     (28,438     (115,661     (1,571,493     (5,332,405

Class F

     (3,318,168     (9,621,393     (11,316,929     (20,116,041
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (7,018,835     (25,341,359     (36,747,668     (89,484,645
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     6,946,894       24,105,167       56,261,108       140,460,721  

Issued on reinvestment of distributions

     6,977,513       24,897,952       36,543,865       88,871,747  

Redeemed

     (13,008,355     (24,593,063     (89,827,376     (112,635,884
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase from capital share transactions

     916,052       24,410,056       2,977,597       116,696,584  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (32,237,855     2,938,056       (56,948,111     96,771,897  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

         104,899,215       101,961,159       606,171,649       509,399,752  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 72,661,360     $     104,899,215     $     549,223,538     $ 606,171,649  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  63  

 


Hartford Domestic Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   37.12     $   0.11     $   (2.38   $   (2.27   $   (0.17   $   (1.64   $   (1.81   $   33.04       (6.51 )%(4)    $   4,207,447       1.08 %(5)      1.07 %(5)      0.64 %(5)      40

C

    27.08       (0.02     (1.71     (1.73           (1.64     (1.64     23.71       (6.91 )(4)      203,089       1.86 (5)      1.86 (5)      (0.15 )(5)      40  

I

    37.36       0.16       (2.39     (2.23     (0.27     (1.64     (1.91     33.22       (6.39 )(4)      542,308       0.79 (5)      0.79 (5)      0.92 (5)      40  

R3

    41.47       0.06       (2.70     (2.64           (1.64     (1.64     37.19       (6.68 )(4)      41,848       1.42 (5)      1.42 (5)      0.30 (5)      40  

R4

    43.06       0.13       (2.80     (2.67     (0.10     (1.64     (1.74     38.65       (6.55 )(4)      32,043       1.11 (5)      1.11 (5)      0.61 (5)      40  

R5

    44.04       0.19       (2.85     (2.66     (0.26     (1.64     (1.90     39.48       (6.39 )(4)      34,131       0.81 (5)      0.81 (5)      0.90 (5)      40  

R6

    44.34       0.21       (2.87     (2.66     (0.30     (1.64     (1.94     39.74       (6.36 )(4)      75,112       0.70 (5)      0.70 (5)      1.01 (5)      40  

Y

    44.32       0.21       (2.87     (2.66     (0.29     (1.64     (1.93     39.73       (6.37 )(4)      116,941       0.80 (5)      0.74 (5)      0.98 (5)      40  

F

    37.36       0.18       (2.39     (2.21     (0.30     (1.64     (1.94     33.21       (6.36 )(4)      703,042       0.70 (5)      0.70 (5)      1.01 (5)      40  

For the Year Ended October 31, 2019

 

A

  $ 37.88     $ 0.15     $ 4.81     $ 4.96     $ (0.11   $ (5.61   $ (5.72   $ 37.12       16.32   $ 4,831,749       1.07     1.07     0.42     68

C

    29.30       (0.09     3.48       3.39             (5.61     (5.61     27.08       15.45       278,394       1.83       1.83       (0.33     68  

I

    38.08       0.25       4.84       5.09       (0.20     (5.61     (5.81     37.36       16.66       658,302       0.79       0.79       0.70       68  

R3

    41.62       0.03       5.43       5.46             (5.61     (5.61     41.47       15.91       50,957       1.42       1.42       0.07       68  

R4

    42.94       0.16       5.63       5.79       (0.06     (5.61     (5.67     43.06       16.27       38,634       1.11       1.11       0.39       68  

R5

    43.80       0.28       5.75       6.03       (0.18     (5.61     (5.79     44.04       16.64       38,808       0.80       0.80       0.68       68  

R6

    44.07       0.33       5.78       6.11       (0.23     (5.61     (5.84     44.34       16.74       80,535       0.70       0.70       0.78       68  

Y

    44.06       0.32       5.77       6.09       (0.22     (5.61     (5.83     44.32       16.71       187,754       0.78       0.74       0.75       68  

F

    38.09       0.28       4.83       5.11       (0.23     (5.61     (5.84     37.36       16.75       776,505       0.70       0.70       0.79       68  

For the Year Ended October 31, 2018

 

A

  $ 41.86     $ 0.15     $ 1.45     $ 1.60     $ (0.26   $ (5.32   $ (5.58   $ 37.88       3.92   $ 4,742,846       1.07     1.06     0.38     108

C

    33.62       (0.11     1.16       1.05       (0.05     (5.32     (5.37     29.30       3.15       426,256       1.81       1.81       (0.34     108  

I

    42.04       0.26       1.44       1.70       (0.34     (5.32     (5.66     38.08       4.19       734,580       0.78       0.78       0.66       108  

R3

    45.39       0.02       1.56       1.58       (0.03     (5.32     (5.35     41.62       3.57       61,882       1.42       1.41       0.04       108  

R4

    46.69       0.15       1.62       1.77       (0.20     (5.32     (5.52     42.94       3.87       51,635       1.10       1.10       0.34       108  

R5

    47.54       0.30       1.63       1.93       (0.35     (5.32     (5.67     43.80       4.18       34,288       0.80       0.80       0.65       108  

R6

    47.80       0.35       1.64       1.99       (0.40     (5.32     (5.72     44.07       4.29       70,935       0.70       0.70       0.75       108  

Y

    47.78       0.34       1.64       1.98       (0.38     (5.32     (5.70     44.06       4.28       175,731       0.71       0.71       0.74       108  

F

    42.06       0.30       1.45       1.75       (0.40     (5.32     (5.72     38.09       4.28       880,110       0.70       0.70       0.75       108  

For the Year Ended October 31, 2017

 

A

  $ 34.49     $ 0.13     $ 7.39     $ 7.52     $ (0.15   $     $ (0.15   $ 41.86       21.86   $ 4,613,982       1.09 %(6)      1.08 %(6)      0.34     123

C

    27.80       (0.12     5.94       5.82                         33.62       20.97       1,241,267       1.82 (6)      1.82 (6)      (0.39     123  

I

    34.65       0.25       7.40       7.65       (0.26           (0.26     42.04       22.20       846,019       0.81 (6)      0.81 (6)      0.63       123  

R3

    37.38       0.01       8.01       8.02       (0.01           (0.01     45.39       21.47       75,201       1.42 (6)      1.40 (6)      0.03       123  

R4

    38.39       0.14       8.23       8.37       (0.07           (0.07     46.69       21.82       74,374       1.11 (6)      1.11 (6)      0.33       123  

R5

    39.15       0.28       8.37       8.65       (0.26           (0.26     47.54       22.20       40,582       0.81 (6)      0.80 (6)      0.63       123  

R6

    39.36       0.31       8.42       8.73       (0.29           (0.29     47.80       22.33       70,142       0.71 (6)      0.71 (6)      0.71       123  

Y

    39.36       0.30       8.41       8.71       (0.29           (0.29     47.78       22.27       184,502       0.72 (6)      0.72 (6)      0.70       123  

F(7)

    38.15       0.18       3.73       3.91                         42.06       10.28 (4)      1,103,972       0.71 (5)(6)      0.71 (5)(6)      0.65 (5)      123  

For the Year Ended October 31, 2016

 

A

  $ 38.15     $ 0.13     $ (0.57   $ (0.44   $ (0.12   $ (3.10   $ (3.22   $ 34.49       (0.97 )%    $ 4,609,594       1.11     1.11 %(8)      0.39     88

B

    31.00       (0.13     (0.49     (0.62           (3.10     (3.10     27.28       (1.82     58,647       2.00       2.00 (8)      (0.49     88  

C

    31.48       (0.09     (0.49     (0.58           (3.10     (3.10     27.80       (1.65     1,420,171       1.83       1.83 (8)      (0.33     88  

I

    38.31       0.24       (0.57     (0.33     (0.23     (3.10     (3.33     34.65       (0.65     1,225,026       0.81       0.81 (8)      0.70       88  

R3

    41.06       0.03       (0.61     (0.58           (3.10     (3.10     37.38       (1.26     103,526       1.43       1.42 (8)      0.09       88  

R4

    42.07       0.15       (0.63     (0.48     (0.10     (3.10     (3.20     38.39       (0.95     100,426       1.12       1.12 (8)      0.39       88  

R5

    42.84       0.27       (0.64     (0.37     (0.22     (3.10     (3.32     39.15       (0.65     45,643       0.82       0.82 (8)      0.69       88  

R6

    43.03       0.33       (0.66     (0.33     (0.24     (3.10     (3.34     39.36       (0.56     57,432       0.72       0.72 (8)      0.85       88  

Y

    43.05       0.30       (0.63     (0.33     (0.26     (3.10     (3.36     39.36       (0.55     939,300       0.72       0.72 (8)      0.78       88  

 

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

 

 

  64  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   49.44     $   0.13     $ 1.27     $ 1.40     $ (0.13   $   (12.56   $   (12.69   $   38.15       4.20   $   5,453,502       1.09     1.09     0.34     79

B

    42.72       (0.17     1.01       0.84             (12.56     (12.56     31.00       3.30       158,610       1.97       1.97       (0.53     79  

C

    43.13       (0.12     1.03       0.91             (12.56     (12.56     31.48       3.47       1,799,846       1.81       1.81       (0.38     79  

I

    49.60       0.26       1.26       1.52       (0.25     (12.56     (12.81     38.31       4.53       1,736,395       0.78       0.78       0.66       79  

R3

    52.24       0.01       1.37       1.38             (12.56     (12.56     41.06       3.87       124,072       1.40       1.40       0.03       79  

R4

    53.19       0.14       1.41       1.55       (0.11     (12.56     (12.67     42.07       4.18       179,454       1.10       1.10       0.33       79  

R5

    53.92       0.28       1.43       1.71       (0.23     (12.56     (12.79     42.84       4.49       53,292       0.80       0.80       0.63       79  

R6(9)

    54.32       0.30       1.25       1.55       (0.28     (12.56     (12.84     43.03       4.16 (4)      10       0.76 (5)      0.75 (5)      0.70 (5)      79  

Y

    54.12       0.32       1.45       1.77       (0.28     (12.56     (12.84     43.05       4.60       1,253,378       0.70       0.70       0.73       79  
Hartford Core Equity Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 33.40     $ 0.14     $   (1.27   $   (1.13   $   (0.23   $ (0.62   $ (0.85   $ 31.42       (3.59 )%(4)    $ 930,694       0.72 %(5)      0.72 %(5)      0.83 %(5)      14

C

    30.35       0.01       (1.16     (1.15     (0.04     (0.62     (0.66     28.54       (3.95 )(4)      388,678       1.46 (5)      1.46 (5)      0.09 (5)      14  

I

    33.50       0.18       (1.27     (1.09     (0.31     (0.62     (0.93     31.48       (3.48 )(4)      2,237,118       0.45 (5)      0.45 (5)      1.11 (5)      14  

R3

    33.86       0.08       (1.30     (1.22     (0.11     (0.62     (0.73     31.91       (3.79 )(4)      35,811       1.08 (5)      1.08 (5)      0.47 (5)      14  

R4

    34.44       0.14       (1.31     (1.17     (0.22     (0.62     (0.84     32.43       (3.60 )(4)      148,152       0.77 (5)      0.72 (5)      0.83 (5)      14  

R5

    33.75       0.18       (1.28     (1.10     (0.30     (0.62     (0.92     31.73       (3.48 )(4)      194,384       0.46 (5)      0.46 (5)      1.09 (5)      14  

R6

    33.91       0.19       (1.27     (1.08     (0.34     (0.62     (0.96     31.87       (3.44 )(4)      467,084       0.37 (5)      0.37 (5)      1.18 (5)      14  

Y

    33.90       0.19       (1.29     (1.10     (0.32     (0.62     (0.94     31.86       (3.48 )(4)      590,316       0.46 (5)      0.44 (5)      1.13 (5)      14  

F

    33.52       0.20       (1.27     (1.07     (0.34     (0.62     (0.96     31.49       (3.45 )(4)      1,752,077       0.37 (5)      0.37 (5)      1.18 (5)      14  

For the Year Ended October 31, 2019

 

A

  $ 30.17     $ 0.27     $ 4.40     $ 4.67     $ (0.21   $ (1.23   $ (1.44   $ 33.40       16.60   $ 881,587       0.74     0.73     0.88     15

C

    27.53       0.04       4.01       4.05             (1.23     (1.23     30.35       15.71       366,553       1.47       1.47       0.14       15  

I

    30.26       0.35       4.40       4.75       (0.28     (1.23     (1.51     33.50       16.91       1,740,669       0.47       0.47       1.14       15  

R3

    30.52       0.16       4.48       4.64       (0.07     (1.23     (1.30     33.86       16.18       34,158       1.10       1.10       0.52       15  

R4

    31.03       0.28       4.54       4.82       (0.18     (1.23     (1.41     34.44       16.59       150,159       0.77       0.74       0.88       15  

R5

    30.47       0.35       4.44       4.79       (0.28     (1.23     (1.51     33.75       16.90       231,879       0.49       0.49       1.13       15  

R6

    30.61       0.38       4.46       4.84       (0.31     (1.23     (1.54     33.91       17.01       259,706       0.38       0.38       1.22       15  

Y

    30.61       0.37       4.45       4.82       (0.30     (1.23     (1.53     33.90       16.94       371,580       0.46       0.43       1.18       15  

F

    30.28       0.38       4.40       4.78       (0.31     (1.23     (1.54     33.52       17.00       1,655,619       0.38       0.38       1.21       15  

For the Year Ended October 31, 2018

 

A

  $ 28.53     $ 0.22     $ 2.42     $ 2.64     $ (0.25   $ (0.75   $ (1.00   $ 30.17       9.41   $ 666,354       0.74     0.74     0.73     22

C

    26.13             2.22       2.22       (0.07     (0.75     (0.82     27.53       8.61       293,064       1.48       1.48             22  

I

    28.60       0.30       2.43       2.73       (0.32     (0.75     (1.07     30.26       9.72       1,130,600       0.47       0.47       1.00       22  

R3

    28.85       0.12       2.44       2.56       (0.14     (0.75     (0.89     30.52       9.02       34,765       1.10       1.10       0.38       22  

R4

    29.32       0.22       2.48       2.70       (0.24     (0.75     (0.99     31.03       9.37       144,866       0.79       0.76       0.72       22  

R5

    28.81       0.30       2.44       2.74       (0.33     (0.75     (1.08     30.47       9.69       201,510       0.49       0.49       0.99       22  

R6

    28.93       0.33       2.45       2.78       (0.35     (0.75     (1.10     30.61       9.80       146,643       0.39       0.39       1.08       22  

Y

    28.93       0.32       2.45       2.77       (0.34     (0.75     (1.09     30.61       9.77       216,788       0.42       0.42       1.06       22  

F

    28.63       0.33       2.42       2.75       (0.35     (0.75     (1.10     30.28       9.80       635,245       0.39       0.39       1.09       22  

For the Year Ended October 31, 2017

 

A

  $ 23.87     $ 0.27     $ 4.70     $ 4.97     $ (0.12   $ (0.19   $ (0.31   $ 28.53       21.06   $ 631,817       0.75     0.75     1.05     39

C

    21.94       0.07       4.33       4.40       (0.02     (0.19     (0.21     26.13       20.20       316,886       1.50       1.50       0.30       39  

I

    23.93       0.34       4.71       5.05       (0.19     (0.19     (0.38     28.60       21.37       982,686       0.52       0.52       1.30       39  

R3

    24.18       0.19       4.77       4.96       (0.10     (0.19     (0.29     28.85       20.71       43,004       1.11       1.09       0.72       39  

R4

    24.54       0.27       4.84       5.11       (0.14     (0.19     (0.33     29.32       21.05       172,584       0.81       0.79       1.01       39  

R5

    24.10       0.35       4.75       5.10       (0.20     (0.19     (0.39     28.81       21.41       192,359       0.51       0.49       1.31       39  

R6

    24.19       0.37       4.77       5.14       (0.21     (0.19     (0.40     28.93       21.52       118,527       0.41       0.41       1.38       39  

Y

    24.20       0.35       4.78       5.13       (0.21     (0.19     (0.40     28.93       21.47       148,542       0.42       0.42       1.33       39  

F(7)

    26.05       0.26       2.32       2.58                         28.63       9.90 (4)      585,057       0.41 (5)      0.41 (5)      1.39 (5)      39  

 

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

 

 

  65  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Core Equity Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   24.05     $   0.15     $ 0.13     $ 0.28     $   (0.03   $   (0.43   $   (0.46   $   23.87       1.21   $   703,896       0.80     0.80 %(10)      0.64     29

B

    22.33       (0.02     0.11       0.09             (0.43     (0.43     21.99       0.43       766       1.96       1.55 (10)      (0.10     29  

C

    22.27       (0.03     0.13       0.10             (0.43     (0.43     21.94       0.47       281,383       1.55       1.55 (10)      (0.12     29  

I

    24.09       0.21       0.13       0.34       (0.07     (0.43     (0.50     23.93       1.47       749,824       0.55       0.55 (10)      0.88       29  

R3

    24.44       0.08       0.13       0.21       (0.04     (0.43     (0.47     24.18       0.89       36,012       1.14       1.10 (10)      0.33       29  

R4

    24.73       0.15       0.14       0.29       (0.05     (0.43     (0.48     24.54       1.21       144,490       0.83       0.80 (10)      0.63       29  

R5

    24.25       0.22       0.14       0.36       (0.08     (0.43     (0.51     24.10       1.52       121,871       0.53       0.50 (10)      0.93       29  

R6

    24.33       0.24       0.13       0.37       (0.08     (0.43     (0.51     24.19       1.55       32,059       0.43       0.43 (10)      1.00       29  

Y

    24.33       0.24       0.13       0.37       (0.07     (0.43     (0.50     24.20       1.58       281,692       0.43       0.43 (10)      0.99       29  

For the Year Ended October 31, 2015

 

A

  $ 22.00     $ 0.13     $ 2.21     $ 2.34     $     $ (0.29   $ (0.29   $ 24.05       10.75   $ 267,237       1.03     0.92     0.55     33

B

    20.60       (0.05     2.07       2.02             (0.29     (0.29     22.33       9.92       1,614       2.18       1.74       (0.23     33  

C

    20.54       (0.04     2.06       2.02             (0.29     (0.29     22.27       9.95       73,070       1.73       1.62       (0.17     33  

I(11)

    23.30       0.12       0.67       0.79                         24.09       3.39 (4)      136,641       0.66 (5)      0.50 (5)      0.85 (5)      33  

R3

    22.41       0.06       2.26       2.32             (0.29     (0.29     24.44       10.46       5,081       1.34       1.16       0.27       33  

R4

    22.60       0.13       2.29       2.42             (0.29     (0.29     24.73       10.82       22,020       0.98       0.82       0.54       33  

R5

    22.72       0.20       2.26       2.46       (0.64     (0.29     (0.93     24.25       11.10       26,977       0.64       0.49       0.84       33  

R6(11)

    23.53       0.11       0.69       0.80                         24.33       3.40 (4)      597       0.57 (5)      0.45 (5)      0.78 (5)      33  

Y

    22.79       0.21       2.27       2.48       (0.65     (0.29     (0.94     24.33       11.15       18,802       0.57       0.50       0.90       33  
The Hartford Dividend and Growth Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 25.93     $ 0.20     $   (2.53   $   (2.33   $ (0.21   $ (0.75   $ (0.96   $ 22.64       (9.34 )%(4)    $   3,240,743       1.00 %(5)      0.99 %(5)      1.64 %(5)      18

C

    24.96       0.10       (2.43     (2.33     (0.12     (0.75     (0.87     21.76       (9.71 )(4)      162,541       1.78 (5)      1.78 (5)      0.86 (5)      18  

I

    25.80       0.23       (2.52     (2.29     (0.25     (0.75     (1.00     22.51       (9.25 )(4)      1,084,469       0.73 (5)      0.73 (5)      1.90 (5)      18  

R3

    26.32       0.16       (2.58     (2.42     (0.16     (0.75     (0.91     22.99       (9.54 )(4)      54,317       1.36 (5)      1.35 (5)      1.27 (5)      18  

R4

    26.52       0.20       (2.59     (2.39     (0.21     (0.75     (0.96     23.17       (9.38 )(4)      88,608       1.05 (5)      1.05 (5)      1.58 (5)      18  

R5

    26.64       0.24       (2.61     (2.37     (0.24     (0.75     (0.99     23.28       (9.23 )(4)      168,998       0.74 (5)      0.74 (5)      1.89 (5)      18  

R6

    26.64       0.25       (2.60     (2.35     (0.26     (0.75     (1.01     23.28       (9.18 )(4)      159,494       0.64 (5)      0.64 (5)      1.98 (5)      18  

Y

    26.64       0.25       (2.61     (2.36     (0.25     (0.75     (1.00     23.28       (9.20 )(4)      656,609       0.73 (5)      0.68 (5)      1.95 (5)      18  

F

    25.78       0.24       (2.52     (2.28     (0.26     (0.75     (1.01     22.49       (9.21 )(4)      2,647,800       0.64 (5)      0.64 (5)      1.99 (5)      18  

For the Year Ended October 31, 2019

 

A

  $ 25.63     $ 0.40     $ 2.63     $ 3.03     $ (0.38   $ (2.35   $ (2.73   $ 25.93       13.75   $ 3,739,696       1.00     0.99     1.65     22

C

    24.75       0.21       2.53       2.74       (0.18     (2.35     (2.53     24.96       12.92       192,715       1.77       1.77       0.89       22  

I

    25.51       0.46       2.63       3.09       (0.45     (2.35     (2.80     25.80       14.08       1,079,962       0.73       0.73       1.89       22  

R3

    25.97       0.32       2.67       2.99       (0.29     (2.35     (2.64     26.32       13.33       66,115       1.36       1.35       1.30       22  

R4

    26.14       0.40       2.69       3.09       (0.36     (2.35     (2.71     26.52       13.71       111,451       1.04       1.04       1.61       22  

R5

    26.25       0.47       2.71       3.18       (0.44     (2.35     (2.79     26.64       14.05       193,707       0.74       0.74       1.89       22  

R6

    26.25       0.50       2.71       3.21       (0.47     (2.35     (2.82     26.64       14.16       119,159       0.64       0.64       1.98       22  

Y

    26.25       0.49       2.70       3.19       (0.45     (2.35     (2.80     26.64       14.10       696,309       0.71       0.68       1.96       22  

F

    25.50       0.49       2.61       3.10       (0.47     (2.35     (2.82     25.78       14.15       2,844,206       0.64       0.64       2.00       22  

For the Year Ended October 31, 2018

 

A

  $ 27.46     $ 0.39     $ 0.80     $ 1.19     $ (0.38   $ (2.64   $ (3.02   $ 25.63       4.38   $ 3,521,062       0.99     0.99     1.49     31

C

    26.62       0.19       0.77       0.96       (0.19     (2.64     (2.83     24.75       3.58       228,076       1.76       1.75       0.76       31  

I

    27.35       0.46       0.79       1.25       (0.45     (2.64     (3.09     25.51       4.68       847,646       0.73       0.73       1.75       31  

R3

    27.78       0.30       0.81       1.11       (0.28     (2.64     (2.92     25.97       4.03       72,723       1.35       1.35       1.13       31  

R4

    27.95       0.39       0.80       1.19       (0.36     (2.64     (3.00     26.14       4.32       131,649       1.04       1.04       1.44       31  

R5

    28.05       0.47       0.82       1.29       (0.45     (2.64     (3.09     26.25       4.65       146,918       0.74       0.74       1.74       31  

R6

    28.05       0.49       0.82       1.31       (0.47     (2.64     (3.11     26.25       4.76       74,795       0.64       0.64       1.84       31  

Y

    28.05       0.49       0.81       1.30       (0.46     (2.64     (3.10     26.25       4.72       616,454       0.68       0.68       1.80       31  

F

    27.33       0.48       0.80       1.28       (0.47     (2.64     (3.11     25.50       4.77       2,591,584       0.64       0.64       1.84       31  

 

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

 

 

  66  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   23.49     $   0.39     $   4.75     $   5.14     $   (0.38   $   (0.79   $   (1.17   $   27.46       22.40   $   3,619,123       1.00     1.00     1.52     26

C

    22.80       0.19       4.62       4.81       (0.20     (0.79     (0.99     26.62       21.54       449,961       1.74       1.74       0.78       26  

I

    23.38       0.44       4.74       5.18       (0.42     (0.79     (1.21     27.35       22.67       775,427       0.80       0.80       1.75       26  

R3

    23.75       0.30       4.81       5.11       (0.29     (0.79     (1.08     27.78       21.97       77,175       1.35       1.35       1.17       26  

R4

    23.89       0.38       4.84       5.22       (0.37     (0.79     (1.16     27.95       22.34       142,563       1.05       1.05       1.47       26  

R5

    23.97       0.46       4.86       5.32       (0.45     (0.79     (1.24     28.05       22.72       132,739       0.74       0.74       1.76       26  

R6

    23.97       0.46       4.88       5.34       (0.47     (0.79     (1.26     28.05       22.83       10,957       0.65       0.64       1.75       26  

Y

    23.97       0.50       4.84       5.34       (0.47     (0.79     (1.26     28.05       22.81       605,049       0.66       0.66       1.94       26  

F(7)

    25.51       0.29       1.86       2.15       (0.33           (0.33     27.33       8.49 (4)      2,570,906       0.64 (5)      0.64 (5)      1.66 (5)      26  

For the Year Ended October 31, 2016

 

A

  $ 24.99     $ 0.37     $ 0.50     $ 0.87     $ (0.34   $ (2.03   $ (2.37   $ 23.49       4.12   $ 3,501,684       1.03     1.03 %(12)      1.59     22

B

    24.55       0.16       0.47       0.63       (0.11     (2.03     (2.14     23.04       3.12       19,716       2.01       1.96 (12)      0.71       22  

C

    24.34       0.19       0.47       0.66       (0.17     (2.03     (2.20     22.80       3.31       437,961       1.77       1.77 (12)      0.85       22  

I

    24.89       0.41       0.50       0.91       (0.39     (2.03     (2.42     23.38       4.31       1,779,168       0.83       0.83 (12)      1.78       22  

R3

    25.24       0.29       0.51       0.80       (0.26     (2.03     (2.29     23.75       3.78       79,400       1.36       1.36 (12)      1.26       22  

R4

    25.37       0.37       0.51       0.88       (0.33     (2.03     (2.36     23.89       4.10       136,673       1.06       1.06 (12)      1.56       22  

R5

    25.44       0.44       0.51       0.95       (0.39     (2.03     (2.42     23.97       4.41       104,487       0.76       0.76 (12)      1.89       22  

R6

    25.44       0.42       0.55       0.97       (0.41     (2.03     (2.44     23.97       4.48       2,964       0.66       0.66 (12)      1.76       22  

Y

    25.45       0.46       0.51       0.97       (0.42     (2.03     (2.45     23.97       4.50       1,460,506       0.66       0.66 (12)      1.95       22  

For the Year Ended October 31, 2015

 

A

  $ 27.05     $ 0.36     $ 0.23     $ 0.59     $ (0.35   $ (2.30   $ (2.65   $ 24.99       2.46   $ 3,724,804       1.02     1.02     1.43     23

B

    26.59       0.14       0.22       0.36       (0.10     (2.30     (2.40     24.55       1.54       44,909       1.97       1.92       0.54       23  

C

    26.42       0.17       0.23       0.40       (0.18     (2.30     (2.48     24.34       1.70       467,006       1.76       1.76       0.69       23  

I

    26.95       0.41       0.23       0.64       (0.40     (2.30     (2.70     24.89       2.67       1,715,056       0.81       0.81       1.64       23  

R3

    27.29       0.28       0.24       0.52       (0.27     (2.30     (2.57     25.24       2.12       85,736       1.35       1.35       1.10       23  

R4

    27.42       0.36       0.23       0.59       (0.34     (2.30     (2.64     25.37       2.42       150,367       1.04       1.04       1.41       23  

R5

    27.49       0.44       0.23       0.67       (0.42     (2.30     (2.72     25.44       2.73       229,206       0.74       0.74       1.70       23  

R6(9)

    27.81       0.43       (0.05     0.38       (0.45     (2.30     (2.75     25.44       1.64 (4)      10       0.71 (5)      0.70 (5)      1.71 (5)      23  

Y

    27.50       0.46       0.24       0.70       (0.45     (2.30     (2.75     25.45       2.83       1,323,782       0.64       0.64       1.80       23  
The Hartford Equity Income Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 19.99     $ 0.18     $   (2.07   $ (1.89   $ (0.19   $ (1.26   $ (1.45   $ 16.65       (10.22 )%(4)    $ 1,336,759       1.00 %(5)      1.00 %(5)      1.97 %(5)      13

C

    19.88       0.11       (2.05     (1.94     (0.12     (1.26     (1.38     16.56       (10.55 )(4)      231,993       1.76 (5)      1.76 (5)      1.21 (5)      13  

I

    19.88       0.20       (2.07     (1.87     (0.21     (1.26     (1.47     16.54       (10.15 )(4)      808,891       0.74 (5)      0.74 (5)      2.22 (5)      13  

R3

    20.02       0.15       (2.07     (1.92     (0.16     (1.26     (1.42     16.68       (10.37 )(4)      33,926       1.36 (5)      1.36 (5)      1.61 (5)      13  

R4

    20.06       0.18       (2.09     (1.91     (0.18     (1.26     (1.44     16.71       (10.27 )(4)      45,464       1.06 (5)      1.06 (5)      1.90 (5)      13  

R5

    20.16       0.21       (2.10     (1.89     (0.21     (1.26     (1.47     16.80       (10.13 )(4)      57,713       0.77 (5)      0.77 (5)      2.20 (5)      13  

R6

    20.21       0.21       (2.09     (1.88     (0.22     (1.26     (1.48     16.85       (10.04 )(4)      51,331       0.66 (5)      0.66 (5)      2.30 (5)      13  

Y

    20.22       0.21       (2.10     (1.89     (0.22     (1.26     (1.48     16.85       (10.07 )(4)      84,226       0.75 (5)      0.71 (5)      2.28 (5)      13  

F

    19.87       0.21       (2.06     (1.85     (0.22     (1.26     (1.48     16.54       (10.07 )(4)      847,004       0.66 (5)      0.66 (5)      2.31 (5)      13  

For the Year Ended October 31, 2019

 

A

  $ 19.39     $ 0.38     $ 2.02     $ 2.40     $ (0.36   $ (1.44   $ (1.80   $ 19.99       13.88   $ 1,565,663       1.00     1.00     2.01     21

C

    19.29       0.24       2.00       2.24       (0.21     (1.44     (1.65     19.88       13.00       292,388       1.76       1.76       1.27       21  

I

    19.29       0.43       2.01       2.44       (0.41     (1.44     (1.85     19.88       14.17       959,142       0.75       0.75       2.26       21  

R3

    19.41       0.32       2.02       2.34       (0.29     (1.44     (1.73     20.02       13.48       43,474       1.36       1.36       1.66       21  

R4

    19.44       0.37       2.04       2.41       (0.35     (1.44     (1.79     20.06       13.85       53,957       1.07       1.07       1.96       21  

R5

    19.54       0.43       2.04       2.47       (0.41     (1.44     (1.85     20.16       14.14       81,758       0.76       0.76       2.25       21  

R6

    19.58       0.45       2.05       2.50       (0.43     (1.44     (1.87     20.21       14.29       52,201       0.66       0.66       2.33       21  

Y

    19.58       0.45       2.05       2.50       (0.42     (1.44     (1.86     20.22       14.21       105,015       0.73       0.71       2.34       21  

F

    19.29       0.44       2.01       2.45       (0.43     (1.44     (1.87     19.87       14.24       922,012       0.66       0.66       2.34       21  

 

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

 

 

  67  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Equity Income Fund – (continued)  

For the Year Ended October 31, 2018

 

A

  $   20.64     $   0.38     $   (0.24   $   0.14     $   (0.35   $   (1.04   $   (1.39   $   19.39       0.49   $   1,508,580       1.00     1.00     1.90     22

C

    20.53       0.23       (0.23           (0.20     (1.04     (1.24     19.29       (0.22     330,741       1.75       1.75       1.16       22  

I

    20.54       0.43       (0.24     0.19       (0.40     (1.04     (1.44     19.29       0.77       1,157,708       0.74       0.74       2.14       22  

R3

    20.66       0.31       (0.25     0.06       (0.27     (1.04     (1.31     19.41       0.12       46,820       1.36       1.36       1.53       22  

R4

    20.69       0.37       (0.24     0.13       (0.34     (1.04     (1.38     19.44       0.43       70,446       1.06       1.06       1.83       22  

R5

    20.78       0.43       (0.23     0.20       (0.40     (1.04     (1.44     19.54       0.78       79,557       0.76       0.76       2.13       22  

R6

    20.83       0.45       (0.24     0.21       (0.42     (1.04     (1.46     19.58       0.83       34,957       0.66       0.66       2.22       22  

Y

    20.83       0.45       (0.25     0.20       (0.41     (1.04     (1.45     19.58       0.79       140,057       0.70       0.70       2.19       22  

F

    20.54       0.45       (0.24     0.21       (0.42     (1.04     (1.46     19.29       0.85       774,529       0.65       0.65       2.23       22  

For the Year Ended October 31, 2017

 

A

  $ 17.97     $ 0.35     $ 3.24     $ 3.59     $ (0.32   $ (0.60   $ (0.92   $ 20.64       20.51   $ 1,685,398       1.00     1.00     1.83     16

C

    17.89       0.21       3.21       3.42       (0.18     (0.60     (0.78     20.53       19.56       449,104       1.74       1.74       1.09       16  

I

    17.89       0.39       3.23       3.62       (0.37     (0.60     (0.97     20.54       20.76       1,111,235       0.78       0.78       2.03       16  

R3

    17.99       0.28       3.24       3.52       (0.25     (0.60     (0.85     20.66       20.06       57,341       1.37       1.37       1.46       16  

R4

    18.02       0.34       3.24       3.58       (0.31     (0.60     (0.91     20.69       20.39       79,632       1.06       1.06       1.77       16  

R5

    18.09       0.40       3.26       3.66       (0.37     (0.60     (0.97     20.78       20.77       83,048       0.76       0.76       2.06       16  

R6

    18.13       0.41       3.28       3.69       (0.39     (0.60     (0.99     20.83       20.91       29,284       0.66       0.66       2.10       16  

Y

    18.13       0.45       3.23       3.68       (0.38     (0.60     (0.98     20.83       20.88       141,479       0.67       0.67       2.35       16  

F(7)

    19.22       0.24       1.37       1.61       (0.29           (0.29     20.54       8.45 (4)      674,626       0.66 (5)      0.66 (5)      1.84 (5)      16  

For the Year Ended October 31, 2016

 

A

  $ 18.70     $ 0.36     $ 0.64     $ 1.00     $ (0.33   $ (1.40   $ (1.73   $ 17.97       6.13   $ 1,676,572       1.04     1.04     2.03     14

B

    18.72       0.34       0.64       0.98       (0.30     (1.40     (1.70     18.00       6.01       6,930       1.18       1.18       1.95       14  

C

    18.61       0.23       0.65       0.88       (0.20     (1.40     (1.60     17.89       5.45       452,909       1.76       1.76       1.30       14  

I

    18.62       0.39       0.66       1.05       (0.38     (1.40     (1.78     17.89       6.45       966,338       0.78       0.78       2.25       14  

R3

    18.72       0.30       0.64       0.94       (0.27     (1.40     (1.67     17.99       5.77       54,732       1.38       1.38       1.68       14  

R4

    18.74       0.35       0.65       1.00       (0.32     (1.40     (1.72     18.02       6.14       76,745       1.07       1.07       1.98       14  

R5

    18.81       0.41       0.64       1.05       (0.37     (1.40     (1.77     18.09       6.42       65,276       0.77       0.77       2.31       14  

R6

    18.84       0.42       0.66       1.08       (0.39     (1.40     (1.79     18.13       6.57       14,551       0.67       0.67       2.38       14  

Y

    18.84       0.41       0.67       1.08       (0.39     (1.40     (1.79     18.13       6.57       386,011       0.67       0.67       2.35       14  

For the Year Ended October 31, 2015

 

A

  $ 19.04     $ 0.35     $ 0.18     $ 0.53     $ (0.35   $ (0.52   $ (0.87   $ 18.70       2.95   $ 1,757,486       1.02     1.02     1.87     20

B

    19.05       0.33       0.18       0.51       (0.32     (0.52     (0.84     18.72       2.82       13,915       1.16       1.16       1.75       20  

C

    18.96       0.21       0.18       0.39       (0.22     (0.52     (0.74     18.61       2.18       461,099       1.76       1.76       1.12       20  

I

    18.97       0.40       0.17       0.57       (0.40     (0.52     (0.92     18.62       3.18       835,297       0.76       0.76       2.13       20  

R3

    19.06       0.29       0.18       0.47       (0.29     (0.52     (0.81     18.72       2.61       56,026       1.36       1.36       1.52       20  

R4

    19.08       0.34       0.18       0.52       (0.34     (0.52     (0.86     18.74       2.92       74,473       1.06       1.06       1.82       20  

R5

    19.15       0.40       0.18       0.58       (0.40     (0.52     (0.92     18.81       3.22       76,741       0.76       0.76       2.15       20  

R6(9)

    19.39       0.35       0.04       0.39       (0.42     (0.52     (0.94     18.84       2.20 (4)      13,902       0.69 (5)      0.69 (5)      1.93 (5)      20  

Y

    19.19       0.42       0.17       0.59       (0.42     (0.52     (0.94     18.84       3.26       246,177       0.66       0.66       2.22       20  
The Hartford Growth Opportunities Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 39.45     $ (0.11   $ 3.24     $ 3.13     $     $ (2.53   $ (2.53   $ 40.05       8.29 %(4)    $ 2,173,203       1.12 %(5)      1.11 %(5)      (0.58 )%(5)      53

C

    20.50       (0.13     1.63       1.50             (2.53     (2.53     19.47       7.92 (4)      263,558       1.87 (5)      1.87 (5)      (1.34 )(5)      53  

I

    41.95       (0.07     3.46       3.39             (2.53     (2.53     42.81       8.42 (4)      1,290,379       0.84 (5)      0.84 (5)      (0.32 )(5)      53  

R3

    39.41       (0.18     3.24       3.06             (2.53     (2.53     39.94       8.12 (4)      39,515       1.46 (5)      1.46 (5)      (0.93 )(5)      53  

R4

    42.26       (0.13     3.49       3.36             (2.53     (2.53     43.09       8.28 (4)      57,699       1.16 (5)      1.16 (5)      (0.63 )(5)      53  

R5

    44.78       (0.07     3.71       3.64             (2.53     (2.53     45.89       8.43 (4)      19,218       0.85 (5)      0.85 (5)      (0.33 )(5)      53  

R6

    45.62       (0.05     3.78       3.73             (2.53     (2.53     46.82       8.49 (4)      27,699       0.75 (5)      0.75 (5)      (0.22 )(5)      53  

Y

    45.61       (0.06     3.77       3.71             (2.53     (2.53     46.79       8.48 (4)      159,639       0.84 (5)      0.79 (5)      (0.26 )(5)      53  

F

    42.09       (0.04     3.47       3.43             (2.53     (2.53     42.99       8.49 (4)      563,888       0.74 (5)      0.74 (5)      (0.22 )(5)      53  

 

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

 

 

  68  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund – (continued)  

For the Year Ended October 31, 2019

 

A

  $   45.89     $   (0.25   $ 4.35     $ 4.10     $     $   (10.54   $   (10.54   $   39.45       13.64   $   2,089,246       1.12     1.11     (0.64 )%      66

C

    29.36       (0.29     1.97       1.68             (10.54     (10.54     20.50       12.79       281,545       1.86       1.86       (1.39     66  

I

    47.99       (0.16     4.66       4.50             (10.54     (10.54     41.95       13.94       1,500,756       0.85       0.85       (0.38     66  

R3

    45.98       (0.39     4.36       3.97             (10.54     (10.54     39.41       13.25       44,757       1.47       1.46       (1.00     66  

R4

    48.38       (0.29     4.71       4.42             (10.54     (10.54     42.26       13.57       67,104       1.15       1.15       (0.69     66  

R5

    50.48       (0.17     5.01       4.84             (10.54     (10.54     44.78       13.92       25,396       0.85       0.85       (0.39     66  

R6

    51.18       (0.13     5.12       4.99             (10.54     (10.54     45.63       14.03       22,765       0.75       0.75       (0.29     66  

Y

    51.18       (0.15     5.13       4.98             (10.54     (10.54     45.62       14.00       164,390       0.83       0.79       (0.33     66  

F

    48.07       (0.12     4.68       4.56             (10.54     (10.54     42.09       14.07       526,379       0.74       0.74       (0.28     66  

For the Year Ended October 31, 2018

 

A

  $ 46.20     $ (0.29   $ 3.86     $ 3.57     $     $ (3.88   $ (3.88   $ 45.89       8.31   $ 2,013,200       1.11     1.11     (0.61 )%      122

C

    31.15       (0.41     2.50       2.09             (3.88     (3.88     29.36       7.49       321,653       1.85       1.85       (1.35     122  

I

    48.01       (0.17     4.03       3.86             (3.88     (3.88     47.99       8.62       1,674,141       0.84       0.84       (0.34     122  

R3

    46.43       (0.45     3.88       3.43             (3.88     (3.88     45.98       7.94       47,707       1.46       1.45       (0.95     122  

R4

    48.52       (0.32     4.06       3.74             (3.88     (3.88     48.38       8.28       79,229       1.15       1.15       (0.65     122  

R5

    50.31       (0.18     4.23       4.05             (3.88     (3.88     50.48       8.60       19,708       0.86       0.86       (0.35     122  

R6

    50.91       (0.14     4.29       4.15             (3.88     (3.88     51.18       8.71       12,061       0.75       0.75       (0.26     122  

Y

    50.92       (0.15     4.29       4.14             (3.88     (3.88     51.18       8.68       127,721       0.78       0.78       (0.28     122  

F

    48.05       (0.12     4.02       3.90             (3.88     (3.88     48.07       8.71       401,565       0.75       0.75       (0.25     122  

For the Year Ended October 31, 2017

 

A

  $ 37.66     $ (0.23   $   10.17     $ 9.94     $     $ (1.40   $ (1.40   $ 46.20       27.40   $ 1,914,743       1.11     1.10     (0.57 )%      119

C

    26.03       (0.36     6.88       6.52             (1.40     (1.40     31.15       26.46       412,184       1.86       1.86       (1.32     119  

I

    39.00       (0.15     10.56       10.41             (1.40     (1.40     48.01       27.67       1,546,058       0.89       0.89       (0.35     119  

R3

    37.96       (0.37     10.24       9.87             (1.40     (1.40     46.43       26.95       48,315       1.46       1.45       (0.92     119  

R4

    39.50       (0.26     10.68       10.42             (1.40     (1.40     48.52       27.33       81,413       1.15       1.15       (0.62     119  

R5

    40.78       (0.14     11.07       10.93             (1.40     (1.40     50.31       27.74       16,530       0.86       0.85       (0.32     119  

R6

    41.21       (0.12     11.22       11.10             (1.40     (1.40     50.91       27.86       4,554       0.76       0.75       (0.26     119  

Y

    41.23       (0.09     11.18       11.09             (1.40     (1.40     50.92       27.83       104,645       0.77       0.77       (0.22     119  

F(7)

    40.07       (0.10     8.08       7.98                         48.05       19.92 (4)      617,087       0.75 (5)      0.75 (5)      (0.34 )(5)      119  

For the Year Ended October 31, 2016

 

A

  $ 40.68     $ (0.20   $ 0.55     $ 0.35     $     $ (3.37   $ (3.37   $ 37.66       1.04   $ 1,747,532       1.14     1.14 %(13)      (0.55 )%      117

B

    29.08       (0.37     0.35         (0.02           (3.37     (3.37     25.69       0.09       4,249       2.09       2.06 (13)      (1.45     117  

C

    29.37       (0.33     0.36       0.03             (3.37     (3.37     26.03       0.28       420,107       1.89       1.89 (13)      (1.29     117  

I

    41.98       (0.12     0.57       0.45         (0.06     (3.37     (3.43     39.00       1.25       1,726,408       0.93       0.93 (13)      (0.32     117  

R3

    41.11       (0.33     0.55       0.22             (3.37     (3.37     37.96       0.71       47,559       1.47       1.47 (13)      (0.87     117  

R4

    42.51       (0.22     0.58       0.36             (3.37     (3.37     39.50       1.02       72,213       1.17       1.17 (13)      (0.57     117  

R5

    43.73       (0.08     0.57       0.49       (0.07     (3.37     (3.44     40.78       1.30       14,791       0.87       0.86 (13)      (0.20     117  

R6

    44.15       (0.07     0.61       0.54       (0.11     (3.37     (3.48     41.21       1.40       942       0.77       0.77 (13)      (0.17     117  

Y

    44.17       (0.08     0.62       0.54       (0.11     (3.37     (3.48     41.23       1.40       231,037       0.77       0.77 (13)      (0.19     117  

For the Year Ended October 31, 2015

 

A

  $ 43.76     $ (0.17   $ 4.82     $ 4.65     $     $ (7.73   $ (7.73   $ 40.68       12.72   $ 1,853,433       1.12     1.12     (0.42 )%      93

B

    33.71       (0.39     3.49       3.10             (7.73     (7.73     29.08       11.72       15,256       2.04       2.03       (1.32     93  

C

    33.91       (0.34     3.53       3.19             (7.73     (7.73     29.37       11.95       401,542       1.86       1.86       (1.17     93  

I

    44.82       (0.09     4.98       4.89             (7.73     (7.73     41.98       12.99       2,433,134       0.89       0.89       (0.21     93  

R3

    44.25       (0.31     4.90       4.59             (7.73     (7.73     41.11       12.39       44,347       1.45       1.45       (0.76     93  

R4

    45.39       (0.19     5.04       4.85             (7.73     (7.73     42.51       12.70       60,775       1.15       1.15       (0.45     93  

R5

    46.36       (0.07     5.17       5.10             (7.73     (7.73     43.73       13.02       123,897       0.84       0.84       (0.15     93  

R6(9)

    47.09       (0.06     4.85       4.79             (7.73     (7.73     44.15       12.16 (4)      11       0.82 (5)      0.82 (5)      (0.14 )(5)      93  

Y

    46.70       (0.04     5.24       5.20             (7.73     (7.73     44.17       13.16       188,938       0.75       0.75       (0.09     93  

 

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

 

 

  69  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   35.63     $   (0.04   $ 4.00     $   3.96     $     $   (2.36   $   (2.36   $   37.23       11.18 %(4)    $   700,448       1.29 %(5)      1.28 %(5)      (0.25 )%(5)      30

C

    28.24       (0.14     3.16       3.02             (2.36     (2.36     28.90       10.75 (4)      137,736       2.05 (5)      2.05 (5)      (1.01 )(5)      30  

I

    37.68       0.01       4.24       4.25             (2.36     (2.36     39.57       11.34 (4)      334,148       1.00 (5)      1.00 (5)      0.04 (5)      30  

R3

    36.56       (0.11     4.11       4.00             (2.36     (2.36     38.20       10.99 (4)      31,742       1.61 (5)      1.61 (5)      (0.58 )(5)      30  

R4

    38.69       (0.06     4.35       4.29             (2.36     (2.36     40.62       11.14 (4)      25,058       1.31 (5)      1.31 (5)      (0.28 )(5)      30  

R5

    40.71       0.01       4.58       4.59             (2.36     (2.36     42.94       11.34 (4)      9,172       1.00 (5)      1.00 (5)      0.04 (5)      30  

R6

    41.28       0.03       4.65       4.68             (2.36     (2.36     43.60       11.40 (4)      2,907       0.90 (5)      0.90 (5)      0.15 (5)      30  

Y

    41.27       0.02       4.64       4.66             (2.36     (2.36     43.57       11.35 (4)      83,893       0.99 (5)      0.96 (5)      0.08 (5)      30  

F

    37.79       0.03       4.24       4.27             (2.36     (2.36     39.70       11.37 (4)      30,323       0.90 (5)      0.90 (5)      0.14 (5)      30  

For the Year Ended October 31, 2019

 

A

  $ 34.38     $ (0.10   $ 3.83     $ 3.73     $     $ (2.48   $ (2.48   $ 35.63       12.02   $ 666,181       1.30     1.30     (0.30 )%      35

C

    27.98       (0.28     3.02       2.74             (2.48     (2.48     28.24       11.17       138,539       2.05       2.05       (1.06     35  

I

    36.11       0.00 (14)      4.05       4.05             (2.48     (2.48     37.68       12.36       297,000       1.01       1.01       (0.01     35  

R3

    35.32       (0.21     3.93       3.72             (2.48     (2.48     36.56       11.66       33,948       1.62       1.62       (0.62     35  

R4

    37.12       (0.12     4.17       4.05             (2.48     (2.48     38.69       12.00       26,699       1.32       1.32       (0.32     35  

R5

    38.82       (0.01     4.38       4.37             (2.48     (2.48     40.71       12.32       6,170       1.02       1.02       (0.04     35  

R6(15)

    39.22       0.02       2.04       2.06                         41.28       5.25 (4)      1,341       0.91 (5)      0.91 (5)      0.06 (5)      35  

Y

    39.29       0.01       4.45       4.46             (2.48     (2.48     41.27       12.40       72,515       0.97       0.96       0.03       35  

F

    36.17       0.02       4.08       4.10             (2.48     (2.48     37.79       12.48       29,108       0.91       0.91       0.06       35  

For the Year Ended October 31, 2018

 

A

  $ 34.86     $ (0.14   $ 1.45     $ 1.31     $     $ (1.79   $ (1.79   $ 34.38       3.86   $ 682,175       1.28     1.28     (0.40 )%      27

C

    28.90       (0.33     1.20       0.87             (1.79     (1.79     27.98       3.10       160,084       2.03       2.02       (1.13     27  

I

    36.43       (0.04     1.51       1.47             (1.79     (1.79     36.11       4.15       379,392       1.00       1.00       (0.11     27  

R3

    35.87       (0.26     1.50       1.24             (1.79     (1.79     35.32       3.55       38,412       1.61       1.61       (0.72     27  

R4

    37.50       (0.16     1.57       1.41             (1.79     (1.79     37.12       3.86       32,373       1.30       1.30       (0.42     27  

R5

    39.03       (0.05     1.63       1.58             (1.79     (1.79     38.82       4.15       7,757       1.02       1.02       (0.13     27  

Y

    39.45       (0.01     1.64       1.63             (1.79     (1.79     39.29       4.24       52,896       0.92       0.92       (0.03     27  

F

    36.45             1.51       1.51             (1.79     (1.79     36.17       4.26       76,003       0.90       0.90       (0.01     27  

For the Year Ended October 31, 2017

 

A

  $ 30.96     $ (0.12   $ 7.04     $ 6.92     $     $ (3.02   $ (3.02   $ 34.86       24.28   $ 714,694       1.29     1.29     (0.36 )%      23

C

    26.34       (0.30     5.88       5.58             (3.02     (3.02     28.90       23.37       242,421       2.04       2.03       (1.10     23  

I

    32.15       (0.04     7.34       7.30             (3.02     (3.02     36.43       24.59       351,686       1.03       1.03       (0.11     23  

R3

    31.87       (0.23     7.25       7.02             (3.02     (3.02     35.87       23.87       45,673       1.61       1.61       (0.68     23  

R4

    33.10       (0.13     7.55       7.42             (3.02     (3.02     37.50       24.22       35,927       1.31       1.31       (0.38     23  

R5

    34.23       (0.03     7.85       7.82             (3.02     (3.02     39.03       24.62       6,888       1.01       1.01       (0.08     23  

Y

    34.54       (0.01     7.94       7.93             (3.02     (3.02     39.45       24.72       45,193       0.93       0.93       (0.02     23  

F(7)

    33.96       0.01       2.48       2.49                         36.45       7.33 (4)      61,710       0.90 (5)      0.90 (5)      0.04 (5)      23  

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  

 

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

 

 

  70  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund – (continued)  

For the Year Ended October 31, 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  
The Hartford MidCap Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 30.34     $ (0.01   $   (1.84   $   (1.85   $     $ (1.63   $ (1.63   $ 26.86       (6.63 )%(4)    $   2,495,499       1.11 %(5)      1.10 %(5)      (0.10 )%(5)      19

C

    20.83       (0.08     (1.21     (1.29           (1.63     (1.63     17.91       (6.99 )(4)      398,330       1.87 (5)      1.87 (5)      (0.86 )(5)      19  

I

    31.43       0.02       (1.91     (1.89           (1.63     (1.63     27.91       (6.52 )(4)      3,818,848       0.89 (5)      0.86 (5)      0.14 (5)      19  

R3

    33.98       (0.07     (2.07     (2.14           (1.63     (1.63     30.21       (6.78 )(4)      90,873       1.45 (5)      1.45 (5)      (0.45 )(5)      19  

R4

    35.57       (0.02     (2.18     (2.20           (1.63     (1.63     31.74       (6.64 )(4)      208,280       1.16 (5)      1.14 (5)      (0.13 )(5)      19  

R5

    36.77       0.03       (2.26     (2.23           (1.63     (1.63     32.91       (6.50 )(4)      413,481       0.85 (5)      0.85 (5)      0.17 (5)      19  

R6

    37.22       0.05       (2.29     (2.24           (1.63     (1.63     33.35       (6.44 )(4)      1,643,463       0.74 (5)      0.74 (5)      0.26 (5)      19  

Y

    37.17       0.04       (2.29     (2.25           (1.63     (1.63     33.29       (6.45 )(4)      1,245,461       0.85 (5)      0.78 (5)      0.24 (5)      19  

F

    31.52       0.04       (1.91     (1.87           (1.63     (1.63     28.02       (6.44 )(4)      2,186,942       0.74 (5)      0.74 (5)      0.26 (5)      19  

For the Year Ended October 31, 2019

 

A

  $ 30.03     $ (0.09   $ 3.80     $ 3.71     $     $ (3.40   $ (3.40   $ 30.34       14.93   $ 2,820,971       1.11     1.10     (0.32 )%      31

C

    21.90       (0.22     2.55       2.33             (3.40     (3.40     20.83       14.10       498,057       1.86       1.86       (1.08     31  

I

    30.91       (0.02     3.94       3.92             (3.40     (3.40     31.43       15.25       4,168,592       0.85       0.85       (0.06     31  

R3

    33.31       (0.22     4.29       4.07             (3.40     (3.40     33.98       14.54       96,409       1.45       1.45       (0.67     31  

R4

    34.59       (0.12     4.50       4.38             (3.40     (3.40     35.57       14.89       266,390       1.16       1.14       (0.36     31  

R5

    35.55       (0.02     4.64       4.62             (3.40     (3.40     36.77       15.23       497,712       0.84       0.84       (0.07     31  

R6

    35.90       0.02       4.70       4.72             (3.40     (3.40     37.22       15.37       1,731,890       0.74       0.74       0.04       31  

Y

    35.87       0.00 (14)      4.70       4.70             (3.40     (3.40     37.17       15.32       1,571,851       0.82       0.78       0.01       31  

F

    30.96       0.01       3.95       3.96             (3.40     (3.40     31.52       15.36       2,259,594       0.74       0.74       0.04       31  

For the Year Ended October 31, 2018

 

A

  $ 30.36     $ (0.12   $ 1.20     $ 1.08     $     $ (1.41   $ (1.41   $ 30.03       3.63   $ 2,592,610       1.11     1.10     (0.39 )%      37

C

    22.67       (0.27     0.91       0.64             (1.41     (1.41     21.90       2.84       580,708       1.85       1.85       (1.14     37  

I

    31.12       (0.03     1.23       1.20             (1.41     (1.41     30.91       3.91       3,666,464       0.82       0.82       (0.11     37  

R3

    33.64       (0.26     1.34       1.08             (1.41     (1.41     33.31       3.23       102,632       1.46       1.46       (0.75     37  

R4

    34.78       (0.16     1.38       1.22             (1.41     (1.41     34.59       3.57       289,049       1.16       1.15       (0.43     37  

R5

    35.59       (0.05     1.42       1.37             (1.41     (1.41     35.55       3.89       468,146       0.85       0.85       (0.13     37  

R6

    35.90       (0.01     1.42       1.41             (1.41     (1.41     35.90       3.97       1,014,518       0.75       0.75       (0.04     37  

Y

    35.88       (0.02     1.42       1.40             (1.41     (1.41     35.87       3.95       1,934,520       0.78       0.78       (0.06     37  

F

    31.15       (0.01     1.23       1.22             (1.41     (1.41     30.96       3.97       1,648,425       0.75       0.75       (0.03     37  

For the Year Ended October 31, 2017

 

A

  $ 24.25     $ (0.11   $ 7.00     $ 6.89     $     $ (0.78   $ (0.78   $ 30.36       29.02   $ 2,482,275       1.13     1.12     (0.38 )%      30

C

    18.42       (0.23     5.26       5.03             (0.78     (0.78     22.67       28.07       717,521       1.87       1.87       (1.12     30  

I

    24.79       (0.05     7.16       7.11             (0.78     (0.78     31.12       29.28       2,996,705       1.02       0.89       (0.17     30  

R3

    26.88       (0.22     7.76       7.54             (0.78     (0.78     33.64       28.59       90,582       1.47       1.47       (0.73     30  

R4

    27.69       (0.14     8.01       7.87             (0.78     (0.78     34.78       28.95       263,236       1.16       1.16       (0.43     30  

R5

    28.24       (0.04     8.17       8.13             (0.78     (0.78     35.59       29.32       356,166       0.86       0.86       (0.14     30  

R6

    28.45       (0.05     8.28       8.23             (0.78     (0.78     35.90       29.45       431,183       0.76       0.76       (0.14     30  

Y

    28.44       (0.01     8.23       8.22             (0.78     (0.78     35.88       29.43       1,847,676       0.78       0.78       (0.04     30  

F(7)

    27.52       (0.03     3.66       3.63                         31.15       13.19 (4)      1,244,732       0.76 (5)      0.76 (5)      (0.15 )(5)      30  

 

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

 

 

  71  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   26.47     $   (0.07   $   (0.22   $   (0.29   $     $   (1.93   $   (1.93   $   24.25       (0.79 )%    $   2,041,826       1.17     1.17     (0.29 )%      31

B

    20.13       (0.21     (0.19     (0.40           (1.93     (1.93     17.80       (1.66     16,842       2.06       2.06       (1.16     31  

C

    20.73       (0.18     (0.20     (0.38           (1.93     (1.93     18.42       (1.50     611,311       1.89       1.89       (1.01     31  

I

    26.96       (0.04     (0.20     (0.24           (1.93     (1.93     24.79       (0.57     1,725,700       1.02       1.02       (0.18     31  

R3

    29.20       (0.16     (0.23     (0.39           (1.93     (1.93     26.88       (1.07     71,711       1.48       1.48       (0.59     31  

R4

    29.93       (0.08     (0.23     (0.31           (1.93     (1.93     27.69       (0.76     165,137       1.18       1.18       (0.30     31  

R5

    30.39             (0.22     (0.22           (1.93     (1.93     28.24       (0.47     193,533       0.87       0.87             31  

R6

    30.58             (0.20     (0.20           (1.93     (1.93     28.45       (0.36     26,352       0.77       0.77       0.01       31  

Y

    30.57       0.03       (0.23     (0.20           (1.93     (1.93     28.44       (0.36     1,490,965       0.77       0.77       0.10       31  

For the Year Ended October 31, 2015

 

A

  $ 27.38     $ (0.09   $ 1.85     $ 1.76     $     $ (2.67   $ (2.67   $ 26.47       7.28   $ 2,048,529       1.14     1.14     (0.35 )%      29

B

    21.65       (0.25     1.40       1.15             (2.67     (2.67     20.13       6.28       24,665       2.03       2.03       (1.22     29  

C

    22.18       (0.23     1.45       1.22             (2.67     (2.67     20.73       6.46       626,345       1.88       1.88       (1.09     29  

I

    27.78       (0.02     1.87       1.85             (2.67     (2.67     26.96       7.52       702,566       0.87       0.87       (0.09     29  

R3

    30.02       (0.20     2.05       1.85             (2.67     (2.67     29.20       6.91       76,925       1.47       1.47       (0.69     29  

R4

    30.61       (0.11     2.10       1.99             (2.67     (2.67     29.93       7.26       135,698       1.16       1.16       (0.39     29  

R5

    30.96       (0.03     2.13       2.10             (2.67     (2.67     30.39       7.59       164,879       0.86       0.86       (0.09     29  

R6(9)

    31.11       (0.04     2.18       2.14             (2.67     (2.67     30.58       7.65 (4)      1,230       0.77 (5)      0.77 (5)      (0.13 )(5)      29  

Y

    31.10       0.01       2.13       2.14             (2.67     (2.67     30.57       7.66       1,201,917       0.76       0.76       0.04       29  
The Hartford MidCap Value Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 14.43     $ 0.06     $ (2.64   $ (2.58   $   (0.09   $ (0.34   $ (0.43   $ 11.42       (18.50 )%(4)    $ 245,278       1.23 %(5)      1.23 %(5)      0.85 %(5)      29

C

    11.51       0.00 (14)      (2.10     (2.10           (0.34     (0.34     9.07       (18.83 )(4)      11,419       2.01 (5)      2.01 (5)      0.07 (5)      29  

I

    14.60       0.08       (2.66     (2.58     (0.14     (0.34     (0.48     11.54       (18.38 )(4)      19,219       0.90 (5)      0.90 (5)      1.19 (5)      29  

R3

    15.22       0.04       (2.79     (2.75     (0.03     (0.34     (0.37     12.10       (18.57 )(4)      5,872       1.51 (5)      1.51 (5)      0.57 (5)      29  

R4

    15.58       0.06       (2.85     (2.79     (0.09     (0.34     (0.43     12.36       (18.48 )(4)      8,621       1.21 (5)      1.21 (5)      0.87 (5)      29  

R5

    15.82       0.09       (2.90     (2.81     (0.12     (0.34     (0.46     12.55       (18.38 )(4)      1,299       0.90 (5)      0.90 (5)      1.18 (5)      29  

Y

    15.87       0.09       (2.90     (2.81     (0.14     (0.34     (0.48     12.58       (18.40 )(4)      9,894       0.89 (5)      0.85 (5)      1.23 (5)      29  

F

    14.60       0.09       (2.66     (2.57     (0.15     (0.34     (0.49     11.54       (18.38 )(4)      280,700       0.80 (5)      0.80 (5)      1.28 (5)      29  

For the Year Ended October 31, 2019

 

A

  $ 14.54     $ 0.08     $ 1.44     $ 1.52     $ (0.04   $ (1.59   $ (1.63   $ 14.43       12.74   $ 309,996       1.23     1.23     0.61     55

C

    11.97       (0.02     1.15       1.13             (1.59     (1.59     11.51       11.99       15,910       1.99       1.99       (0.14     55  

I

    14.68       0.13       1.46       1.59       (0.08     (1.59     (1.67     14.60       13.20       31,173       0.89       0.89       0.95       55  

R3

    15.23       0.05       1.53       1.58             (1.59     (1.59     15.22       12.42       8,034       1.52       1.52       0.33       55  

R4

    15.55       0.09       1.57       1.66       (0.04     (1.59     (1.63     15.58       12.77       11,865       1.21       1.21       0.64       55  

R5

    15.76       0.16       1.57       1.73       (0.08     (1.59     (1.67     15.82       13.14       1,592       0.92       0.92       1.06       55  

Y

    15.80       0.15       1.60       1.75       (0.09     (1.59     (1.68     15.87       13.23       12,624       0.89       0.85       0.98       55  

F

    14.69       0.14       1.46       1.60       (0.10     (1.59     (1.69     14.60       13.27       314,566       0.80       0.80       1.03       55  

For the Year Ended October 31, 2018

 

A

  $ 15.62     $ 0.03     $ (0.72   $ (0.69   $     $ (0.39   $ (0.39   $ 14.54       (4.56 )%    $ 284,646       1.22     1.22     0.18     49

C

    13.03       (0.07     (0.60     (0.67           (0.39     (0.39     11.97       (5.26     17,909       1.98       1.97       (0.57     49  

I

    15.72       0.08       (0.73     (0.65           (0.39     (0.39     14.68       (4.27     34,656       0.90       0.90       0.50       49  

R3

    16.39       (0.02     (0.75     (0.77           (0.39     (0.39     15.23       (4.84     9,555       1.52       1.52       (0.13     49  

R4

    16.68       0.03       (0.77     (0.74           (0.39     (0.39     15.55       (4.52     11,639       1.22       1.22       0.18       49  

R5

    16.88       0.08       (0.78     (0.70     (0.03     (0.39     (0.42     15.76       (4.32     8,087       0.91       0.91       0.48       49  

Y

    16.93       0.09       (0.79     (0.70     (0.04     (0.39     (0.43     15.80       (4.23     11,371       0.86       0.86       0.52       49  

F

    15.76       0.10       (0.73     (0.63     (0.05     (0.39     (0.44     14.69       (4.18     252,917       0.80       0.80       0.61       49  

 

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

 

 

  72  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Value Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   13.98     $ 0.01     $ 2.65     $ 2.66     $     $ (1.02   $ (1.02   $ 15.62       19.67   $ 291,082       1.23     1.23     0.06     40

C

    11.90         (0.08     2.23       2.15             (1.02     (1.02     13.03       18.66       35,520       1.96       1.96       (0.67     40  

I

    14.09       0.03       2.67       2.70       (0.05     (1.02     (1.07     15.72       19.81       43,342       1.20       1.10       0.20       40  

R3

    14.67       (0.04     2.78       2.74             (1.02     (1.02     16.39       19.26       11,923       1.52       1.52       (0.23     40  

R4

    14.87       0.01       2.82       2.83             (1.02     (1.02     16.68       19.58       12,637       1.21       1.21       0.08       40  

R5

    15.03       0.06       2.86       2.92       (0.05     (1.02     (1.07     16.88       20.06       11,445       0.91       0.91       0.38       40  

Y

    15.07       0.08       2.86       2.94       (0.06     (1.02     (1.08     16.93       20.10       28,403       0.82       0.82       0.48       40  

F(7)

    14.97       0.05       0.74       0.79                         15.76       5.28 (4)      238,682       0.81 (5)      0.81 (5)      0.46 (5)      40  

For the Year Ended October 31, 2016

 

A

  $ 15.11     $ 0.03     $   (0.03   $     $   (0.02   $   (1.11   $   (1.13   $   13.98       0.18   $   246,023       1.30     1.30 %(16)      0.18     56

B

    13.15       (0.07     (0.03       (0.10           (1.11     (1.11     11.94       (0.57     637       2.42       2.12 (16)      (0.63     56  

C

    13.09       (0.06     (0.02     (0.08           (1.11     (1.11     11.90       (0.42     35,965       2.02       2.02 (16)      (0.54     56  

I

    15.22       0.05       (0.01     0.04       (0.06     (1.11     (1.17     14.09       0.48       83,155       1.06       1.06 (16)      0.39       56  

R3

    15.82       (0.01     (0.03     (0.04           (1.11     (1.11     14.67       (0.07     11,396       1.56       1.56 (16)      (0.07     56  

R4

    15.99       0.03       (0.02     0.01       (0.02     (1.11     (1.13     14.87       0.30       13,448       1.25       1.25 (16)      0.23       56  

R5

    16.15       0.08       (0.03     0.05       (0.06     (1.11     (1.17     15.03       0.54       9,831       0.95       0.95 (16)      0.52       56  

Y

    16.19       0.09       (0.03     0.06       (0.07     (1.11     (1.18     15.07       0.63       79,990       0.85       0.85 (16)      0.63       56  

For the Year Ended October 31, 2015

 

A

  $ 16.73     $ 0.02     $ 0.25     $ 0.27     $ (0.02   $ (1.87   $ (1.89   $ 15.11       2.28   $ 229,953       1.25     1.25     0.11     33

B

    14.91       (0.10     0.21       0.11             (1.87     (1.87     13.15       1.37       1,417       2.28       2.09       (0.75     33  

C

    14.84       (0.08     0.20       0.12             (1.87     (1.87     13.09       1.45       41,149       1.97       1.97       (0.62     33  

I

    16.85       0.07       0.25       0.32       (0.08     (1.87     (1.95     15.22       2.57       29,987       0.92       0.92       0.42       33  

R3

    17.45       (0.03     0.27       0.24             (1.87     (1.87     15.82       1.97       10,204       1.52       1.52       (0.19     33  

R4

    17.61       0.02       0.27       0.29       (0.04     (1.87     (1.91     15.99       2.26       11,711       1.21       1.21       0.15       33  

R5

    17.75       0.07       0.28       0.35       (0.08     (1.87     (1.95     16.15       2.62       7,564       0.92       0.92       0.44       33  

Y

    17.78       0.09       0.28       0.37       (0.09     (1.87     (1.96     16.19       2.73       158,691       0.81       0.81       0.54       33  
Hartford Quality Value Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 21.11     $ 0.21     $ (2.70   $ (2.49   $ (0.48   $ (0.59   $ (1.07   $ 17.55       (12.62 )%(4)    $ 139,481       1.02 %(5)      0.91 %(5)      2.13 %(5)      17

C

    18.05       0.11       (2.31     (2.20     (0.32     (0.59     (0.91     14.94       (12.99 )(4)      4,809       1.81 (5)      1.71 (5)      1.33 (5)      17  

I

    20.85       0.24       (2.66     (2.42     (0.55     (0.59     (1.14     17.29       (12.49 )(4)      10,394       0.67 (5)      0.57 (5)      2.47 (5)      17  

R3

    21.45       0.19       (2.76     (2.57     (0.43     (0.59     (1.02     17.86       (12.74 )(4)      859       1.28 (5)      1.16 (5)      1.84 (5)      17  

R4

    21.68       0.22       (2.78     (2.56     (0.49     (0.59     (1.08     18.04       (12.62 )(4)      4,050       0.98 (5)      0.87 (5)      2.15 (5)      17  

R5

    21.87       0.25       (2.80     (2.55     (0.54     (0.59     (1.13     18.19       (12.48 )(4)      209       0.67 (5)      0.57 (5)      2.48 (5)      17  

R6

    21.93       0.25       (2.79     (2.54     (0.57     (0.59     (1.16     18.23       (12.45 )(4)      74       0.57 (5)      0.46 (5)      2.52 (5)      17  

Y

    21.91       0.26       (2.82     (2.56     (0.55     (0.59     (1.14     18.21       (12.52 )(4)      356       0.67 (5)      0.57 (5)      2.51 (5)      17  

F

    20.83       0.25       (2.65     (2.40     (0.61     (0.59     (1.20     17.23       (12.43 )(4)      9,710       0.57 (5)      0.46 (5)      2.58 (5)      17  

For the Year Ended October 31, 2019

 

A

  $ 20.00     $ 0.38     $ 1.99     $ 2.37     $ (0.28   $ (0.98   $ (1.26   $ 21.11       13.10   $ 169,771       1.00     0.90     1.95     23

C

    17.12       0.20       1.71       1.91             (0.98     (0.98     18.05       12.23       6,834       1.76       1.67       1.21       23  

I

    19.78       0.45       1.94       2.39       (0.34     (0.98     (1.32     20.85       13.49       12,796       0.65       0.56       2.30       23  

R3

    20.29       0.34       2.01       2.35       (0.21     (0.98     (1.19     21.45       12.78       1,240       1.27       1.16       1.69       23  

R4

    20.49       0.40       2.04       2.44       (0.27     (0.98     (1.25     21.68       13.17       6,014       0.95       0.86       1.99       23  

R5

    20.67       0.47       2.04       2.51       (0.33     (0.98     (1.31     21.87       13.46       230       0.67       0.58       2.33       23  

R6

    20.74       0.47       2.06       2.53       (0.36     (0.98     (1.34     21.93       13.57       34       0.56       0.46       2.26       23  

Y

    20.72       0.47       2.05       2.52       (0.35     (0.98     (1.33     21.91       13.50       622       0.64       0.55       2.29       23  

F

    19.77       0.48       1.92       2.40       (0.36     (0.98     (1.34     20.83       13.58       11,040       0.55       0.46       2.52       23  

 

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

 

 

  73  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Quality Value Fund – (continued)  

For the Year Ended October 31, 2018

 

A

  $   20.49     $   0.31     $   0.16     $   0.47     $   (0.20   $   (0.76   $   (0.96   $   20.00       2.25   $   164,325       1.06     1.04     1.52     85

C

    17.67       0.14       0.15       0.29       (0.08     (0.76     (0.84     17.12       1.53       9,082       1.81       1.79       0.80       85  

I

    20.25       0.38       0.16       0.54       (0.25     (0.76     (1.01     19.78       2.60       12,974       0.71       0.69       1.87       85  

R3

    20.70       0.26       0.17       0.43       (0.08     (0.76     (0.84     20.29       2.03       1,075       1.34       1.30       1.26       85  

R4

    20.95       0.33       0.16       0.49       (0.19     (0.76     (0.95     20.49       2.29       6,014       1.04       1.01       1.55       85  

R5

    21.13       0.38       0.17       0.55       (0.25     (0.76     (1.01     20.67       2.57       504       0.74       0.72       1.76       85  

R6(17)

    20.99       0.28       (0.53 )(18)      (0.25                       20.74       (1.19 )(4)      10       0.61 (5)      0.59 (5)      1.95 (5)      85  

Y

    21.19       0.40       0.17       0.57       (0.28     (0.76     (1.04     20.72       2.65       601       0.68       0.66       1.90       85  

F

    20.26       0.39       0.17       0.56       (0.29     (0.76     (1.05     19.77       2.71       88,336       0.62       0.60       1.94       85  

For the Year Ended October 31, 2017

 

A

  $ 17.94     $ 0.19     $ 2.64     $ 2.83     $ (0.14   $ (0.14   $ (0.28   $ 20.49       15.89   $ 180,059       1.20     1.20     0.95     39

C

    15.52       0.04       2.28       2.32       (0.03     (0.14     (0.17     17.67       15.05       20,312       1.93       1.93       0.22       39  

I

    17.75       0.24       2.60       2.84       (0.20     (0.14     (0.34     20.25       16.19       15,561       0.94       0.94       1.22       39  

R3

    18.13       0.13       2.66       2.79       (0.08     (0.14     (0.22     20.70       15.48       1,448       1.54       1.53       0.63       39  

R4

    18.34       0.19       2.70       2.89       (0.14     (0.14     (0.28     20.95       15.87       7,550       1.20       1.20       0.96       39  

R5

    18.49       0.23       2.75       2.98       (0.20     (0.14     (0.34     21.13       16.25       480       0.91       0.91       1.17       39  

Y

    18.55       0.27       2.73       3.00       (0.22     (0.14     (0.36     21.19       16.32       1,052       0.83       0.83       1.31       39  

F(7)

    19.58       0.16       0.52       0.68                         20.26       3.47 (4)      12,030       0.80 (5)      0.80 (5)      1.17 (5)      39  

For the Year Ended October 31, 2016

 

A

  $ 18.66     $ 0.16     $ 0.57     $ 0.73     $ (0.21   $ (1.24   $ (1.45   $ 17.94       4.71   $ 187,475       1.25     1.25 %(19)      0.93     41

B

    16.45       0.02       0.48       0.50       (0.01     (1.24     (1.25     15.70       3.75       695       2.41       2.11 (19)      0.11       41  

C

    16.34       0.03       0.49       0.52       (0.10     (1.24     (1.34     15.52       3.93       22,223       1.97       1.97 (19)      0.21       41  

I

    18.47       0.21       0.57       0.78       (0.26     (1.24     (1.50     17.75       5.03       19,139       0.92       0.92 (19)      1.23       41  

R3

    18.83       0.11       0.58       0.69       (0.15     (1.24     (1.39     18.13       4.39       2,783       1.54       1.54 (19)      0.64       41  

R4

    19.03       0.17       0.59       0.76       (0.21     (1.24     (1.45     18.34       4.73       8,720       1.22       1.22 (19)      0.96       41  

R5

    19.19       0.22       0.59       0.81       (0.27     (1.24     (1.51     18.49       5.04       2,025       0.92       0.92 (19)      1.27       41  

Y

    19.24       0.26       0.58       0.84       (0.29     (1.24     (1.53     18.55       5.14       845       0.81       0.81 (19)      1.46       41  

For the Year Ended October 31, 2015

 

A

  $ 20.45     $ 0.21     $ (0.47   $ (0.26   $ (0.13   $ (1.40   $ (1.53   $ 18.66       (1.20 )%    $ 207,339       1.21     1.21     1.10     55

B

    18.22       0.03       (0.40     (0.37           (1.40     (1.40     16.45       (1.94     1,909       2.28       1.97       0.19       55  

C

    18.14       0.06       (0.42     (0.36     (0.04     (1.40     (1.44     16.34       (1.90     26,763       1.93       1.93       0.36       55  

I

    20.25       0.27       (0.45     (0.18     (0.20     (1.40     (1.60     18.47       (0.78     27,168       0.88       0.88       1.41       55  

R3

    20.62       0.15       (0.46     (0.31     (0.08     (1.40     (1.48     18.83       (1.45     3,657       1.52       1.49       0.79       55  

R4

    20.82       0.22       (0.47     (0.25     (0.14     (1.40     (1.54     19.03       (1.11     11,942       1.19       1.18       1.11       55  

R5

    20.95       0.28       (0.48     (0.20     (0.16     (1.40     (1.56     19.19       (0.87     2,487       0.90       0.88       1.41       55  

Y

    21.03       0.30       (0.49     (0.19     (0.20     (1.40     (1.60     19.24       (0.77     1,618       0.79       0.79       1.50       55  
The Hartford Small Cap Growth Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 45.71     $ (0.09   $ (2.85   $ (2.94   $     $ (0.75   $ (0.75   $ 42.02       (6.62 )%(4)    $ 170,743       1.26 %(5)      1.25 %(5)      (0.39 )%(5)      22

C

    30.90       (0.16     (1.89     (2.05           (0.75     (0.75     28.10       (6.96 )(4)      12,246       1.91 (5)      1.91 (5)      (1.05 )(5)      22  

I

    48.05       0.00 (14)      (3.00     (3.00           (0.75     (0.75     44.30       (6.44 )(4)      179,596       0.84 (5)      0.84 (5)      0.01 (5)      22  

R3

    45.05       (0.14     (2.80     (2.94           (0.75     (0.75     41.36       (6.74 )(4)      7,847       1.48 (5)      1.48 (5)      (0.62 )(5)      22  

R4

    47.69       (0.07     (2.98     (3.05           (0.75     (0.75     43.89       (6.60 )(4)      29,018       1.17 (5)      1.17 (5)      (0.31 )(5)      22  

R5

    50.57       0.00 (14)      (3.17     (3.17           (0.75     (0.75     46.65       (6.46 )(4)      65,349       0.88 (5)      0.88 (5)      (0.01 )(5)      22  

R6

    51.36       0.02       (3.21     (3.19           (0.75     (0.75     47.42       (6.40 )(4)      80,291       0.76 (5)      0.76 (5)      0.09 (5)      22  

Y

    51.39       0.01       (3.22     (3.21           (0.75     (0.75     47.43       (6.42 )(4)      259,969       0.86 (5)      0.80 (5)      0.06 (5)      22  

F

    48.23       0.02       (3.02     (3.00           (0.75     (0.75     44.48       (6.40 )(4)      42,623       0.76 (5)      0.76 (5)      0.09 (5)      22  

 

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

 

 

  74  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2019

 

A

  $   55.20     $   (0.21   $ 2.62     $ 2.41     $   —     $   (11.90   $   (11.90   $   45.71       8.99   $   195,314       1.24     1.24     (0.46 )%      48

C

    41.81       (0.34     1.33       0.99             (11.90     (11.90     30.90       8.27       15,722       1.89       1.89       (1.11     48  

I

    57.17       (0.02     2.80       2.78             (11.90     (11.90     48.05       9.41       191,482       0.83       0.83       (0.05     48  

R3

    54.70       (0.31     2.56       2.25             (11.90     (11.90     45.05       8.72       10,036       1.47       1.47       (0.69     48  

R4

    56.99       (0.18     2.78       2.60             (11.90     (11.90     47.69       9.05       42,296       1.17       1.17       (0.39     48  

R5

    59.48       (0.03     3.02       2.99             (11.90     (11.90     50.57       9.40       82,624       0.85       0.85       (0.07     48  

R6

    60.16       0.00 (14)      3.10       3.10             (11.90     (11.90     51.36       9.49       66,260       0.76       0.76       0.01       48  

Y

    60.20       (0.01     3.10       3.09             (11.90     (11.90     51.39       9.44       365,867       0.82       0.80       (0.01     48  

F

    57.30       0.01       2.82       2.83             (11.90     (11.90     48.23       9.49       46,533       0.76       0.76       0.02       48  

For the Year Ended October 31, 2018

 

A

  $ 57.24     $ (0.33   $ 1.03     $ 0.70     $     $ (2.74   $ (2.74   $ 55.20       1.20   $ 203,297       1.21     1.20     (0.56 )%      66

C

    44.29       (0.55     0.81       0.26             (2.74     (2.74     41.81       0.53       23,212       1.88       1.88       (1.22     66  

I

    58.97       (0.10     1.04       0.94             (2.74     (2.74     57.17       1.59       243,340       0.82       0.82       (0.16     66  

R3

    56.89       (0.48     1.03       0.55             (2.74     (2.74     54.70       0.94       13,210       1.47       1.47       (0.82     66  

R4

    58.98       (0.31     1.06       0.75             (2.74     (2.74     56.99       1.26       69,097       1.15       1.15       (0.50     66  

R5

    61.26       (0.12     1.08       0.96             (2.74     (2.74     59.48       1.56       94,887       0.85       0.85       (0.20     66  

R6

    61.87       (0.09     1.12       1.03             (2.74     (2.74     60.16       1.66       44,278       0.75       0.75       (0.14     66  

Y

    61.93       (0.09     1.10       1.01             (2.74     (2.74     60.20       1.63       358,049       0.79       0.79       (0.14     66  

F

    59.06       (0.06     1.04       0.98             (2.74     (2.74     57.30       1.66       47,999       0.75       0.75       (0.10     66  

For the Year Ended October 31, 2017

 

A

  $ 44.55     $ (0.25   $   13.25     $   13.00     $     $ (0.31   $ (0.31   $ 57.24       29.28   $ 215,743       1.17     1.16     (0.48 )%      56

C

    34.78       (0.48     10.30       9.82             (0.31     (0.31     44.29       28.36       36,531       1.89       1.88       (1.19     56  

I

    45.79       (0.18     13.67       13.49             (0.31     (0.31     58.97       29.56       429,401       1.03       0.95       (0.33     56  

R3

    44.42       (0.41     13.19       12.78             (0.31     (0.31     56.89       28.87       14,427       1.48       1.48       (0.79     56  

R4

    45.90       (0.26     13.65       13.39             (0.31     (0.31     58.98       29.27       76,315       1.16       1.16       (0.48     56  

R5

    47.52       (0.10     14.15       14.05             (0.31     (0.31     61.26       29.67       118,794       0.86       0.86       (0.17     56  

R6

    47.94       (0.06     14.30       14.24             (0.31     (0.31     61.87       29.80       10,596       0.76       0.76       (0.11     56  

Y

    48.00       (0.05     14.29       14.24             (0.31     (0.31     61.93       29.76       370,006       0.78       0.78       (0.09     56  

F(7)

    52.62       (0.09     6.53       6.44                         59.06       12.24 (4)      47,409       0.75 (5)      0.75 (5)      (0.24 )(5)      56  

For the Year Ended October 31, 2016

 

A

  $ 48.56     $ (0.19   $ 0.11 (18)    $ (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 (18)      (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 (18)      (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 (18)      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 (18)      (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 (18)      (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 (18)      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 (18)      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 (18)      0.15             (3.93     (3.93     48.00       0.50       290,401       0.79       0.79       0.01       45  

For the Year Ended October 31, 2015

 

A

  $ 48.63     $ (0.20   $ 2.25     $ 2.05     $     $ (2.12   $ (2.12   $ 48.56       4.37   $ 243,999       1.21     1.21     (0.40 )%      70

B

    40.12       (0.48     1.83       1.35             (2.12     (2.12     39.35       3.54       1,500       2.20       2.03       (1.18     70  

C

    39.77       (0.45     1.83       1.38             (2.12     (2.12     39.03       3.62       49,549       1.91       1.91       (1.11     70  

I

    49.55       (0.06     2.31       2.25             (2.12     (2.12     49.68       4.70       209,184       0.92       0.92       (0.13     70  

R3

    48.74       (0.36     2.28       1.92             (2.12     (2.12     48.54       4.10       16,184       1.48       1.48       (0.70     70  

R4

    49.86       (0.20     2.33       2.13             (2.12     (2.12     49.87       4.44       74,037       1.17       1.17       (0.38     70  

R5

    51.13       (0.05     2.39       2.34             (2.12     (2.12     51.35       4.74       115,719       0.87       0.87       (0.10     70  

R6(9)

    51.80       (0.02     2.07       2.05             (2.12     (2.12     51.73       4.13 (4)      14       0.87 (5)      0.87 (5)      (0.05 )(5)      70  

Y

    51.49       0.01       2.40       2.41             (2.12     (2.12     51.78       4.84       314,145       0.77       0.77       0.02       70  

 

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

 

 

  75  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Value Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.35     $   0.06     $   (2.52   $   (2.46   $   (0.08   $   (0.58   $   (0.66   $ 7.23       (25.50 )%(4)    $ 31,824       1.39 %(5)      1.29 %(5)      1.24 %(5)      29

C

    8.96       0.02       (2.16     (2.14           (0.58     (0.58     6.24       (25.64 )(4)      2,145       2.14 (5)      2.04 (5)      0.47 (5)      29  

I

    10.37       0.07       (2.50     (2.43     (0.12     (0.58     (0.70     7.24       (25.26 )(4)      3,780       1.01 (5)      0.91 (5)      1.60 (5)      29  

R3

    10.73       0.05       (2.61     (2.56     (0.07     (0.58     (0.65     7.52       (25.51 )(4)      458       1.61 (5)      1.41 (5)      1.11 (5)      29  

R4

    10.89       0.06       (2.64     (2.58     (0.09     (0.58     (0.67     7.64       (25.40 )(4)      42       1.31 (5)      1.20 (5)      1.34 (5)      29  

R5

    10.87       0.07       (2.63     (2.56     (0.12     (0.58     (0.70     7.61       (25.30 )(4)      20       0.99 (5)      0.90 (5)      1.52 (5)      29  

R6

    10.87       0.08       (2.63     (2.55     (0.13     (0.58     (0.71     7.61       (25.26 )(4)      138       0.89 (5)      0.80 (5)      1.74 (5)      29  

Y

    10.86       0.08       (2.63     (2.55     (0.13     (0.58     (0.71     7.60       (25.29 )(4)      297       0.99 (5)      0.85 (5)      1.66 (5)      29  

F

    10.38       0.08       (2.51     (2.43     (0.13     (0.58     (0.71     7.24       (25.27 )(4)      33,957       0.89 (5)      0.80 (5)      1.74 (5)      29  

For the Year Ended October 31, 2019

 

A

  $ 13.65     $ 0.10     $ (0.04   $ 0.06     $ (0.03   $ (3.33   $ (3.36   $   10.35       3.46   $ 47,037       1.37     1.27     0.98     140

C

    12.35       0.02       (0.08     (0.06           (3.33     (3.33     8.96       2.60       3,719       2.14       2.04       0.26       140  

I

    13.68       0.14       (0.05     0.09       (0.07     (3.33     (3.40     10.37       3.77       4,354       1.00       0.90       1.34       140  

R3

    14.02       0.09       (0.03     0.06       (0.02     (3.33     (3.35     10.73       3.31       609       1.62       1.42       0.82       140  

R4

    14.16       0.11       (0.03     0.08       (0.02     (3.33     (3.35     10.89       3.52       69       1.31       1.20       1.01       140  

R5

    14.16       0.16       (0.05     0.11       (0.07     (3.33     (3.40     10.87       3.82       11       1.01       0.90       1.44       140  

R6

    14.15       0.15       (0.02     0.13       (0.08     (3.33     (3.41     10.87       3.99       103       0.89       0.80       1.39       140  

Y

    14.15       0.16       (0.04     0.12       (0.08     (3.33     (3.41     10.86       3.94       572       0.97       0.85       1.43       140  

F

    13.68       0.15       (0.04     0.11       (0.08     (3.33     (3.41     10.38       3.99       48,425       0.89       0.80       1.43       140  

For the Year Ended October 31, 2018

 

A

  $ 14.13     $ 0.04     $ 0.10     $ 0.14     $ (0.02   $ (0.60   $ (0.62   $ 13.65       1.00   $ 52,406       1.35     1.29     0.28     68

C

    12.91       (0.06     0.10       0.04             (0.60     (0.60     12.35       0.27       6,444       2.13       2.04       (0.44     68  

I

    14.15       0.09       0.10       0.19       (0.06     (0.60     (0.66     13.68       1.33       3,756       1.02       0.95       0.62       68  

R3

    14.50       0.03       0.09       0.12             (0.60     (0.60     14.02       0.82       529       1.62       1.43       0.18       68  

R4

    14.61       0.06       0.10       0.16       (0.01     (0.60     (0.61     14.16       1.07       48       1.32       1.20       0.41       68  

R5

    14.63       0.10       0.10       0.20       (0.07     (0.60     (0.67     14.16       1.39       36       1.02       0.90       0.71       68  

R6(17)

    13.99       0.05       0.11       0.16                         14.15       1.14 (4)      10       0.91 (5)      0.84 (5)      0.47 (5)      68  

Y

    14.66       0.11       0.10       0.21       (0.12     (0.60     (0.72     14.15       1.42       646       0.96       0.85       0.74       68  

F

    14.16       0.11       0.09       0.20       (0.08     (0.60     (0.68     13.68       1.42       38,087       0.90       0.84       0.80       68  

For the Year Ended October 31, 2017

 

A

  $ 11.56     $ 0.04     $ 2.63     $ 2.67     $ (0.10   $     $ (0.10   $ 14.13       23.19   $ 53,057       1.28     1.27     0.32     83

C

    10.58       (0.05     2.40       2.35       (0.02           (0.02     12.91       22.24       11,081       2.03       2.01       (0.41     83  

I

    11.58       0.08       2.63       2.71       (0.14           (0.14     14.15       23.53       3,225       1.01       1.00       0.60       83  

R3

    11.87       0.01       2.69       2.70       (0.07           (0.07     14.50       22.79       723       1.63       1.50       0.09       83  

R4

    11.94       0.05       2.70       2.75       (0.08           (0.08     14.61       23.11       113       1.36       1.20       0.36       83  

R5

    11.96       0.10       2.71       2.81       (0.14           (0.14     14.63       23.63       44       1.01       0.90       0.74       83  

Y

    12.00       0.11       2.71       2.82       (0.16           (0.16     14.66       23.58       1,242       0.86       0.85       0.78       83  

F(7)

    13.22       0.05       0.89       0.94                         14.16       7.11 (4)      86,675       0.88 (5)      0.85 (5)      0.52 (5)      83  

For the Year Ended October 31, 2016

 

A

  $ 12.35     $ 0.10     $ (0.15 )(18)    $ (0.05   $ (0.02   $ (0.72   $ (0.74   $ 11.56       (0.22 )%    $ 46,270       1.35     1.31 %(20)      0.85     94

B

    11.58       0.01       (0.14 )(18)      (0.13           (0.72     (0.72     10.73       (0.93     798       2.25       2.06 (20)      0.10       94  

C

    11.43       0.01       (0.14 )(18)      (0.13           (0.72     (0.72     10.58       (0.94     10,410       2.08       2.06 (20)      0.11       94  

I

    12.38       0.13       (0.15 )(18)      (0.02     (0.06     (0.72     (0.78     11.58       0.05       2,582       1.01       1.00 (20)      1.17       94  

R3

    12.67       0.08       (0.16 )(18)      (0.08           (0.72     (0.72     11.87       (0.43     734       1.61       1.51 (20)      0.65       94  

R4

    12.72       0.11       (0.15 )(18)      (0.04     (0.02     (0.72     (0.74     11.94       (0.09     267       1.30       1.21 (20)      0.96       94  

R5

    12.78       0.13       (0.14 )(18)      (0.01     (0.09     (0.72     (0.81     11.96       0.16       44       1.00       0.91 (20)      1.08       94  

Y

    12.77       0.16       (0.15 )(18)      0.01       (0.06     (0.72     (0.78     12.00       0.31         110,028       0.88       0.86 (20)      1.36       94  

 

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

 

 

  76  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Value Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   13.89     $   0.11     $   (0.28   $   (0.17   $   (0.08   $   (1.29   $   (1.37   $   12.35       (1.17 )%    $ 51,249       1.40     1.29     0.85     112

B

    13.12       0.01       (0.26     (0.25           (1.29     (1.29     11.58       (1.92     1,792       2.28       2.05       0.12       112  

C

    12.96       0.01       (0.25     (0.24           (1.29     (1.29     11.43       (1.86     12,905       2.14       2.04       0.10       112  

I(11)

    13.40       0.08       (1.10     (1.02                       12.38       (7.61 )(4)      2,429       1.12 (5)      0.99 (5)      1.01 (5)      112  

R3

    14.21       0.09       (0.28     (0.19     (0.06     (1.29     (1.35     12.67       (1.29     830       1.70       1.50       0.64       112  

R4

    14.26       0.13       (0.27     (0.14     (0.11     (1.29     (1.40     12.72       (0.97     608       1.37       1.20       0.94       112  

R5

    14.32       0.17       (0.29     (0.12     (0.13     (1.29     (1.42     12.78       (0.75     218       1.06       0.90       1.23       112  

Y

    14.31       0.16       (0.27     (0.11     (0.14     (1.29     (1.43     12.77       (0.71     1,312       0.96       0.85       1.23       112  
The Hartford Small Company Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 20.35     $ (0.06   $ (0.62   $ (0.68   $     $ (1.28   $ (1.28   $ 18.39       (3.88 )%(4)    $   285,177       1.33 %(5)      1.32 %(5)      (0.65 )%(5)      61

C

    13.30       (0.09     (0.37     (0.46           (1.28     (1.28     11.56       (4.24 )(4)      7,943       2.13 (5)      2.13 (5)      (1.47 )(5)      61  

I

    21.65       (0.04     (0.67     (0.71           (1.28     (1.28     19.66       (3.74 )(4)      24,898       1.01 (5)      1.01 (5)      (0.34 )(5)      61  

R3

    22.29       (0.09     (0.69     (0.78           (1.28     (1.28     20.23       (4.00 )(4)      11,739       1.60 (5)      1.55 (5)      (0.88 )(5)      61  

R4

    23.88       (0.07     (0.74     (0.81           (1.28     (1.28     21.79       (3.85 )(4)      11,936       1.30 (5)      1.25 (5)      (0.58 )(5)      61  

R5

    25.40       (0.03     (0.81     (0.84           (1.28     (1.28     23.28       (3.70 )(4)      2,861       1.01 (5)      0.95 (5)      (0.28 )(5)      61  

R6

    25.97       (0.03     (0.83     (0.86           (1.28     (1.28     23.83       (3.69 )(4)      118       0.89 (5)      0.89 (5)      (0.21 )(5)      61  

Y

    25.95       (0.03     (0.83     (0.86           (1.28     (1.28     23.81       (3.73 )(4)      16,828       0.96 (5)      0.95 (5)      (0.26 )(5)      61  

F

    21.76       (0.02     (0.68     (0.70           (1.28     (1.28     19.78       (3.72 )(4)      187,722       0.89 (5)      0.89 (5)      (0.22 )(5)      61  

For the Year Ended October 31, 2019

 

A

  $ 22.20     $ (0.13   $ 2.28     $ 2.15     $     $ (4.00   $ (4.00   $ 20.35       14.08   $ 311,742       1.33     1.32     (0.66 )%      91

C

    16.11       (0.19     1.38       1.19             (4.00     (4.00     13.30       13.24       9,929       2.14       2.13       (1.46     91  

I

    23.28       (0.08     2.45       2.37             (4.00     (4.00     21.65       14.48       26,939       1.04       1.03       (0.37     91  

R3

    23.95       (0.19     2.53       2.34             (4.00     (4.00     22.29       13.84       14,142       1.62       1.55       (0.89     91  

R4

    25.28       (0.14     2.74       2.60             (4.00     (4.00     23.88       14.20       14,261       1.32       1.25       (0.59     91  

R5

    26.53       (0.07     2.94       2.87             (4.00     (4.00     25.40       14.56       3,239       1.02       0.95       (0.29     91  

R6

    27.02       (0.06     3.01       2.95             (4.00     (4.00     25.97       14.60       206       0.90       0.90       (0.23     91  

Y

    27.01       (0.06     3.00       2.94             (4.00     (4.00     25.95       14.56       32,472       0.94       0.93       (0.26     91  

F

    23.35       (0.05     2.46       2.41             (4.00     (4.00     21.76       14.63       193,242       0.90       0.90       (0.23     91  

For the Year Ended October 31, 2018

 

A

  $ 20.34     $ (0.20   $ 2.06     $ 1.86     $     $     $     $ 22.20       9.20   $ 283,912       1.34     1.33     (0.87 )%      104

C

    14.87       (0.27     1.51       1.24                         16.11       8.34       11,729       2.12       2.10       (1.64     104  

I

    21.27       (0.14     2.15       2.01                         23.28       9.45       28,540       1.07       1.05       (0.60     104  

R3

    21.98       (0.27     2.24       1.97                         23.95       8.92       16,386       1.63       1.55       (1.09     104  

R4

    23.14       (0.20     2.34       2.14                         25.28       9.25       15,295       1.32       1.25       (0.79     104  

R5

    24.21       (0.14     2.46       2.32                         26.53       9.58       2,678       1.03       0.95       (0.51     104  

R6

    24.64       (0.12     2.50       2.38                         27.02       9.66       144       0.91       0.90       (0.42     104  

Y

    24.64       (0.12     2.49       2.37                         27.01       9.66       35,351       0.92       0.90       (0.44     104  

F

    21.30       (0.11     2.16       2.05                         23.35       9.63       115,365       0.91       0.90       (0.45     104  

For the Year Ended October 31, 2017

 

A

  $ 15.74     $ (0.12   $ 4.72     $ 4.60     $     $     $     $ 20.34       29.16   $ 252,187       1.39     1.37     (0.64 )%      109

C

    11.60       (0.19     3.46       3.27                         14.87       28.19       26,529       2.12       2.10       (1.40     109  

I

    16.43       (0.10     4.94       4.84                         21.27       29.40       28,052       1.49       1.15       (0.51     109  

R3

    17.05       (0.17     5.10       4.93                         21.98       28.91       23,932       1.63       1.55       (0.84     109  

R4

    17.89       (0.11     5.36       5.25                         23.14       29.29       23,080       1.32       1.25       (0.53     109  

R5

    18.67       (0.04     5.58       5.54                         24.21       29.67       3,263       1.06       0.95       (0.20     109  

R6

    18.99       (0.09     5.74       5.65                         24.64       29.75       78       1.07       0.90       (0.38     109  

Y

    18.99       (0.02     5.67       5.65                         24.64       29.70       33,040       0.94       0.90       (0.08     109  

F(7)

    18.76       (0.05     2.59       2.54                         21.30       13.49 (4)      81,831       0.92 (5)      0.90 (5)      (0.38 )(5)      109  

 

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

 

 

  77  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Company Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   19.36     $   (0.14   $   (0.90   $   (1.04   $   —     $   (2.58   $   (2.58   $   15.74       (5.73 )%    $   262,618       1.45     1.43 %(21)      (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 (21)      (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 (21)      (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 (21)      (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 (21)      (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 (21)      (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 (21)      (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 (21)      (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 (21)      (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(9)

    28.20       (0.08     (1.34     (1.42           (4.09     (4.09     22.69       (5.56 )(4)      9       0.91 (5)      0.90 (5)      (0.32 )(5)      96  

Y

    28.27       (0.07     (1.42     (1.49           (4.09     (4.09     22.69       (5.80     279,594       0.85       0.85       (0.28     96  

 

(1) 

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

(2) 

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

(3) 

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

(4) 

Not annualized.

(5) 

Annualized.

(6)

Includes interest expense representing less than 0.005%.

(7) 

Commenced operations on February 28, 2017.

(8) 

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

(9) 

Commenced operations on November 7, 2014.

(10) 

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

(11) 

Commenced operations on March 31, 2015.

(12) 

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

(13) 

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

(14) 

Amount is less than $0.01 per share.

(15) 

Commenced operations on February 28, 2019.

(16) 

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

(17) 

Commenced operations on February 28, 2018.

(18) 

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.

(19) 

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

(20) 

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.

(21) 

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

 

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

 

 

  78  

 


Hartford Domestic Equity Funds

Notes to Financial Statements

April 30, 2020 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of thirty-seven and fourteen series, respectively, as of April 30, 2020. 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 Value Fund (the “Small Cap Value Fund”)

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

The Hartford Mutual Funds II, Inc.:

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

Hartford Quality Value Fund (the “Quality Value Fund”)

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

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

Each Fund has registered for sale Class A, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. Core Equity Fund has registered for sale Class T shares. As of April 30, 2020, Class T shares have not commenced operations. Each Fund, except the MidCap Value Fund, has registered for sale Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. The Small Cap Growth Fund is closed to new investors, subject to certain exceptions. For more information please see the Fund’s prospectus.

 

2.

Significant Accounting Policies:

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

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. 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 class 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 official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

 

 

  79  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

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 respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

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

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. 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.

 

 

  80  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

   

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

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

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

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

Growth Opportunities Fund Level 3 Holdings on April 30, 2020

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s) Range
(Weighted Average)
       Fair Value at
April 30, 2020
 

Common Stock

              

Market Approach

    

EV/Revenue

       3.63x - 5.0x (4.32x)        $ 1,790,038  

Last Trade

    

Trade Price

       $5.15 - $228.74 (167.68)          21,354,876  
              

 

 

 

Total

               $ 23,144,914  
              

 

 

 

Escrows

              

Future Distribution

    

Discount

       20% - 50% (29.7%)        $ 455,841  
              

 

 

 

Total

               $ 455,841  
              

 

 

 

Convertible Preferred Stock

              

Market Approach

    

EV/Revenue

       0.69x - 5.6x (2.10x)        $ 73,264,309  

Market Approach

    

EV/EBITDA

       8.5x          6,859,193  

Last Trade

    

Trade price

       $7.78          5,616,421  
              

 

 

 

Total

               $ 85,739,923  
              

 

 

 

Total

               $     109,340,678  
              

 

 

 

 

  *

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.

Please refer to Note 8 for Securities Lending information.

 

  d)

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

 

 

  81  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  e)

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

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

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

 

  f)

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

 

  g)

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

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

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

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.

 

3.

Securities and Other Investments:

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

 

4.

Financial Derivative Instruments:

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

 

  a)

Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received

 

 

  82  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2020, each of Capital Appreciation Fund and Core Equity Fund had used futures contracts.

 

  b)

Additional Derivative Instrument Information:

Capital Appreciation Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 9,612,123      $      $      $ 9,612,123  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     9,612,123      $     —      $     —      $     9,612,123  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $      $      $      $ (13,609,257   $      $      $ (13,609,257
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $     (13,609,257   $      $      $     (13,609,257
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 8,193,242     $      $      $ 8,193,242  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 8,193,242     $     —      $     —      $ 8,193,242  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount

Futures Contracts Long at Number of Contracts

   522

Core Equity Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 6,777,870      $      $      $ 6,777,870  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     6,777,870      $     —      $     —      $     6,777,870  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

 

 

  83  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Core Equity Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $     —      $      $      $ (5,463,885   $      $      $ (5,463,885
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $     —      $     —      $     (5,463,885   $     —      $     —      $     (5,463,885
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 5,184,777     $      $      $ 5,184,777  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     5,184,777     $     —      $     —      $     5,184,777  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount

Futures Contracts Long at Number of Contracts

   884

 

  c)

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 a Fund, against any liabilities or payment obligations of a 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 a Fund’s 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 a Fund as of April 30, 2020:

Capital Appreciation Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 9,612,123     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     9,612,123        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (9,612,123         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

Core Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 6,777,870     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     6,777,870        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (6,777,870         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

 

5.

Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived

 

 

  84  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6.

Federal Income Taxes:

 

  a)

Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2020. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b)

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. The Funds had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2019 (tax year-end).

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, 2019, the following Funds elected to defer Late-Year Ordinary Losses:

 

Fund

   Amount  

Growth Opportunities Fund

   $ 2,579,043  

MidCap Fund

       17,410,935  

Small Cap Growth Fund

     1,796,698  

Small Company Fund

     209,429  

 

 

  85  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  c)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2020 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
(Depreciation)
    Net Unrealized
Appreciation
(Depreciation)
 

Capital Appreciation Fund

   $ 5,460,155,904      $ 864,476,756      $   (326,902,471   $ 537,574,285  

Core Equity Fund

     5,714,959,033        1,220,701,681        (187,080,980       1,033,620,701  

Dividend and Growth Fund

     6,688,985,394        1,943,546,226        (382,732,223     1,560,814,003  

Equity Income Fund

     3,009,491,975        627,460,555        (168,525,826     458,934,729  

Growth Opportunities Fund

     3,842,856,238        942,709,763        (151,540,969     791,168,794  

Healthcare Fund

     1,140,612,093        343,576,575        (87,894,485     255,682,090  

MidCap Fund

       11,545,504,364          2,243,039,468        (966,097,951     1,276,941,517  

MidCap Value Fund

     621,521,933        38,103,167        (78,702,870     (40,599,703

Quality Value Fund

     173,147,074        17,168,262        (19,999,759     (2,831,497

Small Cap Growth Fund

     780,288,399        163,909,654        (83,191,127     80,718,527  

Small Cap Value Fund

     90,503,740        3,176,337        (19,212,919     (16,036,582

Small Company Fund

     521,658,257        75,239,739        (32,047,690     43,192,049  

 

7.

Expenses:

 

  a)

Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. HFMC pays a sub-advisory fee to Wellington Management out of its management fee.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2020; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Capital Appreciation Fund

  

0.8000% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $4 billion and;

  

0.6475% on next $5 billion and;

  

0.6450% over $10 billion

Core Equity Fund

  

0.4500% on first $500 million and;

  

0.3500% on next $500 million and;

  

0.3300% on next $1.5 billion and;

  

0.3250% on next $2.5 billion and;

  

0.3225% over $5 billion

Dividend and Growth Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Equity Income Fund

  

0.7500% on first $250 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5875% over $5 billion

Growth Opportunities Fund

  

0.8000% on first $250 million and;

  

0.7000% on next $4.75 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

Healthcare Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% on next $4 billion and;

  

0.7975% on next $5 billion and;

  

0.7950% over $10 billion

 

 

  86  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

MidCap Fund

  

0.8500% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $4 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

MidCap Value Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Quality Value Fund

  

0.4500% on first $500 million and;

  

0.3500% on next $500 million and;

  

0.3300% on next $4 billion and;

  

0.3250% on next $5 billion and;

  

0.3225% 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 Cap Value Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $2 billion and;

  

0.5900% on next $2 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% 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

 

  b)

Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. Effective January 1, 2020, the fund accounting agreement with respect to each Fund was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services.

From November 1, 2019 through December 31, 2019, the accounting services fees for each Fund were accrued daily and paid monthly at the rates below.

 

Capital Appreciation Fund, Growth Opportunities Fund and Small Company Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.022%  

next $3.5 billion and

     0.018%  

Amount over $7 billion

     0.015%  
 

Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund,

Small Cap Growth Fund and Small Cap Value Fund

 
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.018%  

next $3.5 billion and

     0.014%  

Amount over $7 billion

     0.010%  

 

  c)

Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain

 

 

  87  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2020, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2021 (unless the applicable Board of Directors approves its earlier termination) as follows for each of the following Funds:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Quality Value Fund

     0.96     1.71     0.66     1.18     0.88     0.63     0.46     0.57     0.46

Small Cap Value Fund

     1.30     2.05     1.00     1.50     1.20     0.90     0.80     0.85     0.80

Small Company Fund

     1.40     2.15     1.15     1.55     1.25     0.95     0.90     0.95     0.90

 

  d)

Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. For the six-month period ended April 30, 2020, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     1.07     1.86     0.79     1.42     1.11     0.81     0.70     0.74     0.70

Core Equity Fund

     0.72     1.46     0.45     1.08     0.72     0.46     0.37     0.44     0.37

Dividend and Growth Fund

     0.99     1.78     0.73     1.35     1.05     0.74     0.64     0.68     0.64

Equity Income Fund

     1.00     1.76     0.74     1.36     1.05     0.77     0.66     0.71     0.66

Growth Opportunities Fund

     1.11     1.87     0.84     1.46     1.16     0.85     0.74     0.79     0.74

Healthcare Fund

     1.28     2.05     1.00     1.61     1.31     1.00     0.90     0.96     0.90

MidCap Fund

     1.10     1.87     0.86     1.45     1.14     0.85     0.74     0.78     0.74

MidCap Value Fund

     1.23     2.01     0.90     1.51     1.21     0.90     N/A       0.85     0.80

Quality Value Fund

     0.91     1.71     0.57     1.16     0.87     0.56     0.46     0.56     0.46

Small Cap Growth Fund

     1.25     1.91     0.84     1.47     1.17     0.88     0.76     0.80     0.76

Small Cap Value Fund

     1.29     2.03     0.90     1.40     1.20     0.90     0.79     0.85     0.80

Small Company Fund

     1.32     2.13     1.00     1.55     1.25     0.95     0.89     0.95     0.89

 

  e)

Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2020, 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

   $     1,042,236      $ 14,550  

Core Equity Fund

     1,783,452        55,462  

Dividend and Growth Fund

     1,785,604        21,047  

Equity Income Fund

     765,491        9,626  

Growth Opportunities Fund

     1,084,964        13,853  

Healthcare Fund

     338,766        4,012  

MidCap Fund

     1,687,999            34,156  

MidCap Value Fund

     258,317        1,608  

Quality Value Fund

     59,815        170  

Small Cap Growth Fund

     22,104        94  

Small Cap Value Fund

     19,286        47  

Small Company Fund

     241,966        1,864  

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2020, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used

 

 

  88  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

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. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (of HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statements of Operations.

 

  f)

Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2020, 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

   $     3,827  

Core Equity Fund

     3,676  

Dividend and Growth Fund

     5,070  

Equity Income Fund

     2,219  

Growth Opportunities Fund

     2,752  

Healthcare Fund

     749  

MidCap Fund

     7,872  

MidCap Value Fund

     398  

Quality Value Fund

     111  

Small Cap Growth Fund

     574  

Small Cap Value Fund

     54  

Small Company Fund

     354  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below ). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.11

Class R3

     0.22

Class R4

     0.17

Class R5

     0.12

Class R6

     0.004

Class F

     0.004

Effective February 28, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows through February 28, 2021, unless the Board of Directors approve its earlier termination:

 

Fund

   Class I     Class Y  

Capital Appreciation Fund

     N/A       0.06

Core Equity Fund

     N/A       0.08

Dividend and Growth Fund

     N/A       0.04

Equity Income Fund

     N/A       0.06

Growth Opportunities Fund

     N/A       0.04

Healthcare Fund

     N/A       0.05

MidCap Fund

     0.12     0.04

MidCap Value Fund

     N/A       0.07

Small Cap Growth Fund

     N/A       0.04

 

 

 

  89  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

From November 1, 2019 through February 27, 2020, HASCO contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows:

 

Fund

   Class I     Class Y  

Capital Appreciation Fund

     N/A       0.04

Core Equity Fund

     N/A       0.06

Dividend and Growth Fund

     N/A       0.05

Equity Income Fund

     N/A       0.05

Growth Opportunities Fund

     N/A       0.05

Healthcare Fund

     N/A       0.06

MidCap Fund

     0.12     0.04

MidCap Value Fund

     N/A       0.05

Small Cap Growth Fund

     N/A       0.04

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     0.13     0.16     0.09     0.22     0.16     0.11     0.00     0.05     0.00

Core Equity Fund

     0.10     0.09     0.08     0.21     0.15     0.09     0.00     0.07     0.00

Dividend and Growth Fund

     0.11     0.14     0.09     0.22     0.16     0.10     0.00     0.05     0.00

Equity Income Fund

     0.10     0.11     0.09     0.21     0.15     0.11     0.00     0.05     0.00

Growth Opportunities Fund

     0.13     0.12     0.10     0.22     0.17     0.11     0.00     0.05     0.00

Healthcare Fund

     0.14     0.15     0.10     0.21     0.16     0.10     0.00     0.06     0.00

MidCap Fund

     0.12     0.13     0.14     0.21     0.17     0.11     0.00     0.04     0.00

MidCap Value Fund

     0.19     0.22     0.10     0.22     0.17     0.11     N/A       0.05     0.00

Quality Value Fund

     0.21     0.25     0.11     0.22     0.16     0.10     0.00     0.10     0.00

Small Cap Growth Fund

     0.25     0.15     0.08     0.22     0.16     0.11     0.00     0.04     0.00

Small Cap Value Fund

     0.25     0.25     0.12     0.22     0.17     0.10     0.00     0.10     0.00

Small Company Fund

     0.19     0.25     0.12     0.22     0.17     0.12     0.00     0.07     0.00

 

8.

Securities Lending:

Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to a certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

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

The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

 

 

  90  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of April 30, 2020.

 

     Investment Securities on
Loan, at market value,

Presented on the
Statement of Assets
and Liabilities(1)
     Collateral Posted
by Borrower(2)
    Net Amount(3)  

Capital Appreciation Fund

   $ 27,133,542      $ (27,133,542   $     —  

Dividend and Growth Fund

     169,941        (169,941      

Growth Opportunities Fund

     32,029,437        (32,029,437      

Healthcare Fund

     20,766,227        (20,766,227      

MidCap Fund

         295,957,091            (295,957,091      

MidCap Value Fund

     1,237,918        (1,237,918      

Small Cap Growth Fund

     7,633,899        (7,633,899      

Small Cap Value Fund

     2,406,580        (2,406,580      

Small Company Fund

     9,751,628        (9,751,628      

 

  (1) 

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

  (2) 

Collateral received in excess of the market value of securities on loan is not presented in this table.

  (3) 

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

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

 

Fund

   Cash
Collateral
     Non-Cash
Collateral
 

Capital Appreciation Fund

   $ 28,574,978      $     11,369  

Dividend and Growth Fund

     182,523         

Growth Opportunities Fund

     33,506,118         

Healthcare Fund

     22,384,038         

MidCap Fund

         318,895,074         

MidCap Value Fund

     1,448,696         

Small Cap Growth Fund

     8,048,142         

Small Cap Value Fund

     2,608,521         

Small Company Fund

     10,102,939         

 

9.

Secured Borrowings:

The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2020.

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Capital Appreciation Fund

              

Securities Lending Transactions(1)

 

Common Stocks

   $ 28,574,978      $      $      $      $ 28,574,978  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     28,574,978      $     —      $     —      $     —      $     28,574,978  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 28,574,978  
              

 

 

 
Dividend and Growth Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 182,523      $      $      $      $ 182,523  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 182,523      $      $      $      $ 182,523  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 182,523  
              

 

 

 
Growth Opportunities Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 33,506,118      $      $      $      $ 33,506,118  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 33,506,118      $      $      $      $ 33,506,118  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 33,506,118  
              

 

 

 

 

 

  91  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Healthcare Fund

              

Securities Lending Transactions(1)

 

Common Stocks

   $ 22,384,038      $      $      $      $ 22,384,038  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 22,384,038      $      $      $      $ 22,384,038  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 22,384,038  
              

 

 

 
MidCap Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 318,895,074      $      $      $      $ 318,895,074  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     318,895,074      $     —      $     —      $     —      $ 318,895,074  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     318,895,074  
              

 

 

 
MidCap Value Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 1,448,696      $      $      $      $ 1,448,696  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,448,696      $      $      $      $ 1,448,696  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,448,696  
              

 

 

 
Small Cap Growth Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 8,048,142      $      $      $      $ 8,048,142  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 8,048,142      $      $      $      $ 8,048,142  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 8,048,142  
              

 

 

 
Small Cap Value Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 2,608,521      $      $      $      $ 2,608,521  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,608,521      $      $      $      $ 2,608,521  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,608,521  
              

 

 

 
Small Company Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 10,102,939      $      $      $      $ 10,102,939  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 10,102,939      $      $      $      $ 10,102,939  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 10,102,939  
              

 

 

 

 

  (1) 

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

10.

Affiliate Holdings:

As of April 30, 2020, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Healthcare Fund

                                              0 %*              

Quality Value Fund

                                              13             

Small Cap Value Fund

                                        43     6             

Percentage of Fund by Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Healthcare Fund

                                              0 %*              

Quality Value Fund

                                              0 %*              

Small Cap Value Fund

                                        0 %*      0 %*              

 

  *

Percentage rounds to zero.

 

 

  92  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

As of April 30, 2020, affiliated funds of funds and certain 529 plans for which HFMC serves as the program manager (the “529 plans”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds and the 529 plans. Affiliated funds of funds and the 529 plans owned shares in the Funds listed below as follows:

 

Funds

   Percentage
of Fund*
 

Capital Appreciation Fund

     8

Core Equity Fund

     5

Dividend and Growth Fund

     10

Equity Income Fund

     7

Growth Opportunities Fund

     2

MidCap Fund

     1

MidCap Value Fund

     2

Small Cap Growth Fund

     4

Small Cap Value Fund

     45

Small Company Fund

     9

 

  *

As of April 30, 2020, affiliated funds of funds and the 529 plans invest in Class F shares.

 

11.

Investment Transactions:

For the six-month period ended April 30, 2020, 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
     Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
     Total Cost of
Purchases
     Total Sales
Proceeds
 

Capital Appreciation Fund

   $ 2,597,001,923      $ 3,169,477,168      $     —      $     —      $ 2,597,001,923      $ 3,169,477,168  

Core Equity Fund

     2,134,473,283        803,620,226                      2,134,473,283        803,620,226  

Dividend and Growth Fund

     1,639,081,185        1,529,056,569                      1,639,081,185        1,529,056,569  

Equity Income Fund

     476,491,772        663,704,134                      476,491,772        663,704,134  

Growth Opportunities Fund

     2,410,632,045            2,991,170,152                      2,410,632,045            2,991,170,152  

Healthcare Fund

     386,454,704        442,741,476                      386,454,704        442,741,476  

MidCap Fund

         2,549,284,676        3,129,838,615                          2,549,284,676        3,129,838,615  

MidCap Value Fund

     220,084,126        189,867,164                      220,084,126        189,867,164  

Quality Value Fund

     32,361,055        43,139,679                      32,361,055        43,139,679  

Small Cap Growth Fund

     213,588,694        326,461,380                      213,588,694        326,461,380  

Small Cap Value Fund

     26,352,724        30,472,149                      26,352,724        30,472,149  

Small Company Fund

     351,843,345        372,732,412                      351,843,345        372,732,412  

 

12.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2020, and the year ended October 31, 2019:

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Capital Appreciation Fund                                    

Class A

                   

Shares Sold

       2,963,054        $      101,025,852          6,684,086        $      232,423,382  

Shares Issued for Reinvested Dividends

       6,205,381          227,070,201          22,329,307          687,462,739  

Shares Redeemed

       (11,995,095        (413,337,771        (24,060,103        (834,177,503
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,826,660        (85,241,718        4,953,290          85,708,618  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       433,141        $ 10,690,440          1,093,708        $ 26,748,681  

Shares Issued for Reinvested Dividends

       576,523          15,076,069          3,194,762          71,977,983  

Shares Redeemed

       (2,726,471        (68,456,732        (8,552,882        (220,040,659
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,716,807        (42,690,223        (4,264,412        (121,313,995
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,280,799        $ 45,456,032          2,525,910        $ 87,546,675  

Shares Issued for Reinvested Dividends

       771,728          28,460,949          2,918,816          90,422,933  

Shares Redeemed

       (3,349,791        (115,366,113        (7,113,244        (243,912,297
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,297,264        (41,449,132        (1,668,518        (65,942,689
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  93  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Capital Appreciation Fund – (continued)                                    

Class R3

                   

Shares Sold

       77,933        $ 2,913,971          112,855        $ 4,432,352  

Shares Issued for Reinvested Dividends

       46,694          1,912,115          236,998          8,150,367  

Shares Redeemed

       (228,212        (8,943,419        (607,653        (23,140,877
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (103,585        (4,117,333        (257,800        (10,558,158
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       70,405        $ 2,953,570          84,709        $ 3,432,233  

Shares Issued for Reinvested Dividends

       34,702          1,480,745          183,710          6,552,532  

Shares Redeemed

       (173,212        (7,349,941        (573,752        (23,412,700
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (68,105        (2,915,626        (305,333        (13,427,935
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       48,259        $ 1,991,513          181,208        $ 7,914,397  

Shares Issued for Reinvested Dividends

       37,234          1,629,967          122,722          4,476,273  

Shares Redeemed

       (102,115        (4,281,249        (205,507        (8,681,890
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (16,622        (659,769        98,423          3,708,780  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       121,487        $ 4,734,019          267,939        $ 11,761,170  

Shares Issued for Reinvested Dividends

       80,778          3,562,525          257,757          9,465,639  

Shares Redeemed

       (128,695        (5,311,170        (319,035        (13,587,366
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       73,570          2,985,374          206,661          7,639,443  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       265,839        $ 11,543,695          941,007        $ 38,590,999  

Shares Issued for Reinvested Dividends

       187,899          8,281,321          618,487          22,707,855  

Shares Redeemed

       (1,747,004        (76,692,053        (1,311,560        (54,361,429
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,293,266        (56,867,037        247,934          6,937,425  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,450,737        $ 77,042,837          2,208,483        $ 75,649,434  

Shares Issued for Reinvested Dividends

       1,088,641          40,167,416          4,119,442          127,618,948  

Shares Redeemed

       (3,154,485        (108,878,469        (8,650,541        (303,183,820
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       384,893          8,331,784          (2,322,616        (99,915,438
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (6,863,846      $ (222,623,680        (3,312,371      $      (207,163,949
    

 

 

      

 

 

      

 

 

      

 

 

 
Core Equity Fund                                    

Class A

                   

Shares Sold

       7,006,914        $ 225,718,630          8,354,312        $ 252,717,104  

Shares Issued for Reinvested Dividends

       652,242          22,377,565          1,170,588          31,856,185  

Shares Redeemed

       (4,430,049        (138,030,227        (5,215,218        (160,692,456
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,229,107          110,065,968          4,309,682          123,880,833  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       2,945,363        $ 87,236,336          3,448,909        $ 95,348,410  

Shares Issued for Reinvested Dividends

       247,606          7,653,796          502,591          12,459,225  

Shares Redeemed

       (1,651,731        (48,018,134        (2,521,277        (70,389,801
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,541,238          46,871,998          1,430,223          37,417,834  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       33,291,622        $      1,061,391,912          25,472,720        $ 784,168,575  

Shares Issued for Reinvested Dividends

       1,340,855          46,209,109          1,993,782          54,347,120  

Shares Redeemed

       (15,532,911        (479,333,843        (12,866,239        (391,201,983
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       19,099,566          628,267,178          14,600,263          447,313,712  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       318,244        $ 10,741,517          211,237        $ 6,632,389  

Shares Issued for Reinvested Dividends

       21,100          731,315          48,300          1,333,045  

Shares Redeemed

       (226,066        (7,414,544        (389,729        (12,245,081
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       113,278          4,058,288          (130,192        (4,279,647
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       864,968        $ 29,451,507          1,180,826        $ 37,776,886  

Shares Issued for Reinvested Dividends

       100,713          3,564,282          208,644          5,850,946  

Shares Redeemed

       (757,169        (25,201,139        (1,698,103        (53,981,141
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       208,512          7,814,650          (308,633        (10,353,309
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  94  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Core Equity Fund – (continued)                                    

Class R5

                   

Shares Sold

       729,060        $ 24,302,894          1,436,917        $ 45,315,419  

Shares Issued for Reinvested Dividends

       159,932          5,552,692          323,315          8,879,357  

Shares Redeemed

       (1,633,121        (54,917,405        (1,502,323        (47,538,353
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (744,129        (25,061,819        257,909          6,656,423  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       8,083,948        $ 264,510,669          4,632,883        $ 148,100,189  

Shares Issued for Reinvested Dividends

       209,189          7,302,091          253,490          6,992,185  

Shares Redeemed

       (1,296,044        (42,491,358        (2,017,998        (61,880,496
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,997,093          229,321,402          2,868,375          93,211,878  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       9,555,176        $ 315,451,272          5,881,409        $ 182,841,788  

Shares Issued for Reinvested Dividends

       285,662          9,972,693          370,855          10,229,172  

Shares Redeemed

       (2,275,789        (74,092,984        (2,374,093        (71,937,946
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,565,049          251,330,981          3,878,171          121,133,014  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       15,238,832        $ 495,552,015          33,881,513        $ 1,030,449,832  

Shares Issued for Reinvested Dividends

       1,403,840          48,429,362          1,240,370          33,816,032  

Shares Redeemed

       (10,403,014        (320,856,452        (6,710,781        (209,251,668
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,239,658          223,124,925          28,411,102          855,014,196  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       44,249,372        $      1,475,793,571          55,316,900        $      1,669,994,934  
    

 

 

      

 

 

      

 

 

      

 

 

 
Dividend and Growth Fund                                    

Class A

                   

Shares Sold

       7,459,999        $ 176,143,712          10,848,253        $ 260,738,740  

Shares Issued for Reinvested Dividends

       5,431,596          136,788,600          16,688,013          372,818,519  

Shares Redeemed

       (13,935,936        (334,856,993        (20,698,694        (499,914,217
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,044,341        (21,924,681        6,837,572          133,643,042  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       972,666        $ 23,155,431          1,414,298        $ 32,132,341  

Shares Issued for Reinvested Dividends

       259,419          6,342,279          1,026,732          21,933,732  

Shares Redeemed

       (1,483,934        (34,368,765        (3,932,419        (91,472,582
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (251,849        (4,871,055        (1,491,389        (37,406,509
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       13,969,860        $ 326,815,742          13,889,977        $ 332,507,196  

Shares Issued for Reinvested Dividends

       1,634,040          40,689,595          3,988,160          88,918,028  

Shares Redeemed

       (9,300,296        (213,022,830        (9,237,704        (220,366,922
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,303,604          154,482,507          8,640,433          201,058,302  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       177,085        $ 4,317,593          328,462        $ 8,057,448  

Shares Issued for Reinvested Dividends

       87,644          2,255,166          314,415          7,102,460  

Shares Redeemed

       (414,609        (10,411,802        (931,518        (22,971,895
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (149,880        (3,839,043        (288,641        (7,811,987
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       400,870        $ 9,865,027          1,040,819        $ 25,469,227  

Shares Issued for Reinvested Dividends

       120,475          3,112,543          460,939          10,513,161  

Shares Redeemed

       (899,712        (22,767,819        (2,335,283        (58,396,232
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (378,367        (9,790,249        (833,525        (22,413,844
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,518,474        $ 37,850,679          3,271,224        $ 81,329,519  

Shares Issued for Reinvested Dividends

       120,615          3,119,496          245,192          5,650,369  

Shares Redeemed

       (1,650,249        (41,619,369        (1,841,585        (46,178,130
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (11,160        (649,194        1,674,831          40,801,758  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       2,939,609        $ 65,111,782          2,225,050        $ 55,216,561  

Shares Issued for Reinvested Dividends

       180,999          4,611,837          391,648          9,024,849  

Shares Redeemed

       (741,211        (17,939,964        (993,067        (24,710,883
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,379,397          51,783,655          1,623,631          39,530,527  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  95  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Dividend and Growth Fund – (continued)                                    

Class Y

                   

Shares Sold

       5,572,089        $ 141,094,961          5,457,856        $ 135,046,773  

Shares Issued for Reinvested Dividends

       930,819          24,022,972          2,777,641          63,824,725  

Shares Redeemed

       (4,432,620        (101,673,276        (5,583,324        (138,468,750
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,070,288          63,444,657          2,652,173          60,402,748  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       14,697,130        $ 334,415,829          16,093,030        $ 386,215,855  

Shares Issued for Reinvested Dividends

       4,450,396          110,750,477          12,928,718          287,825,698  

Shares Redeemed

       (11,769,901        (278,170,682        (20,334,098        (490,952,552
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,377,625          166,995,624          8,687,650          183,089,001  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       16,295,317        $ 395,632,221          27,502,735        $ 590,893,038  
    

 

 

      

 

 

      

 

 

      

 

 

 
Equity Income Fund                                    

Class A

                   

Shares Sold

       3,842,176        $ 67,504,955          6,480,746        $ 121,285,443  

Shares Issued for Reinvested Dividends

       5,937,515          111,649,007          7,839,935          137,242,745  

Shares Redeemed

       (7,807,493             (137,059,795        (13,808,960        (258,119,451
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,972,198          42,094,167          511,721          408,737  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       667,980        $ 11,956,768          1,403,741        $ 25,634,319  

Shares Issued for Reinvested Dividends

       979,785          18,415,419          1,490,092          25,756,245  

Shares Redeemed

       (2,342,876        (41,506,267        (5,337,720        (99,926,506
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (695,111        (11,134,080        (2,443,887        (48,535,942
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       8,259,095        $ 142,349,481          12,788,727        $ 238,778,998  

Shares Issued for Reinvested Dividends

       3,511,393          65,564,494          5,610,079          97,562,348  

Shares Redeemed

       (11,130,866        (190,446,986        (30,170,664        (559,232,499
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       639,622          17,466,989          (11,771,858        (222,891,153
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       179,782        $ 3,164,441          201,583        $ 3,801,906  

Shares Issued for Reinvested Dividends

       157,140          2,968,373          229,662          4,011,859  

Shares Redeemed

       (473,947        (8,697,404        (671,796        (12,589,934
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (137,025        (2,564,590        (240,551        (4,776,169
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       408,642        $ 7,096,022          517,003        $ 9,693,018  

Shares Issued for Reinvested Dividends

       151,830          2,867,419          271,292          4,754,392  

Shares Redeemed

       (529,715        (9,923,900        (1,721,384        (32,616,945
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       30,757          39,541          (933,089        (18,169,535
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       447,587        $ 8,310,417          1,131,152        $ 21,619,237  

Shares Issued for Reinvested Dividends

       253,116          4,805,164          360,589          6,368,591  

Shares Redeemed

       (1,320,681        (24,566,195        (1,508,603             (28,818,781
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (619,978        (11,450,614        (16,862        (830,953
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       716,977        $ 13,477,409          1,148,910        $ 22,234,541  

Shares Issued for Reinvested Dividends

       190,778          3,615,596          193,154          3,429,995  

Shares Redeemed

       (443,261        (8,090,572        (544,409        (10,408,102
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       464,494          9,002,433          797,655          15,256,434  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,225,592        $ 22,290,728          2,508,088        $ 47,678,296  

Shares Issued for Reinvested Dividends

       358,252          6,796,883          658,477          11,609,476  

Shares Redeemed

       (1,779,786        (30,542,516        (5,123,450        (95,079,692
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (195,942        (1,454,905        (1,956,885        (35,791,920
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       6,577,908        $ 115,336,847          10,316,801        $ 193,403,821  

Shares Issued for Reinvested Dividends

       3,722,809          69,376,348          4,372,836          76,382,908  

Shares Redeemed

       (5,489,203        (97,338,174        (8,455,981        (159,836,569
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,811,514          87,375,021          6,233,656          109,950,160  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       6,270,529        $ 129,373,962          (9,820,100      $ (205,380,341
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  96  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Growth Opportunities Fund                                    

Class A

                   

Shares Sold

       2,678,701        $ 99,892,678          5,563,708        $ 213,086,115  

Shares Issued for Reinvested Dividends

       3,358,472          128,192,872          13,501,045          442,159,235  

Shares Redeemed

       (4,733,400        (178,445,677        (9,974,318        (382,016,437
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,303,773          49,639,873          9,090,435          273,228,913  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,173,901        $ 21,717,972          3,170,815        $ 62,375,652  

Shares Issued for Reinvested Dividends

       1,561,688          29,063,009          5,635,659          96,538,837  

Shares Redeemed

       (2,933,338        (54,679,129        (6,028,908        (121,531,114
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (197,749        (3,898,148        2,777,566          37,383,375  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       4,030,863        $ 162,275,947          11,781,273        $ 478,068,139  

Shares Issued for Reinvested Dividends

       1,712,981          69,821,119          8,365,419          290,614,670  

Shares Redeemed

       (11,383,226        (461,319,809        (19,254,836             (785,597,820
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,639,382             (229,222,743        891,856          (16,915,011
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       93,951        $ 3,505,584          218,666        $ 8,369,169  

Shares Issued for Reinvested Dividends

       70,480          2,685,999          309,474          10,153,854  

Shares Redeemed

       (310,807        (12,121,199        (429,915        (16,932,192
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (146,376        (5,929,616        98,225          1,590,831  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       120,582        $ 4,969,449          250,422        $ 10,352,870  

Shares Issued for Reinvested Dividends

       84,663          3,477,115          446,887          15,681,250  

Shares Redeemed

       (453,956        (18,969,916        (746,989        (31,374,403
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (248,711        (10,523,352        (49,680        (5,340,283
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       78,147        $ 3,431,163          186,925        $ 8,171,987  

Shares Issued for Reinvested Dividends

       30,971          1,353,114          109,194          4,050,013  

Shares Redeemed

       (257,394        (11,613,919        (119,452        (5,325,984
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (148,276        (6,829,642        176,667          6,896,016  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       161,803        $ 7,337,526          357,710        $ 15,726,095  

Shares Issued for Reinvested Dividends

       28,918          1,288,564          64,798          2,446,116  

Shares Redeemed

       (98,131        (4,355,219        (159,208        (7,327,990
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       92,590          4,270,871          263,300          10,844,221  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       221,337        $ 9,920,149          1,911,323        $ 84,186,840  

Shares Issued for Reinvested Dividends

       199,027          8,864,641          650,084          24,540,654  

Shares Redeemed

       (613,457        (27,158,243        (1,452,543        (67,133,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (193,093        (8,373,453        1,108,864          41,593,963  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,570,434        $ 63,442,805          3,874,932        $ 160,316,539  

Shares Issued for Reinvested Dividends

       769,915          31,497,242          2,537,024          88,339,164  

Shares Redeemed

       (1,730,232        (70,976,366        (2,258,227        (94,166,031
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       610,117          23,963,681          4,153,729          154,489,672  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (4,567,107      $ (186,902,529        18,510,962        $ 503,771,697  
    

 

 

      

 

 

      

 

 

      

 

 

 
Healthcare Fund                                    

Class A

                   

Shares Sold

       716,142        $ 25,572,731          1,270,592        $ 42,474,857  

Shares Issued for Reinvested Dividends

       1,142,448          42,179,217          1,531,546          47,003,147  

Shares Redeemed

       (1,740,489        (61,998,775        (3,947,053        (131,520,198
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       118,101          5,753,173          (1,144,915        (42,042,194
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       234,552        $ 6,553,400          386,423        $ 10,098,608  

Shares Issued for Reinvested Dividends

       382,047          10,983,839          549,060          13,440,993  

Shares Redeemed

       (756,537        (21,307,691        (1,751,911        (46,660,248
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (139,938        (3,770,452        (816,428        (23,120,647
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  97  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Healthcare Fund – (continued)                                    

Class I

                   

Shares Sold

       1,367,504        $ 52,062,782          1,860,549        $ 65,494,008  

Shares Issued for Reinvested Dividends

       416,322          16,319,822          716,965          23,208,155  

Shares Redeemed

       (1,220,368             (45,881,654        (5,201,462             (180,879,649
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       563,458          22,500,950          (2,623,948        (92,177,486
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       97,995        $ 3,584,383          140,316        $ 4,727,398  

Shares Issued for Reinvested Dividends

       55,830          2,117,618          82,110          2,592,207  

Shares Redeemed

       (251,400        (9,234,747        (381,548        (13,280,244
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (97,575        (3,532,746        (159,122        (5,960,639
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       120,181        $ 4,705,706          153,972        $ 5,595,659  

Shares Issued for Reinvested Dividends

       36,845          1,484,498          61,171          2,038,224  

Shares Redeemed

       (230,269        (9,156,773        (397,220        (14,387,290
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (73,243        (2,966,569        (182,077        (6,753,407
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       128,715        $ 5,372,872          98,097        $ 3,776,425  

Shares Issued for Reinvested Dividends

       8,515          362,223          12,444          435,292  

Shares Redeemed

       (75,164        (2,953,350        (158,841        (6,002,309
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       62,066          2,781,745          (48,300        (1,790,592
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

                   

Shares Sold

       36,632        $ 1,541,196          33,146        $ 1,302,429  

Shares Issued for Reinvested Dividends

       3,211          138,636                    

Shares Redeemed

       (5,657        (229,239        (660        (26,300
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       34,186          1,450,593          32,486          1,276,129  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       286,891        $ 11,739,611          669,883        $ 26,123,541  

Shares Issued for Reinvested Dividends

       96,305          4,156,525          94,877          3,362,455  

Shares Redeemed

       (214,786        (8,843,358        (354,102        (13,626,705
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       168,410          7,052,778          410,658          15,859,291  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

 

Shares Sold

       27,964        $ 1,091,144          72,466        $ 2,542,615  

Shares Issued for Reinvested Dividends

       45,179          1,776,419          158,658          5,145,276  

Shares Redeemed

       (79,703        (3,052,316        (1,561,880        (51,838,121
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (6,560        (184,753        (1,330,756        (44,150,230
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       628,905        $ 29,084,719          (5,862,402      $ (198,859,775
    

 

 

      

 

 

      

 

 

      

 

 

 
MidCap Fund                                    

Class A

                   

Shares Sold

       4,404,196        $ 122,749,484          10,562,439        $ 302,872,439  

Shares Issued for Reinvested Dividends

       4,994,716          148,592,803          11,616,898          286,472,704  

Shares Redeemed

       (9,471,297            (258,243,064        (15,519,945            (445,949,253
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (72,385        13,099,223          6,659,392          143,395,890  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,099,817        $ 20,986,987          3,619,415        $ 71,020,807  

Shares Issued for Reinvested Dividends

       1,866,823          37,149,763          5,087,766          86,695,527  

Shares Redeemed

       (4,638,436        (85,707,749        (11,310,026        (222,847,023
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,671,796        (27,570,999        (2,602,845        (65,130,689
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       25,739,295        $ 682,088,981          42,632,618        $ 1,267,074,961  

Shares Issued for Reinvested Dividends

       6,833,413          211,084,130          15,195,028          387,321,276  

Shares Redeemed

       (28,391,835        (800,556,836        (43,805,361        (1,290,404,699
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,180,873          92,616,275          14,022,285          363,991,538  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       537,400        $ 16,199,136          556,017        $ 17,863,858  

Shares Issued for Reinvested Dividends

       135,870          4,553,016          380,030          10,526,822  

Shares Redeemed

       (502,130        (15,690,716        (1,180,346        (38,151,880
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       171,140          5,061,436          (244,299        (9,761,200
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  98  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
MidCap Fund – (continued)                                    

Class R4

                   

Shares Sold

       711,170        $ 23,055,118          2,008,473        $ 67,464,654  

Shares Issued for Reinvested Dividends

       324,499          11,409,397          881,164          25,483,275  

Shares Redeemed

       (1,962,626        (64,476,701        (3,755,272        (128,083,303
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (926,957        (30,012,186        (865,635        (35,135,374
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,462,211        $ 50,037,435          5,884,056        $ 201,889,123  

Shares Issued for Reinvested Dividends

       534,352          19,461,090          1,361,847          40,610,288  

Shares Redeemed

       (2,967,254        (102,052,997        (6,880,878        (238,241,924
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (970,691        (32,554,472        365,025          4,257,487  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       8,533,787        $ 299,966,218          23,570,871        $ 824,805,540  

Shares Issued for Reinvested Dividends

       1,978,533          72,988,070          3,466,868          104,560,740  

Shares Redeemed

       (7,758,373        (264,406,164        (8,765,259        (311,279,864
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,753,947          108,548,124          18,272,480          618,086,416  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       5,320,188        $ 176,738,180          13,498,176        $ 461,820,073  

Shares Issued for Reinvested Dividends

       1,713,171          63,096,079          4,622,179          139,266,264  

Shares Redeemed

       (11,912,067        (408,383,492        (29,761,816        (1,038,153,416
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,878,708        (168,549,233        (11,641,461        (437,067,079
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       12,412,120        $ 355,406,533          23,838,251        $ 717,246,012  

Shares Issued for Reinvested Dividends

       3,417,284          105,901,641          6,900,254          176,232,472  

Shares Redeemed

       (9,451,952            (266,825,450        (12,295,039        (370,932,155
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,377,452          194,482,724          18,443,466          522,546,329  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       4,962,875        $ 155,120,892          42,408,408        $      1,105,183,318  
    

 

 

      

 

 

      

 

 

      

 

 

 
MidCap Value Fund                                    

Class A

                   

Shares Sold

       1,583,676        $ 19,898,635          3,015,194        $ 39,850,799  

Shares Issued for Reinvested Dividends

       633,942          9,248,149          2,634,934          31,694,686  

Shares Redeemed

       (2,219,238        (27,278,407        (3,749,358        (50,258,979
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,620        1,868,377          1,900,770          21,286,506  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       95,793        $ 872,196          219,028        $ 2,302,437  

Shares Issued for Reinvested Dividends

       40,108          460,945          240,187          2,313,001  

Shares Redeemed

       (259,253        (2,675,723        (572,160        (6,156,895
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (123,352        (1,342,582        (112,945        (1,541,457
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       311,524        $ 4,220,703          414,930        $ 5,677,380  

Shares Issued for Reinvested Dividends

       66,544          983,484          300,075          3,648,250  

Shares Redeemed

       (847,821        (10,459,260        (939,685        (12,651,962
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (469,753        (5,255,073        (224,680        (3,326,332
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       47,876        $ 570,334          77,867        $ 1,086,097  

Shares Issued for Reinvested Dividends

       12,474          191,545          72,689          922,418  

Shares Redeemed

       (102,576        (1,453,316        (250,237        (3,619,666
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (42,226        (691,437        (99,681        (1,611,151
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       70,833        $ 909,366          125,020        $ 1,801,520  

Shares Issued for Reinvested Dividends

       19,234          303,476          82,313          1,068,388  

Shares Redeemed

       (153,997        (2,099,669        (194,448        (2,814,110
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (63,930        (886,827        12,885          55,798  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       6,031        $ 90,578          68,987        $ 961,987  

Shares Issued for Reinvested Dividends

       2,874          46,111          36,259          477,765  

Shares Redeemed

       (6,020        (76,584        (517,692        (7,282,905
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,885          60,105          (412,446        (5,843,153
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  99  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
MidCap Value Fund – (continued)                                    

Class Y

                   

Shares Sold

       77,709        $ 1,098,623          291,417        $ 4,364,547  

Shares Issued for Reinvested Dividends

       24,096          388,031          90,660          1,198,031  

Shares Redeemed

       (110,529        (1,558,447        (306,083        (4,432,547
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (8,724        (71,793        75,994          1,130,031  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       4,703,883        $ 58,197,590          6,169,822        $ 84,036,654  

Shares Issued for Reinvested Dividends

       724,542          10,710,609          2,440,229          29,675,324  

Shares Redeemed

       (2,643,697        (35,005,077        (4,278,093            (58,547,425
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,784,728          33,903,122          4,331,958          55,164,553  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,078,008        $ 27,583,892          5,471,855        $ 65,314,795  
    

 

 

      

 

 

      

 

 

      

 

 

 
Quality Value Fund                                    

Class A

                   

Shares Sold

       300,143        $ 5,680,642          515,463        $ 10,074,937  

Shares Issued for Reinvested Dividends

       399,948          8,456,465          572,123          10,176,420  

Shares Redeemed

       (791,922        (14,856,716        (1,261,687        (24,792,514
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (91,831        (719,609        (174,101        (4,541,157
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       17,842        $ 298,656          48,982        $ 803,712  

Shares Issued for Reinvested Dividends

       16,808          302,140          28,768          438,130  

Shares Redeemed

       (91,375        (1,486,935        (229,704        (3,910,337
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (56,725        (886,139        (151,954        (2,668,495
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       53,216        $ 1,059,434          118,116        $ 2,316,278  

Shares Issued for Reinvested Dividends

       32,925          686,590          47,997          841,546  

Shares Redeemed

       (98,598        (1,931,094        (208,357        (4,046,731
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (12,457        (185,070        (42,244        (888,907
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       3,202        $ 58,110          17,295        $ 356,081  

Shares Issued for Reinvested Dividends

       2,697          57,990          3,279          59,308  

Shares Redeemed

       (15,568        (315,163        (15,768        (322,706
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (9,669        (199,063        4,806          92,683  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       22,010        $ 422,224          27,215        $ 549,127  

Shares Issued for Reinvested Dividends

       13,979          303,759          19,976          364,460  

Shares Redeemed

       (88,866        (1,827,205        (63,260        (1,291,227
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (52,877            (1,101,222        (16,069        (377,640
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       465        $ 9,794          1,251        $ 24,050  

Shares Issued for Reinvested Dividends

       566          12,405          1,768          32,495  

Shares Redeemed

       (22        (427        (16,898        (357,155
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,009          21,772          (13,879        (300,610
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       2,442        $ 40,557          1,060        $ 21,715  

Shares Issued for Reinvested Dividends

       83          1,828          35          650  

Shares Redeemed

       (7        (138        (6        (133
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,518          42,247          1,089          22,232  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       4,605        $ 100,900          27,388        $ 566,227  

Shares Issued for Reinvested Dividends

       1,541          33,830          2,143          39,465  

Shares Redeemed

       (15,005        (252,179        (30,147        (614,974
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (8,859        (117,449        (616        (9,282
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       73,685        $ 1,293,088          106,180        $ 2,050,010  

Shares Issued for Reinvested Dividends

       31,266          650,547          350,111          6,128,466  

Shares Redeemed

       (71,280        (1,345,114        (4,395,222        (84,991,695
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       33,671          598,521          (3,938,931        (76,813,219
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (195,220      $ (2,546,012        (4,331,899      $ (85,484,395
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  100  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Small Cap Growth Fund                                    

Class A

                   

Shares Sold

       67,086        $ 2,955,408          143,713        $ 6,367,732  

Shares Issued for Reinvested Dividends

       64,624          3,116,821          1,137,942          42,820,742  

Shares Redeemed

       (341,417        (14,978,614        (691,468        (30,501,386
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (209,707        (8,906,385        590,187          18,687,088  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       2,716        $ 81,188          33,213        $ 900,484  

Shares Issued for Reinvested Dividends

       10,908          352,646          236,201          6,042,022  

Shares Redeemed

       (86,686        (2,529,670        (315,783        (9,391,318
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (73,062        (2,095,836        (46,369        (2,448,812
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       876,066        $ 36,508,618          2,177,043        $ 98,419,282  

Shares Issued for Reinvested Dividends

       57,457          2,916,489          1,099,491          43,341,934  

Shares Redeemed

       (864,137        (37,984,002        (3,548,369        (163,047,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       69,386          1,441,105          (271,835        (21,286,315
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       32,029        $ 1,318,264          69,866        $ 2,907,966  

Shares Issued for Reinvested Dividends

       3,087          146,681          60,131          2,234,481  

Shares Redeemed

       (68,159        (3,108,948        (148,734        (6,537,096
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (33,043        (1,644,003        (18,737        (1,394,649
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       89,522        $ 4,153,022          285,710        $ 12,583,104  

Shares Issued for Reinvested Dividends

       12,210          614,886          297,846          11,687,478  

Shares Redeemed

       (327,397            (14,338,460        (909,172        (41,585,558
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (225,665        (9,570,552        (325,616            (17,314,976
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       148,750        $ 7,369,134          484,882        $ 22,426,482  

Shares Issued for Reinvested Dividends

       21,655          1,157,694          397,887          16,508,317  

Shares Redeemed

       (403,283        (20,475,218        (844,219        (41,911,678
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (232,878        (11,948,390        38,550          (2,976,879
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,595,672        $ 87,103,736          827,350        $ 38,567,669  

Shares Issued for Reinvested Dividends

       17,777          965,664          205,988          8,674,158  

Shares Redeemed

       (1,210,213        (57,385,441        (479,346        (23,694,911
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       403,236          30,683,959          553,992          23,546,916  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       724,893        $ 36,114,370          3,471,469        $ 173,976,901  

Shares Issued for Reinvested Dividends

       92,203          5,010,331          1,656,136          69,789,590  

Shares Redeemed

       (2,455,582        (133,923,298        (3,955,235        (186,437,170
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,638,486        (92,798,597        1,172,370          57,329,321  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       157,789        $ 6,198,517          229,925        $ 10,549,148  

Shares Issued for Reinvested Dividends

       12,299          626,749          221,268          8,748,931  

Shares Redeemed

       (176,713        (8,096,998        (324,117        (15,214,484
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (6,625        (1,271,732        127,076          4,083,595  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,946,844      $ (96,110,431        1,819,618        $ 58,225,289  
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Cap Value Fund                                    

Class A

                   

Shares Sold

       286,807        $ 2,271,219          535,811        $ 5,599,188  

Shares Issued for Reinvested Dividends

       292,506          2,936,037          1,345,441          12,452,725  

Shares Redeemed

       (726,284        (6,162,891        (1,175,436        (12,205,028
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (146,971        (955,635        705,816          5,846,885  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       15,230        $ 109,300          27,521        $ 250,111  

Shares Issued for Reinvested Dividends

       26,761          229,881          201,614          1,622,991  

Shares Redeemed

       (113,018        (880,553        (336,158        (3,016,977
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (71,027        (541,372        (107,023        (1,143,875
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  101  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Small Cap Value Fund – (continued)                                    

Class I

                   

Shares Sold

       256,421        $ 2,516,550          290,021        $ 3,176,128  

Shares Issued for Reinvested Dividends

       41,551          418,405          101,935          945,995  

Shares Redeemed

       (195,517            (1,617,815        (246,872            (2,384,735
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       102,455          1,317,140          145,084          1,737,388  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       2,479        $ 23,399          12,137        $ 130,291  

Shares Issued for Reinvested Dividends

       3,512          36,623          12,847          123,296  

Shares Redeemed

       (1,831        (19,270        (5,951        (64,581
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,160          40,752          19,033          189,006  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       575        $ 5,266          2,596        $ 26,803  

Shares Issued for Reinvested Dividends

       226          2,398          493          4,797  

Shares Redeemed

       (1,623        (17,252        (92        (993
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (822        (9,588        2,997          30,607  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,479        $ 10,000                 $  

Shares Issued for Reinvested Dividends

       69          730          888          8,638  

Shares Redeemed

                         (2,386        (24,304
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,548          10,730          (1,498        (15,666
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       8,639        $ 84,232          8,510        $ 91,476  

Shares Issued for Reinvested Dividends

       665          7,036          253          2,456  

Shares Redeemed

       (630        (6,412        (11        (110
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       8,674          84,856          8,752          93,822  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       815        $ 7,479          27,569        $ 298,131  

Shares Issued for Reinvested Dividends

       2,671          28,235          11,902          115,661  

Shares Redeemed

       (17,060        (175,853        (32,472        (375,274
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (13,574        (140,139        6,999          38,518  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       229,197        $ 1,919,449          1,466,457        $ 14,533,039  

Shares Issued for Reinvested Dividends

       329,546          3,318,168          1,036,113          9,621,393  

Shares Redeemed

       (534,978        (4,128,309        (619,373        (6,521,061
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       23,765          1,109,308          1,883,197          17,633,371  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (91,792      $ 916,052          2,663,357        $ 24,410,056  
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Company Fund                                    

Class A

                   

Shares Sold

       1,106,331        $ 21,559,739          1,819,229        $ 35,427,303  

Shares Issued for Reinvested Dividends

       956,824          19,433,104          3,082,592          50,462,033  

Shares Redeemed

       (1,871,411        (35,782,579        (2,373,495            (46,229,828
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       191,744          5,210,264          2,528,326          39,659,508  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       60,447        $ 727,124          124,624        $ 1,583,364  

Shares Issued for Reinvested Dividends

       70,385          901,627          252,369          2,718,019  

Shares Redeemed

       (190,566            (2,275,987        (358,239        (4,604,087
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (59,734        (647,236        18,754          (302,704
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       141,971        $ 3,077,689          217,227        $ 4,551,958  

Shares Issued for Reinvested Dividends

       75,333          1,633,979          279,521          4,855,272  

Shares Redeemed

       (195,538        (3,949,014        (478,368        (9,730,251
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       21,766          762,654          18,380          (323,021
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       56,728        $ 1,115,616          134,256        $ 2,730,277  

Shares Issued for Reinvested Dividends

       35,475          793,230          146,146          2,626,237  

Shares Redeemed

       (146,251        (3,038,939        (330,361        (7,087,474
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (54,048        (1,130,093        (49,959        (1,730,960
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  102  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Small Company Fund – (continued)                                    

Class R4

                   

Shares Sold

       85,760        $ 1,961,774          147,445        $ 3,466,416  

Shares Issued for Reinvested Dividends

       31,292          752,892          125,461          2,408,843  

Shares Redeemed

       (166,327        (4,025,063        (280,883        (6,458,571
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (49,275        (1,310,397        (7,977        (583,312
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       17,541        $ 438,294          62,555        $ 1,589,279  

Shares Issued for Reinvested Dividends

       6,152          157,911          19,819          403,513  

Shares Redeemed

       (28,323        (695,468        (55,755        (1,415,258
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,630        (99,263        26,619          577,534  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       642        $ 16,904          2,145        $ 54,273  

Shares Issued for Reinvested Dividends

       220          5,772          1,032          21,469  

Shares Redeemed

       (3,838        (103,958        (553        (14,301
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,976        (81,282        2,624          61,441  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       202,470        $ 4,987,780          165,468        $ 4,153,738  

Shares Issued for Reinvested Dividends

       58,965          1,548,421          252,900          5,260,320  

Shares Redeemed

       (806,009        (18,476,307        (475,656        (10,480,486
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (544,574        (11,940,106        (57,288        (1,066,428
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,108,287        $ 22,376,188          4,045,700        $ 86,904,113  

Shares Issued for Reinvested Dividends

       518,887          11,316,929          1,153,443          20,116,041  

Shares Redeemed

       (1,018,964            (21,480,061        (1,258,713        (26,615,628
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       608,210          12,213,056          3,940,430          80,404,526  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       106,483        $ 2,977,597          6,419,909        $     116,696,584  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

  (1) 

Inception date was February 28, 2019.

 

13.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. 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 $350 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 ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended April 30, 2020, none of the Funds had borrowings under this facility.

 

14.

Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15.

Recent Accounting Pronouncement:

The FASB issued ASU 2017-08 (the “ASU”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and effective for private entities one year later. Management has evaluated the implication of additional disclosure and determined there is no impact to the Funds’ financial statements.

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early

 

 

  103  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

 

16.

Change in Independent Registered Public Accounting Firm:

On November 6, 2019, the Companies, on behalf of their respective Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.

On November 6, 2019, the Audit Committee of each Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by each Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).

 

17.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2020, events and transactions subsequent to April 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended October 31, 2020.

The affects to public health, business and market conditions resulting from the coronavirus (COVID-19) pandemic that escalated during the first quarter of 2020 and has extended into the second quarter of 2020 may have a significant negative impact on the performance of the Funds’ investments. The extent and duration of this impact is currently unclear.

 

 

  104  

 


Hartford Domestic Equity Funds

 

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

 

 

  105  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

 

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

 


 

 

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; 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 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 Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2020


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-DE20    06/20    217383    Printed in U.S.A.

 

LOGO


LOGO


LOGO

Dear Shareholders:

Thank you for investing in Hartford International/Global Equity Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2019 through April 30, 2020.

Market Review

During the six months ended April 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.16%. The results for the period reflect the volatility and uncertainty that continued to grip markets under the shadow of the ongoing coronavirus disease (COVID-19) pandemic, as global authorities grappled with rising infection rates,

 

overwhelmed hospitals, and devastated economies shut down by social distancing.

Prior to the initial COVID-19 outbreak in China, “normal” macro events dominated the headlines. The new United States-Mexico-Canada Agreement signed in early 2020 was seen as a potential positive for North American trade. Tensions around the U.S.-China trade dispute subsided with the signing in January 2020 of a Phase One agreement on tariffs and trade reforms. In the U.S., investors appeared to take the impeachment trial of President Trump in stride.

But starting in March, the expanding coronavirus pandemic devastated the world’s economies, triggering a global recession, record U.S. unemployment, extreme market volatility, and the end of the longest bull market in U.S. economic history.

Through March and April, global economic leaders, including the U.S. Federal Reserve (Fed), responded quickly. In adopting a vigorous “whatever-it-takes” rescue strategy, the Fed acted to inject liquidity into the markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of U.S. Treasuries, agency-backed securities, corporate bonds, and municipal fixed-income issues. On the fiscal side, the U.S. government unveiled a series of policy initiatives designed to reduce layoffs, assist small businesses, and stabilize stressed-out healthcare systems.

On March 27, 2020, the U.S. Congress enacted a $2 trillion economic stimulus package—the largest fiscal rescue package in U.S. history—providing some $350 billion in small-business loans to cover salaries, rent, paid leave, and other necessities. That loan package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.

By April 30, 2020, some state and local governments were carefully weighing the gradual lifting of the stay-at-home orders that had been put in place in an effort to control the spread of the virus.

Needless to say, it’s impossible to predict how or when the economic and social damages caused by this global pandemic will be fully repaired. In these uncertain times, it’s more important than ever to maintain a strong relationship with your financial professional.

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

 

LOGO

James Davey

President

Hartford Funds

 

1 

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

 

The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.


Hartford International/Global Equity Funds

Table of Contents

 

Fund Overview

     2  

Benchmark Glossary

     9  

Expense Examples

     10  

Financial Statements:

  

Schedules of Investments:

  

Hartford Climate Opportunities Fund (formerly, Hartford Environmental Opportunities Fund)

     12  

Hartford Emerging Markets Equity Fund

     15  

Hartford Global Impact Fund

     19  

Hartford International Equity Fund

     21  

The Hartford International Growth Fund

     27  

The Hartford International Opportunities Fund

     30  

The Hartford International Value Fund

     33  

Glossary

     37  

Statements of Assets and Liabilities

     38  

Statements of Operations

     42  

Statements of Changes in Net Assets

     44  

Financial Highlights

     47  

Notes to Financial Statements

     56  

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

     78  

Quarterly Portfolio Holdings Information

     78  


Hartford Climate Opportunities Fund

(formerly, Hartford Environmental Opportunities Fund)

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 02/29/2016

Sub-advised by Wellington Management Company LLP and Schroder Investment Management North America Inc. (Schroder Investment Management North America Limited serves as a sub-sub-adviser)

 

Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      Since
Inception2
 

Class A3

     -7.15%        -2.51%        7.18%  

Class A4

     -12.26%        -7.87%        5.73%  

Class C3

     -7.64%        -2.84%        6.93%  

Class C5

     -8.54%        -3.78%        6.93%  

Class I3

     -7.05%        -2.15%        7.48%  

Class R33

     -7.03%        -1.30%        7.43%  

Class R43

     -7.03%        -2.20%        7.32%  

Class R53

     -7.05%        -2.03%        7.44%  

Class R63

     -7.04%        -1.94%        7.56%  

Class Y3

     -7.09%        -2.07%        7.51%  

Class F3

     -6.97%        -2.08%        7.53%  

MSCI ACWI Index (Net)

     -7.68%        -4.96%        8.97%  

MSCI Global Environment Index (Net)

     0.67%        3.51%        11.52%  

 

1

Not Annualized

2 

Inception: 02/29/2016

3 

Without sales charge

4 

Reflects maximum sales charge of 5.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Prior to November 8, 2019, the Fund pursued a modified strategy and Wellington Management served as the Fund’s only sub-adviser.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.80%        1.19%  

Class C

     2.55%        1.94%  

Class I

     1.50%        0.89%  

Class R3

     2.13%        1.41%  

Class R4

     1.83%        1.11%  

Class R5

     1.53%        0.81%  

Class R6

     1.41%        0.69%  

Class Y

     1.52%        0.79%  

Class F

     1.41%        0.69%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund’s performance depends on the ability of the Investment Manager in selecting, overseeing, and allocating Fund assets to the sub-advisers. The sub-advisers’ investment styles may not be complementary. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Focus on investments that involve climate change opportunities or sustainable and environmental initiatives may result in foregoing certain investments and underperformance comparative to funds that do not have a similar focus. There are risks of focusing investments in securities of companies in the utilities and industrials sectors which may cause the Fund’s performance to be sensitive to developments in those sectors.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.8

Consumer Discretionary

     11.3  

Consumer Staples

     1.3  

Financials

     4.1  

Health Care

     1.8  

Industrials

     34.7  

Information Technology

     19.5  

Materials

     5.8  

Real Estate

     3.7  

Utilities

     13.4  
  

 

 

 

Total

     97.4
  

 

 

 

Short-Term Investments

     4.0  

Other Assets & Liabilities

     (1.4
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  2  

 


Hartford Emerging Markets Equity Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 05/31/2011

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     -13.38%        -15.09%        -0.94%        -0.84%  

Class A4

     -18.14%        -19.76%        -2.05%        -1.47%  

Class C3

     -13.75%        -15.76%        -1.68%        -1.58%  

Class C5

     -14.60%        -16.59%        -1.68%        -1.58%  

Class I3

     -13.26%        -14.97%        -0.63%        -0.51%  

Class R33

     -13.62%        -15.41%        -1.22%        -1.11%  

Class R43

     -13.42%        -15.11%        -0.93%        -0.82%  

Class R53

     -13.21%        -14.83%        -0.73%        -0.58%  

Class R63

     -13.25%        -14.77%        -0.50%        -0.42%  

Class Y3

     -13.26%        -14.97%        -0.56%        -0.45%  

Class F3

     -13.13%        -14.76%        -0.52%        -0.45%  

MSCI Emerging Markets Index (Net)

     -10.50%        -12.00%        -0.10%        -0.20%  

 

1 

Not Annualized

2 

Inception: 05/31/2011

3 

Without sales charge

4 

Reflects maximum sales charge of 5.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Performance information prior to 5/7/15 reflects when the Fund pursued a modified investment strategy.

Operating Expenses*    Gross      Net  

Class A

     1.51%        1.46%  

Class C

     2.35%        2.21%  

Class I

     1.21%        1.21%  

Class R3

     1.82%        1.71%  

Class R4

     1.52%        1.46%  

Class R5

     1.22%        1.16%  

Class R6

     1.10%        0.99%  

Class Y

     1.21%        1.11%  

Class F

     1.10%        0.99%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Small- and mid-cap securities can have greater risks and volatility than large-cap securities.  The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     13.7

Consumer Discretionary

     13.5  

Consumer Staples

     7.5  

Energy

     5.3  

Financials

     20.7  

Health Care

     2.9  

Industrials

     5.7  

Information Technology

     15.3  

Materials

     7.1  

Real Estate

     1.5  

Utilities

     3.2  
  

 

 

 

Total

     96.4
  

 

 

 

Short-Term Investments

     3.5  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  3  

 


Hartford Global Impact Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 02/28/2017

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      Since
Inception2
 

Class A3

     -11.43%        -5.33%        5.48%  

Class A4

     -16.30%        -10.53%        3.61%  

Class C3

     -11.71%        -5.87%        4.87%  

Class C5

     -12.59%        -6.81%        4.87%  

Class I3

     -11.24%        -4.93%        5.91%  

Class R33

     -11.46%        -5.44%        5.52%  

Class R43

     -11.30%        -5.16%        5.65%  

Class R53

     -11.27%        -4.98%        5.84%  

Class R63

     -11.27%        -4.91%        5.93%  

Class Y3

     -11.19%        -4.89%        5.90%  

Class F3

     -11.12%        -4.84%        5.97%  

MSCI ACWI Index (Net)

     -7.68%        -4.96%        5.14%  

 

1 

Not Annualized

2 

Inception: 02/28/2017

3 

Without sales charge

4 

Reflects maximum sales charge of 5.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, 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 prior to October 7, 2019 reflects when the Fund operated as a feeder fund in a master feeder structure.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.71%        1.19%  

Class C

     2.50%        1.94%  

Class I

     1.33%        0.89%  

Class R3

     1.97%        1.41%  

Class R4

     1.67%        1.11%  

Class R5

     1.37%        0.81%  

Class R6

     1.26%        0.69%  

Class Y

     1.36%        0.79%  

Class F

     1.25%        0.69%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap and mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Investing in companies that seek to address major social and environmental challenges may cause the Fund to forego certain investment opportunities and underperform funds that do not have a similar focus.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     8.9

Consumer Discretionary

     3.0  

Financials

     0.7  

Health Care

     22.1  

Industrials

     15.4  

Information Technology

     23.7  

Materials

     2.0  

Real Estate

     12.1  

Utilities

     8.8  
  

 

 

 

Total

     96.7
  

 

 

 

Short-Term Investments

     5.4  

Other Assets & Liabilities

     (2.1
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  4  

 


Hartford International Equity Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 06/30/2008

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term capital appreciation.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -14.29%        -12.91%        -0.36%        3.47%  

Class A3

     -19.00%        -17.70%        -1.48%        2.89%  

Class C2

     -14.64%        -13.49%        -1.12%        2.71%  

Class C4

     -15.48%        -14.34%        -1.12%        2.71%  

Class I2

     -14.17%        -12.57%        -0.03%        3.85%  

Class R32

     -14.48%        -13.18%        -0.66%        3.21%  

Class R42

     -14.30%        -12.84%        -0.38%        3.51%  

Class R52

     -14.22%        -12.66%        -0.12%        3.82%  

Class R62

     -14.13%        -12.53%        0.16%        3.98%  

Class Y2

     -14.26%        -12.66%        0.05%        3.92%  

Class F2

     -14.13%        -12.52%        0.06%        3.90%  

MSCI ACWI
ex USA Index (Net)

     -13.22%        -11.51%        -0.17%        2.89%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Performance information prior to 8/13/15 reflects when the Fund pursued a modified investment strategy.

Classes A, C, and I of the Fund are closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

Operating Expenses*    Gross      Net  

Class A

     0.97%        0.97%  

Class C

     1.71%        1.71%  

Class I

     0.63%        0.63%  

Class R3

     1.24%        1.24%  

Class R4

     0.96%        0.96%  

Class R5

     0.65%        0.65%  

Class R6

     0.54%        0.54%  

Class Y

     0.65%        0.65%  

Class F

     0.54%        0.54%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Small- and mid-cap securities can have greater risks and volatility than large-cap securities.The Fund’s strategy for allocating assets among portfolio management teams may not work as intended.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     10.6

Consumer Discretionary

     10.5  

Consumer Staples

     9.1  

Energy

     2.9  

Financials

     16.9  

Health Care

     10.1  

Industrials

     11.5  

Information Technology

     11.7  

Materials

     5.9  

Real Estate

     3.3  

Utilities

     3.2  
  

 

 

 

Total

     95.7
  

 

 

 

Short-Term Investments

     5.0  

Other Assets & Liabilities

     (0.7
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  5  

 


The Hartford International Growth Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 04/30/2001

Sub-advised by Wellington Management Company LLP

  Investment Objective – The Fund seeks capital appreciation

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -7.01%        -4.96%        2.20%        6.03%  

Class A3

     -12.12%        -10.19%        1.05%        5.43%  

Class C2

     -7.32%        -5.67%        1.43%        5.24%  

Class C4

     -8.25%        -6.61%        1.43%        5.24%  

Class I2

     -6.88%        -4.68%        2.51%        6.37%  

Class R32

     -7.09%        -5.21%        1.91%        5.82%  

Class R42

     -6.99%        -4.93%        2.21%        6.15%  

Class R52

     -6.86%        -4.62%        2.52%        6.48%  

Class R62

     -6.75%        -4.53%        2.64%        6.55%  

Class Y2

     -6.88%        -4.66%        2.57%        6.52%  

Class F2

     -6.80%        -4.53%        2.58%        6.41%  

MSCI ACWI
ex USA Growth Index (Net)

     -6.10%        -2.38%        2.91%        4.85%  

MSCI ACWI
ex USA Index (Net)

     -13.22%        -11.51%        -0.17%        2.89%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.39%        1.31%  

Class C

     2.16%        2.06%  

Class I

     1.01%        1.01%  

Class R3

     1.64%        1.58%  

Class R4

     1.34%        1.28%  

Class R5

     1.03%        1.01%  

Class R6

     0.92%        0.86%  

Class Y

     1.03%        0.96%  

Class F

     0.92%        0.86%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier

  termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. The Fund may focus on investments in particular sectors, geographic regions or countries, so it may be more exposed to risks and volatility than a fund holding more geographically diverse investments. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     10.8

Consumer Discretionary

     14.6  

Consumer Staples

     10.1  

Financials

     12.5  

Health Care

     14.4  

Industrials

     11.5  

Information Technology

     19.2  

Materials

     0.9  

Real Estate

     2.3  

Utilities

     1.2  
  

 

 

 

Total

     97.5
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     (1.9
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  6  

 


The Hartford International Opportunities Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 07/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term growth of capital.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -11.87%        -10.85%        -0.27%        3.60%  

Class A3

     -16.72%        -15.75%        -1.39%        3.02%  

Class C2

     -12.16%        -11.45%        -1.00%        2.84%  

Class C4

     -13.04%        -12.33%        -1.00%        2.84%  

Class I2

     -11.71%        -10.51%        0.05%        3.95%  

Class R32

     -12.00%        -11.06%        -0.53%        3.35%  

Class R42

     -11.90%        -10.86%        -0.24%        3.66%  

Class R52

     -11.76%        -10.56%        0.06%        3.98%  

Class R62

     -11.73%        -10.49%        0.15%        4.08%  

Class Y2

     -11.71%        -10.46%        0.14%        4.07%  

Class F2

     -11.70%        -10.44%        0.12%        3.99%  

MSCI ACWI
ex USA Index (Net)

     -13.22%        -11.51%        -0.17%        2.89%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, 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 11/7/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.13%        1.13%  

Class C

     1.89%        1.89%  

Class I

     0.80%        0.80%  

Class R3

     1.42%        1.42%  

Class R4

     1.12%        1.12%  

Class R5

     0.81%        0.81%  

Class R6

     0.71%        0.71%  

Class Y

     0.81%        0.77%  

Class F

     0.71%        0.71%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors, geographic regions or countries may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     12.1

Consumer Discretionary

     13.7  

Consumer Staples

     8.4  

Energy

     1.6  

Financials

     11.6  

Health Care

     10.3  

Industrials

     13.9  

Information Technology

     11.6  

Materials

     3.3  

Real Estate

     5.1  

Utilities

     6.9  
  

 

 

 

Total

     98.5
  

 

 

 

Short-Term Investments

     1.4  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  7  

 


The Hartford International Value Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 05/28/2010

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     -25.34%        -24.19%        -2.76%        4.38%  

Class A4

     -29.45%        -28.36%        -3.85%        3.79%  

Class C3

     -25.60%        -24.76%        -3.41%        3.67%  

Class C5

     -26.33%        -25.50%        -3.41%        3.67%  

Class I3

     -25.17%        -23.93%        -2.42%        4.75%  

Class R33

     -25.45%        -24.47%        -3.06%        4.09%  

Class R43

     -25.33%        -24.24%        -2.75%        4.42%  

Class R53

     -25.19%        -24.00%        -2.45%        4.73%  

Class R63

     -25.16%        -23.89%        -2.35%        5.00%  

Class Y3

     -25.15%        -23.93%        -2.36%        4.99%  

Class F3

     -25.18%        -23.93%        -2.37%        4.78%  

MSCI EAFE Value Index (Net)

     -21.28%        -20.48%        -3.66%        2.64%  

MSCI EAFE Index (Net)

     -14.21%        -11.34%        -0.17%        4.84%  

 

1 

Not Annualized

2 

Inception: 05/28/2010

3 

Without sales charge

4 

Reflects maximum sales charge of 5.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/19. Performance prior to that date is that of the Fund’s Class Y shares.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

Operating Expenses*    Gross      Net  

Class A

     1.20%        1.20%  

Class C

     1.95%        1.95%  

Class I

     0.91%        0.91%  

Class R3

     1.55%        1.55%  

Class R4

     1.26%        1.26%  

Class R5

     0.96%        0.96%  

Class R6

     0.84%        0.84%  

Class Y

     0.92%        0.90%  

Class F

     0.84%        0.84%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of April 30, 2020

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     11.7

Consumer Discretionary

     12.7  

Consumer Staples

     1.9  

Energy

     11.3  

Financials

     22.6  

Health Care

     2.2  

Industrials

     12.1  

Information Technology

     6.9  

Materials

     11.8  

Real Estate

     2.1  

Utilities

     1.3  
  

 

 

 

Total

     96.6
  

 

 

 

Short-Term Investments

     3.8  

Other Assets & Liabilities

     (0.4
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  8  

 


Hartford International/Global Equity Funds

Benchmark Glossary (Unaudited)

 

 

 

MSCI All Country World (ACWI) ex USA Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall growth style characteristics across developed market countries (excluding the United States) and emerging market countries.

MSCI All Country World (ACWI) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI All Country World (ACWI) Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed market countries, excluding the U.S. and Canada.

MSCI EAFE Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed market countries, excluding the U.S. and Canada.

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across emerging market countries.

MSCI Global Environment Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to maximize its exposure to Clean Technology environmental themes. The MSCI Global Environment Index is comprised of companies that focus on offering products or services that contribute to a more environmentally sustainable economy by making a more efficient use of limited global natural resources.

 

 

 

 

  9  

 


Hartford 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 November 1, 2019 through April 30, 2020. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The 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 (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

Hartford Climate Opportunities Fund

 

Class A

   $     1,000.00      $     928.50      $ 5.32      $     1,000.00      $     1,019.34      $     5.57        1.11

Class C

   $ 1,000.00      $ 923.60      $ 9.28      $ 1,000.00      $ 1,015.22      $ 9.72        1.94

Class I

   $ 1,000.00      $ 929.50      $ 3.98      $ 1,000.00      $ 1,020.74      $ 4.17        0.83

Class R3

   $ 1,000.00      $ 929.70      $ 3.93      $ 1,000.00      $ 1,020.79      $ 4.12        0.82

Class R4

   $ 1,000.00      $ 929.70      $ 4.17      $ 1,000.00      $ 1,020.54      $ 4.37        0.87

Class R5

   $ 1,000.00      $ 929.50      $ 3.65      $ 1,000.00      $ 1,021.08      $ 3.82        0.76

Class R6

   $ 1,000.00      $ 929.60      $ 3.31      $ 1,000.00      $ 1,021.43      $ 3.47        0.69

Class Y

   $ 1,000.00      $ 929.10      $ 3.74      $ 1,000.00      $ 1,020.99      $ 3.92        0.78

Class F

   $ 1,000.00      $ 930.30      $ 3.31      $ 1,000.00      $ 1,021.43      $ 3.47        0.69

Hartford Emerging Markets Equity Fund

 

Class A

   $ 1,000.00      $ 866.20      $ 6.54      $ 1,000.00      $ 1,017.85      $ 7.07        1.41

Class C

   $ 1,000.00      $ 862.50      $     10.19      $ 1,000.00      $ 1,013.92      $     11.02        2.20

Class I

   $ 1,000.00      $ 867.40      $ 5.11      $ 1,000.00      $ 1,019.39      $ 5.52        1.10

Class R3

   $ 1,000.00      $ 863.80      $ 7.69      $ 1,000.00      $ 1,016.61      $ 8.32        1.66

Class R4

   $ 1,000.00      $ 865.80      $ 6.45      $ 1,000.00      $ 1,017.95      $ 6.97        1.39

Class R5

   $ 1,000.00      $ 867.90      $ 5.11      $ 1,000.00      $ 1,019.39      $ 5.52        1.10

Class R6

   $ 1,000.00      $ 867.50      $ 4.55      $ 1,000.00      $ 1,019.99      $ 4.92        0.98

Class Y

   $ 1,000.00      $ 867.40      $ 5.06      $ 1,000.00      $ 1,019.44      $ 5.47        1.09

Class F

   $ 1,000.00      $ 868.70      $ 4.55      $ 1,000.00      $ 1,019.99      $ 4.92        0.98

 

 

  10  

 


Hartford International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

Hartford Global Impact Fund

 

Class A

   $     1,000.00      $     885.70      $     3.84      $     1,000.00      $     1,020.79      $ 4.12        0.82

Class C

   $ 1,000.00      $ 882.90      $ 7.35      $ 1,000.00      $ 1,017.06      $ 7.87        1.57

Class I

   $ 1,000.00      $ 887.60      $ 2.35      $ 1,000.00      $ 1,022.38      $ 2.51        0.50

Class R3

   $ 1,000.00      $ 885.40      $ 4.88      $ 1,000.00      $ 1,019.69      $ 5.22        1.04

Class R4

   $ 1,000.00      $ 887.00      $ 3.52      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class R5

   $ 1,000.00      $ 887.30      $ 2.16      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

Class R6

   $ 1,000.00      $ 887.30      $ 1.97      $ 1,000.00      $ 1,022.78      $ 2.11        0.42

Class Y

   $ 1,000.00      $ 888.10      $ 1.97      $ 1,000.00      $ 1,022.78      $ 2.11        0.42

Class F

   $ 1,000.00      $ 888.80      $ 1.60      $ 1,000.00      $ 1,023.17      $ 1.71        0.34

Hartford International Equity Fund

 

Class A

   $ 1,000.00      $ 857.10      $ 4.53      $ 1,000.00      $ 1,019.99      $ 4.92        0.98

Class C

   $ 1,000.00      $ 853.60      $ 8.11      $ 1,000.00      $ 1,016.11      $ 8.82        1.76

Class I

   $ 1,000.00      $ 858.30      $ 2.91      $ 1,000.00      $ 1,021.73      $ 3.17        0.63

Class R3

   $ 1,000.00      $ 855.20      $ 5.72      $ 1,000.00      $ 1,018.70      $ 6.22        1.24

Class R4

   $ 1,000.00      $ 857.00      $ 4.25      $ 1,000.00      $ 1,020.29      $ 4.62        0.92

Class R5

   $ 1,000.00      $ 857.80      $ 2.86      $ 1,000.00      $ 1,021.78      $ 3.12        0.62

Class R6

   $ 1,000.00      $ 858.70      $ 2.50      $ 1,000.00      $ 1,022.18      $ 2.72        0.54

Class Y

   $ 1,000.00      $ 857.40      $ 2.96      $ 1,000.00      $ 1,021.68      $ 3.22        0.64

Class F

   $ 1,000.00      $ 858.70      $ 2.45      $ 1,000.00      $ 1,022.23      $ 2.66        0.53

The Hartford International Growth Fund

 

Class A

   $ 1,000.00      $ 929.90      $ 6.24      $ 1,000.00      $ 1,018.40      $ 6.52        1.30

Class C

   $ 1,000.00      $ 926.80      $ 9.82      $ 1,000.00      $ 1,014.67      $     10.27        2.05

Class I

   $ 1,000.00      $ 931.20      $ 4.51      $ 1,000.00      $ 1,020.19      $ 4.72        0.94

Class R3

   $ 1,000.00      $ 929.10      $ 7.48      $ 1,000.00      $ 1,017.11      $ 7.82        1.56

Class R4

   $ 1,000.00      $ 930.10      $ 6.05      $ 1,000.00      $ 1,018.60      $ 6.32        1.26

Class R5

   $ 1,000.00      $ 931.40      $ 4.56      $ 1,000.00      $ 1,020.14      $ 4.77        0.95

Class R6

   $ 1,000.00      $ 932.50      $ 4.08      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

Class Y

   $ 1,000.00      $ 931.20      $ 4.56      $ 1,000.00      $ 1,020.14      $ 4.77        0.95

Class F

   $ 1,000.00      $ 932.00      $ 4.08      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

The Hartford International Opportunities Fund

 

Class A

   $ 1,000.00      $ 881.30      $ 5.24      $ 1,000.00      $ 1,019.29      $ 5.62        1.12

Class C

   $ 1,000.00      $ 878.40      $ 8.87      $ 1,000.00      $ 1,015.42      $ 9.52        1.90

Class I

   $ 1,000.00      $ 882.90      $ 3.65      $ 1,000.00      $ 1,020.99      $ 3.92        0.78

Class R3

   $ 1,000.00      $ 880.00      $ 6.54      $ 1,000.00      $ 1,017.90      $ 7.02        1.40

Class R4

   $ 1,000.00      $ 881.00      $ 5.19      $ 1,000.00      $ 1,019.34      $ 5.57        1.11

Class R5

   $ 1,000.00      $ 882.40      $ 3.74      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Class R6

   $ 1,000.00      $ 882.70      $ 3.28      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

Class Y

   $ 1,000.00      $ 882.90      $ 3.51      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class F

   $ 1,000.00      $ 883.00      $ 3.28      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

The Hartford International Value Fund

 

Class A

   $ 1,000.00      $ 746.60      $ 5.30      $ 1,000.00      $ 1,018.80      $ 6.12        1.22

Class C

   $ 1,000.00      $ 744.00      $ 8.63      $ 1,000.00      $ 1,014.97      $ 9.97        1.99

Class I

   $ 1,000.00      $ 748.30      $ 4.00      $ 1,000.00      $ 1,020.29      $ 4.62        0.92

Class R3

   $ 1,000.00      $ 745.50      $ 6.73      $ 1,000.00      $ 1,017.16      $ 7.77        1.55

Class R4

   $ 1,000.00      $ 746.70      $ 5.25      $ 1,000.00      $ 1,018.85      $ 6.07        1.21

Class R5

   $ 1,000.00      $ 748.10      $ 4.04      $ 1,000.00      $ 1,020.24      $ 4.67        0.93

Class R6

   $ 1,000.00      $ 748.40      $ 3.65      $ 1,000.00      $ 1,020.69      $ 4.22        0.84

Class Y

   $ 1,000.00      $ 748.50      $ 3.91      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

Class F

   $ 1,000.00      $ 748.20      $ 3.65      $ 1,000.00      $ 1,020.69      $ 4.22        0.84

 

 

  11  

 


Hartford Climate Opportunities Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.4%  
      Austria - 0.3%  
  1,818    

Lenzing AG

  $ 103,910  
   

 

 

 
      Belgium - 0.9%  
  7,840    

Umicore S.A.

    339,789  
   

 

 

 
      Brazil - 0.8%  
  67,440    

Cia de Saneamento do Parana

    318,727  
   

 

 

 
      Canada - 0.4%  
  3,875    

Nutrien Ltd.

    138,386  
   

 

 

 
      Chile - 0.6%  
  22,572    

Antofagasta plc

    231,135  
   

 

 

 
      China - 4.6%  
  2,103    

Alibaba Group Holding Ltd. ADR*

    426,215  
  654,000    

China Everbright International Ltd.

    378,205  
  1,195,209    

China Longyuan Power Group Corp. Ltd. Class H

    597,400  
  7,379    

JinkoSolar Holding Co., Ltd. ADR*(1)

    116,736  
  247,800    

Xinjiang Goldwind Science & Technology Co., Ltd. Class H

    242,967  
   

 

 

 
      1,761,523  
   

 

 

 
      Denmark - 3.2%  
  2,116    

Orsted A/S(2)

    213,738  
  2,176    

Rockwool International A/S Class B

    457,307  
  6,313    

Vestas Wind Systems A/S

    542,117  
   

 

 

 
      1,213,162  
   

 

 

 
      France - 3.1%  
  6,262    

Alstom S.A.

    256,861  
  16,420    

Cie de Saint-Gobain

    436,902  
  5,005    

Schneider Electric SE

    462,523  
   

 

 

 
      1,156,286  
   

 

 

 
      Germany - 4.8%  
  5,110    

Bayerische Motoren Werke AG

    300,597  
  16,856    

Infineon Technologies AG

    313,368  
  2,893    

Knorr-Bremse AG

    269,059  
  2,118    

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    463,893  
  5,071    

Siemens AG

    467,968  
   

 

 

 
      1,814,885  
   

 

 

 
      Ireland - 1.4%  
  4,673    

Kingspan Group plc

    238,122  
  3,204    

Trane Technologies plc

    280,094  
   

 

 

 
      518,216  
   

 

 

 
      Italy - 1.0%  
  6,587    

Carel Industries S.p.A.(2)

    98,170  
  14,555    

Prysmian S.p.A.

    274,623  
   

 

 

 
      372,793  
   

 

 

 
      Japan - 9.7%  
  2,900    

Daifuku Co., Ltd.

    202,944  
  3,760    

Daikin Industries Ltd.

    482,524  
  3,100    

East Japan Railway Co.

    226,362  
  21,365    

Fujitsu General Ltd.

    353,723  
  600    

Keyence Corp.

    214,207  
  12,900    

Kubota Corp.

    160,201  
  20,335    

Kyudenko Corp.

    570,132  
  13,000    

Nabtesco Corp.

    372,000  
  26,345    

Sekisui Chemical Co., Ltd.

    333,899  
  2,100    

Shimano, Inc.

    309,447  
  14,200    

Sumitomo Forestry Co., Ltd.

    175,428  
  4,500    

Toyota Motor Corp.

    278,221  
   

 

 

 
      3,679,088  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.4% - (continued)  
      Netherlands - 2.1%  
  7,704    

Aalberts N.V.

  $ 216,942  
  7,290    

Alfen Beheer B.V.*(2)

    209,990  
  24,684    

Arcadis N.V.

    383,839  
   

 

 

 
      810,771  
   

 

 

 
      Norway - 1.3%  
  55,851    

NEL ASA*

    68,354  
  83,004    

Norsk Hydro ASA

    210,570  
  6,742    

Tomra Systems ASA

    224,015  
   

 

 

 
      502,939  
   

 

 

 
      South Korea - 1.9%  
  7,744    

Samsung Electronics Co., Ltd.

    318,414  
  1,747    

Samsung SDI Co., Ltd.

    412,704  
   

 

 

 
      731,118  
   

 

 

 
      Spain - 4.2%  
  25,695    

Atlantica Yield plc

    615,138  
  54,121    

Iberdrola S.A.

    538,384  
  29,569    

Siemens Gamesa Renewable Energy S.A.

    439,860  
   

 

 

 
      1,593,382  
   

 

 

 
      Sweden - 1.7%  
  11,249    

Hexagon AB Class B

    552,010  
  4,477    

Nibe Industrier AB Class B

    83,527  
   

 

 

 
      635,537  
   

 

 

 
      Switzerland - 1.8%  
  18,158    

ABB Ltd.

    344,680  
  4,832    

Swiss Re AG

    351,124  
   

 

 

 
      695,804  
   

 

 

 
      Taiwan - 1.0%  
  80,000    

Chroma ATE, Inc.

    368,646  
   

 

 

 
      United Kingdom - 6.7%  
  54,376    

Calisen plc*

    126,700  
  3,676    

Croda International plc

    225,411  
  46,593    

ITM Power plc*

    91,368  
  61,281    

National Grid plc

    718,137  
  113,918    

Smart Metering Systems plc

    858,009  
  9,606    

Spectris plc

    323,921  
  38,676    

Trainline plc*(2)

    184,848  
   

 

 

 
      2,528,394  
   

 

 

 
      United States - 45.9%  
  514    

Alphabet, Inc. Class A*

    692,204  
  337    

Amazon.com, Inc.*

    833,738  
  2,861    

Aptiv plc

    198,983  
  3,758    

Aspen Technology, Inc.*

    384,256  
  10,943    

Avangrid, Inc.

    470,549  
  4,098    

Ball Corp.

    268,788  
  1,607    

Beyond Meat, Inc.*(1)

    159,077  
  6,478    

Cognex Corp.

    357,845  
  13,391    

CoreLogic, Inc.

    514,482  
  5,721    

Cree, Inc.*

    246,747  
  4,241    

Danaher Corp.

    693,234  
  5,454    

Deere & Co.

    791,157  
  4,680    

Eaton Corp. plc

    390,780  
  1,258    

Ecolab, Inc.

    243,423  
  8,435    

Eversource Energy

    680,704  
  20,065    

First Solar, Inc.*

    883,061  
  4,896    

FMC Corp.

    449,942  
  25,615    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    716,964  
  3,129    

Hubbell, Inc.

    389,341  
  1,965    

IPG Photonics Corp.*

    254,133  
  7,064    

Itron, Inc.*

    493,208  
 

 

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

 

 

  12  

 


Hartford Climate Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.4% - (continued)  
      United States - 45.9% - (continued)  
  1,924    

Kansas City Southern

  $ 251,178  
  10,764    

Kroger Co.

    340,250  
  2,626    

Lindsay Corp.

    236,340  
  1,580    

Microsoft Corp.

    283,152  
  2,166    

Moody’s Corp.

    528,287  
  1,833    

NextEra Energy, Inc.

    423,643  
  5,512    

Owens Corning

    239,000  
  795    

S&P Global, Inc.

    232,840  
  16,561    

Skyline Champion Corp.*

    326,417  
  43,485    

Sunnova Energy International, Inc.*

    547,911  
  725    

Tesla, Inc.*

    566,863  
  3,808    

Texas Instruments, Inc.

    441,995  
  13,010    

TPI Composites, Inc.*

    228,065  
  10,824    

Trimble, Inc.*

    374,835  
  2,054    

Union Pacific Corp.

    328,209  
  2,266    

Verisk Analytics, Inc.

    346,313  
  4,162    

Waste Management, Inc.

    416,283  
  31,003    

Weyerhaeuser Co., REIT

    678,036  
  7,118    

Xylem, Inc.

    511,784  
   

 

 

 
      17,414,017  
   

 

 

 
 

Total Common Stocks
(cost $38,402,857)

  $ 36,928,508  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.0%  
      Other Investment Pools & Funds - 3.3%  
  719,239    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(3)

  $ 719,239  
  512,680    

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.14%(3)

    512,680  
   

 

 

 
      1,231,919  
   

 

 

 
      Securities Lending Collateral - 0.7%  
  13,391    

Citibank NA DDCA, 0.04%, 5/1/2020(3)

    13,391  
  123,102    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(3)

    123,102  
  74,795    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(3)

    74,795  
  55,996    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

    55,996  
   

 

 

 
      267,284  
   

 

 

 
 

Total Short-Term Investments
(cost $1,499,203)

  $ 1,499,203  
   

 

 

 
 

Total Investments
(cost $39,902,060)

    101.4    $ 38,427,711  
 

Other Assets and Liabilities

    (1.4 )%       (521,524
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     37,906,187  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $706,746, representing 1.9% of net assets.

 

(3) 

Current yield as of period end.

 

 

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

 

 

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

 

 

  13  

 


Hartford Climate Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Austria

   $ 103,910      $      $ 103,910      $  

Belgium

     339,789               339,789         

Brazil

     318,727        318,727                

Canada

     138,386        138,386                

Chile

     231,135               231,135         

China

     1,761,523        542,951        1,218,572         

Denmark

     1,213,162               1,213,162         

France

     1,156,286               1,156,286         

Germany

     1,814,885               1,814,885         

Ireland

     518,216        518,216                

Italy

     372,793        98,170        274,623         

Japan

     3,679,088               3,679,088         

Netherlands

     810,771        383,839        426,932         

Norway

     502,939               502,939         

South Korea

     731,118               731,118         

Spain

     1,593,382        615,138        978,244         

Sweden

     635,537               635,537         

Switzerland

     695,804               695,804         

Taiwan

     368,646               368,646         

United Kingdom

     2,528,394        984,709        1,543,685         

United States

     17,414,017        17,414,017                

Short-Term Investments

     1,499,203        1,499,203                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     38,427,711      $     22,513,356      $     15,914,355      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  14  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5%  
      Argentina - 0.4%  
  31,194    

Banco BBVA Argentina S.A. ADR

  $ 81,416  
  18,503    

Banco Macro S.A. ADR

    301,784  
  107,921    

Grupo Financiero Galicia S.A. ADR

    768,398  
   

 

 

 
      1,151,598  
   

 

 

 
      Brazil - 3.9%  
  139,366    

Banco do Brasil S.A.

    730,416  
  103,688    

Cosan S.A.

    1,150,542  
  141,289    

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

    413,378  
  288,324    

JBS S.A.

    1,264,026  
  66,800    

Natura & Co. Holding S.A.

    436,333  
  102,333    

Qualicorp Consultoria e Corretora de Seguros S.A.

    487,775  
  96,200    

Raia Drogasil S.A.

    1,853,627  
  216,302    

TIM Participacoes S.A.

    507,551  
  108,000    

Transmissora Alianca de Energia Eletrica S.A.

    546,167  
  225,000    

Vale S.A.

    1,856,139  
  248,300    

WEG S.A.

    1,823,701  
  96,900    

YDUQS Part

    540,818  
   

 

 

 
      11,610,473  
   

 

 

 
      Chile - 0.4%  
  7,109,673    

Enel Americas S.A.

    1,166,637  
   

 

 

 
      China - 34.8%  
  9,730,131    

Agricultural Bank of China Ltd. Class H

    4,047,558  
  79,079    

Alibaba Group Holding Ltd. ADR*

    16,026,941  
  440,821    

Anhui Conch Cement Co., Ltd. Class H

    3,476,040  
  191,685    

ANTA Sports Products Ltd.

    1,632,395  
  345,000    

BAIC Motor Corp. Ltd. Class H(1)

    150,934  
  22,031    

Baidu, Inc. ADR*

    2,223,589  
  14,261,205    

Bank of China Ltd. Class H

    5,429,280  
  2,672,224    

Bank of Communications Co., Ltd. Class H

    1,693,404  
  707,100    

Baoshan Iron & Steel Co., Ltd. Class A

    484,703  
  54,000    

Beijing Chunlizhengda Medical Instruments Co., Ltd. Class H

    300,247  
  20,600    

Changchun High & New Technology Industry, Inc. Class A

    1,714,619  
  2,066,345    

China Cinda Asset Management Co., Ltd. Class H

    400,493  
  1,444,137    

China CITIC Bank Corp. Ltd. Class H

    705,510  
  5,331,102    

China Construction Bank Corp. Class H

    4,279,079  
  1,379,000    

China Everbright Bank Co., Ltd. Class H

    585,183  
  320,000    

China Lesso Group Holdings Ltd.

    458,550  
  88,000    

China Life Insurance Co., Ltd. Class H

    187,677  
  121,200    

China Literature Ltd.*(1)

    541,024  
  918,000    

China Medical System Holdings Ltd.

    1,080,643  
  2,087,112    

China National Building Material Co., Ltd. Class H

    2,607,107  
  984,948    

China Oilfield Services Ltd. Class H

    767,190  
  598,036    

China Petroleum & Chemical Corp. Class H

    298,069  
  307,758    

China Shenhua Energy Co., Ltd. Class H

    545,220  
  484,000    

China Shipping Development Co., Ltd. Class H

    316,853  
  707,000    

Country Garden Services Holdings Co., Ltd.

    3,266,461  
  412,500    

CSC Financial Co., Ltd. Class H(1)

    378,096  
  769,677    

Daqin Railway Co., Ltd. Class A

    780,900  
  42,500    

ENN Energy Holdings Ltd.

    479,080  
  185,300    

Fujian Sunner Development Co., Ltd. Class A

    565,527  
  242,500    

Gemdale Corp. Class A

    455,933  
  730,000    

Great Wall Motor Co., Ltd. Class H

    488,046  
  8,935    

GSX Techedu, Inc. ADR*(2)

    353,469  
  1,282,016    

Haitong Securities Co., Ltd. Class H

    1,160,635  
  410,030    

Henan Shuanghui Investment & Development Co., Ltd. Class A

    2,331,416  
  99,171    

Huaxin Cement Co., Ltd. Class A

    368,235  
  582,446    

Industrial & Commercial Bank of China Ltd. Class H

    390,535  
  459,100    

Industrial Bank Co., Ltd. Class A

    1,072,437  
  80,384    

JD.com, Inc. ADR*

    3,464,550  
  796,100    

Jinke Properties Group Co., Ltd. Class A

    887,726  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5% - (continued)  
      China - 34.8% - (continued)  
  105,400    

Luxshare Precision Industry Co., Ltd. Class A

  $ 695,004  
  23,284    

Luzhou Laojiao Co., Ltd. Class A

    258,194  
  65,700    

Muyuan Foodstuff Co., Ltd. Class A

    1,176,065  
  12,782    

NetEase, Inc. ADR

    4,409,279  
  325,829    

New China Life Insurance Co., Ltd. Class H

    1,128,903  
  166,800    

New Hope Liuhe Co., Ltd. Class A

    770,580  
  18,483    

New Oriental Education & Technology Group, Inc. ADR*

    2,359,540  
  6,721,098    

People’s Insurance Co., Group of China Ltd. Class H

    2,199,686  
  1,205,426    

PICC Property & Casualty Co., Ltd. Class H

    1,153,527  
  241,000    

Q Technology Group Co., Ltd.*

    288,353  
  529,441    

Sany Heavy Industry Co., Ltd. Class A

    1,453,517  
  203,750    

Shandong Gold Mining Co., Ltd. Class H(1)

    606,010  
  6,000    

Shenzhen Goodix Technology Co., Ltd. Class A

    198,307  
  587,249    

Sinotruk Hong Kong Ltd.

    1,190,672  
  240,880    

Tencent Holdings Ltd.

    12,662,925  
  346,758    

Tianneng Power International Ltd.(2)

    339,388  
  85,814    

Vipshop Holdings Ltd. ADR*

    1,367,017  
  534,666    

Weichai Power Co., Ltd. Class H

    939,413  
  243,771    

Wens Foodstuffs Group Co., Ltd. Class A

    1,036,427  
  65,500    

Wuhu Sanqi Interactive Entertainment Network Technology Group Co., Ltd. Class A

    332,433  
  55,216    

Wuliangye Yibin Co., Ltd. Class A

    1,050,490  
  245,521    

Yanzhou Coal Mining Co., Ltd. Class H

    186,537  
  137,745    

YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(1)

    519,457  
  67,600    

Zhejiang NHU Co., Ltd. Class A

    259,190  
  338,400    

Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H

    273,964  
   

 

 

 
      103,250,232  
   

 

 

 
      Greece - 0.1%  
  30,205    

Hellenic Telecommunications Organization S.A.

    399,053  
   

 

 

 
      Hong Kong - 5.8%  
  1,594,000    

Bosideng International Holdings Ltd.

    432,159  
  515,500    

China Mobile Ltd.

    4,144,134  
  1,075,499    

China Resources Cement Holdings Ltd.

    1,463,436  
  5,887,769    

China Unicom Hong Kong Ltd.

    3,807,810  
  3,841,471    

CITIC Ltd.

    3,989,763  
  298,000    

Ever Sunshine Lifestyle Services Group Ltd.

    421,980  
  304,601    

Sino Biopharmaceutical Ltd.

    443,986  
  1,244,500    

Sun Art Retail Group Ltd.

    2,071,942  
  44,000    

Vinda International Holdings Ltd.

    131,725  
  1,168,302    

Yuexiu Property Co., Ltd.

    222,129  
   

 

 

 
      17,129,064  
   

 

 

 
      Hungary - 0.4%  
  38,309    

OTP Bank Nyrt

    1,134,559  
   

 

 

 
      India - 8.6%  
  74,281    

AU Small Finance Bank Ltd.(1)

    532,665  
  27,762    

Bajaj Finance Ltd.

    848,843  
  12,555    

Bajaj Finserv Ltd.

    845,202  
  55,194    

Balkrishna Industries Ltd.

    674,560  
  45,580    

Bata India Ltd.

    822,987  
  70,421    

Bharti Airtel Ltd.*

    479,576  
  179,701    

Bharti Infratel Ltd.

    415,759  
  285,017    

Canara Bank*

    329,960  
  487,180    

Coal India Ltd.

    952,645  
  346,794    

HCL Technologies Ltd.

    2,487,169  
  134,803    

Housing Development Finance Corp. Ltd.

    3,409,815  
  253,976    

Indiabulls Housing Finance Ltd.

    442,255  
  346,399    

Indraprastha Gas Ltd.

    2,194,206  
  27,949    

Infosys Ltd.

    261,243  
  14,364    

Ipca Laboratories Ltd.

    306,253  
  93,988    

Mahanagar Gas Ltd.

    1,211,314  
 

 

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

 

 

  15  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5% - (continued)  
      India - 8.6% - (continued)  
  644,901    

Manappuram Finance Ltd.

  $ 1,139,205  
  34,726    

Multi Commodity Exchange of India Ltd.

    490,966  
  160,786    

Muthoot Finance Ltd.

    1,843,231  
  10,541    

NIIT Technologies Ltd.

    167,481  
  484,444    

NMDC Ltd.

    513,642  
  2,348,913    

Oil & Natural Gas Corp. Ltd.

    2,485,644  
  472,228    

Power Finance Corp. Ltd.

    596,210  
  248,287    

REC Ltd.

    313,286  
  48,699    

Shriram Transport Finance Co., Ltd.

    499,537  
  50,781    

Tech Mahindra Ltd.

    365,221  
  337,595    

Wipro Ltd.

    857,102  
   

 

 

 
      25,485,977  
   

 

 

 
      Indonesia - 0.4%  
  4,935,894    

Bank Tabungan Pensiunan Nasional Syariah Tbk PT

    722,651  
  203,150    

Gudang Garam Tbk PT

    617,536  
   

 

 

 
      1,340,187  
   

 

 

 
      Malaysia - 1.3%  
  478,181    

Genting Bhd

    462,458  
  212,024    

MISC Bhd

    386,617  
  1,094,607    

RHB Bank Bhd

    1,204,609  
  397,852    

Sime Darby Bhd

    184,288  
  952,700    

Top Glove Corp. Bhd

    1,605,623  
   

 

 

 
      3,843,595  
   

 

 

 
      Mexico - 1.5%  
  1,127,000    

America Movil S.A.B. de C.V. Class L

    680,848  
  1,213,412    

Fibra Uno Administracion S.A. de C.V. REIT

    1,007,443  
  17,003    

Fomento Economico Mexicano S.A.B. de C.V. ADR

    1,093,803  
  560,700    

Grupo Mexico S.A.B. de C.V. Class B

    1,192,310  
  427,858    

Kimberly-Clark de Mexico S.A.B. de C.V. Class A

    604,480  
   

 

 

 
      4,578,884  
   

 

 

 
      Pakistan - 0.3%  
  1,187,354    

Oil & Gas Development Co., Ltd.

    780,548  
   

 

 

 
      Philippines - 0.1%  
  10,585    

PLDT, Inc.

    268,277  
   

 

 

 
      Poland - 0.9%  
  15,258    

CD Projekt S.A.

    1,335,816  
  19,739    

Dino Polska S.A.*(1)

    834,758  
  226,085    

Orange Polska S.A.*

    383,926  
   

 

 

 
      2,554,500  
   

 

 

 
      Qatar - 1.0%  
  282,658    

Barwa Real Estate Co.

    222,011  
  243,334    

Commercial Bank QSC

    267,926  
  239,212    

Ooredoo QSC

    418,481  
  54,186    

Qatar Electricity & Water Co. QSC

    224,015  
  78,536    

Qatar Fuel QSC

    344,877  
  301,220    

Qatar National Bank QPSC

    1,420,746  
   

 

 

 
      2,898,056  
   

 

 

 
      Russia - 3.6%  
  59,611    

LUKOIL PJSC ADR

    3,888,887  
  144,620    

MMC Norilsk Nickel PJSC ADR

    4,011,445  
  292,400    

Surgutneftegas PJSC ADR

    1,454,170  
  1,401,618    

VTB Bank PJSC GDR

    1,314,767  
   

 

 

 
      10,669,269  
   

 

 

 
      South Africa - 2.9%  
  18,352    

AngloGold Ashanti Ltd. ADR

    447,605  
  173,987    

Clicks Group Ltd.

    2,165,603  
  74,394    

Exxaro Resources Ltd.

    431,874  
  102,515    

Investec Ltd.

    213,497  
  13,632    

Kumba Iron Ore Ltd.

    256,564  
  159,737    

Life Healthcare Group Holdings Ltd.

    153,916  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5% - (continued)  
      South Africa - 2.9% - (continued)  
  442,825    

MTN Group Ltd.

  $ 1,163,681  
  16,001    

Naspers Ltd. Class N

    2,490,530  
  2,996,083    

Redefine Properties Ltd. REIT

    368,802  
  530,106    

Sibanye Stillwater Ltd.*

    1,079,917  
   

 

 

 
      8,771,989  
   

 

 

 
      South Korea - 12.4%  
  42,709    

BNK Financial Group, Inc.

    177,613  
  2,954    

Daelim Industrial Co., Ltd.

    213,143  
  30,129    

DB HiTek Co., Ltd.

    662,404  
  130,364    

DGB Financial Group, Inc.

    565,911  
  4,408    

F&F Co., Ltd.

    386,981  
  31,918    

GS Engineering & Construction Corp.

    666,441  
  33,057    

Hana Financial Group, Inc.

    754,625  
  6,685    

Hyundai Department Store Co., Ltd.

    398,867  
  20,335    

Hyundai Mobis Co., Ltd.

    2,874,966  
  4,493    

Hyundai Motor Co.

    347,275  
  107,014    

Industrial Bank of Korea

    697,129  
  96,083    

KB Financial Group, Inc.

    2,749,060  
  118,640    

Kia Motors Corp.

    2,897,746  
  9,570    

Korea Investment Holdings Co., Ltd.

    396,211  
  78,469    

KT Corp. ADR

    769,781  
  3,356    

NCSoft Corp.

    1,778,173  
  4,328    

Orion Corp/Republic of Korea

    443,388  
  9,992    

POSCO

    1,509,845  
  325,974    

Samsung Electronics Co., Ltd.

    13,403,245  
  4,098    

Seegene, Inc.

    308,652  
  96,445    

Shinhan Financial Group Co., Ltd.

    2,445,127  
  11,276    

SK Telecom Co., Ltd.

    1,959,811  
  48,977    

Woori Financial Group, Inc.

    339,187  
   

 

 

 
      36,745,581  
   

 

 

 
      Taiwan - 11.2%  
  657,381    

Asia Cement Corp.

    965,758  
  349,000    

Elan Microelectronics Corp.

    1,121,055  
  1,699,000    

Fubon Financial Holding Co., Ltd.

    2,402,351  
  91,000    

Grape King Bio Ltd.

    602,681  
  1,560,000    

Hon Hai Precision Industry Co., Ltd.

    4,009,148  
  176,920    

King Yuan Electronics Co., Ltd.

    212,071  
  265,086    

Lite-On Technology Corp.

    411,930  
  128,959    

MediaTek, Inc.

    1,780,721  
  108,000    

Phison Electronics Corp.

    1,024,873  
  36,000    

Pixart Imaging, Inc.

    210,714  
  231,000    

Powertech Technology, Inc.

    772,478  
  292,919    

Radiant Opto-Electronics Corp.

    961,360  
  258,733    

Realtek Semiconductor Corp.

    2,215,615  
  533,000    

Shin Kong Financial Holding Co., Ltd.

    151,738  
  142,516    

Shin Zu Shing Co., Ltd.*

    625,366  
  1,373,436    

SinoPac Financial Holdings Co., Ltd.

    559,008  
  148,000    

TaiDoc Technology Corp.

    943,069  
  959,176    

Taiwan Semiconductor Manufacturing Co., Ltd.

    9,675,972  
  82,000    

Tripod Technology Corp.

    289,739  
  334,000    

TXC Corp.

    719,893  
  3,651,724    

United Microelectronics Corp.

    1,889,274  
  34,000    

Win Semiconductors Corp.

    303,945  
  57,000    

Yageo Corp.

    737,485  
  995,704    

Yuanta Financial Holding Co., Ltd.

    567,530  
   

 

 

 
      33,153,774  
   

 

 

 
      Thailand - 3.7%  
  402,400    

Bangkok Bank PCL

    1,283,251  
  141,300    

Carabao Group PCL

    345,007  
  1,316,400    

Charoen Pokphand Foods PCL

    1,098,526  
  175,573    

Electricity Generating PCL

    1,551,966  
  845,200    

Gulf Energy Development PCL

    1,012,255  
  999,471    

Krung Thai Bank PCL

    330,531  
 

 

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

 

 

  16  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.5% - (continued)  
      Thailand - 3.7% - (continued)  
  813,800    

Osotspa PCL

  $ 1,043,817  
  1,256,467    

PTG Energy PCL

    535,906  
  685,599    

PTT Exploration & Production PCL

    1,790,546  
  565,300    

PTT PCL

    620,249  
  604,700    

Thai Beverage PCL

    294,340  
  867,700    

Thanachart Capital PCL

    985,565  
   

 

 

 
      10,891,959  
   

 

 

 
      Turkey - 1.1%  
  41,351    

Migros Ticaret AS*

    174,738  
  284,550    

Tekfen Holding AS

    580,133  
  178,175    

Turkiye Garanti Bankasi AS*

    212,602  
  683,894    

Turkiye Halk Bankasi AS*(2)

    508,799  
  892,248    

Turkiye Is Bankasi AS Class C*

    633,369  
  1,702,776    

Turkiye Vakiflar Bankasi TAO Class D*

    1,104,523  
   

 

 

 
      3,214,164  
   

 

 

 
      United Arab Emirates - 0.7%  
  2,249,481    

Aldar Properties PJSC

    1,098,060  
  641,759    

Emaar Properties PJSC

    470,647  
  240,669    

Emirates NBD Bank PJSC

    559,162  
   

 

 

 
      2,127,869  
   

 

 

 
 

Total Common Stocks
(cost $294,483,983)

  $ 283,166,245  
   

 

 

 
PREFERRED STOCKS - 0.9%  
      Brazil - 0.9%  
  166,700    

Cia de Transmissao de Energia Eletrica Paulista*

  $ 595,631  
  31,700    

Cia Paranaense de Energia*

    317,122  
  224,900    

Telefonica Brasil S.A.*

    1,887,987  
   

 

 

 
      2,800,740  
   

 

 

 
 

Total Preferred Stocks
(cost $4,258,130)

  $ 2,800,740  
   

 

 

 
 

Total Long-Term Investments
(cost $298,742,113)

  $ 285,966,985  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.5%  
      Other Investment Pools & Funds - 3.3%  
  9,573,471    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(3)

  $ 9,573,471  
   

 

 

 
      Securities Lending Collateral - 0.2%  
  31,861    

Citibank NA DDCA, 0.04%, 5/1/2020(3)

    31,861  
  292,899    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(3)

    292,899  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 3.5% - (continued)  
      Securities Lending Collateral - 0.2% - (continued)  
  177,962    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(3)

  $ 177,962  
  133,235    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

    133,235  
   

 

 

 
      635,957  
   

 

 

 
 

Total Short-Term Investments
(cost $10,209,428)

  $ 10,209,428  
   

 

 

 
 

Total Investments
(cost $308,951,541)

    99.9    $ 296,176,413  
 

Other Assets and Liabilities

    0.1      342,874  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     296,519,287  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $3,562,944, representing 1.2% of net assets.

 

(2) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(3) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2020  

Description

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

MSCI Emerging Market Index Future

     94        06/19/2020      $     4,257,730      $     52,305  
           

 

 

 

Total futures contracts

 

   $ 52,305  
           

 

 

 

 

 

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.

 

 

  17  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 1,151,598      $ 1,151,598      $      $  

Brazil

     11,610,473        11,610,473                

Chile

     1,166,637        1,166,637                

China

     103,250,232        30,204,385        73,045,847         

Greece

     399,053               399,053         

Hong Kong

     17,129,064               17,129,064         

Hungary

     1,134,559               1,134,559         

India

     25,485,977               25,485,977         

Indonesia

     1,340,187               1,340,187         

Malaysia

     3,843,595               3,843,595         

Mexico

     4,578,884        4,578,884                

Pakistan

     780,548               780,548         

Philippines

     268,277               268,277         

Poland

     2,554,500               2,554,500         

Qatar

     2,898,056               2,898,056         

Russia

     10,669,269               10,669,269         

South Africa

     8,771,989        3,847,041        4,924,948         

South Korea

     36,745,581        769,781        35,975,800         

Taiwan

     33,153,774               33,153,774         

Thailand

     10,891,959        9,314,368        1,577,591         

Turkey

     3,214,164        1,301,534        1,912,630         

United Arab Emirates

     2,127,869               2,127,869         

Preferred Stocks

     2,800,740        2,800,740                

Short-Term Investments

     10,209,428        10,209,428                

Futures Contracts(2)

     52,305        52,305                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     296,228,718      $     77,007,174      $     219,221,544      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  18  

 


Hartford Global Impact Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7%  
      Australia - 2.2%  
  134,849    

SEEK Ltd.

  $ 1,505,491  
   

 

 

 
      Bangladesh - 1.3%  
  307,236    

GrameenPhone Ltd.

    862,645  
   

 

 

 
      Brazil - 5.3%  
  75,800    

Hapvida Participacoes e Investimentos S.A.(1)

    730,972  
  29,217    

Pagseguro Digital Ltd. Class A*

    740,067  
  44,988    

StoneCo Ltd. Class A*

    1,186,783  
  184,000    

YDUQS Part

    1,026,941  
   

 

 

 
      3,684,763  
   

 

 

 
      Canada - 2.6%  
  38,567    

Brookfield Renewable Partners L.P.(2)

    1,820,915  
   

 

 

 
      Denmark - 1.9%  
  15,221    

Vestas Wind Systems A/S

    1,307,075  
   

 

 

 
      France - 5.3%  
  22,065    

Nexity S.A.

    676,816  
  17,506    

Schneider Electric SE

    1,617,771  
  29,910    

Suez

    338,319  
  47,905    

Veolia Environnement S.A.(2)

    1,021,260  
   

 

 

 
      3,654,166  
   

 

 

 
      Germany - 4.8%  
  17,588    

LEG Immobilien AG

    2,019,188  
  25,878    

Vonovia SE

    1,279,637  
   

 

 

 
      3,298,825  
   

 

 

 
      India - 0.7%  
  48,991    

Shriram Transport Finance Co., Ltd.

    502,532  
   

 

 

 
      Japan - 2.6%  
  8,200    

Eisai Co., Ltd.

    572,450  
  72,048    

Katitas Co., Ltd.

    1,257,414  
   

 

 

 
      1,829,864  
   

 

 

 
      Kenya - 1.8%  
  4,631,800    

Safaricom plc

    1,229,150  
   

 

 

 
      Luxembourg - 1.7%  
  45,212    

Millicom International Cellular S.A.

    1,174,883  
   

 

 

 
      Netherlands - 6.3%  
  11,590    

Koninklijke DSM N.V.

    1,420,492  
  40,683    

Koninklijke Philips N.V.

    1,773,473  
  57,671    

Signify N.V.(1)

    1,173,970  
   

 

 

 
      4,367,935  
   

 

 

 
      South Africa - 1.9%  
  194,128    

Vodacom Group Ltd.

    1,290,521  
   

 

 

 
      South Korea - 1.8%  
  5,368    

Samsung SDI Co., Ltd.

    1,268,114  
   

 

 

 
      Spain - 1.6%  
  10,844    

Acciona S.A.

    1,074,800  
   

 

 

 
      Switzerland - 1.8%  
  18,676    

Landis+Gyr Group AG*

    1,261,190  
   

 

 

 
      Taiwan - 1.9%  
  96,433    

MediaTek, Inc.

    1,331,588  
   

 

 

 
      United Kingdom - 3.3%  
  20,187    

Genus plc

    867,279  
  48,573    

Hikma Pharmaceuticals plc

    1,446,700  
   

 

 

 
      2,313,979  
   

 

 

 
      United States - 47.9%  
  34,560    

Advanced Drainage Systems, Inc.

    1,401,062  
  25,254    

Agilent Technologies, Inc.

    1,935,972  
  42,180    

Avangrid, Inc.

    1,813,740  
  21,489    

Baxter International, Inc.

    1,907,793  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7% - (continued)  
      United States - 47.9% - (continued)  
  22,778    

Blackbaud, Inc.

  $ 1,258,712  
  17,696    

Boston Properties, Inc. REIT

    1,719,697  
  48,179    

Covanta Holding Corp.

    374,833  
  13,901    

Danaher Corp.

    2,272,257  
  34,658    

First Solar, Inc.*

    1,525,299  
  3,724    

Illumina, Inc.*

    1,188,068  
  48,385    

Invitae Corp.*

    800,772  
  22,972    

Itron, Inc.*

    1,603,905  
  49,354    

Johnson Controls International plc

    1,436,695  
  112,061    

Laureate Education, Inc. Class A*

    1,061,218  
  38,044    

Mimecast Ltd.*

    1,556,000  
  103,352    

Nuance Communications, Inc.*

    2,087,710  
  27,981    

Rapid7, Inc.*

    1,274,535  
  21,950    

Square, Inc. Class A*

    1,429,823  
  10,276    

Sun Communities, Inc. REIT

    1,381,094  
  48,943    

Upwork, Inc.*

    407,695  
  10,759    

Watts Water Technologies, Inc. Class A

    886,542  
  28,564    

Xylem, Inc.

    2,053,752  
  14,143    

Zoetis, Inc.

    1,828,831  
   

 

 

 
      33,206,005  
   

 

 

 
 

Total Common Stocks
(cost $70,875,410)

  $ 66,984,441  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.4%  
      Other Investment Pools & Funds - 2.7%  
  1,895,721    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

  $ 1,895,721  
   

 

 

 
      Securities Lending Collateral - 2.7%  
  94,880    

Citibank NA DDCA, 0.04%, 5/1/2020(3)

    94,880  
  872,232    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(3)

    872,232  
  529,959    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(3)

    529,959  
  396,762    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

    396,762  
   

 

 

 
      1,893,833  
   

 

 

 
 

Total Short-Term Investments
(cost $3,789,554)

  $ 3,789,554  
   

 

 

 
 

Total Investments
(cost $74,664,964)

    102.1    $ 70,773,995  
 

Other Assets and Liabilities

    (2.1 )%       (1,485,172
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     69,288,823  
   

 

 

    

 

 

 

 

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.

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $1,904,942, representing 2.7% of net assets.

 

 

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

 

 

  19  

 


Hartford Global Impact Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(2) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(3) 

Current yield as of period end.

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 1,505,491      $      $ 1,505,491      $  

Bangladesh

     862,645        862,645                

Brazil

     3,684,763        3,684,763                

Canada

     1,820,915        1,820,915                

Denmark

     1,307,075               1,307,075         

France

     3,654,166               3,654,166         

Germany

     3,298,825               3,298,825         

India

     502,532               502,532         

Japan

     1,829,864               1,829,864         

Kenya

     1,229,150               1,229,150         

Luxembourg

     1,174,883               1,174,883         

Netherlands

     4,367,935               4,367,935         

South Africa

     1,290,521        1,290,521                

South Korea

     1,268,114               1,268,114         

Spain

     1,074,800               1,074,800         

Switzerland

     1,261,190               1,261,190         

Taiwan

     1,331,588               1,331,588         

United Kingdom

     2,313,979               2,313,979         

United States

     33,206,005        33,206,005                

Short-Term Investments

     3,789,554        3,789,554                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     70,773,995      $     44,654,403      $     26,119,592      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  20  

 


Hartford International Equity Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2%  
      Argentina - 0.2%  
  2,866    

MercadoLibre, Inc.*

  $ 1,672,340  
  39,118    

YPF S.A. ADR

    150,213  
   

 

 

 
      1,822,553  
   

 

 

 
      Australia - 1.1%  
  106,110    

BHP Group Ltd.

    2,166,162  
  55,548    

Commonwealth Bank of Australia

    2,243,944  
  363,720    

Goodman Group REIT

    3,097,888  
  336,780    

Resolute Mining Ltd.*(1)

    200,650  
  255,456    

Western Areas Ltd.

    360,093  
   

 

 

 
      8,068,737  
   

 

 

 
      Austria - 0.1%  
  20,207    

Erste Group Bank AG

    437,943  
  45,375    

Zumtobel Group AG*

    293,106  
   

 

 

 
      731,049  
   

 

 

 
      Belgium - 0.7%  
  19,549    

Ageas

    704,627  
  71,735    

AGFA-Gevaert N.V.*

    284,166  
  25,704    

bpost S.A.

    179,351  
  49,200    

Groupe Bruxelles Lambert S.A.(1)

    3,935,796  
  26,600    

Orange Belgium S.A.

    442,481  
   

 

 

 
      5,546,421  
   

 

 

 
      Brazil - 1.7%  
  231,602    

B3 S.A. - Brasil Bolsa Balcao

    1,636,321  
  475,067    

Localiza Rent a Car S.A.

    2,986,914  
  101,098    

Lojas Renner S.A.

    713,723  
  144,325    

Magazine Luiza S.A.

    1,319,067  
  118,864    

Pagseguro Digital Ltd. Class A*

    3,010,825  
  86,112    

TOTVS S.A.

    936,671  
  303,780    

Vale S.A. ADR

    2,506,185  
   

 

 

 
      13,109,706  
   

 

 

 
      Canada - 5.3%  
  134,041    

Advantage Oil & Gas Ltd.*

    217,632  
  57,212    

ARC Resources Ltd.

    241,269  
  39,241    

Bank of Montreal(1)

    1,995,104  
  79,168    

Bank of Nova Scotia

    3,173,659  
  56,170    

Barrick Gold Corp.

    1,445,864  
  42,706    

Cameco Corp.

    424,621  
  82,531    

Canadian National Railway Co.

    6,825,061  
  46,456    

CCL Industries, Inc. Class B

    1,452,136  
  78,122    

Centerra Gold, Inc.

    624,662  
  49,818    

CGI, Inc.*

    3,177,085  
  46,570    

Descartes Systems Group, Inc.*

    1,957,549  
  43,443    

Eldorado Gold Corp.*

    411,405  
  55,984    

IAMGOLD Corp.*

    196,504  
  85,728    

Imperial Oil Ltd.

    1,385,123  
  45,798    

Intact Financial Corp.

    4,358,534  
  94,929    

Kinross Gold Corp.*

    627,481  
  34,808    

Northern Dynasty Minerals Ltd.*(1)

    20,005  
  54,396    

Royal Bank of Canada

    3,346,334  
  168,136    

SEMAFO, Inc.*

    422,771  
  136,162    

Smart REIT(1)

    2,085,545  
  60,800    

Toronto-Dominion Bank

    2,540,413  
  32,708    

Tourmaline Oil Corp.

    324,272  
  192,180    

Trican Well Service Ltd.*(1)

    80,078  
  423,516    

Tricon Capital Group, Inc.

    2,461,471  
  85,347    

Uranium Participation Corp.*

    300,442  
   

 

 

 
      40,095,020  
   

 

 

 
      Chile - 0.2%  
  222,920    

Empresas COPEC S.A.

    1,393,217  
   

 

 

 
      China - 9.4%  
  1,357,703    

361 Degrees International Ltd.

    205,993  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      China - 9.4% - (continued)  
  19,486    

58.com, Inc. ADR*

  $ 1,012,298  
  85,688    

Alibaba Group Holding Ltd.*

    2,174,694  
  62,017    

Alibaba Group Holding Ltd. ADR*

    12,568,985  
  710,459    

AMVIG Holdings Ltd.

    135,806  
  6,622,849    

Bank of China Ltd. Class H

    2,521,337  
  1,688,178    

China BlueChemical Ltd. Class H

    251,973  
  1,658,419    

China Longyuan Power Group Corp. Ltd. Class H

    828,926  
  914,228    

China Machinery Engineering Corp. Class H

    250,839  
  2,757,254    

China Telecom Corp. Ltd. Class H

    952,356  
  4,438,000    

China Tower Corp. Ltd. Class H(2)

    987,651  
  449,000    

CNOOC Ltd.

    496,424  
  1,394,097    

CSPC Pharmaceutical Group Ltd.

    2,759,916  
  1,617,193    

Daphne International Holdings Ltd.*

    27,200  
  1,338,393    

Dongfeng Motor Group Co., Ltd. Class H

    887,705  
  82,900    

ENN Energy Holdings Ltd.

    934,487  
  316,369    

Guangdong Tapai Group Co., Ltd. Class A

    589,648  
  4,373,792    

Industrial & Commercial Bank of China Ltd. Class H

    2,932,668  
  129,894    

Jiangsu Hengrui Medicine Co., Ltd. Class A

    1,689,337  
  436,309    

Kingsoft Corp. Ltd.*

    1,498,375  
  166,420    

Livzon Pharmaceutical Group, Inc. Class A

    928,433  
  175,870    

Midea Group Co., Ltd. Class A

    1,317,868  
  481,865    

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

    4,903,583  
  32,665    

Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A

    1,170,320  
  287,151    

Sunny Optical Technology Group Co., Ltd.

    3,998,726  
  25,180    

TAL Education Group ADR*

    1,364,504  
  281,184    

Tencent Holdings Ltd.

    14,781,683  
  82,422    

Trip.com Group Ltd. ADR*

    2,123,191  
  348,000    

Vatti Corp. Ltd. Class A

    552,732  
  154,463    

Wuxi Biologics Cayman, Inc.*(2)

    2,404,435  
  215,570    

Yonyou Network Technology Co., Ltd. Class A

    1,398,428  
  33,294    

Zai Lab Ltd. ADR*

    2,088,200  
   

 

 

 
      70,738,721  
   

 

 

 
      Cyprus - 0.2%  
  111,996    

TCS Group Holding plc GDR

    1,556,744  
   

 

 

 
      Denmark - 0.7%  
  1,073    

AP Moller - Maersk A/S Class B

    1,067,906  
  38,436    

D/S Norden A/S*

    540,218  
  2,108    

Drilling Co.*

    49,597  
  32,294    

DSV Panalpina A/S

    3,355,353  
   

 

 

 
      5,013,074  
   

 

 

 
      Finland - 0.2%  
  314,543    

Nokia Oyj

    1,133,907  
   

 

 

 
      France - 8.7%  
  29,595    

Accor S.A.(1)

    823,285  
  41,119    

Airbus SE*

    2,603,593  
  38,745    

Alstom S.A.

    1,589,280  
  155,768    

AXA S.A.

    2,769,009  
  34,894    

BNP Paribas S.A.

    1,096,241  
  36,962    

Capgemini SE

    3,474,826  
  128,066    

Cie de Saint-Gobain

    3,407,568  
  28,224    

Criteo S.A. ADR*

    280,264  
  101,211    

Danone S.A.

    7,054,106  
  173,452    

Elior Group S.A.(1)(2)

    1,145,610  
  224,001    

Engie S.A.

    2,430,312  
  12,360    

Imerys S.A.

    387,765  
  12,689    

L’Oreal S.A.

    3,689,214  
  6,710    

LVMH Moet Hennessy Louis Vuitton SE

    2,594,036  
  35,945    

Metropole Television S.A.

    400,098  
  278,103    

Orange S.A.

    3,378,683  
  24,452    

Pernod Ricard S.A.

    3,733,713  
  27,765    

Quadient

    383,429  
  21,746    

Renault S.A.

    428,498  
 

 

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

 

 

  21  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      France - 8.7% - (continued)  
  97,733    

Rexel S.A.

  $ 912,804  
  3,990    

Safran S.A.

    370,954  
  85,811    

Schneider Electric SE(1)

    7,929,995  
  9,622    

SCOR SE

    271,097  
  47,405    

Societe Generale S.A.

    743,738  
  1,355    

Sopra Steria Group

    160,433  
  94,342    

Television Francaise 1 S.A.

    461,900  
  15,621    

Thales S.A.

    1,182,996  
  112,126    

Total S.A.

    3,979,618  
  40,212    

UBISOFT Entertainment S.A.*

    2,991,041  
  11,683    

Vicat S.A.

    327,873  
  41,806    

Vinci S.A.

    3,424,828  
  11,643    

Worldline S.A.*(2)

    788,572  
   

 

 

 
      65,215,379  
   

 

 

 
      Germany - 4.2%  
  36,325    

Allianz SE

    6,684,935  
  33,542    

Brenntag AG

    1,518,712  
  95,499    

CECONOMY AG*

    244,460  
  34,163    

Daimler AG

    1,168,477  
  10,191    

Hamburger Hafen und Logistik AG

    165,813  
  165,160    

Infineon Technologies AG

    3,070,477  
  19,607    

Merck KGaA

    2,275,557  
  19,664    

Metro AG

    171,810  
  25,122    

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    5,502,327  
  19,210    

Rheinmetall AG

    1,300,117  
  51,798    

RWE AG

    1,490,109  
  33,968    

Salzgitter AG

    453,821  
  12,742    

Volkswagen AG

    1,772,809  
  49,411    

Vonovia SE

    2,443,317  
  69,887    

Zalando SE*(2)

    3,425,418  
   

 

 

 
      31,688,159  
   

 

 

 
      Greece - 0.3%  
  121,191    

Hellenic Telecommunications Organization S.A.

    1,601,113  
  79,463    

OPAP S.A.

    711,775  
   

 

 

 
      2,312,888  
   

 

 

 
      Hong Kong - 4.0%  
  878,841    

AIA Group Ltd.

    8,065,798  
  475,777    

Alibaba Health Information Technology Ltd.*

    1,138,062  
  438,277    

China Gas Holdings Ltd.

    1,594,775  
  147,954    

China Mobile Ltd.

    1,189,411  
  737,500    

China Overseas Land & Investment Ltd.

    2,724,285  
  1,452,877    

China Unicom Hong Kong Ltd.

    939,622  
  120,054    

CK Asset Holdings Ltd.

    758,590  
  216,000    

CST Group Ltd.*

    697  
  112,553    

Dah Sing Financial Holdings Ltd.

    371,284  
  13,900,301    

G-Resources Group Ltd.*

    79,025  
  263,717    

Galaxy Entertainment Group Ltd.

    1,696,097  
  1,415,385    

Hong Kong & China Gas Co., Ltd.

    2,536,652  
  93,171    

Hong Kong Exchanges & Clearing Ltd.

    2,987,261  
  110,600    

Link REIT

    985,915  
  2,864,605    

Pacific Basin Shipping Ltd.

    350,946  
  1,094,084    

Sands China Ltd.

    4,429,394  
   

 

 

 
      29,847,814  
   

 

 

 
      Hungary - 0.1%  
  344,488    

Magyar Telekom Telecommunications plc

    428,293  
   

 

 

 
      India - 0.8%  
  163,444    

Canara Bank*

    189,217  
  34,899    

HDFC Bank Ltd. ADR

    1,512,872  
  116,494    

ICICI Bank Ltd.

    584,431  
  84,525    

Kotak Mahindra Bank Ltd.

    1,517,955  
  1,254,082    

Nava Bharat Ventures Ltd.

    626,438  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      India - 0.8% - (continued)  
  3,913    

Nestle India Ltd.

  $ 922,061  
  60,133    

NTPC Ltd.

    75,335  
  414,697    

Oil & Natural Gas Corp. Ltd.

    438,836  
  127,205    

Zee Entertainment Enterprises Ltd.

    266,603  
   

 

 

 
      6,133,748  
   

 

 

 
      Indonesia - 0.2%  
  935,688    

Bank Central Asia Tbk PT

    1,620,789  
  2,104,554    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    99,604  
   

 

 

 
      1,720,393  
   

 

 

 
      Ireland - 1.8%  
  411,450    

AIB Group plc*

    569,372  
  292,828    

Bank of Ireland Group plc

    600,912  
  1,271,710    

Cairn Homes plc

    1,182,140  
  75,815    

CRH plc

    2,300,120  
  59,981    

Experian plc

    1,801,251  
  747,321    

Glenveagh Properties plc*(2)

    464,873  
  869,021    

Hibernia plc REIT

    1,118,519  
  21,832    

Linde plc*

    4,025,895  
  47,820    

Smurfit Kappa Group plc

    1,498,021  
   

 

 

 
      13,561,103  
   

 

 

 
      Italy - 1.7%  
  43,693    

Assicurazioni Generali S.p.A.

    623,352  
  66,440    

BPER Banca

    164,262  
  363,557    

Davide Campari-Milano S.p.A.(1)

    2,825,694  
  142,761    

Eni S.p.A.

    1,359,988  
  21,595    

Ferrari N.V.

    3,375,197  
  102,621    

Geox S.p.A.(1)

    82,045  
  74,125    

Moncler S.p.A.

    2,787,610  
  158,830    

Saipem S.p.A.*

    407,663  
  119,100    

UniCredit S.p.A.*

    919,782  
   

 

 

 
      12,545,593  
   

 

 

 
      Japan - 14.8%  
  17,800    

Aisan Industry Co., Ltd.

    94,389  
  96,133    

Aozora Bank Ltd.

    1,710,794  
  147,530    

Astellas Pharma, Inc.

    2,440,020  
  39,040    

Avex, Inc.

    295,495  
  7,050    

Benesse Holdings, Inc.

    200,766  
  23,670    

Canon, Inc.

    497,902  
  11,550    

Cawachi Ltd.

    273,114  
  17,612    

Central Japan Railway Co.

    2,771,326  
  61,690    

Chiyoda Corp.*(1)

    138,927  
  15,530    

Chubu Steel Plate Co., Ltd.

    91,330  
  28,730    

Chugai Pharmaceutical Co., Ltd.

    3,424,665  
  158,450    

Citizen Watch Co., Ltd.

    559,225  
  6,870    

CMIC Holdings Co., Ltd.

    98,911  
  30,720    

Cosel Co., Ltd.

    257,094  
  60,740    

Dai-ichi Life Holdings, Inc.

    761,207  
  44,530    

DeNA Co., Ltd.

    548,168  
  75,766    

East Japan Railway Co.

    5,532,431  
  39,588    

Eisai Co., Ltd.

    2,763,676  
  12,280    

Enplas Corp.

    257,816  
  33,930    

Exedy Corp.

    546,684  
  8,860    

FANUC Corp.

    1,446,069  
  29,725    

Fuji Media Holdings, Inc.

    295,274  
  5,295    

Fujitsu Ltd.

    514,401  
  62,770    

Funai Electric Co., Ltd.*

    259,646  
  10,335    

Gendai Agency, Inc.

    24,353  
  36,960    

GMO Payment Gateway, Inc.

    3,294,958  
  168,090    

Gree, Inc.

    660,813  
  30,790    

Hisaka Works Ltd.

    211,213  
  87,200    

Honda Motor Co., Ltd.

    2,117,578  
  40,800    

Ichiyoshi Securities Co., Ltd.

    170,828  
 

 

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

 

 

  22  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      Japan - 14.8% - (continued)  
  127,580    

Inpex Corp.

  $ 823,541  
  20,580    

Isuzu Motors Ltd.

    156,399  
  13,960    

Japan Petroleum Exploration Co., Ltd.

    239,937  
  404,500    

Japan Post Bank Co., Ltd.

    3,755,857  
  42,910    

Japan Steel Works Ltd.

    526,797  
  67,170    

JGC Holdings Corp.

    648,646  
  39,130    

JSR Corp.

    736,076  
  21,485    

Kao Corp.

    1,656,843  
  108,200    

KDDI Corp.

    3,133,934  
  92,300    

Kirin Holdings Co., Ltd.

    1,781,227  
  39,660    

Kyoei Steel Ltd.

    503,965  
  32,170    

Maxell Holdings Ltd.

    295,944  
  3,580    

Melco Holdings, Inc.

    83,173  
  12,560    

Miraial Co., Ltd.

    127,163  
  149,520    

Mitsubishi Estate Co., Ltd.

    2,418,954  
  15,611    

Mitsubishi Heavy Industries Ltd.

    400,323  
  131,140    

Mitsubishi Motors Corp.

    371,636  
  676,749    

Mitsubishi UFJ Financial Group, Inc.

    2,734,066  
  58,490    

Nakayama Steel Works Ltd.

    204,848  
  20,430    

Neturen Co., Ltd.(1)

    110,823  
  158,040    

Nexon Co., Ltd.

    2,551,711  
  88,700    

NGK Insulators Ltd.

    1,160,446  
  79,065    

Nichicon Corp.

    521,071  
  60,110    

Nikon Corp.

    559,132  
  32,810    

Nippon Chemi-Con Corp.

    370,062  
  56,364    

Nippon Television Holdings, Inc.

    629,602  
  81,900    

Nipro Corp.

    916,022  
  52,400    

Nishimatsuya Chain Co., Ltd.

    414,546  
  475,725    

Nissan Motor Co., Ltd.

    1,619,268  
  14,390    

Nitto Denko Corp.

    718,830  
  60,810    

NOK Corp.

    708,185  
  177,230    

Nomura Holdings, Inc.

    735,436  
  209,608    

NTT DOCOMO, Inc.

    6,177,404  
  15,200    

OKUMA Corp.

    573,113  
  15,450    

Pacific Metals Co., Ltd.

    238,185  
  262,180    

Resona Holdings, Inc.

    818,797  
  24,390    

Sanyo Shokai Ltd.

    203,662  
  73,008    

Secom Co., Ltd.

    6,075,670  
  12,980    

Shimamura Co., Ltd.

    818,342  
  27,517    

Shin-Etsu Chemical Co., Ltd.

    3,035,180  
  56,870    

Shiseido Co., Ltd.

    3,343,569  
  70,970    

SoftBank Group Corp.

    3,041,959  
  256,195    

Sony Financial Holdings, Inc.

    4,856,598  
  53,528    

Sumitomo Mitsui Financial Group, Inc.

    1,407,638  
  33,100    

Sumitomo Mitsui Trust Holdings, Inc.

    963,764  
  36,340    

Sumitomo Riko Co., Ltd.

    194,342  
  40,200    

Suzuki Motor Corp.

    1,282,993  
  26,600    

Sysmex Corp.

    1,837,720  
  143,454    

T&D Holdings, Inc.

    1,239,982  
  30,030    

Tachi-S Co., Ltd.

    262,731  
  49,760    

Takeda Pharmaceutical Co., Ltd.

    1,794,417  
  22,340    

THK Co., Ltd.

    534,034  
  95,800    

Tochigi Bank Ltd.

    138,209  
  44,530    

Tokai Rika Co., Ltd.

    567,293  
  19,750    

Tokyo Seimitsu Co., Ltd.

    638,851  
  91,710    

Tokyo Steel Manufacturing Co., Ltd.

    583,890  
  41,000    

Toppan Forms Co., Ltd.

    360,193  
  8,276    

Toshiba Machine Co., Ltd.

    162,813  
  46,670    

Toyo Engineering Corp.*

    163,292  
  158,175    

Toyo Tire Corp.

    1,852,112  
  34,940    

Toyoda Gosei Co., Ltd.

    650,766  
  25,950    

Toyota Boshoku Corp.

    323,981  
  35,780    

TV Asahi Holdings Corp.

    531,141  
  47,560    

Unipres Corp.

    417,076  
  27,950    

Ushio, Inc.

    294,723  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      Japan - 14.8% - (continued)  
  48,480    

Xebio Holdings Co., Ltd.

  $ 400,857  
  30,030    

Yamato Kogyo Co., Ltd.

    589,330  
  7,640    

Yodogawa Steel Works Ltd.

    120,202  
  205,531    

Z Holdings Corp.

    793,211  
   

 

 

 
      111,161,576  
   

 

 

 
      Luxembourg - 0.1%  
  14,474    

RTL Group S.A.

    481,999  
   

 

 

 
      Malaysia - 1.1%  
  604,617    

CIMB Group Holdings Bhd

    483,440  
  908,877    

Kuala Lumpur Kepong Bhd

    4,416,859  
  802,228    

Public Bank Bhd

    3,048,921  
   

 

 

 
      7,949,220  
   

 

 

 
      Netherlands - 4.0%  
  91,688    

ABN Amro Bank N.V.(2)

    703,334  
  3,695    

Adyen N.V.*(2)

    3,649,107  
  32,365    

Akzo Nobel N.V.

    2,456,174  
  4,395    

Argenx SE ADR*

    643,824  
  13,735    

ASML Holding N.V.

    4,011,791  
  39,893    

Fugro N.V.*(1)

    149,435  
  80,474    

Heineken N.V.(1)

    6,845,106  
  182,866    

ING Groep N.V.

    1,024,559  
  106,357    

Koninklijke Philips N.V.

    4,636,365  
  80,005    

NN Group N.V.

    2,314,349  
  278,834    

PostNL N.V.

    480,445  
  69,757    

Royal Dutch Shell plc Class A

    1,148,496  
  125,675    

Royal Dutch Shell plc Class B

    2,011,885  
   

 

 

 
      30,074,870  
   

 

 

 
      New Zealand - 0.5%  
  304,669    

a2 Milk Co., Ltd.*

    3,593,133  
   

 

 

 
      Norway - 0.2%  
  62,556    

Equinor ASA

    866,201  
  304,321    

Norsk Hydro ASA

    772,019  
   

 

 

 
      1,638,220  
   

 

 

 
      Russia - 1.2%  
  126,388    

Gazprom PJSC ADR

    640,024  
  34,692    

LUKOIL PJSC ADR

    2,263,228  
  39,930    

Sberbank of Russia PJSC ADR

    423,914  
  109,375    

Surgutneftegas PJSC ADR

    543,946  
  310,349    

VEON Ltd.

    530,697  
  118,049    

Yandex N.V. Class A*

    4,459,891  
   

 

 

 
      8,861,700  
   

 

 

 
      South Africa - 0.4%  
  68,597    

Gold Fields Ltd.

    510,609  
  117,813    

Harmony Gold Mining Co., Ltd. ADR*

    426,483  
  44,906    

Impala Platinum Holdings Ltd.

    267,831  
  75,334    

MTN Group Ltd.

    197,967  
  633,490    

Nampak Ltd.*

    56,926  
  202,165    

Raubex Group Ltd.

    187,054  
  257,405    

Standard Bank Group Ltd.

    1,418,293  
   

 

 

 
      3,065,163  
   

 

 

 
      South Korea - 2.8%  
  80,156    

DGB Financial Group, Inc.

    347,958  
  23,803    

Hankook Tire & Technology Co., Ltd.

    417,616  
  32,069    

KB Financial Group, Inc.

    917,536  
  13,515    

KIWOOM Securities Co., Ltd.

    829,727  
  46,658    

KT Corp.

    916,229  
  1,693    

LG Household & Health Care Ltd.

    1,919,855  
  2,728    

NCSoft Corp.

    1,445,428  
  226,087    

Samsung Electronics Co., Ltd.

    9,296,138  
  32,863    

Shinhan Financial Group Co., Ltd.

    833,161  
  62,062    

SK Hynix, Inc.

    4,270,955  
 

 

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

 

 

  23  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      South Korea - 2.8% - (continued)  
  72,864    

Tongyang Life Insurance Co., Ltd.

  $ 177,147  
   

 

 

 
      21,371,750  
   

 

 

 
      Spain - 2.6%  
  466,713    

CaixaBank S.A.

    839,675  
  154,622    

Cellnex Telecom S.A.(2)

    8,087,468  
  754,210    

Iberdrola S.A.

    7,502,711  
  93,511    

Industria de Diseno Textil S.A.

    2,395,040  
  110,931    

Prosegur Cia de Seguridad S.A.

    244,648  
  607,751    

Unicaja Banco S.A.(2)

    328,841  
   

 

 

 
      19,398,383  
   

 

 

 
      Sweden - 1.1%  
  233,114    

Assa Abloy AB Class B

    4,173,190  
  2,210    

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

    505,624  
  150,881    

Qliro Group AB*

    68,091  
  21,279    

Spotify Technology S.A.*

    3,225,258  
   

 

 

 
      7,972,163  
   

 

 

 
      Switzerland - 8.8%  
  29,053    

Adecco Group AG

    1,271,380  
  27,447    

Alcon, Inc.*

    1,448,570  
  42,807    

Coca-Cola HBC AG

    1,084,675  
  37,727    

GAM Holding AG*

    79,204  
  7,366    

Geberit AG

    3,294,096  
  6,320    

Implenia AG

    258,501  
  82,668    

Julius Baer Group Ltd.

    3,246,799  
  18,528    

Kuehne + Nagel International AG

    2,650,287  
  36,131    

LafargeHolcim Ltd.*

    1,500,627  
  6,608    

Lonza Group AG*

    2,885,486  
  24,357    

Nestle S.A.

    2,579,650  
  142,821    

Novartis AG

    12,188,123  
  3,970    

Partners Group Holding AG

    3,128,519  
  22,420    

Roche Holding AG

    7,763,987  
  11,146    

Schindler Holding AG

    2,480,604  
  64,642    

Swiss Prime Site AG

    6,154,338  
  10,033    

Swisscom AG

    5,213,065  
  32,582    

Temenos AG*(1)

    4,222,023  
  454,188    

UBS Group AG

    4,863,216  
   

 

 

 
      66,313,150  
   

 

 

 
      Taiwan - 5.5%  
  1,071,112    

Acer, Inc.

    593,017  
  2,237,764    

Cathay Financial Holding Co., Ltd.

    2,985,889  
  1,167,104    

Chunghwa Telecom Co., Ltd.

    4,289,576  
  1,633,831    

Compal Electronics, Inc.

    1,041,557  
  781,245    

Formosa Chemicals & Fibre Corp.

    1,978,911  
  1,027,456    

Formosa Plastics Corp.

    3,015,835  
  312,610    

Foxconn Technology Co., Ltd.

    600,240  
  108,877    

Globalwafers Co., Ltd.

    1,385,681  
  545,623    

Hon Hai Precision Industry Co., Ltd.

    1,402,233  
  2,414,919    

Innolux Corp.

    524,530  
  612,606    

MediaTek, Inc.

    8,459,125  
  1,537,752    

Nan Ya Plastics Corp.

    3,401,900  
  162,370    

Realtek Semiconductor Corp.

    1,390,427  
  1,147,142    

Shin Kong Financial Holding Co., Ltd.

    326,576  
  458,800    

Taiwan Semiconductor Manufacturing Co., Ltd.

    4,628,281  
  104,415    

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

    5,547,569  
   

 

 

 
      41,571,347  
   

 

 

 
      Thailand - 0.7%  
  667,711    

Airports of Thailand PCL

    1,284,655  
  1,593,009    

CP ALL PCL

    3,495,708  
  219,255    

Kasikornbank PCL NVDR

    574,820  
  400    

Kasikornbank PCL

    1,044  
   

 

 

 
      5,356,227  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.2% - (continued)  
      Turkey - 0.1%  
  104,452    

Anadolu Efes Biracilik Ve Malt Sanayii AS

  $ 274,015  
  63,297    

Coca-Cola Icecek AS

    334,858  
   

 

 

 
      608,873  
   

 

 

 
      United Kingdom - 9.1%  
  41,650    

Anglo American plc

    740,747  
  85,231    

AstraZeneca plc

    8,914,481  
  588,712    

Aviva plc

    1,780,340  
  356,297    

Babcock International Group plc

    1,887,186  
  329,376    

BAE Systems plc

    2,100,902  
  409,139    

BP plc

    1,612,177  
  77,346    

British Land Co. plc REIT

    394,561  
  472,906    

BT Group plc

    689,270  
  623,260    

Centrica plc

    311,727  
  128,312    

Compass Group plc

    2,159,158  
  166,625    

Diageo plc

    5,736,873  
  12,540    

Go-Ahead Group plc

    211,624  
  160,699    

Halfords Group plc

    218,592  
  400,690    

Hays plc

    545,910  
  414,094    

J Sainsbury plc

    1,030,594  
  344,256    

Kingfisher plc

    682,932  
  52,280    

Land Securities Group plc REIT

    435,966  
  2,648,056    

Lloyds Banking Group plc

    1,071,425  
  233,567    

Marks & Spencer Group plc

    272,121  
  60,102    

Mondi plc

    1,061,359  
  625,543    

National Grid plc

    7,330,582  
  90,018    

Pagegroup plc

    426,300  
  122,957    

Provident Financial plc

    299,837  
  122,515    

Prudential plc

    1,728,369  
  44,495    

Reckitt Benckiser Group plc

    3,706,422  
  206,093    

SIG plc

    62,165  
  495,303    

Smith & Nephew plc

    9,692,625  
  370,012    

Standard Chartered plc

    1,890,644  
  72,573    

SThree plc

    196,605  
  253,766    

Synthomer plc

    904,504  
  27,080    

Unilever N.V.

    1,348,564  
  131,616    

Unilever plc

    6,777,194  
  260,244    

WPP plc

    2,019,264  
   

 

 

 
      68,241,020  
   

 

 

 
      United States - 0.6%  
  727,000    

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

     
  71,454    

DraftKings, Inc.(4)(5)

    1,347,622  
  666    

DraftKings, Inc. Earnout(4)(5)

    12,315  
  10,470    

EPAM Systems, Inc.*

    2,312,718  
  5,907    

JAND, Inc. Class A(3)(4)(5)

    85,829  
  37,012    

Ovintiv, Inc.(1)

    231,333  
  16,188    

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

    631,327  
   

 

 

 
      4,621,144  
   

 

 

 
 

Total Common Stocks
(cost $761,528,672)

  $ 714,942,457  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.0%  
      Other Investment Pools & Funds - 0.0%  
  4,474    

iShares Core MSCI EAFE ETF

  $ 237,256  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $193,802)

  $ 237,256  
   

 

 

 
ESCROWS - 0.0%(6)  
      United States - 0.0%  
  46,766    

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

  $ 7,483  
  28,813    

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

    15,674  
   

 

 

 
      23,157  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 23,157  
   

 

 

 
 

 

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

 

 

  24  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE PREFERRED STOCKS - 0.5%  
      United States - 0.5%  
  5,648    

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

  $ 481,588  
  135,133    

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

    936,472  
  243,469    

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

    589,195  
  13,926    

Honest Co., Inc. Series C(3)(4)(5)

    472,231  
  13,190    

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

    201,675  
  38,688    

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

    300,606  
  51,890    

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

    438,470  
  15,711    

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

    245,563  
  18,160    

We Co. Series D1*(3)(4)(5)

    141,285  
  15,935    

We Co. Series D2*(3)(4)(5)

    123,974  
   

 

 

 
      3,931,059  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $3,785,690)

  $ 3,931,059  
   

 

 

 
WARRANTS - 0.0%  
      United States - 0.0%      
  438    

DraftKings, Inc.*(4)(5)

  $ 3,276  
   

 

 

 
 

Total Warrants
(cost $—)

  $ 3,276  
   

 

 

 
 

Total Long-Term Investments
(cost $765,508,164)

  $     719,137,205  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.0%  
      Other Investment Pools & Funds - 3.0%  
  22,517,435    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(7)

  $ 22,517,435  
   

 

 

 
      Securities Lending Collateral - 2.0%  
  740,701    

Citibank NA DDCA, 0.04%, 5/1/2020(7)

    740,701  
  6,809,287    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(7)

    6,809,287  
  4,137,246    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(7)

    4,137,246  
  3,097,419    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(7)

    3,097,419  
   

 

 

 
      14,784,653  
   

 

 

 
 

Total Short-Term Investments
(cost $37,302,088)

  $ 37,302,088  
   

 

 

 
 
 

Total Investments
(cost $802,810,252)

    100.7    $ 756,439,293  
 

Other Assets and Liabilities

    (0.7 )%       (5,132,347
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     751,306,946  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $21,985,309, representing 2.9% of net assets.

 

(3) 

Investment valued using significant unobservable inputs.

 

(4) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $6,540,209, which represented 0.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(5) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $6,540,209 or 0.9% of net assets.

 

Period
Acquired
   

Security Name

  Shares/
Par Value
    Base
Total Cost
    Base
Market Value
 
  06/2015     Airbnb, Inc. Series E Convertible Preferred     5,648     $ 525,797     $ 481,588  
  08/2011     Allstar Co.     727,000       316,259        
  11/2014     Coupang LLC Convertible Preferred     135,133       420,685       936,472  
  12/2014     DraftKings, Inc.     71,454       295,478       1,347,622  
  04/2020     DraftKings, Inc. Warrants     438             3,276  
  12/2014     DraftKings, Inc. Earnout     666       2,678       12,315  
  05/2014     Essence Group Holdings Corp. Series 3 Convertible Preferred     243,469       384,998       589,195  
  08/2014     Honest Co., Inc. Series C Convertible Preferred     13,926       376,800       472,231  
  04/2015     JAND, Inc. Class A     5,907       67,844       85,829  
  04/2015     JAND, Inc. Series D Convertible Preferred     13,190       151,491       201,675  
  08/2015     Klarna Holding AB     2,210       242,394       505,624  
  07/2014     Lookout, Inc. Series F Convertible Preferred     38,688       441,937       300,606  
  04/2015     MarkLogic Corp. Series F Convertible Preferred     51,890       602,661       438,470  
  08/2014     One Kings Lane, Inc.     46,766             7,483  
  09/2015     Rubicon Global Holdings LLC Series C Convertible Preferred     15,711       313,600       245,563  
  11/2013     Tory Burch LLC     16,188       1,268,749       631,327  
  04/2017     Veracode, Inc.     28,813             15,674  
  12/2014     We Co. Series D1 Convertible Preferred     18,160       302,385       141,285  
  12/2014     We Co. Series D2 Convertible Preferred     15,935       265,336       123,974  
     

 

 

   

 

 

 
      $     5,979,092     $     6,540,209  
     

 

 

   

 

 

 

 

(6) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(7) 

Current yield as of period end.

 

 

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

 

 

  25  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

SPI 200 Future

     45        06/18/2020      $     4,061,409      $ 286,560  
           

 

 

 

Total futures contracts

 

   $     286,560  
           

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 1,822,553      $ 1,822,553      $      $  

Australia

     8,068,737               8,068,737         

Austria

     731,049               731,049         

Belgium

     5,546,421               5,546,421         

Brazil

     13,109,706        13,109,706                

Canada

     40,095,020        40,095,020                

Chile

     1,393,217        1,393,217                

China

     70,738,721        19,157,178        51,581,543         

Cyprus

     1,556,744        1,556,744                

Denmark

     5,013,074               5,013,074         

Finland

     1,133,907               1,133,907         

France

     65,215,379        280,264        64,935,115         

Germany

     31,688,159               31,688,159         

Greece

     2,312,888               2,312,888         

Hong Kong

     29,847,814        697        29,847,117         

Hungary

     428,293               428,293         

India

     6,133,748        2,434,933        3,698,815         

Indonesia

     1,720,393               1,720,393         

Ireland

     13,561,103               13,561,103         

Italy

     12,545,593               12,545,593         

Japan

     111,161,576               111,161,576         

Luxembourg

     481,999               481,999         

Malaysia

     7,949,220               7,949,220         

Netherlands

     30,074,870        11,841,371        18,233,499         

New Zealand

     3,593,133               3,593,133         

Norway

     1,638,220               1,638,220         

Russia

     8,861,700        4,990,588        3,871,112         

South Africa

     3,065,163        2,031,830        1,033,333         

South Korea

     21,371,750               21,371,750         

Spain

     19,398,383               19,398,383         

Sweden

     7,972,163        3,225,258        4,241,281        505,624  

Switzerland

     66,313,150               66,313,150         

Taiwan

     41,571,347        5,547,569        36,023,778         

Thailand

     5,356,227        4,780,363        575,864         

Turkey

     608,873               608,873         

United Kingdom

     68,241,020        644,892        67,596,128         

United States

     4,621,144        2,544,051        1,359,937        717,156  

Exchange-Traded Funds

     237,256        237,256                

Escrows

     23,157                      23,157  

Convertible Preferred Stocks

     3,931,059                      3,931,059  

Warrants

     3,276               3,276         

Short-Term Investments

     37,302,088        37,302,088                

Futures Contracts(2)

     286,560        286,560                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     756,725,853      $     153,282,138      $     598,266,719      $     5,176,996  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.

 

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

 

 

  26  

 


The Hartford International Growth Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4%  
      Australia - 0.5%  
  205,770    

Goodman Group REIT

  $ 1,752,591  
   

 

 

 
      Brazil - 0.6%  
  27,608    

Pagseguro Digital Ltd. Class A*

    699,311  
  42,627    

XP, Inc. Class A*

    1,072,495  
   

 

 

 
      1,771,806  
   

 

 

 
      Canada - 2.9%  
  16,373    

Canadian National Railway Co.

    1,353,997  
  93,145    

Dollarama, Inc.

    2,921,593  
  41,207    

Intact Financial Corp.

    3,921,614  
  24,703    

Magna International, Inc.

    962,600  
   

 

 

 
      9,159,804  
   

 

 

 
      China - 15.2%  
  67,014    

Alibaba Group Holding Ltd. ADR*

    13,581,727  
  230,000    

ANTA Sports Products Ltd.

    1,958,687  
  1,725,400    

China Longyuan Power Group Corp. Ltd. Class H

    862,405  
  12,544,150    

China Tower Corp. Ltd. Class H(1)

    2,791,628  
  1,116,000    

CSPC Pharmaceutical Group Ltd.

    2,209,363  
  137,530    

ENN Energy Holdings Ltd.

    1,550,302  
  10,600    

Kweichow Moutai Co., Ltd. Class A

    1,888,325  
  10,520    

New Oriental Education & Technology Group, Inc. ADR*

    1,342,983  
  5,900    

Pharmaron Beijing Co., Ltd. Class H*(1)

    46,419  
  310,001    

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

    3,154,650  
  115,355    

Shanghai International Airport Co., Ltd. Class A

    1,144,082  
  130,200    

Shenzhou International Group Holdings Ltd.

    1,502,720  
  76,843    

Sunny Optical Technology Group Co., Ltd.

    1,070,078  
  32,066    

TAL Education Group ADR*

    1,737,657  
  242,395    

Tencent Holdings Ltd.

    12,742,568  
  25,244    

WuXi AppTec Co., Ltd. Class H(1)

    355,907  
   

 

 

 
      47,939,501  
   

 

 

 
      Denmark - 2.0%  
  31,594    

DSV Panalpina A/S

    3,282,623  
  46,904    

Novo Nordisk A/S Class B

    2,992,006  
   

 

 

 
      6,274,629  
   

 

 

 
      France - 9.5%  
  31,847    

Accor S.A.

    885,932  
  29,087    

Airbus SE*

    1,841,745  
  22,064    

Capgemini SE

    2,074,253  
  51,040    

Cie de Saint-Gobain

    1,358,068  
  50,502    

Edenred

    2,034,378  
  111,144    

Engie S.A.

    1,205,864  
  15,893    

L’Oreal S.A.

    4,620,748  
  7,422    

LVMH Moet Hennessy Louis Vuitton SE

    2,869,290  
  10,395    

Safran S.A.

    966,434  
  63,870    

Schneider Electric SE

    5,902,376  
  18,055    

UBISOFT Entertainment S.A.*

    1,342,963  
  71,202    

Worldline S.A.*(1)(2)

    4,822,461  
   

 

 

 
      29,924,512  
   

 

 

 
      Germany - 4.6%  
  20,498    

adidas AG

    4,692,656  
  11,171    

Beiersdorf AG

    1,168,804  
  13,923    

Deutsche Boerse AG

    2,158,600  
  150,352    

Infineon Technologies AG

    2,795,182  
  10,728    

LEG Immobilien AG

    1,231,627  
  7,433    

Volkswagen AG

    1,034,162  
  28,617    

Zalando SE*(1)

    1,402,624  
   

 

 

 
      14,483,655  
   

 

 

 
      Hong Kong - 4.2%  
  755,678    

AIA Group Ltd.

    6,935,436  
  58,800    

Hong Kong Exchanges & Clearing Ltd.

    1,885,254  
  112,876    

Link REIT

    1,006,204  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4% - (continued)  
      Hong Kong - 4.2% - (continued)  
  571,444    

Sands China Ltd.

  $ 2,313,488  
  147,945    

Techtronic Industries Co., Ltd.

    1,121,794  
   

 

 

 
      13,262,176  
   

 

 

 
      India - 0.5%  
  10,735    

HDFC Bank Ltd. ADR

    465,362  
  105,409    

ICICI Bank Ltd. ADR

    1,028,792  
   

 

 

 
      1,494,154  
   

 

 

 
      Ireland - 1.1%  
  64,233    

Experian plc

    1,928,940  
  9,486    

ICON plc*

    1,522,219  
   

 

 

 
      3,451,159  
   

 

 

 
      Italy - 1.6%  
  160,393    

Davide Campari-Milano S.p.A.

    1,246,631  
  8,919    

Ferrari N.V.(2)

    1,393,998  
  7,879    

Ferrari N.V.

    1,226,130  
  28,194    

Moncler S.p.A.

    1,060,289  
   

 

 

 
      4,927,048  
   

 

 

 
      Japan - 10.9%  
  28,400    

Bandai Namco Holdings, Inc.

    1,419,046  
  22,585    

Eisai Co., Ltd.

    1,576,681  
  14,309    

GMO Payment Gateway, Inc.

    1,275,638  
  33,400    

Hoya Corp.

    3,045,857  
  15,778    

Keyence Corp.

    5,632,936  
  71,000    

Komatsu Ltd.

    1,343,385  
  59,580    

Mitsui Fudosan Co., Ltd. REIT

    1,095,494  
  22,481    

Murata Manufacturing Co., Ltd.

    1,266,736  
  70,470    

Nexon Co., Ltd.

    1,137,807  
  39,900    

Recruit Holdings Co., Ltd.

    1,163,930  
  37,565    

Seven & i Holdings Co., Ltd.

    1,244,042  
  11,392    

Shin-Etsu Chemical Co., Ltd.

    1,256,560  
  6,000    

SMC Corp.

    2,712,134  
  79,555    

SoftBank Group Corp.

    3,409,934  
  16,119    

Sony Corp.

    1,037,323  
  79,405    

Tokio Marine Holdings, Inc.

    3,725,341  
  9,400    

Tokyo Electron Ltd.

    2,002,020  
   

 

 

 
      34,344,864  
   

 

 

 
      Netherlands - 5.8%  
  1,595    

Adyen N.V.*(1)

    1,575,190  
  35,793    

AerCap Holdings N.V.*

    1,006,499  
  25,485    

ASML Holding N.V.

    7,443,793  
  19,291    

Heineken N.V.(2)

    1,640,889  
  87,949    

Koninklijke Philips N.V.

    3,833,915  
  38,138    

Wolters Kluwer N.V.(2)

    2,805,180  
   

 

 

 
      18,305,466  
   

 

 

 
      New Zealand - 0.4%  
  113,416    

a2 Milk Co., Ltd.*

    1,337,579  
   

 

 

 
      Russia - 0.4%  
  31,495    

Yandex N.V. Class A*

    1,189,881  
   

 

 

 
      South Korea - 1.8%  
  95,928    

Samsung Electronics Co., Ltd.

    3,944,322  
  27,486    

SK Hynix, Inc.

    1,891,519  
   

 

 

 
      5,835,841  
   

 

 

 
      Spain - 3.9%  
  174,886    

Cellnex Telecom S.A.(1)

    9,147,371  
  117,037    

Industria de Diseno Textil S.A.

    2,997,598  
   

 

 

 
      12,144,969  
   

 

 

 
      Sweden - 3.2%  
  67,631    

Alfa Laval AB*

    1,263,816  
  68,199    

Assa Abloy AB Class B

    1,220,894  
 

 

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

 

 

  27  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4% - (continued)  
      Sweden - 3.2% - (continued)  
  34,694    

Atlas Copco AB Class A(2)

  $ 1,195,710  
  144,311    

EQT AB*(2)

    1,994,134  
  15,360    

Spotify Technology S.A.*

    2,328,115  
  34,627    

Swedish Match AB

    2,139,825  
   

 

 

 
      10,142,494  
   

 

 

 
      Switzerland - 12.0%  
  35,544    

Alcon, Inc.*

    1,875,906  
  27,873    

Julius Baer Group Ltd.

    1,094,716  
  28,463    

Logitech International S.A.

    1,370,871  
  2,498    

Lonza Group AG

    1,090,790  
  120,572    

Nestle S.A.

    12,769,783  
  103,603    

Novartis AG

    8,841,320  
  4,800    

Partners Group Holding AG

    3,782,592  
  16,795    

Roche Holding AG

    5,816,064  
  9,094    

Temenos AG*(2)

    1,178,414  
   

 

 

 
      37,820,456  
   

 

 

 
      Taiwan - 5.1%  
  225,000    

Accton Technology Corp.

    1,631,040  
  406,875    

MediaTek, Inc.

    5,618,304  
  862,709    

Taiwan Semiconductor Manufacturing Co., Ltd.

    8,702,832  
   

 

 

 
      15,952,176  
   

 

 

 
      United Kingdom - 8.5%  
  94,345    

Anglo American plc

    1,677,931  
  7,752    

Aon plc

    1,338,538  
  88,097    

AstraZeneca plc

    9,214,241  
  273,759    

BAE Systems plc

    1,746,153  
  51,849    

Diageo plc

    1,785,153  
  406,083    

Grainger plc

    1,364,323  
  23,118    

IHS Markit Ltd.

    1,555,841  
  17,881    

Intertek Group plc

    1,067,125  
  28,267    

London Stock Exchange Group plc

    2,645,701  
  124,756    

Segro plc REIT

    1,307,633  
  73,591    

Smith & Nephew plc

    1,440,108  
  30,541    

Unilever N.V.

    1,520,920  
   

 

 

 
      26,663,667  
   

 

 

 
      United States - 1.7%  
  11,999    

Accenture plc Class A

    2,222,095  
  24,119    

Amdocs Ltd.

    1,554,228  
  14,879    

Medtronic plc

    1,452,637  
   

 

 

 
      5,228,960  
   

 

 

 
 

Total Common Stocks
(cost $267,001,465)

  $ 303,407,388  
   

 

 

 
EXCHANGE-TRADED FUNDS - 1.1%  
      Other Investment Pools & Funds - 1.1%  
  87,016    

iShares MSCI ACWI ex U.S. ETF(2)

  $ 3,484,991  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $3,680,352)

  $ 3,484,991  
   

 

 

 
 

Total Long-Term Investments
(cost $270,681,817)

  $ 306,892,379  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.4%  
      Other Investment Pools & Funds - 2.3%  
  7,322,927    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

  $ 7,322,927  
   

 

 

 
 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.4% - (continued)  
      Securities Lending Collateral - 2.1%  
  326,542    

Citibank NA DDCA, 0.04%, 5/1/2020(3)

  $ 326,542  
  3,001,906    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(3)

    3,001,906  
  1,823,924    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(3)

    1,823,924  
  1,365,511    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

    1,365,511  
   

 

 

 
      6,517,883  
   

 

 

 
 

Total Short-Term Investments
(cost $13,840,810)

  $ 13,840,810  
   

 

 

 
 
 

Total Investments
(cost $284,522,627)

    101.9    $ 320,733,189  
 

Other Assets and Liabilities

    (1.9 )%       (5,966,158
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     314,767,031  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $20,141,600, representing 6.4% of net assets.

 

(2) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(3) 

Current yield as of period end.

 

 

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

 

 

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

 

 

  28  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 1,752,591      $      $ 1,752,591      $  

Brazil

     1,771,806        1,771,806                

Canada

     9,159,804        9,159,804                

China

     47,939,501        16,662,367        31,277,134         

Denmark

     6,274,629               6,274,629         

France

     29,924,512               29,924,512         

Germany

     14,483,655               14,483,655         

Hong Kong

     13,262,176               13,262,176         

India

     1,494,154        1,494,154                

Ireland

     3,451,159        1,522,219        1,928,940         

Italy

     4,927,048        1,226,130        3,700,918         

Japan

     34,344,864               34,344,864         

Netherlands

     18,305,466        7,027,758        11,277,708         

New Zealand

     1,337,579               1,337,579         

Russia

     1,189,881        1,189,881                

South Korea

     5,835,841               5,835,841         

Spain

     12,144,969               12,144,969         

Sweden

     10,142,494        2,328,115        7,814,379         

Switzerland

     37,820,456               37,820,456         

Taiwan

     15,952,176               15,952,176         

United Kingdom

     26,663,667        2,894,379        23,769,288         

United States

     5,228,960        5,228,960                

Exchange-Traded Funds

     3,484,991        3,484,991                

Short-Term Investments

     13,840,810        13,840,810                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     320,733,189      $     67,831,374      $     252,901,815      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  29  

 


The Hartford International Opportunities Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5%  
      Argentina - 0.5%  
  27,745    

MercadoLibre, Inc.*

  $ 16,189,485  
   

 

 

 
      Australia - 0.9%  
  7,362,071    

Sydney Airport

    29,988,549  
   

 

 

 
      Belgium - 0.3%  
  119,079    

UCB S.A.

    10,912,270  
   

 

 

 
      Brazil - 1.4%  
  277,565    

B3 S.A. - Brasil Bolsa Balcao

    1,961,060  
  3,348,624    

Localiza Rent a Car S.A.

    21,053,983  
  543,300    

Lojas Renner S.A.

    3,835,541  
  338,400    

Magazine Luiza S.A.

    3,092,826  
  518,659    

XP, Inc. Class A*

    13,049,460  
   

 

 

 
      42,992,870  
   

 

 

 
      Canada - 3.8%  
  986,685    

Alimentation Couche-Tard, Inc. Class B

    27,531,769  
  678,642    

Barrick Gold Corp.

    17,468,834  
  534,562    

Canadian National Railway Co.

    44,206,639  
  129,995    

Intact Financial Corp.(1)

    12,371,448  
  407,169    

TC Energy Corp.

    18,738,637  
   

 

 

 
      120,317,327  
   

 

 

 
      China - 17.5%  
  382,251    

58.com, Inc. ADR*

    19,857,939  
  542,190    

Alibaba Group Holding Ltd. ADR*

    109,885,647  
  559,500    

Autobio Diagnostics Co., Ltd. Class A

    10,579,334  
  1,373,300    

China International Travel Service Corp. Ltd. Class A

    17,603,890  
  2,118,465    

China National Accord Medicines Corp. Ltd. Class A

    12,241,421  
  257,813,549    

China Tower Corp. Ltd. Class H(2)

    57,374,913  
  3,744,384    

ENN Energy Holdings Ltd.

    42,208,426  
  1,310,991    

Hangzhou Tigermed Consulting Co., Ltd. Class A

    14,053,024  
  14,515,642    

Kingdee International Software Group Co., Ltd.*

    20,759,899  
  260,427    

New Oriental Education & Technology Group, Inc. ADR*

    33,246,111  
  3,863,587    

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

    39,316,860  
  1,624,646    

Shanghai International Airport Co., Ltd. Class A

    16,113,110  
  239,602    

TAL Education Group ADR*

    12,984,032  
  2,217,792    

Tencent Holdings Ltd.

    116,588,067  
  440,424    

Trip.com Group Ltd. ADR*

    11,345,322  
  526,470    

WuXi AppTec Co., Ltd. Class H(2)

    7,422,534  
  688,000    

Wuxi Biologics Cayman, Inc.*(2)

    10,709,693  
   

 

 

 
      552,290,222  
   

 

 

 
      Denmark - 1.2%  
  298,296    

DSV Panalpina A/S

    30,993,011  
  79,668    

Orsted A/S(2)

    8,047,298  
   

 

 

 
      39,040,309  
   

 

 

 
      France - 11.8%  
  696,557    

Airbus SE*

    44,104,935  
  3,262,231    

AXA S.A.

    57,991,026  
  4,445,716    

Engie S.A.

    48,234,065  
  156,545    

L’Oreal S.A.

    45,514,066  
  28,992    

LVMH Moet Hennessy Louis Vuitton SE

    11,208,091  
  536,956    

Safran S.A.

    49,921,378  
  246,771    

Schneider Electric SE(1)

    22,804,685  
  243,478    

Total S.A.

    8,641,612  
  497,789    

Vinci S.A.

    40,779,836  
  643,990    

Worldline S.A.*(2)

    43,616,984  
   

 

 

 
      372,816,678  
   

 

 

 
      Germany - 5.4%  
  186,281    

adidas AG

    42,645,753  
  283,839    

Allianz SE

    52,235,248  
  2,534,548    

Infineon Technologies AG

    47,119,583  
  574,078    

Zalando SE*(2)

    28,137,671  
   

 

 

 
      170,138,255  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5% - (continued)  
      Hong Kong - 2.4%  
  4,065,350    

AIA Group Ltd.

  $ 37,310,833  
  3,629,159    

Link REIT

    32,351,196  
  819,500    

Techtronic Industries Co., Ltd.

    6,213,865  
   

 

 

 
      75,875,894  
   

 

 

 
      Ireland - 0.6%  
  663,002    

Experian plc

    19,910,191  
   

 

 

 
      Italy - 1.6%  
  177,790    

Ferrari N.V.(1)

    27,787,742  
  771,812    

Infrastrutture Wireless Italiane S.p.A.(2)

    8,168,804  
  1,816,822    

UniCredit S.p.A.*

    14,030,896  
   

 

 

 
      49,987,442  
   

 

 

 
      Japan - 14.8%  
  132,520    

Daikin Industries Ltd.

    17,006,411  
  278,200    

Eisai Co., Ltd.

    19,421,408  
  1,158,900    

KDDI Corp.

    33,566,691  
  165,720    

Keyence Corp.

    59,164,034  
  3,030,382    

Mitsui Fudosan Co., Ltd. REIT

    55,719,462  
  1,541,035    

Nexon Co., Ltd.

    24,881,520  
  218,600    

Oriental Land Co., Ltd.

    27,640,919  
  1,129,270    

Recruit Holdings Co., Ltd.

    32,942,144  
  224,286    

Shiseido Co., Ltd.

    13,186,491  
  933,800    

SoftBank Group Corp.

    40,025,096  
  510,366    

Sony Financial Holdings, Inc.

    9,674,827  
  299,025    

Sysmex Corp.

    20,658,803  
  431,340    

Terumo Corp.

    14,312,984  
  1,181,844    

Tokio Marine Holdings, Inc.

    55,447,041  
  103,000    

Tokyo Electron Ltd.

    21,937,027  
  563,300    

Unicharm Corp.

    20,759,578  
   

 

 

 
      466,344,436  
   

 

 

 
      Netherlands - 2.4%  
  712,412    

AerCap Holdings N.V.*

    20,033,025  
  192,059    

ASML Holding N.V.

    56,097,606  
   

 

 

 
      76,130,631  
   

 

 

 
      Russia - 0.6%  
  497,607    

Yandex N.V. Class A*

    18,799,593  
   

 

 

 
      South Korea - 1.5%  
  1,115,186    

Samsung Electronics Co., Ltd.

    45,853,690  
   

 

 

 
      Spain - 4.3%  
  11,353,529    

CaixaBank S.A.

    20,426,421  
  1,096,356    

Cellnex Telecom S.A.(2)

    57,344,644  
  5,719,248    

Iberdrola S.A.

    56,893,793  
   

 

 

 
      134,664,858  
   

 

 

 
      Sweden - 0.9%  
  1,673,089    

Sandvik AB*

    25,737,823  
  16,373    

Spotify Technology S.A.*

    2,481,655  
   

 

 

 
      28,219,478  
   

 

 

 
      Switzerland - 7.7%  
  65,974    

Lonza Group AG

    28,808,574  
  799,091    

Nestle S.A.

    84,631,743  
  837,661    

Novartis AG

    71,484,694  
  11,782    

Partners Group Holding AG

    9,284,686  
  61,654    

PSP Swiss Property AG

    7,162,183  
  120,969    

Roche Holding AG

    41,891,244  
   

 

 

 
      243,263,124  
   

 

 

 
      Taiwan - 2.1%  
  1,650,057    

MediaTek, Inc.

    22,784,691  
  4,342,044    

Taiwan Semiconductor Manufacturing Co., Ltd.

    43,801,653  
   

 

 

 
      66,586,344  
   

 

 

 
 

 

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

 

 

  30  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.5% - (continued)  
      United Kingdom - 16.3%  
  3,106,237    

Anglo American plc

  $ 55,244,577  
  511,895    

AstraZeneca plc

    53,540,121  
  433,624    

Berkeley Group Holdings plc

    22,762,246  
  5,405,783    

BP plc

    21,301,018  
  3,540,363    

Compass Group plc

    59,575,120  
  770,781    

Derwent London plc REIT

    30,117,692  
  2,154,038    

Diageo plc

    74,163,196  
  392,103    

Intertek Group plc

    23,400,411  
  454,521    

London Stock Exchange Group plc

    42,541,715  
  5,565,382    

National Grid plc

    65,219,320  
  719,716    

Rio Tinto plc

    33,408,218  
  3,223,959    

Segro plc REIT

    33,792,005  
   

 

 

 
      515,065,639  
   

 

 

 
      United States - 0.5%  
  944,617    

Bausch Health Cos., Inc.*

    17,116,460  
   

 

 

 
 

Total Common Stocks
(cost $3,033,069,236)

  $ 3,112,503,745  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.0%  
      Other Investment Pools & Funds - 0.0%  
  12,991    

iShares MSCI ACWI ex U.S. ETF(1)

  $ 520,290  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $462,350)

  $ 520,290  
   

 

 

 
 

Total Long-Term Investments
(cost $3,033,531,586)

  $ 3,113,024,035  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.4%  
      Other Investment Pools & Funds - 1.0%  
  32,435,367    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(3)

  $ 32,435,367  
   

 

 

 
      Securities Lending Collateral - 0.4%  
  647,740    

Citibank NA DDCA, 0.04%, 5/1/2020(3)

    647,740  
  5,954,687    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(3)

    5,954,687  
  3,618,001    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(3)

    3,618,001  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.4% - (continued)  
      Securities Lending Collateral - 0.4% - (continued)  
  2,708,678    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

  $ 2,708,678  
   

 

 

 
      12,929,106  
   

 

 

 
 

Total Short-Term Investments
(cost $45,364,473)

  $ 45,364,473  
   

 

 

 
 

Total Investments
(cost $3,078,896,059)

    99.9    $ 3,158,388,508  
 

Other Assets and Liabilities

    0.1      3,509,931  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     3,161,898,439  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $220,822,541, representing 7.0% of net assets.

 

(3) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 16,189,485      $ 16,189,485      $      $  

Australia

     29,988,549               29,988,549         

Belgium

     10,912,270               10,912,270         

Brazil

     42,992,870        42,992,870                

Canada

         120,317,327            120,317,327                

China

     552,290,222        187,319,051            364,971,171            —  

Denmark

     39,040,309               39,040,309         

France

     372,816,678               372,816,678         

Germany

     170,138,255               170,138,255         

Hong Kong

     75,875,894               75,875,894         

Ireland

     19,910,191               19,910,191         

Italy

     49,987,442               49,987,442         

Japan

     466,344,436               466,344,436         

Netherlands

     76,130,631        20,033,025        56,097,606         

Russia

     18,799,593        18,799,593                

 

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

 

 

  31  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Description

   Total      Level 1      Level 2      Level 3(1)  

South Korea

   $ 45,853,690      $      $ 45,853,690      $  

Spain

     134,664,858               134,664,858         

Sweden

     28,219,478        2,481,655        25,737,823         

Switzerland

     243,263,124               243,263,124         

Taiwan

     66,586,344               66,586,344         

United Kingdom

     515,065,639               515,065,639         

United States

     17,116,460        17,116,460                

Exchange-Traded Funds

     520,290        520,290                

Short-Term Investments

     45,364,473        45,364,473                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,158,388,508      $     471,134,229      $     2,687,254,279      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  32  

 


The Hartford International Value Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6%  
      Argentina - 0.1%  
  503,705    

YPF S.A. ADR

  $ 1,934,227  
   

 

 

 
      Australia - 0.5%  
  4,336,418    

Resolute Mining Ltd.*(1)

    2,583,592  
  3,323,085    

Western Areas Ltd.

    4,684,248  
   

 

 

 
      7,267,840  
   

 

 

 
      Austria - 0.6%  
  262,334    

Erste Group Bank AG

    5,685,522  
  572,338    

Zumtobel Group AG*

    3,697,093  
   

 

 

 
      9,382,615  
   

 

 

 
      Belgium - 1.4%  
  253,077    

Ageas

    9,121,939  
  928,126    

AGFA-Gevaert N.V.*

    3,676,605  
  325,161    

bpost S.A.

    2,268,830  
  338,901    

Orange Belgium S.A.

    5,637,493  
   

 

 

 
      20,704,867  
   

 

 

 
      Canada - 4.6%  
  1,735,163    

Advantage Oil & Gas Ltd.*

    2,817,248  
  931,340    

ARC Resources Ltd.(1)

    3,927,559  
  729,618    

Barrick Gold Corp.

    18,781,000  
  549,897    

Cameco Corp.

    5,467,563  
  1,032,615    

Centerra Gold, Inc.

    8,256,766  
  557,838    

Eldorado Gold Corp.*

    5,282,726  
  737,519    

IAMGOLD Corp.*

    2,588,692  
  1,233,685    

Kinross Gold Corp.*

    8,154,658  
  508,506    

Northern Dynasty Minerals Ltd.*(1)

    292,255  
  2,164,587    

SEMAFO, Inc.*

    5,442,763  
  429,771    

Tourmaline Oil Corp.

    4,260,814  
  2,474,785    

Trican Well Service Ltd.*(1)

    1,031,198  
  1,084,676    

Uranium Participation Corp.*

    3,818,321  
   

 

 

 
      70,121,563  
   

 

 

 
      China - 2.3%  
  17,089,671    

361 Degrees International Ltd.

    2,592,879  
  7,034,425    

AMVIG Holdings Ltd.

    1,344,643  
  21,515,378    

China BlueChemical Ltd. Class H

    3,211,324  
  11,758,577    

China Machinery Engineering Corp. Class H

    3,226,235  
  35,465,387    

China Telecom Corp. Ltd. Class H

    12,249,756  
  22,726,702    

Daphne International Holdings Ltd.*

    382,251  
  17,372,452    

Dongfeng Motor Group Co., Ltd. Class H

    11,522,479  
   

 

 

 
      34,529,567  
   

 

 

 
      Denmark - 1.4%  
  14,017    

AP Moller - Maersk A/S Class B

    13,950,460  
  494,875    

D/S Norden A/S*

    6,955,466  
  27,055    

Drilling Co.*

    636,545  
   

 

 

 
      21,542,471  
   

 

 

 
      Finland - 1.0%  
  4,054,383    

Nokia Oyj

    14,615,788  
   

 

 

 
      France - 10.0%  
  667,693    

AXA S.A.

    11,869,240  
  458,886    

BNP Paribas S.A.

    14,416,510  
  785,495    

Cie de Saint-Gobain

    20,900,378  
  366,400    

Criteo S.A. ADR*

    3,638,352  
  1,383,187    

Engie S.A.

    15,006,971  
  163,909    

Imerys S.A.

    5,142,245  
  462,761    

Metropole Television S.A.

    5,150,917  
  357,396    

Quadient

    4,935,563  
  279,598    

Renault S.A.

    5,509,385  
  1,247,118    

Rexel S.A.

    11,647,801  
  126,240    

SCOR SE

    3,556,772  
  623,550    

Societe Generale S.A.

    9,782,892  
  17,240    

Sopra Steria Group

    2,041,226  
  1,224,769    

Television Francaise 1 S.A.

    5,996,484  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6% - (continued)  
      France - 10.0% - (continued)  
  781,610    

Total S.A.

  $ 27,741,194  
  148,768    

Vicat S.A.

    4,175,040  
   

 

 

 
      151,510,970  
   

 

 

 
      Germany - 1.9%  
  1,229,554    

CECONOMY AG*

    3,147,436  
  443,088    

Daimler AG

    15,154,932  
  131,455    

Hamburger Hafen und Logistik AG

    2,138,849  
  265,386    

Metro AG

    2,318,753  
  448,112    

Salzgitter AG

    5,986,886  
   

 

 

 
      28,746,856  
   

 

 

 
      Greece - 0.5%  
  553,921    

Hellenic Telecommunications Organization S.A.

    7,318,120  
   

 

 

 
      Hong Kong - 3.2%  
  1,908,077    

China Mobile Ltd.

    15,339,140  
  18,719,826    

China Unicom Hong Kong Ltd.

    12,106,716  
  1,557,440    

CK Asset Holdings Ltd.

    9,841,059  
  35,872,000    

CST Group Ltd.*

    115,679  
  1,462,979    

Dah Sing Financial Holdings Ltd.

    4,826,003  
  180,661,867    

G-Resources Group Ltd.*

    1,027,087  
  37,021,362    

Pacific Basin Shipping Ltd.

    4,535,526  
   

 

 

 
      47,791,210  
   

 

 

 
      Hungary - 0.4%  
  4,389,614    

Magyar Telekom Telecommunications plc

    5,457,493  
   

 

 

 
      India - 0.8%  
  2,104,552    

Canara Bank*

    2,436,408  
  792,150    

NTPC Ltd.

    992,414  
  5,461,673    

Oil & Natural Gas Corp. Ltd.

    5,779,599  
  1,636,781    

Zee Entertainment Enterprises Ltd.

    3,430,449  
   

 

 

 
      12,638,870  
   

 

 

 
      Indonesia - 0.1%  
  27,883,822    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    1,319,684  
   

 

 

 
      Ireland - 1.0%  
  5,485,184    

AIB Group plc*

    7,590,497  
  3,846,926    

Bank of Ireland Group plc

    7,894,268  
   

 

 

 
      15,484,765  
   

 

 

 
      Italy - 3.0%  
  563,177    

Assicurazioni Generali S.p.A.

    8,034,639  
  863,351    

BPER Banca

    2,134,492  
  1,849,170    

Eni S.p.A.

    17,615,793  
  1,118,042    

Geox S.p.A.(1)

    893,869  
  2,045,093    

Saipem S.p.A.*(1)

    5,249,060  
  1,567,370    

UniCredit S.p.A.*

    12,104,436  
   

 

 

 
      46,032,289  
   

 

 

 
      Japan - 32.5%  
  229,834    

Aisan Industry Co., Ltd.

    1,218,753  
  502,651    

Avex, Inc.

    3,804,587  
  91,412    

Benesse Holdings, Inc.

    2,603,174  
  311,721    

Canon, Inc.

    6,557,093  
  150,478    

Cawachi Ltd.

    3,558,244  
  787,146    

Chiyoda Corp.*(1)

    1,772,667  
  162,266    

Chubu Steel Plate Co., Ltd.

    954,265  
  2,096,685    

Citizen Watch Co., Ltd.

    7,399,927  
  90,196    

CMIC Holdings Co., Ltd.

    1,298,593  
  398,100    

Cosel Co., Ltd.

    3,331,672  
  788,104    

Dai-ichi Life Holdings, Inc.

    9,876,693  
  581,430    

DeNA Co., Ltd.

    7,157,453  
  97,417    

Eisai Co., Ltd.

    6,800,774  
  158,076    

Enplas Corp.

    3,318,778  
  455,429    

Exedy Corp.

    7,337,924  
  381,966    

Fuji Media Holdings, Inc.

    3,794,271  
 

 

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

 

 

  33  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6% - (continued)  
      Japan - 32.5% - (continued)  
  68,734    

Fujitsu Ltd.

  $ 6,677,397  
  805,091    

Funai Electric Co., Ltd.*

    3,330,227  
  134,499    

Gendai Agency, Inc.

    316,923  
  2,164,149    

Gree, Inc.

    8,507,926  
  344,397    

Hisaka Works Ltd.

    2,362,496  
  1,102,721    

Honda Motor Co., Ltd.

    26,778,650  
  525,587    

Ichiyoshi Securities Co., Ltd.

    2,200,610  
  1,616,550    

Inpex Corp.

    10,434,979  
  268,990    

Isuzu Motors Ltd.

    2,044,203  
  159,617    

Japan Petroleum Exploration Co., Ltd.

    2,743,415  
  608,850    

Japan Steel Works Ltd.

    7,474,725  
  890,655    

JGC Holdings Corp.

    8,600,866  
  503,254    

JSR Corp.

    9,466,730  
  514,922    

Kyoei Steel Ltd.

    6,543,188  
  420,446    

Maxell Holdings Ltd.

    3,867,845  
  55,420    

Melco Holdings, Inc.

    1,287,558  
  159,204    

Miraial Co., Ltd.

    1,611,856  
  652,500    

Mitsubishi Estate Co., Ltd.

    10,556,229  
  203,838    

Mitsubishi Heavy Industries Ltd.

    5,227,146  
  1,702,710    

Mitsubishi Motors Corp.

    4,825,282  
  5,290,274    

Mitsubishi UFJ Financial Group, Inc.

    21,372,705  
  749,776    

Nakayama Steel Works Ltd.

    2,625,916  
  265,961    

Neturen Co., Ltd.

    1,442,708  
  1,019,258    

Nichicon Corp.

    6,717,328  
  793,460    

Nikon Corp.

    7,380,616  
  441,810    

Nippon Chemi-Con Corp.

    4,983,150  
  724,853    

Nippon Television Holdings, Inc.

    8,096,811  
  697,902    

Nishimatsuya Chain Co., Ltd.

    5,521,235  
  2,053,750    

Nissan Motor Co., Ltd.

    6,990,534  
  186,090    

Nitto Denko Corp.

    9,295,835  
  768,522    

NOK Corp.

    8,950,104  
  2,295,450    

Nomura Holdings, Inc.

    9,525,234  
  198,280    

OKUMA Corp.

    7,476,105  
  200,161    

Pacific Metals Co., Ltd.

    3,085,777  
  3,400,960    

Resona Holdings, Inc.

    10,621,318  
  314,917    

Sanyo Shokai Ltd.

    2,629,625  
  166,357    

Shimamura Co., Ltd.

    10,488,208  
  677,141    

Sumitomo Mitsui Financial Group, Inc.

    17,806,931  
  431,710    

Sumitomo Mitsui Trust Holdings, Inc.

    12,569,981  
  420,736    

Sumitomo Riko Co., Ltd.

    2,250,048  
  1,875,611    

T&D Holdings, Inc.

    16,212,334  
  392,980    

Tachi-S Co., Ltd.

    3,438,160  
  628,749    

Takeda Pharmaceutical Co., Ltd.

    22,673,596  
  298,640    

THK Co., Ltd.

    7,138,934  
  1,274,836    

Tochigi Bank Ltd.

    1,839,189  
  598,391    

Tokai Rika Co., Ltd.

    7,623,246  
  254,663    

Tokyo Seimitsu Co., Ltd.

    8,237,549  
  1,180,266    

Tokyo Steel Manufacturing Co., Ltd.

    7,514,404  
  536,808    

Toppan Forms Co., Ltd.

    4,715,959  
  106,859    

Toshiba Machine Co., Ltd.

    2,102,227  
  601,063    

Toyo Engineering Corp.*

    2,103,037  
  449,580    

Toyoda Gosei Co., Ltd.

    8,373,537  
  334,110    

Toyota Boshoku Corp.

    4,171,299  
  472,602    

TV Asahi Holdings Corp.

    7,015,602  
  615,242    

Unipres Corp.

    5,395,347  
  331,100    

Ushio, Inc.

    3,491,337  
  616,749    

Xebio Holdings Co., Ltd.

    5,099,586  
  385,607    

Yamato Kogyo Co., Ltd.

    7,567,428  
  94,620    

Yodogawa Steel Works Ltd.

    1,488,686  
  2,657,277    

Z Holdings Corp.

    10,255,296  
   

 

 

 
      491,930,041  
   

 

 

 
      Luxembourg - 0.4%  
  189,135    

RTL Group S.A.(1)

    6,298,395  
   

 

 

 
      Malaysia - 0.4%  
  7,848,475    

CIMB Group Holdings Bhd

    6,275,484  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6% - (continued)  
      Netherlands - 3.7%  
  1,185,114    

ABN Amro Bank N.V.(2)

  $ 9,090,947  
  513,636    

Fugro N.V.*(1)

    1,924,029  
  2,363,454    

ING Groep N.V.

    13,241,925  
  3,590,249    

PostNL N.V.

    6,186,183  
  1,637,351    

Royal Dutch Shell plc Class B

    26,211,757  
   

 

 

 
      56,654,841  
   

 

 

 
      Norway - 1.4%  
  807,821    

Equinor ASA

    11,185,746  
  3,941,466    

Norsk Hydro ASA(1)

    9,998,940  
   

 

 

 
      21,184,686  
   

 

 

 
      Russia - 2.0%  
  1,641,672    

Gazprom PJSC ADR

    8,313,360  
  42,034    

LUKOIL PJSC ADR

    2,742,203  
  463,454    

Sberbank of Russia PJSC ADR

    4,920,231  
  1,434,439    

Surgutneftegas PJSC ADR

    7,133,786  
  4,031,363    

VEON Ltd.

    6,893,631  
   

 

 

 
      30,003,211  
   

 

 

 
      South Africa - 1.4%  
  905,234    

Gold Fields Ltd.

    6,738,208  
  1,520,794    

Harmony Gold Mining Co., Ltd. ADR*

    5,505,274  
  583,250    

Impala Platinum Holdings Ltd.

    3,478,651  
  969,912    

MTN Group Ltd.

    2,548,792  
  8,067,774    

Nampak Ltd.*

    724,973  
  2,591,869    

Raubex Group Ltd.

    2,398,131  
   

 

 

 
      21,394,029  
   

 

 

 
      South Korea - 3.1%  
  1,058,547    

DGB Financial Group, Inc.

    4,595,159  
  309,366    

Hankook Tire & Technology Co., Ltd.

    5,427,726  
  425,497    

KB Financial Group, Inc.

    12,174,024  
  589,066    

KT Corp.

    11,567,558  
  436,046    

Shinhan Financial Group Co., Ltd.

    11,054,878  
  938,521    

Tongyang Life Insurance Co., Ltd.

    2,281,737  
   

 

 

 
      47,101,082  
   

 

 

 
      Spain - 1.2%  
  6,037,299    

CaixaBank S.A.(1)

    10,861,857  
  1,422,900    

Prosegur Cia de Seguridad S.A.

    3,138,077  
  7,825,420    

Unicaja Banco S.A.(2)

    4,234,162  
   

 

 

 
      18,234,096  
   

 

 

 
      Sweden - 0.1%  
  1,921,135    

Qliro Group AB*(1)

    866,987  
   

 

 

 
      Switzerland - 4.7%  
  387,321    

Adecco Group AG

    16,949,439  
  485,740    

GAM Holding AG*(1)

    1,019,765  
  86,136    

Implenia AG(1)

    3,523,141  
  190,624    

Julius Baer Group Ltd.

    7,486,787  
  465,880    

LafargeHolcim Ltd.*

    19,349,375  
  2,059,326    

UBS Group AG

    22,050,222  
   

 

 

 
      70,378,729  
   

 

 

 
      Taiwan - 2.6%  
  13,796,932    

Acer, Inc.

    7,638,612  
  20,675,196    

Compal Electronics, Inc.

    13,180,304  
  4,024,772    

Foxconn Technology Co., Ltd.

    7,727,931  
  31,080,777    

Innolux Corp.

    6,750,873  
  14,733,101    

Shin Kong Financial Holding Co., Ltd.

    4,194,324  
   

 

 

 
      39,492,044  
   

 

 

 
      Thailand - 0.5%  
  2,865,197    

Kasikornbank PCL NVDR

    7,511,676  
  853    

Kasikornbank PCL

    2,225  
   

 

 

 
      7,513,901  
   

 

 

 
 

 

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

 

 

  34  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6% - (continued)  
      Turkey - 0.5%  
  1,432,092    

Anadolu Efes Biracilik Ve Malt Sanayii AS(1)

  $ 3,756,886  
  823,516    

Coca-Cola Icecek AS

    4,356,626  
   

 

 

 
      8,113,512  
   

 

 

 
      United Kingdom - 9.1%  
  540,179    

Anglo American plc

    9,607,110  
  1,375,114    

Babcock International Group plc

    7,283,518  
  5,283,350    

BP plc

    20,818,582  
  995,856    

British Land Co. plc REIT

    5,080,105  
  5,982,986    

BT Group plc

    8,720,327  
  8,025,258    

Centrica plc

    4,013,882  
  163,414    

Go-Ahead Group plc

    2,757,764  
  2,069,072    

Halfords Group plc

    2,814,475  
  5,202,562    

Hays plc

    7,088,093  
  5,348,006    

J Sainsbury plc

    13,310,080  
  4,432,729    

Kingfisher plc

    8,793,610  
  673,106    

Land Securities Group plc REIT

    5,613,068  
  3,007,494    

Marks & Spencer Group plc

    3,503,930  
  1,180,724    

Pagegroup plc

    5,591,577  
  1,599,099    

Provident Financial plc

    3,899,479  
  2,241,666    

SIG plc

    676,165  
  2,573,562    

Standard Chartered plc

    13,150,088  
  936,007    

SThree plc

    2,535,697  
  1,542,065    

WPP plc

    11,965,067  
   

 

 

 
      137,222,617  
   

 

 

 
      United States - 0.2%  
  480,506    

Ovintiv, Inc.(1)

    3,003,270  
   

 

 

 
 

Total Common Stocks
(cost $1,992,003,096)

  $     1,462,066,120  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.8%  
      Other Investment Pools & Funds - 2.4%  
  36,041,223    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(3)

  $ 36,041,223  
   

 

 

 
      Securities Lending Collateral - 1.4%  
  1,109,368    

Citibank NA DDCA, 0.04%, 5/1/2020(3)

    1,109,368  
  10,198,451    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(3)

    10,198,451  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 3.8% - (continued)  
      Securities Lending Collateral - 1.4% - (continued)  
  6,196,465    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(3)

  $ 6,196,465  
  4,639,087    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(3)

    4,639,087  
   

 

 

 
      22,143,371  
   

 

 

 
 

Total Short-Term Investments
(cost $58,184,594)

  $ 58,184,594  
   

 

 

 
 

Total Investments
(cost $2,050,187,690)

    100.4    $ 1,520,250,714  
 

Other Assets and Liabilities

    (0.4 )%       (5,857,894
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     1,514,392,820  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $13,325,109, representing 0.9% of net assets.

 

(3) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2020  

Description

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

MSCI EAFE Index Future

     110        06/19/2020      $     9,010,650      $     156,300  
           

 

 

 

Total futures contracts

 

   $ 156,300  
           

 

 

 

 

 

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.

 

 

  35  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 1,934,227      $ 1,934,227      $      $  

Australia

     7,267,840               7,267,840         

Austria

     9,382,615               9,382,615         

Belgium

     20,704,867               20,704,867         

Canada

     70,121,563        70,121,563                

China

     34,529,567               34,529,567         

Denmark

     21,542,471               21,542,471         

Finland

     14,615,788               14,615,788         

France

     151,510,970        3,638,352        147,872,618         

Germany

     28,746,856               28,746,856         

Greece

     7,318,120               7,318,120         

Hong Kong

     47,791,210        115,679        47,675,531         

Hungary

     5,457,493               5,457,493         

India

     12,638,870               12,638,870         

Indonesia

     1,319,684               1,319,684         

Ireland

     15,484,765               15,484,765         

Italy

     46,032,289               46,032,289         

Japan

     491,930,041               491,930,041         

Luxembourg

     6,298,395               6,298,395         

Malaysia

     6,275,484               6,275,484         

Netherlands

     56,654,841        9,090,947        47,563,894         

Norway

     21,184,686               21,184,686         

Russia

     30,003,211        6,893,631        23,109,580         

South Africa

     21,394,029        7,903,405        13,490,624         

South Korea

     47,101,082               47,101,082         

Spain

     18,234,096               18,234,096         

Sweden

     866,987               866,987         

Switzerland

     70,378,729               70,378,729         

Taiwan

     39,492,044               39,492,044         

Thailand

     7,513,901               7,513,901         

Turkey

     8,113,512               8,113,512         

United Kingdom

     137,222,617        8,406,052        128,816,565         

United States

     3,003,270        3,003,270                

Short-Term Investments

     58,184,594        58,184,594                

Futures Contracts(2)

     156,300        156,300                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,520,407,014      $     169,448,020      $     1,350,958,994      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  36  

 


Hartford International/Global Equity Funds

Glossary (abbreviations used in the preceding Schedules of Investments)

 

 

 

Index Abbreviations:

ACWI

   All Country World Index

EAFE

   Europe, Australasia and Far East

MSCI

   Morgan Stanley Capital International

SPI

   Share Price Index
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

GDR

   Global Depositary Receipt

NVDR

   Non-Voting Depositary Receipt

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust
 

 

 

  37  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities

April 30, 2020 (Unaudited)

 

 

 

     Hartford
Climate
Opportunities
Fund
    Hartford
Emerging
Markets Equity
Fund
    Hartford
Global Impact
Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
 

Assets:

 

   

Investments in securities, at market value(1)

   $ 38,427,711     $ 296,176,413     $ 70,773,995     $ 756,439,294     $ 320,733,189  

Cash

     259       27,203             1,608        

Foreign currency

     1,838       2,459,840             130,780       272,594  

Receivables:

 

   

Investment securities sold

     74,615       8,454,823       483,532       7,954,044       193,728  

Fund shares sold

     50,238       412,728       130,934       203,309       516,970  

Dividends and interest

     78,440       335,034       93,600       2,455,338       483,026  

Securities lending income

     140       4,059       3,793       11,343       2,339  

Variation margin on futures contracts

           425,779             500,450        

Tax reclaims

     36,089       3,119       146,935       1,498,094       446,769  

Other assets

     101,086       100,681       162,683       73,303       106,647  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total assets

     38,770,416       308,399,679       71,795,472       769,267,563       322,755,262  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

 

   

Due to custodian – foreign cash

                              

Obligation to return securities lending collateral

     267,284       635,957       1,893,833       14,784,653       6,517,883  

Payables:

 

   

Investment securities purchased

     532,865       10,746,509       396,085       1,624,528       814,281  

Fund shares redeemed

     26,471       154,626       126,704       748,736       293,669  

Investment management fees

     18,076       202,965       33,334       273,181       194,965  

Transfer agent fees

     2,991       80,710       37,763       361,914       91,726  

Accounting services fees

     435       3,365       802       8,861       3,675  

Board of Directors’ fees

     92       466       1,177       3,895       1,202  

Foreign taxes

           9,163                    

Distribution fees

     131       1,201       1,244       22,023       3,673  

Accrued expenses

     15,884       45,430       15,707       132,826       67,157  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total liabilities

     864,229       11,880,392       2,506,649       17,960,617       7,988,231  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 37,906,187     $ 296,519,287     $ 69,288,823     $ 751,306,946     $ 314,767,031  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

 

   

Capital stock and paid-in-capital

   $ 40,170,726     $ 363,988,484     $ 73,562,797     $ 895,625,571     $ 307,541,806  

Distributable earnings (loss)

     (2,264,539     (67,469,197     (4,273,974         (144,318,625     7,225,225  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 37,906,187     $ 296,519,287     $ 69,288,823     $ 751,306,946     $     314,767,031  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Shares authorized

         225,000,000           710,000,000           325,000,000       685,000,000       610,000,000  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 9.89     $ 7.61     $ 9.99     $ 9.00     $ 13.32  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

   $ 10.47     $ 8.05     $ 10.57     $ 9.52     $ 14.10  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     533,325       5,246,043       3,361,665       59,129,876       8,692,032  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 5,273,033     $ 39,907,883     $ 33,589,668     $ 532,030,467     $ 115,772,823  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 9.80     $ 7.49     $ 9.79     $ 8.87     $ 12.15  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     28,313       243,348       203,468       3,267,758       453,493  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 277,599     $ 1,822,089     $ 1,992,370     $ 28,973,985     $ 5,509,472  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 9.74     $ 7.58     $ 9.96     $ 9.11     $ 13.19  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     251,597       2,257,287       1,568,442       6,033,165       2,537,547  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 2,449,932     $ 17,115,284     $ 15,613,967     $ 54,937,149     $ 33,478,589  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R3:  Net asset value per share

   $ 9.71     $ 7.58     $ 9.83     $ 8.94     $ 13.52  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     10,767       37,212       539,493       1,342,755       43,637  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 104,517     $ 282,241     $ 5,302,657     $ 12,006,975     $ 589,832  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R4:  Net asset value per share

   $ 9.71     $ 7.75     $ 9.97     $ 9.02     $ 13.74  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     15,127       41,856       155,701       755,949       278,809  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 146,958     $ 324,404     $ 1,551,765     $ 6,815,555     $ 3,830,582  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R5:  Net asset value per share

   $ 9.68     $ 7.55     $ 9.88     $ 7.92     $ 13.82  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     10,730       91,052       27,246       992,673       1,893,548  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 103,860     $ 687,071     $ 269,162     $ 7,864,313     $ 26,164,616  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  38  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Hartford
Climate
Opportunities
Fund
     Hartford
Emerging
Markets Equity
Fund
     Hartford
Global Impact
Fund
     Hartford
International
Equity Fund
     The Hartford
International
Growth Fund
 

Class R6:  Net asset value per share

   $ 9.64      $ 7.59      $ 9.88      $ 9.15      $ 13.89  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,805        118,040        138,052        2,945,489        264,134  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 104,166      $ 895,992      $ 1,364,359      $ 26,942,443      $ 3,670,085  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 9.88      $ 7.58      $ 9.88      $ 9.10      $ 13.86  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     94,033        26,301,415        733,304        1,879,104        1,084,466  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 929,335      $ 199,247,600      $ 7,244,177      $ 17,108,885      $ 15,035,398  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.99      $ 7.55      $ 9.95      $ 9.15      $ 13.21  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,855,352        4,801,813        237,232        7,062,113        8,380,708  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 28,516,787      $ 36,236,723      $ 2,360,698      $ 64,627,174      $     110,715,634  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     39,902,060      $     308,951,541      $     74,664,964      $     802,810,252      $ 284,522,627  

Cost of foreign currency

   $ 1,816      $ 2,459,773      $      $ 130,869      $ 272,504  

Cost of bank overdraft – foreign cash

   $      $      $      $      $  

(1) Includes Investment in securities on loan, at market value

   $ 257,548      $ 621,852      $ 2,813,714      $ 21,653,869      $ 8,982,514  

 

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

 

 

  39  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
International
Opportunities
Fund
    The Hartford
International
Value Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 3,158,388,508     $ 1,520,250,714  

Cash

            

Foreign currency

     288,719        

Receivables:

 

Investment securities sold

     44,001,124       9,579,861  

Fund shares sold

     3,984,665       8,159,087  

Dividends and interest

     7,090,015       9,016,557  

Securities lending income

     6,618       46,128  

Variation margin on futures contracts

           1,297,472  

Tax reclaims

     4,728,408       1,208,164  

Other assets

     102,964       113,702  
  

 

 

   

 

 

 

Total assets

     3,218,591,021       1,549,671,685  
  

 

 

   

 

 

 

Liabilities:

 

Due to custodian – foreign cash

           2,946,578  

Obligation to return securities lending collateral

     12,929,106       22,143,371  

Payables:

 

Investment securities purchased

     36,138,036       2,279,398  

Fund shares redeemed

     5,035,020       6,380,233  

Investment management fees

     1,644,605       962,894  

Transfer agent fees

     633,207       393,957  

Accounting services fees

     37,245       17,932  

Board of Directors’ fees

     14,149       9,672  

Foreign taxes

            

Distribution fees

     17,922       5,287  

Accrued expenses

     243,292       139,543  
  

 

 

   

 

 

 

Total liabilities

     56,692,582       35,278,865  
  

 

 

   

 

 

 

Net assets

   $ 3,161,898,439     $ 1,514,392,820  
  

 

 

   

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 3,508,551,056     $ 2,285,483,541  

Distributable earnings (loss)

     (346,652,617     (771,090,721
  

 

 

   

 

 

 

Net assets

   $     3,161,898,439     $     1,514,392,820  
  

 

 

   

 

 

 

Shares authorized

     950,000,000       780,000,000  
  

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010  
  

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 13.66     $ 10.55  
  

 

 

   

 

 

 

         Maximum offering price per share

   $ 14.46     $ 11.16  
  

 

 

   

 

 

 

         Shares outstanding

     28,229,837       14,999,733  
  

 

 

   

 

 

 

         Net Assets

   $ 385,754,681     $ 158,289,343  
  

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 11.89     $ 10.45  
  

 

 

   

 

 

 

         Shares outstanding

     2,342,595       858,270  
  

 

 

   

 

 

 

         Net Assets

   $ 27,850,353     $ 8,966,878  
  

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 13.57     $ 10.66  
  

 

 

   

 

 

 

         Shares outstanding

     21,810,549       68,420,104  
  

 

 

   

 

 

 

         Net Assets

   $ 296,071,583     $ 729,224,142  
  

 

 

   

 

 

 

Class R3:  Net asset value per share

   $ 13.91     $ 10.66  
  

 

 

   

 

 

 

         Shares outstanding

     2,689,137       38,492  
  

 

 

   

 

 

 

         Net Assets

   $ 37,411,440     $ 410,136  
  

 

 

   

 

 

 

Class R4:  Net asset value per share

   $ 14.17     $ 10.60  
  

 

 

   

 

 

 

         Shares outstanding

     6,849,879       224,682  
  

 

 

   

 

 

 

         Net Assets

   $ 97,041,607     $ 2,382,003  
  

 

 

   

 

 

 

Class R5:  Net asset value per share

   $ 14.29     $ 10.69  
  

 

 

   

 

 

 

         Shares outstanding

     19,055,720       2,963,830  
  

 

 

   

 

 

 

         Net Assets

   $ 272,222,623     $ 31,689,568  
  

 

 

   

 

 

 

 

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

 

 

  40  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
International
Opportunities
Fund
     The Hartford
International
Value Fund
 

Class R6:  Net asset value per share

   $ 14.37      $ 10.91  
  

 

 

    

 

 

 

         Shares outstanding

     41,287,686        12,001,006  
  

 

 

    

 

 

 

         Net Assets

   $ 593,233,447      $ 130,936,884  
  

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 14.37      $ 10.91  
  

 

 

    

 

 

 

         Shares outstanding

     63,524,307        25,606,287  
  

 

 

    

 

 

 

         Net Assets

   $ 912,816,339      $ 279,265,329  
  

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 13.58      $ 10.66  
  

 

 

    

 

 

 

         Shares outstanding

     39,741,126        16,247,616  
  

 

 

    

 

 

 

         Net Assets

   $ 539,496,366      $ 173,228,537  
  

 

 

    

 

 

 

Cost of investments

   $     3,078,896,059      $     2,050,187,690  

Cost of foreign currency

   $ 289,488      $  

Cost of bank overdraft – foreign cash

   $      $ 2,944,942  

(1) Includes Investment in securities on loan, at market value

   $ 13,457,834      $ 24,330,434  

 

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

 

 

  41  

 


Hartford International/Global Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     Hartford
Climate
Opportunities
Fund
    Hartford
Emerging
Markets Equity
Fund
    Hartford
Global Impact
Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
 

Investment Income:

          

Dividends

   $ 345,599     $ 3,781,822     $ 604,925     $ 8,779,970     $ 2,319,506  

Interest

     7,500       42,293       16,965       120,091       40,931  

Securities lending

     7,173       23,992       5,456       45,993       6,616  

Less: Foreign tax withheld

     (24,150     (404,118     (17,846     (899,788     (263,595
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     336,122       3,443,989       609,500       8,046,266       2,103,458  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

          

Investment management fees

     117,601       1,392,662       260,965       2,056,880       1,331,261  

Transfer agent fees

          

Class A

     4,341       40,198       29,960       649,510       143,804  

Class C

     365       2,930       1,952       42,236       7,890  

Class I

     1,888       12,587       7,247       36,710       16,874  

Class R3

     73       279       4,058       15,720       658  

Class R4

     91       298       1,209       5,608       3,297  

Class R5

     41       408       205       2,265       13,759  

Class R6

     2       20       18       468       60  

Class Y

     420       111,191       1,900       15,141       9,396  

Class F

     245       126       95       852       722  

Distribution fees

          

Class A

     6,303       54,222       41,161       788,391       156,363  

Class C

     1,468       11,828       10,433       185,224       31,776  

Class R3

     279       781       13,425       35,958       1,542  

Class R4

     171       441       2,457       9,852       5,042  

Custodian fees

     10,420       31,027       28,054       55,523       16,388  

Registration and filing fees

     57,305       76,228       91,622       58,113       61,297  

Accounting services fees

     2,986       24,479       6,646       71,002       26,780  

Board of Directors’ fees

     402       3,944       547       12,169       4,394  

Audit fees

     12,745       30,840       17,355       45,659       12,313  

Other expenses

     8,322       23,942       7,668       79,601       42,372  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     225,468       1,818,431       526,977       4,166,882       1,885,988  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

     (79,105     (66,549     (127,630           (76,156

Management fee waivers

                 (121,158            

Transfer agent fee waivers

                              

Distribution fee reimbursements

     (451     (183     (1,696     (14,081     (1,952

Commission recapture

     (84           (362     (1,143      
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (79,640     (66,732     (250,846     (15,224     (78,108
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     145,828       1,751,699       276,131       4,151,658       1,807,880  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     190,294       1,692,290       333,369       3,894,608       295,578  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net realized gain (loss) on investments

     (834,213     (20,188,578     705,767       (50,633,555     (15,480,498

Less: Foreign taxes paid on realized capital gains

                 (195     (92,189     (59,504

Net realized gain (loss) on futures contracts

           (562,561           (2,950,698      

Net realized gain (loss) on other foreign currency transactions

     (7,274     (122,240     (33,298     (114,136     (94,016
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (841,487     (20,873,379     672,274       (53,790,578     (15,634,018
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net unrealized appreciation (depreciation) of investments*

     (2,701,898     (21,874,625     (8,844,819     (84,791,655     (8,699,624

Net unrealized appreciation (depreciation) of futures contracts

           (33,244           169,612        

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (3,959     (55,967     (11,231     16,311       1,929  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (2,705,857     (21,963,836     (8,856,050     (84,605,732     (8,697,695
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (3,547,344     (42,837,215     (8,183,776     (138,396,310     (24,331,713
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (3,357,050   $     (41,144,925   $     (7,850,407   $     (134,501,702   $     (24,036,135
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $     $ 116,684     $     $ 28,679     $ 19,556  

 

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

 

 

  42  

 


Hartford International/Global Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
International
Opportunities
Fund
    The Hartford
International
Value Fund
 

Investment Income:

    

Dividends

   $ 26,917,503     $ 24,438,460  

Interest

     377,744       280,120  

Securities lending

     80,418       264,552  

Less: Foreign tax withheld

     (2,864,653     (2,477,169
  

 

 

   

 

 

 

Total investment income, net

     24,511,012       22,505,963  
  

 

 

   

 

 

 

Expenses:

    

Investment management fees

     11,525,729       8,035,094  

Transfer agent fees

    

Class A

     401,466       119,813  

Class C

     35,111       10,246  

Class I

     148,265       368,431  

Class R3

     46,909       527  

Class R4

     99,168       1,646  

Class R5

     138,416       15,245  

Class R6

     12,102       3,050  

Class Y

     490,988       213,778  

Class F

     5,417       1,117  

Distribution fees

    

Class A

     552,460       232,473  

Class C

     170,679       68,643  

Class R3

     114,310       1,208  

Class R4

     146,970       3,275  

Custodian fees

     66,918       51,131  

Registration and filing fees

     79,500       115,235  

Accounting services fees

     277,042       162,922  

Board of Directors’ fees

     45,945       28,740  

Audit fees

     16,077       30,656  

Other expenses

     210,566       122,537  
  

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     14,584,038       9,585,767  
  

 

 

   

 

 

 

Expense waivers

            

Management fee waivers

            

Transfer agent fee waivers

     (210,393     (63,313

Distribution fee reimbursements

     (4,156     (122

Commission recapture

     (3,527     (299
  

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (218,076     (63,734
  

 

 

   

 

 

 

Total expenses, net

     14,365,962       9,522,033  
  

 

 

   

 

 

 

Net Investment Income (Loss)

     10,145,050       12,983,930  
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

    

Net realized gain (loss) on investments

     (211,649,534     (129,968,183

Less: Foreign taxes paid on realized capital gains

     (198,968     5,976  

Net realized gain (loss) on futures contracts

           (791,542

Net realized gain (loss) on other foreign currency transactions

     (305,213     (503,500
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (212,153,715     (131,257,249
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

    

Net unrealized appreciation (depreciation) of investments*

     (225,453,157     (444,612,809

Net unrealized appreciation (depreciation) of futures contracts

           (181,326

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     1,462       (29,335
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (225,451,695     (444,823,470
  

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (437,605,410     (576,080,719
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (427,460,360   $     (563,096,789
  

 

 

   

 

 

 

* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $ 36,864     $  

 

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

 

 

  43  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets

 

 

 

     Hartford
Climate Opportunities Fund
    Hartford
Emerging Markets Equity Fund
    Hartford
Global Impact Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

   

Net investment income (loss)

   $ 190,294     $ 308,468     $ 1,692,290     $ 6,440,010     $ 333,369     $ 605,329  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (841,487     513,552       (20,873,379     (13,956,137     672,274       (1,698,261

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (2,705,857     2,328,028       (21,963,836     19,261,050       (8,856,050     7,495,410  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (3,357,050     3,150,048       (41,144,925     11,744,923       (7,850,407     6,402,478  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (119,368     (626,953     (930,952     (958,691     (147,651     (56,772

Class C

     (8,961     (200,802     (30,884     (19,122     (7,654     (4,833

Class I

     (68,860     (493,966     (551,883     (442,367     (132,781     (357,502

Class R3

     (6,294     (173,663     (8,081     (3,118     (22,549     (1,473

Class R4

     (5,823     (176,698     (2,567     (69,783     (9,729     (2,940

Class R5

     (5,744     (176,726     (16,899     (12,968     (2,372     (1,496

Class R6

     (6,463     (178,619     (25,806     (18,910     (7,185     (1,519

Class Y

     (26,904     (192,550     (5,358,106     (1,092,943     (59,070     (2,907

Class F

     (749,220     (1,311,452     (781,456     (43,618     (256,407     (3,385,308
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (997,637     (3,531,429     (7,706,634     (2,661,520     (645,398     (3,814,750
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

   

Sold

     23,574,601       7,728,398       79,102,216       261,275,462       6,330,391       13,767,962  

Issued in merger

                             82,415,575        

Issued on reinvestment of distributions

     915,803       3,453,670       7,403,318       2,650,991       635,509       3,531,252  

Redeemed

     (2,299,307         (20,147,438     (50,895,100         (101,840,033         (58,009,874     (2,754,259
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     22,191,097       (8,965,370     35,610,434       162,086,420       31,371,601           14,544,955  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     17,836,410       (9,346,751     (13,241,125     171,169,823       22,875,796       17,132,683  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

   

Beginning of period

     20,069,777       29,416,528       309,760,412       138,590,589       46,413,027       29,280,344  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     37,906,187     $ 20,069,777     $     296,519,287     $ 309,760,412     $ 69,288,823     $ 46,413,027  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  44  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
International Equity Fund
    The Hartford
International Growth Fund
    The Hartford
International Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

   

Net investment income (loss)

   $ 3,894,608     $ 19,574,298     $ 295,578     $ 2,847,936     $ 10,145,050     $ 61,092,452  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (53,790,578     (34,640,046     (15,634,018     (11,389,958     (212,153,715     (216,701,521

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (84,605,732     97,014,927       (8,697,695     48,850,249       (225,451,695     543,368,730  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (134,501,702     81,949,179       (24,036,135     40,308,227       (427,460,360     387,759,661  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (15,148,776     (3,190,662     (721,736     (9,270,646     (6,181,755     (16,748,487

Class C

     (514,273     (129,482           (589,259     (261,125     (1,356,020

Class I

     (2,054,436     (531,598     (400,088     (2,609,314     (5,982,588     (15,473,343

Class R3

     (307,227     (77,335     (1,745     (40,927     (460,064     (1,838,521

Class R4

     (182,968     (69,116     (16,976     (509,112     (1,494,777     (5,381,710

Class R5

     (50,469     (6,824     (263,929     (1,774,523     (4,277,258     (9,675,206

Class R6

     (709,639     (32,690     (34,507     (77,484     (11,152,699     (20,714,677

Class Y

     (845,813     (161,978     (158,669     (1,259,943     (16,953,720     (38,119,791

Class F

     (1,982,075     (400,679     (1,145,422     (7,789,236     (11,446,722     (24,783,692
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (21,795,676     (4,600,364     (2,743,072     (23,920,444     (58,210,708     (134,091,447
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

   

Sold

     56,467,901       97,983,678       45,924,308       71,745,516       532,707,035       947,713,632  

Issued in merger

                                    

Issued on reinvestment of distributions

     21,151,160       4,412,669       2,715,341       23,421,317       55,781,589       129,273,370  

Redeemed

         (135,905,538     (297,454,808     (44,519,991     (83,443,489     (523,406,387         (1,338,530,040
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (58,286,477     (195,058,461     4,119,658       11,723,344       65,082,237       (261,543,038
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (214,583,855     (117,709,646     (22,659,549     28,111,127       (420,588,831     (7,874,824
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

   

Beginning of period

     965,890,801           1,083,600,447       337,426,580       309,315,453       3,582,487,270       3,590,362,094  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 751,306,946     $ 965,890,801     $     314,767,031     $     337,426,580     $     3,161,898,439     $ 3,582,487,270  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  45  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
International Value Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

Net investment income (loss)

   $ 12,983,930     $ 57,359,301  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (131,257,249     (45,754,127

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (444,823,470     45,811,841  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (563,096,789     57,417,015  
  

 

 

   

 

 

 

Distributions to Shareholders:

    

Class A

     (5,897,568     (19,424,941

Class C

     (306,110     (1,595,295

Class I

     (31,692,857     (58,663,245

Class R3

     (11,482     (49,201

Class R4

     (87,974     (103,976

Class R5

     (1,052,666     (2,391,166

Class R6

     (5,419,824      

Class Y

     (17,970,437     (41,199,699

Class F

     (9,066,373     (24,502,454
  

 

 

   

 

 

 

Total distributions

     (71,505,291     (147,929,977
  

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     415,178,660       1,393,683,414  

Issued in merger

            

Issued on reinvestment of distributions

     68,483,557       143,495,664  

Redeemed

     (668,563,027         (1,439,127,290
  

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (184,900,810     98,051,788  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (819,502,890     7,538,826  
  

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     2,333,895,710       2,326,356,884  
  

 

 

   

 

 

 

End of period

   $     1,514,392,820     $ 2,333,895,710  
  

 

 

   

 

 

 

 

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

 

 

  46  

 


Hartford 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
    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 Climate Opportunities Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.92     $ 0.04     $ (0.79   $ (0.75   $ (0.05   $ (0.23   $ (0.28   $ 9.89       (7.15 )%(4)    $ 5,273       1.53 %(5)      1.11 %(5)      0.66 %(5)      21

C

    10.93         (0.01       (0.79       (0.80       (0.10       (0.23       (0.33     9.80       (7.64 )(4)      278       2.35 (5)      1.94 (5)      (0.19 )(5)      21  

I

    10.78       0.05       (0.77     (0.72     (0.09     (0.23     (0.32     9.74       (7.05 )(4)      2,450       1.25 (5)      0.83 (5)      0.95 (5)      21  

R3

    11.02       0.05       (0.75     (0.70     (0.38     (0.23     (0.61     9.71       (7.03 )(4)      105       1.74 (5)      0.82 (5)      0.91 (5)      21  

R4

    10.93       0.05       (0.77     (0.72     (0.27     (0.23     (0.50     9.71       (7.03 )(4)      147       1.49 (5)      0.87 (5)      0.94 (5)      21  

R5

    10.94       0.05       (0.75     (0.70     (0.33     (0.23     (0.56     9.68       (7.05 )(4)      104       1.18 (5)      0.76 (5)      0.96 (5)      21  

R6

    10.96       0.05       (0.74     (0.69     (0.40     (0.23     (0.63     9.64       (7.04 )(4)      104       1.11 (5)      0.69 (5)      1.03 (5)      21  

Y

    10.94       0.05       (0.79     (0.74     (0.09     (0.23     (0.32     9.88       (7.09 )(4)      929       1.20 (5)      0.78 (5)      0.98 (5)      21  

F

    11.01       0.06       (0.80     (0.74     (0.05     (0.23     (0.28     9.99       (6.97 )(4)      28,517       1.11 (5)      0.69 (5)      1.08 (5)      21  

For the Year Ended October 31, 2019

 

A

  $ 10.99     $ 0.11     $ 1.34     $ 1.45     $ (0.11   $ (1.41   $ (1.52   $   10.92       16.47   $ 4,510       1.79     1.08     1.12     50

C

    10.99       0.12       1.35       1.47       (0.12     (1.41     (1.53     10.93       16.68       286       2.38       0.95       1.19       50  

I

    11.00       0.13       1.32       1.45       (0.26     (1.41     (1.67     10.78       16.85       2,314       1.41       0.77       1.25       50  

R3

    10.98       0.14       1.43       1.57       (0.12     (1.41     (1.53     11.02       17.77       112       1.85       0.75       1.39       50  

R4

    10.99       0.13       1.35       1.48       (0.13     (1.41     (1.54     10.93       16.78       125       1.61       0.84       1.30       50  

R5

    10.99       0.13       1.36       1.49       (0.13     (1.41     (1.54     10.94       16.88       112       1.35       0.79       1.35       50  

R6

    11.01       0.15       1.36       1.51       (0.15     (1.41     (1.56     10.96       17.12       112       1.31       0.67       1.47       50  

Y

    11.00       0.14       1.35       1.49       (0.14     (1.41     (1.55     10.94       17.00       804       1.36       0.71       1.39       50  

F

    11.06       0.16       1.34       1.50       (0.14     (1.41     (1.55     11.01       16.88         11,696       1.41       0.69       1.52       50  

For the Year Ended October 31, 2018

 

A

  $ 13.64     $ 0.13     $ (1.65   $ (1.52   $ (0.06   $ (1.07   $ (1.13   $ 10.99       (12.08 )%    $ 4,266       1.64     1.07     1.04     42

C

    13.62       0.14       (1.65     (1.51     (0.05     (1.07     (1.12     10.99       (11.95     1,425       2.34       0.97       1.13       42  

I

    13.68       0.15       (1.64     (1.49     (0.12     (1.07     (1.19     11.00       (11.82     8,157       1.26       0.76       1.25       42  

R3

    13.63       0.14       (1.65     (1.51     (0.07     (1.07     (1.14     10.98       (12.02     1,231       1.96       0.98       1.13       42  

R4

    13.64       0.14       (1.64     (1.50     (0.08     (1.07     (1.15     10.99       (11.93     1,247       1.66       0.92       1.18       42  

R5

    13.65       0.15       (1.65     (1.50     (0.09     (1.07     (1.16     10.99       (11.84     1,241       1.36       0.87       1.24       42  

R6

    13.66       0.17       (1.65     (1.48     (0.10     (1.07     (1.17     11.01       (11.74     1,244       1.24       0.75       1.35       42  

Y

    13.66       0.16       (1.64     (1.48     (0.11     (1.07     (1.18     11.00       (11.77     1,342       1.29       0.76       1.34       42  

F

    13.68       0.17       (1.67     (1.50     (0.05     (1.07     (1.12     11.06       (11.78     9,263       1.24       0.75       1.38       42  

For the Year Ended October 31, 2017

 

A

  $ 11.53     $ 0.11     $ 2.33     $ 2.44     $ (0.12   $ (0.21   $ (0.33   $ 13.64       21.76   $ 4,336       1.87     1.18     0.87     44

C

    11.47       0.08       2.33       2.41       (0.05     (0.21     (0.26     13.62       21.48       1,559       2.53       1.37       0.69       44  

I

    11.55       0.14       2.34       2.48       (0.14     (0.21     (0.35     13.68       22.12       19,040       1.53       0.92       1.18       44  

R3

    11.50       0.10       2.33       2.43       (0.09     (0.21     (0.30     13.63       21.68       1,399       2.20       1.22       0.83       44  

R4

    11.52       0.12       2.32       2.44       (0.11     (0.21     (0.32     13.64       21.84       1,404       1.90       1.11       0.94       44  

R5

    11.54       0.13       2.33       2.46       (0.14     (0.21     (0.35     13.65       22.01       1,408       1.60       1.00       1.05       44  

R6

    11.55       0.14       2.33       2.47       (0.15     (0.21     (0.36     13.66       22.09       1,411       1.50       0.90       1.16       44  

Y

    11.55       0.14       2.33       2.47       (0.15     (0.21     (0.36     13.66       22.09       1,469       1.51       0.90       1.16       44  

F(6)

    11.81       0.08       1.79       1.87                         13.68       15.83 (4)      6,424       1.58 (5)      0.90 (5)      0.87 (5)      44  

For the Period Ended October 31, 2016

 

A(7)

  $ 10.00     $ 0.13     $ 1.40     $ 1.53     $     $     $     $ 11.53       15.30 %(4)    $ 1,489       1.46 %(5)      1.17 %(5)      1.75 %(5)      25 %(4) 

C(7)

    10.00       0.07       1.40       1.47                         11.47       14.70 (4)      1,196       2.20 (5)      1.90 (5)      0.99 (5)      25 (4) 

I(7)

    10.00       0.15       1.40       1.55                         11.55       15.50 (4)      21,506       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

R3(7)

    10.00       0.10       1.40       1.50                         11.50       15.00 (4)      1,150       1.90 (5)      1.60 (5)      1.29 (5)      25 (4) 

R4(7)

    10.00       0.12       1.40       1.52                         11.52       15.20 (4)      1,152       1.60 (5)      1.30 (5)      1.59 (5)      25 (4) 

R5(7)

    10.00       0.14       1.40       1.54                         11.54       15.40 (4)      1,154       1.30 (5)      1.00 (5)      1.89 (5)      25 (4) 

R6(7)

    10.00       0.15       1.40       1.55                         11.55       15.50 (4)      1,155       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

Y(7)

    10.00       0.15       1.40       1.55                         11.55       15.50 (4)      1,155       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

 

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

 

 

  47  

 


Hartford 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
    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 Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   8.96     $   0.03     $   (1.19   $   (1.16   $   (0.19   $   —     $   (0.19   $   7.61       (13.38 )%(4)    $ 39,908       1.46 %(5)      1.41 %(5)      0.80 %(5)      57

C

    8.78       (8)      (1.19     (1.19     (0.10           (0.10     7.49       (13.75 )(4)      1,822       2.27 (5)      2.20 (5)      (0.01 )(5)      57  

I

    8.94       0.05       (1.19     (1.14     (0.22           (0.22     7.58       (13.26 )(4)      17,115       1.14 (5)      1.10 (5)      1.08 (5)      57  

R3

    8.95       0.03       (1.21     (1.18     (0.19           (0.19     7.58       (13.62 )(4)      282       1.70 (5)      1.66 (5)      0.61 (5)      57  

R4

    9.01       0.04       (1.24     (1.20     (0.06           (0.06     7.75       (13.42 )(4)      324       1.44 (5)      1.39 (5)      0.83 (5)      57  

R5

    8.90       0.05       (1.18     (1.13     (0.22           (0.22     7.55       (13.21 )(4)      687       1.14 (5)      1.10 (5)      1.13 (5)      57  

R6

    8.96       0.05       (1.19     (1.14     (0.23           (0.23     7.59       (13.25 )(4)      896       1.03 (5)      0.98 (5)      1.24 (5)      57  

Y

    8.93       0.05       (1.18     (1.13     (0.22           (0.22     7.58       (13.26 )(4)        199,248       1.13 (5)      1.09 (5)      1.15 (5)      57  

F

    8.90       0.05       (1.18     (1.13     (0.22           (0.22     7.55       (13.13 )(4)      36,237       1.02 (5)      0.98 (5)      1.23 (5)      57  

For the Year Ended October 31, 2019

 

A

  $ 8.39     $ 0.18     $ 0.54     $ 0.72     $ (0.15   $     $ (0.15   $ 8.96       8.82   $ 45,113       1.50     1.39     2.02     81

C

    8.18       0.10       0.54       0.64       (0.04           (0.04     8.78       7.93       2,738       2.34       2.20       1.20       81  

I

    8.39       0.23       0.50       0.73       (0.18           (0.18     8.94       8.99       23,116       1.19       1.09       2.60       81  

R3

    8.38       0.16       0.54       0.70       (0.13           (0.13     8.95       8.45       220       1.81       1.69       1.78       81  

R4

    8.44       0.14       0.59       0.73       (0.16           (0.16     9.01       8.87       352       1.51       1.39       1.65       81  

R5

    8.34       0.22       0.52       0.74       (0.18           (0.18     8.90       9.14       691       1.21       1.10       2.51       81  

R6

    8.39       0.22       0.54       0.76       (0.19           (0.19     8.96       9.26       1,006       1.09       0.98       2.57       81  

Y

    8.38       0.29       0.45       0.74       (0.19           (0.19     8.93       9.06       205,680       1.19       1.07       3.34       81  

F

    8.35       0.28       0.46       0.74       (0.19           (0.19     8.90       9.17       30,845       1.09       0.98       3.20       81  

For the Year Ended October 31, 2018

 

A

  $ 9.85     $ 0.20     $ (1.52   $ (1.32   $ (0.14   $     $ (0.14   $ 8.39       (13.61 )%    $ 61,016       1.53     1.38     2.10     85

C

    9.64       0.08       (1.45     (1.37     (0.09           (0.09     8.18       (14.32     3,682       2.37       2.20       0.83       85  

I

    9.83       0.22       (1.50     (1.28     (0.16           (0.16     8.39       (13.30     16,780       1.24       1.07       2.23       85  

R3

    9.85       0.13       (1.48     (1.35     (0.12           (0.12     8.38       (13.89     206       1.85       1.68       1.37       85  

R4

    9.90       0.27       (1.59     (1.32     (0.14           (0.14     8.44       (13.57     5,580       1.55       1.38       2.90       85  

R5

    9.79       0.18       (1.47     (1.29     (0.16           (0.16     8.34       (13.43     611       1.26       1.11       1.88       85  

R6(9)

    10.24       0.11       (1.96     (1.85                       8.39       (18.07 )(4)      838       1.14 (5)      0.98 (5)      1.90 (5)      85  

Y

    9.83       0.20       (1.48     (1.28     (0.17           (0.17     8.38       (13.32     47,966       1.19       1.02       2.06       85  

F

    9.85       0.21       (1.49     (1.28     (0.22           (0.22     8.35       (13.30     1,912       1.14       0.98       2.23       85  

For the Year Ended October 31, 2017

 

A

  $ 7.65     $ 0.15     $ 2.12     $ 2.27     $ (0.07   $     $ (0.07   $ 9.85       30.12   $ 23,924       1.76     1.56     1.78     98

C

    7.49       0.08       2.10       2.18       (0.03           (0.03     9.64       29.28       5,560       2.50       2.33       0.91       98  

I

    7.64       0.21       2.08       2.29       (0.10           (0.10     9.83       30.54       11,361       1.42       1.29       2.43       98  

R3

    7.58       0.12       2.15       2.27                         9.85       29.95       197       2.11       1.82       1.41       98  

R4

    7.61       0.11       2.18       2.29                         9.90       30.09       41       1.87       1.56       1.38       98  

R5

    7.59       0.09       2.20       2.29       (0.09           (0.09     9.79       30.66       876       1.35       1.17       0.95       98  

Y

    7.64       0.13       2.17       2.30       (0.11           (0.11     9.83       30.64       38,223       1.32       1.23       1.62       98  

F(6)

    7.96       0.21       1.68       1.89                         9.85       23.74 (4)      1,500       1.25 (5)      1.03 (5)      3.54       98  

For the Year Ended October 31, 2016

 

A

  $ 7.30     $ 0.08     $ 0.50 (10)    $ 0.58     $ (0.13   $   (0.10   $ (0.23   $ 7.65       8.52   $ 10,848       1.94     1.76 %(11)      1.12     97

C

    7.15       0.03       0.49 (10)      0.52       (0.08     (0.10     (0.18     7.49       7.69       1,520       2.61       2.51 (11)      0.46       97  

I

    7.30       0.10       0.51 (10)      0.61       (0.17     (0.10     (0.27     7.64       8.94       2,665       1.42       1.36 (11)      1.52       97  

R3

    7.24             0.56 (10)      0.56       (0.12     (0.10     (0.22     7.58       8.30       165       2.09       1.96 (11)      (0.01     97  

R4

    7.28       0.01       0.57 (10)      0.58       (0.15     (0.10     (0.25     7.61       8.44       40       1.78       1.66 (11)      0.11       97  

R5

    7.30       0.02       0.54 (10)      0.56       (0.17     (0.10     (0.27     7.59       8.22       13       1.47       1.36 (11)      0.35       97  

Y

    7.29       0.09       0.53 (10)      0.62       (0.17     (0.10     (0.27     7.64       9.16       65,378       1.37       1.31 (11)      1.33       97  

 

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

 

 

  48  

 


Hartford 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
    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 – (continued)  

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  
Hartford Global Impact Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   11.32     $ 0.03     $ (1.32   $ (1.29   $ (0.04   $     $ (0.04   $ 9.99       (11.43 )%(4)    $ 33,590       1.42 %(5)      0.82 %(5)      0.62 %(5)      59

C

    11.12         (0.01       (1.29       (1.30       (0.03           (0.03     9.79       (11.71 )(4)      1,992       2.17 (5)      1.57 (5)      (0.12 )(5)      59  

I

    11.30       0.05       (1.31     (1.26     (0.08           (0.08     9.96       (11.24 )(4)      15,614       1.07 (5)      0.50 (5)      0.94 (5)      59  

R3

    11.14       0.02       (1.29     (1.27     (0.04           (0.04     9.83       (11.46 )(4)      5,303       1.64 (5)      1.04 (5)      0.40 (5)      59  

R4

    11.28       0.04       (1.31     (1.27     (0.04           (0.04     9.97       (11.30 )(4)      1,552       1.35 (5)      0.75 (5)      0.76 (5)      59  

R5

    11.18       0.05       (1.30     (1.25     (0.05           (0.05     9.88       (11.27 )(4)      269       1.07 (5)      0.46 (5)      0.96 (5)      59  

R6

    11.21       0.05       (1.30     (1.25     (0.08           (0.08     9.88       (11.27 )(4)      1,364       1.00 (5)      0.42 (5)      0.99 (5)      59  

Y

    11.17       0.06       (1.30     (1.24     (0.05           (0.05     9.88       (11.19 )(4)      7,244       1.02 (5)      0.42 (5)      1.16 (5)      59  

F

    11.36       0.06       (1.30     (1.24     (0.17           (0.17     9.95       (11.12 )(4)      2,361       0.96 (5)      0.34 (5)      1.04 (5)      59  

For the Year Ended October 31, 2019

 

A

  $ 11.10     $ 0.12     $ 1.46     $ 1.58     $ (0.06   $   (1.30   $   (1.36   $   11.32       16.93   $ 872       1.94 %(12)      1.10 %(12)      1.17     5 %(13) 

C

    10.93       0.07       1.45       1.52       (0.03     (1.30     (1.33     11.12       16.45       38       2.74 (12)      1.60 (12)      0.63       5 (13) 

I

    11.05       0.17       1.46       1.63       (0.08     (1.30     (1.38     11.30       17.47       13,351       1.54 (12)      0.73 (12)      1.60       5 (13) 

R3

    10.98       0.08       1.48       1.56       (0.10     (1.30     (1.40     11.14       16.94       282       2.07 (12)      1.19 (12)      0.79       5 (13) 

R4

    11.08       0.13       1.46       1.59       (0.09     (1.30     (1.39     11.28       17.11       27       1.91 (12)      0.95 (12)      1.25       5 (13) 

R5

    11.00       0.15       1.44       1.59       (0.11     (1.30     (1.41     11.18       17.45       13       1.61 (12)      0.76 (12)      1.43       5 (13) 

R6

    11.01       0.20       1.41       1.61       (0.11     (1.30     (1.41     11.21       17.45       897       1.43 (12)      0.63 (12)      1.81       5 (13) 

Y

    10.99       0.23       1.37       1.60       (0.12     (1.30     (1.42     11.17       17.42       300       1.54 (12)      0.67 (12)      2.11       5 (13) 

F

    11.16       0.16       1.47       1.63       (0.13     (1.30     (1.43     11.36       17.43       30,632       1.49 (12)      0.66 (12)      1.54       5 (13) 

For the Year Ended October 31, 2018

 

A

  $ 11.63     $ 0.09     $ (0.27   $ (0.18   $     $ (0.35   $ (0.35   $ 11.10       (1.69 )%    $ 455       2.35 %(12)      1.20 %(12)      0.78     79 %(14) 

C

    11.57       0.03       (0.27     (0.24     (0.05     (0.35     (0.40     10.93       (2.25     40       3.12 (12)      1.64 (12)      0.28       79 (14) 

I

    11.66       0.13       (0.26     (0.13     (0.13     (0.35     (0.48     11.05       (1.34     2,588       1.91 (12)      0.79 (12)      1.12       79 (14) 

R3

    11.63       0.10       (0.25     (0.15     (0.15     (0.35     (0.50     10.98       (1.54     11       2.60 (12)      0.98 (12)      0.85       79 (14) 

R4

    11.64       0.10       (0.26     (0.16     (0.05     (0.35     (0.40     11.08       (1.58     23       2.30 (12)      1.03 (12)      0.88       79 (14) 

R5

    11.65       0.12       (0.25     (0.13     (0.17     (0.35     (0.52     11.00       (1.40     11       1.99 (12)      0.85 (12)      1.00       79 (14) 

R6

    11.66       0.13       (0.25     (0.12     (0.18     (0.35     (0.53     11.01       (1.23     12       1.88 (12)      0.74 (12)      1.10       79 (14) 

Y

    11.65       0.14       (0.27     (0.13     (0.18     (0.35     (0.53     10.99       (1.31     22       1.93 (12)      0.79 (12)      1.15       79 (14) 

F

    11.66       0.13       (0.26     (0.13     (0.02     (0.35     (0.37     11.16       (1.26     26,117       1.88 (12)      0.74 (12)      1.10       79 (14) 

For the Year Ended October 31, 2017(6)

 

A

  $ 10.00     $ 0.06     $ 1.57     $ 1.63     $     $     $     $ 11.63       16.30 %(4)    $ 140       5.13 %(5)(12)      1.19 %(5)(12)      0.76 %(5)      50 %(14) 

C

    10.00       0.01       1.56       1.57                         11.57       15.70 (4)      16       5.94 (5)(12)      2.00 (5)(12)      0.11 (5)      50 (14) 

I

    10.00       0.09       1.57       1.66                         11.66       16.60 (4)      1,214       4.76 (5)(12)      0.86 (5)(12)      1.26 (5)      50 (14) 

R3

    10.00       0.07       1.56       1.63                         11.63       16.30 (4)      12       5.54 (5)(12)      1.22 (5)(12)      0.93 (5)      50 (14) 

R4

    10.00       0.07       1.57       1.64                         11.64       16.40 (4)      12       5.24 (5)(12)      1.12 (5)(12)      1.01 (5)      50 (14) 

R5

    10.00       0.09       1.56       1.65                         11.65       16.50 (4)      12       4.94 (5)(12)      0.95 (5)(12)      1.19 (5)      50 (14) 

R6

    10.00       0.09       1.57       1.66                         11.66       16.60 (4)      12       4.84 (5)(12)      0.85 (5)(12)      1.29 (5)      50 (14) 

Y

    10.00       0.12       1.53       1.65                         11.65       16.50 (4)      12       4.79 (5)(12)      0.90 (5)(12)      1.63 (5)      50 (14) 

F

    10.00       0.10       1.56       1.66                         11.66       16.50 (4)      26,456       4.74 (5)(12)      0.85 (5)(12)      1.28 (5)      50 (14) 

 

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

 

 

  49  

 


Hartford 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
    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  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.74     $   0.04     $   (1.54   $   (1.50   $   (0.24   $     $ (0.24   $ 9.00       (14.29 )%(4)    $ 532,030       0.99 %(5)      0.98 %(5)      0.82 %(5)      25

C

    10.52             (1.51     (1.51     (0.14           (0.14     8.87       (14.64 )(4)      28,974       1.76 (5)      1.76 (5)      (5)      25  

I

    10.88       0.06       (1.55     (1.49     (0.28           (0.28     9.11       (14.17 )(4)      54,937       0.63 (5)      0.63 (5)      1.13 (5)      25  

R3

    10.65       0.03       (1.53     (1.50     (0.21           (0.21     8.94       (14.48 )(4)      12,007       1.25 (5)      1.24 (5)      0.54 (5)      25  

R4

    10.74       0.04       (1.53     (1.49     (0.23           (0.23     9.02       (14.30 )(4)      6,816       0.92 (5)      0.92 (5)      0.88 (5)      25  

R5

    9.50       0.08       (1.38     (1.30     (0.28           (0.28     7.92       (14.22 )(4)      7,864       0.62 (5)      0.62 (5)      1.82 (5)      25  

R6

    10.93       0.07       (1.56     (1.49     (0.29           (0.29     9.15       (14.13 )(4)      26,942       0.54 (5)      0.54 (5)      1.39 (5)      25  

Y

    10.88       0.05       (1.55     (1.50     (0.28           (0.28     9.10       (14.26 )(4)      17,109       0.64 (5)      0.64 (5)      1.02 (5)      25  

F

    10.94       0.07       (1.57     (1.50     (0.29           (0.29     9.15       (14.13 )(4)      64,627       0.53 (5)      0.53 (5)      1.29 (5)      25  

For the Year Ended October 31, 2019

 

A

  $ 9.91     $ 0.20     $ 0.67     $ 0.87     $ (0.02   $   (0.02   $   (0.04   $   10.74       8.88   $   685,465       0.97     0.97     1.94     78

C

    9.76       0.11       0.67       0.78             (0.02     (0.02     10.52       8.01       43,009       1.71       1.71       1.13       78  

I

    10.01       0.23       0.69       0.92       (0.03     (0.02     (0.05     10.88       9.29       82,136       0.63       0.63       2.20       78  

R3

    9.85       0.17       0.67       0.84       (0.02     (0.02     (0.04     10.65       8.59       16,410       1.24       1.24       1.67       78  

R4

    9.91       0.20       0.68       0.88       (0.03     (0.02     (0.05     10.74       8.89       8,653       0.96       0.96       1.99       78  

R5

    8.75       0.20       0.60       0.80       (0.03     (0.02     (0.05     9.50       9.27       1,686       0.65       0.65       2.23       78  

R6

    10.06       0.24       0.69       0.93       (0.04     (0.02     (0.06     10.93       9.29       22,624       0.54       0.54       2.32       78  

Y

    10.02       0.25       0.67       0.92       (0.04     (0.02     (0.06     10.88       9.28       33,756       0.62       0.62       2.38       78  

F

    10.06       0.25       0.69       0.94       (0.04     (0.02     (0.06     10.94       9.39       72,152       0.54       0.54       2.38       78  

For the Year Ended October 31, 2018

 

A

  $ 11.42     $ 0.13     $ (1.28   $ (1.15   $ (0.18   $ (0.18   $ (0.36   $ 9.91       (10.47 )%    $ 750,143       1.15     0.97     1.30     85

C

    11.28       0.07       (1.29     (1.22     (0.12     (0.18     (0.30     9.76       (11.16     70,348       1.96       1.75       0.65       85  

I

    11.52       0.20       (1.33     (1.13     (0.20     (0.18     (0.38     10.01       (10.21     120,491       0.87       0.66       1.85       85  

R3

    11.37       0.02       (1.21     (1.19     (0.15     (0.18     (0.33     9.85       (10.84     19,595       1.41       1.27       0.29       85  

R4

    11.43       0.12       (1.28     (1.16     (0.18     (0.18     (0.36     9.91       (10.58     15,357       1.19       0.99       1.29       85  

R5

    10.09       0.17       (1.13     (0.96     (0.20     (0.18     (0.38     8.75       (9.97     1,109       0.91       0.69       1.75       85  

R6(9)

    11.48       0.11       (1.53     (1.42                       10.06       (12.37 )(4)      4,959       0.68 (5)      0.53 (5)      1.50 (5)      85  

Y

    11.51       0.22       (1.31     (1.09     (0.22     (0.18     (0.40     10.02       (9.92     27,321       0.83       0.59       2.02       85  

F

    11.53       0.18       (1.28     (1.10     (0.19     (0.18     (0.37     10.06       (9.94     74,278       0.71       0.55       1.76       85  

For the Year Ended October 31, 2017

 

A

  $ 9.37     $ 0.15     $ 2.07     $ 2.22     $ (0.17   $     $ (0.17   $ 11.42       24.17   $ 15,943       1.74     1.16     1.43     133

C

    9.25       0.07       2.06       2.13       (0.10           (0.10     11.28       23.29       4,527       2.47       1.91       0.71       133  

I

    9.44       0.20       2.06       2.26       (0.18           (0.18     11.52       24.49       14,971       1.43       0.88       1.88       133  

R3

    9.37       0.11       2.07       2.18       (0.18           (0.18     11.37       23.76       93       2.28       1.46       1.10       133  

R4

    9.40       0.15       2.07       2.22       (0.19           (0.19     11.43       24.13       740       1.75       1.17       1.39       133  

R5

    9.38       0.21       1.75       1.96       (1.25           (1.25     10.09       24.50       397       1.38       0.85       2.28       133  

Y

    9.44       0.18       2.09       2.27       (0.20           (0.20     11.51       24.67       11,822       1.31       0.78       1.76       133  

F(15)

    9.65       0.08       1.80       1.88                         11.53       19.48 (4)      1,739       1.26 (5)      0.66 (5)      1.01       133  

For the Year Ended October 31, 2016

 

A

  $ 9.40     $ 0.14     $ 0.06     $ 0.20     $ (0.10   $ (0.13   $ (0.23   $ 9.37       2.29   $ 10,519       1.99     1.20 %(16)      1.52     95

B

    9.35       0.01       0.11       0.12       (0.03     (0.13     (0.16     9.31       1.37       120       2.71       1.95 (16)      0.17       95  

C

    9.29       0.07       0.06       0.13       (0.04     (0.13     (0.17     9.25       1.46       2,583       2.73       1.95 (16)      0.80       95  

I

    9.47       0.16       0.07       0.23       (0.13     (0.13     (0.26     9.44       2.55       5,109       1.63       0.90 (16)      1.82       95  

R3

    9.41       0.05       0.13       0.18       (0.09     (0.13     (0.22     9.37       2.02       110       2.26       1.50 (16)      0.57       95  

R4

    9.44       0.07       0.13       0.20       (0.11     (0.13     (0.24     9.40       2.24       251       1.94       1.20 (16)      0.80       95  

R5

    9.47       0.07       0.11       0.18       (0.14     (0.13     (0.27     9.38       2.01       11       1.61       0.90 (16)      0.79       95  

Y

    9.47       0.18       0.07       0.25       (0.15     (0.13     (0.28     9.44       2.73       10,857       1.51       0.80 (16)      1.96       95  

 

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

 

 

  50  

 


Hartford 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
    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, 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  
The Hartford International Growth Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   14.40     $ (8)    $ (1.00   $ (1.00   $ (0.08   $     $ (0.08   $ 13.32       (7.01 )%(4)    $ 115,773       1.36 %(5)      1.30 %(5)      (0.06 )%(5)      35

C

    13.12         (0.05       (0.92       (0.97                       12.15       (7.32 )(4)      5,509       2.13 (5)      2.05 (5)      (0.84 )(5)      35  

I

    14.29       0.02       (0.99     (0.97       (0.13           (0.13     13.19       (6.88 )(4)      33,479       0.97 (5)      0.94 (5)      0.27 (5)      35  

R3

    14.59       (0.02     (1.01     (1.03     (0.04           (0.04     13.52       (7.09 )(4)      590       1.60 (5)      1.56 (5)      (0.32 )(5)      35  

R4

    14.83       (8)      (1.03     (1.03     (0.06           (0.06     13.74       (6.99 )(4)      3,831       1.30 (5)      1.26 (5)      (0.01 )(5)      35  

R5

    14.96       0.02       (1.03     (1.01     (0.13           (0.13     13.82       (6.86 )(4)      26,165       0.98 (5)      0.95 (5)      0.29 (5)      35  

R6

    15.04       0.03       (1.04     (1.01     (0.14           (0.14     13.89       (6.75 )(4)      3,670       0.89 (5)      0.85 (5)      0.45 (5)      35  

Y

    15.01       0.02       (1.04     (1.02     (0.13           (0.13     13.86       (6.88 )(4)      15,035       0.99 (5)      0.95 (5)      0.27 (5)      35  

F

    14.31       0.03       (0.98     (0.95     (0.15           (0.15     13.21       (6.80 )(4)      110,716       0.88 (5)      0.85 (5)      0.42 (5)      35  

For the Year Ended October 31, 2019

 

A

  $ 13.85     $ 0.09     $ 1.51     $ 1.60     $ (0.08   $   (0.97   $   (1.05   $   14.40       12.97   $   128,065       1.38     1.30     0.66     64

C

    12.71       (0.01     1.39       1.38             (0.97     (0.97     13.12       12.16       6,842       2.15       2.05       (0.11     64  

I

    13.75       0.14       1.49       1.63       (0.12     (0.97     (1.09     14.29       13.41       39,175       0.99       0.94       1.04       64  

R3

    14.00       0.06       1.53       1.59       (0.03     (0.97     (1.00     14.59       12.63       632       1.63       1.57       0.44       64  

R4

    14.21       0.09       1.56       1.65       (0.06     (0.97     (1.03     14.83       12.99       4,102       1.33       1.27       0.67       64  

R5

    14.34       0.14       1.57       1.71       (0.12     (0.97     (1.09     14.96       13.40       25,303       1.02       0.96       1.00       64  

R6

    14.41       0.16       1.57       1.73       (0.13     (0.97     (1.10     15.04       13.48       3,059       0.91       0.85       1.09       64  

Y

    14.39       0.15       1.57       1.72       (0.13     (0.97     (1.10     15.01       13.45       18,100       0.98       0.92       1.05       64  

F

    13.77       0.15       1.49       1.64       (0.13     (0.97     (1.10     14.31       13.50       112,149       0.91       0.85       1.12       64  

For the Year Ended October 31, 2018

 

A

  $   15.21     $ 0.10     $ (1.38   $ (1.28   $   (0.08   $   —     $   (0.08   $   13.85       (8.47 )%    $ 123,681       1.40     1.30     0.64     76

C

    13.99         (0.01       (1.27       (1.28                       12.71       (9.15     7,962       2.21       2.05       (0.09     76  

I

    15.09       0.15       (1.37     (1.22     (0.12           (0.12     13.75       (8.16     35,144       1.04       0.98       0.98       76  

R3

    15.36       0.06       (1.41     (1.35     (0.01           (0.01     14.00       (8.72     556       1.67       1.60       0.36       76  

R4

    15.59       0.09       (1.39     (1.30     (0.08           (0.08     14.21       (8.41     8,748       1.36       1.30       0.59       76  

R5

    15.74       0.17       (1.45     (1.28     (0.12           (0.12     14.34       (8.19     21,691       1.06       1.00       1.03       76  

R6(9)

    16.23       0.02       (1.84     (1.82                       14.41       (11.21 )(4)      583       0.94 (5)      0.86 (5)      0.22 (5)      76  

Y

    15.79       0.17       (1.44     (1.27     (0.13           (0.13     14.39       (8.13     16,422       0.98       0.91       1.05       76  

F

    15.11       0.16       (1.37     (1.21     (0.13           (0.13     13.77       (8.10     94,527       0.95       0.89       1.07       76  

For the Year Ended October 31, 2017

 

A

  $ 12.24     $ 0.09     $ 3.02     $ 3.11     $ (0.14   $     $ (0.14   $ 15.21       25.79   $ 124,332       1.48     1.30     0.71     82

C

    11.26       (0.01     2.79       2.78       (0.05           (0.05     13.99       24.88       15,539       2.21       2.05       (0.06     82  

I

    12.16       0.15       2.96       3.11       (0.18           (0.18     15.09       26.05       26,644       1.34       1.00       1.18       82  

R3

    12.33       0.06       3.05       3.11       (0.08           (0.08     15.36       25.48       649       1.81       1.60       0.45       82  

R4

    12.55       0.10       3.09       3.19       (0.15           (0.15     15.59       25.75       11,579       1.39       1.30       0.75       82  

R5

    12.67       0.13       3.12       3.25       (0.18           (0.18     15.74       26.23       7,184       1.10       1.00       0.93       82  

Y

    12.71       0.11       3.16       3.27       (0.19           (0.19     15.79       26.20       11,865       1.01       0.95       0.81       82  

F(6)

    12.18       0.06       2.87       2.93                         15.11       24.06 (4)      61,131       0.99 (5)      0.90 (5)      0.65 (5)      82  

 

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

 

 

  51  

 


Hartford 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
    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, 2016

 

A

  $   12.38     $ 0.13     $ (0.19   $ (0.06   $ (0.08   $     $ (0.08   $ 12.24       (0.39 )%    $ 109,049       1.56     1.32 %(17)      1.07     89

B

    11.41       0.02       (0.16     (0.14                       11.27       (1.23     911       2.69       2.07 (17)      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 (17)      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 (17)      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 (17)      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 (17)      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 (17)      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 (17)      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  
The Hartford International Opportunities Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 15.70     $ 0.02     $ (1.85   $ (1.83   $ (0.21   $     $ (0.21   $ 13.66       (11.87 )%(4)    $ 385,755       1.13 %(5)      1.12 %(5)      0.26 %(5)      51

C

    13.63       (0.04     (1.60     (1.64     (0.10           (0.10     11.89       (12.16 )(4)      27,850       1.90 (5)      1.90 (5)      (0.55 )(5)      51  

I

    15.62       0.05       (1.83     (1.78     (0.27           (0.27     13.57       (11.71 )(4)      296,072       0.78 (5)      0.78 (5)      0.61 (5)      51  

R3

    15.95             (1.89     (1.89     (0.15           (0.15     13.91       (12.00 )(4)      37,411       1.40 (5)      1.40 (5)      (0.05 )(5)      51  

R4

    16.26       0.02       (1.91     (1.89     (0.20           (0.20     14.17       (11.90 )(4)      97,042       1.11 (5)      1.11 (5)      0.23 (5)      51  

R5

    16.43       0.05       (1.93     (1.88     (0.26           (0.26     14.29       (11.76 )(4)      272,223       0.80 (5)      0.80 (5)      0.67 (5)      51  

R6

    16.53       0.06       (1.94     (1.88     (0.28           (0.28     14.37       (11.73 )(4)      593,233       0.70 (5)      0.70 (5)      0.70 (5)      51  

Y

    16.53       0.05       (1.94     (1.89     (0.27           (0.27     14.37       (11.71 )(4)      912,816       0.79 (5)      0.75 (5)      0.65 (5)      51  

F

    15.63       0.05       (1.82     (1.77     (0.28           (0.28     13.58       (11.70 )(4)      539,496       0.70 (5)      0.70 (5)      0.68 (5)      51  

For the Year Ended October 31, 2019

 

A

  $ 14.66     $ 0.21     $ 1.36     $ 1.57     $   (0.18   $   (0.35   $ (0.53   $ 15.70       11.32   $ 464,083       1.12     1.12     1.42     92

C

    12.74       0.08       1.19       1.27       (0.03     (0.35     (0.38     13.63       10.46       37,457       1.89       1.89       0.64       92  

I

    14.60       0.25       1.35       1.60       (0.23     (0.35     (0.58     15.62       11.67       350,647       0.79       0.79       1.71       92  

R3

    14.87       0.17       1.39       1.56       (0.13     (0.35     (0.48     15.95       11.03       51,593       1.42       1.42       1.14       92  

R4

    15.16       0.22       1.41       1.63       (0.18     (0.35     (0.53     16.26       11.34       133,349       1.12       1.12       1.44       92  

R5

    15.32       0.27       1.42       1.69       (0.23     (0.35     (0.58     16.43       11.73       265,062       0.80       0.80       1.74       92  

R6

    15.42       0.30       1.41       1.71       (0.25     (0.35     (0.60     16.53       11.78       638,619       0.70       0.70       1.93       92  

Y

    15.41       0.28       1.43       1.71       (0.24     (0.35     (0.59     16.53       11.80       981,426       0.78       0.75       1.80       92  

F

    14.61       0.27       1.35       1.62       (0.25     (0.35     (0.60     15.63       11.82       660,251       0.70       0.70       1.82       92  

For the Year Ended October 31, 2018

 

A

  $ 17.49     $ 0.18     $ (2.19   $ (2.01   $ (0.21   $ (0.61   $ (0.82   $ 14.66       (12.07 )%    $ 480,730       1.10     1.10     1.05     76

C

    15.33       0.05       (1.90     (1.85     (0.13     (0.61     (0.74     12.74       (12.71     48,193       1.87       1.86       0.32       76  

I

    17.41       0.24       (2.19     (1.95     (0.25     (0.61     (0.86     14.60       (11.81     457,499       0.79       0.79       1.41       76  

R3

    17.73       0.13       (2.22     (2.09     (0.16     (0.61     (0.77     14.87       (12.33     57,967       1.41       1.41       0.73       76  

R4

    18.06       0.18       (2.26     (2.08     (0.21     (0.61     (0.82     15.16       (12.07     157,811       1.11       1.11       1.04       76  

R5

    18.24       0.24       (2.29     (2.05     (0.26     (0.61     (0.87     15.32       (11.82     253,440       0.80       0.80       1.35       76  

R6

    18.34       0.27       (2.30     (2.03     (0.28     (0.61     (0.89     15.42       (11.69     505,433       0.70       0.70       1.56       76  

Y

    18.34       0.25       (2.30     (2.05     (0.27     (0.61     (0.88     15.41       (11.77       1,029,715       0.74       0.74       1.41       76  

F

    17.43       0.25       (2.18     (1.93     (0.28     (0.61     (0.89     14.61       (11.72     599,574       0.70       0.70       1.49       76  

 

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

 

 

  52  

 


Hartford 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
    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, 2017

 

A

  $ 14.36     $ 0.18     $ 3.10     $ 3.28     $ (0.15   $     $ (0.15   $ 17.49       23.07   $ 571,753       1.14     1.14     1.11     102

C

    12.61       0.05       2.73       2.78       (0.06           (0.06     15.33       22.13       67,778       1.88       1.88       0.37       102  

I

    14.31       0.24       3.07       3.31       (0.21           (0.21     17.41       23.36       428,563       0.89       0.89       1.54       102  

R3

    14.58       0.14       3.14       3.28       (0.13           (0.13     17.73       22.69       69,884       1.42       1.42       0.87       102  

R4

    14.84       0.19       3.20       3.39       (0.17           (0.17     18.06       23.07       192,812       1.12       1.12       1.17       102  

R5

    14.98       0.25       3.22       3.47       (0.21           (0.21     18.24       23.47       240,029       0.82       0.82       1.52       102  

R6

    15.06       0.29       3.21       3.50       (0.22           (0.22     18.34       23.59       218,688       0.71       0.71       1.70       102  

Y

    15.07       0.24       3.25       3.49       (0.22           (0.22     18.34       23.51       1,131,809       0.74       0.74       1.49       102  

F(6)

    14.79       0.20       2.44       2.64                         17.43       17.85 (4)      526,321       0.71 (5)      0.71 (5)      1.75       102  

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(18)

    17.42       0.07       0.43       0.50       (0.23     (1.87     (2.10     15.82       3.44 (4)      2,984       0.85 (5)      0.85 (5)      0.46 (5)      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  
The Hartford International Value Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 14.53     $ 0.07     $   (3.63   $   (3.56   $   (0.42   $     $ (0.42   $ 10.55       (25.34 )%(4)    $ 158,289       1.22 %(5)      1.22 %(5)      1.04 %(5)      17

C

    14.31       0.01       (3.59     (3.58     (0.28           (0.28     10.45       (25.60 )(4)      8,967       1.99 (5)      1.99 (5)      0.13 (5)      17  

I

    14.69       0.09       (3.65     (3.56     (0.47           (0.47     10.66       (25.17 )(4)      729,224       0.92 (5)      0.92 (5)      1.32 (5)      17  

R3

    14.62       0.04       (3.66     (3.62     (0.34           (0.34     10.66       (25.45 )(4)      410       1.55 (5)      1.55 (5)      0.65 (5)      17  

R4

    14.62       0.07       (3.64     (3.57     (0.45           (0.45     10.60       (25.33 )(4)      2,382       1.21 (5)      1.21 (5)      1.12 (5)      17  

R5

    14.72       0.09       (3.66     (3.57     (0.46           (0.46     10.69       (25.19 )(4)      31,690       0.93 (5)      0.93 (5)      1.41 (5)      17  

R6

    15.03       0.09       (3.73     (3.64     (0.48           (0.48     10.91       (25.16 )(4)      130,937       0.84 (5)      0.84 (5)      1.40 (5)      17  

Y

    15.02       0.08       (3.72     (3.64     (0.47           (0.47     10.91       (25.15 )(4)      279,265       0.92 (5)      0.90 (5)      1.24 (5)      17  

F

    14.70       0.09       (3.65     (3.56     (0.48           (0.48     10.66       (25.18 )(4)      173,229       0.84 (5)      0.84 (5)      1.30 (5)      17  

For the Year Ended October 31, 2019

 

A

  $   15.11     $   0.31     $ 0.15     $ 0.46     $ (0.34   $   (0.70   $   (1.04   $   14.53       3.90   $ 205,566       1.20     1.20     2.19     51

C

    14.86       0.20       0.17       0.37       (0.22     (0.70     (0.92     14.31       3.14       17,367       1.95       1.95       1.45       51  

I

    15.28       0.39       0.12       0.51       (0.40     (0.70     (1.10     14.69       4.20         1,004,021       0.91       0.91       2.74       51  

R3

    15.17       0.25       0.18       0.43       (0.28     (0.70     (0.98     14.62       3.53       669       1.54       1.54       1.80       51  

R4

    15.20       0.31       0.15       0.46       (0.34     (0.70     (1.04     14.62       3.85       1,396       1.25       1.25       2.17       51  

R5

    15.32       0.39       0.11       0.50       (0.40     (0.70     (1.10     14.72       4.13       34,293       0.95       0.95       2.80       51  

R6(19)

    14.59       0.30       0.14       0.44                         15.03       3.05 (4)      170,365       0.84 (5)      0.84 (5)      3.15 (5)      51  

Y

    15.60       0.38       0.14       0.52       (0.40     (0.70     (1.10     15.02       4.21       619,624       0.90       0.89       2.63       51  

F

    15.30       0.36       0.15       0.51       (0.41     (0.70     (1.11     14.70       4.24       280,593       0.84       0.84       2.55       51  

 

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

 

 

  53  

 


Hartford 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
    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, 2018

 

A

  $ 17.87     $ 0.28     $ (1.88   $ (1.60   $ (0.55   $ (0.61   $ (1.16   $ 15.11       (9.67 )%    $ 293,131       1.20     1.20     1.65     22

C

    17.61       0.15       (1.85     (1.70     (0.44     (0.61     (1.05     14.86       (10.32     26,524       1.92       1.92       0.92       22  

I

    18.07       0.33       (1.90     (1.57     (0.61     (0.61     (1.22     15.28       (9.41     905,960       0.90       0.90       1.91       22  

R3

    17.99       0.23       (1.91     (1.68     (0.53     (0.61     (1.14     15.17       (10.02     851       1.55       1.55       1.32       22  

R4

    17.98       0.28       (1.90     (1.62     (0.55     (0.61     (1.16     15.20       (9.71     1,441       1.25       1.25       1.64       22  

R5

    18.13       0.34       (1.93     (1.59     (0.61     (0.61     (1.22     15.32       (9.46     30,210       0.93       0.93       1.98       22  

Y

    18.43       0.35       (1.95     (1.60     (0.62     (0.61     (1.23     15.60       (9.39     685,942       0.87       0.87       1.99       22  

F

    18.09       0.37       (1.93     (1.56     (0.62     (0.61     (1.23     15.30       (9.31     382,297       0.83       0.83       2.16       22  

For the Year Ended October 31, 2017

 

A

  $ 15.02     $ 0.28     $ 3.28     $ 3.56     $ (0.27   $ (0.44   $ (0.71   $ 17.87       24.76   $ 379,165       1.32     1.32     1.77     26

C

    14.80       0.18       3.24       3.42       (0.17     (0.44     (0.61     17.61       24.01       34,949       1.93       1.93       1.14       26  

I

    15.19       0.40       3.26       3.66       (0.34     (0.44     (0.78     18.07       25.21         1,196,683       0.93       0.93       2.43       26  

R3

    15.14       0.25       3.30       3.55       (0.26     (0.44     (0.70     17.99       24.46       933       1.57       1.57       1.51       26  

R4

    15.12       0.31       3.28       3.59       (0.29     (0.44     (0.73     17.98       24.83       1,758       1.25       1.25       1.91       26  

R5

    15.24       0.46       3.21       3.67       (0.34     (0.44     (0.78     18.13       25.18       21,727       0.93       0.93       2.65       26  

Y

    15.48       0.40       3.34       3.74       (0.35     (0.44     (0.79     18.43       25.29       736,027       0.86       0.86       2.37       26  

F(15)

    15.50       0.31       2.28       2.59                         18.09       16.71 (4)      377,877       0.83 (5)      0.83 (5)      2.61 (5)      26  

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 %(20)      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 (20)      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 (20)      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 (20)      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 (20)      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 (20)      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 (20)      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  

 

(1) 

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

(2) 

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

(3) 

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

(4) 

Not annualized.

(5) 

Annualized.

(6) 

Commenced operations on February 28, 2017.

(7) 

Commenced operations on February 29, 2016

(8) 

Amount is less than $0.01 per share.

(9) 

Commenced operations on February 28, 2018.

(10) 

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.

(11) 

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.

(12) 

Includes the Fund’s share of the Master Portfolio’s allocated expenses.

 

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

 

 

  54  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

(13) 

Effective October 7, 2019, the Global Impact Fund commenced operations as a stand-alone fund. The portfolio turnover is reflective of the activity from October 7, 2019 to October 31, 2019. The blended portfolio turnover rate of the Global Impact Fund and its former master portfolio, the Global Impact Master Portfolio (the “Master Portfolio”), is 108% which reflects the portfolio turnover of the Master Portfolio from November 1, 2018 through October 4, 2019 and the Global Impact Fund from October 7, 2019 to October 31, 2019.

(14) 

The portfolio turnover of the Fund is reflective of the portfolio turnover of the Master Portfolio.

(15) 

Commenced operations on February 28, 2017.

(16) 

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.

(17) 

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.

(18) 

Commenced operations on November 7, 2014.

(19) 

Commenced operations on February 28, 2019.

(20) 

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.

 

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

 

 

  55  

 


Hartford International/Global Equity Funds

Notes to Financial Statements

April 30, 2020 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of thirty-seven series, as of April 30, 2020. 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 Climate Opportunities Fund (the “Climate Opportunities Fund”) (formerly, Hartford Environmental Opportunities Fund)

Hartford Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)

Hartford Global Impact Fund (the “Global Impact 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 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 standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6, Class Y and Class F shares. Class A shares of each Fund 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. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. The International Value Fund and certain classes of the International Equity Fund are closed to new investors, subject to certain exceptions. For more information, please see the Funds’ prospectus.

 

2.

Significant Accounting Policies:

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

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

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

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

 

 

  56  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

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

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

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

 

   

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

   

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

   

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

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-advisor(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

 

 

  57  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

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 and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

Please refer to Note 9 for Securities Lending information.

 

  d)

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or 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 class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

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

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of 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.

 

3.

Securities and Other Investments:

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve

 

 

  58  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

 

4.

Financial Derivative Instruments:

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

 

  a)

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

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

During the six-month period ended April 30, 2020, the Funds had not used Foreign Currency Contracts. There were no open contracts at April 30, 2020.

 

  b)

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

During the six-month period ended April 30, 2020, each of Emerging Markets Equity Fund, International Equity Fund and International Value Fund had used Futures Contracts.

 

  c)

Additional Derivative Instrument Information:

Emerging Markets Equity Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 52,305      $      $      $ 52,305  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     52,305      $     —      $     —      $     52,305  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  59  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Emerging Markets Equity Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $      $      $      $ (562,561   $      $      $ (562,561
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ (562,561   $      $      $     (562,561
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ (33,244   $      $      $ (33,244
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     (33,244   $     —      $     —      $ (33,244
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     79  

International Equity Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 286,560      $      $      $ 286,560  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     286,560      $     —      $     —      $     286,560  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $      $      $      $ (2,950,698   $      $      $ (2,950,698
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $     (2,950,698   $      $      $     (2,950,698
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 169,612     $      $      $ 169,612  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 169,612     $     —      $     —      $ 169,612  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     104  

 

 

  60  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

International Value Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $      $      $      $ 156,300      $      $      $ 156,300  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     156,300      $     —      $     —      $     156,300  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $      $      $      $ (791,542   $      $      $ (791,542
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     (791,542   $     —      $     —      $     (791,542
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 181,326     $      $      $ 181,326  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 181,326     $      $      $ 181,326  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     155  

 

  (1) 

Amount represents the cumulative appreciation 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 Statement of Assets and Liabilities.

 

  d)

Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a 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 a Fund’s 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 a Fund as of April 30, 2020:

Emerging Markets Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 52,305     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     52,305        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (52,305         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

 

 

  61  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

International Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 286,560     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     286,560        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (286,560         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

International Value Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 156,300     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     156,300        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (156,300         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

 

5.

Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

 

  62  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

6.

Federal Income Taxes:

 

  a)

Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2020. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b)

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period of time.

At October 31, 2019 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund

   Short-Term
Capital Loss
Carryforward with
No Expiration
    Long-Term
Capital Loss
Carryforward with
No Expiration
 

Emerging Markets Equity Fund

   $ 32,979,728     $ 37,221  

Global Impact Fund

     10,680       1,040,709  

International Equity Fund

     27,749,520     10,071,811

International Growth Fund

     11,973,201        

International Opportunities Fund

         171,670,331       41,940,000  

International Value Fund

               57,808,544  

 

 

Future utilization of losses are subject to limitation under current tax laws.

The Climate Opportunities Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2019 (tax year-end).

 

  c)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2020 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
(Depreciation)
    Net Unrealized
Appreciation
(Depreciation)
 

Climate Opportunities Fund

   $ 39,902,060      $ 2,212,099      $ (3,686,448   $ (1,474,349

Emerging Markets Equity Fund

     308,951,541        22,026,326        (34,749,148     (12,722,822

Global Impact Fund

     74,664,964        4,255,024        (8,145,993     (3,890,969

International Equity Fund

     2,050,187,690        55,940,455            (102,310,529     (46,370,074

International Growth Fund

     284,522,627        47,539,268        (11,328,706     36,210,562  

International Opportunities Fund

     3,078,896,059        296,700,017        (217,207,568     79,492,449  

International Value Fund

         2,050,187,690            61,922,079        (591,702,755         (529,780,676

 

7.

Expenses:

 

  a)

Investment Management Agreement – Hartford Funds Management Company, LLC (“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 (or allocated portion of the assets in the case of Climate Opportunities Fund) in accordance with the Fund’s investment objective and policies. With respect to the Climate Opportunities Fund, HFMC has also entered into a sub-advisory agreement with Schroder Investment Management North America Inc. (“SIMNA”) and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement. SIMNA and SIMNA Ltd. perform the daily investment of the assets for a portion of the Climate Opportunities Fund in accordance with the Fund’s investment objective and policies. HFMC pays a sub-advisory fee to one or more sub-advisers out of its investment management fee. With respect to Climate Opportunities Fund, SIMNA pays a sub-sub-advisory fees to SIMNA Ltd. out of the sub-advisory fees received from HFMC for the Fund.

 

 

  63  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2020; 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

Climate Opportunities Fund

  

0.6200% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5800% on next $1.5 billion and;

  

0.5750% on next $2.5 billion and;

  

0.5700% over $5 billion

Emerging Markets Equity Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% over $1 billion

Global Impact Fund

  

0.6200% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5800% on next $1.5 billion and;

  

0.5750% on next $2.5 billion and;

  

0.5700% over $5 billion

International Equity Fund

  

0.4600% on first $1 billion and;

  

0.4500% on next $1 billion and;

  

0.4400% on next $3 billion and

  

0.4300% over $5 billion

International Growth Fund

  

0.8000% on first $250 million and;

  

0.7500% on next $250 million and;

  

0.7000% on next $500 million and;

  

0.6500% over $1 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 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 – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of the Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. Effective January 1, 2020, the fund accounting agreement with respect to each Fund was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services.

From November 1, 2019 through December 31, 2019, the accounting services fees for each Fund were accrued daily and paid monthly at the rates below.

 

Climate Opportunities Fund, Emerging Markets Equity Fund, Global Impact Fund, International Equity Fund, International Growth Fund,
International Opportunities Fund, and International Value Fund
 
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.018%  

next $3.5 billion and

     0.014%  

Amount over $7 billion

     0.010%  

 

  c)

Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2020, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses,

 

 

  64  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  and extraordinary expenses) through February 28, 2021 (unless the Board of Directors approves its earlier termination) as follows for the following Funds:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Climate Opportunities Fund

     1.19     1.94     0.89     1.41     1.11     0.81     0.69     0.79     0.69

Emerging Markets Equity Fund

     1.45     2.20     1.20     1.70     1.45     1.15     0.98     1.10     0.98

Global Impact Fund

     1.19     1.94     0.89     1.41     1.11     0.81     0.69     0.79     0.69

International Growth Fund

     1.30     2.05     1.00     1.57     1.27     1.00     0.85     0.95     0.85

 

  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. For the six-month period ended April 30, 2020, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Climate Opportunities Fund

     1.11     1.94     0.83     0.82     0.87     0.76     0.69     0.78     0.69

Emerging Markets Equity Fund

     1.41     2.20     1.10     1.66     1.39     1.10     0.98     1.09     0.98

Global Impact Fund

     0.82     1.57     0.50     1.04     0.75     0.46     0.42     0.42     0.34

International Equity Fund

     0.98     1.76     0.63     1.24     0.92     0.62     0.54     0.64     0.53

International Growth Fund

     1.30     2.05     0.94     1.56     1.26     0.95     0.85     0.95     0.85

International Opportunities Fund

     1.12     1.90     0.78     1.40     1.11     0.80     0.70     0.75     0.70

International Value Fund

     1.22     1.99     0.92     1.55     1.21     0.93     0.84     0.90     0.84

 

  e)

Sales Charges and 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 six-month period ended April 30, 2020, 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
 

Climate Opportunities Fund

   $ 32,253      $ 18  

Emerging Markets Equity Fund

     20,828        1,176  

Global Impact Fund

     9,432        37  

International Equity Fund

     115,585        1,106  

International Growth Fund

     101,599        757  

International Opportunities Fund

     280,175        4,058  

International Value Fund

     3,852        676  

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, 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. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statement of Operations.

 

  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 six-month period ended April 30, 2020, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation

 

 

  65  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  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
 

Climate Opportunities Fund

   $ 23  

Emerging Markets Equity Fund

     177  

Global Impact Fund

     46  

International Equity Fund

     506  

International Growth Fund

     192  

International Opportunities Fund

     2,024  

International Value Fund

     1,155  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.11

Class R3

     0.22

Class R4

     0.17

Class R5

     0.12

Class R6

     0.004

Class F

     0.004

Effective February 28, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows through February 28, 2021, unless the Board of Directors approves its earlier termination:

 

Fund

   Class Y  

International Opportunities Fund

     0.07

International Value Fund

     0.06

From November 1, 2019 to February 27, 2020, HASCO contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows:

 

Fund

   Class Y  

International Opportunities Fund

     0.05

International Value Fund

     0.06

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Climate Opportunities Fund

     0.17     0.25     0.14     0.13     0.13     0.07     0.00     0.09     0.00

Emerging Markets Equity Fund

     0.19     0.25     0.12     0.18     0.17     0.12     0.00     0.11     0.00

Global Impact Fund

     0.18     0.19     0.08     0.15     0.12     0.10     0.00     0.04     0.00

International Equity Fund

     0.21     0.23     0.10     0.22     0.14     0.08     0.00     0.11     0.00

International Growth Fund

     0.23     0.25     0.08     0.21     0.16     0.09     0.00     0.11     0.00

International Opportunities Fund

     0.18     0.21     0.09     0.21     0.17     0.10     0.00     0.06     0.00

International Value Fund

     0.13     0.15     0.08     0.22     0.13     0.09     0.00     0.06     0.00

 

 

  66  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

8.

Affiliate Holdings:

As of April 30, 2020, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C     Class I      Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Climate Opportunities Fund

                        100     71     100     100           48

Emerging Markets Equity Fund

                              3           1            

Global Impact Fund

     0 %*      1            0 %*      1     4     1     0 %*       

International Equity Fund

                                          0 %*             

International Growth Fund

                                          0 %*             

International Value Fund

                                          0 %*             

Percentage of Fund by Class:

 

Fund

   Class A     Class C     Class I      Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Climate Opportunities Fund

                        0 %*      0 %*      0 %*      0 %*            36

Emerging Markets Equity Fund

                              0 %*            0 %*             

Global Impact Fund

     0 %*      0 %*             0 %*      0 %*      0 %*      0 %*      0 %*       

International Equity Fund

                                          0 %*             

International Growth Fund

                                          0 %*             

International Value Fund

                                          0 %*             

 

  *

Percentage rounds to zero.

As of April 30, 2020, affiliated funds of funds and certain 529 plans for which HFMC serves as the program manager (the “529 plans”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds and the 529 plans. Affiliated funds of funds and the 529 plans owned shares in the Funds listed below as follows:

 

Fund

   Percentage
of Fund*
 

Emerging Markets Equity Fund

     5

International Opportunities Fund

     7

International Value Fund

     2

 

  *

As of April 30, 2020, the affiliated funds of funds and the 529 plans were invested in Class F shares.

 

9.

Securities Lending:

The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to a certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

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

The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

 

 

  67  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of April 30, 2020.

 

     Investment
Securities on
Loan, at market
value, Presented
on the Statement
of Assets
and Liabilities(1)
     Collateral Posted
by Borrower(2)
    Net Amount(3)  

Climate Opportunities Fund

   $ 257,548      $ (257,548   $  

Emerging Markets Equity Fund

     621,852        (621,852         —  

Global Impact Fund

     2,813,714        (2,813,714      

International Equity Fund

         21,653,869            (21,653,869      

International Growth Fund

     8,982,514        (8,982,514      

International Opportunities Fund

     13,457,834        (13,457,834      

International Value Fund

     24,330,434        (24,330,434      

 

  (1) 

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

  (2) 

Collateral received in excess of the market value of securities on loan is not presented in this table

  (3) 

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

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

 

Fund

   Cash
Collateral
     Non-Cash
Collateral
 

Climate Opportunities Fund

   $ 267,284      $  

Emerging Markets Equity Fund

     635,957        4,045  

Global Impact Fund

     1,893,833        1,089,476  

International Equity Fund

         14,784,653            8,268,963  

International Growth Fund

     6,517,883        2,938,248  

International Opportunities Fund

     12,929,106        1,392,946  

International Value Fund

     22,143,371        4,556,046  

 

10.

Secured Borrowings:

The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2020.

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Climate Opportunities Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $     267,284      $     —      $     —      $     —      $     267,284  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 267,284      $      $      $      $ 267,284  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 267,284  
              

 

 

 
Emerging Markets Equity Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 635,957      $      $      $      $ 635,957  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 635,957      $      $      $      $ 635,957  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 635,957  
              

 

 

 
Global Impact Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $     1,893,833      $      $      $      $     1,893,833  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,893,833      $      $      $      $ 1,893,833  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,893,833  
              

 

 

 

 

 

  68  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
International Equity Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 14,784,653      $      $      $      $ 14,784,653  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 14,784,653      $      $      $      $ 14,784,653  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 14,784,653  
              

 

 

 
International Growth Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 6,031,338      $      $      $      $ 6,031,338  

Exchange-Traded Funds

     486,545                             486,545  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 6,517,883      $      $      $      $ 6,517,883  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 6,517,883      $      $      $      $ 6,517,883  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 6,517,883  
              

 

 

 
International Opportunities Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 12,821,927      $      $      $      $ 12,821,927  

Exchange-Traded Funds

     107,179                 107,179  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 12,929,106      $      $      $      $ 12,929,106  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 12,929,106      $      $      $      $ 12,929,106  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 12,929,106  
              

 

 

 
International Value Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 22,143,371      $      $      $      $ 22,143,371  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     22,143,371      $     —      $     —      $     —      $     22,143,371  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $ 22,143,371  
              

 

 

 

 

  (1) 

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

11.

Investment Transactions:

For the six-month period ended April 30, 2020, 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
     Cost of
Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
     Total Cost of
Purchases
     Total Sales
Proceeds
 

Climate Opportunities Fund

   $ 28,435,665      $ 7,396,419      $      $      $ 28,435,665      $ 7,396,419  

Emerging Markets Equity Fund

     193,756,459        170,315,659          —          —        193,756,459        170,315,659  

Global Impact Fund

     46,522,143        53,506,947                      46,522,143        53,506,947  

International Equity Fund

     215,223,846        298,832,543                      215,223,846        298,832,543  

International Growth Fund

     115,977,673        116,990,862                      115,977,673        116,990,862  

International Opportunities Fund

         1,750,870,803            1,742,831,148            —            —            1,750,870,803            1,742,831,148  

International Value Fund

     336,783,198        543,994,842                      336,783,198        543,994,842  

 

 

  69  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

12.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2020, and the year ended October 31, 2019:

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Climate Opportunities Fund                                    

Class A

                   

Shares Sold

       165,051        $ 1,761,452          217,623        $ 2,212,961  

Shares Issued for Reinvested Dividends

       10,691          119,095          70,113          626,953  

Shares Redeemed

       (55,301        (543,962        (263,084            (2,570,085
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       120,441          1,336,585          24,652          269,829  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       4,021        $ 41,606          9,859        $ 101,885  

Shares Issued for Reinvested Dividends

       803          8,961          22,464          200,803  

Shares Redeemed

       (2,717        (27,368        (135,838        (1,335,866
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,107          23,199          (103,515        (1,033,178
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       105,758        $ 1,185,294          113,745        $ 1,148,629  

Shares Issued for Reinvested Dividends

       5,710          62,820          54,341          483,773  

Shares Redeemed

       (74,531        (721,362        (695,032        (7,375,366
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       36,937          526,752          (526,946        (5,742,964
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

              $          10,204        $ 99,999  

Shares Issued for Reinvested Dividends

       563          6,294          19,448          173,664  

Shares Redeemed

                         (131,575        (1,293,379
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       563          6,294          (101,923        (1,019,716
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       3,207        $ 36,853          10,231        $ 100,268  

Shares Issued for Reinvested Dividends

       522          5,823          19,771          176,697  

Shares Redeemed

       (1        (12        (132,083        (1,298,377
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,728          42,664          (102,081        (1,021,412
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

              $          10,215        $ 100,000  

Shares Issued for Reinvested Dividends

       515          5,744          19,778          176,726  

Shares Redeemed

                         (132,633        (1,302,456
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       515          5,744          (102,640        (1,025,730
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       9        $ 99          10,214        $ 100,105  

Shares Issued for Reinvested Dividends

       582          6,462          19,957          178,619  

Shares Redeemed

                         (132,994        (1,307,336
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       591          6,561          (102,823            (1,028,612
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       23,921        $ 273,269          64,520        $ 658,414  

Shares Issued for Reinvested Dividends

       2,008          22,455          19,950          178,367  

Shares Redeemed

       (5,356        (62,293        (133,051        (1,307,892
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       20,573          233,431          (48,581        (471,111
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,822,375        $ 20,276,028          317,112        $ 3,206,137  

Shares Issued for Reinvested Dividends

       60,316          678,149          139,772          1,258,068  

Shares Redeemed

       (89,577        (944,310        (231,803        (2,356,681
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,793,114          20,009,867          225,081          2,107,524  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       1,978,569        $     22,191,097          (838,776      $     (8,965,370
    

 

 

      

 

 

      

 

 

      

 

 

 
Emerging Markets Equity Fund                                    

Class A

                   

Shares Sold

       740,250        $ 5,857,389          2,872,373        $ 24,823,616  

Shares Issued for Reinvested Dividends

       98,613          929,923          118,135          958,075  

Shares Redeemed

       (629,004        (5,379,590        (5,224,419            (45,128,908
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       209,859          1,407,722          (2,233,911        (19,347,217
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  70  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Emerging Markets Equity Fund – (continued)                                    

Class C

                   

Shares Sold

       13,398        $ 115,166          92,266        $ 788,516  

Shares Issued for Reinvested Dividends

       3,316          30,843          2,391          19,122  

Shares Redeemed

       (85,442        (728,408        (232,746        (1,992,363
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (68,728        (582,399        (138,089        (1,184,725
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       459,545        $ 3,608,910          3,179,444        $ 27,266,920  

Shares Issued for Reinvested Dividends

       58,719          551,371          54,068          436,869  

Shares Redeemed

       (846,004        (7,272,953        (2,649,448            (22,961,059
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (327,740        (3,112,672        584,064          4,742,730  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       23,838        $ 211,687          17,127        $ 149,647  

Shares Issued for Reinvested Dividends

       859          8,081          349          2,837  

Shares Redeemed

       (12,038        (107,983        (17,480        (151,998
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,659          111,785          (4        486  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       3,092        $ 26,780          33,505        $ 296,291  

Shares Issued for Reinvested Dividends

       267          2,567          8,562          69,783  

Shares Redeemed

       (554        (5,339        (664,219        (5,883,302
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,805          24,008          (622,152        (5,517,228
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       16,373        $ 136,198          26,245        $ 228,722  

Shares Issued for Reinvested Dividends

       1,809          16,899          1,613          12,968  

Shares Redeemed

       (4,767        (39,169        (23,431        (200,655
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       13,415          113,928          4,427          41,035  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       15,876        $ 139,212          31,970        $ 280,041  

Shares Issued for Reinvested Dividends

       2,748          25,806          2,340          18,910  

Shares Redeemed

       (12,941        (109,710        (21,807        (186,653
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,683          55,308          12,503          112,298  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       7,063,699        $ 57,715,917          19,774,265        $     176,639,378  

Shares Issued for Reinvested Dividends

       566,603          5,314,734          134,921          1,088,809  

Shares Redeemed

       (4,349,469            (35,181,137        (2,612,633        (22,416,539
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,280,833          27,849,514          17,296,553          155,311,648  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,543,599        $ 11,290,957          3,571,758        $ 30,802,331  

Shares Issued for Reinvested Dividends

       56,006          523,094          5,432          43,618  

Shares Redeemed

       (262,408        (2,070,811        (341,483        (2,918,556
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,337,197          9,743,240          3,235,707          27,927,393  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       4,465,983        $ 35,610,434          18,139,098        $ 162,086,420  
    

 

 

      

 

 

      

 

 

      

 

 

 
Global Impact Fund                                    

Class A

                   

Shares Sold

       134,688        $ 1,417,135          40,145        $ 402,964  

Issued in Merger

       3,556,151          40,870,135                    

Shares Issued for Reinvested Dividends

       12,175          144,394          6,063          56,772  

Shares Redeemed

       (418,406        (4,678,949        (10,179        (107,894
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,284,608          37,752,715          36,029          351,842  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       4,472        $ 49,379                 $  

Issued in Merger

       241,538          2,726,961                    

Shares Issued for Reinvested Dividends

       621          7,239          525          4,833  

Shares Redeemed

       (46,606        (520,840        (712        (7,943
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       200,025          2,262,739       

 

 

 

(187

 

    

 

 

 

(3,110

 

    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  71  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Global Impact Fund – (continued)                                    

Class I

                   

Shares Sold

       381,143        $ 4,271,055          1,112,977        $ 11,628,257  

Issued in Merger

       458,167          5,256,190                    

Shares Issued for Reinvested Dividends

       11,160          131,691          38,324          357,502  

Shares Redeemed

       (463,960        (4,926,662        (203,558        (2,222,573
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       386,510          4,732,274          947,743          9,763,186  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       83,603        $ 894,813          27,940        $ 293,996  

Issued in Merger

       569,209          6,439,177                    

Shares Issued for Reinvested Dividends

       1,931          22,549          159          1,473  

Shares Redeemed

       (140,533        (1,512,553        (3,859        (47,499
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       514,210          5,843,986          24,240          247,970  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       23,713        $ 242,605                 $  

Issued in Merger

       274,255          3,142,747                    

Shares Issued for Reinvested Dividends

       822          9,729          315          2,813  

Shares Redeemed

       (145,497        (1,557,290                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       153,293          1,837,791          315          2,813  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       11,268        $ 126,460                 $  

Issued in Merger

       50,594          574,188                    

Shares Issued for Reinvested Dividends

       203          2,372          162          1,877  

Shares Redeemed

       (36,026        (384,338                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       26,039          318,682          162          1,877  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       82,212        $ 891,674          99,093        $ 1,037,465  

Shares Issued for Reinvested Dividends

       614          7,185          164          1,519  

Shares Redeemed

       (24,849        (260,344        (20,228        (222,232
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       57,977          638,515          79,029          816,752  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       (250,016      $ (2,857,835        38,555        $ 405,280  

Issued in Merger

       1,943,325          22,049,744                    

Shares Issued for Reinvested Dividends

       5,044          59,070          314          2,907  

Shares Redeemed

       (991,902        (11,684,164        (14,038        (146,118
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       706,451          7,566,815          24,831          262,069  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       116,696        $ 1,295,105        $           

Issued in Merger

       117,529          1,356,433                    

Shares Issued for Reinvested Dividends

       21,331          251,280          354,961          3,101,556  

Shares Redeemed

       (2,714,046        (32,484,734                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,458,490            (29,581,916        354,961          3,101,556  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,870,623        $ 31,371,601          1,467,123        $ 14,544,955  
    

 

 

      

 

 

      

 

 

      

 

 

 
International Equity Fund                                    

Class A

                   

Shares Sold

       907,405        $ 9,115,133          2,592,741        $ 26,278,287  

Shares Issued for Reinvested Dividends

       1,338,119          14,853,125          333,282          3,122,818  

Shares Redeemed

       (6,967,198        (67,812,864        (14,792,519            (149,705,605
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,721,674        (43,844,606        (11,866,496        (120,304,500
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       39,925        $ 396,008          140,424        $ 1,389,981  

Shares Issued for Reinvested Dividends

       45,785          502,256          13,496          125,651  

Shares Redeemed

       (905,790        (8,910,396        (3,276,760        (32,730,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (820,080        (8,012,132        (3,122,840        (31,214,899
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       334,352        $ 3,454,428          1,082,382        $ 11,163,862  

Shares Issued for Reinvested Dividends

       180,224          2,022,109          52,007          491,774  

Shares Redeemed

       (2,031,531        (19,433,749        (5,615,916        (56,506,085
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,516,955        (13,957,212        (4,481,527        (44,850,449
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  72  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
International Equity Fund – (continued)                                    

Class R3

                   

Shares Sold

       107,925        $ 981,523          125,914        $ 1,276,623  

Shares Issued for Reinvested Dividends

       27,297          301,361          7,971          74,263  

Shares Redeemed

       (333,404        (3,442,494        (581,947        (5,903,342
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (198,182        (2,159,610        (448,062        (4,552,456
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       179,145        $ 1,878,446          231,864        $ 2,315,279  

Shares Issued for Reinvested Dividends

       13,681          152,127          4,788          44,854  

Shares Redeemed

       (242,655        (2,561,251        (980,442        (9,961,102
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (49,829        (530,678        (743,790        (7,600,969
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       918,204        $ 8,904,207          80,939        $ 751,945  

Shares Issued for Reinvested Dividends

       5,112          49,894          795          6,564  

Shares Redeemed

       (108,114        (911,896        (30,972        (287,930
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       815,202          8,042,205          50,762          470,579  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,155,502        $ 12,168,475          1,772,671        $ 18,891,609  

Shares Issued for Reinvested Dividends

       62,967          709,639          3,445          32,690  

Shares Redeemed

       (342,868        (3,521,000        (199,233        (2,069,923
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       875,601          9,357,114          1,576,883          16,854,376  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       713,123        $ 6,998,298          2,255,257        $ 23,782,874  

Shares Issued for Reinvested Dividends

       75,384          845,813          17,151          161,978  

Shares Redeemed

       (2,012,496        (19,754,932        (1,895,604        (19,618,935
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,223,989        (11,910,821        376,804          4,325,917  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,278,025        $ 12,571,383          1,173,152        $ 12,133,218  

Shares Issued for Reinvested Dividends

       152,159          1,714,836          37,078          352,077  

Shares Redeemed

       (965,685        (9,556,956        (1,995,684        (20,671,355
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       464,499          4,729,263          (785,454        (8,186,060
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (6,375,407      $     (58,286,477        (19,443,720      $     (195,058,461
    

 

 

      

 

 

      

 

 

      

 

 

 
International Growth Fund                                    

Class A

                   

Shares Sold

       520,115        $ 7,310,181          963,478        $ 12,911,824  

Shares Issued for Reinvested Dividends

       46,525          715,084          751,085          9,175,761  

Shares Redeemed

       (767,078        (10,662,631        (1,754,064            (23,723,733
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (200,438        (2,637,366        (39,501        (1,636,148
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       35,054        $ 462,133          100,260        $ 1,221,549  

Shares Issued for Reinvested Dividends

                         51,427          573,408  

Shares Redeemed

       (103,222        (1,308,635        (256,280        (3,167,487
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (68,168        (846,502        (104,593        (1,372,530
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       547,963        $ 7,987,109          878,780        $ 11,435,119  

Shares Issued for Reinvested Dividends

       25,665          390,108          208,673          2,526,999  

Shares Redeemed

       (777,647        (10,684,103        (901,920        (12,112,098
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (204,019        (2,306,886        185,533          1,850,020  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       4,200        $ 58,387          14,942        $ 204,257  

Shares Issued for Reinvested Dividends

       96          1,497          2,250          27,856  

Shares Redeemed

       (3,988        (60,059        (13,592        (193,012
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       308          (175        3,600          39,101  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       20,724        $ 290,462          90,037        $ 1,219,247  

Shares Issued for Reinvested Dividends

       731          11,593          19,891          250,050  

Shares Redeemed

       (19,192        (274,328        (449,087        (6,281,582
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,263          27,727          (339,159        (4,812,285
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  73  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
International Growth Fund – (continued)                                    

Class R5

                   

Shares Sold

       449,908        $ 6,782,077          392,949        $ 5,565,805  

Shares Issued for Reinvested Dividends

       16,244          258,611          137,294          1,740,581  

Shares Redeemed

       (264,241        (3,794,026        (351,317        (4,899,858
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       201,911          3,246,662          178,926          2,406,528  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       107,182        $ 1,605,710          193,511        $ 2,776,094  

Shares Issued for Reinvested Dividends

       2,157          34,507          6,082          77,484  

Shares Redeemed

       (48,545        (683,335        (36,731        (526,713
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       60,794          956,882          162,862          2,326,865  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       88,874        $ 1,292,032          273,799        $ 3,878,373  

Shares Issued for Reinvested Dividends

       9,935          158,669          99,026          1,259,942  

Shares Redeemed

       (220,109        (3,140,664        (308,068        (4,364,217
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (121,300        (1,689,963        64,757          774,098  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,465,491        $ 20,136,217          2,411,917        $ 32,533,248  

Shares Issued for Reinvested Dividends

       75,248          1,145,272          641,953          7,789,236  

Shares Redeemed

       (995,609            (13,912,210        (2,082,551)          (28,174,789)  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       545,130          7,369,279          971,319          12,147,695  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       216,481        $ 4,119,658          1,083,744        $ 11,723,344  
    

 

 

      

 

 

      

 

 

      

 

 

 
International Opportunities Fund                                    

Class A

                   

Shares Sold

       1,566,986        $ 23,206,069          2,917,598        $ 42,927,574  

Shares Issued for Reinvested Dividends

       372,741          6,142,769          1,242,589          16,665,281  

Shares Redeemed

       (3,262,711        (47,463,421        (7,397,677        (108,558,523
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,322,984        (18,114,583        (3,237,490        (48,965,668
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       65,214        $ 858,320          287,524        $ 3,685,462  

Shares Issued for Reinvested Dividends

       17,705          254,592          110,953          1,299,711  

Shares Redeemed

       (487,626        (6,309,300        (1,434,437        (18,392,689
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (404,707        (5,196,388        (1,035,960        (13,407,516
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       5,227,828        $ 75,376,699          7,905,153        $ 114,497,238  

Shares Issued for Reinvested Dividends

       337,884          5,524,402          1,064,219          14,186,661  

Shares Redeemed

       (6,196,767        (85,098,640        (17,865,550            (253,613,960
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (631,055        (4,197,539        (8,896,178        (124,930,061
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       218,895        $ 3,225,216          535,837        $ 7,937,648  

Shares Issued for Reinvested Dividends

       26,493          445,087          127,906          1,745,493  

Shares Redeemed

       (791,301        (12,217,855        (1,326,983        (19,962,202
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (545,913        (8,547,552        (663,240        (10,279,061
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       778,417        $ 12,100,784          1,573,978        $ 24,103,430  

Shares Issued for Reinvested Dividends

       84,480          1,443,764          365,945          5,079,398  

Shares Redeemed

       (2,214,344        (35,303,139        (4,149,538        (63,892,340
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,351,447        (21,758,591        (2,209,615        (34,709,512
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       4,968,491        $ 81,764,516          4,185,315        $ 65,017,143  

Shares Issued for Reinvested Dividends

       211,604          3,641,724          577,408          8,077,933  

Shares Redeemed

       (2,257,960        (35,645,741        (5,168,074        (80,337,628
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,922,135          49,760,499          (405,351        (7,242,552
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       5,515,867        $ 88,114,375          17,136,452        $ 261,290,187  

Shares Issued for Reinvested Dividends

       640,398          11,085,289          1,470,907          20,677,025  

Shares Redeemed

       (3,505,111        (54,907,165        (12,759,086        (201,483,429
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,651,154          44,292,499          5,848,273          80,483,783  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  74  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
International Opportunities Fund – (continued)                                    

Class Y

                   

Shares Sold

       10,989,945        $ 173,252,769          15,176,458        $ 235,020,307  

Shares Issued for Reinvested Dividends

       965,804          16,718,063          2,644,048          37,202,380  

Shares Redeemed

       (7,813,277            (121,682,685        (25,240,924        (390,656,483
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,142,472          68,288,147          (7,420,418        (118,433,796
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       5,315,669        $ 74,808,287          13,129,724        $ 193,234,643  

Shares Issued for Reinvested Dividends

       643,786          10,525,899          1,829,291          24,339,488  

Shares Redeemed

       (8,456,996        (124,778,441        (13,752,086        (201,632,786
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,497,541        (39,444,255        1,206,929          15,941,345  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,962,114        $ 65,082,237          (16,813,050      $     (261,543,038
    

 

 

      

 

 

      

 

 

      

 

 

 
International Value Fund                                    

Class A

                   

Shares Sold

       3,630,887        $ 41,326,461          5,106,208        $ 70,322,957  

Shares Issued for Reinvested Dividends

       392,547          5,856,795          1,457,954          19,311,300  

Shares Redeemed

       (3,172,881        (38,148,673        (11,817,573        (163,264,806
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       850,553          9,034,583          (5,253,411        (73,630,549
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       10,351        $ 141,908          38,415        $ 524,595  

Shares Issued for Reinvested Dividends

       19,667          291,273          112,692          1,476,446  

Shares Redeemed

       (385,699        (4,796,770        (722,163        (9,859,840
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (355,681        (4,363,589        (571,056        (7,858,799
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       21,992,774        $ 235,814,635          43,594,443        $ 622,670,966  

Shares Issued for Reinvested Dividends

       2,088,548          31,453,537          4,347,079          58,169,041  

Shares Redeemed

       (23,995,277        (280,386,082        (38,886,202        (541,912,459
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       86,045          (13,117,910        9,055,320          138,927,548  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       6,106        $ 76,108          22,612        $ 305,593  

Shares Issued for Reinvested Dividends

       761          11,482          2,689          35,897  

Shares Redeemed

       (14,173        (208,607        (35,616        (511,787
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (7,306        (121,017        (10,315        (170,297
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       155,527        $ 2,126,896          34,664        $ 482,147  

Shares Issued for Reinvested Dividends

       4,051          60,730          3,130          41,741  

Shares Redeemed

       (30,408        (380,450        (37,104        (519,728
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       129,170          1,807,176          690          4,160  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       812,236        $ 9,019,659          2,362,880        $ 33,294,216  

Shares Issued for Reinvested Dividends

       69,714          1,052,666          178,409          2,391,166  

Shares Redeemed

       (247,128        (3,175,113        (2,184,059        (31,008,267
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       634,822          6,897,212          357,230          4,677,115  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

                   

Shares Sold

       522,667        $ 5,589,561          12,012,749        $ 172,441,643  

Shares Issued for Reinvested Dividends

       351,708          5,419,824                    

Shares Redeemed

       (205,885        (2,433,617        (680,233        (9,917,943
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       668,490          8,575,768          11,332,516          162,523,700  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       4,953,892        $ 61,384,737          19,777,516        $ 282,137,117  

Shares Issued for Reinvested Dividends

       995,869          15,346,347          2,748,802          37,620,509  

Shares Redeemed

       (21,586,590        (250,891,288        (25,245,214            (356,808,372
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (15,636,829        (174,160,204     

 

 

 

(2,718,896

 

    

 

 

 

(37,050,746

 

    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       4,565,611        $ 59,698,695          15,084,526        $ 211,504,180  

Shares Issued for Reinvested Dividends

       597,006          8,990,903          1,828,032          24,449,564  

Shares Redeemed

       (8,001,291        (88,142,427        (22,819,790        (325,324,088
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,838,674        (19,452,829        (5,907,232        (89,370,344
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (16,469,410      $ (184,900,810        6,284,846        $ 98,051,788  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

  (1) 

Inception date was February 28, 2019

 

 

  75  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

13.

Fund Reorganization:

At a meeting held August 6-7, 2019, the Board of Directors of the Company approved an Agreement and Plan of Reorganization that provided for the reorganization of The Hartford International Small Company Fund (the “International Small Company Fund”), a series of the Company, with and into the Global Impact Fund, a separate series of the Company (the “Reorganization”).

Pursuant to the terms of the Agreement and Plan of Reorganization, after the close of business on November 22, 2019, the International Small Company Fund transferred all of its assets to the Global Impact Fund, in exchange for shares of the Global Impact Fund and the assumption of all of the liabilities of the International Small Company Fund by the Global Impact Fund.

After the close of business on November 22, 2019, the consummation of the Reorganization was accomplished by a tax-free exchange of shares of the Global Impact Fund in the following amounts:

 

Share Class

   Net assets of International
Small Company Fund as of
the close of business  on
November 22, 2019
(“Reorganization Date”)
     Shares of the International
Small Company Fund as of
the Reorganization  Date
     Value of Shares Issued by
Global Impact Fund
     Shares Issued By Global
Impact Fund
     Net Assets of the Global
Impact Fund immediately
after the Reorganization
 

Class A

   $     40,870,135        3,497,018      $ 40,870,135        3,556,151      $ 41,662,028  

Class C

     2,726,961        265,134        2,726,961        241,538        2,765,829  

Class I

     5,256,190        453,959        5,256,190        458,167        19,495,626  

Class R3

     6,439,177        545,236        6,439,177        569,209        6,743,012  

Class R4

     3,142,747        264,884        3,142,747        274,255        3,170,337  

Class R5

     574,188        48,210        574,188        50,594        690,320  

Class R6

     N/A        N/A        N/A        N/A        986,093  

Class Y

     22,049,744        1,852,131        22,049,744        1,943,325        22,354,435  

Class F

     1,356,433        118,490        1,356,433        117,529        32,567,024  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 
   $ 82,415,575        7,045,062      $     82,415,575        7,210,768      $     130,434,704  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Each shareholder of a share class of International Small Company Fund received shares of the same share class of the Global Impact Fund with the same class designation and at the respective class NAV, as determined on the Reorganization Date.

Some of the investments held by International Small Company Fund may have been purchased or sold prior to the Reorganization for the purpose of complying with the anticipated investment policies or limitations of the Global Impact Fund after the Reorganization. The expenses associated with the Reorganization other than brokerage-related expenses, including stamp taxes and other similar transaction costs, were borne by HFMC or its affiliates.

As of the Reorganization Date the International Small Company Fund had investments valued at $82,029,834 with a cost basis of $80,872,975. For financial reporting purposes, assets received, liabilities assumed and shares issued by the Global Impact Fund were recorded at fair value; however, the cost basis of the investments received by the Global Impact Fund from International Small Company Fund were carried forward to align ongoing reporting of the Global Impact Fund’s realized and unrealized gains and losses with amounts distributable to shareholders for tax purposes.

The aggregate net assets of the Global Impact Fund immediately after the acquisition were $130,434,704 which included $1,156,859 of acquired unrealized appreciation.

Assuming the Reorganization had been completed on November 1, 2019, the Global Impact Fund’s pro-forma results of operations for the period ended April 30, 2020 (unaudited) are as follows:

 

Net investment income

   $ 393,691  

Net realized and unrealized gain (loss) on investments

   $ (12,832,692

Net increase (decrease) in net assets from operations

   $ (12,439,001

 

14.

Line of Credit:

The Funds participate in a committed line of credit pursuant to a credit agreement dated March 5, 2020. Each Fund may borrow under the line of credit for temporary or emergency purposes. These Funds (together with certain other Hartford Funds) may borrow up to $350 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 ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended April 30, 2020, none of the Funds had borrowings under this facility.

 

 

  76  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

15.

Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16.

Recent Accounting Pronouncement:

The FASB issued ASU 2017-08 (the “ASU”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and effective for private entities one year later. Management has evaluated the implication of additional disclosure and determined there is no impact to the Funds’ financial statements.

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

 

17.

Change in Independent Registered Public Accounting Firm:

On November 6, 2019, the Company, on behalf of its Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.

On November 6, 2019, the Audit Committee of the Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).

 

18.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2020, events and transactions subsequent to April 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended October 31, 2020.

The affects to public health, business and market conditions resulting from the coronavirus (COVID-19) pandemic that escalated during the first quarter of 2020 and has extended into the second quarter of 2020 may have a significant negative impact on the performance of the Funds’ investments. The extent and duration of this impact is currently unclear.

 

 

  77  

 


Hartford International/Global Equity Funds

 

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

 

 

  78  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

 

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

 


 

 

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; 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 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 Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2020


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

Mutual funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Advisory services are provided by Hartford Funds Management Company, LLC (HFMC). Certain funds are sub-advised by Wellington Management Company LLP and/or Schroder Investment Management North America Inc. Schroder Investment Management North America Ltd. serves as a sub-sub-adviser to certain funds. Hartford Funds refers to HFD and HFMC, which are not affiliated with any sub-adviser.

MFSAR-GE20    06/20    217382    Printed in U.S.A.

 

LOGO


LOGO


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Fixed Income Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2019 through April 30, 2020.

Market Review

During the six months ended April 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.16%. The results for the period reflect the volatility and uncertainty

 

that continued to grip markets under the shadow of the ongoing coronavirus disease (COVID-19) pandemic, as global authorities grappled with rising infection rates, overwhelmed hospitals, and devastated economies shut down by social distancing.

Prior to the initial COVID-19 outbreak in China, “normal” macro events dominated the headlines. The new United States-Mexico-Canada Agreement signed in early 2020 was seen as a potential positive for North American trade. Tensions around the U.S.-China trade dispute subsided with the signing in January 2020 of a Phase One agreement on tariffs and trade reforms. In the U.S., investors appeared to take the impeachment trial of President Trump in stride.

But starting in March, the expanding coronavirus pandemic devastated the world’s economies, triggering a global recession, record U.S. unemployment, extreme market volatility, and the end of the longest bull market in U.S. economic history.

Through March and April, global economic leaders, including the U.S. Federal Reserve (Fed), responded quickly. In adopting a vigorous “whatever-it-takes” rescue strategy, the Fed acted to inject liquidity into the markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of U.S. Treasuries, agency-backed securities, corporate bonds, and municipal fixed-income issues. On the fiscal side, the U.S. government unveiled a series of policy initiatives designed to reduce layoffs, assist small businesses, and stabilize stressed-out healthcare systems.

On March 27, 2020, the U.S. Congress enacted a $2 trillion economic stimulus package – the largest fiscal rescue package in U.S. history – providing some $350 billion in small-business loans to cover salaries, rent, paid leave, and other necessities. That loan package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.

By April 30, 2020, some state and local governments were carefully weighing the gradual lifting of the stay-at-home orders that had been put in place in an effort to control the spread of the virus.

Needless to say, it’s impossible to predict how or when the economic and social damages caused by this global pandemic will be fully repaired. In these uncertain times, it’s more important than ever to maintain a strong relationship with your financial professional.

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

 

LOGO

James Davey

President

Hartford Funds

 

1 

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

 

The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.


Hartford Fixed Income Funds

Table of Contents

 

Fund Overview

     2  

Benchmark Glossary

     15  

Expense Examples

     16  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Emerging Markets Local Debt Fund

     19  

The Hartford Floating Rate Fund

     31  

The Hartford Floating Rate High Income Fund

     38  

The Hartford High Yield Fund

     45  

The Hartford Inflation Plus Fund

     51  

Hartford Municipal Income Fund

     58  

The Hartford Municipal Opportunities Fund

     63  

Hartford Municipal Short Duration Fund

     72  

The Hartford Quality Bond Fund

     76  

The Hartford Short Duration Fund

     81  

The Hartford Strategic Income Fund

     94  

The Hartford Total Return Bond Fund

     121  

The Hartford World Bond Fund

     146  

Glossary

     161  

Statements of Assets and Liabilities

     162  

Statements of Operations

     166  

Statements of Changes in Net Assets

     168  

Financial Highlights

     173  

Notes to Financial Statements

     189  

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

     233  

Quarterly Portfolio Holdings Information

     233  


The Hartford Emerging Markets Local Debt Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 05/31/2011

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks capital appreciation and income.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     -12.99%        -7.20%        -0.74%        -0.91%  

Class A4

     -16.91%        -11.37%        -1.65%        -1.42%  

Class C3

     -13.36%        -7.98%        -1.51%        -1.67%  

Class C5

     -14.21%        -8.86%        -1.51%        -1.67%  

Class I3

     -13.09%        -7.14%        -0.51%        -0.69%  

Class R33

     -13.00%        -7.18%        -0.95%        -1.18%  

Class R43

     -13.07%        -7.41%        -0.79%        -0.96%  

Class R53

     -12.91%        -7.02%        -0.56%        -0.70%  

Class Y3

     -12.98%        -6.94%        -0.43%        -0.64%  

Class F3

     -12.87%        -6.85%        -0.41%        -0.64%  

JP Morgan GBI Emerging Markets Global Diversified Index

     -9.91%        -2.68%        0.44%        -0.75%  

 

1 

Not Annualized

2 

Inception: 05/31/2011

3 

Without sales charge

4 

Reflects maximum sales charge of 4.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.36%        1.19%  

Class C

     2.10%        1.94%  

Class I

     1.02%        0.94%  

Class R3

     1.65%        1.49%  

Class R4

     1.35%        1.19%  

Class R5

     1.05%        0.89%  

Class Y

     1.03%        0.89%  

Class F

     0.93%        0.84%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses.. These arrangements

  remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund. Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

 

Corporate Bonds

     29.0

Foreign Government Obligations

     64.5  
  

 

 

 

Total

     93.5
  

 

 

 

Short-Term Investments

     4.2  

Purchased Options

     0.3  

Other Assets & Liabilities

     2.0  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  2  

 


The Hartford Floating Rate Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 04/29/2005

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -8.13%        -7.87%        1.20%        2.86%  

Class A3

     -10.88%        -10.64%        0.58%        2.55%  

Class C2

     -8.50%        -8.55%        0.45%        2.10%  

Class C4

     -9.40%        -9.43%        0.45%        2.10%  

Class I2

     -8.02%        -7.62%        1.48%        3.13%  

Class R32

     -8.18%        -8.03%        0.95%        2.60%  

Class R42

     -8.02%        -7.76%        1.22%        2.86%  

Class R52

     -7.93%        -7.56%        1.48%        3.15%  

Class Y2

     -7.93%        -7.48%        1.52%        3.20%  

Class F2

     -7.86%        -7.44%        1.56%        3.18%  

S&P/LSTA Leveraged Loan Index

     -7.14%        -6.61%        1.85%        3.39%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 3.00%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.00%        1.00%  

Class C

     1.74%        1.74%  

Class I

     0.72%        0.72%  

Class R3

     1.33%        1.26%  

Class R4

     1.06%        1.01%  

Class R5

     0.77%        0.77%  

Class Y

     0.73%        0.73%  

Class F

     0.65%        0.65%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses

  reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until at least 2/28/21. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Fixed income security risks include credit, liquidity, call, duration, event and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

The Fund should not be considered an alternative to certificates of deposit (CDs) or money market funds. This Fund is intended for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     0.5

Warrants

     0.0
  

 

 

 

Total

     0.5
  

 

 

 

Fixed Income Securities

 

Convertible Bonds

     0.2

Corporate Bonds

     6.4  

Senior Floating Rate Interests

     81.1  
  

 

 

 

Total

     87.7
  

 

 

 

Short-Term Investments

     12.7  

Other Assets & Liabilities

     (0.9
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

 

 

  3  

 


The Hartford Floating Rate High Income Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 09/30/2011

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     -8.79%        -8.49%        1.33%        3.47%  

Class A4

     -11.53%        -11.24%        0.72%        3.11%  

Class C3

     -9.15%        -9.18%        0.58%        2.70%  

Class C5

     -10.04%        -10.06%        0.58%        2.70%  

Class I3

     -9.02%        -8.52%        1.52%        3.70%  

Class R33

     -9.01%        -8.75%        1.05%        3.16%  

Class R43

     -8.72%        -8.43%        1.36%        3.47%  

Class R53

     -8.61%        -8.19%        1.85%        3.89%  

Class Y3

     -8.62%        -8.11%        1.66%        3.77%  

Class F3

     -8.69%        -8.26%        1.61%        3.75%  

S&P/LSTA Leveraged Loan Index

     -7.14%        -6.61%        1.85%        3.68%  

 

1 

Not Annualized

2 

Inception: 09/30/2011

3 

Without sales charge

4 

Reflects maximum sales charge of 3.00%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross    Net  

Class A

   1.15%      1.06%  

Class C

   1.89%      1.81%  

Class I

   0.88%      0.81%  

Class R3

   1.51%      1.36%  

Class R4

   1.21%      1.06%  

Class R5

   0.89%      0.76%  

Class Y

   0.90%      0.79%  

Class F

   0.79%      0.76%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements

  remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Fixed income security risks include credit, liquidity, call, duration, event and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Restricted securities may be more difficult to sell and price than other securities.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is intended for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type (1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.4

Exchange-Traded Funds

     3.3  

Warrants

     0.0
  

 

 

 

Total

     3.7
  

 

 

 

Fixed Income Securities

  

Convertible Bonds

     0.3

Corporate Bonds

     9.4  

Senior Floating Rate Interests

     77.7  
  

 

 

 

Total

     87.4
  

 

 

 

Short-Term Investments

     12.1  

Other Assets & Liabilities

     (3.2
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

 

 

  4  

 


The Hartford High Yield Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 09/30/1998

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -7.10%        -4.33%        2.40%        4.76%  

Class A3

     -11.28%        -8.63%        1.46%        4.28%  

Class C2

     -7.35%        -4.93%        1.65%        3.99%  

Class C4

     -8.25%        -5.85%        1.65%        3.99%  

Class I2

     -6.95%        -4.05%        2.70%        5.05%  

Class R32

     -7.24%        -4.61%        2.11%        4.46%  

Class R42

     -7.09%        -4.31%        2.43%        4.77%  

Class R52

     -6.95%        -4.03%        2.72%        5.06%  

Class Y2

     -6.85%        -3.93%        2.73%        5.09%  

Class F2

     -6.97%        -4.03%        2.74%        5.06%  

Bloomberg Barclays U.S. Corporate High Yield Bond Index

     -6.62%        -4.11%        3.44%        5.86%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 4.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.18%        1.06%  

Class C

     1.88%        1.81%  

Class I

     0.84%        0.81%  

Class R3

     1.47%        1.36%  

Class R4

     1.17%        1.06%  

Class R5

     0.86%        0.76%  

Class Y

     0.86%        0.80%  

Class F

     0.75%        0.71%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such

  arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, event and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.2

Escrows

     0.8  
  

 

 

 

Total

     1.0
  

 

 

 

Fixed Income Securities

  

Convertible Bonds

     2.1

Corporate Bonds

     88.6  

Senior Floating Rate Interests

     3.1  
  

 

 

 

Total

     93.8
  

 

 

 

Short-Term Investments

     2.5  

Other Assets & Liabilities

     2.7  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  5  

 


The Hartford Inflation Plus Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 10/31/2002

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     1.83%        4.40%        1.76%        2.29%  

Class A3

     -2.75%        -0.29%        0.83%        1.82%  

Class C2

     1.38%        3.63%        0.98%        1.52%  

Class C4

     0.38%        2.63%        0.98%        1.52%  

Class I2

     1.95%        4.78%        2.01%        2.55%  

Class R32

     1.59%        4.10%        1.40%        1.94%  

Class R42

     1.74%        4.32%        1.70%        2.23%  

Class R52

     1.85%        4.68%        2.00%        2.53%  

Class Y2

     1.96%        4.69%        2.07%        2.61%  

Class F2

     1.91%        4.74%        2.03%        2.55%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     3.08%        6.16%        2.41%        2.58%  

Bloomberg Barclays U.S. TIPS Index

     5.08%        9.46%        3.08%        3.52%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 4.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     0.88%        0.85%  

Class C

     1.59%        1.59%  

Class I

     0.55%        0.55%  

Class R3

     1.17%        1.17%  

Class R4

     0.87%        0.87%  

Class R5

     0.57%        0.57%  

Class Y

     0.56%        0.56%  

Class F

     0.45%        0.45%  
*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class A. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. 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. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Mortgage-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     3.1

Corporate Bonds

     1.0  

Foreign Government Obligations

     6.8  

Senior Floating Rate Interests

     5.3  

U.S. Government Agencies(2)

     12.8  

U.S. Government Securities

     76.5  
  

 

 

 

Total

     105.5
  

 

 

 

Short-Term Investments

     11.0  

Purchased Options

     0.0

Other Assets & Liabilities

     (16.5
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  6  

 


Hartford Municipal Income Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 05/29/2015

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      Since
Inception2
 

Class A3

     -2.85%        1.02%        2.99%  

Class A4

     -7.22%        -3.53%        2.03%  

Class C3

     -3.30%        0.42%        2.60%  

Class C5

     -4.25%        -0.56%        2.60%  

Class I4

     -2.75%        1.25%        3.24%  

Class F4

     -2.62%        1.41%        3.27%  

Bloomberg Barclays Municipal Bond Index

     -1.33%        2.16%        3.14%  

 

1 

Not Annualized

2 

Inception: 05/29/2015

3 

Without sales charge

4 

Reflects maximum sales charge of 4.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.00%        0.70%  

Class C

     1.75%        1.45%  

Class I

     0.75%        0.47%  

Class F

     0.70%        0.40%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.  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. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.

Composition of Municipal Bonds(1)

as of April 30, 2020

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     6.4

Development

     3.2  

Education

     2.0  

Facilities

     0.5  

General Obligation

     12.5  

Higher Education

     7.4  

Housing

     1.3  

Medical

     5.7  

Mello-Roos District

     0.8  

Multifamily Housing

     0.3  

Nursing Homes

     6.2  

Other(2)

     9.5  

Pollution

     0.4  

Power

     2.8  

School District

     11.5  

Single Family Housing

     5.3  

Student Loan

     0.2  

Tobacco

     2.7  

Transportation

     11.5  

Utilities

     2.6  

Water

     1.0  

Short-Term Investments

     5.7  

Other Assets & Liabilities

     0.5  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

For Fund compliance purposes, the Fund may not use the same classification system. 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.

 

 

 

  7  

 


The Hartford Municipal Opportunities Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 05/31/2007

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -3.01%        0.40%        2.56%        3.72%  

Class A3

     -7.37%        -4.12%        1.62%        3.24%  

Class C2

     -3.48%        -0.47%        1.76%        2.94%  

Class C4

     -4.44%        -1.45%        1.76%        2.94%  

Class I2

     -2.89%        0.65%        2.80%        3.98%  

Class Y2

     -3.02%        0.62%        2.78%        3.97%  

Class F2

     -2.86%        0.72%        2.83%        3.99%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

     -0.67%        2.37%        2.67%        3.34%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 4.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, 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 Y shares commenced operations on 5/31/18. Performance prior to that date is that of the Fund’s Class I shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     0.70%        0.70%  

Class C

     1.46%        1.46%  

Class I

     0.46%        0.46%  

Class Y

     0.47%        0.47%  

Class F

     0.39%        0.39%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. 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. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.

Composition of Municipal Bonds(1)

as of April 30, 2020

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     6.3

Bond Bank

     0.1  

Development

     2.4  

Education

     1.5  

Facilities

     0.4  

General Obligation

     14.5  

Higher Education

     2.8  

Housing

     0.8  

Medical

     7.8  

Mello-Roos District

     0.9  

Multifamily Housing

     1.1  

Nursing Homes

     6.8  

Other (2)

     17.1  

Pollution

     0.5  

Power

     2.7  

School District

     8.8  

Single Family Housing

     5.2  

Student Loan

     0.4  

Tobacco

     3.0  

Transportation

     9.0  

Utilities

     0.9  

Water

     2.8  

Short-Term Investments

     2.9  

Other Assets & Liabilities

     1.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

For Fund compliance purposes, the Fund may not use the same classification system. 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.

 

 

 

  8  

 


Hartford Municipal Short Duration Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 05/29/2015

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      Since
Inception2
 

Class A3

     -1.88%        0.06%        1.12%  

Class A4

     -6.29%        -4.44%        0.18%  

Class C3

     -2.25%        -0.51%        0.71%  

Class C5

     -3.22%        -1.49%        0.71%  

Class I3

     -1.87%        0.13%        1.34%  

Class F3

     -1.83%        0.26%        1.36%  

Bloomberg Barclays Municipal Bond Short 1-5 Year Index

     0.14%        1.99%        1.58%  

 

1 

Not Annualized

2 

Inception: 05/29/2015

3 

Without sales charge

4 

Reflects maximum sales charge of 4.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.10%        0.70%  

Class C

     1.83%        1.45%  

Class I

     0.82%        0.47%  

Class F

     0.80%        0.40%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. 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. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.

Composition of Municipal Bonds(1)

as of April 30, 2020

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     6.5

Development

     4.3  

Education

     1.6  

General Obligation

     6.5  

Higher Education

     4.5  

Housing

     2.4  

Medical

     7.7  

Mello-Roos District

     1.1  

Nursing Homes

     8.6  

Other(2)

     12.4  

Pollution

     0.8  

Power

     4.8  

School District

     7.6  

Single Family Housing

     6.3  

Student Loan

     1.5  

Tobacco

     5.7  

Transportation

     8.6  

Utilities

     1.3  

Water

     1.9  

Short-Term Investments

     4.6  

Other Assets & Liabilities

     1.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

For Fund compliance purposes, the Fund may not use the same classification system. 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.

 

 

 

  9  

 


The Hartford Quality Bond Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 11/30/2012

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years     

Since

Inception2

 

Class A3

     4.47%        9.74%        3.07%        2.73%  

Class A4

     -0.23%        4.81%        2.12%        2.10%  

Class C3

     4.02%        8.89%        2.28%        1.95%  

Class C5

     3.02%        7.89%        2.28%        1.95%  

Class I3

     4.57%        10.02%        3.33%        3.00%  

Class R33

     4.32%        9.30%        2.80%        2.44%  

Class R43

     4.61%        10.03%        3.29%        2.87%  

Class R53

     4.61%        10.04%        3.47%        3.09%  

Class Y3

     4.64%        10.40%        3.46%        3.09%  

Class F3

     4.64%        10.16%        3.40%        3.06%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.22%  

 

1 

Not Annualized

2 

Inception: 11/30/2012

3 

Without sales charge

4 

Reflects maximum sales charge of 4.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     0.95%        0.86%  

Class C

     1.68%        1.61%  

Class I

     0.64%        0.61%  

Class R3

     1.28%        1.20%  

Class R4

     0.98%        0.95%  

Class R5

     0.68%        0.65%  

Class Y

     0.67%        0.55%  

Class F

     0.56%        0.45%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual

  expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.  Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.  The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk.  Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk.  Restricted securities may be more difficult to sell and price than other securities.  Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.  The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     20.4

Corporate Bonds

     0.2  

U.S. Government Agencies(2)

     96.0  

U.S. Government Securities

     0.8  
  

 

 

 

Total

     117.4
  

 

 

 

Short-Term Investments

     13.5  

Other Assets & Liabilities

     (30.9
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  10  

 


The Hartford Short Duration Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 10/31/2002

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide current income and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -1.13%        1.09%        1.74%        2.03%  

Class A3

     -3.10%        -0.93%        1.33%        1.83%  

Class C2

     -1.49%        0.34%        0.98%        1.27%  

Class C4

     -2.47%        -0.64%        0.98%        1.27%  

Class I2

     -1.08%        1.38%        2.02%        2.33%  

Class R32

     -1.31%        0.83%        1.48%        1.83%  

Class R42

     -1.16%        1.18%        1.75%        2.09%  

Class R52

     -1.02%        1.44%        2.06%        2.35%  

Class R62

     -0.99%        1.52%        2.10%        2.38%  

Class Y2

     -1.01%        1.45%        2.07%        2.37%  

Class F2

     -0.87%        1.53%        2.10%        2.37%  

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index

     2.58%        4.94%        2.01%        1.66%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 2.00%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, 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 2/28/19. Performance prior to that date is that of the Fund’s Class Y shares. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     0.84%        0.81%  

Class C

     1.56%        1.56%  

Class I

     0.53%        0.53%  

Class R3

     1.17%        1.17%  

Class R4

     0.87%        0.87%  

Class R5

     0.57%        0.57%  

Class R6

     0.45%        0.45%  

Class Y

     0.54%        0.54%  

Class F

     0.45%        0.45%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class A. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual

  expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.  Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.  Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Restricted securities may be more difficult to sell and price than other 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.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     18.4

Corporate Bonds

     53.2  

Foreign Government Obligations

     0.1  

Municipal Bonds

     0.5  

Senior Floating Rate Interests

     16.5  

U.S. Government Agencies(2)

     8.2  

U.S. Government Securities

     1.1  
  

 

 

 

Total

     98.0
  

 

 

 

Short-Term Investments

     3.3  

Other Assets & Liabilities

     (1.3
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  11  

 


The Hartford Strategic Income Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 05/31/2007

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks to provide current income and long-term total return.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -2.52%        1.74%        3.46%        4.38%  

Class A3

     -6.90%        -2.84%        2.51%        3.90%  

Class C2

     -2.78%        1.01%        2.67%        3.61%  

Class C4

     -3.74%        0.04%        2.67%        3.61%  

Class I2

     -2.35%        2.04%        3.72%        4.66%  

Class R32

     -2.67%        1.54%        3.14%        4.16%  

Class R42

     -2.51%        1.74%        3.45%        4.43%  

Class R52

     -2.36%        2.08%        3.77%        4.70%  

Class R62

     -2.33%        2.01%        3.83%        4.75%  

Class Y2

     -2.47%        1.94%        3.79%        4.74%  

Class F2

     -2.44%        2.13%        3.77%        4.68%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.96%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 4.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 4/2/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.03%        0.95%  

Class C

     1.75%        1.70%  

Class I

     0.74%        0.70%  

Class R3

     1.35%        1.25%  

Class R4

     1.05%        0.95%  

Class R5

     0.74%        0.65%  

Class R6

     0.63%        0.60%  

Class Y

     0.74%        0.69%  

Class F

     0.63%        0.60%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier

  termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The risk associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk.  The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Restricted securities may be more difficult to sell and price than other securities. Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Convertible Preferred Stocks

     0.6  

Escrows

     0.0

Exchange-Traded Funds

     4.2  

Preferred Stocks

     0.1  

Warrants

     0.0
  

 

 

 

Total

     4.9
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     8.7

Convertible Bonds

     2.5  

Corporate Bonds

     32.6  

Foreign Government Obligations

     19.8  

Municipal Bonds

     0.8  

Senior Floating Rate Interests

     23.5  

U.S. Government Agencies(2)

     9.2  

U.S. Government Securities

     6.1  
  

 

 

 

Total

     103.2
  

 

 

 

Short-Term Investments

     6.3  

Purchased Options

     0.0

Other Assets & Liabilities

     (14.4
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

(2)

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  12  

 


The Hartford Total Return Bond Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 07/22/1996

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     2.79%        8.54%        3.51%        3.80%  

Class A3

     -1.84%        3.65%        2.57%        3.33%  

Class C2

     2.41%        7.69%        2.72%        3.03%  

Class C4

     1.41%        6.69%        2.72%        3.03%  

Class I2

     2.98%        8.93%        3.80%        4.09%  

Class R32

     2.64%        8.18%        3.18%        3.48%  

Class R42

     2.79%        8.56%        3.50%        3.80%  

Class R52

     2.91%        9.07%        3.85%        4.13%  

Class R62

     3.03%        8.96%        3.89%        4.20%  

Class Y2

     2.93%        8.93%        3.89%        4.21%  

Class F2

     3.05%        8.94%        3.89%        4.14%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.96%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 4.50%

4 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Effective as of the close of business on March 29, 2019, Classes C and I of the Fund were closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

 

Operating Expenses*    Gross      Net  

Class A

     0.74%        0.74%  

Class C

     1.53%        1.53%  

Class I

     0.46%        0.46%  

Class R3

     1.07%        1.07%  

Class R4

     0.76%        0.76%  

Class R5

     0.47%        0.47%  

Class R6

     0.35%        0.35%  

Class Y

     0.46%        0.46%  

Class F

     0.35%        0.35%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please

  see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, event and interest-rate risk. As interest rates rise, bond prices generally fall. The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk.  Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.  Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. 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. Restricted securities may be more difficult to sell and price than other securities.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     0.0 %* 

Preferred Stocks

     0.0

Warrants

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     21.5

Corporate Bonds

     35.6  

Foreign Government Obligations

     3.0  

Municipal Bonds

     1.7  

Senior Floating Rate Interests

     2.2  

U.S. Government Agencies(2)

     43.9  

U.S. Government Securities

     18.3  
  

 

 

 

Total

     126.2
  

 

 

 

Short-Term Investments

     4.0  

Purchased Options

     0.1  

Other Assets & Liabilities

     (30.3
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  13  

 


The Hartford World Bond Fund

Fund Overview

April 30, 2020 (unaudited)

 

 

 

Inception 05/31/2011

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years     

Since

Inception2

 

Class A3

     -0.62%        1.74%        2.01%        2.83%  

Class A4

     -5.09%        -2.84%        1.08%        2.30%  

Class C3

     -1.07%        0.94%        1.26%        2.08%  

Class C5

     -2.04%        -0.05%        1.26%        2.08%  

Class I3

     -0.57%        2.00%        2.27%        3.10%  

Class R33

     -0.81%        1.40%        1.69%        2.50%  

Class R43

     -0.66%        1.75%        1.99%        2.81%  

Class R53

     -0.48%        1.98%        2.31%        3.11%  

Class R63

     -0.51%        2.09%        2.40%        3.21%  

Class Y3

     -0.46%        2.11%        2.37%        3.19%  

Class F3

     -0.51%        2.10%        2.35%        3.14%  

FTSE World Government Bond Index

     2.30%        7.97%        2.98%        1.44%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.69%  

 

1 

Not Annualized

2 

Inception: 05/31/2011

3 

Without sales charge

4 

Reflects maximum sales charge of 4.50%

5 

Reflects a contingent deferred sales charge of 1.00%

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.03%        1.03%  

Class C

     1.76%        1.76%  

Class I

     0.75%        0.75%  

Class R3

     1.37%        1.37%  

Class R4

     1.07%        1.07%  

Class R5

     0.77%        0.77%  

Class R6

     0.65%        0.65%  

Class Y

     0.75%        0.74%  

Class F

     0.65%        0.65%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors

  approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund. Restricted securities may be more difficult to sell and price than other 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.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Convertible Preferred Stocks

     0.0

Preferred Stocks

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     7.3

Convertible Bonds

     0.2  

Corporate Bonds

     15.1  

Foreign Government Obligations

     52.2  

Senior Floating Rate Interests

     2.8  

U.S. Government Agencies(2)

     2.3  

U.S. Government Securities

     9.4  
  

 

 

 

Total

     89.3
  

 

 

 

Short-Term Investments

     11.1  

Purchased Options

     0.1  

Other Assets & Liabilities

     (0.5
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  14  

 


Hartford Fixed Income Funds

Benchmark Glossary (Unaudited)

 

 

 

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index (reflects no deduction for fees, expenses or taxes) is comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year Government/Credit Index includes securities in the 1-3 year maturity range in the Government/Credit Index.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market.

Bloomberg Barclays Municipal Bond Short 1-5 Year Index (reflects no deduction for fees, expenses or taxes) measures the performance of municipal bonds with time to maturity of more than one year and less than five years.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are Securities and Exchange Commission 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.

Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents U.S. Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years.

Bloomberg Barclays U.S. TIPS Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

FTSE World Government Bond Index (formerly known as the Citigroup World Government Bond Index) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of fixed-rate, local currency, investment grade sovereign bonds.

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global local emerging markets index that consists of regularly traded, liquid fixed-rate, domestic-currency government bonds to which international investors can gain exposure.

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leveraged loan market based upon market weightings, spreads and interest payments.

BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

 

 

 

  15  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2019 through April 30, 2020. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The 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 (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford Emerging Markets Local Debt Fund

 

        

Class A

   $     1,000.00      $     870.10      $     5.49      $     1,000.00      $     1,019.00      $     5.92        1.18

Class C

   $ 1,000.00      $ 866.40      $ 8.96      $ 1,000.00      $ 1,015.27      $ 9.67        1.93

Class I

   $ 1,000.00      $ 869.10      $ 4.32      $ 1,000.00      $ 1,020.24      $ 4.67        0.93

Class R3

   $ 1,000.00      $ 870.00      $ 4.88      $ 1,000.00      $ 1,019.64      $ 5.27        1.05

Class R4

   $ 1,000.00      $ 869.30      $ 5.48      $ 1,000.00      $ 1,019.00      $ 5.92        1.18

Class R5

   $ 1,000.00      $ 870.90      $ 4.09      $ 1,000.00      $ 1,020.49      $ 4.42        0.88

Class Y

   $ 1,000.00      $ 870.20      $ 4.09      $ 1,000.00      $ 1,020.49      $ 4.42        0.88

Class F

   $ 1,000.00      $ 871.30      $ 3.86      $ 1,000.00      $ 1,020.74      $ 4.17        0.83

The Hartford Floating Rate Fund

 

           

Class A

   $ 1,000.00      $ 918.70      $ 4.77      $ 1,000.00      $ 1,019.89      $ 5.02        1.00

Class C

   $ 1,000.00      $ 915.00      $ 8.33      $ 1,000.00      $ 1,016.16      $ 8.77        1.75

Class I

   $ 1,000.00      $ 919.80      $ 3.48      $ 1,000.00      $ 1,021.23      $ 3.67        0.73

Class R3

   $ 1,000.00      $ 918.20      $ 5.96      $ 1,000.00      $ 1,018.65      $ 6.27        1.25

Class R4

   $ 1,000.00      $ 919.80      $ 4.77      $ 1,000.00      $ 1,019.89      $ 5.02        1.00

Class R5

   $ 1,000.00      $ 920.70      $ 3.68      $ 1,000.00      $ 1,021.03      $ 3.87        0.77

Class Y

   $ 1,000.00      $ 920.70      $ 3.49      $ 1,000.00      $ 1,021.23      $ 3.67        0.73

Class F

   $ 1,000.00      $ 921.40      $ 3.11      $ 1,000.00      $ 1,021.63      $ 3.27        0.65

The Hartford Floating Rate High Income Fund

 

           

Class A

   $ 1,000.00      $ 912.10      $ 4.99      $ 1,000.00      $ 1,019.64      $ 5.27        1.05

Class C

   $ 1,000.00      $ 908.50      $ 8.54      $ 1,000.00      $ 1,015.91      $ 9.02        1.80

Class I

   $ 1,000.00      $ 909.80      $ 3.80      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Class R3

   $ 1,000.00      $ 909.90      $ 6.41      $ 1,000.00      $ 1,018.15      $ 6.77        1.35

Class R4

   $ 1,000.00      $ 912.80      $ 4.99      $ 1,000.00      $ 1,019.64      $ 5.27        1.05

Class R5

   $ 1,000.00      $ 913.90      $ 3.57      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class Y

   $ 1,000.00      $ 913.80      $ 3.71      $ 1,000.00      $ 1,020.99      $ 3.92        0.78

Class F

   $ 1,000.00      $ 913.10      $ 3.57      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

 

 

  16  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford High Yield Fund

 

           

Class A

   $     1,000.00      $     929.00      $     5.04      $     1,000.00      $     1,019.64      $     5.27        1.05

Class C

   $ 1,000.00      $ 926.50      $ 8.62      $ 1,000.00      $ 1,015.91      $ 9.02        1.80

Class I

   $ 1,000.00      $ 930.50      $ 3.84      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Class R3

   $ 1,000.00      $ 927.60      $ 6.47      $ 1,000.00      $ 1,018.15      $ 6.77        1.35

Class R4

   $ 1,000.00      $ 929.10      $ 5.04      $ 1,000.00      $ 1,019.64      $ 5.27        1.05

Class R5

   $ 1,000.00      $ 930.50      $ 3.60      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class Y

   $ 1,000.00      $ 931.50      $ 3.65      $ 1,000.00      $ 1,021.08      $ 3.82        0.76

Class F

   $ 1,000.00      $ 930.30      $ 3.36      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

The Hartford Inflation Plus Fund

 

           

Class A

   $ 1,000.00      $ 1,018.30      $ 4.27      $ 1,000.00      $ 1,020.64      $ 4.27        0.85

Class C

   $ 1,000.00      $ 1,013.80      $ 8.01      $ 1,000.00      $ 1,016.91      $ 8.02        1.60

Class I

   $ 1,000.00      $ 1,019.50      $ 2.96      $ 1,000.00      $ 1,021.93      $ 2.97        0.59

Class R3

   $ 1,000.00      $ 1,015.90      $ 5.96      $ 1,000.00      $ 1,018.95      $ 5.97        1.19

Class R4

   $ 1,000.00      $ 1,017.40      $ 4.46      $ 1,000.00      $ 1,020.44      $ 4.47        0.89

Class R5

   $ 1,000.00      $ 1,018.50      $ 2.96      $ 1,000.00      $ 1,021.93      $ 2.97        0.59

Class Y

   $ 1,000.00      $ 1,019.60      $ 2.91      $ 1,000.00      $ 1,021.98      $ 2.92        0.58

Class F

   $ 1,000.00      $ 1,019.10      $ 2.61      $ 1,000.00      $ 1,022.28      $ 2.61        0.52

Hartford Municipal Income Fund

 

           

Class A

   $ 1,000.00      $ 971.50      $ 3.38      $ 1,000.00      $ 1,021.43      $ 3.47        0.69

Class C

   $ 1,000.00      $ 967.00      $ 7.04      $ 1,000.00      $ 1,017.70      $ 7.22        1.44

Class I

   $ 1,000.00      $ 972.50      $ 2.26      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

Class F

   $ 1,000.00      $ 973.80      $ 1.91      $ 1,000.00      $ 1,022.92      $ 1.96        0.39

The Hartford Municipal Opportunities Fund

 

           

Class A

   $ 1,000.00      $ 969.90      $ 3.28      $ 1,000.00      $ 1,021.53      $ 3.37        0.67

Class C

   $ 1,000.00      $ 965.20      $ 6.99      $ 1,000.00      $ 1,017.75      $ 7.17        1.43

Class I

   $ 1,000.00      $ 971.10      $ 2.11      $ 1,000.00      $ 1,022.73      $ 2.16        0.43

Class Y

   $ 1,000.00      $ 969.80      $ 2.20      $ 1,000.00      $ 1,022.63      $ 2.26        0.45

Class F

   $ 1,000.00      $ 971.40      $ 1.76      $ 1,000.00      $ 1,023.07      $ 1.81        0.36

Hartford Municipal Short Duration Fund

 

           

Class A

   $ 1,000.00      $ 981.20      $ 3.40      $ 1,000.00      $ 1,021.43      $ 3.47        0.69

Class C

   $ 1,000.00      $ 977.50      $ 7.08      $ 1,000.00      $ 1,017.70      $ 7.22        1.44

Class I

   $ 1,000.00      $ 981.30      $ 2.27      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

Class F

   $ 1,000.00      $ 981.70      $ 1.92      $ 1,000.00      $ 1,022.92      $ 1.96        0.39

The Hartford Quality Bond Fund

 

           

Class A

   $ 1,000.00      $ 1,044.70      $ 4.12      $ 1,000.00      $ 1,020.84      $ 4.07        0.81

Class C

   $ 1,000.00      $ 1,040.20      $ 7.91      $ 1,000.00      $ 1,017.11      $ 7.82        1.56

Class I

   $ 1,000.00      $ 1,045.70      $ 2.49      $ 1,000.00      $ 1,022.43      $ 2.46        0.49

Class R3

   $ 1,000.00      $ 1,043.20      $ 5.69      $ 1,000.00      $ 1,019.29      $ 5.62        1.12

Class R4

   $ 1,000.00      $ 1,046.10      $ 3.10      $ 1,000.00      $ 1,021.83      $ 3.07        0.61

Class R5

   $ 1,000.00      $ 1,046.10      $ 2.80      $ 1,000.00      $ 1,022.13      $ 2.77        0.55

Class Y

   $ 1,000.00      $ 1,046.40      $ 2.34      $ 1,000.00      $ 1,022.58      $ 2.31        0.46

Class F

   $ 1,000.00      $ 1,046.40      $ 2.24      $ 1,000.00      $ 1,022.68      $ 2.21        0.44

The Hartford Short Duration Fund

 

           

Class A

   $ 1,000.00      $ 988.70      $ 3.96      $ 1,000.00      $ 1,020.89      $ 4.02        0.80

Class C

   $ 1,000.00      $ 985.10      $ 7.60      $ 1,000.00      $ 1,017.21      $ 7.72        1.54

Class I

   $ 1,000.00      $ 989.20      $ 2.62      $ 1,000.00      $ 1,022.23      $ 2.66        0.53

Class R3

   $ 1,000.00      $ 986.90      $ 5.73      $ 1,000.00      $ 1,019.10      $ 5.82        1.16

Class R4

   $ 1,000.00      $ 988.40      $ 3.86      $ 1,000.00      $ 1,020.99      $ 3.92        0.78

Class R5

   $ 1,000.00      $ 989.80      $ 2.67      $ 1,000.00      $ 1,022.18      $ 2.72        0.54

Class R6

   $ 1,000.00      $ 990.10      $ 2.13      $ 1,000.00      $ 1,022.73      $ 2.16        0.43

Class Y

   $ 1,000.00      $ 989.90      $ 2.62      $ 1,000.00      $ 1,022.23      $ 2.66        0.53

Class F

   $ 1,000.00      $ 991.30      $ 2.18      $ 1,000.00      $ 1,022.68      $ 2.21        0.44

 

 

  17  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford Strategic Income Fund

 

           

Class A

   $     1,000.00      $     974.80      $     4.66      $     1,000.00      $     1,020.14      $     4.77        0.95

Class C

   $ 1,000.00      $ 972.20      $ 8.34      $ 1,000.00      $ 1,016.41      $ 8.52        1.70

Class I

   $ 1,000.00      $ 976.50      $ 3.24      $ 1,000.00      $ 1,021.58      $ 3.32        0.66

Class R3

   $ 1,000.00      $ 973.30      $ 6.13      $ 1,000.00      $ 1,018.65      $ 6.27        1.25

Class R4

   $ 1,000.00      $ 974.90      $ 4.66      $ 1,000.00      $ 1,020.14      $ 4.77        0.95

Class R5

   $ 1,000.00      $ 976.40      $ 3.19      $ 1,000.00      $ 1,021.63      $ 3.27        0.65

Class R6

   $ 1,000.00      $ 976.70      $ 2.95      $ 1,000.00      $ 1,021.88      $ 3.02        0.60

Class Y

   $ 1,000.00      $ 975.30      $ 3.14      $ 1,000.00      $ 1,021.68      $ 3.22        0.64

Class F

   $ 1,000.00      $ 975.60      $ 2.95      $ 1,000.00      $ 1,021.88      $ 3.02        0.60

The Hartford Total Return Bond Fund

 

           

Class A

   $ 1,000.00      $ 1,027.90      $ 3.58      $ 1,000.00      $ 1,021.33      $ 3.57        0.71

Class C

   $ 1,000.00      $ 1,024.10      $ 7.70      $ 1,000.00      $ 1,017.26      $ 7.67        1.53

Class I

   $ 1,000.00      $ 1,029.80      $ 1.97      $ 1,000.00      $ 1,022.92      $ 1.96        0.39

Class R3

   $ 1,000.00      $ 1,026.40      $ 5.24      $ 1,000.00      $ 1,019.69      $ 5.22        1.04

Class R4

   $ 1,000.00      $ 1,027.90      $ 3.83      $ 1,000.00      $ 1,021.08      $ 3.82        0.76

Class R5

   $ 1,000.00      $ 1,029.10      $ 2.22      $ 1,000.00      $ 1,022.68      $ 2.21        0.44

Class R6

   $ 1,000.00      $ 1,030.30      $ 1.72      $ 1,000.00      $ 1,023.17      $ 1.71        0.34

Class Y

   $ 1,000.00      $ 1,029.30      $ 2.02      $ 1,000.00      $ 1,022.87      $ 2.01        0.40

Class F

   $ 1,000.00      $ 1,030.50      $ 1.72      $ 1,000.00      $ 1,023.17      $ 1.71        0.34

The Hartford World Bond Fund

 

           

Class A

   $ 1,000.00      $ 993.80      $ 5.01      $ 1,000.00      $ 1,019.84      $ 5.07        1.01

Class C

   $ 1,000.00      $ 989.30      $ 8.61      $ 1,000.00      $ 1,016.21      $ 8.72        1.74

Class I

   $ 1,000.00      $ 994.30      $ 3.57      $ 1,000.00      $ 1,021.28      $ 3.62        0.72

Class R3

   $ 1,000.00      $ 991.90      $ 6.69      $ 1,000.00      $ 1,018.15      $ 6.77        1.35

Class R4

   $ 1,000.00      $ 993.40      $ 4.86      $ 1,000.00      $ 1,019.99      $ 4.92        0.98

Class R5

   $ 1,000.00      $ 995.20      $ 3.72      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class R6

   $ 1,000.00      $ 994.90      $ 3.12      $ 1,000.00      $ 1,021.73      $ 3.17        0.63

Class Y

   $ 1,000.00      $ 995.40      $ 3.47      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

Class F

   $ 1,000.00      $ 994.90      $ 3.12      $ 1,000.00      $ 1,021.73      $ 3.17        0.63

 

 

  18  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 29.0%  
      Argentina - 0.5%  
$     265,000    

Telecom Argentina S.A. 6.50%, 06/15/2021(1)

  $ 239,828  
   

YPF S.A.

 
    335,000    

6.95%, 07/21/2027(1)

    149,078  
    40,000    

8.50%, 03/23/2021(1)

    25,100  
     

 

 

 
    414,006  
     

 

 

 
      Austria - 0.2%  
    200,000    

Suzano Austria GmbH 5.00%, 01/15/2030

    189,572  
     

 

 

 
      Azerbaijan - 0.2%  
    200,000    

International Bank of Azerbaijan OJSC 3.50%, 09/01/2024(1)

    165,367  
     

 

 

 
      Bermuda - 0.6%  
    450,000    

Ooredoo International Finance Ltd. 3.25%, 02/21/2023(1)

    459,000  
     

 

 

 
      Brazil - 1.4%  
    270,000    

Banco do Brasil S.A. 4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(2)

    264,613  
    305,000    

BRF S.A. 4.88%, 01/24/2030(2)

    262,834  
    200,000    

Centrais Eletricas Brasileiras S.A. 3.63%, 02/04/2025(2)

    182,440  
    200,000    

Globo Comunicacao e Participacoes S.A. 5.13%, 03/31/2027(1)

    186,252  
    255,000    

Itau Unibanco Holding S.A. 6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD CMT + 3.981% thereafter)(2)(3)(4)

    236,513  
     

 

 

 
    1,132,652  
     

 

 

 
      British Virgin Islands - 0.6%  
    270,000    

Huarong Finance Co., Ltd. 4.50%, 01/24/2022, (4.50% fixed rate until 01/24/2022; 5 year USD CMT + 7.773% thereafter)(1)(3)(4)

    268,649  
    200,000    

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

    195,765  
     

 

 

 
    464,414  
     

 

 

 
      Canada - 0.2%  
    200,000    

Frontera Energy Corp. 9.70%, 06/25/2023(2)

    137,000  
     

 

 

 
      Cayman Islands - 2.7%  
    465,000    

ADCB Finance Cayman Ltd. 4.00%, 03/29/2023(2)

    477,322  
    390,000    

Alibaba Group Holding Ltd. 3.13%, 11/28/2021

    397,137  
    355,000    

Bioceanico Sovereign Certificate Ltd. 0.00%, 06/05/2034(2)(5)

    226,490  
    245,000    

Comcel Trust via Comunicaciones Celulares S.A. 6.88%, 02/06/2024(1)

    245,000  
    225,000    

Grupo Aval Ltd. 4.75%, 09/26/2022(1)

    222,188  
    235,000    

Lima Metro Line 2 Finance Ltd. 4.35%, 04/05/2036(2)

    238,172  
    305,000    

Termocandelaria Power Ltd. 7.88%, 01/30/2029(2)

    294,325  
     

 

 

 
    2,100,634  
     

 

 

 
      Chile - 0.6%  
    250,000    

Empresa Nacional de Telecomunicaciones S.A. 4.75%, 08/01/2026(1)

    256,219  
    200,000    

Inversiones CMPC S.A. 3.85%, 01/13/2030(2)

    193,000  
     

 

 

 
    449,219  
     

 

 

 
      China - 0.3%  
    225,000    

Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(2)

    247,131  
     

 

 

 
      Colombia - 1.1%  
    200,000    

Bancolombia S.A. 3.00%, 01/29/2025

    185,126  
    405,000    

Ecopetrol S.A. 6.88%, 04/29/2030

    414,113  
    225,000    

Transportadora de Gas Internacional S.A. ESP 5.55%, 11/01/2028(2)

    235,127  
     

 

 

 
    834,366  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 29.0% - (continued)  
      Hong Kong - 0.4%  
$     275,000    

CMB Wing Lung Bank Ltd. 3.75%, 11/22/2027, (3.75% fixed rate until 11/22/2022; 5 year USD CMT + 1.750% thereafter)(1)(4)

  $ 279,730  
     

 

 

 
      India - 0.4%  
    285,000    

Bharti Airtel Ltd. 4.38%, 06/10/2025(1)

    283,861  
     

 

 

 
      Indonesia - 0.7%  
IDR     2,620,000,000    

Jasa Marga Persero Tbk PT 7.50%, 12/11/2020(2)

    169,530  
$     285,000    

Tower Bersama Infrastructure Tbk PT 4.25%, 01/21/2025(1)

    262,326  
IDR     2,040,000,000    

Wijaya Karya Persero Tbk PT 7.70%, 01/31/2021(2)

    122,489  
     

 

 

 
    554,345  
     

 

 

 
      Ireland - 1.4%  
$     235,000    

Koks OAO Via Koks Finance DAC 7.50%, 05/04/2022(1)

    219,528  
 

MMC Norilsk Nickel OJSC Via MMC Finance DAC

 

    200,000    

3.38%, 10/28/2024(2)

    202,618  
    245,000    

6.63%, 10/14/2022(1)

    265,925  
    360,000    

Russian Railways Via RZD Capital plc 5.70%, 04/05/2022(1)

    377,856  
     

 

 

 
    1,065,927  
     

 

 

 
      Israel - 0.5%  
 

Israel Electric Corp. Ltd.

 

    200,000    

4.25%, 08/14/2028(1)(2)

    210,500  
    200,000    

5.00%, 11/12/2024(1)(2)

    218,002  
     

 

 

 
    428,502  
     

 

 

 
      Luxembourg - 1.2%  
    250,000    

CSN Resources S.A. 7.63%, 04/17/2026(2)

    177,500  
    200,000    

Kernel Holding S.A. 6.50%, 10/17/2024(2)

    168,144  
    200,000    

Millicom International Cellular S.A. 5.13%, 01/15/2028(2)

    183,660  
    255,000    

Rede D’or Finance S.a.r.l. 4.95%, 01/17/2028(2)

    226,746  
    200,000    

Rumo Luxembourg S.a.r.l. 5.88%, 01/18/2025(2)

    197,980  
     

 

 

 
    954,030  
     

 

 

 
      Malaysia - 0.3%  
    200,000    

Petronas Capital Ltd. 4.55%, 04/21/2050(2)

    216,694  
     

 

 

 
      Mauritius - 0.5%  
    200,000    

Azure Power Energy Ltd. 5.50%, 11/03/2022(1)

    192,000  
    200,000    

MTN Mauritius Investments Ltd. 5.37%, 02/13/2022(2)

    194,580  
     

 

 

 
    386,580  
     

 

 

 
      Mexico - 2.6%  
    150,000    

Coca-Cola Femsa S.A.B. de C.V. 2.75%, 01/22/2030

    149,021  
    205,000    

Infraestructura Energetica Nova S.A.B. de C.V. 3.75%, 01/14/2028(1)

    183,475  
    230,000    

Mexico City Airport Trust 5.50%, 07/31/2047(1)

    190,900  
    400,000    

Operadora de Servicios Mega S.A. de C.V. 8.25%, 02/11/2025(2)

    260,680  
 

Petroleos Mexicanos

 

    15,000    

5.95%, 01/28/2031(1)

    10,865  
    65,000    

6.38%, 01/23/2045

    43,680  
    25,000    

6.50%, 01/23/2029

    19,685  
    10,000    

6.75%, 09/21/2047

    6,875  
    50,000    

6.84%, 01/23/2030(1)

    39,375  
    510,000    

6.95%, 01/28/2060(2)

    357,005  
    498,000    

7.69%, 01/23/2050(2)

    366,030  
    275,000    

7.69%, 01/23/2050(1)

    202,125  
    200,000    

Trust Fibra Uno 6.39%, 01/15/2050(2)

    178,252  
     

 

 

 
    2,007,968  
     

 

 

 
 

 

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

 

 

  19  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 29.0% - (continued)  
      Morocco - 0.4%  
$     275,000    

OCP S.A. 4.50%, 10/22/2025(1)

  $ 283,729  
     

 

 

 
      Netherlands - 4.7%  
 

Greenko Dutch B.V.

 

    250,000    

5.25%, 07/24/2024(1)

    222,390  
    200,000    

5.25%, 07/24/2024(2)

    177,912  
    240,000    

ICTSI Treasury B.V. 5.88%, 09/17/2025(1)

    247,856  
    200,000    

IHS Netherlands Holdco B.V. 8.00%, 09/18/2027(2)

    182,000  
    200,000    

Metinvest B.V. 7.75%, 04/23/2023(2)

    139,800  
 

Minejesa Capital B.V.

 

    260,000    

4.63%, 08/10/2030(1)

    248,222  
    270,000    

5.63%, 08/10/2037(1)

    255,150  
    250,000    

Mong Duong Finance Holdings B.V. 5.13%, 05/07/2029(2)

    237,342  
 

Petrobras Global Finance B.V.

 

    81,000    

5.09%, 01/15/2030(2)

    73,913  
    35,000    

6.88%, 01/20/2040

    34,475  
    220,000    

6.90%, 03/19/2049

    213,400  
    330,000    

Prosus N.V. 5.50%, 07/21/2025(1)

    361,868  
    200,000    

Syngenta Finance N.V. 5.18%, 04/24/2028(1)

    202,637  
 

Teva Pharmaceutical Finance Netherlands B.V.

 

    170,000    

2.80%, 07/21/2023

    156,187  
    500,000    

6.75%, 03/01/2028

    514,250  
    385,000    

VEON Holdings B.V. 4.00%, 04/09/2025(2)

    398,059  
     

 

 

 
    3,665,461  
     

 

 

 
      Panama - 0.3%  
    200,000    

Aeropuerto Internacional de Tocumen S.A. 6.00%, 11/18/2048(2)

    202,000  
     

 

 

 
      Peru - 1.6%  
    225,000    

Banco de Credito del Peru 2.70%, 01/11/2025(2)

    219,375  
    295,000    

Kallpa Generacion S.A. 4.13%, 08/16/2027(2)

    289,103  
    270,000    

SAN Miguel Industrias Pet S.A. 4.50%, 09/18/2022(2)

    263,805  
PEN     1,500,000    

Telefonica del Peru SAA 7.38%, 04/10/2027(2)

    474,930  
     

 

 

 
    1,247,213  
     

 

 

 
      Philippines - 0.3%  
$     240,000    

SM Investments Corp. 4.88%, 06/10/2024(1)

    249,724  
     

 

 

 
      Saudi Arabia - 0.5%  
    200,000    

Arabian Centres Sukuk Ltd. 5.38%, 11/26/2024(2)

    173,000  
    210,000    

Saudi Arabian Oil Co. 2.75%, 04/16/2022(2)

    211,403  
     

 

 

 
    384,403  
     

 

 

 
      Singapore - 1.0%  
    470,000    

BOC Aviation Ltd. 3.88%, 04/27/2026(2)

    482,773  
    270,000    

United Overseas Bank Ltd. 2.88%, 03/08/2027, (2.88% fixed rate until 03/08/2022; 5 year USD Swap + 1.654% thereafter)(1)(4)

    268,175  
     

 

 

 
    750,948  
     

 

 

 
      South Africa - 0.2%  
    225,000    

Eskom Holdings SOC Ltd. 6.75%, 08/06/2023(1)

    168,188  
     

 

 

 
      South Korea - 0.9%  
    365,000    

Shinhan Bank Co., Ltd. 3.75%, 09/20/2027(2)

    377,828  
    320,000    

Woori Bank 5.13%, 08/06/2028(2)

    355,639  
     

 

 

 
    733,467  
     

 

 

 
      Thailand - 0.2%  
    200,000    

PTTEP Treasury Center Co., Ltd. 3.90%, 12/06/2059(2)

    189,579  
     

 

 

 
      Turkey - 0.4%  
    300,000    

Turkcell Iletisim Hizmetleri AS 5.80%, 04/11/2028(1)

    280,350  
     

 

 

 
      Ukraine - 0.2%  
    200,000    

VF Ukraine PAT via VFU Funding plc 6.20%, 02/11/2025(2)

    184,040  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 29.0% - (continued)  
      United Arab Emirates - 1.4%  
$     200,000    

Abu Dhabi National Energy Co. PJSC 4.00%, 10/03/2049(2)

  $ 200,040  
    200,000    

Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(1)

    193,040  
    420,000    

Emirates SembCorp Water and Power Co. PJSC 4.45%, 08/01/2035(2)

    445,200  
    225,000    

Tabreed Sukuk Spc Ltd. 5.50%, 10/31/2025(1)

    235,966  
     

 

 

 
    1,074,246  
     

 

 

 
      United Kingdom - 0.5%  
EUR     280,000    

Ellaktor Value plc 6.38%, 12/15/2024(2)

    199,751  
$     270,000    

Liquid Telecommunications Financing plc 8.50%, 07/13/2022(2)

    229,095  
     

 

 

 
    428,846  
     

 

 

 
 

Total Corporate Bonds
(cost $23,957,978)

  $ 22,613,192  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 64.5%  
      Argentina - 1.1%  

ARS

    4,301,751    

Argentina Treasury Bond 1.20%, 03/18/2022(6)

  $ 54,616  
 

Argentine Bonos del Tesoro

 

    5,840,763    

15.50%, 10/17/2026

    43,696  
    8,645,000    

16.00%, 10/17/2023

    75,252  
    127,125    

18.20%, 10/03/2021

    1,277  
 

Argentine Republic Government International Bond

 

$     695,000    

5.88%, 01/11/2028

    174,799  
    890,000    

6.88%, 01/26/2027

    222,509  
    450,000    

7.63%, 04/22/2046

    110,255  
 

Autonomous City of Buenos Aires Argentina

 

    91,800    

8.95%, 02/19/2021(1)

    73,440  
ARS     3,970,000    

23.61%, 03/29/2024, BADLAR + 3.250%(7)

    39,446  
$     185,000    

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

    68,452  
     

 

 

 
    863,742  
     

 

 

 
      Azerbaijan - 0.5%  
    380,000    

Southern Gas Corridor CJSC 6.88%, 03/24/2026(2)

    396,355  
     

 

 

 
      Bermuda - 0.3%  
    200,000    

Bermuda Government International Bond 3.72%, 01/25/2027(2)

    200,000  
     

 

 

 
      Brazil - 2.8%  
BRL     4,140,000    

Brazil Letras do Tesouro Nacional 0.00%, 01/01/2022(5)

    715,268  
 

Brazil Notas do Tesouro Nacional

 

    433,000    

10.00%, 01/01/2023

    89,449  
    16,000    

10.00%, 01/01/2025

    3,357  
    4,940,000    

10.00%, 01/01/2027

    1,039,030  
    785,000    

10.00%, 01/01/2029

    165,295  
    871,000    

10.00%, 01/01/2031

    183,727  
     

 

 

 
    2,196,126  
     

 

 

 
      Chile - 0.4%  
 

Bonos de la Tesoreria de la Republica en pesos

 

CLP     130,000,000    

5.00%, 03/01/2035

    194,850  
    70,000,000    

6.00%, 01/01/2043

    121,190  
     

 

 

 
    316,040  
     

 

 

 
      China - 1.9%  
 

China Government Bond

 

CNY     3,510,000    

3.13%, 11/21/2029

    523,651  
    3,980,000    

3.25%, 06/06/2026

    598,236  
    2,620,000    

3.29%, 05/23/2029

    393,295  
     

 

 

 
    1,515,182  
     

 

 

 
 

 

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

 

 

  20  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 64.5% - (continued)  
      Colombia - 4.4%  
 

Colombian TES

 

COP     1,633,100,000    

5.75%, 11/03/2027

  $ 390,207  
    2,941,300,000    

6.00%, 04/28/2028

    707,205  
    2,757,800,000    

7.00%, 06/30/2032

    688,065  
    3,260,200,000    

7.50%, 08/26/2026

    878,958  
    2,279,100,000    

7.75%, 09/18/2030

    606,432  
    528,000,000    

10.00%, 07/24/2024

    156,752  
     

 

 

 
    3,427,619  
     

 

 

 
      Czech Republic - 4.0%  
 

Czech Republic Government Bond

 

CZK     10,730,000    

0.25%, 02/10/2027

    409,073  
    7,380,000    

0.95%, 05/15/2030(1)

    288,558  
    9,760,000    

1.00%, 06/26/2026(1)

    392,189  
    3,200,000    

1.20%, 03/13/2031

    127,511  
    28,320,000    

2.50%, 08/25/2028(1)

    1,259,573  
    14,230,000    

2.75%, 07/23/2029

    650,228  
     

 

 

 
    3,127,132  
     

 

 

 
      Ecuador - 0.1%  
$     200,000    

Ecuador Government International Bond 9.50%, 03/27/2030(2)

    57,000  
     

 

 

 
      Hungary - 2.2%  
 

Hungary Government Bond

 

HUF     25,740,000    

0.50%, 04/21/2021

    79,433  
    50,270,000    

2.75%, 12/22/2026

    166,727  
    108,150,000    

3.00%, 10/27/2027

    365,193  
    136,320,000    

3.00%, 08/21/2030

    464,994  
    45,350,000    

3.00%, 10/27/2038

    151,123  
    33,000,000    

3.25%, 10/22/2031

    113,934  
    78,510,000    

6.75%, 10/22/2028

    337,531  
     

 

 

 
    1,678,935  
     

 

 

 
      Indonesia - 4.9%  
 

Indonesia Treasury Bond

 

IDR     2,536,000,000    

6.63%, 05/15/2033

    148,563  
    3,337,000,000    

7.00%, 05/15/2027

    214,802  
    9,788,000,000    

7.00%, 09/15/2030

    620,183  
    4,254,000,000    

7.50%, 08/15/2032

    269,882  
    10,405,000,000    

7.50%, 06/15/2035

    664,521  
    6,058,000,000    

7.50%, 05/15/2038

    380,789  
    510,000,000    

8.25%, 05/15/2029

    34,800  
    3,748,000,000    

8.25%, 06/15/2032

    252,218  
    3,608,000,000    

8.25%, 05/15/2036

    243,767  
    6,400,000,000    

8.38%, 03/15/2034

    434,985  
    2,251,000,000    

8.38%, 04/15/2039

    152,417  
    2,313,000,000    

8.75%, 05/15/2031

    162,182  
    3,293,000,000    

8.75%, 02/15/2044

    227,621  
     

 

 

 
    3,806,730  
     

 

 

 
      Malaysia - 5.6%  
 

Malaysia Government Bond

 

MYR     2,255,000    

3.48%, 06/14/2024

    543,085  
    9,875,000    

3.66%, 10/15/2020

    2,310,149  
    155,000    

3.76%, 04/20/2023

    37,373  
    1,195,000    

3.89%, 08/15/2029

    300,623  
    255,000    

3.90%, 11/16/2027

    63,741  
    825,000    

3.91%, 07/15/2026

    204,409  
    1,600,000    

3.96%, 09/15/2025

    398,910  
    460,000    

4.76%, 04/07/2037

    125,147  
 

Malaysia Government Investment Issue

 

    700,000    

3.66%, 10/15/2024

    170,168  
    455,000    

3.73%, 03/31/2026

    111,760  
    35,000    

4.13%, 08/15/2025

    8,720  
    215,000    

4.72%, 06/15/2033

    58,788  
     

 

 

 
    4,332,873  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 64.5% - (continued)  
      Mexico - 4.4%  
 

Mexican Bonos

 

MXN     17,590,400    

7.75%, 05/29/2031

  $ 774,807  
    3,516,400    

7.75%, 11/23/2034

    154,626  
    8,051,600    

8.00%, 11/07/2047

    344,157  
    5,060,000    

8.50%, 05/31/2029

    237,012  
    21,165,800    

8.50%, 11/18/2038

    958,279  
    9,304,300    

10.00%, 12/05/2024

    455,023  
    2,447,200    

10.00%, 11/20/2036

    127,193  
 

Mexico Government International Bond

 

$     200,000    

4.75%, 04/27/2032

    201,500  
    200,000    

5.00%, 04/27/2051

    191,500  
     

 

 

 
    3,444,097  
     

 

 

 
      Mongolia - 0.7%  
    575,000    

Trade & Development Bank of Mongolia LLC 9.38%, 05/19/2020(1)

    572,844  
     

 

 

 
      Peru - 2.2%  
 

Peru Government Bond

 

PEN     1,380,000    

5.94%, 02/12/2029(1)(2)

    460,853  
    1,425,000    

6.90%, 08/12/2037

    482,861  
    2,050,000    

6.95%, 08/12/2031

    719,892  
$     45,000    

Peruvian Government International Bond 2.39%, 01/23/2026

    45,900  
     

 

 

 
    1,709,506  
     

 

 

 
      Poland - 2.8%  
 

Republic of Poland Government Bond

 

PLN     525,000    

1.75%, 07/25/2021

    128,515  
    3,260,000    

2.50%, 07/25/2026

    848,246  
    3,350,000    

3.25%, 07/25/2025

    900,001  
    1,280,000    

5.75%, 10/25/2021

    332,403  
     

 

 

 
    2,209,165  
     

 

 

 
      Qatar - 0.4%  
$     255,000    

Qatar Government International Bond 3.75%, 04/16/2030(2)

    278,399  
     

 

 

 
      Romania - 0.9%  
 

Romania Government Bond

 

RON     300,000    

3.25%, 04/29/2024

    66,168  
    180,000    

4.50%, 06/17/2024

    41,581  
    1,450,000    

4.75%, 02/24/2025

    338,756  
    1,155,000    

4.85%, 04/22/2026

    270,363  
     

 

 

 
    716,868  
     

 

 

 
      Russia - 6.8%  
 

Russian Federal Bond - OFZ

 

RUB     36,945,000    

6.90%, 05/23/2029

    532,216  
    27,060,000    

7.00%, 08/16/2023

    382,163  
    73,560,000    

7.05%, 01/19/2028

    1,065,734  
    29,155,000    

7.40%, 07/17/2024

    420,173  
    18,365,000    

7.65%, 04/10/2030

    277,142  
    26,505,000    

7.70%, 03/23/2033

    406,484  
    19,830,000    

7.75%, 09/16/2026

    295,812  
    39,610,000    

7.95%, 10/07/2026

    597,266  
    35,770,000    

8.15%, 02/03/2027

    547,557  
    33,280,000    

8.50%, 09/17/2031

    536,673  
    18,028,204    

Russian Federal Inflation Linked Bond - OFZ 2.50%, 02/02/2028(6)

    239,798  
     

 

 

 
    5,301,018  
     

 

 

 
      Senegal - 0.2%  
$     200,000    

Senegal Government International Bond 6.75%, 03/13/2048(1)

    166,000  
     

 

 

 
 

 

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

 

 

  21  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 64.5% - (continued)  
      South Africa - 5.6%  
 

Republic of South Africa Government Bond

 

ZAR     7,735,000    

6.25%, 03/31/2036

  $ 262,216  
    8,101,770    

6.50%, 02/28/2041

    262,270  
    12,255,000    

7.00%, 02/28/2031

    510,881  
    285,000    

7.75%, 02/28/2023

    16,184  
    25,970,000    

8.00%, 01/31/2030

    1,202,783  
    18,365,000    

8.25%, 03/31/2032

    823,913  
    14,480,000    

8.50%, 01/31/2037

    606,203  
    2,805,000    

8.75%, 01/31/2044

    114,458  
    12,549,000    

9.00%, 01/31/2040

    535,373  
     

 

 

 
    4,334,281  
     

 

 

 
      South Korea - 1.2%  
IDR     14,600,000,000    

Export-Import Bank of Korea 7.25%, 12/07/2024(1)

    952,961  
     

 

 

 
      Sri Lanka - 0.3%  
$     375,000    

Sri Lanka Government International Bond 6.25%, 07/27/2021(1)

    270,000  
     

 

 

 
      Supranational - 4.4%  
 

Asian Development Bank

 

ZAR     20,300,000    

0.00%, 04/30/2040

    171,933  
IDR     2,440,000,000    

7.80%, 03/15/2034

    168,948  
 

European Bank for Reconstruction & Development

 
MXN     16,000,000    

0.00%, 02/18/2028(5)

    375,884  
    22,000,000    

0.00%, 04/27/2028(5)

    559,242  
IDR     5,800,000,000    

5.60%, 01/30/2025

    374,319  
    607,700,000    

6.45%, 12/13/2022

    39,922  
    15,850,000,000    

Inter-American Development Bank 7.88%, 03/14/2023

    1,085,366  
TRY     1,730,000    

International Bank for Reconstruction & Development 11.00%, 08/25/2022

    245,319  
MXN     32,000,000    

International Finance Corp. 0.00%, 02/22/2038(5)

    388,100  
     

 

 

 
    3,409,033  
     

 

 

 
      Thailand - 4.8%  
 

Thailand Government Bond

 

THB     5,671,536    

1.20%, 07/14/2021(1)(6)

    172,469  
    9,281,745    

1.25%, 03/12/2028(1)(6)

    255,651  
    6,855,000    

1.60%, 12/17/2029

    219,905  
    21,445,000    

2.88%, 12/17/2028

    752,909  
    695,000    

3.30%, 06/17/2038

    27,340  
    7,490,000    

3.40%, 06/17/2036

    292,187  
    9,670,000    

3.65%, 06/20/2031

    367,743  
    25,490,000    

3.78%, 06/25/2032

    996,334  
    19,130,000    

3.85%, 12/12/2025

    682,293  
     

 

 

 
    3,766,831  
     

 

 

 
      Ukraine - 0.9%  
 

Ukraine Government International Bond

 

UAH     6,825,000    

15.84%, 02/26/2025(2)

    251,664  
    6,625,000    

16.42%, 11/17/2021(2)

    248,531  
    3,565,000    

17.25%, 01/05/2022(2)

    133,453  
    1,840,000    

18.00%, 03/24/2021(1)

    69,064  
     

 

 

 
    702,712  
     

 

 

 
      Uruguay - 0.7%  
UYU     27,250,000    

Uruguay Government International Bond 8.50%, 03/15/2028(1)

    537,045  
     

 

 

 
 

Total Foreign Government Obligations
(cost $56,861,427)

  $ 50,288,494  
     

 

 

 
 

Total Long-Term Investments
(cost $80,819,405)

  $ 72,901,686  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.2%  
      Commercial Paper - 0.5%  
$     395,000    

CNPC Finance 2.14%, 06/15/2020(8)

  $ 393,938  
     

 

 

 
      Other Investment Pools & Funds - 3.7%  
    2,875,913    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(9)

    2,875,913  
     

 

 

 
 

Total Short-Term Investments
(cost $3,269,851)

  $ 3,269,851  
     

 

 

 
                        

Total Investments Excluding
Purchased Options
(cost $84,089,256)

    97.7    $ 76,171,537  
   

Total Purchased Options
(cost $310,827)

    0.3    $ 165,899  
     

 

 

    

 

 

 
   

Total Investments
(cost $84,400,083)

    98.0    $ 76,337,436  
   

Other Assets and Liabilities

    2.0      1,597,395  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 77,934,831  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $14,105,308, representing 18.1% of net assets.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $14,178,219, representing 18.2% of net assets.

 

(3) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(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.

 

(7) 

Variable rate security; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(8) 

The rate shown represents current yield to maturity.

 

(9) 

Current yield as of period end.

 

 

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

 

 

  22  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/Rate

   Expiration
Date
     Number of
Contracts
   

Notional
Amount

    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:  
Calls  

AUD Call/USD Put

   MSC    0.68 per AUD      05/25/20        980,000     AUD     980,000     $ 716     $ 12,681     $ (11,965

NZD Call/USD Put

   HSBC    0.67 per NZD      07/13/20        1,055,000     NZD     1,055,000       671       14,305       (13,634

USD Call/CAD Put

   JPM    1.38 per USD      09/10/20        1,592,000     USD     1,592,000       34,804       40,437       (5,633

USD Call/RUB Put

   GSC    90.10 per USD      09/30/20        846,000     USD     846,000       8,801       21,488       (12,687

USD Call/TRY Put

   CBK    6.99 per USD      09/07/20        1,309,000     USD     1,309,000       87,009       27,675       59,334  
                 

 

 

   

 

 

   

 

 

 

Total Calls

                  $     132,001     $     116,586     $ 15,415  
                 

 

 

   

 

 

   

 

 

 
Puts                                                    

USD Put/BRL Call

   MSC    3.98 per USD      07/13/20        1,400,000     USD     1,400,000     $ 46     $ 15,302     $ (15,256

USD Put/BRL Call

   MSC    4.11 per USD      07/31/20        1,355,000     USD     1,355,000       126       14,752       (14,626

USD Put/CAD Call

   JPM    1.38 per USD      09/10/20        1,592,000     USD     1,592,000       17,877       40,564       (22,687

USD Put/IDR Call

   MSC    13,435.00 per USD      07/24/20        1,354,000     USD     1,354,000       1,101       8,354       (7,253

USD Put/INR Call

   JPM    71.16 per USD      08/20/20        2,008,000     USD     2,008,000       1,807       10,562       (8,755

USD Put/MXN Call

   HSBC    18.86 per USD      05/12/20        1,370,000     USD     1,370,000       1       13,255       (13,254

USD Put/MXN Call

   DEUT    19.12 per USD      06/02/20        1,287,000     USD     1,287,000       12       10,959       (10,947

USD Put/MXN Call

   HSBC    18.74 per USD      06/30/20        2,038,000     USD     2,038,000       67       16,151       (16,084

USD Put/MXN Call

   DEUT    18.78 per USD      07/27/20        1,379,000     USD     1,379,000       121       10,395       (10,274

USD Put/MXN Call

   JPM    22.33 per USD      09/30/20        1,269,000     USD     1,269,000       12,432       24,048       (11,616

USD Put/PLN Call

   CBK    3.77 per USD      05/14/20        2,306,000     USD     2,306,000       21       17,537       (17,516

USD Put/RUB Call

   JPM    60.15 per USD      07/13/20        1,400,000     USD     1,400,000       287       12,362       (12,075
                 

 

 

   

 

 

   

 

 

 

Total Puts

                  $ 33,898     $ 194,241     $ (160,343
                 

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

            $ 165,899     $ 310,827     $     (144,928
                 

 

 

   

 

 

   

 

 

 
Written option contracts:                                                    
Calls                                                    

USD Call/MXN Put

   DEUT    20.92 per USD      06/02/20        (1,287,000   USD     (1,287,000   $ (173,238   $ (14,722   $ (158,516

USD Call/MXN Put

   JPM    27.60 per USD      09/30/20        (1,269,000   USD     (1,269,000     (23,509     (34,847     11,338  
                 

 

 

   

 

 

   

 

 

 

Total Calls

                  $ (196,747   $ (49,569   $ (147,178
                 

 

 

   

 

 

   

 

 

 
Written option contracts:                                                    
Puts                                                    

USD Put/CLP Call

   GSC    783.50 per USD      05/27/20        (1,334,000   USD     (1,334,000   $ (213   $ (9,985   $ 9,772  

USD Put/CLP Call

   BOA    808.00 per USD      10/05/20        (1,176,000   USD     (1,176,000     (22,409     (14,134     (8,275

USD Put/INR Call

   MSC    76.14 per USD      10/06/20        (1,176,000   USD     (1,176,000     (19,484     (9,984     (9,500

USD Put/RUB Call

   GSC    74.62 per USD      09/30/20        (846,000   USD     (846,000     (26,536     (14,297     (12,239

USD Put/TRY Call

   CBK    6.01 per USD      09/07/20        (1,309,000   USD     (1,309,000     (2,296     (17,367     15,071  
                 

 

 

   

 

 

   

 

 

 

Total Puts

                  $ (70,938   $ (65,767   $ (5,171
                 

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

                  $     (267,685   $     (115,336   $     (152,349
                 

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

U.S. Treasury 2-Year Note Future

     4        06/30/2020      $ 881,719      $ 211  

U.S. Treasury 5-Year Note Future

     57        06/30/2020        7,152,609        221,729  

U.S. Treasury Long Bond Future

     4        06/19/2020        724,125        4,368  
           

 

 

 

Total

            $ 226,308  
           

 

 

 
Short position contracts:                            

Euro-Schatz Future

     3        06/08/2020      $ 369,175      $ 1,082  

U.S. Treasury 10-Year Note Future

     52        06/19/2020            7,231,250            (182,056

U.S. Treasury Ultra Bond Future

     2        06/19/2020        449,563        5,684  
           

 

 

 

Total

            $ (175,290
           

 

 

 

Total futures contracts

            $ 51,018  
           

 

 

 

 

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

 

 

  23  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis      Value      Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on single-name issues:                                                      
Buy protection:                                                      

Argentine Republic Government International Bond

     USD        50,000       (5.00 %)      12/20/20        Quarterly      $ 8,989      $ 35,923      $ 26,934  

Argentine Republic Government International Bond

     USD        156,000       (5.00 %)      06/20/24        Quarterly        76,625      $ 115,949      $ 39,324  
               

 

 

    

 

 

    

 

 

 

Total centrally cleared credit default swap contracts

                $ 85,614      $ 151,872      $ 66,258  
               

 

 

    

 

 

    

 

 

 

 

(a) 

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

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2020  

Counterparty

 

Payments made
by Fund

 

Payments received
by Fund

  Notional
Amount
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

BOA

 

BZDIOVRA

 

5.84% Fixed

    BRL       2,037,508       01/02/23       Maturity     $     —     $     —     $ 11,588     $ 11,588  

BOA

 

1.40% Fixed

 

CLICP Camara Promedio A

    CLP       4,532,130,000       06/17/21       Maturity                   (45,902     (45,902

CBK

 

CLICP Camara Promedio A

 

3.13% Fixed

    CLP       337,845,000       03/18/30       Semi-Annual                   22,713       22,713  

DEUT

 

3M Banco Central De La Republica

 

4.60% Fixed

    COP       3,357,590,000       06/17/25       Quarterly                   31,613       31,613  

DEUT

 

5.16% Fixed

 

3M Banco Central De La Republica

    COP       1,904,695,000       06/17/30       Quarterly                   (17,238     (17,238

GSC

 

5.83% Fixed

 

3M Banco Central De La Republica

    COP       5,027,275,000       03/18/30       Quarterly                   (118,945     (118,945

GSC

 

0.66% Fixed

 

6 Mo. THBFIX

    THB       31,015,000       06/17/25       Semi-Annual                   8,021       8,021  

GSC

 

BZDIOVRA

 

5.29% Fixed

    BRL       2,506,293       01/03/22       Maturity                   13,750       13,750  

GSC

 

BZDIOVRA

 

6.42% Fixed

    BRL       130,513       01/02/25       Maturity                   79       79  

GSC

 

BZDIOVRA

 

6.68% Fixed

    BRL       652,045       01/04/27       Maturity                   (2,602     (2,602

GSC

 

2.30% Fixed

 

CLICP Camara Promedio A

    CLP       497,540,000       03/18/25       Semi-Annual                   (20,178     (20,178

GSC

 

2.41% Fixed

 

CLICP Camara Promedio A

    CLP       825,055,000       06/17/25       Semi-Annual                   (32,427     (32,427

GSC

 

2.44% Fixed

 

CLICP Camara Promedio A

    CLP       618,034,752       03/18/25       Semi-Annual                   (30,340     (30,340

GSC

 

2.44% Fixed

 

CLICP Camara Promedio A

    CLP       639,115,000       03/18/25       Semi-Annual                   (31,485     (31,485

GSC

 

CLICP Camara Promedio A

 

1.85% Fixed

    CLP       839,674,000       03/18/22       Semi-Annual                   23,562       23,562  

GSC

 

CLICP Camara Promedio A

 

1.72% Fixed

    CLP       583,719,000       03/18/22       Semi-Annual                   14,620       14,620  

GSC

 

CLICP Camara Promedio A

 

1.87% Fixed

    CLP       398,667,050       03/18/22       Semi-Annual                   11,404       11,404  

GSC

 

CLICP Camara Promedio A

 

1.82% Fixed

    CLP       976,320,000       06/17/22       Semi-Annual                   24,538       24,538  

GSC

 

CLICP Camara Promedio A

 

3.08% Fixed

    CLP       648,400,000       03/18/30       Semi-Annual                   40,315       40,315  

GSC

 

CLICP Camara Promedio A

 

3.13% Fixed

    CLP       272,488,262       03/18/30       Semi-Annual                   18,445       18,445  

GSC

 

CLICP Camara Promedio A

 

3.08% Fixed

    CLP       228,270,000       06/17/30       Semi-Annual                   12,205       12,205  

GSC

 

6.50% Fixed

 

ZAR JIBAR

    ZAR       215,655,000       09/25/20       Maturity                   (52,354     (52,354

GSC

 

ZAR JIBAR

 

6.66% Fixed

    ZAR       237,060,000       09/27/21       Maturity                   66,163       66,163  

MSC

 

3M Banco Central De La Republica

 

4.58% Fixed

    COP       3,786,220,000       06/17/25       Quarterly                   34,697       34,697  

MSC

 

5.13% Fixed

 

3M Banco Central De La Republica

    COP       2,147,845,000       06/17/30       Quarterly                   (18,005     (18,005

MSC

 

5.14% Fixed

 

3M Banco Central De La Republica

    COP       1,951,255,000       06/17/30       Quarterly                   (16,847     (16,847

MSC

 

6.99% Fixed

 

BZDIOVRA

    BRL       492,594       01/04/21       Maturity                   (3,838     (3,838

MSC

 

7.50% Fixed

 

BZDIOVRA

    BRL       1,765,673       01/02/29       Maturity                   (830     (830

MSC

 

8.78% Fixed

 

BZDIOVRA

    BRL       1,265,392       01/02/29       Maturity                   (18,155     (18,155

MSC

 

BZDIOVRA

 

5.32% Fixed

    BRL       2,504,932       01/03/22       Maturity                   13,976       13,976  

MSC

 

BZDIOVRA

 

7.04% Fixed

    BRL       1,595,504       07/03/23       Maturity                   17,419       17,419  

MSC

 

BZDIOVRA

 

8.40% Fixed

    BRL       3,434,916       01/02/25       Maturity                   45,296       45,296  

MSC

 

BZDIOVRA

 

7.60% Fixed

    BRL       3,578,463       01/02/25       Maturity                   29,901       29,901  

MSC

 

BZDIOVRA

 

6.50% Fixed

    BRL       627,947       01/02/25       Maturity                   696       696  

MSC

 

BZDIOVRA

 

6.27% Fixed

    BRL       1,481,113       01/02/25       Maturity                   635       635  

MSC

 

BZDIOVRA

 

7.30% Fixed

    BRL       772,277       01/04/27       Maturity                   2,527       2,527  

MSC

 

BZDIOVRA

 

7.04% Fixed

    BRL       2,275,439       01/04/27       Maturity                   (2,242     (2,242

MSC

 

2.33% Fixed

 

CLICP Camara Promedio A

    CLP       584,240,000       03/18/25       Semi-Annual                   (24,994     (24,994

MSC

 

2.35% Fixed

 

CLICP Camara Promedio A

    CLP       467,518,020       03/18/25       Semi-Annual                       (20,493     (20,493

MSC

 

2.41% Fixed

 

CLICP Camara Promedio A

    CLP       986,410,000       06/17/25       Semi-Annual                   (38,815         (38,815

MSC

 

2.42% Fixed

 

CLICP Camara Promedio A

    CLP       978,090,000       06/17/25       Semi-Annual                   (39,199     (39,199

MSC

 

CLICP Camara Promedio A

 

1.76% Fixed

    CLP       714,653,000       03/18/22       Semi-Annual                   18,633       18,633  

 

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

 

 

  24  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2020 – (continued)  

Counterparty

 

Payments made
by Fund

 

Payments received
by Fund

  Notional
Amount
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

MSC

 

CLICP Camara Promedio A

 

1.77% Fixed

    CLP       443,780,000       03/18/22       Semi-Annual     $     $     $ 11,662     $ 11,662  

MSC

 

CLICP Camara Promedio A

 

1.82% Fixed

    CLP       1,157,440,000       06/17/22       Semi-Annual                   29,229       29,229  

MSC

 

CLICP Camara Promedio A

 

1.81% Fixed

    CLP       1,148,285,000       06/17/22       Semi-Annual                   28,799       28,799  

MSC

 

CLICP Camara Promedio A

 

3.08% Fixed

    CLP       379,075,000       06/17/30       Semi-Annual                   20,210       20,210  

MSC

 

CLICP Camara Promedio A

 

3.10% Fixed

    CLP       270,610,000       06/17/30       Semi-Annual                   15,029       15,029  

MSC

 

6.51% Fixed

 

ZAR JIBAR

    ZAR       102,440,000       09/22/20       Maturity                   (25,226     (25,226

MSC

 

ZAR JIBAR

 

6.67% Fixed

    ZAR       108,840,000       09/22/21       Maturity                   31,172       31,172  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

      $     —     $     —     $ 38,782     $ 38,782  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made
by Fund

  

Payments received
by Fund

  

Notional
Amount

     Expiration
Date
    

Periodic
Payment
Frequency

   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

1 Mo. MXN TIIE

  

7.24% Fixed

   MXN     5,150,000        07/15/22      Lunar    $      $      $ 10,493     $ 10,493  

1 Mo. MXN TIIE

  

6.87% Fixed

   MXN     1,700,000        12/10/29      Lunar                    3,257       3,257  

1 Mo. MXN TIIE

  

6.26% Fixed

   MXN     16,125,000        02/21/30      Lunar                    (1,753     (1,753

1 Mo. MXN TIIE

  

6.37% Fixed

   MXN     32,450,000        02/22/30      Lunar                    7,612       7,612  

6.46% Fixed

  

1 Mo. MXN TIIE

   MXN     11,490,000        10/03/24      Lunar                    (21,563     (21,563

6.58% Fixed

  

1 Mo. MXN TIIE

   MXN     9,045,000        01/10/25      Lunar                    (18,844     (18,844

1.07% Fixed

  

3 Mo. PLN WIBOR

   PLN     8,320,000        06/17/21      Maturity                    (16,059     (16,059

3 Mo. ZAR JIBAR

  

6.14% Fixed

   ZAR     79,430,000        06/17/22      Quarterly                    140,804       140,804  

3 Mo. ZAR JIBAR

  

8.32% Fixed

   ZAR     49,570,000        06/17/30      Quarterly                    66,260       66,260  

7.04% Fixed

  

3 Mo. ZAR JIBAR

   ZAR     9,210,000        06/17/27      Quarterly                    (830     (830

7.35% Fixed

  

3 Mo. ZAR JIBAR

   ZAR     122,470,000        06/17/25      Quarterly                    (385,642     (385,642

1.26% Fixed

  

6 Mo. CZK PRIBOR

   CZK     6,455,000        06/17/30      Annual                    (12,473     (12,473

1.39% Fixed

  

6 Mo. CZK PRIBOR

   CZK     232,530,000        06/17/22      Annual                    (175,376     (175,376

6 Mo. CZK PRIBOR

  

1.30% Fixed

   CZK     91,225,000        06/17/25      Annual                    122,519       122,519  

6 Mo. CZK PRIBOR

  

1.01% Fixed

   CZK     17,775,000        06/17/25      Annual                    13,425       13,425  

6 Mo. HUF BUBOR

  

1.64% Fixed

   HUF     52,845,000        06/17/30      Annual                    1,367       1,367  

6 Mo. PLN WIBOR

  

1.08% Fixed

   PLN     1,075,000        06/17/22      Annual                    3,783       3,783  

6 Mo. PLN WIBOR

  

1.22% Fixed

   PLN     1,980,000        06/17/27      Annual                    18,141       18,141  

6 Mo. PLN WIBOR

  

1.23% Fixed

   PLN     1,395,000        06/17/30      Annual                    13,186       13,186  
                

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     —      $     —      $     (231,693   $     (231,693
                

 

 

    

 

 

    

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  2,734,000      ARS      43,055      USD    BNP      07/13/20     $     $ (6,497
  8,201,000      ARS      129,971      USD    BOA      07/13/20             (20,309
  1,850,000      AUD      1,159,165      USD    GSC      06/17/20           46,753       (193
  1,190,000      AUD      749,343      USD    BCLY      06/17/20       26,231        
  220,000      AUD      138,572      USD    BNP      06/17/20       4,811        
  240,000      AUD      157,506      USD    MSC      06/17/20             (1,088
  2,620,000      BRL      521,802      USD    BNP      06/02/20             (41,345
  7,621,000      BRL      1,504,096      USD    GSC      06/02/20             (106,554
  10,386,000      BRL      2,041,194      USD    MSC      06/02/20       12,089       (148,692
  38,570,000      BRL      8,560,727      USD    DEUT      06/02/20                 (1,487,741
  3,968,000      BRL      908,945      USD    MSC      08/18/20             (184,055
  486,000      BRL      104,325      USD    MSC      09/09/20             (15,609
  6,348,000      BRL      1,315,648      USD    DEUT      09/09/20             (156,856
  1,780,000      CAD      1,234,012      USD    BOA      06/17/20       44,894        
  260,000      CAD      187,340      USD    BNP      06/17/20             (534
  2,764,000      CAD      1,990,470      USD    MSC      06/17/20             (4,574
  1,610,000      CAD      1,163,113      USD    GSC      06/17/20       3,368       (9,718
  280,530,000      CLP      345,374      USD    GSC      05/29/20             (9,132
  1,139,037,000      CLP      1,336,584      USD    CBK      06/17/20       29,422        
  357,500,000      CLP      423,748      USD    BNP      06/17/20       4,990        
  56,100,000      CLP      65,006      USD    DEUT      06/17/20       2,273        

 

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

 

 

  25  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  39,894,000      CLP      47,130      USD    GSC      06/17/20     $ 714     $  
  290,448,000      CLP      347,613      USD    HSBC      06/17/20       711        
  276,108,000      CLP      320,683      USD    BOA      10/07/20       11,437        
  7,080,000      CNH      1,007,803      USD    MSC      05/27/20             (8,243
  8,882,000      CNH      1,259,383      USD    BNP      06/17/20             (5,960
  2,820,000      CNY      395,235      USD    GSC      06/17/20       4,499        
  1,445,000      CNY      202,161      USD    MSC      06/17/20       2,667        
  5,540,000      CNY      783,911      USD    BNP      06/17/20       1,382        
  865,000      CNY      122,547      USD    BCLY      06/17/20       66        
  5,101,065,000      COP      1,252,102      USD    JPM      06/17/20       30,829        
  2,397,800,000      COP      582,556      USD    DEUT      06/17/20       20,497        
  1,081,100,000      COP      266,367      USD    MSC      06/17/20       5,533        
  562,700,000      COP      143,363      USD    CBK      06/17/20             (1,842
  363,400,000      COP      94,243      USD    GSC      06/17/20             (2,847
  4,689,000      CZK      184,729      USD    BOA      06/17/20       4,995        
  1,734,000      CZK      67,086      USD    MSC      06/17/20       3,074        
  1,100,000      CZK      43,509      USD    DEUT      06/17/20       999        
  5,860,000      CZK      237,790      USD    GSC      06/17/20       50       (735
  18,224,000      CZK      746,897      USD    CBK      06/17/20             (9,524
  28,215,000      CZK      1,193,745      USD    BNP      06/17/20             (52,121
  8,493,000      CZK      375,680      USD    GSC      07/17/20             (31,927
  28,210,000      EGP      1,656,489      USD    GSC      06/17/20           100,155        
  322,000      EUR      350,819      USD    BCLY      06/17/20       2,389        
  191,000      EUR      207,864      USD    MSC      06/17/20       1,648        
  62,000      EUR      67,646      USD    JPM      06/17/20       711       (349
  24,000      EUR      26,149      USD    SSG      06/17/20       177        
  703,000      EUR      789,789      USD    GSC      06/17/20       128       (18,783
  574,000      EUR      657,870      USD    CBK      06/17/20             (28,239
  2,630,000      EUR      2,945,205      USD    DEUT      06/17/20             (60,309
  1,244,000      GBP      1,550,621      USD    SGG      06/17/20       16,517        
  1,294,000      GBP      1,623,109      USD    BMO      06/17/20       7,017        
  182,217,000      HUF      553,676      USD    HSBC      06/17/20       12,416        
  87,280,000      HUF      261,355      USD    DEUT      06/17/20       9,797        
  37,000,000      HUF      114,625      USD    CBK      06/17/20       323        
  18,500,000      HUF      57,643      USD    BNP      06/17/20             (169
  1,008,578,000      HUF      3,234,109      USD    GSC      06/17/20       22,632           (123,401
  1,187,000,000      HUF      3,963,934      USD    MSC      07/17/20             (277,693
  1,186,400,000      HUF      3,988,368      USD    BNP      07/17/20             (303,991
  16,625,000,000      IDR      1,209,267      USD    MSC      06/12/20             (97,940
  16,883,000,000      IDR      1,044,599      USD    BCLY      06/17/20       83,233        
  52,731,649,000      IDR      3,479,709      USD    MSC      06/17/20       42,915        
  8,808,000,000      IDR      558,725      USD    JPM      06/17/20       29,674        
  3,282,000,000      IDR      192,549      USD    GSC      06/17/20       26,698        
  4,173,486,000      IDR      261,825      USD    SCB      06/17/20       16,976        
  15,400,353,000      IDR      1,015,293      USD    BNP      06/17/20       20,015       (6,522
  1,560,000,000      IDR      91,388      USD    HSBC      06/17/20       12,824        
  2,215,000      ILS      611,895      USD    GSC      06/17/20       24,419        
  32,990,000      INR      421,667      USD    SCB      06/17/20       15,441        
  10,590,000      INR      137,051      USD    JPM      06/17/20       3,263        
  8,280,000      INR      107,449      USD    GSC      06/17/20       2,259        
  20,622,000      INR      271,664      USD    CBK      06/17/20       1,571        
  25,098,000      INR      316,096      USD    MSC      10/08/20       12,442        
  684,503,000      KRW      561,068      USD    BOA      05/26/20       860        
  803,233,000      KRW      650,275      USD    JPM      06/17/20       9,986       (489
  114,535,000      KRW      93,740      USD    BNP      06/17/20       615       (277
  11,634,000      KRW      9,684      USD    MSC      06/17/20             (128
  70,882,000      KRW      58,687      USD    CBK      06/17/20             (465
  71,600,000      KZT      185,132      USD    MSC      06/17/20             (19,103
  20,884,000      MXN      838,545      USD    UBS      06/17/20           21,300        
  8,985,000      MXN      368,676      USD    BCLY      06/17/20       1,259        
  7,922,000      MXN      325,951      USD    SSG      06/17/20       1,332       (1,115
  13,722,000      MXN      565,217      USD    CBK      06/17/20       1,347       (1,596
  14,930,000      MXN      618,859      USD    GSC      06/17/20       1,991       (6,146
  1,770,000      MXN      79,770      USD    JPM      06/17/20             (6,895

 

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

 

 

  26  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  13,085,000      MXN      589,858      USD    MSC      06/17/20     $ 2,011     $ (53,127
  92,946,000      MXN      4,176,927      USD    DEUT      06/17/20                 (350,113
  2,480,000      MYR      566,147      USD    DEUT      06/17/20       9,392        
  1,239,000      MYR      284,604      USD    HSBC      06/17/20       2,933        
  3,626,000      MYR      842,139      USD    BNP      06/17/20             (646
  236,176,000      NGN      614,225      USD    JPM      08/11/20             (28,388
  3,014,000      NZD      1,811,920      USD    GSC      06/17/20       40,264       (3,842
  315,000      NZD      189,088      USD    HSBC      06/17/20       4,086        
  2,424,000      PEN      680,017      USD    GSC      06/17/20       35,977        
  1,777,000      PEN      504,347      USD    MSC      06/17/20       20,538        
  1,198,000      PEN      340,604      USD    CBK      06/17/20       13,258        
  241,000      PEN      71,471      USD    BCLY      06/17/20             (285
  15,120,000      PHP      286,364      USD    JPM      06/17/20       13,217        
  28,997,000      PHP      566,484      USD    MSC      06/17/20       8,050        
  12,479,000      PHP      243,883      USD    BCLY      06/17/20       3,371        
  9,538,000      PHP      186,654      USD    DEUT      06/17/20       2,328        
  755,000      PLN      177,806      USD    UBS      06/17/20       4,121        
  1,851,000      PLN      444,860      USD    DEUT      06/17/20       1,163        
  1,495,000      PLN      360,120      USD    BNP      06/17/20       204       (85
  31,598,000      PLN      7,955,545      USD    GSC      06/17/20       18,148       (359,750
  5,644,000      RON      1,262,657      USD    GSC      06/17/20       7,561       (446
  1,377,000      RON      304,790      USD    DEUT      06/17/20       5,004        
  1,211,000      RON      270,199      USD    CBK      06/17/20       2,249        
  126,000      RON      28,638      USD    BCLY      06/17/20             (291
  1,263,000      RON      289,546      USD    BOA      06/17/20             (5,399
  78,099,000      RUB      976,294      USD    MSC      06/17/20       68,340        
  235,376,000      RUB      3,110,374      USD    GSC      06/17/20       55,299       (17,335
  6,962,000      RUB      84,882      USD    CBK      06/17/20       8,240        
  20,850,000      RUB      273,096      USD    BNP      06/17/20       5,789        
  30,045,000      RUB      372,489      USD    GSC      10/01/20       23,787        
  1,045,000      SGD      735,686      USD    GSC      06/17/20       5,521        
  85,000      SGD      59,665      USD    BNP      06/17/20       624        
  11,320,000      THB      344,804      USD    HSBC      06/17/20       5,073        
  10,200,000      THB      310,433      USD    MSC      06/17/20       4,828        
  6,420,000      THB      195,031      USD    SGG      06/17/20       3,397        
  4,660,000      THB      141,353      USD    GSC      06/17/20       2,678        
  10,490,000      THB      322,167      USD    CIB      06/17/20       2,058        
  5,790,000      THB      176,985      USD    BCLY      06/17/20       1,972        
  2,370,000      THB      73,099      USD    BNP      06/17/20       153        
  198,894,000      THB      6,269,941      USD    JPM      06/17/20       4,404       (126,941
  8,811,000      TRY      1,323,795      USD    CBK      06/17/20             (78,414
  18,278,000      TRY      2,702,175      USD    GSC      06/17/20       7,592       (126,283
  8,070,000      TRY      1,259,088      USD    CBK      08/14/20             (139,938
  3,652,000      TRY      571,241      USD    CBK      09/08/20             (69,117
  403,152      USD      29,690,000      ARS    JPM      07/01/20       420       (528
  149,488      USD      10,935,000      ARS    GSC      07/13/20       3,268        
  156,587      USD      11,838,000      ARS    BOA      07/22/20       113        
  138,850      USD      11,837,000      ARS    BOA      10/27/20       992        
  1,119,906      USD      1,771,000      AUD    MSC      05/27/20       7,826       (42,102
  223,227      USD      340,000      AUD    MSC      06/17/20       1,634        
  153,596      USD      240,000      AUD    GSC      06/17/20             (2,823
  334,371      USD      531,000      AUD    BCLY      06/17/20             (11,705
  409,843      USD      675,000      AUD    CBK      06/17/20             (30,083
  2,669,515      USD      13,076,000      BRL    MSC      06/02/20           271,633        
  1,206,318      USD      5,930,000      BRL    DEUT      06/02/20       118,871        
  443,841      USD      2,290,000      BRL    UBS      06/02/20       23,900        
  290,489      USD      1,455,000      BRL    CBK      06/02/20       23,670        
  302,676      USD      1,555,000      BRL    BCLY      06/02/20       17,520        
  339,640      USD      1,795,000      BRL    RBS      06/02/20       10,473        
  127,816      USD      700,000      BRL    BNP      06/02/20             (551
  978,891      USD      5,354,000      BRL    GSC      06/02/20       15,045       (17,973
  361,238      USD      1,506,000      BRL    MSC      07/15/20       85,715        
  348,897      USD      1,502,000      BRL    MSC      08/04/20       74,371        
  823,578      USD      3,968,000      BRL    DEUT      08/18/20       98,688        

 

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

 

 

  27  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  685,173      USD      3,221,000      BRL    DEUT      09/09/20     $ 97,198     $  
  747,724      USD      3,613,000      BRL    MSC      09/09/20       88,191        
  299,100      USD      415,000      CAD    CBK      06/17/20       928        
  208,928      USD      290,000      CAD    JPM      06/17/20       567        
  355,200      USD      505,000      CAD    GSC      06/17/20             (7,636
  667,790      USD      945,000      CAD    CSFB      06/17/20             (11,180
  2,423,560      USD      3,337,000      CAD    JPM      07/07/20       25,811        
  116,432      USD      151,000      CAD    GSC      07/07/20       7,933        
  620,279      USD      854,000      CAD    JPM      09/11/20       6,544        
  197,041      USD      273,000      CAD    MSC      09/11/20       847        
  81,998      USD      70,100,000      CLP    BOA      06/17/20             (2,071
  162,387      USD      137,300,000      CLP    RBS      06/17/20             (2,272
  200,662      USD      172,700,000      CLP    CBK      06/17/20             (6,450
  727,438      USD      617,600,000      CLP    HSBC      06/17/20             (13,228
  1,027,457      USD      7,080,000      CNH    CBK      05/27/20       27,897        
  684,323      USD      4,806,000      CNH    MSC      06/17/20       6,103        
  577,746      USD      4,076,000      CNH    GSC      06/17/20       2,543        
  218,365      USD      1,535,000      CNY    MSC      06/17/20       780        
  528,291      USD      3,730,000      CNY    GSC      06/17/20             (434
  517,855      USD      3,669,000      CNY    BNP      06/17/20             (2,224
  250,313      USD      990,400,000      COP    BNP      06/17/20       3,118       (1,894
  551,049      USD      2,196,000,000      COP    CBK      06/17/20       2,696       (3,947
  246,196      USD      1,003,200,000      COP    RBS      06/17/20             (6,111
  267,280      USD      1,089,700,000      COP    UBS      06/17/20             (6,783
  557,636      USD      2,298,700,000      COP    MSC      06/17/20                 (20,493
  124,196      USD      3,110,000      CZK    DEUT      06/17/20             (1,639
  122,297      USD      3,082,000      CZK    BCLY      06/17/20             (2,406
  96,997      USD      2,460,000      CZK    BOA      06/17/20             (2,538
  86,496      USD      2,220,000      CZK    SSG      06/17/20             (3,329
  374,064      USD      9,380,000      CZK    JPM      06/17/20             (5,466
  1,008,502      USD      25,110,000      CZK    GSC      06/17/20       14,298       (21,786
  333,023      USD      7,503,000      CZK    CBK      07/17/20       29,340        
  283,617      USD      4,830,000      EGP    GSC      06/17/20             (17,148
  3,329,314      USD      2,973,000      EUR    DEUT      06/17/20       68,174        
  443,522      USD      403,000      EUR    BNP      06/17/20       1,463        
  128,956      USD      117,000      EUR    BCLY      06/17/20       617        
  189,916      USD      173,000      EUR    BOA      06/17/20       149        
  2,136,030      USD      1,953,000      EUR    GSC      06/17/20       11,730       (17,984
  1,560,393      USD      1,244,000      GBP    BMO      06/17/20             (6,746
  1,612,945      USD      1,294,000      GBP    SGG      06/17/20             (17,181
  1,655,210      USD      528,004,000      HUF    GSC      06/17/20       34,621       (19,757
  308,043      USD      97,300,000      HUF    BNP      06/17/20       7,188       (1,426
  318,806      USD      101,528,000      HUF    HSBC      06/17/20       4,523       (1,132
  92,151      USD      30,200,000      HUF    SSG      06/17/20             (1,671
  84,888      USD      27,981,000      HUF    MSC      06/17/20       6       (2,046
  73,084      USD      24,800,000      HUF    CBK      06/17/20             (3,962
  221,509      USD      73,170,000      HUF    BOA      06/17/20             (5,808
  8,364,553      USD      2,373,400,000      HUF    BNP      07/17/20           993,934        
  777,928      USD      11,116,589,000      IDR    GSC      06/12/20       34,820        
  295,928      USD      4,342,000,000      IDR    DEUT      06/17/20       5,870        
  439,434      USD      6,675,000,000      IDR    RBS      06/17/20             (6,475
  157,373      USD      2,475,000,000      IDR    HSBC      06/17/20             (7,964
  132,684      USD      2,208,000,000      IDR    BCLY      06/17/20             (14,816
  978,090      USD      14,947,689,000      IDR    JPM      06/17/20             (20,458
  291,498      USD      4,680,000,000      IDR    CBK      06/17/20             (21,139
  365,059      USD      6,193,000,000      IDR    MSC      06/17/20             (48,650
  1,287,401      USD      20,465,000,000      IDR    BNP      06/17/20             (79,719
  1,151,025      USD      19,334,000,000      IDR    GSC      06/17/20                 (140,540
  330,500      USD      4,561,898,000      IDR    MSC      07/28/20       27,357        
  606,368      USD      2,215,000      ILS    BNP      06/17/20             (29,946
  107,730      USD      8,460,000      INR    BCLY      06/17/20             (4,363
  502,853      USD      36,658,000      INR    JPM      08/24/20       20,634        
  396,094      USD      478,481,000      KRW    BOA      05/26/20       3,295        
  171,044      USD      206,022,000      KRW    MSC      05/26/20       1,914        

 

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

 

 

  28  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  9,659      USD      11,634,000      KRW    BCLY      06/17/20     $ 103     $  
  74,592      USD      91,450,000      KRW    GSC      06/17/20             (524
  182,513      USD      71,600,000      KZT    CBK      06/17/20       16,484        
  339,388      USD      6,680,000      MXN    HSBC      05/14/20       62,889        
  605,282      USD      12,033,000      MXN    DEUT      06/04/20           108,879        
  720,098      USD      15,650,000      MXN    HSBC      06/17/20       77,302       (1,553
  659,801      USD      14,851,000      MXN    GSC      06/17/20       50,054       (1,704
  297,316      USD      7,106,000      MXN    CBK      06/17/20       4,745        
  167,112      USD      4,070,000      MXN    MSC      06/17/20             (459
  579,409      USD      14,200,000      MXN    JPM      06/17/20             (5,239
  929,949      USD      23,270,000      MXN    SSG      06/17/20             (28,135
  505,869      USD      9,804,000      MXN    HSBC      07/02/20       103,118        
  335,557      USD      6,515,000      MXN    DEUT      07/29/20       68,919        
  613,011      USD      14,959,000      MXN    JPM      10/02/20       5,928        
  262,797      USD      1,150,000      MYR    DEUT      06/17/20             (4,086
  765,920      USD      3,340,000      MYR    HSBC      06/17/20       3,295       (12,496
  636,695      USD      2,790,000      MYR    BNP      06/17/20             (10,787
  621,555      USD      236,176,000      NGN    JPM      08/11/20       35,718        
  343,554      USD      545,000      NZD    MSC      06/17/20       9,332        
  927,378      USD      1,535,000      NZD    GSC      06/17/20             (13,963
  489,316      USD      774,000      NZD    HSBC      07/15/20       14,749        
  682,303      USD      1,154,000      NZD    MSC      07/15/20             (25,255
  58,931      USD      210,000      PEN    DEUT      06/17/20             (3,098
  119,424      USD      415,000      PEN    BCLY      06/17/20             (3,157
  411,933      USD      1,407,000      PEN    CBK      06/17/20       2,196       (5,857
  225,882      USD      790,000      PEN    MSC      06/17/20             (7,467
  192,194      USD      9,790,000      PHP    BCLY      06/17/20             (1,780
  288,280      USD      14,685,000      PHP    SCB      06/17/20             (2,682
  1,034,605      USD      52,925,000      PHP    MSC      06/17/20             (14,028
  951,529      USD      49,175,000      PHP    DEUT      06/17/20                 (22,803
  515,168      USD      2,009,000      PLN    CBK      05/18/20       31,024        
  951,646      USD      3,728,000      PLN    CBK      06/17/20       56,405       (3,069
  568,733      USD      2,285,000      PLN    MSC      06/17/20       18,134        
  533,302      USD      2,210,000      PLN    DEUT      06/17/20       1,437       (663
  121,933      USD      510,000      PLN    BOA      06/17/20             (959
  114,857      USD      485,000      PLN    JPM      06/17/20             (2,010
  279,059      USD      1,170,000      PLN    BCLY      06/17/20             (2,867
  783,848      USD      3,295,000      PLN    GSC      06/17/20       1,486       (11,611
  721,247      USD      3,190,000      RON    GSC      06/17/20       5,841       (2,273
  76,202      USD      340,000      RON    BNP      06/17/20             (290
  137,637      USD      625,000      RON    JPM      06/17/20             (2,974
  160,988      USD      730,000      RON    DEUT      06/17/20             (3,246
  158,590      USD      11,880,000      RUB    CBK      06/17/20             (314
  955,005      USD      71,634,000      RUB    BOA      06/17/20             (3,155
  133,530      USD      10,250,000      RUB    JPM      06/17/20             (3,572
  95,029      USD      7,570,000      RUB    HSBC      06/17/20             (6,225
  1,491,932      USD      112,757,000      RUB    GSC      06/17/20       5,302       (21,583
  252,448      USD      20,600,000      RUB    BNP      06/17/20             (23,094
  351,167      USD      21,969,000      RUB    JPM      07/14/20       58,418        
  2,015,640      USD      65,410,000      THB    HSBC      06/17/20       11,557       (17,606
  508,038      USD      16,650,000      THB    GSC      06/17/20             (6,580
  1,218,156      USD      39,850,000      THB    JPM      06/17/20             (13,525
  1,473,824      USD      10,116,500      TRY    GSC      06/17/20       45,869       (1,952
  212,542      USD      1,430,000      TRY    JPM      06/17/20       10,421        
  144,581      USD      950,000      TRY    BOA      06/17/20       10,304        
  144,597      USD      980,000      TRY    RBS      06/17/20       6,080        
  56,573      USD      363,000      TRY    MSC      06/17/20       5,265        
  595,294      USD      4,073,000      TRY    MSC      08/14/20       30,449        
  815,206      USD      6,015,000      TRY    CBK      08/14/20             (18,956
  330,448      USD      15,118,000      UYU    HSBC      06/17/20             (23,686
  587,119      USD      9,744,000      ZAR    MSC      05/04/20       61,687        
  919,837      USD      16,159,000      ZAR    BOA      06/17/20       59,098       (6,747
  696,782      USD      12,816,000      ZAR    GSC      06/17/20       11,739       (2,976
  345,861      USD      6,327,000      ZAR    JPM      06/17/20       9,184       (2,984

 

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

 

 

  29  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  72,450      USD      1,377,000      ZAR    NAB      06/17/20     $     $ (1,474
  679,308      USD      10,550,000      ZAR    MSC      06/23/20       113,256        
  723,845      USD      11,824,000      ZAR    MSC      08/20/20       92,748        
  880,214      USD      15,975,000      ZAR    CBK      08/31/20       28,424        
  9,744,000      ZAR      639,077      USD    MSC      05/04/20             (113,645
  7,731,000      ZAR      416,445      USD    MSC      06/17/20       1,615       (3,027
  6,897,000      ZAR      377,264      USD    BOA      06/17/20       4,919       (11,922
  8,040,000      ZAR      453,162      USD    JPM      06/17/20             (21,539
  9,464,000      ZAR      555,413      USD    BNP      06/17/20             (47,344
  24,270,000      ZAR      1,407,608      USD    GSC      06/17/20       199       (104,886
  11,205,000      ZAR      763,543      USD    MSC      06/23/20             (162,347
  9,877,000      ZAR      640,532      USD    MSC      08/20/20             (113,355
  9,377,000      ZAR      598,359      USD    MSC      08/31/20             (98,375
                

 

 

   

 

 

 
 

Total foreign currency contracts

     $     4,690,044     $     (6,342,593
                

 

 

   

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

        

Corporate Bonds

   $ 22,613,192     $     $ 22,613,192     $  

Foreign Government Obligations

     50,288,494             50,288,494        

Short-Term Investments

     3,269,851       2,875,913       393,938        

Purchased Options

     165,899             165,899        

Foreign Currency Contracts(2)

     4,690,044             4,690,044        

Futures Contracts(2)

     233,074       233,074              

Swaps - Credit Default(2)

     66,258             66,258        

Swaps - Interest Rate(2)

     999,744             999,744        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     82,326,556     $     3,108,987     $     79,217,569     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (6,342,593   $     $ (6,342,593   $  

Futures Contracts(2)

     (182,056     (182,056            

Swaps - Interest Rate(2)

     (1,192,655           (1,192,655      

Written Options

     (267,685           (267,685      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (7,984,989   $ (182,056   $ (7,802,933   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  30  

 


The Hartford Floating Rate Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 6.4%  
      Aerospace/Defense - 0.3%  
 

Boeing Co.

 

$     3,175,000    

2.95%, 02/01/2030

  $ 2,709,468  
    2,000,000    

5.71%, 05/01/2040

    2,000,000  
    965,000    

Howmet Aerospace, Inc. 6.88%, 05/01/2025

    984,073  
     

 

 

 
    5,693,541  
     

 

 

 
      Airlines - 0.1%  
 

Bombardier, Inc.

 

    1,475,000    

7.50%, 12/01/2024(1)

    980,285  
    1,425,000    

7.88%, 04/15/2027(1)

    922,688  
     

 

 

 
    1,902,973  
     

 

 

 
      Auto Parts & Equipment - 0.1%  
EUR     2,650,000    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 4.38%, 05/15/2026(2)

    2,678,941  
     

 

 

 
      Coal - 0.0%  
$     6,085,000    

Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(1)(3)

    7,606  
     

 

 

 
      Commercial Banks - 0.4%  
EUR     5,845,000    

Banco Santander S.A. 1.00%, 12/15/2024(4)(5)

    5,063,791  
$     1,100,000    

Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(2)(4)(6)

    1,127,500  
    2,675,000    

Freedom Mortgage Corp. 8.25%, 04/15/2025(1)

    2,273,750  
     

 

 

 
    8,465,041  
     

 

 

 
      Commercial Services - 0.9%  
 

APX Group, Inc.

 

    2,910,000    

6.75%, 02/15/2027(1)

    2,473,500  
    4,575,000    

7.63%, 09/01/2023

    3,568,500  
    5,585,000    

Brand Industrial Services, Inc. 8.50%, 07/15/2025(1)

    4,132,900  
    1,010,000    

Dun & Bradstreet Corp. 6.88%, 08/15/2026(1)

    1,063,025  
EUR     2,660,000    

Q-Park Holding I B.V. 2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(7)

    2,703,917  
    2,600,000    

Verisure Midholding AB 5.75%, 12/01/2023(2)

    2,729,143  
     

 

 

 
    16,670,985  
     

 

 

 
      Distribution/Wholesale - 0.2%  
$     300,000    

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1)

    284,646  
    3,315,000    

Performance Food Group, Inc. 5.50%, 10/15/2027(1)

    3,149,316  
     

 

 

 
    3,433,962  
     

 

 

 
      Diversified Financial Services - 0.3%  
    4,040,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65%, 07/21/2027

    3,400,680  
    2,075,000    

Navient Corp. 5.88%, 03/25/2021

    2,038,687  
     

 

 

 
    5,439,367  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    545,000    

Energizer Holdings, Inc. 6.38%, 07/15/2026(1)

    566,746  
     

 

 

 
      Entertainment - 0.1%  
    1,920,000    

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

    1,507,776  
    1,098,000    

WMG Acquisition Corp. 4.88%, 11/01/2024(1)

    1,098,000  
     

 

 

 
    2,605,776  
     

 

 

 
      Food - 0.1%  
    995,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    1,006,025  
     

 

 

 
      Food Service - 0.3%  
    5,025,000    

Aramark Services, Inc. 6.38%, 05/01/2025(1)

    5,226,000  
     

 

 

 
      Home Builders - 0.1%  
    1,950,000    

KB Home 7.00%, 12/15/2021

    2,018,250  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 6.4% - (continued)  
      Insurance - 0.3%  
$     335,000    

Acrisure LLC / Acrisure Finance, Inc. 8.13%, 02/15/2024(1)

  $ 345,050  
 

Genworth Holdings, Inc.

 

    3,175,000    

4.80%, 02/15/2024

    2,682,875  
    1,500,000    

4.90%, 08/15/2023

    1,290,000  
    1,400,000    

6.50%, 06/15/2034

    1,155,000  
     

 

 

 
    5,472,925  
     

 

 

 
      Internet - 0.2%  
    2,300,000    

Photo Holdings Merger Sub, Inc. 8.50%, 10/01/2026(1)

    1,991,455  
EUR     2,005,000    

United Group B.V. 3.25%, 02/15/2026, 3 mo. EURIBOR + 3.250%(1)(7)

    2,049,924  
     

 

 

 
    4,041,379  
     

 

 

 
      IT Services - 0.1%  
$     980,000    

Presidio Holdings, Inc. 8.25%, 02/01/2028(1)

    967,064  
     

 

 

 
      Leisure Time - 0.1%  
    1,965,000    

Carnival Corp. 11.50%, 04/01/2023(1)

    2,053,117  
     

 

 

 
      Lodging - 0.1%  
    435,000    

Boyd Gaming Corp. 4.75%, 12/01/2027(1)

    374,753  
 

Marriott International, Inc.

 

    880,000    

3.25%, 09/15/2022

    855,202  
    1,050,000    

5.75%, 05/01/2025

    1,097,319  
     

 

 

 
    2,327,274  
     

 

 

 
      Media - 0.3%  
EUR     1,000,000    

Altice Financing S.A. 3.00%, 01/15/2028(1)

    1,002,702  
    3,640,000    

Banijay Group SAS 6.50%, 03/01/2026(1)

    3,410,503  
$     1,975,000    

CSC Holdings LLC 5.88%, 09/15/2022

    2,056,469  
     

 

 

 
    6,469,674  
     

 

 

 
      Oil & Gas - 0.7%  
    2,750,000    

Centennial Resource Production LLC 5.38%, 01/15/2026(1)

    825,000  
    1,200,000    

CNX Resources Corp. 7.25%, 03/14/2027(1)

    1,074,000  
    3,695,000    

EQT Corp. 3.90%, 10/01/2027

    3,103,800  
    2,150,000    

Gulfport Energy Corp. 6.63%, 05/01/2023

    1,161,000  
    1,905,000    

Jagged Peak Energy LLC 5.88%, 05/01/2026

    1,619,250  
    1,625,000    

QEP Resources, Inc. 5.38%, 10/01/2022

    560,625  
    1,750,000    

Southwestern Energy Co. 7.75%, 10/01/2027

    1,522,850  
    5,230,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(1)

    2,771,900  
     

 

 

 
    12,638,425  
     

 

 

 
      Oil & Gas Services - 0.1%  
    2,246,000    

Alpha Star Holding Ltd. 6.25%, 04/20/2022(2)

    1,695,088  
     

 

 

 
      Pharmaceuticals - 0.2%  
EUR     2,925,000    

Grifols S.A. 1.63%, 02/15/2025(2)

    3,125,226  
    1,055,000    

Rossini S.a.r.l. 3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(7)

    1,112,651  
     

 

 

 
    4,237,877  
     

 

 

 
      Pipelines - 0.2%  
$     905,000    

EnLink Midstream Partners L.P. 5.05%, 04/01/2045

    366,525  
    2,525,000    

EQT Midstream Partners L.P. 6.50%, 07/15/2048

    2,026,313  
    1,525,000    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp. 5.50%, 09/15/2024(1)

    1,159,000  
     

 

 

 
    3,551,838  
     

 

 

 
      Retail - 0.5%  
    5,060,000    

1011778 BC ULC / New Red Finance, Inc. 5.75%, 04/15/2025(1)

    5,325,650  
    2,695,000    

Ferrellgas L.P. / Ferrellgas Finance Corp. 10.00%, 04/15/2025(1)

    2,848,345  
 

 

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

 

 

  31  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 6.4% - (continued)  
      Retail - 0.5% - (continued)  
$     2,055,000    

Kohl’s Corp. 9.50%, 05/15/2025

  $ 2,112,841  
     

 

 

 
    10,286,836  
     

 

 

 
      Telecommunications - 0.2%  
EUR     1,690,000    

Altice France S.A. 3.38%, 01/15/2028(1)

    1,736,236  
$     1,875,000    

Sprint Communications, Inc. 6.00%, 11/15/2022

    1,983,019  
     

 

 

 
    3,719,255  
     

 

 

 
      Toys/Games/Hobbies - 0.2%  
 

Mattel, Inc.

 

    1,960,000    

5.88%, 12/15/2027(1)

    1,907,472  
    1,450,000    

6.75%, 12/31/2025(1)

    1,471,750  
     

 

 

 
    3,379,222  
     

 

 

 
      Trucking & Leasing - 0.3%  
    3,640,000    

DAE Funding LLC 5.25%, 11/15/2021(1)

    3,330,600  
    3,370,000    

Fly Leasing Ltd. 6.38%, 10/15/2021

    3,100,400  
     

 

 

 
    6,431,000  
     

 

 

 
 

Total Corporate Bonds
(cost $141,379,165)

  $ 122,986,187  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 81.1%(8)  
      Advertising - 0.3%  
    5,851,059    

Entravision Communications Corp. 3.15%, 11/29/2024, 1 mo. USD LIBOR + 2.750%

  $ 5,392,102  
     

 

 

 
      Aerospace/Defense - 0.5%  
    10,076,438    

TransDigm, Inc. 2.65%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    8,799,249  
     

 

 

 
      Agriculture - 0.0%  
    2,163    

Pinnacle Operating Corp. 1.75%, 11/15/2021, 1 mo. USD LIBOR + 5.500%

    2,033  
     

 

 

 
      Auto Manufacturers - 0.2%  
    4,577,544    

Navistar International Corp. 4.22%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    4,122,673  
     

 

 

 
      Auto Parts & Equipment - 1.3%  
    9,593,581    

Adient U.S. LLC 5.45%, 05/06/2024, 1 mo. USD LIBOR + 4.000%

    8,604,291  
    17,546,825    

Panther BF Aggregator L.P. 3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

    15,844,783  
     

 

 

 
    24,449,074  
     

 

 

 
      Beverages - 0.2%  
EUR     3,985,000    

Sunshine Investments B.V. 3.25%, 03/28/2025, 3 mo. EURIBOR + 3.250%

    4,214,117  
     

 

 

 
      Chemicals - 0.6%  
 

LTI Holdings, Inc.

 

$     8,089,822    

3.90%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

    6,440,388  
    1,140,000    

7.15%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

    588,525  
    4,805,473    

Tronox Finance LLC 4.20%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

    4,496,145  
     

 

 

 
    11,525,058  
     

 

 

 
      Coal - 0.0%  
    8,713,637    

Foresight Energy LLC 7.36%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

    544,602  
     

 

 

 
      Commercial Services - 6.2%  
    31,654,047    

APX Group, Inc. 5.40%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    27,815,994  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Commercial Services - 6.2% - (continued)  
$     7,017,413    

AVSC Holding Corp. 6.20%, 10/15/2026, 1 mo. USD LIBOR + 4.500%

  $ 4,701,666  
    3,236,888    

Belron Finance U.S. LLC 3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

    3,042,674  
    25,011,481    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    21,259,759  
    23,605,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    22,011,662  
EUR     2,870,000    

LGC Group Holdings Ltd. 0.00%, 01/22/2027(9)

    2,954,433  
$     4,260,000    

Quikrete Holdings, Inc. 2.90%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    3,938,498  
    7,690,964    

Tempo Acquisition LLC 3.15%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

    7,205,511  
 

Verisure Holding AB

 

EUR     3,840,000    

3.00%, 10/20/2022, 3 mo. EURIBOR + 3.500%

    4,012,135  
    15,120,000    

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

    15,971,593  
$     8,011,880    

Weight Watchers International, Inc. 5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

    7,761,509  
     

 

 

 
    120,675,434  
     

 

 

 
      Construction Materials - 0.4%  
    7,204,015    

Hamilton Holdco LLC 3.46%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

    6,879,834  
     

 

 

 
      Distribution/Wholesale - 1.4%  
    18,605,306    

American Builders & Contractors Supply Co., Inc. 2.40%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    17,392,054  
 

SRS Distribution, Inc.

 

    7,376,853    

4.32%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    6,561,415  
    2,754,143    

5.57%, 05/23/2025, 1 mo. USD LIBOR + 4.500%

    2,526,926  
     

 

 

 
    26,480,395  
     

 

 

 
      Diversified Financial Services - 4.6%  
 

AlixPartners LLP

 

EUR     2,841,300    

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

    3,020,228  
$     8,521,041    

3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%

    8,189,658  
    11,113,773    

Aretec Group, Inc. 4.65%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

    9,002,156  
 

Crown Finance U.S., Inc.

 

EUR     1,769,948    

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

    1,299,530  
$     26,155,201    

3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

    16,390,680  
    4,727,150    

Minotaur Acquisition, Inc. 5.40%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    4,018,078  
EUR     31,594,055    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    32,077,591  
$     7,191,485    

Refinitiv U.S. Holdings, Inc. 3.65%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

    7,027,447  
    3,978,370    

RP Crown Parent LLC 3.75%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

    3,799,343  
    4,306,593    

UFC Holdings LLC 4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

    4,015,898  
     

 

 

 
    88,840,609  
     

 

 

 
 

 

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

 

 

  32  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Energy-Alternate Sources - 2.2%  
$     18,235,200    

BCP Renaissance Parent LLC 4.95%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

  $ 13,949,928  
    5,597,861    

Gulf Finance LLC 6.71%, 08/25/2023, 1 mo. USD LIBOR + 5.250%

    2,914,863  
    36,295,206    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    25,043,692  
     

 

 

 
    41,908,483  
     

 

 

 
      Engineering & Construction - 0.4%  
    8,824,016    

Brand Energy & Infrastructure Services, Inc. 5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    7,436,969  
     

 

 

 
      Entertainment - 0.3%  
    2,000,000    

Banijay Entertainment S.A.S 0.00%, 03/04/2025(9)

    1,835,000  
    3,624,323    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    3,182,844  
     

 

 

 
    5,017,844  
     

 

 

 
      Environmental Control - 0.3%  
EUR     5,863,894    

Fluidra S.A. 2.00%, 07/02/2025, 1 mo. EURIBOR + 2.000%

    5,949,333  
     

 

 

 
      Food - 1.8%  
$     5,468,547    

Atkins Nutritionals Holdings, Inc. 4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

    5,290,819  
    5,581,950    

B&G Foods, Inc. 2.90%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    5,383,121  
 

Froneri International plc

 

EUR     11,045,000    

2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625%

    11,391,116  
$     4,770,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    4,402,328  
EUR     145,000    

5.75%, 01/31/2028, 1 mo. EURIBOR + 5.750%

    149,762  
$     1,405,000    

5.75%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    1,324,212  
    8,222,291    

U.S. Foods, Inc. 3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    7,290,459  
     

 

 

 
    35,231,817  
     

 

 

 
      Food Service - 0.5%  
    6,495,000    

Aramark Services, Inc. 2.15%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    6,072,825  
    4,524,413    

CHG PPC Parent LLC 3.15%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    4,162,459  
     

 

 

 
    10,235,284  
     

 

 

 
      Healthcare-Products - 0.5%  
EUR     2,972,550    

Grifols S.A. 2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250%

    3,195,934  
 

Lifescan Global Corp.

 

$     6,022,977    

7.45%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

    4,935,107  
    2,500,000    

10.68%, 09/26/2025, 3 mo. USD LIBOR + 9.500%

    1,608,325  
     

 

 

 
    9,739,366  
     

 

 

 
      Healthcare-Services - 5.8%  
    8,413,949    

CDRH Parent, Inc. 5.57%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

    5,160,527  
    2,995,000    

CPI Holdco LLC 5.70%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

    2,863,969  
    9,951,325    

DentalCorp Perfect Smile ULC 4.75%, 06/06/2025, 1 mo. USD LIBOR + 3.750%(10)

    8,060,573  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Healthcare-Services - 5.8% - (continued)  
$     4,714,174    

DuPage Medical Group Ltd. 3.50%, 08/15/2024, 1 mo. USD LIBOR + 2.750%

  $ 4,042,404  
    4,987,374    

Envision Healthcare Corp. 4.15%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    3,408,022  
 

EyeCare Partners LLC

 

    4,066,622    

0.50%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(10)

    3,348,172  
    17,428,378    

4.82%, 02/05/2027, 1 mo. USD LIBOR + 3.750%

    14,349,307  
    21,588,025    

Gentiva Health Services, Inc. 3.69%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

    20,292,744  
EUR     3,418,633    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    3,666,698  
$     13,470,000    

LGC Ltd. 0.00%, 04/21/2027(9)

    12,628,125  
 

MED ParentCo L.P.

 

    3,709,525    

4.25%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(10)

    3,115,890  
    14,815,262    

4.65%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    12,444,375  
    5,898,241    

MPH Acquisition Holdings LLC 4.20%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    5,415,352  
    5,345,000    

Surf Holdings LLC 4.81%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

    4,887,361  
    9,797,925    

Zelis Healthcare Corp. 5.15%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

    9,383,963  
     

 

 

 
    113,067,482  
     

 

 

 
      Household Products - 1.4%  
 

Diamond (BC) B.V.

 

EUR     13,264,357    

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    12,630,540  
$     10,345,844    

3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    8,878,079  
    13,180,114    

Revlon Consumer Products Corp. 5.11%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

    5,366,152  
    660,000    

Reynolds Consumer Products LLC 2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    634,940  
     

 

 

 
    27,509,711  
     

 

 

 
      Housewares - 0.5%  
    10,337,233    

Hayward Industries, Inc. 3.90%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

    9,497,333  
     

 

 

 
      Insurance - 5.5%  
    34,105,082    

Acrisure LLC 5.21%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    31,263,106  
 

Asurion LLC

 

    8,937,481    

3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    8,514,560  
    13,660,045    

3.40%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    12,999,035  
    14,095,000    

6.90%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

    13,601,675  
    18,039,832    

Hub International Ltd. 3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    16,863,094  
    10,317,804    

NFP Corp. 3.65%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

    9,182,845  
    16,336,560    

Sedgwick Claims Management Services, Inc. 3.65%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    14,962,492  
     

 

 

 
    107,386,807  
     

 

 

 
 

 

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

 

 

  33  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Leisure Time - 2.4%  
$     30,248,503    

Caesars Resort Collection LLC 3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

  $ 25,459,257  
    1,403,529    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    1,277,464  
    12,788,648    

Eldorado Resorts LLC 3.25%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

    12,061,358  
    9,077,125    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

    7,851,713  
     

 

 

 
    46,649,792  
     

 

 

 
      Lodging - 1.9%  
    8,309,507    

Boyd Gaming Corp. 2.39%, 09/15/2023, 1 Week USD LIBOR + 2.250%

    7,691,529  
    30,312,535    

Caesars Entertainment Operating Co. 2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    29,194,912  
     

 

 

 
    36,886,441  
     

 

 

 
      Machinery-Diversified - 0.2%  
    3,718,181    

Fluidra S.A. 2.40%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

    3,504,386  
     

 

 

 
      Media - 10.7%  
 

Altice Financing S.A.

 

EUR     2,715,375    

2.75%, 01/31/2026, 3 mo. EURIBOR + 2.750%

    2,817,576  
$     10,307,065    

3.38%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    9,482,500  
    2,717,995    

3.56%, 07/15/2025, 3 mo. USD LIBOR + 2.750%

    2,501,398  
    28,161,837    

AVSC Holding Corp. 4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    18,586,812  
EUR     2,410,000    

Banijay Entertainment S.A.S 0.00%, 03/04/2025(9)

    2,471,974  
 

CSC Holdings LLC

 

$     7,734,888    

3.06%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    7,346,906  
    3,562,945    

3.31%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    3,385,439  
    12,898,054    

Gray Television, Inc. 3.49%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

    12,113,465  
    19,376,705    

ION Media Networks, Inc. 3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

    17,568,277  
    3,018,584    

Maxar Technologies Ltd. 3.16%, 10/04/2024, 1 mo. USD LIBOR + 2.750%

    2,792,190  
    10,142,751    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    9,328,187  
 

NEP/NCP Holdco, Inc.

 

    17,315,711    

4.70%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

    13,852,569  
    1,680,000    

8.45%, 10/19/2026, 1 mo. USD LIBOR + 7.000%

    949,200  
    19,045,089    

Nexstar Broadcasting, Inc. 3.74%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    17,830,965  
 

Numericable Group S.A.

 

EUR     9,765,045    

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

    9,978,701  
$     12,645,745    

3.15%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

    11,523,435  
    8,180,000    

PSAV Holdings LLC 9.01%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

    4,908,000  
    11,320,968    

Shutterfly, Inc. 7.45%, 09/25/2026, 1 mo. USD LIBOR + 6.000%

    9,809,619  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Media - 10.7% - (continued)  
$     2,860,714    

Sinclair Television Group, Inc. 3.32%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

  $ 2,646,161  
    12,289,200    

Terrier Media Buyer, Inc. 5.70%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

    11,398,233  
GBP     6,075,000    

Virgin Media Investment Holdings Ltd. 3.51%, 11/15/2027, 3 mo. GBP LIBOR + 3.250%

    7,219,154  
$     18,179,996    

William Morris Endeavor Entertainment LLC 4.37%, 05/18/2025, 1 mo. USD LIBOR + 2.750%

    13,453,197  
EUR     9,985,000    

Ziggo B.V. 3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%

    10,404,037  
$     4,650,000    

Ziggo Financing Partnership 3.31%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    4,330,312  
     

 

 

 
    206,698,307  
     

 

 

 
      Metal Fabricate/Hardware - 0.1%  
    1,289,420    

Ameriforge Group, Inc. 8.45%, 06/08/2022, 3 mo. USD LIBOR + 7.000%

    1,083,113  
     

 

 

 
      Miscellaneous Manufacturing - 1.2%  
    5,691,243    

Core & Main L.P. 3.77%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

    5,340,890  
    19,652,053    

USI, Inc. 3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    18,464,676  
     

 

 

 
    23,805,566  
     

 

 

 
      Office/Business Equipment - 0.5%  
    10,365,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    8,862,075  
     

 

 

 
      Oil & Gas - 3.3%  
 

BCP Raptor LLC

 

    12,255,907    

5.15%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    5,714,317  
    16,079,322    

5.25%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

    7,476,884  
    22,841,651    

Cheniere Corpus Christi Holdings LLC 3.20%, 06/30/2024, 1 mo. USD LIBOR + 1.750%

    20,100,653  
    3,115,963    

KCA Deutag Alpha Ltd. 8.20%, 02/28/2023, 3 mo. USD LIBOR + 6.750%

    950,369  
    17,210,356    

NorthRiver Midstream Finance L.P. 4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    13,805,115  
    12,596,646    

PES Holdings LLC 6.99%, 12/31/2022, 1 mo. USD LIBOR + 6.990%(3)

    2,519,329  
    2,330,000    

PowerTeam Services LLC 8.70%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

    1,937,791  
    15,494,833    

Traverse Midstream Partners LLC 5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

    11,521,493  
     

 

 

 
    64,025,951  
     

 

 

 
      Oil & Gas Services - 1.0%  
    27,331,479    

Lower Cadence Holdings LLC 4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    18,824,556  
 

Utex Industries, Inc.

 

    4,061,628    

4.40%, 05/22/2021, 1 mo. USD LIBOR + 4.000%

    1,039,777  
    3,000,000    

7.65%, 05/22/2022, 1 mo. USD LIBOR + 7.250%

    318,000  
     

 

 

 
    20,182,333  
     

 

 

 
 

 

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

 

 

  34  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Packaging & Containers - 3.5%  
$     9,546,250    

BellRing Brands LLC 6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

  $ 9,414,989  
    9,327,416    

Berry Global, Inc. 2.83%, 10/01/2022, 3 mo. USD LIBOR + 2.000%

    9,074,830  
 

Flex Acquisition Co., Inc.

 

    18,772,651    

4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

    17,505,497  
    11,581,996    

4.68%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

    10,782,839  
    3,105,000    

Proampac PG Borrower LLC 10.19%, 11/18/2024, 1 mo. USD LIBOR + 8.500%

    2,468,475  
    20,069,756    

Reynolds Group Holdings, Inc. 3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    19,095,570  
     

 

 

 
    68,342,200  
     

 

 

 
      Pharmaceuticals - 2.8%  
    4,844,852    

Bausch Health Companies, Inc. 3.72%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    4,681,338  
    7,261,650    

Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    7,095,213  
    20,200,000    

Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%

    19,467,750  
    11,076,860    

Endo Luxembourg Finance Co., S.a r.l. 5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

    10,045,383  
    14,256,500    

Sunshine Luxembourg S.a.r.l. 5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

    13,026,877  
     

 

 

 
    54,316,561  
     

 

 

 
      Real Estate - 0.8%  
    17,069,318    

VICI Properties LLC 2.42%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    15,793,387  
     

 

 

 
      Retail - 5.9%  
    19,660,231    

B.C. Unlimited Liability Co. 2.15%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    18,388,411  
    18,571,471    

Bass Pro Group LLC 6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

    15,600,036  
    8,349,752    

Belron Finance U.S. LLC 3.99%, 11/07/2024, 1 mo. USD LIBOR + 2.500%

    7,890,516  
 

Coty, Inc.

 

EUR     2,739,073    

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

    2,521,354  
$     20,721,817    

3.17%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    16,655,161  
    7,406,250    

Foundation Building Materials Holding Co. LLC 3.40%, 08/13/2025, 1 mo. USD LIBOR + 3.000%

    6,850,781  
    5,947,793    

Harbor Freight Tools USA, Inc. 3.25%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

    5,614,300  
    3,909,499    

Michaels Stores, Inc. 3.57%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

    3,207,744  
    13,185,867    

PetSmart, Inc. 5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

    12,773,809  
    10,686,943    

Rodan & Fields LLC 4.79%, 06/16/2025, 1 mo. USD LIBOR + 3.000%

    5,103,015  
    13,021,415    

Sports Authority, Inc. 0.00%, 11/16/2020, 1 mo. USD LIBOR + 6.000%(3)

    13,021  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Retail - 5.9% - (continued)  
$     3,750,853    

Staples, Inc. 6.02%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

  $ 2,975,664  
    16,152,305    

U.S. Foods, Inc. 2.15%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    14,847,522  
    1,324,970    

USS Ultimate Holdings, Inc. 5.20%, 08/25/2024, 1 mo. USD LIBOR + 3.750%

    1,091,722  
     

 

 

 
    113,533,056  
     

 

 

 
      Software - 9.1%  
    4,075,920    

Almonde, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

    3,524,529  
    7,022,609    

CCC Information Services, Inc. 3.75%, 04/29/2024, 1 mo. USD LIBOR + 2.750%

    6,653,922  
    13,159,682    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

    12,649,744  
EUR     2,680,000    

Cobham plc 3.75%, 01/17/2027, 1 mo. EURIBOR + 3.750%

    2,783,601  
$     29,455,000    

DCert Buyer, Inc. 4.40%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    27,638,510  
    19,340,437    

Epicor Software Corp. 3.66%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

    18,630,256  
    21,028,247    

EVO Payments International LLC 3.65%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    19,409,072  
    2,325,000    

Hyland Software, Inc. 7.75%, 07/07/2025, 1 mo. USD LIBOR + 7.000%

    2,150,625  
 

Infor U.S., Inc.

 

EUR     3,655,245    

3.25%, 02/01/2022, 3 mo. EURIBOR + 2.250%

    3,945,515  
$     11,211,705    

3.75%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

    10,996,777  
    762,500    

MA FinanceCo. LLC 2.90%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

    699,975  
    21,561,250    

Playtika Holding Corp. 7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

    21,291,734  
    5,265,233    

Seattle Spinco, Inc. 2.90%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

    4,833,484  
    17,385,467    

SS&C Technologies Holdings Europe S.a.r.l 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    16,684,138  
    9,265,000    

Ultimate Software Group, Inc. 4.15%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    8,820,743  
    4,469,452    

Western Digital Corp. 2.77%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

    4,273,913  
    12,534,248    

WEX, Inc. 2.65%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

    11,757,125  
     

 

 

 
    176,743,663  
     

 

 

 
      Telecommunications - 2.4%  
    3,285,188    

Altice France S.A. 4.50%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    3,025,198  
    12,494,213    

CenturyLink, Inc. 2.65%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    11,791,413  
EUR     10,733,511    

Masmovil Holdphone S.A. 2.63%, 05/07/2026, 1 mo. EURIBOR + 2.625%

    11,332,989  
$     7,140,000    

T-Mobile USA, Inc. 0.00%, 04/01/2027, 1 mo. USD LIBOR + 1.750%(9)

    7,092,805  
    13,490,000    

Telenet Financing USD LLC 2.81%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    12,801,470  
     

 

 

 
    46,043,875  
     

 

 

 
 

 

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

 

 

  35  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 81.1%(8) - (continued)  
      Textiles - 0.1%      
$     3,500,000    

International Textile Group, Inc. 10.43%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

  $ 1,855,000  
     

 

 

 
      Transportation - 0.3%      
    6,436,764    

Dynasty Acquisition Co., Inc. 4.95%, 04/06/2026, 3 mo. USD LIBOR + 3.500%

    5,616,077  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $1,804,674,110)

  $ 1,568,847,392  
     

 

 

 
CONVERTIBLE BONDS - 0.2%  
      Media - 0.2%      
    4,375,000    

Scripps Escrow, Inc. 5.88%, 07/15/2027(1)

  $ 3,696,875  
     

 

 

 
 

Total Convertible Bonds
(cost $4,183,571)

  $ 3,696,875  
     

 

 

 
COMMON STOCKS - 0.5%  
      Consumer Services - 0.0%      
    57,891    

Caesars Entertainment Corp.*

  $ 559,227  
     

 

 

 
      Energy - 0.3%      
    2,037,975    

Ascent Resources - Marcellus LLC Class A*(11)(12)

    1,477,532  
    418,220,006    

KCA Deutag*(11)(12)(13)

    548,286  
    544,947    

Philadelphia Energy Solutions Class A*

    34,332  
    389,285    

Templar Energy LLC Class A*

    3,893  
    112,212    

Texgen Power LLC*(11)(12)

    3,310,254  
     

 

 

 
    5,374,297  
     

 

 

 
      Insurance - 0.2%      
    175,508    

AFG Holdings, Inc.

    4,387,700  
     

 

 

 
 

Total Common Stocks
(cost $30,513,055)

  $ 10,321,224  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%  
    85,759    

Ascent Resources - Marcellus LLC Expires 3/30/23*(11)(12)

  $ 2,144  
    110,262    

Ascent Resources - Marcellus LLC Expires 3/30/23*(11)(12)

    5,513  
    523,280    

Ascent Resources - Marcellus LLC Expires 3/30/23*(11)(12)

    2,616  
    6,100    

Sable Permian Resources LLC Expires 10/24/09*(11)(12)

    109,800  
     

 

 

 
    120,073  
     

 

 

 
 

Total Warrants
(cost $71,756)

  $ 120,073  
     

 

 

 
 

Total Long-Term Investments
(cost $1,980,821,657)

  $ 1,705,971,751  
     

 

 

 
SHORT-TERM INVESTMENTS - 12.7%  
      Other Investment Pools & Funds - 12.7%      
    245,245,478    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(14)

  $ 245,245,478  
     

 

 

 
 

Total Short-Term Investments
(cost $245,245,478)

  $ 245,245,478  
     

 

 

 
                                                                 
 

Total Investments
(cost $2,226,067,135)

    100.9    $ 1,951,217,229  
 

Other Assets and Liabilities

    (0.9 )%       (17,390,416
     

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,933,826,813  
     

 

 

    

 

 

 
Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $65,844,202, representing 3.4% of net assets.

 

(2) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $11,355,898, representing 0.6% of net assets.

 

(3) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(4) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(5) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(6) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(7) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(8) 

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(9) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(10) 

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2020, the aggregate value of the unfunded commitment was $14,524,635, which rounds to 0.0% of total net assets.

 

(11) 

Investment valued using significant unobservable inputs.

 

 

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

 

 

  36  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(12) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $5,456,145, which represented 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.

 

(13) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $548,286 or 0.0% of net assets.

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  03/2011      KCA Deutag      418,220,006      $     5,667,717      $     548,286  

 

(14) 

Current yield as of period end.

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2020  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments
received (paid)
by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       3,675,000     1.00%     06/20/20       Quarterly     $     $ (3,542   $ (256,139   $ (252,597

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       15,000,000     (1.00%)     06/20/20       Quarterly             (13,388     (1,103,141     (1,089,753

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       25,000,000     (1.00%)     06/20/20       Quarterly             (34,394     (2,064,373     (2,029,979

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       5,000,000     (1.00%)     09/20/20       Quarterly             (2,998     (459,970     (456,972

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       7,500,000     (1.00%)     09/20/20       Quarterly             (6,272     (718,544     (712,272

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       24,000,000     (1.00%)     09/20/20       Quarterly             (62,627     (1,981,798     (1,919,171

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       10,000,000     (1.00%)     12/20/20       Quarterly             (7,222     (919,941     (912,719

Markit iBoxx USD Liquid Leveraged Loan Index

  BCLY     USD       9,810,000     (1.00%)     03/20/21       At Maturity             (1,371     1,330,369       1,331,740  

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       20,650,000     (1.00%)     03/20/21       At Maturity             (7,009     598,347       605,356  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

      $     —     $     (138,823   $     (5,575,190   $     (5,436,367
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  2,227,000      EUR      2,401,708      USD    SSG      05/29/20     $ 40,146     $  
  1,808,755      USD      1,669,000      EUR    HSBC      05/29/20             (21,264
  180,566,769      USD      166,556,840      EUR    MSC      05/29/20             (2,058,969
  7,333,599      USD      5,934,321      GBP    BCLY      05/29/20             (141,534
                

 

 

   

 

 

 
 

Total foreign currency contracts

     $     40,146     $     (2,221,767
                

 

 

   

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 122,986,187     $      $ 122,986,187     $  

Senior Floating Rate Interests

     1,568,847,392              1,568,847,392        

Convertible Bonds

     3,696,875              3,696,875        

Common Stocks

 

Consumer Services

     559,227       559,227               

Energy

     5,374,297              38,225       5,336,072  

Insurance

     4,387,700              4,387,700        

Warrants

     120,073                    120,073  

Short-Term Investments

     245,245,478       245,245,478               

Foreign Currency Contracts(2)

     40,146              40,146        

Swaps - Total Return(2)

     1,937,096              1,937,096        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     1,953,194,471     $     245,804,705      $     1,701,933,621     $     5,456,145  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (2,221,767   $      $ (2,221,767   $  

Swaps - Total Return(2)

     (7,373,463            (7,373,463      
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (9,595,230   $      $ (9,595,230   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.

 

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

 

 

  37  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.4%  
      Advertising - 0.1%  
$     300,000    

Lamar Media Corp. 4.00%, 02/15/2030(1)

  $ 274,500  
     

 

 

 
      Aerospace/Defense - 0.5%  
 

Boeing Co.

 

    900,000    

2.95%, 02/01/2030

    768,038  
    350,000    

5.71%, 05/01/2040

    350,000  
    335,000    

Howmet Aerospace, Inc. 6.88%, 05/01/2025

    341,621  
    315,000    

TransDigm, Inc. 8.00%, 12/15/2025(1)

    327,600  
     

 

 

 
    1,787,259  
     

 

 

 
      Airlines - 0.2%  
 

Bombardier, Inc.

 

    625,000    

7.50%, 12/01/2024(1)

    415,375  
    425,000    

7.88%, 04/15/2027(1)

    275,188  
     

 

 

 
    690,563  
     

 

 

 
      Auto Parts & Equipment - 0.2%  
EUR     550,000    

Panther BF Aggregator 2 L.P. /
Panther Finance Co., Inc.
4.38%, 05/15/2026(2)

    556,007  
     

 

 

 
      Coal - 0.0%  
$     1,365,000    

Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(1)

    1,706  
     

 

 

 
      Commercial Banks - 0.5%  
EUR     1,310,000    

Banco Santander S.A. 1.00%, 12/15/2024(3)(4)

    1,134,913  
$     615,000    

Freedom Mortgage Corp. 8.13%, 11/15/2024(1)

    510,450  
     

 

 

 
    1,645,363  
     

 

 

 
      Commercial Services - 1.0%  
 

APX Group, Inc.

 

    1,015,000    

6.75%, 02/15/2027(1)

    862,750  
    875,000    

7.63%, 09/01/2023

    682,500  
    500,000    

8.50%, 11/01/2024

    460,000  
    445,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

    329,300  
    145,000    

Dun & Bradstreet Corp. 6.88%, 08/15/2026(1)

    152,612  
EUR     200,000    

Q-Park Holding I B.V. 2.00%, 03/31/2026,
3 mo. EURIBOR + 2.000%(1)(5)

    203,302  
    425,000    

Verisure Midholding AB 5.75%, 12/01/2023(2)

    446,110  
     

 

 

 
    3,136,574  
     

 

 

 
      Distribution/Wholesale - 0.1%  
$     90,000    

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1)

    85,394  
    260,000    

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

    247,005  
     

 

 

 
    332,399  
     

 

 

 
      Diversified Financial Services - 0.4%  
    830,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65%, 07/21/2027

    698,655  
    500,000    

Navient Corp. 5.88%, 03/25/2021

    491,250  
     

 

 

 
    1,189,905  
     

 

 

 
      Electrical Components & Equipment - 0.1%  
    165,000    

Energizer Holdings, Inc. 6.38%, 07/15/2026(1)

    171,584  
     

 

 

 
      Entertainment - 0.3%  
    705,000    

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

    553,636  
    175,000    

Cinemark USA, Inc.8.75%, 05/01/2025(1)

    177,625  
    233,000    

WMG Acquisition Corp. 4.88%, 11/01/2024(1)

    233,000  
     

 

 

 
    964,261  
     

 

 

 
      Food - 0.0%  
    155,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    156,717  
     

 

 

 
      Food Service - 0.4%  
    1,150,000    

Aramark Services, Inc. 6.38%, 05/01/2025(1)

    1,196,000  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.4% - (continued)  
      Home Builders - 0.1%  
$     475,000    

KB Home 7.00%, 12/15/2021

  $ 491,625  
     

 

 

 
      Insurance - 0.4%  
 

Acrisure LLC / Acrisure Finance, Inc.

 
    425,000    

7.00%, 11/15/2025(1)

    376,125  
    160,000    

8.13%, 02/15/2024(1)

    164,800  
 

Genworth Holdings, Inc.

 

    725,000    

4.80%, 02/15/2024

    612,625  
    375,000    

6.50%, 06/15/2034

    309,375  
     

 

 

 
    1,462,925  
     

 

 

 
      Internet - 0.6%  
    1,300,000    

Photo Holdings Merger Sub, Inc.
8.50%, 10/01/2026(1)

    1,125,605  
EUR     820,000    

United Group B.V.
3.25%, 02/15/2026, 3 mo. EURIBOR + 3.250%(1)(5)

    838,373  
     

 

 

 
    1,963,978  
     

 

 

 
      IT Services - 0.1%  
$     315,000    

Presidio Holdings, Inc. 8.25%, 02/01/2028(1)

    310,842  
     

 

 

 
      Leisure Time - 0.1%  
    470,000    

Carnival Corp. 11.50%, 04/01/2023(1)

    491,076  
     

 

 

 
      Lodging - 0.2%  
    130,000    

Boyd Gaming Corp. 4.75%, 12/01/2027(1)

    111,995  
 

Marriott International, Inc.

 

    336,000    

3.25%, 09/15/2022

    326,532  
    150,000    

5.75%, 05/01/2025

    156,760  
     

 

 

 
    595,287  
     

 

 

 
      Media - 0.7%  
EUR     335,000    

Altice Financing S.A. 3.00%, 01/15/2028(1)

    335,905  
    860,000    

Banijay Group SAS 6.50%, 03/01/2026(1)

    805,778  
$     475,000    

CSC Holdings LLC 5.88%, 09/15/2022

    494,594  
    200,000    

Houghton Mifflin Harcourt Publishers, Inc.
9.00%, 02/15/2025(1)

    164,000  
EUR     365,000    

Ziggo B.V. 2.88%, 01/15/2030(1)

    377,986  
     

 

 

 
    2,178,263  
     

 

 

 
      Oil & Gas - 0.7%  
$     625,000    

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

    187,500  
    400,000    

CNX Resources Corp. 7.25%, 03/14/2027(1)

    358,000  
    640,000    

EQT Corp. 3.90%, 10/01/2027

    537,600  
    300,000    

Gulfport Energy Corp. 6.63%, 05/01/2023

    162,000  
    375,000    

Jagged Peak Energy LLC 5.88%, 05/01/2026

    318,750  
    200,000    

QEP Resources, Inc. 5.38%, 10/01/2022

    69,000  
    250,000    

Southwestern Energy Co. 7.75%, 10/01/2027

    217,550  
    790,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(1)

    418,700  
     

 

 

 
    2,269,100  
     

 

 

 
      Oil & Gas Services - 0.1%  
    614,000    

Alpha Star Holding Ltd. 6.25%, 04/20/2022(2)

    463,394  
     

 

 

 
      Pharmaceuticals - 0.3%  
EUR     775,000    

Grifols S.A. 1.63%, 02/15/2025(2)

    828,052  
    290,000    

Rossini S.a.r.l.
3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(5)

    305,847  
     

 

 

 
    1,133,899  
     

 

 

 
      Pipelines - 0.2%  
$     265,000    

EnLink Midstream Partners L.P.
5.05%, 04/01/2045

    107,325  
    625,000    

EQT Midstream Partners L.P.
6.50%, 07/15/2048

    501,563  
 

 

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

 

 

  38  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.4% - (continued)  
      Pipelines - 0.2% - (continued)  
$     225,000    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp. 5.50%, 09/15/2024(1)

  $ 171,000  
     

 

 

 
    779,888  
     

 

 

 
      Retail - 1.1%  
    1,855,000    

1011778 BC ULC / New Red Finance, Inc.
5.75%, 04/15/2025(1)

    1,952,387  
    825,000    

Ferrellgas L.P. / Ferrellgas Finance Corp.
10.00%, 04/15/2025(1)

    871,943  
    735,000    

Kohl’s Corp. 9.50%, 05/15/2025

    755,688  
     

 

 

 
    3,580,018  
     

 

 

 
      Telecommunications - 0.3%  
EUR     425,000    

Altice France S.A. 3.38%, 01/15/2028(1)

    436,628  
$     450,000    

Sprint Communications, Inc.
6.00%, 11/15/2022

    475,924  
     

 

 

 
    912,552  
     

 

 

 
      Toys/Games/Hobbies - 0.2%  
   

Mattel, Inc.

 
    430,000    

5.88%, 12/15/2027(1)

    418,476  
    300,000    

6.75%, 12/31/2025(1)

    304,500  
     

 

 

 
    722,976  
     

 

 

 
      Trucking & Leasing - 0.5%  
    910,000    

DAE Funding LLC 5.25%, 11/15/2021(1)

    832,650  
    900,000    

Fly Leasing Ltd. 6.38%, 10/15/2021

    828,000  
     

 

 

 
    1,660,650  
     

 

 

 
 

Total Corporate Bonds
(cost $34,809,854)

  $ 31,119,311  
   

 

 

 

SENIOR FLOATING RATE INTERESTS - 77.7%(6)

 

      Aerospace/Defense - 0.2%  
    724,686    

TransDigm, Inc. 2.65%, 05/30/2025,
1 mo. USD LIBOR + 2.250%

    632,832  
     

 

 

 
      Agriculture - 0.0%  
    173    

Pinnacle Operating Corp. 1.75%, 11/15/2021,
1 mo. USD LIBOR + 5.500%

    162  
     

 

 

 
      Auto Parts & Equipment - 1.0%  
    1,894,095    

Adient U.S. LLC 5.45%, 05/06/2024,
1 mo. USD LIBOR + 4.000%

    1,698,776  
    1,785,090    

Panther BF Aggregator L.P.
3.90%, 04/30/2026,
1 mo. USD LIBOR + 3.500%

    1,611,936  
     

 

 

 
        3,310,712  
     

 

 

 
      Beverages - 0.2%  
EUR     700,000    

Sunshine Investments B.V. 3.25%, 03/28/2025,
3 mo. EURIBOR + 3.250%

    740,246  
     

 

 

 
      Chemicals - 0.7%  
   

LTI Holdings, Inc.

 
$     1,845,884    

3.90%, 09/06/2025,
1 mo. USD LIBOR + 3.500%

    1,469,527  
    190,000    

7.15%, 09/06/2026,
1 mo. USD LIBOR + 6.750%

    98,087  
    637,472    

Tronox Finance LLC 4.20%, 09/23/2024,
3 mo. USD LIBOR + 2.750%

    596,438  
     

 

 

 
        2,164,052  
     

 

 

 
      Coal - 0.0%  
    1,666,950    

Foresight Energy LLC
7.36%, 03/28/2022,
3 mo. USD LIBOR + 5.750%

    104,184  
     

 

 

 
      Commercial Services - 6.8%  
    6,485,025    

APX Group, Inc.
5.40%, 12/31/2025,
1 mo. USD LIBOR + 5.000%

    5,698,716  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)  
      Commercial Services - 6.8% - (continued)  
$     3,147,113    

AVSC Holding Corp. 6.20%, 10/15/2026,
1 mo. USD LIBOR + 4.500%

  $ 2,108,565  
    443,888    

Belron Finance U.S. LLC
3.26%, 10/30/2026,
3 mo. USD LIBOR + 2.500%

    417,254  
    4,542,217    

Blackhawk Network Holdings, Inc.
3.15%, 06/15/2025,
1 mo. USD LIBOR + 2.750%

    3,860,884  
    4,777,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026,
1 mo. USD LIBOR + 4.000%

    4,454,553  
EUR     825,000    

LGC Group Holdings Ltd. 0.00%, 01/22/2027(7)

    849,271  
 

Verisure Holding AB

 

    885,000    

3.00%, 10/20/2022,
3 mo. EURIBOR + 3.500%

    924,672  
    2,875,000    

3.50%, 10/21/2022,
3 mo. EURIBOR + 3.500%

    3,036,927  
$     1,145,130    

Weight Watchers International, Inc.
5.50%, 11/29/2024,
3 mo. USD LIBOR + 4.750%

    1,109,344  
     

 

 

 
        22,460,186  
     

 

 

 
      Distribution/Wholesale - 1.3%  
    2,199,236    

American Builders & Contractors Supply Co., Inc. 2.40%, 01/15/2027,
1 mo. USD LIBOR + 2.000%

    2,055,824  
    2,498,642    

SRS Distribution, Inc. 4.32%, 05/23/2025,
1 mo. USD LIBOR + 3.250%

    2,222,442  
     

 

 

 
        4,278,266  
     

 

 

 
      Diversified Financial Services - 5.1%  
   

AlixPartners LLP

 
EUR     1,217,700    

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

    1,294,384  
$     625,000    

3.50%, 04/04/2024,
3 mo. USD LIBOR + 2.500%

    600,694  
    2,176,493    

Aretec Group, Inc. 4.65%, 10/01/2025,
3 mo. USD LIBOR + 4.250%

    1,762,959  
 

Crown Finance U.S., Inc.

 

EUR     205,715    

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

    151,040  
$     4,606,461    

3.32%, 02/28/2025,
1 mo. USD LIBOR + 2.250%

    2,886,731  
    1,524,600    

Minotaur Acquisition, Inc. 5.40%, 03/27/2026,
1 mo. USD LIBOR + 5.000%

    1,295,910  
EUR     5,810,241    

Nets Holding A/S 3.25%, 02/06/2025,
3 mo. EURIBOR + 3.250%

    5,899,165  
$     2,004,403    

Refinitiv U.S. Holdings, Inc. 3.65%, 10/01/2025,
1 mo. USD LIBOR + 3.250%

    1,958,682  
    1,209,243    

UFC Holdings LLC 4.25%, 04/29/2026,
1 mo. USD LIBOR + 3.250%

    1,127,619  
     

 

 

 
        16,977,184  
     

 

 

 
      Energy-Alternate Sources - 2.4%  
    3,040,838    

BCP Renaissance Parent LLC
4.95%, 10/31/2024,
3 mo. USD LIBOR + 3.500%

    2,326,241  
    971,481    

Gulf Finance LLC 6.71%, 08/25/2023,
1 mo. USD LIBOR + 5.250%

    505,860  
    7,265,226    

Medallion Midland Acquisition LLC
4.25%, 10/30/2024,
1 mo. USD LIBOR + 3.250%

    5,013,006  
     

 

 

 
        7,845,107  
     

 

 

 
      Engineering & Construction - 0.3%  
    1,263,167    

Brand Energy & Infrastructure Services, Inc.
5.70%, 06/21/2024,
3 mo. USD LIBOR + 4.250%

    1,064,610  
     

 

 

 
 

 

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

 

 

  39  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)  
      Entertainment - 0.2%  
$     605,000    

Banijay Entertainment S.A.S
0.00%, 03/04/2025(7)

  $ 555,088  
     

 

 

 
      Environmental Control - 0.3%  
EUR     1,100,374    

Fluidra S.A. 2.00%, 07/02/2025,
1 mo. EURIBOR + 2.000%

    1,116,407  
     

 

 

 
          Food - 1.9%      
$     1,163,387    

Atkins Nutritionals Holdings, Inc.
4.75%, 07/07/2024,
1 mo. USD LIBOR + 3.750%

    1,125,577  
   

Froneri International plc

 
EUR     3,140,000    

2.63%, 01/29/2027,
1 mo. EURIBOR + 2.625%(7)

    3,238,398  
$     625,000    

2.65%, 01/29/2027,
1 mo. USD LIBOR + 2.250%

    576,825  
EUR     140,000    

5.75%, 01/31/2028,
1 mo. EURIBOR + 5.750%(7)

    144,597  
$     200,000    

5.75%, 01/31/2028,
1 mo. USD LIBOR + 5.750%

    188,500  
    937,594    

U.S. Foods, Inc. 3.07%, 09/13/2026,
1 mo. USD LIBOR + 2.000%

    831,337  
     

 

 

 
    6,105,234  
     

 

 

 
      Food Service - 0.2%  
    265,000    

Aramark Services, Inc. 2.15%, 01/15/2027,
1 mo. USD LIBOR + 1.750%

    247,775  
    560,025    

CHG PPC Parent LLC 3.15%, 03/31/2025,
1 mo. USD LIBOR + 2.750%

    515,223  
     

 

 

 
        762,998  
     

 

 

 
      Healthcare-Products - 0.4%  
EUR     299,250    

Grifols S.A. 2.25%, 11/15/2027,
1 mo. EURIBOR + 2.250%

    321,738  
   

Lifescan Global Corp.

 
$     827,734    

7.45%, 10/01/2024,
3 mo. USD LIBOR + 6.000%

    678,229  
    500,000    

10.68%, 09/26/2025,
3 mo. USD LIBOR + 9.500%

    321,665  
     

 

 

 
        1,321,632  
     

 

 

 
      Healthcare-Services - 6.3%  
    1,155,696    

CDRH Parent, Inc. 5.57%, 07/01/2021,
3 mo. USD LIBOR + 4.250%

    708,823  
    550,000    

CPI Holdco LLC 5.70%, 11/04/2026,
1 mo. USD LIBOR + 4.250%

    525,937  
    1,419,712    

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025,
1 mo. USD LIBOR + 3.750%(8)

    1,149,966  
    915,966    

DuPage Medical Group Ltd.
3.50%, 08/15/2024,
1 mo. USD LIBOR + 2.750%

    785,441  
    748,106    

Envision Healthcare Corp. 4.15%, 10/10/2025,
1 mo. USD LIBOR + 3.750%

    511,203  
   

EyeCare Partners LLC

 
    1,047,162    

0.50%, 02/18/2027,
1 mo. USD LIBOR + 0.500%(8)

    862,160  
    4,487,838    

4.82%, 02/05/2027,
1 mo. USD LIBOR + 3.750%

    3,694,972  
    2,633,732    

Gentiva Health Services, Inc.
3.69%, 07/02/2025,
1 mo. USD LIBOR + 3.250%

    2,475,708  
    3,865,000    

LGC Ltd. 0.00%, 04/21/2027(7)

    3,623,437  
 

MED ParentCo L.P.

 
    599,018    

4.25%, 08/31/2026,
1 mo. USD LIBOR + 4.250%(8)

    503,157  
    2,392,384    

4.65%, 08/31/2026,
1 mo. USD LIBOR + 4.250%

    2,009,531  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)  
      Healthcare-Services - 6.3% - (continued)  
$     883,566    

MPH Acquisition Holdings LLC
4.20%, 06/07/2023,
3 mo. USD LIBOR + 2.750%

  $ 811,228  
    1,120,000    

Surf Holdings LLC 4.81%, 03/05/2027,
1 mo. USD LIBOR + 3.500%

    1,024,106  
    2,094,750    

Zelis Healthcare Corp. 5.15%, 09/30/2026,
1 mo. USD LIBOR + 4.750%

    2,006,247  
     

 

 

 
      20,691,916  
     

 

 

 
      Household Products - 1.7%  
 

Diamond (BC) B.V.

 
EUR     1,711,115    

3.25%, 09/06/2024,
1 mo. EURIBOR + 3.250%

    1,629,351  
$     3,310,500    

3.76%, 09/06/2024,
2 mo. USD LIBOR + 3.000%

    2,840,840  
    2,849,838    

Revlon Consumer Products Corp.
5.11%, 09/07/2023,
1 mo. USD LIBOR + 3.500%

    1,160,283  
    100,000    

Reynolds Consumer Products LLC
2.15%, 02/04/2027,
1 mo. USD LIBOR + 1.750%(7)

    96,203  
     

 

 

 
      5,726,677  
     

 

 

 
      Housewares - 0.6%  
    2,117,265    

Hayward Industries, Inc. 3.90%, 08/05/2024,
1 mo. USD LIBOR + 3.500%

    1,945,237  
     

 

 

 
      Insurance - 6.4%  
    7,020,743    

Acrisure LLC 5.21%, 02/15/2027,
3 mo. USD LIBOR + 3.500%

    6,435,704  
 

Asurion LLC

 
    278,382    

3.40%, 11/03/2023,
1 mo. USD LIBOR + 3.000%

    265,209  
    6,930,032    

3.40%, 11/03/2024,
1 mo. USD LIBOR + 3.000%

    6,594,687  
    4,945,000    

6.90%, 08/04/2025,
1 mo. USD LIBOR + 6.500%

    4,771,925  
    1,030,148    

NFP Corp. 3.65%, 02/15/2027,
1 mo. USD LIBOR + 3.250%

    916,832  
    2,523,164    

Sedgwick Claims Management Services, Inc.
3.65%, 12/31/2025,
1 mo. USD LIBOR + 3.250%

    2,310,941  
     

 

 

 
      21,295,298  
     

 

 

 
      Leisure Time - 1.8%  
    3,789,276    

Caesars Resort Collection LLC
3.15%, 12/23/2024,
1 mo. USD LIBOR + 2.750%

    3,189,320  
    875,000    

Eldorado Resorts LLC 3.25%, 04/17/2024,
2 mo. USD LIBOR + 2.250%

    825,239  
    2,033,186    

Penn National Gaming, Inc. 3.00%, 10/15/2025,
3 mo. USD LIBOR + 2.250%

    1,758,706  
     

 

 

 
      5,773,265  
     

 

 

 
      Lodging - 3.1%  
    10,572,485    

Caesars Entertainment Operating Co.
2.40%, 10/07/2024,
1 mo. USD LIBOR + 2.000%

    10,182,678  
     

 

 

 
      Media - 9.4%  
    2,538,640    

AVSC Holding Corp. 4.95%, 03/03/2025,
3 mo. USD LIBOR + 3.250%

    1,675,502  
EUR     705,000    

Banijay Entertainment S.A.S
0.00%, 03/04/2025(7)

    723,129  
$     1,650,000    

Charter Communications Operating LLC
2.16%, 02/01/2027,
3 mo. USD LIBOR + 1.750%

    1,582,631  
 

 

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

 

 

  40  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)  
      Media - 9.4% - (continued)  
$     1,377,843    

Gray Television, Inc. 3.49%, 01/02/2026,
1 mo. ICE LIBOR + 2.500%

  $ 1,294,029  
    2,067,490    

ION Media Networks, Inc. 3.81%, 12/18/2024,
1 mo. USD LIBOR + 3.000%

    1,874,532  
    428,631    

Maxar Technologies Ltd. 3.16%, 10/04/2024,
1 mo. USD LIBOR + 2.750%

    396,483  
    2,057,200    

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024,
1 mo. USD LIBOR + 3.000%

    1,891,986  
    5,433,725    

NEP/NCP Holdco, Inc. 4.70%, 10/20/2025,
1 mo. USD LIBOR + 3.250%

    4,346,980  
    2,015,688    

Nexstar Broadcasting, Inc. 3.74%, 09/18/2026,
1 mo. USD LIBOR + 2.750%

    1,887,187  
   

Numericable Group S.A.

 
EUR     1,445,199    

3.00%, 07/31/2025,
3 mo. EURIBOR + 3.000%

    1,476,819  
$     4,101,272    

3.15%, 07/31/2025,
1 mo. USD LIBOR + 2.750%

    3,737,284  
    2,225,000    

PSAV Holdings LLC 9.01%, 09/01/2025,
3 mo. USD LIBOR + 7.250%

    1,335,000  
    1,441,129    

Shutterfly, Inc. 7.45%, 09/25/2026,
1 mo. USD LIBOR + 6.000%

    1,248,738  
    499,554    

Sinclair Television Group, Inc.
3.32%, 09/30/2026,
1 mo. USD LIBOR + 2.500%

    462,087  
    2,433,900    

Terrier Media Buyer, Inc. 5.70%, 12/17/2026,
1 mo. USD LIBOR + 4.250%

    2,257,442  
    3,176,408    

William Morris Endeavor Entertainment LLC
4.37%, 05/18/2025,
1 mo. USD LIBOR + 2.750%

    2,350,542  
EUR     995,000    

Ziggo B.V. 3.00%, 01/31/2029,
1 mo. EURIBOR + 3.000%

    1,036,757  
$     1,675,000    

Ziggo Financing Partnership
3.31%, 04/30/2028,
1 mo. USD LIBOR + 2.500%(7)

    1,559,844  
     

 

 

 
        31,136,972  
     

 

 

 
      Metal Fabricate/Hardware - 0.3%  
    255,770    

Ameriforge Group, Inc. 8.45%, 06/08/2022,
3 mo. USD LIBOR + 7.000%

    214,847  
    665,000    

Arconic Corp. 3.24%, 03/25/2027,
1 mo. USD LIBOR + 2.750%

    658,350  
     

 

 

 
        873,197  
     

 

 

 
      Miscellaneous Manufacturing - 1.2%  
    814,550    

Core & Main L.P. 3.77%, 08/01/2024,
6 mo. USD LIBOR + 2.750%

    764,406  
    3,270,065    

USI, Inc. 3.40%, 05/16/2024,
3 mo. USD LIBOR + 3.000%

    3,072,488  
     

 

 

 
        3,836,894  
     

 

 

 
      Office/Business Equipment - 0.5%  
    1,835,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025,
1 mo. USD LIBOR + 5.500%

    1,568,925  
     

 

 

 
      Oil & Gas - 2.9%  
   

BCP Raptor LLC

 
    4,682,125    

5.15%, 11/03/2025,
1 mo. USD LIBOR + 4.750%

    2,183,041  
    3,420,557    

5.25%, 06/24/2024,
2 mo. USD LIBOR + 4.250%

    1,590,559  
    1,986,231    

Cheniere Corpus Christi Holdings LLC
3.20%, 06/30/2024,
1 mo. USD LIBOR + 1.750%

    1,747,883  
    576,377    

KCA Deutag Alpha Ltd. 8.20%, 02/28/2023,
3 mo. USD LIBOR + 6.750%

    175,795  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)  
      Oil & Gas - 2.9% - (continued)  
$     2,173,157    

NorthRiver Midstream Finance L.P.
4.68%, 10/01/2025,
3 mo. USD LIBOR + 3.500%

  $ 1,743,176  
    585,000    

PowerTeam Services LLC 8.70%, 03/06/2026,
3 mo. USD LIBOR + 7.250%

    486,527  
    2,078,803    

Traverse Midstream Partners LLC
5.00%, 09/27/2024,
3 mo. USD LIBOR + 4.000%

    1,545,735  
     

 

 

 
        9,472,716  
     

 

 

 
      Oil & Gas Services - 1.4%  
    6,711,824    

Lower Cadence Holdings LLC
4.40%, 05/22/2026,
1 mo. USD LIBOR + 4.000%

    4,622,769  
   

Utex Industries, Inc.

 
    273,055    

4.40%, 05/22/2021,
1 mo. USD LIBOR + 4.000%

    69,902  
    750,000    

7.65%, 05/22/2022,
1 mo. USD LIBOR + 7.250%

    79,500  
     

 

 

 
    4,772,171  
     

 

 

 
      Packaging & Containers - 2.6%  
    1,678,750    

BellRing Brands LLC 6.00%, 10/21/2024,
1 mo. USD LIBOR + 5.000%

    1,655,667  
 

Flex Acquisition Co., Inc.

 

    2,390,834    

4.43%, 12/29/2023,
3 mo. USD LIBOR + 3.000%

    2,229,453  
    4,053,732    

4.68%, 06/29/2025,
1 mo. USD LIBOR + 3.250%

    3,774,024  
    970,000    

Proampac PG Borrower LLC
10.19%, 11/18/2024,
1 mo. USD LIBOR + 8.500%

    771,150  
     

 

 

 
    8,430,294  
     

 

 

 
      Pharmaceuticals - 2.4%  
    1,450,350    

Catalent Pharma Solutions, Inc.
3.25%, 05/18/2026,
1 mo. USD LIBOR + 2.250%

    1,417,108  
    3,400,000    

Elanco Animal Health, Inc. 0.00%, 02/04/2027,
1 mo. USD LIBOR + 2.250%(7)

    3,276,750  
    1,518,949    

Endo Luxembourg Finance Co., S.a r.l.
5.00%, 04/29/2024,
1 mo. USD LIBOR + 4.250%

    1,377,504  
    2,032,475    

Sunshine Luxembourg S.a.r.l.
5.32%, 10/01/2026,
1 mo. USD LIBOR + 4.250%

    1,857,174  
     

 

 

 
    7,928,536  
     

 

 

 
      Retail - 5.7%  
    3,688,967    

B.C. Unlimited Liability Co. 2.15%, 11/19/2026,
1 mo. USD LIBOR + 1.750%

    3,450,327  
    4,569,271    

Bass Pro Group LLC 6.07%, 09/25/2024,
1 mo. USD LIBOR + 5.000%

    3,838,188  
    1,168,173    

Belron Finance U.S. LLC 3.99%, 11/07/2024,
1 mo. USD LIBOR + 2.500%

    1,103,924  
 

Coty, Inc.

 

EUR     933,247    

2.50%, 04/07/2025,
1 mo. EURIBOR + 2.500%

    859,066  
$     3,568,464    

3.17%, 04/07/2025,
1 mo. USD LIBOR + 2.250%

    2,868,153  
    1,481,250    

Foundation Building Materials Holding Co. LLC 3.40%, 08/13/2025,
1 mo. USD LIBOR + 3.000%

    1,370,156  
    837,850    

Harbor Freight Tools USA, Inc.
3.25%, 08/18/2023,
1 mo. USD LIBOR + 2.500%

    790,872  
 

 

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

 

 

  41  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 77.7%(6) - (continued)  
      Retail - 5.7% - (continued)  
$     447,440    

Michaels Stores, Inc. 3.57%, 01/30/2023,
1 mo. USD LIBOR + 2.500%

  $ 367,125  
    3,134,994    

PetSmart, Inc. 5.00%, 03/11/2022,
1 mo. USD LIBOR + 4.000%

    3,037,025  
    1,762,638    

Rodan & Fields LLC 6.25%, 06/16/2025,
1 mo. USD LIBOR + 3.000%

    841,660  
    2,009,604    

Sports Authority, Inc. 0.00%, 11/16/2020,
1 mo. USD LIBOR + 6.000%(7)

    2,010  
    558,973    

Staples, Inc. 6.02%, 04/16/2026,
3 mo. USD LIBOR + 5.000%

    443,450  
     

 

 

 
    18,971,956  
     

 

 

 
      Software - 7.9%  
    1,706,317    

Change Healthcare Holdings LLC
3.50%, 03/01/2024,
1 mo. USD LIBOR + 2.500%

    1,640,197  
EUR     820,000    

Cobham plc 3.75%, 01/17/2027,
1 mo. EURIBOR + 3.750%

    851,699  
$     5,155,000    

DCert Buyer, Inc. 4.40%, 10/16/2026,
1 mo. USD LIBOR + 4.000%

    4,837,091  
    2,348,337    

Epicor Software Corp. 3.66%, 06/01/2022,
1 mo. USD LIBOR + 3.250%

    2,262,106  
    3,760,940    

EVO Payments International LLC
3.69%, 12/22/2023,
1 mo. USD LIBOR + 3.250%

    3,471,347  
    810,000    

Hyland Software, Inc. 7.75%, 07/07/2025,
1 mo. USD LIBOR + 7.000%

    749,250  
    109,632    

MA FinanceCo. LLC 2.90%, 06/21/2024,
1 mo. USD LIBOR + 2.500%

    100,642  
    8,722,563    

Playtika Holding Corp. 7.07%, 12/10/2024,
1 mo. USD LIBOR + 6.000%

    8,613,530  
    740,369    

Seattle Spinco, Inc. 2.90%, 06/21/2024,
1 mo. USD LIBOR + 2.500%

    679,658  
    1,311,954    

SS&C Technologies Holdings Europe S.a.r.l
2.15%, 04/16/2025,
1 mo. USD LIBOR + 1.750%

    1,259,030  
    1,851,452    

Ultimate Software Group, Inc.
4.15%, 05/04/2026,
1 mo. USD LIBOR + 3.750%

    1,762,675  
     

 

 

 
    26,227,225  
     

 

 

 
      Telecommunications - 2.3%  
    597,688    

CenturyLink, Inc. 2.65%, 03/15/2027,
1 mo. USD LIBOR + 2.250%

    564,068  
EUR     2,902,660    

Masmovil Holdphone S.A.
2.63%, 05/07/2026,
1 mo. EURIBOR + 2.625%

    3,064,776  
$     1,820,000    

T-Mobile USA, Inc. 0.00%, 04/01/2027,
1 mo. USD LIBOR + 1.750%(7)

    1,807,970  
    2,325,000    

Telenet Financing USD LLC
2.81%, 04/30/2028,
1 mo. USD LIBOR + 2.000%

    2,206,332  
     

 

 

 
    7,643,146  
     

 

 

 
      Textiles - 0.2%  
    1,500,000    

International Textile Group, Inc.
10.43%, 05/01/2025,
3 mo. USD LIBOR + 9.000%

    795,000  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $296,353,876)

  $ 256,711,003  
     

 

 

 
COMMON STOCKS - 0.4%  
      Energy - 0.2%  
    190,736    

Ascent Resources - Marcellus LLC Class A*(9)(10)

    138,284  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.4% - (continued)  
      Energy - 0.2% - (continued)  
$     78,609    

Templar Energy LLC Class A*

  $ 786  
    13,865    

Texgen Power LLC*(9)(10)

    409,017  
     

 

 

 
    548,087  
     

 

 

 
      Insurance - 0.2%  
    34,814    

AFG Holdings, Inc.

    870,350  
     

 

 

 
 

Total Common Stocks
(cost $2,914,042)

  $ 1,418,437  
     

 

 

 
CONVERTIBLE BONDS - 0.3%  
      Media - 0.3%  
    1,100,000    

Scripps Escrow, Inc.
5.88%, 07/15/2027(1)

    929,500  
     

 

 

 
 

Total Convertible Bonds
(cost $1,031,646)

  $ 929,500  
     

 

 

 
EXCHANGE-TRADED FUNDS - 3.3%  
      Other Investment Pools & Funds - 3.3%  
    522,700    

Invesco Senior Loan ETF

    10,966,246  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $10,916,986)

  $ 10,966,246  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%      
    94,294    

Ascent Resources - Marcellus LLC Expires 3/30/23*(9)(10)

    2,036  
    600    

Sable Permian Resources LLC Expires 10/24/09*(9)(10)

    10,800  
     

 

 

 
    12,836  
     

 

 

 
 

Total Warrants
(cost $10,874)

  $ 12,836  
     

 

 

 
 

Total Long-Term Investments
(cost $346,037,278)

  $ 301,157,333  
     

 

 

 
SHORT-TERM INVESTMENTS - 12.1%  
      Other Investment Pools & Funds - 12.1%  
    39,915,718    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(11)

  $ 39,915,718  
     

 

 

 
 

Total Short-Term Investments
(cost $39,915,718)

  $ 39,915,718  
     

 

 

 
   

Total Investments
(cost $385,952,996)

    103.2    $ 341,073,051  
   

Other Assets and Liabilities

    (3.2 )%       (10,700,280
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 330,372,771  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

 

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

 

 

  42  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $18,306,643, representing 5.5% of net assets.

 

(2) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $2,293,563, representing 0.7% of net assets.

 

(3) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(5) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(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 April 30, 2020, the aggregate value of the unfunded commitment was $2,515,283, which rounds to 0.0% of total net assets.

 

(9) 

Investment valued using significant unobservable inputs.

 

(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 April 30, 2020, the aggregate fair value of these securities was $560,137, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(11) 

Current yield as of period end.

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2020  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments
received (paid)
by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       600,000     (1.00%)     06/20/20       Quarterly     $     $ (536   $ (44,126   $ (43,590

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       2,675,000     (1.00%)     06/20/20       Quarterly             (2,578     (186,441     (183,863

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       1,000,000     (1.00%)     09/20/20       Quarterly             (2,609     (82,575     (79,966

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       1,000,000     (1.00%)     09/20/20       Quarterly             (600     (91,994     (91,394

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       1,100,000     (1.00%)     09/20/20       Quarterly             (920     (105,387     (104,467

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       3,035,000     (1.00%)     12/20/20       Quarterly             (14,316     133,326       147,642  

Markit iBoxx USD Liquid Leveraged Loan Index

  GSC     USD       1,000,000     (1.00%)     12/20/20       Quarterly             (722     (91,994     (91,272

Markit iBoxx USD Liquid Leveraged Loan Index

  BCLY     USD       2,900,000     (1.00%)     03/20/21       Quarterly             (405     393,280       393,685  

Markit iBoxx USD Liquid Leveraged Loan Index

  JPM     USD       3,045,000     (1.00%)     03/20/21       Quarterly             (2,255     51,390       53,645  

Markit iBoxx USD Liquid Leveraged Loan Index

  MSC     USD       4,350,000     (1.00%)     03/21/21       Quarterly             (1,477     126,044       127,521  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

      $     —     $     (26,418   $     101,523     $     127,941  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  321,000      EUR      346,183      USD    SSG      05/29/20     $ 5,787     $  
  501,770      USD      463,000      EUR    HSBC      05/29/20             (5,899
  37,400,478      USD      34,498,626      EUR    MSC      05/29/20             (426,471
                

 

 

   

 

 

 
 

Total

     $ 5,787     $ (432,370
                

 

 

   

 

 

 

 

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.

 

 

  43  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 31,119,311     $      $ 31,119,311     $  

Senior Floating Rate Interests

     256,711,003              256,711,003        

Common Stocks

         

Energy

     548,087              786       547,301  

Insurance

     870,350              870,350        

Convertible Bonds

     929,500              929,500        

Exchange-Traded Funds

     10,966,246       10,966,246               

Warrants

     12,836                    12,836  

Short-Term Investments

     39,915,718       39,915,718               

Foreign Currency Contracts(2)

     5,787              5,787        

Swaps - Total Return(2)

     722,493              722,493        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     341,801,331     $     50,881,964      $     290,359,230     $     560,137  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (432,370   $      $ (432,370   $  

Swaps - Total Return(2)

     (594,552            (594,552      
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,026,922   $      $ (1,026,922   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.

 

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

 

 

  44  

 


The Hartford High Yield Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6%  
      Advertising - 0.9%  
 

Lamar Media Corp.

 

$     280,000    

3.75%, 02/15/2028(1)

  $ 257,775  
    965,000    

5.75%, 02/01/2026

    981,501  
 

Outfront Media Capital LLC

 

    905,000    

4.63%, 03/15/2030(1)

    828,075  
    655,000    

5.00%, 08/15/2027(1)

    625,460  
     

 

 

 
    2,692,811  
     

 

 

 
      Aerospace/Defense - 1.8%  
 

DAE Funding LLC

 

    430,000    

4.50%, 08/01/2022(1)

    382,700  
    865,000    

5.00%, 08/01/2024(1)

    765,525  
 

TransDigm, Inc.

 

    2,150,000    

5.50%, 11/15/2027(1)

    1,816,750  
    2,780,000    

6.25%, 03/15/2026(1)

    2,720,925  
     

 

 

 
    5,685,900  
     

 

 

 
      Airlines - 1.0%  
 

Bombardier, Inc.

 

    2,885,000    

6.13%, 01/15/2023(1)

    2,062,775  
    1,585,000    

7.88%, 04/15/2027(1)

    1,026,288  
     

 

 

 
    3,089,063  
     

 

 

 
      Auto Manufacturers - 1.4%  
 

Ford Motor Co.

 

    825,000    

4.75%, 01/15/2043

    525,938  
    975,000    

8.50%, 04/21/2023

    961,594  
    975,000    

9.00%, 04/22/2025

    949,406  
    2,475,000    

Ford Motor Credit Co. LLC 4.54%, 08/01/2026

    2,122,312  
     

 

 

 
    4,559,250  
     

 

 

 
      Auto Parts & Equipment - 0.8%  
 

Adient Global Holdings Ltd.

 

EUR     1,225,000    

3.50%, 08/15/2024(2)

    1,044,850  
$     695,000    

4.88%, 08/15/2026(1)

    518,470  
    1,200,000    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 8.50%, 05/15/2027(1)

    1,017,000  
     

 

 

 
    2,580,320  
     

 

 

 
      Chemicals - 0.4%  
 

CF Industries, Inc.

 

    170,000    

4.95%, 06/01/2043

    173,718  
    945,000    

5.15%, 03/15/2034

    982,800  
    270,000    

5.38%, 03/15/2044

    279,450  
     

 

 

 
    1,435,968  
     

 

 

 
      Coal - 0.0%  
    1,910,000    

Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(1)

    2,388  
     

 

 

 
      Commercial Banks - 1.3%  
EUR     1,200,000    

Banco de Sabadell S.A. 6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(2)(3)(4)

    946,814  
$     3,065,000    

Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(2)(3)(4)

    3,141,625  
     

 

 

 
    4,088,439  
     

 

 

 
      Commercial Services - 2.2%  
    1,012,000    

APX Group, Inc. 7.88%, 12/01/2022

    966,875  
    1,710,000    

Ashtead Capital, Inc. 4.00%, 05/01/2028(1)

    1,633,050  
    246,000    

Brand Industrial Services, Inc. 8.50%, 07/15/2025(1)

    182,040  
    120,000    

Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025(1)

    114,000  
    1,650,000    

Herc Holdings, Inc. 5.50%, 07/15/2027(1)

    1,546,710  
 

Service Corp. International

 

    460,000    

4.63%, 12/15/2027

    470,217  
    355,000    

5.13%, 06/01/2029

    369,200  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Commercial Services - 2.2% - (continued)  
 

United Rentals North America, Inc.

 

$     560,000    

4.63%, 10/15/2025

  $ 550,200  
    1,025,000    

5.88%, 09/15/2026

    1,053,187  
     

 

 

 
    6,885,479  
     

 

 

 
      Construction Materials - 1.0%  
    345,000    

Builders FirstSource, Inc. 5.00%, 03/01/2030(1)

    296,044  
    820,000    

Norbord, Inc. 5.75%, 07/15/2027(1)

    746,200  
 

Standard Industries, Inc.

 

    520,000    

4.75%, 01/15/2028(1)

    508,664  
    1,760,000    

5.38%, 11/15/2024(1)

    1,764,400  
     

 

 

 
    3,315,308  
     

 

 

 
      Distribution/Wholesale - 1.0%  
    1,000,000    

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1)

    948,820  
    1,010,000    

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%, 09/15/2024(1)(5)

    959,500  
    600,000    

IAA, Inc. 5.50%, 06/15/2027(1)

    598,680  
    550,000    

Performance Food Group, Inc. 5.50%, 10/15/2027(1)

    522,511  
     

 

 

 
    3,029,511  
     

 

 

 
      Diversified Financial Services - 2.4%  
 

Credit Acceptance Corp.

 

    730,000    

5.13%, 12/31/2024(1)

    640,575  
    1,445,000    

6.63%, 03/15/2026

    1,300,500  
    735,000    

Fly Leasing Ltd. 5.25%, 10/15/2024

    588,000  
    1,745,000    

goeasy Ltd. 5.38%, 12/01/2024(1)

    1,548,687  
 

Springleaf Finance Corp.

 

    430,000    

6.13%, 03/15/2024

    401,917  
    575,000    

6.88%, 03/15/2025

    543,777  
    455,000    

8.25%, 12/15/2020

    453,840  
    2,105,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(1)

    2,041,850  
     

 

 

 
    7,519,146  
     

 

 

 
      Electric - 0.6%  
    805,000    

Clearway Energy Operating LLC 4.75%, 03/15/2028(1)

    819,088  
    930,000    

NextEra Energy Operating Partners L.P. 4.25%, 07/15/2024(1)

    946,554  
     

 

 

 
    1,765,642  
     

 

 

 
      Entertainment - 2.1%  
    1,370,000    

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

    1,075,861  
 

Eldorado Resorts, Inc.

 

    1,605,000    

6.00%, 04/01/2025

    1,540,800  
    255,000    

6.00%, 09/15/2026

    256,198  
    1,920,000    

Jacobs Entertainment, Inc. 7.88%, 02/01/2024(1)

    1,454,400  
    2,610,000    

Penn National Gaming, Inc. 5.63%, 01/15/2027(1)

    2,166,300  
     

 

 

 
    6,493,559  
     

 

 

 
      Environmental Control - 1.3%  
    1,307,000    

Clean Harbors, Inc. 4.88%, 07/15/2027(1)

    1,349,478  
    975,000    

Stericycle, Inc. 5.38%, 07/15/2024(1)

    977,798  
    2,551,000    

Tervita Corp. 7.63%, 12/01/2021(1)

    1,683,660  
     

 

 

 
    4,010,936  
     

 

 

 
      Food - 2.9%  
    740,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    748,199  
    920,000    

Kraft Heinz Foods Co. 3.75%, 04/01/2030(1)

    942,749  
 

Post Holdings, Inc.

 

    630,000    

4.63%, 04/15/2030(1)

    617,394  
    2,520,000    

5.00%, 08/15/2026(1)

    2,490,264  
    1,395,000    

5.63%, 01/15/2028(1)

    1,419,412  
    990,000    

5.75%, 03/01/2027(1)

    1,013,513  
    1,870,000    

TreeHouse Foods, Inc. 4.88%, 03/15/2022

    1,870,000  
     

 

 

 
    9,101,531  
     

 

 

 
 

 

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

 

 

  45  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Food Service - 0.4%  
 

Aramark Services, Inc.

 

$     440,000    

5.00%, 04/01/2025(1)

  $ 429,000  
    960,000    

5.00%, 02/01/2028(1)

    933,600  
     

 

 

 
    1,362,600  
     

 

 

 
      Gas - 0.8%  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    924,000    

5.50%, 05/20/2025

    938,340  
    338,000    

5.75%, 05/20/2027

    343,915  
    1,128,000    

5.88%, 08/20/2026

    1,148,530  
     

 

 

 
    2,430,785  
     

 

 

 
      Healthcare-Products - 1.1%  
    2,160,000    

Avantor, Inc. 6.00%, 10/01/2024(1)

    2,277,720  
    1,030,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1)

    1,042,875  
     

 

 

 
    3,320,595  
     

 

 

 
      Healthcare-Services - 4.5%  
    265,000    

Catalent Pharma Solutions, Inc. 5.00%, 07/15/2027(1)

    270,300  
 

Centene Corp.

 

    1,010,000    

3.38%, 02/15/2030(1)

    1,017,575  
    495,000    

4.25%, 12/15/2027(1)

    517,894  
    515,000    

4.63%, 12/15/2029(1)

    563,925  
 

CHS/Community Health Systems, Inc.

 

    2,195,000    

6.63%, 02/15/2025(1)

    2,013,912  
    410,000    

6.88%, 02/01/2022

    303,400  
    1,680,000    

8.13%, 06/30/2024(1)

    1,142,400  
 

HCA, Inc.

 

    2,460,000    

3.50%, 09/01/2030

    2,351,399  
    2,215,000    

5.38%, 02/01/2025

    2,381,435  
    1,070,000    

5.38%, 09/01/2026

    1,158,275  
    100,000    

5.63%, 09/01/2028

    110,808  
    1,135,000    

5.88%, 05/01/2023

    1,217,288  
    80,000    

5.88%, 02/01/2029

    91,664  
    836,000    

7.50%, 11/15/2095

    919,600  
     

 

 

 
    14,059,875  
     

 

 

 
      Home Builders - 1.6%  
    305,000    

Adams Homes, Inc. 7.50%, 02/15/2025(1)

    277,550  
    1,295,000    

Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028(1)

    1,055,425  
    420,000    

KB Home 4.80%, 11/15/2029

    392,700  
 

M/I Homes, Inc.

 

    790,000    

4.95%, 02/01/2028(1)

    691,250  
    1,020,000    

5.63%, 08/01/2025

    939,114  
    1,790,000    

Taylor Morrison Communities, Inc. 5.75%, 01/15/2028(1)

    1,619,950  
     

 

 

 
    4,975,989  
     

 

 

 
      Household Products - 0.1%  
    875,000    

Revlon Consumer Products Corp. 6.25%, 08/01/2024

    161,875  
     

 

 

 
      Household Products/Wares - 0.7%  
EUR     1,855,000    

Diamond (BC) B.V. 5.63%, 08/15/2025(2)

    1,482,278  
$     675,000    

Prestige Brands, Inc. 5.13%, 01/15/2028(1)

    682,762  
     

 

 

 
    2,165,040  
     

 

 

 
      Insurance - 2.1%  
 

Acrisure LLC / Acrisure Finance, Inc.

 

    2,335,000    

7.00%, 11/15/2025(1)

    2,066,475  
    943,000    

8.13%, 02/15/2024(1)

    971,290  
    875,000    

10.13%, 08/01/2026(1)

    870,625  
 

Genworth Holdings, Inc.

 

    135,000    

4.80%, 02/15/2024

    114,075  
    1,260,000    

4.90%, 08/15/2023

    1,083,600  
    750,000    

6.50%, 06/15/2034

    618,750  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Insurance - 2.1% - (continued)  
$     505,000    

7.20%, 02/15/2021

  $ 470,597  
    280,000    

7.63%, 09/24/2021

    266,000  
     

 

 

 
    6,461,412  
     

 

 

 
      Internet - 0.7%  
 

Booking Holdings, Inc.

 

    835,000    

4.50%, 04/13/2027

    898,259  
    1,065,000    

4.63%, 04/13/2030

    1,182,329  
     

 

 

 
    2,080,588  
     

 

 

 
      IT Services - 0.6%  
 

Presidio Holdings, Inc.

 

    1,095,000    

4.88%, 02/01/2027(1)

    1,078,575  
    860,000    

8.25%, 02/01/2028(1)

    848,648  
     

 

 

 
    1,927,223  
     

 

 

 
      Leisure Time - 0.5%  
    1,555,000    

Carnival Corp. 11.50%, 04/01/2023(1)

    1,624,731  
     

 

 

 
      Lodging - 3.4%  
 

Boyd Gaming Corp.

 

    270,000    

4.75%, 12/01/2027(1)

    232,605  
    1,365,000    

6.00%, 08/15/2026

    1,235,325  
    625,000    

6.38%, 04/01/2026

    562,938  
    2,590,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    2,474,486  
 

Hilton Domestic Operating Co., Inc.

 

    2,072,000    

4.25%, 09/01/2024

    2,009,840  
    500,000    

5.38%, 05/01/2025(1)

    496,875  
    530,000    

Marriott International, Inc. 5.75%, 05/01/2025

    553,885  
    1,850,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(1)

    1,574,257  
    1,690,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.50%, 03/01/2025(1)

    1,504,100  
     

 

 

 
    10,644,311  
     

 

 

 
      Media - 10.0%  
 

Altice Financing S.A.

 

    2,700,000    

5.00%, 01/15/2028(1)

    2,632,500  
    1,350,000    

7.50%, 05/15/2026(1)

    1,407,375  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    790,000    

4.50%, 08/15/2030(1)

    800,112  
    925,000    

4.50%, 05/01/2032(1)

    918,930  
    4,535,000    

5.75%, 02/15/2026(1)

    4,727,737  
 

CSC Holdings LLC

 

    1,800,000    

5.25%, 06/01/2024

    1,871,820  
    770,000    

5.50%, 04/15/2027(1)

    800,559  
    1,970,000    

6.50%, 02/01/2029(1)

    2,152,028  
 

DISH DBS Corp.

 

    965,000    

5.00%, 03/15/2023

    916,750  
    570,000    

5.88%, 11/15/2024

    548,249  
    2,830,000    

6.75%, 06/01/2021

    2,818,680  
    530,000    

7.75%, 07/01/2026

    522,050  
 

Gray Television, Inc.

 

    1,520,000    

5.13%, 10/15/2024(1)

    1,488,992  
    400,000    

5.88%, 07/15/2026(1)

    384,000  
 

iHeartCommunications, Inc.

 

    240,000    

4.75%, 01/15/2028(1)

    210,000  
    880,000    

5.25%, 08/15/2027(1)

    798,600  
    925,000    

Quebecor Media, Inc. 5.75%, 01/15/2023

    974,885  
    635,000    

Sinclair Television Group, Inc. 5.88%, 03/15/2026(1)

    549,275  
 

Sirius XM Radio, Inc.

 

    695,000    

4.63%, 07/15/2024(1)

    708,622  
    1,470,000    

5.50%, 07/01/2029(1)

    1,550,262  
    990,000    

Videotron Ltd. 5.00%, 07/15/2022

    1,017,225  
    959,000    

WMG Acquisition Corp. 5.50%, 04/15/2026(1)

    981,776  
 

 

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

 

 

  46  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Media - 10.0% - (continued)  
 

Ziggo B.V.

 

$     365,000    

4.88%, 01/15/2030(1)

  $ 360,730  
    2,093,000    

5.50%, 01/15/2027(1)

    2,129,000  
     

 

 

 
    31,270,157  
     

 

 

 
      Metal Fabricate/Hardware - 0.7%  
    300,000    

Advanced Drainage Systems, Inc. 5.00%, 09/30/2027(1)

    294,750  
 

Novelis Corp.

 

    980,000    

4.75%, 01/30/2030(1)

    860,538  
    1,190,000    

5.88%, 09/30/2026(1)

    1,157,037  
     

 

 

 
    2,312,325  
     

 

 

 
      Mining - 0.5%  
    1,740,000    

Constellium SE 5.88%, 02/15/2026(1)

    1,605,150  
     

 

 

 
      Office/Business Equipment - 1.8%  
    1,945,000    

CDW LLC / CDW Finance Corp. 4.13%, 05/01/2025

    1,952,294  
 

Xerox Corp.

 

    2,000,000    

4.13%, 03/15/2023

    1,990,000  
    920,000    

4.50%, 05/15/2021

    922,484  
    95,000    

4.80%, 03/01/2035

    80,988  
    755,000    

6.75%, 12/15/2039

    726,687  
     

 

 

 
    5,672,453  
     

 

 

 
      Oil & Gas - 4.4%  
    905,000    

Centennial Resource Production LLC 5.38%, 01/15/2026(1)

    271,500  
    2,889,000    

Chesapeake Energy Corp. 11.50%, 01/01/2025(1)

    86,670  
    1,795,000    

Continental Resources, Inc. 4.38%, 01/15/2028

    1,382,150  
    1,845,000    

EQT Corp. 3.90%, 10/01/2027

    1,549,800  
    2,134,000    

Jagged Peak Energy LLC 5.88%, 05/01/2026

    1,813,900  
    1,385,000    

Matador Resources Co. 5.88%, 09/15/2026

    692,500  
    1,120,000    

Noble Holding International Ltd. 7.88%, 02/01/2026(1)

    260,400  
    1,525,000    

Occidental Petroleum Corp. 4.20%, 03/15/2048

    911,187  
 

Parsley Energy LLC / Parsley Finance Corp.

 

    386,000    

4.13%, 02/15/2028(1)

    316,520  
    163,000    

5.38%, 01/15/2025(1)

    146,293  
 

QEP Resources, Inc.

 

    2,680,000    

5.25%, 05/01/2023

    897,800  
    200,000    

5.38%, 10/01/2022

    69,000  
    560,000    

5.63%, 03/01/2026

    179,200  
 

SM Energy Co.

 

    1,695,000    

5.00%, 01/15/2024

    534,603  
    575,000    

5.63%, 06/01/2025

    161,000  
    240,000    

6.13%, 11/15/2022

    96,000  
    735,000    

6.63%, 01/15/2027

    205,800  
    1,410,000    

Sunoco L.P. / Sunoco Finance Corp. 6.00%, 04/15/2027

    1,374,750  
    3,885,000    

Transocean, Inc. 6.80%, 03/15/2038

    825,563  
    1,705,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(1)

    903,650  
 

WPX Energy, Inc.

 

    970,000    

5.25%, 09/15/2024

    870,885  
    280,000    

5.75%, 06/01/2026

    253,764  
     

 

 

 
    13,802,935  
     

 

 

 
      Packaging & Containers - 6.2%  
    2,090,000    

ARD Finance S.A. (6.50% Cash, 7.25% PIK) 6.50%, 06/30/2027(1)(5)

    1,939,938  
 

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

    680,000    

4.13%, 08/15/2026(1)

    663,000  
    2,570,000    

5.25%, 08/15/2027(1)

    2,496,112  
    370,000    

6.00%, 02/15/2025(1)

    370,322  
 

Ball Corp.

 

EUR     1,075,000    

0.88%, 03/15/2024

    1,125,027  
    925,000    

1.50%, 03/15/2027

    962,978  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Packaging & Containers - 6.2% - (continued)  
   

Berry Global, Inc.

 
$     340,000    

5.63%, 07/15/2027(1)

  $ 349,350  
    933,000    

6.00%, 10/15/2022

    933,000  
    1,200,000    

Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026

    1,233,000  
 

Flex Acquisition Co., Inc.

 

    2,170,000    

6.88%, 01/15/2025(1)

    2,101,536  
    775,000    

7.88%, 07/15/2026(1)

    744,000  
    3,085,000    

Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1)

    3,115,850  
 

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
    1,490,000    

5.13%, 07/15/2023(1)

    1,497,450  
    815,000    

7.00%, 07/15/2024(1)

    818,016  
EUR     795,000    

Silgan Holdings, Inc. 2.25%, 06/01/2028(1)

    842,886  
$     270,000    

Trivium Packaging Finance B.V. 5.50%, 08/15/2026(1)

    276,750  
     

 

 

 
    19,469,215  
     

 

 

 
      Pharmaceuticals - 3.6%  
 

Bausch Health Cos., Inc.

 

    2,150,000    

5.00%, 01/30/2028(1)

    2,063,328  
    182,000    

5.50%, 03/01/2023(1)

    180,180  
    356,000    

5.88%, 05/15/2023(1)

    353,330  
    1,000,000    

6.13%, 04/15/2025(1)

    1,012,500  
    1,875,000    

7.00%, 01/15/2028(1)

    1,945,313  
    335,000    

Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026(1)

    343,375  
 

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

    1,242,000    

6.00%, 07/15/2023(1)

    931,003  
    3,095,000    

6.00%, 02/01/2025(1)

    2,212,925  
 

Teva Pharmaceutical Finance Netherlands B.V.

 

    1,260,000    

3.15%, 10/01/2026

    1,096,200  
    1,270,000    

6.75%, 03/01/2028

    1,306,195  
     

 

 

 
    11,444,349  
     

 

 

 
      Pipelines - 4.9%  
    1,890,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(1)

    1,389,150  
 

Buckeye Partners L.P.

 

    640,000    

4.13%, 03/01/2025(1)

    592,000  
    655,000    

4.50%, 03/01/2028(1)

    589,500  
    1,745,000    

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

    1,741,756  
    738,000    

Cheniere Energy Partners L.P. 4.50%, 10/01/2029(1)

    680,805  
    2,095,000    

DCP Midstream Operating L.P. 5.38%, 07/15/2025

    1,691,712  
    670,000    

Energy Transfer Operating L.P. 5.50%, 06/01/2027

    680,015  
    950,000    

EQT Midstream Partners L.P. 6.50%, 07/15/2048

    762,375  
 

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.

 
    1,180,000    

4.75%, 10/01/2023(1)

    908,600  
    1,310,000    

6.00%, 03/01/2027(1)

    871,150  
    3,225,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.50%, 07/15/2027

    2,902,500  
    2,950,000    

Western Midstream Operating L.P. 4.05%, 02/01/2030

    2,691,875  
     

 

 

 
    15,501,438  
     

 

 

 
      Real Estate Investment Trusts - 1.3%  
    2,610,000    

Iron Mountain, Inc. 4.88%, 09/15/2029(1)

    2,499,075  
 

VICI Properties L.P. / VICI Note Co., Inc.

 

    195,000    

3.50%, 02/15/2025(1)

    183,300  
    130,000    

3.75%, 02/15/2027(1)

    120,900  
    780,000    

4.25%, 12/01/2026(1)

    728,980  
    655,000    

4.63%, 12/01/2029(1)

    609,150  
     

 

 

 
    4,141,405  
     

 

 

 
 

 

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

 

 

  47  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Retail - 3.9%  
 

1011778 BC ULC / New Red Finance, Inc.

 

$     225,000    

3.88%, 01/15/2028(1)

  $ 218,230  
    1,210,000    

4.38%, 01/15/2028(1)

    1,170,009  
    3,570,000    

5.00%, 10/15/2025(1)

    3,587,850  
 

Asbury Automotive Group, Inc.

 

    104,000    

4.50%, 03/01/2028(1)

    87,329  
    107,000    

4.75%, 03/01/2030(1)

    89,650  
    585,000    

Burlington Coat Factory Warehouse Corp. 6.25%, 04/15/2025(1)

    595,237  
 

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 
    820,000    

4.75%, 06/01/2027(1)

    846,396  
    1,000,000    

5.25%, 06/01/2026(1)

    1,022,500  
    910,000    

Lithia Motors, Inc. 4.63%, 12/15/2027(1)

    859,950  
    135,000    

Nordstrom, Inc. 8.75%, 05/15/2025(1)

    144,331  
    870,000    

Party City Holdings, Inc. 6.63%, 08/01/2026(1)

    81,562  
    610,000    

PetSmart, Inc. 5.88%, 06/01/2025(1)

    614,575  
    2,360,000    

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

    2,365,192  
    435,000    

Yum! Brands, Inc. 4.75%, 01/15/2030(1)

    443,700  
     

 

 

 
    12,126,511  
     

 

 

 
      Semiconductors - 2.6%  
    1,775,000    

Entegris, Inc. 4.63%, 02/10/2026(1)

    1,779,437  
 

Micron Technology, Inc.

 

    325,000    

4.64%, 02/06/2024

    349,276  
    1,090,000    

4.98%, 02/06/2026

    1,200,922  
 

Qorvo, Inc.

 

    1,355,000    

4.38%, 10/15/2029(1)

    1,349,919  
    1,770,000    

5.50%, 07/15/2026

    1,858,500  
 

Sensata Technologies B.V.

 

    1,005,000    

5.00%, 10/01/2025(1)

    999,573  
    770,000    

5.63%, 11/01/2024(1)

    781,550  
     

 

 

 
    8,319,177  
     

 

 

 
      Software - 3.6%  
    775,000    

CDK Global, Inc. 5.25%, 05/15/2029(1)

    790,500  
    1,150,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(1)

    1,124,378  
 

IQVIA, Inc.

 

EUR     545,000    

2.25%, 01/15/2028(1)

    579,321  
$     885,000    

5.00%, 05/15/2027(1)

    909,063  
    2,175,000    

MSCI, Inc. 4.00%, 11/15/2029(1)

    2,274,158  
    1,210,000    

Open Text Corp. 3.88%, 02/15/2028(1)

    1,185,800  
    1,030,000    

Open Text Holdings, Inc. 4.13%, 02/15/2030(1)

    1,001,881  
 

PTC, Inc.

 

    240,000    

3.63%, 02/15/2025(1)

    236,280  
    265,000    

4.00%, 02/15/2028(1)

    259,700  
    2,290,000    

SS&C Technologies, Inc. 5.50%, 09/30/2027(1)

    2,347,250  
    755,000    

Western Digital Corp. 4.75%, 02/15/2026

    770,802  
     

 

 

 
    11,479,133  
     

 

 

 
      Telecommunications - 6.6%  
EUR     835,000    

Altice France S.A. 8.00%, 05/15/2027(1)

    928,361  
 

Altice France S.A.

 

$     640,000    

5.50%, 01/15/2028(1)

    644,544  
    2,330,000    

7.38%, 05/01/2026(1)

    2,434,850  
    2,215,000    

8.13%, 02/01/2027(1)

    2,386,663  
    2,270,000    

CenturyLink, Inc. 4.00%, 02/15/2027(1)

    2,201,900  
    1,250,000    

Embarq Corp. 8.00%, 06/01/2036

    1,287,500  
 

Frontier Communications Corp.

 

    1,275,000    

6.88%, 01/15/2025

    344,263  
    1,710,000    

8.50%, 04/01/2026(1)

    1,581,750  
    775,000    

10.50%, 09/15/2022

    238,080  
 

Sprint Capital Corp.

 

    10,000    

6.88%, 11/15/2028

    12,044  
    725,000    

8.75%, 03/15/2032

    1,018,625  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 88.6% - (continued)  
      Telecommunications - 6.6% - (continued)  
 

Sprint Corp.

 

$     1,174,000    

7.13%, 06/15/2024

  $ 1,317,838  
    1,475,000    

7.25%, 09/15/2021

    1,546,906  
    10,000    

7.63%, 02/15/2025

    11,475  
    2,746,000    

7.88%, 09/15/2023

    3,086,092  
    600,000    

Telecom Italia Capital S.A. 7.20%, 07/18/2036

    673,380  
    880,000    

Telecom Italia S.p.A. 5.30%, 05/30/2024(1)

    914,135  
     

 

 

 
    20,628,406  
     

 

 

 
      Toys/Games/Hobbies - 0.7%  
 

Mattel, Inc.

 

    695,000    

5.88%, 12/15/2027(1)

    676,374  
    1,640,000    

6.75%, 12/31/2025(1)

    1,664,600  
     

 

 

 
    2,340,974  
     

 

 

 
      Trucking & Leasing - 0.2%  
 

Avolon Holdings Funding Ltd.

 

    440,000    

3.95%, 07/01/2024(1)

    378,584  
    180,000    

4.38%, 05/01/2026(1)

    154,251  
     

 

 

 
    532,835  
     

 

 

 
 

Total Corporate Bonds
(cost $303,531,924)

  $ 278,116,738  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 3.1%(6)  
      Auto Parts & Equipment - 0.3%  
    1,004,950    

Panther BF Aggregator L.P. 3.90%, 04/30/2026,
1 mo. USD LIBOR + 3.500%

    907,470  
     

 

 

 
      Commercial Services - 1.1%  
    918,638    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    780,842  
    2,840,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026,
1 mo. USD LIBOR + 4.000%

    2,648,300  
     

 

 

 
    3,429,142  
     

 

 

 
      Food - 0.2%  
 

Froneri International plc

 

    605,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    558,367  
    100,000    

5.75%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    94,250  
     

 

 

 
    652,617  
     

 

 

 
      Household Products - 0.1%  
    537,625    

Diamond (BC) B.V. 3.75%, 09/06/2024,
2 mo. USD LIBOR + 3.000%

    461,352  
     

 

 

 
      Insurance - 0.8%  
    1,847,524    

Asurion LLC 3.40%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    1,758,122  
    938,288    

Hub International Ltd. 4.02%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    877,083  
     

 

 

 
    2,635,205  
     

 

 

 
      Media - 0.2%  
    960,227    

AVSC Holding Corp. 4.95%, 03/03/2025,
3 mo. USD LIBOR + 3.250%

    633,750  
     

 

 

 
      Office/Business Equipment - 0.4%  
    1,340,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025,
1 mo. USD LIBOR + 5.500%

    1,145,700  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $10,976,394)

  $ 9,865,236  
     

 

 

 
CONVERTIBLE BONDS - 2.1%  
      Engineering & Construction - 0.3%  
EUR     600,000    

Cellnex Telecom S.A. 1.50%, 01/16/2026(2)

    1,001,216  
     

 

 

 
 

 

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

 

 

  48  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 2.1% - (continued)  
      Healthcare-Products - 0.2%  
$     687,000    

Integra LifeSciences Holdings Corp. 0.50%, 08/15/2025(1)

  $ 645,285  
     

 

 

 
      Media - 0.4%  
    1,360,000    

Scripps Escrow, Inc. 5.88%, 07/15/2027(1)

    1,149,200  
     

 

 

 
      Semiconductors - 0.3%  
    650,000    

Microchip Technology, Inc. 2.25%, 02/15/2037

    793,488  
     

 

 

 
      Software - 0.9%  
    740,000    

Splunk, Inc. 1.13%, 09/15/2025

    865,957  
    1,258,000    

Western Digital Corp. 1.50%, 02/01/2024

    1,154,846  
    720,000    

Workday, Inc. 0.25%, 10/01/2022

    880,765  
     

 

 

 
    2,901,568  
     

 

 

 
 

Total Convertible Bonds
(cost $7,086,504)

  $ 6,490,757  
     

 

 

 
COMMON STOCKS - 0.2%  
      Consumer Services - 0.2%  
    69,500    

Caesars Entertainment Corp.*

    671,370  
     

 

 

 
      Energy - 0.0%  
    104,555,002    

KCA Deutag*(7)(8)(9)

    137,072  
     

 

 

 
 

Total Common Stocks
(cost $2,347,085)

  $ 808,442  
     

 

 

 
ESCROWS - 0.8%(10)  
      Media - 0.8%  
    2,560,000    

Nexstar Broadcasting, Inc.*(1)

    2,444,800  
     

 

 

 
 

Total Escrows
(cost $2,629,633)

  $ 2,444,800  
     

 

 

 
 

Total Long-Term Investments
(cost $326,571,540)

  $ 297,725,973  
     

 

 

 
SHORT-TERM INVESTMENTS - 2.5%  
      Other Investment Pools & Funds - 2.5%  
    7,679,131    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(11)

    7,679,131  
     

 

 

 
 

Total Short-Term Investments
(cost $7,679,131)

  $ 7,679,131  
     

 

 

 
   

Total Investments
(cost $334,250,671)

    97.3    $ 305,405,104  
   

Other Assets and Liabilities

    2.7      8,599,773  
       

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 314,004,877  
       

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

 

* 

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $174,354,858, representing 55.5% of net assets.

 

(2) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $7,616,783, representing 2.4% of net assets.

 

(3) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(5) 

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(7) 

Investment valued using significant unobservable inputs.

 

(8) 

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of this security was $137,072, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(9) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $137,072 or 0.0% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  03/2011      KCA Deutag      104,555,002      $     1,416,929      $     137,072  

 

(10) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(11) 

Current yield as of period end.

 

 

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

 

 

  49  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
   Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Sell protection:  

CDX.NA.HY.34.V1

   USD      3,400,000       5.00   06/20/25      Quarterly      $     (177,262   $     (158,569   $     18,693  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

     $ (177,262   $ (158,569   $ 18,693  
               

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  587,000      EUR      643,164      USD    BOA      05/29/20     $ 468     $  
  8,795,425      USD      8,113,000      EUR    MSC      05/29/20             (100,293
                

 

 

   

 

 

 
 

Total foreign currency contracts

    $     468     $     (100,293
 

 

 

   

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 278,116,738     $      $ 278,116,738     $  

Senior Floating Rate Interests

     9,865,236              9,865,236        

Convertible Bonds

     6,490,757              6,490,757        

Common Stocks

 

Consumer Services

     671,370       671,370               

Energy

     137,072                    137,072  

Escrows

     2,444,800              2,444,800        

Short-Term Investments

     7,679,131       7,679,131               

Foreign Currency Contracts(2)

     468              468        

Swaps - Credit Default(2)

     18,693              18,693        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     305,424,265     $     8,350,501      $     296,936,692     $     137,072  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (100,293   $      $ (100,293   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (100,293   $      $ (100,293   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.

 

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

 

 

  50  

 


The Hartford Inflation Plus Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.1%  
      Asset-Backed - Finance & Insurance - 0.3%  
$     243,271    

AASET Trust 3.35%, 01/16/2040(1)

  $ 195,689  
    1,360,000    

HSI Asset Securitization Corp. Trust 0.76%, 02/25/2036, 1 mo. USD LIBOR + 0.270%(2)

    1,263,582  
     

 

 

 
    1,459,271  
     

 

 

 
      Asset-Backed - Home Equity - 0.1%  
    658,130    

GSAA Home Equity Trust 5.99%, 06/25/2036(3)

    263,342  
    710,289    

Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(4)

    374,187  
     

 

 

 
    637,529  
     

 

 

 
      Commercial Mortgage - Backed Securities - 0.3%  
    1,452,969    

Stanwich Mortgage Loan Trust 3.48%, 11/16/2024(1)(4)

    1,438,267  
     

 

 

 
          Other Asset Backed Securities - 0.7%  
    1,426,912    

Legacy Mortgage Asset Trust 4.00%, 01/25/2059(1)(4)

    1,354,756  
   

VOLT LXXXIV LLC

 
    370,169    

3.23%, 01/25/2050(1)(4)

    338,400  
    1,508,919    

3.43%, 12/27/2049(1)(4)

    1,405,916  
     

 

 

 
    3,099,072  
     

 

 

 
      Whole Loan Collateral CMO - 1.7%  
    407,321    

Adjustable Rate Mortgage Trust 1.03%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)

    382,946  
    730,978    

Banc of America Funding Trust 6.05%, 10/25/2036(4)

    695,759  
    168,007    

Bear Stearns Adjustable Rate Mortgage Trust 4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

    160,380  
    389,610    

Chase Mortgage Finance Trust 3.79%, 12/25/2035(3)

    350,700  
    356,978    

Deutsche Alt-A Securities Mortgage Loan Trust 0.64%, 12/25/2036, 1 mo. USD LIBOR + 0.150%(2)

    313,570  
   

Fannie Mae Connecticut Avenue Securities

 

    1,009,614    

3.49%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2)

    769,076  
    235,492    

5.39%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)

    184,908  
    122,335    

6.19%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

    123,564  
    101,767    

6.49%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2)

    103,553  
    165,704    

GreenPoint Mortgage Funding Trust 3.27%, 10/25/2045, 12 mo. USD MTA + 1.400%(2)

    128,465  
    373,085    

GSR Mortgage Loan Trust 4.09%, 10/25/2035(3)

    267,701  
    455,654    

HarborView Mortgage Loan Trust 0.91%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)

    379,127  
    1,897,651    

IndyMac Index Mortgage Loan Trust 0.78%, 01/25/2036, 1 mo. USD LIBOR + 0.290%(2)

    1,418,069  
    617,895    

JP Morgan Mortgage Trust 3.80%, 01/25/2037(3)

    525,324  
   

MASTR Adjustable Rate Mortgages Trust

 

    959,614    

0.73%, 05/25/2037, 1 mo. USD LIBOR + 0.240%(2)

    523,603  
    6,140    

4.68%, 11/21/2034(3)

    5,936  
   

Residential Funding Mortgage Securities, Inc.

 

    143,496    

4.38%, 02/25/2036(3)

    120,817  
    293,168    

6.00%, 07/25/2037

    267,582  
    386,010    

Structured Adjustable Rate Mortgage Loan Trust 4.01%, 06/25/2035(3)

    313,004  
    430,172    

WaMu Mortgage Pass-Through Certificates Trust 0.91%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(2)

    398,397  
    599,687    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 2.70%, 11/25/2046, 12 mo. USD MTA + 0.830%(2)

    479,131  
     

 

 

 
    7,911,612  
     

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $15,604,340)

  $ 14,545,751  
     

 

 

 
CORPORATE BONDS - 1.0%  
      Aerospace/Defense - 0.5%  
    2,375,000    

Boeing Co. 5.04%, 05/01/2027

    2,375,000  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 1.0% - (continued)  
      Oil & Gas - 0.2%  
$     990,000    

Matador Resources Co. 5.88%, 09/15/2026

  $ 495,000  
    930,000    

PDC Energy, Inc. 6.13%, 09/15/2024

    730,050  
     

 

 

 
    1,225,050  
     

 

 

 
      Pipelines - 0.3%  
    1,670,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.38%, 09/15/2024

    1,302,600  
     

 

 

 
 

Total Corporate Bonds
(cost $4,716,832)

  $ 4,902,650  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 6.8%  
      Argentina - 0.1%  
ARS     21,825,757    

Argentina Treasury Bond 1.20%, 03/18/2022(5)

    277,102  
     

 

 

 
      Brazil - 0.5%  
BRL     13,067,470    

Brazil Notas do Tesouro Nacional 6.00%, 08/15/2022(5)

    2,595,843  
     

 

 

 
      Colombia - 0.3%  
COP     5,426,107,812    

Colombian TES 4.75%, 02/23/2023(5)

    1,461,499  
     

 

 

 
      Germany - 2.6%  
 

Deutsche Bundesrepublik Inflation Linked Bond

 

EUR     7,209,813    

0.00%, 04/15/2023(5)(6)

    8,095,469  
    3,450,947    

0.00%, 04/15/2026(5)(6)

    4,047,520  
     

 

 

 
    12,142,989  
     

 

 

 
      Indonesia - 2.4%  
IDR     176,829,000,000    

Indonesia Treasury Bond 6.50%, 06/15/2025

    11,500,126  
     

 

 

 
      Russia - 0.7%  
RUB     241,354,061    

Russian Federal Inflation Linked Bond - OFZ 2.50%, 08/16/2023(5)

    3,265,056  
     

 

 

 
      South Africa - 0.2%  
ZAR     22,383,281    

South Africa Government Bond - CPI Linked 1.88%, 02/28/2033(5)

    942,976  
     

 

 

 
 

Total Foreign Government Obligations
(cost $34,824,769)

  $ 32,185,591  
   

 

 

 

SENIOR FLOATING RATE INTERESTS - 5.3%(7)

 

      Advertising - 0.1%  
$     223,875    

Clear Channel Outdoor Holdings, Inc. 4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

    193,932  
     

 

 

 
      Aerospace/Defense - 0.1%  
    583,456    

TransDigm, Inc. 2.65%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    509,340  
     

 

 

 
      Airlines - 0.0%  
    99,750    

WestJet Airlines Ltd. 4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000%

    79,878  
     

 

 

 
      Auto Manufacturers - 0.0%  
    102,638    

Navistar International Corp. 4.22%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    92,438  
     

 

 

 
      Auto Parts & Equipment - 0.1%  
    209,175    

Adient U.S. LLC 5.45%, 05/06/2024, 1 mo. USD LIBOR + 4.000%

    187,605  
    192,776    

Altra Industrial Motion Corp. 2.40%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    181,209  
    199,375    

Panther BF Aggregator L.P. 3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

    180,036  
     

 

 

 
    548,850  
     

 

 

 
      Chemicals - 0.3%  
    98,502    

Axalta Coating Systems U.S. Holdings, Inc. 3.20%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    95,547  
    114,948    

Cabot Microelectronics Corp. 2.44%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

    110,925  
 

 

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

 

 

  51  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.3% - (continued)  
      Chemicals - 0.3% - (continued)  
EUR     97,643    

CTC AcquiCo GmbH 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

  $ 97,238  
$     98,754    

Element Solutions, Inc. 2.40%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

    94,063  
    301,583    

Minerals Technologies, Inc. 3.27%, 02/14/2024, 1 mo. USD LIBOR + 2.250%

    292,536  
    305,841    

Tronox Finance LLC 4.20%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

    286,154  
   

Univar, Inc.

 
    99,750    

3.45%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    94,856  
    65,933    

3.70%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    63,461  
    137,900    

WR Grace & Co. 3.20%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

    129,827  
     

 

 

 
    1,264,607  
     

 

 

 
      Commercial Services - 0.5%  
    141,892    

Amentum Government Services Holdings LLC 4.40%, 02/01/2027, 1 mo. USD LIBOR + 4.000%

    135,152  
    199,750    

Belron Finance U.S. LLC 3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

    187,765  
    196,994    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    167,445  
    200,000    

BrightView Landscapes LLC 3.25%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    188,666  
    225,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    209,812  
    99,500    

KAR Auction Services, Inc. 2.88%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    90,047  
    139,075    

Quikrete Holdings, Inc. 2.90%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    128,579  
    193,776    

Russell Investments U.S. Inst’l Holdco, Inc. 3.82%, 06/01/2023, 3 mo. USD LIBOR + 2.750%

    176,537  
    282,025    

Tempo Acquisition LLC 3.15%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

    264,224  
    136,627    

Trans Union LLC 2.15%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    130,671  
    477,725    

United Rentals, Inc. 2.15%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%

    453,638  
EUR     135,000    

Verisure Holding AB 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

    142,603  
$     200,000    

Weight Watchers International, Inc. 5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

    193,750  
     

 

 

 
    2,468,889  
     

 

 

 
      Construction Materials - 0.1%  
    148,125    

Brookfield WEC Holdings, Inc. 3.40%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    140,052  
    98,250    

Hamilton Holdco LLC 3.46%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

    93,829  
     

 

 

 
    233,881  
     

 

 

 
      Distribution/Wholesale - 0.1%  
    485,560    

American Builders & Contractors Supply Co., Inc. 2.40%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    453,897  
     

 

 

 
      Diversified Financial Services - 0.2%  
    194,000    

AlixPartners LLP 3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%

    186,455  
    105,896    

Crown Finance U.S., Inc. 3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

    66,362  
    350,000    

Delos Finance S.a.r.l. 3.20%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

    330,575  
    118,641    

FinCo I LLC 2.40%, 12/27/2022, 1 mo. USD LIBOR + 2.000%

    113,683  
EUR     97,014    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    98,499  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.3% - (continued)  
      Diversified Financial Services - 0.2% - (continued)  
$     83,091    

Victory Capital Holdings, Inc. 3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

  $ 78,936  
     

 

 

 
    874,510  
     

 

 

 
      Electrical Components & Equipment - 0.1%  
    670,000    

Virgin Media Bristol LLC 3.31%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

    632,648  
     

 

 

 
      Electronics - 0.0%  
    98,750    

Resideo Funding, Inc. 3.71%, 10/24/2025, 3 mo. USD LIBOR + 2.250%

    95,788  
     

 

 

 
      Energy-Alternate Sources - 0.0%  
    181,763    

BCP Renaissance Parent LLC 4.95%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    139,048  
     

 

 

 
      Engineering & Construction - 0.0%  
    218,813    

Brand Energy & Infrastructure Services, Inc. 5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    184,417  
     

 

 

 
      Entertainment - 0.0%  
    142,825    

Wyndham Hotels & Resorts, Inc. 2.15%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

    130,613  
     

 

 

 
      Environmental Control - 0.1%  
    122,546    

Advanced Disposal Services, Inc. 3.00%, 11/10/2023, 1 Week USD LIBOR + 2.250%

    120,878  
    145,875    

Clean Harbors, Inc. 2.15%, 06/28/2024, 1 mo. USD LIBOR + 1.750%

    141,955  
     

 

 

 
    262,833  
     

 

 

 
      Food - 0.1%  
    99,500    

B&G Foods, Inc. 2.90%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    95,956  
    160,000    

Froneri International plc 2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    147,667  
    114,425    

U.S. Foods, Inc. 3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    101,457  
     

 

 

 
    345,080  
     

 

 

 
      Food Service - 0.1%  
   

Aramark Services, Inc.

 
    218,266    

2.15%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

    203,874  
    100,000    

2.15%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    93,500  
     

 

 

 
    297,374  
     

 

 

 
      Gas - 0.0%  
    99,000    

Messer Industries GmbH 3.95%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

    93,370  
     

 

 

 
      Healthcare-Services - 0.3%  
    133,090    

Gentiva Health Services, Inc. 3.69%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

    125,105  
EUR     162,113    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    173,876  
$     250,000    

Jaguar Holding Co. 2.90%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

    244,745  
    277,248    

MPH Acquisition Holdings LLC 4.20%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    254,549  
    246,541    

Universal Health Services, Inc. 2.15%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

    240,377  
    249,375    

Zelis Healthcare Corp. 5.15%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

    238,839  
     

 

 

 
    1,277,491  
     

 

 

 
      Household Products - 0.0%  
    200,000    

Reynolds Consumer Products LLC 2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    192,406  
     

 

 

 
      Insurance - 0.2%  
    667,858    

Asurion LLC 3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    636,255  
 

 

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

 

 

  52  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.3% - (continued)  
      Insurance - 0.2% - (continued)  
$     211,238    

Hub International Ltd. 3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

  $ 197,459  
   

Sedgwick Claims Management Services, Inc.

 

    177,750    

3.65%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    162,799  
    148,875    

4.40%, 09/03/2026, 1 mo. USD LIBOR + 4.000%

    138,686  
     

 

 

 
    1,135,199  
     

 

 

 
      IT Services - 0.1%  
   

Science Applications International Corp.

 
    246,250    

2.28%, 10/31/2025, 1 mo. ICE LIBOR + 1.875%

    239,426  
    170,000    

2.65%, 03/12/2027, 1 mo. USD LIBOR + 2.250%

    166,175  
     

 

 

 
    405,601  
     

 

 

 
      Leisure Time - 0.3%  
    435,145    

Caesars Resort Collection LLC 3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    366,248  
    200,000    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    182,036  
    249,155    

Eldorado Resorts LLC 3.25%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

    234,986  
    246,075    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    200,551  
    223,750    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

    193,544  
     

 

 

 
    1,177,365  
     

 

 

 
      Lodging - 0.1%  
    215,979    

Boyd Gaming Corp. 2.39%, 09/15/2023, 1 Week USD LIBOR + 2.250%

    199,917  
    222,979    

Caesars Entertainment Operating Co. 2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    214,758  
    149,022    

Station Casinos LLC 2.66%, 02/08/2027, 1 mo. USD LIBOR + 2.250%

    130,994  
     

 

 

 
    545,669  
     

 

 

 
      Machinery - Construction & Mining - 0.0%  
    83,184    

Pike Corp. 4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

    79,805  
     

 

 

 
      Media - 0.4%  
    117,000    

Altice Financing S.A. 3.38%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    107,640  
    196,246    

AVSC Holding Corp. 4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    129,522  
    288,877    

Charter Communications Operating LLC 2.16%, 02/01/2027, 3 mo. USD LIBOR + 1.750%

    277,082  
   

CSC Holdings LLC

 

    292,819    

3.06%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    278,131  
    187,625    

3.06%, 01/15/2026, 1 mo. ICE LIBOR + 2.250%

    178,009  
    161,432    

Gray Television, Inc. 3.49%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

    151,612  
    223,187    

ION Media Networks, Inc. 3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

    202,357  
    98,990    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    91,040  
    200,000    

NASCAR Holdings, Inc. 3.38%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    184,822  
    158,503    

Nexstar Broadcasting, Inc. 3.74%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    148,399  
    119,700    

Terrier Media Buyer, Inc. 5.70%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

    111,022  
     

 

 

 
    1,859,636  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    153,575    

Circor International, Inc. 4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250%

    130,347  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.3% - (continued)  
      Miscellaneous Manufacturing - 0.1%  
$     139,199    

H.B. Fuller Co. 2.72%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

  $ 133,561  
    180,000    

Ingersoll-Rand Services Co. 2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    170,460  
    243,750    

USI, Inc. 3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    229,023  
     

 

 

 
    533,044  
     

 

 

 
      Office/Business Equipment - 0.0%  
    125,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    106,875  
     

 

 

 
      Oil & Gas - 0.0%  
    103,425    

NorthRiver Midstream Finance L.P. 4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    82,961  
     

 

 

 
      Oil & Gas Services - 0.1%  
    100,000    

Buckeye Partners L.P. 3.77%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

    93,438  
    99,250    

Lower Cadence Holdings LLC 4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    68,359  
    377,150    

UGI Energy Services LLC 4.15%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    336,919  
     

 

 

 
    498,716  
     

 

 

 
      Packaging & Containers - 0.2%  
    198,500    

Berry Global, Inc. 2.83%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    189,052  
    145,628    

Flex Acquisition Co., Inc. 4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

    135,798  
    690,326    

Reynolds Group Holdings, Inc. 3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    656,817  
     

 

 

 
    981,667  
     

 

 

 
      Pharmaceuticals - 0.3%  
    190,750    

Bausch Health Companies, Inc. 3.72%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    184,312  
    170,000    

Bausch Health Cos., Inc. 3.47%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

    162,882  
    99,000    

Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    96,731  
    440,000    

Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%(8)

    424,050  
    359,825    

Endo Luxembourg Finance Co., S.a r.l. 5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

    326,318  
    266,679    

IQVIA, Inc. 2.50%, 03/07/2024, 3 mo. USD LIBOR + 1.750%

    255,545  
    164,588    

Sunshine Luxembourg S.a.r.l. 5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

    150,392  
     

 

 

 
    1,600,230  
     

 

 

 
      Real Estate - 0.1%  
    178,590    

KFC Holding Co. 2.47%, 04/03/2025, 1 mo. USD LIBOR + 1.750%

    169,948  
    219,545    

VICI Properties LLC 2.42%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    203,134  
     

 

 

 
    373,082  
     

 

 

 
      Retail - 0.2%  
    111,473    

B.C. Unlimited Liability Co. 2.15%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    104,261  
    195,000    

Bass Pro Group LLC 6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

    163,800  
    274,973    

Coty, Inc. 3.17%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    221,009  
    308,189    

Michaels Stores, Inc. 3.57%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

    252,869  
    150,000    

PetSmart, Inc. 5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

    145,313  
 

 

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

 

 

  53  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.3% - (continued)  
      Retail - 0.2% - (continued)  
$     127,412    

Staples, Inc. 6.02%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

  $ 101,080  
     

 

 

 
    988,332  
     

 

 

 
      Semiconductors - 0.1%  
    133,688    

Entegris, Inc. 2.40%, 11/06/2025, 1 mo. USD LIBOR + 2.000%

    131,014  
    71,861    

Microchip Technology, Inc. 2.41%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

    68,897  
    101,743    

ON Semiconductor Corp. 2.40%, 09/19/2026, 1 mo. USD LIBOR + 2.000%

    97,982  
     

 

 

 
    297,893  
     

 

 

 
      Software - 0.5%  
    152,798    

Almonde, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

    132,127  
    186,679    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

    179,445  
    218,173    

Go Daddy Operating Co. LLC 2.15%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

    210,373  
    549,153    

Infor U.S., Inc. 3.75%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

    538,626  
    17,882    

MA FinanceCo. LLC 2.90%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

    16,415  
    120,758    

Seattle Spinco, Inc. 2.90%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

    110,856  
    259,980    

SS&C Technologies Holdings Europe S.a.r.l 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    249,516  
    37,935    

SS&C Technologies, Inc. 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    36,422  
    199,500    

Ultimate Software Group, Inc. 4.15%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    189,934  
    204,225    

Verint Systems, Inc. 2.99%, 06/28/2024, 1 mo. USD LIBOR + 2.000%

    199,120  
    476,574    

WEX, Inc. 2.65%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

    447,026  
     

 

 

 
    2,309,860  
     

 

 

 
      Telecommunications - 0.3%  
    319,337    

Altice France S.A. 4.50%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    294,065  
    147,881    

Ciena Corp. 4.00%, 09/26/2025, 1 mo. USD LIBOR + 0.750%

    145,515  
    100,000    

LCPR Loan Financing LLC 5.81%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

    97,750  
    252,996    

Level 3 Financing, Inc. 2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    241,821  
    285,000    

T-Mobile USA, Inc. 0.00%, 04/01/2027, 1 mo. USD LIBOR + 1.750%(8)

    283,116  
    225,000    

Telenet Financing USD LLC 2.81%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    213,516  
     

 

 

 
    1,275,783  
 

 

 

 
      Transportation - 0.1%  
    139,649    

Dynasty Acquisition Co., Inc. 4.95%, 04/06/2026, 3 mo. USD LIBOR + 3.500%

    121,844  
    500,000    

Genesee & Wyoming, Inc. 3.45%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

    482,680  
     

 

 

 
    604,524  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $27,207,723)

  $ 25,357,879  
     

 

 

 
   

U.S. GOVERNMENT AGENCIES - 12.8%

 
      Mortgage-Backed Agencies - 12.8%  
      FHLMC - 0.4%  
    1,055,894    

2.84%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

    962,046  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 12.8% - (continued)  
      Mortgage-Backed Agencies - 12.8% - (continued)  
      FHLMC - 0.4% - (continued)  
$     990,316    

5.20%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2)

  $ 840,059  
     

 

 

 
    1,802,105  
     

 

 

 
      FNMA – 0.2%
 
    1,049,760    

2.89%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

    979,931  
     

 

 

 
      GNMA - 6.1%  
    16,270,000    

2.50%, 05/20/2050(9)

    17,177,561  
    11,400,000    

2.50%, 06/22/2050(9)

    12,005,625  
     

 

 

 
              29,183,186  
     

 

 

 
      UMBS - 6.1%  
    27,600,000    

2.50%, 05/13/2050(9)

    28,748,203  
     

 

 

 
 

Total U.S. Government Agencies
(cost $60,616,764)

  $ 60,713,425  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 76.5%  
      U.S. Treasury Securities - 76.5%  
      U.S. Treasury Bonds - 0.3%  
$     917,788    

1.00%, 02/15/2048(5)

  $ 1,210,164  
     

 

 

 
          U.S. Treasury Notes - 76.2%  
    59,968,042    

0.13%, 04/15/2021(5)(10)

    59,048,297  
    59,413,594    

0.13%, 07/15/2026(5)

    61,424,896  
    17,041,305    

0.38%, 01/15/2027(5)

    17,895,534  
    51,737,924    

0.50%, 01/15/2028(5)(10)(11)(12)

    55,273,457  
    117,735,384    

0.63%, 01/15/2026(5)(10)

    124,222,620  
    32,995,399    

0.75%, 07/15/2028(5)

    36,221,581  
    5,669,833    

0.88%, 01/15/2029(5)

    6,311,634  
    500,000    

1.13%, 02/28/2022

    508,457  
    265,000    

2.75%, 09/30/2020(10)

    267,919  
     

 

 

 
    361,174,395  
     

 

 

 
 

Total U.S. Government Securities
(cost $346,340,051)

  $ 362,384,559  
     

 

 

 
 

Total Long-Term Investments
(cost $489,310,479)

  $ 500,089,855  
     

 

 

 
SHORT-TERM INVESTMENTS - 11.0%  
      Other Investment Pools & Funds - 11.0%  
    52,191,951    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(13)

    52,191,951  
     

 

 

 
 

Total Short-Term Investments
(cost $52,191,951)

  $ 52,191,951  
     

 

 

 
              

Total Investments Excluding Purchased Options
(cost $541,502,430)

    116.5    $ 552,281,806  
 

Total Purchased Options
(cost $72,770)

    0.0    $ 3,765  
      

 

 

 
 

Total Investments
(cost $541,575,200)

    116.5    $ 552,285,571  
  Other Assets and Liabilities     (16.5)%        (78,355,320
   

 

 

    

 

 

 
  Total Net Assets     100.0%      $ 473,930,251  
   

 

 

    

 

 

 

 

Note:

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

 

 

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

 

 

  54  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $6,675,005, representing 1.4% of net assets.

 

(2) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(3) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5) 

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(6) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except

  pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $12,142,989, representing 2.6% of net assets.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(8) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(9) 

Represents or includes a TBA transaction.

 

(10) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2020, the market value of securities pledged was $2,562,846.

 

(11) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $1,949,712.

 

(12) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $635,660.

 

(13) 

Current yield as of period end.

 

 

OTC Swaption Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/ Rate

  

Pay/
Receive
Floating
Rate

   Expiration
Date
     Notional Amount   Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased swaption contracts:  
Puts                                                             

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*

   BOA    1.70%    Pay      11/23/20        USD      2,905,000     2,905,000      $ 3,765      $ 72,770      $ (69,005
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

                 $     3,765      $     72,770      $     (69,005
                      

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

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

 

 

  55  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

Canadian Government 10-Year Bond Future

     16        06/19/2020      $ 1,717,188      $ 6,758  

U.S. Treasury 02-Year Note Future

     102        06/30/2020        22,483,828        5,303  

U.S. Treasury 10-Year Note Future

     431        06/19/2020            59,935,938        781,489  
           

 

 

 

Total

            $ 793,550  
           

 

 

 
Short position contracts:                            

U.S. Treasury Ultra Bond Future

     13        06/19/2020      $ 2,922,157      $ 43,737  

U.S. Treasury 5-Year Note Future

     181        06/30/2020        22,712,672        (416,857

U.S. Treasury 10-Year Ultra Future

     97        06/19/2020        15,232,031        (949,750
           

 

 

 

Total

            $     (1,322,870
           

 

 

 

Total futures contracts

            $ (529,320
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counterparty     Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Sell protection:                                                                

CDX.NA.HY.34.V1

   GSC      USD       12,060,000        5.00     06/20/23        Quarterly      $      $ (447,946   $ (712,318   $ (264,372

CMBX.NA.AAA.12

   MSC      USD       1,605,000        0.50     08/17/61        Monthly        940              (16,497     (17,437

CMBX.NA.AAA.12

   MSC      USD       5,270,000        0.50     08/17/61        Monthly        978              (54,167     (55,145
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

      $ 1,918      $ (447,946   $ (782,982   $ (336,954
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

      $     1,918      $     (447,946   $     (782,982   $     (336,954
                  

 

 

    

 

 

   

 

 

   

 

 

 
                         

 

(a) 

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

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2020  

Counter-party

  

Payments
made by
Fund

  

Payments received
by Fund

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BCLY

  

2.00% Fixed

  

CPURNSA

     USD       7,810,000        01/15/22        At Maturity      $      $      $ (336,638   $ (336,638

BCLY

  

2.29% Fixed

  

CPURNSA

     USD       25,572,000        01/15/22        At Maturity                      (1,298,341     (1,298,341

BOA

  

2.12% Fixed

  

CPURNSA

     USD       8,580,000        01/15/24        At Maturity                      (564,305     (564,305

CBK

  

0.01% Fixed

  

CPURNSA

     USD       46,000,000        04/15/21        Annual                      (61,095     (61,095
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

      $     —      $     —      $     (2,260,379   $     (2,260,379
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made
by Fund

  

Payments received
by Fund

  

Notional
Amount

     Expiration
Date
    

Periodic
Payment
Frequency

   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

12 Mo. Federal Funds Rate

  

0.93% Fixed

   USD     13,439,000        08/22/24      Annual    $      $      $ (480,699   $ (480,699

12 Mo. Federal Funds Rate

  

1.03% Fixed

   USD     9,012,000        09/06/26      Annual                    (465,487     (465,487

12 Mo. Federal Funds Rate

  

1.00% Fixed

   USD     3,322,000        09/29/26      Annual      64,606               (159,947     (224,553

3 Mo. USD LIBOR

  

2.35% Fixed

   USD     5,465,000        04/09/24      Semi-Annual                    (428,185     (428,185

3 Mo. USD LIBOR

  

2.36% Fixed

   USD     6,700,000        04/09/24      Semi-Annual                    (525,215     (525,215

3 Mo. USD LIBOR

  

2.36% Fixed

   USD     6,965,000        04/09/24      Semi-Annual                    (546,963     (546,963

3 Mo. USD LIBOR

  

0.83% Fixed

   USD     2,705,000        03/20/30      Semi-Annual                    (52,704     (52,704
                

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     64,606      $     —      $     (2,659,200   $     (2,723,806
        

 

 

    

 

 

    

 

 

   

 

 

 

 

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

 

 

  56  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Bond Forward Contracts Outstanding at April 30, 2020  

Counterparty

    

Reference Obligation

     Notional Amount        Expiration Date        Unrealized
Appreciation/
(Depreciation)
 

BOA

     U.S. Treasury Bonds, 0.13%, 07/15/2026        USD       9,127,999          05/29/2020        $ (21,219

GSC

     U.S. Treasury Bonds, 0.38%, 07/15/2025        USD       23,188,458          05/29/2020          9,980  

MSC

     U.S. Treasury Bonds, 0.63%, 01/15/2026        USD       20,528,709          05/29/2020          (4,031
                     

 

 

 

Total bond forward contracts

                      $ (15,270
                     

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  754,800,000      JPY      7,052,723      USD    SSG      05/29/20     $     $ (16,412
  56,320,000      MXN      2,251,449      USD    CBK      05/29/20       73,754        
  24,560,000      NOK      2,310,592      USD    JPM      05/29/20       87,032        
  175,410,000      RUB      2,344,818      USD    BOA      05/29/20       7,198        
  2,850,955      USD      14,019,000      BRL    MSC      06/17/20       282,240        
  1,379,539      USD      5,620,240,000      COP    JPM      06/17/20             (33,967
  12,456,808      USD      11,466,000      EUR    MSC      05/29/20             (115,397
  8,752,380      USD      137,981,266,000      IDR    MSC      05/29/20             (487,065
  2,991,090      USD      228,953,000      RUB    GSC      06/17/20             (71,335
  1,136,283      USD      19,012,000      ZAR    BNP      06/17/20       115,635        
                

 

 

   

 

 

 
 

Total foreign currency contracts

    $     565,859     $     (724,176
                

 

 

   

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 14,545,751     $     $ 14,545,751     $  

Corporate Bonds

     4,902,650             4,902,650        

Foreign Government Obligations

     32,185,591             32,185,591        

Senior Floating Rate Interests

     25,357,879             25,357,879        

U.S. Government Agencies

     60,713,425             60,713,425        

U.S. Government Securities

     362,384,559             362,384,559        

Short-Term Investments

     52,191,951       52,191,951              

Purchased Options

     3,765             3,765        

Bond Forward Contracts(2)

     9,980             9,980        

Foreign Currency Contracts(2)

     565,859             565,859        

Futures Contracts(2)

     837,287       837,287              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 553,698,697     $     53,029,238     $     500,669,459     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (25,250   $     $ (25,250   $  

Foreign Currency Contracts(2)

     (724,176           (724,176      

Futures Contracts(2)

     (1,366,607     (1,366,607            

Swaps - Credit Default(2)

     (336,954           (336,954      

Swaps - Interest Rate(2)

     (4,984,185           (4,984,185      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (7,437,172   $ (1,366,607   $ (6,070,565   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  57  

 


Hartford Municipal Income Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8%  
      Alabama - 1.6%  
$     150,000    

Jefferson County, AL, Board of Education 5.00%, 02/01/2046

  $ 174,055  
    300,000    

State of Alabama, Docks Department 5.00%, 10/01/2024

    340,500  
    335,000    

State of Alabama, Troy University 5.00%, 11/01/2023

    374,192  
     

 

 

 
    888,747  
     

 

 

 
      Arizona - 1.2%  
    100,000    

Maricopa County, AZ, Industrial Dev Auth 5.00%, 09/01/2042

    111,113  
    200,000    

Maricopa County, AZ, Pollution Control Corp. 5.00%, 06/01/2035

    200,386  
    200,000    

Salt Verde Financial Corp., AZ, Rev 5.00%, 12/01/2037

    243,536  
    110,000    

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

    103,014  
     

 

 

 
    658,049  
     

 

 

 
      California - 4.7%  
    50,000    

Alameda County, Oakland, CA, Unified School Dist, GO 4.00%, 08/01/2034

    54,424  
    100,000    

City of Los Angeles, CA, Department of Airports 5.00%, 05/15/2026

    114,199  
    45,000    

Elk Grove, CA, Finance Auth Special Tax 5.00%, 09/01/2032

    52,688  
    90,000    

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

    99,497  
 

Orange County, CA, Community Facs Dist, Special Tax

 
    100,000    

5.00%, 08/15/2023

    108,837  
    150,000    

5.00%, 08/15/2033

    164,944  
    100,000    

Romoland, CA, School Dist 5.00%, 09/01/2043

    108,477  
    100,000    

San Bernardino City, CA, Unified School Dist, GO 0.00%, 08/01/2027(2)

    87,069  
    350,000    

San Francisco California City & County Airport Comm-San Francisco International Airport 5.00%, 05/01/2043

    391,482  
    255,000    

San Joaquin Hills, CA, Transportation Corridor Agency 0.00%, 01/15/2025(2)

    218,660  
    1,000,000    

State of California, GO 4.00%, 03/01/2036

    1,143,390  
     

 

 

 
    2,543,667  
     

 

 

 
      Colorado - 2.1%  
 

City & County of Denver, CO, Airport System Rev

 

    300,000    

5.00%, 12/01/2029

    359,811  
    175,000    

5.00%, 12/01/2036

    220,614  
    150,000    

Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2040

    150,537  
    100,000    

Denver, CO, Urban Renewal Auth 5.25%, 12/01/2039(1)

    92,181  
    45,000    

E-470 Public Highway, CO, Auth Rev 1.47%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)

    44,962  
 

Park Creek, CO, Metropolitan Dist Rev

 

    100,000    

5.00%, 12/01/2023

    112,136  
    120,000    

5.00%, 12/01/2029

    147,790  
    25,000    

Vauxmont, CO, Metropolitan Dist 5.00%, 12/15/2030

    28,498  
     

 

 

 
    1,156,529  
     

 

 

 
      Connecticut - 2.5%  
    200,000    

City of Bridgeport, CT, GO 5.00%, 07/15/2048

    228,658  
 

Connecticut State Health & Educational Facs Auth

 

    215,000    

5.00%, 07/01/2020

    216,410  
    190,000    

5.00%, 07/01/2024

    198,717  
    60,000    

5.00%, 07/01/2042

    64,874  
    250,000    

Hamden, CT, GO 5.00%, 08/15/2025

    290,758  
    50,000    

Hartford, CT, GO 5.00%, 07/01/2027

    57,166  
    170,000    

State of Connecticut, GO 5.00%, 06/15/2026

    192,770  
    100,000    

Waterbury, CT, GO 5.00%, 11/15/2047

    116,109  
     

 

 

 
    1,365,462  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      District of Columbia - 0.9%  
$     150,000    

Dist of Columbia Rev 5.00%, 07/01/2042

  $ 128,621  
    150,000    

Dist of Columbia, GO 5.00%, 06/01/2032

    170,035  
    175,000    

Metropolitan Washington, DC, Airports Auth System Rev 5.00%, 10/01/2026

    202,673  
     

 

 

 
    501,329  
     

 

 

 
      Florida - 4.4%  
 

Broward County, FL, Airport System Rev

 

    55,000    

4.00%, 10/01/2044

    56,050  
    300,000    

5.00%, 09/01/2028

    356,538  
    70,000    

City of Atlantic Beach, FL, Health Care Facs Auth 5.00%, 11/15/2048

    64,611  
    200,000    

Jacksonville, FL, Sales Tax Rev 5.00%, 10/01/2030

    216,872  
    150,000    

JEA, FL, Electric System Rev 5.00%, 10/01/2028

    183,300  
    150,000    

JEA, FL, Water & Sewer System Rev 5.00%, 10/01/2028

    185,647  
 

Lee County, FL, Airport Rev

 

    125,000    

5.00%, 10/01/2032

    141,786  
    100,000    

5.00%, 10/01/2033

    113,266  
 

Miami-Dade County, FL, Aviation Rev

 

    15,000    

5.00%, 10/01/2029

    16,828  
    15,000    

5.00%, 10/01/2031

    16,676  
    20,000    

5.00%, 10/01/2032

    22,150  
    20,000    

5.00%, 10/01/2033

    22,097  
    65,000    

Miami-Dade County, FL, Seaport Department Rev 5.00%, 10/01/2023

    71,958  
    100,000    

Orange County, FL, Health Facs Auth 5.00%, 08/01/2031

    101,979  
    265,000    

Polk County, FL, Industrial Dev Auth 5.00%, 01/01/2029

    272,105  
    200,000    

Port St. Lucie, FL, Special Assessment 4.00%, 07/01/2027

    228,334  
    60,000    

Putnam County, FL, Dev Auth 5.00%, 03/15/2042

    69,678  
    200,000    

Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025

    172,264  
    70,000    

Volusia County, FL, Educational Facs Auth 4.00%, 10/15/2035

    72,431  
     

 

 

 
    2,384,570  
     

 

 

 
      Georgia - 2.4%  
 

Burke County, GA, Dev Auth Rev

 

    165,000    

2.25%, 10/01/2032(4)

    162,457  
    70,000    

2.35%, 10/01/2032(4)

    70,163  
    125,000    

3.00%, 11/01/2045(4)

    125,774  
    30,000    

Georgia Housing & Finance Auth Rev 3.50%, 06/01/2039

    31,051  
 

Main Street Natural Gas, Inc., GA

 

    170,000    

5.00%, 05/15/2032

    188,100  
    315,000    

5.50%, 09/15/2028

    382,375  
 

Municipal Electric Auth, GA

 

    135,000    

5.00%, 01/01/2024

    143,968  
    100,000    

5.00%, 01/01/2028

    109,843  
    85,000    

5.00%, 01/01/2056

    89,706  
     

 

 

 
    1,303,437  
     

 

 

 
      Hawaii - 0.3%  
    150,000    

State of Hawaii Airports System Rev 5.00%, 07/01/2031

    173,704  
     

 

 

 
      Illinois - 16.2%  
    65,000    

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 0.00%, 01/01/2025(2)

    60,587  
    100,000    

Chicago, IL, Board of Education Rev 5.75%, 04/01/2035

    103,852  
 

Chicago, IL, Board of Education, GO

 

    150,000    

5.00%, 12/01/2027

    152,067  
    200,000    

5.00%, 12/01/2046

    183,116  
 

 

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

 

 

  58  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      Illinois - 16.2% - (continued)  
$     200,000    

5.25%, 12/01/2023

  $ 208,664  
    140,000    

5.25%, 12/01/2039

    134,315  
 

Chicago, IL, Metropolitan Water Reclamation Dist, GO

 

    235,000    

5.00%, 12/01/2025

    277,009  
    270,000    

5.25%, 12/01/2032

    350,870  
 

Chicago, IL, Midway International Airport Rev

 

    100,000    

5.00%, 01/01/2023

    105,290  
    250,000    

5.00%, 01/01/2041

    259,837  
    105,000    

Chicago, IL, O’Hare International Airport 5.00%, 01/01/2032

    114,133  
 

Chicago, IL, Transit Auth

 

    75,000    

5.00%, 06/01/2020

    75,215  
    100,000    

5.00%, 12/01/2044

    108,220  
    250,000    

5.00%, 12/01/2046

    274,045  
    160,000    

5.25%, 12/01/2024

    170,350  
 

City of Chicago, IL, GO

 

    85,000    

5.00%, 01/01/2022

    86,128  
    250,000    

5.00%, 01/01/2026

    255,602  
 

City of Decatur, IL, GO

 

    110,000    

5.00%, 03/01/2034

    127,741  
    150,000    

5.00%, 03/01/2035

    173,568  
 

Cook County, IL, Community High School Dist No. 212 Leyden

 
    105,000    

5.00%, 12/01/2027

    121,339  
    170,000    

5.00%, 12/01/2030

    195,641  
    105,000    

Cook County, IL, GO 5.00%, 11/15/2028

    105,398  
 

Illinois State Finance Auth Rev

 

    45,000    

5.00%, 09/01/2021

    47,027  
    150,000    

5.00%, 11/15/2030

    165,942  
    115,000    

5.00%, 08/15/2033

    136,742  
    245,000    

5.00%, 08/15/2035

    263,380  
    150,000    

5.00%, 10/01/2041

    162,051  
 

Illinois State Toll Highway Auth, Taxable Rev

 

    300,000    

5.00%, 01/01/2030

    377,175  
    100,000    

5.00%, 01/01/2031

    121,571  
    150,000    

Kane Cook & DuPage Counties, IL, GO 5.00%, 01/01/2035

    167,904  
 

Kane County, IL, School Dist No. 131 Aurora East Side, GO

 

    75,000    

5.00%, 12/01/2025

    88,935  
    130,000    

5.00%, 12/01/2026

    157,054  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO 5.00%, 01/01/2023

    109,868  
 

Metropolitan Pier & Exposition Auth, IL

 

    125,000    

0.00%, 06/15/2020(2)

    124,655  
    105,000    

4.85%, 12/15/2042(5)

    50,585  
    200,000    

5.00%, 12/15/2045

    184,526  
 

Railsplitter, IL, Tobacco Settlement Auth

 

    200,000    

5.00%, 06/01/2023

    220,704  
    70,000    

5.00%, 06/01/2027

    82,914  
 

Regional Transportation, IL, Auth Rev

 

    80,000    

5.00%, 06/01/2026

    87,278  
    125,000    

6.25%, 07/01/2022

    136,436  
    150,000    

Sales Tax Securitization Corp., IL 5.00%, 01/01/2029

    168,880  
    1,000,000    

Sales Tax Securitization Corp., IL Rev 5.00%, 01/01/2037

    1,110,090  
 

State of Illinois, GO

 

    225,000    

5.00%, 11/01/2021

    225,576  
    50,000    

5.00%, 02/01/2027

    48,670  
    400,000    

5.00%, 11/01/2027

    387,532  
    250,000    

5.00%, 05/01/2029

    240,882  
    105,000    

5.00%, 11/01/2029

    101,007  
    90,000    

University of Illinois, IL, Auxiliary Facs Rev 5.00%, 04/01/2024

    96,349  
     

 

 

 
    8,706,720  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      Indiana - 0.4%  
$     84,135    

City of Evansville, IN 3.00%, 06/01/2034

  $ 83,577  
    115,000    

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

    139,268  
     

 

 

 
    222,845  
     

 

 

 
      Iowa - 0.1%  
    45,000    

State of Iowa, Finance Auth 2.88%, 05/15/2049

    43,064  
     

 

 

 
      Kentucky - 0.6%  
    225,000    

Kentucky Bond Dev Corp. 5.00%, 09/01/2035

    249,419  
    90,000    

Kentucky Economic Dev Finance Auth 5.00%, 12/01/2047

    92,316  
     

 

 

 
    341,735  
     

 

 

 
      Louisiana - 1.3%  
 

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 
    100,000    

5.75%, 11/15/2030

    98,833  
    100,000    

6.00%, 11/15/2030

    100,932  
 

Louisiana State Public Facs Auth Rev

 

    100,000    

5.00%, 05/15/2035

    108,745  
    100,000    

5.00%, 05/15/2047

    106,873  
    40,000    

6.38%, 05/15/2031

    42,314  
    200,000    

New Orleans, LA, Aviation Board 5.00%, 01/01/2038

    221,536  
     

 

 

 
    679,233  
     

 

 

 
      Maine - 0.5%  
    250,000    

Maine State Housing Auth Rev 2.80%, 11/15/2022

    257,632  
     

 

 

 
      Maryland - 0.1%  
    50,000    

Maryland Health & Higher Educational Facs Auth 2.88%, 07/01/2023

    49,233  
     

 

 

 
      Massachusetts - 2.9%  
 

Massachusetts Dev Finance Agency, Rev

 

    100,000    

5.00%, 07/01/2034

    109,379  
    150,000    

5.00%, 07/01/2048

    162,599  
 

Massachusetts Housing Finance Agency

 

    330,000    

3.15%, 06/01/2023

    344,678  
    300,000    

3.30%, 06/01/2024

    316,020  
 

Massachusetts State Dev Finance Agency

 

    145,000    

5.00%, 07/01/2037

    151,380  
    150,000    

5.00%, 07/01/2044

    161,211  
    100,000    

5.00%, 10/01/2047(1)

    92,427  
    200,000    

Massachusetts State, Port Auth 4.00%, 07/01/2046

    203,844  
     

 

 

 
    1,541,538  
     

 

 

 
      Michigan - 4.7%  
    85,000    

City of Detroit, MI, GO 5.00%, 04/01/2022

    86,339  
    450,000    

Ecorse, MI, Public School Dist, GO 5.00%, 05/01/2027

    551,907  
    150,000    

Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2046

    173,999  
    250,000    

Lansing, MI, School Dist, GO 5.00%, 05/01/2037

    304,027  
 

Michigan Finance Auth Rev

 

    165,000    

5.00%, 11/01/2034

    200,543  
    100,000    

5.00%, 07/01/2035

    114,497  
    100,000    

5.00%, 05/15/2038

    109,239  
    90,000    

Michigan State Hospital Finance Auth 5.00%, 11/15/2047

    106,020  
    300,000    

New Haven, MI, Community Schools, GO 5.00%, 05/01/2032

    367,797  
 

Richmond, MI, Community Schools, GO

 

    255,000    

5.00%, 05/01/2030

    320,713  
    60,000    

5.00%, 05/01/2031

    74,968  
    50,000    

State of Michigan Rev 5.00%, 03/15/2027

    60,967  
    35,000    

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

    39,678  
     

 

 

 
    2,510,694  
     

 

 

 
 

 

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

 

 

  59  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      Minnesota - 1.3%  
 

Duluth, MN, Independent School Dist No. 709

 

$     20,000    

4.00%, 02/01/2027

  $ 22,337  
    250,000    

5.00%, 02/01/2024

    282,100  
    79,642    

Freddie Mac Multifamily, MN, Certificates 2.54%, 06/25/2037

    80,749  
    100,000    

Minneapolis-St. Paul, MN, Metropolitan Airports Commission 5.00%, 01/01/2031

    113,377  
    200,000    

St. Francis, MN, Independent School Dist No. 15 4.00%, 02/01/2029

    212,686  
     

 

 

 
    711,249  
     

 

 

 
      Mississippi - 0.8%  
    400,000    

State of Mississippi 5.00%, 10/15/2037

    440,704  
     

 

 

 
      Missouri - 2.0%  
    250,000    

Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist 4.00%, 10/01/2036

    275,837  
    165,000    

City of St. Louis, MO, Airport Rev 5.00%, 07/01/2031

    189,430  
    200,000    

Kansas City, MO, Industrial Dev Auth 5.00%, 03/01/2039

    222,792  
 

Kirkwood, MO, Industrial Dev Auth Retirement Community

 

    100,000    

5.25%, 05/15/2032

    96,624  
    100,000    

5.25%, 05/15/2050

    86,277  
    200,000    

St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2023

    198,658  
     

 

 

 
    1,069,618  
     

 

 

 
      Montana - 0.6%  
    120,000    

Montana Board of Housing 4.25%, 12/01/2045

    128,636  
    150,000    

Montana Facs Finance Auth Rev 5.00%, 02/15/2033

    170,906  
     

 

 

 
    299,542  
     

 

 

 
      Nebraska - 0.6%  
    300,000    

Central Plains, NE, Energy Project 5.00%, 09/01/2025

    332,646  
     

 

 

 
      Nevada - 2.1%  
    100,000    

City of North Las Vegas, NV 3.50%, 06/01/2023

    98,532  
    150,000    

City of Reno, NV, Sales Tax Rev 5.00%, 06/01/2033

    181,290  
    45,000    

City of Sparks, NV 2.50%, 06/15/2024(1)

    43,289  
    140,000    

Clark County, NV, Airport Rev 5.00%, 07/01/2026

    148,403  
 

Clark County, NV, School Dist, GO

 

    225,000    

5.00%, 06/15/2028

    261,929  
    100,000    

5.00%, 06/15/2029

    117,631  
    250,000    

Las Vegas, NV, New Convention Center Auth Rev 5.00%, 07/01/2043

    258,845  
     

 

 

 
    1,109,919  
     

 

 

 
      New Hampshire - 0.2%  
    70,000    

New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059

    85,063  
     

 

 

 
      New Jersey - 1.4%  
    75,000    

New Jersey Economic Dev Auth 5.00%, 06/15/2023

    77,012  
    50,000    

New Jersey Health Care Facs Financing Auth Rev 5.25%, 07/01/2026

    52,596  
 

New Jersey Transportation Trust Fund Auth

 

    65,000    

5.00%, 12/15/2023

    66,938  
    70,000    

5.00%, 12/15/2024

    72,375  
    350,000    

5.50%, 12/15/2020

    354,627  
    90,000    

Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029

    105,756  
     

 

 

 
    729,304  
     

 

 

 
      New Mexico - 0.3%  
    205,000    

City of Santa Fe, NM Rev 5.00%, 05/15/2039

    185,589  
     

 

 

 
      New York - 11.7%  
 

City of New York, NY, GO

 

    650,000    

0.17%, 04/01/2042(4)

    650,000  
    125,000    

5.00%, 03/01/2039

    149,328  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      New York - 11.7% - (continued)  
 

Metropolitan Transportation Auth, NY, Rev

 

$     500,000    

5.00%, 11/15/2034(4)

  $ 513,135  
    300,000    

5.00%, 11/15/2036

    333,276  
    100,000    

5.25%, 11/15/2027

    115,505  
    100,000    

5.25%, 11/15/2036

    112,559  
    70,000    

5.25%, 11/15/2040

    71,729  
 

New York State Dormitory Auth Rev

 

    2,000,000    

0.15%, 07/01/2031(4)

    2,000,000  
    450,000    

4.00%, 02/15/2037

    495,769  
    150,000    

5.00%, 03/15/2031

    174,195  
    100,000    

New York State Liberty Dev Corp. Rev 5.25%, 10/01/2035

    124,626  
    100,000    

New York Transportation Dev Corp. Rev 5.00%, 07/01/2046

    101,311  
    300,000    

Port Auth of New York & New Jersey Rev 5.00%, 11/01/2038

    341,925  
 

State of New York Mortgage Agency

 

    300,000    

3.25%, 10/01/2024

    317,823  
    300,000    

3.25%, 04/01/2025

    314,520  
    210,000    

3.50%, 10/01/2032

    218,154  
 

Syracuse, NY, Industrial Dev Agency

 

    110,000    

5.00%, 01/01/2031

    98,853  
    50,000    

5.00%, 01/01/2033

    43,945  
    100,000    

TSASC, Inc., NY 5.00%, 06/01/2023

    107,513  
     

 

 

 
    6,284,166  
     

 

 

 
      North Carolina - 0.7%  
 

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 
    250,000    

5.00%, 01/01/2031

    253,232  
    30,000    

5.00%, 01/01/2039

    28,768  
    120,000    

5.00%, 01/01/2044

    117,707  
     

 

 

 
    399,707  
     

 

 

 
      Ohio - 2.7%  
    50,000    

Allen County, OH, Hospital Facs Rev 5.00%, 12/01/2035

    58,443  
    200,000    

American Municipal Power, Inc., OH 4.00%, 02/15/2036

    213,780  
 

Buckeye, OH, Tobacco Settlement Finance Auth

 

    750,000    

0.00%, 06/01/2057(2)

    78,818  
    730,000    

5.00%, 06/01/2055

    649,707  
 

Cleveland, OH, Airport System Rev

 

    60,000    

5.00%, 01/01/2022

    63,071  
    55,000    

5.00%, 01/01/2023

    59,330  
    150,000    

Cleveland, OH, Department of Public Utilities 5.00%, 11/15/2030

    186,188  
    140,000    

State of Ohio, GO 5.00%, 06/15/2036

    173,225  
     

 

 

 
    1,482,562  
     

 

 

 
      Oklahoma - 0.7%  
 

Oklahoma Dev Finance Auth

 

    340,000    

1.63%, 07/06/2023

    321,939  
    35,000    

5.25%, 08/15/2048

    36,099  
    35,000    

5.50%, 08/15/2057

    36,362  
     

 

 

 
    394,400  
     

 

 

 
      Oregon - 0.8%  
    55,000    

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO 5.00%, 06/15/2038(5)

    66,027  
    40,000    

Marion County, OR, School Dist No. 15 North Marion, GO 0.00%, 06/15/2037(2)

    22,722  
    35,000    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO 0.00%, 06/15/2038(2)

    19,703  
 

 

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

 

 

  60  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      Oregon - 0.8% - (continued)  
$     55,000    

Salem Hospital Facs Auth, OR 5.00%, 05/15/2025

  $ 56,825  
    115,000    

State of Oregon Housing & Community Services Department 4.50%, 01/01/2049

    123,777  
    210,000    

Umatilla County, OR, School Dist No. 8R Hermiston, GO 0.00%, 06/15/2038(2)

    118,684  
     

 

 

 
    407,738  
     

 

 

 
      Pennsylvania - 4.3%  
    150,000    

Allegheny County, PA, Port Auth 5.25%, 03/01/2021

    155,095  
    300,000    

City of Philadelphia, PA, GO 5.00%, 02/01/2039

    362,232  
    160,000    

City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025

    181,594  
    150,000    

Commonwealth Finance Auth, PA 5.00%, 06/01/2027

    173,626  
    195,000    

Erie, PA, City School Dist, GO 5.00%, 04/01/2029

    244,353  
    90,000    

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

    109,369  
    100,000    

Lancaster County, PA, Hospital Auth 5.13%, 07/01/2037

    89,317  
    100,000    

Montgomery County, PA, Industrial Dev Auth Rev 5.00%, 12/01/2025

    102,885  
    210,000    

Pennsylvania Housing Finance Agency 4.75%, 04/01/2033

    226,850  
 

Pennsylvania Turnpike Commission Rev

 

    90,000    

5.00%, 12/01/2031

    106,089  
    145,000    

5.00%, 12/01/2037

    160,529  
    250,000    

Philadelphia, PA, School Dist, GO 4.00%, 09/01/2036

    274,640  
    50,000    

Pittsburgh, PA, Water & Sewer Auth 5.00%, 09/01/2033

    62,052  
    75,000    

Wilkes-Barre Area, PA, School Dist, GO 5.00%, 04/15/2059

    86,879  
     

 

 

 
    2,335,510  
     

 

 

 
      Puerto Rico - 0.9%  
 

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 

    1,775,000    

0.00%, 07/01/2051(2)

    308,406  
    175,000    

5.00%, 07/01/2058

    163,987  
     

 

 

 
    472,393  
     

 

 

 
      Rhode Island - 0.5%  
    80,000    

Rhode Island Health & Educational Building Corp. 5.00%, 05/15/2028

    96,624  
    50,000    

Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032

    51,255  
    130,000    

Rhode Island Student Loan Auth 3.00%, 12/01/2024

    133,149  
     

 

 

 
    281,028  
     

 

 

 
      South Carolina - 0.7%  
    150,000    

South Carolina Jobs-Economic Dev Auth 5.00%, 05/01/2028

    174,502  
 

South Carolina State Public Service Auth

 

    50,000    

5.00%, 12/01/2031

    53,535  
    50,000    

5.00%, 12/01/2034

    53,079  
    100,000    

5.00%, 12/01/2050

    104,564  
     

 

 

 
    385,680  
     

 

 

 
      South Dakota - 0.6%  
    295,000    

South Dakota Housing Dev Auth 4.00%, 11/01/2049

    316,476  
     

 

 

 
      Tennessee - 1.6%  
    300,000    

Chattanooga, TN, Health Educational & Housing Facs Board Rev 5.00%, 08/01/2039

    321,990  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board Rev 5.00%, 09/01/2025(1)

    132,501  
    200,000    

Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026

    223,968  
    155,000    

Tennessee Housing Dev Agency 3.50%, 01/01/2047

    161,288  
     

 

 

 
    839,747  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      Texas - 8.3%  
 

Arlington, TX, Higher Education Finance Corp. Rev

 

$     150,000    

4.00%, 08/15/2030

  $ 164,895  
    250,000    

5.00%, 02/15/2027

    301,242  
    200,000    

Austin, TX, Airport System Rev 5.00%, 11/15/2031

    218,350  
    100,000    

Austin, TX, Independent School Dist, GO 4.00%, 08/01/2033

    114,619  
    250,000    

Central Texas Turnpike System Rev 5.00%, 08/15/2042

    258,835  
 

City of San Antonio, TX, Electric & Gas Systems Rev

 

    165,000    

1.75%, 02/01/2049(4)

    163,160  
    210,000    

5.00%, 07/01/2026

    237,523  
    250,000    

Conroe, TX, Independent School Dist, GO 3.00%, 02/15/2036

    260,695  
    150,000    

El Paso, TX, Independent School Dist, GO 5.00%, 08/15/2027

    181,023  
    110,000    

Harris County, TX, Toll Road Auth 5.00%, 08/15/2031

    134,548  
    290,000    

Keller, TX, Independent School Dist, GO 4.00%, 02/15/2037

    332,879  
    75,000    

Kerrville, TX, Health Facs Dev Corp. 5.00%, 08/15/2023

    82,027  
    150,000    

Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2040

    169,230  
    100,000    

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

    96,276  
    130,000    

North Texas Tollway Auth Rev 5.00%, 01/01/2031

    156,793  
    250,000    

Northside, TX, Independent School Dist, GO 4.00%, 08/15/2034

    289,807  
    245,000    

SA Energy Acquisition, TX, Public Facs Corp. 5.50%, 08/01/2022

    260,700  
    500,000    

State of Texas, GO 4.00%, 08/27/2020

    505,510  
    250,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2025

    285,870  
    60,000    

Texas Transportation Commission 0.00%, 08/01/2038(2)

    25,774  
    200,000    

Wylie, TX, Independent School Dist, GO 4.00%, 08/15/2036

    231,888  
     

 

 

 
    4,471,644  
     

 

 

 
      Utah - 0.6%  
    175,000    

Salt Lake County, UT 5.13%, 02/15/2033

    199,341  
    110,000    

State of Utah, GO 3.00%, 07/01/2034

    115,979  
     

 

 

 
    315,320  
     

 

 

 
      Virginia - 0.2%  
    90,000    

Wise County, VA, Industrial Dev Auth Rev 1.88%, 11/01/2040(4)

    89,965  
     

 

 

 
      Washington - 1.1%  
    140,000    

Port of Seattle, WA 5.00%, 05/01/2028

    165,183  
 

Washington State Health Care Facs Auth Rev

 

    115,000    

5.00%, 01/01/2026

    130,154  
    145,000    

5.38%, 01/01/2040

    151,194  
    150,000    

Washington State Housing Finance Commission 5.00%, 01/01/2039(1)

    133,749  
     

 

 

 
    580,280  
     

 

 

 
      Wisconsin - 2.2%  
 

Public Finance Auth, WI

 

    500,000    

4.00%, 07/01/2059

    512,200  
    100,000    

5.00%, 10/01/2043(1)

    91,491  
    95,000    

5.00%, 10/01/2044

    105,693  
    150,000    

5.00%, 07/01/2048

    165,926  
    100,000    

5.00%, 10/01/2048(1)

    89,686  
 

 

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

 

 

  61  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 93.8% - (continued)  
      Wisconsin - 2.2% - (continued)  
 

Wisconsin Health & Educational Facs Auth

 

$     155,000    

5.00%, 11/01/2024

  $ 155,060  
    45,000    

5.00%, 11/01/2025

    44,915  
     

 

 

 
    1,164,971  
     

 

 

 
 

Total Municipal Bonds
(cost $51,023,393)

  $ 50,513,409  
     

 

 

 
SHORT-TERM INVESTMENTS - 5.7%  
      Other Investment Pools & Funds - 5.7%  
    3,036,490    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

  $ 3,036,490  
     

 

 

 
 

Total Short-Term Investments
(cost $3,036,490)

  $ 3,036,490  
     

 

 

 
                      

Total Investments
(cost $54,059,883)

    99.5    $ 53,549,899  
   

Other Assets and Liabilities

    0.5      280,003  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 53,829,902  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $778,338, representing 1.4% of net assets.

 

(2) 

Security is a zero-coupon bond.

 

(3) 

Variable rate security; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(4) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(5) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(6) 

Current yield as of period end.

 

 

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

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

           

Municipal Bonds

   $ 50,513,409      $      $ 50,513,409      $  

Short-Term Investments

     3,036,490        3,036,490                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     53,549,899      $     3,036,490      $     50,513,409      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  62  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8%  
      Alabama - 2.8%  
 

Alabama Federal Aid Highway Finance Auth

 

$     1,615,000    

5.00%, 09/01/2026

  $ 1,775,257  
    1,250,000    

5.00%, 09/01/2034

    1,491,700  
    1,415,000    

Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2029

    1,706,999  
    3,000,000    

Jefferson County, AL, Board of Education 5.00%, 02/01/2042

    3,505,230  
    2,660,000    

Jefferson County, AL, GO 5.00%, 04/01/2024

    3,025,032  
   

Lower Alabama Gas Dist

 
    9,855,000    

4.00%, 12/01/2050(1)

    10,483,946  
    4,000,000    

5.00%, 09/01/2031

    4,767,400  
 

State of Alabama, Docks Department

 

    230,000    

5.00%, 10/01/2024

    261,050  
    1,000,000    

5.00%, 10/01/2032

    1,165,100  
 

State of Alabama, Troy University

 

    1,000,000    

5.00%, 11/01/2025

    1,174,230  
    1,250,000    

5.00%, 11/01/2026

    1,500,550  
    1,620,000    

5.00%, 11/01/2027

    1,978,619  
     

 

 

 
    32,835,113  
     

 

 

 
      Alaska - 0.3%  
 

CIVICVentures, AK, Rev

 

    2,000,000    

5.00%, 09/01/2025

    2,128,880  
    1,000,000    

5.00%, 09/01/2026

    1,061,460  
     

 

 

 
    3,190,340  
     

 

 

 
      Arizona - 0.8%  
    2,000,000    

City of Phoenix, AZ, Civic Improvement Corp. 4.00%, 07/01/2038

    2,063,120  
    4,925,000    

Maricopa County, AZ, Pollution Control Corp. 5.00%, 06/01/2035

    4,934,505  
    855,000    

Salt Verde Financial Corp., AZ, Rev 5.25%, 12/01/2020

    871,391  
    90,000    

Sundance, AZ, Community Facs Dist 7.13%, 07/01/2027(2)

    88,631  
    2,200,000    

Tempe, AZ, Industrial Dev Auth 4.00%, 10/01/2023(2)

    2,060,278  
     

 

 

 
    10,017,925  
     

 

 

 
      California - 6.5%  
    1,000,000    

Alameda County, Oakland, CA, Unified School Dist 4.00%, 08/01/2036

    1,080,310  
    475,000    

Alameda County, Oakland, CA, Unified School Dist, GO 4.00%, 08/01/2034

    517,023  
    1,050,000    

California County, CA, Tobacco Securitization Agency 5.00%, 06/01/2022

    1,085,280  
    1,000,000    

California Health Facs Finance Auth Rev 5.00%, 02/01/2029

    1,183,830  
 

California State Communities Dev Auth Rev

 

    535,000    

5.00%, 10/01/2022

    547,562  
    1,000,000    

5.63%, 10/01/2032

    1,029,270  
    2,000,000    

California State Public Works Board, Lease Rev 5.25%, 10/01/2023

    2,116,740  
    19,735,000    

California State, GO 0.08%, 05/01/2033(1)

    19,735,000  
    3,000,000    

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

    3,581,970  
    1,000,000    

City of Los Angeles, CA, Department of Airports Rev 5.00%, 05/15/2029

    1,172,190  
 

Elk Grove, CA, Finance Auth Special Tax

 

    315,000    

5.00%, 09/01/2031

    369,520  
    910,000    

5.00%, 09/01/2032

    1,065,473  
    2,600,000    

Fresno, CA, Unified School Dist 0.00%, 08/01/2031(3)

    1,877,512  
 

Hemet, CA, Unified School Dist Financing Auth

 

    1,440,000    

5.00%, 09/01/2030

    1,575,965  
    1,535,000    

5.00%, 09/01/2031

    1,667,210  
 

Inglewood, CA, Redevelopment Agency

 

    1,000,000    

5.00%, 05/01/2028

    1,209,160  
    1,000,000    

5.00%, 05/01/2029

    1,199,510  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      California - 6.5% - (continued)  
$     5,225,000    

Long Beach, CA, Finance Auth Natural Gas 2.58%, 11/15/2027, 3 mo. USD LIBOR + 1.450%(4)

  $ 4,878,635  
 

Oakland, CA, Airport Rev

 

    500,000    

5.00%, 05/01/2023

    530,005  
    2,000,000    

5.00%, 05/01/2026

    2,055,860  
 

Orange County, CA, Community Facs Dist Special Tax

 

    980,000    

5.00%, 08/15/2034

    1,059,517  
    1,000,000    

5.00%, 08/15/2036

    1,084,460  
    2,500,000    

5.00%, 08/15/2041

    2,693,400  
    1,000,000    

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation 5.00%, 09/01/2029

    1,133,990  
    2,000,000    

Romoland, CA, School Dist 5.00%, 09/01/2048

    2,151,980  
    60,000    

San Diego, CA, Redevelopment Agency, Centre City Sub Package 5.25%, 09/01/2026

    60,191  
 

San Diego, CA, United School Dist

 

    805,000    

4.00%, 07/01/2034

    881,298  
    865,000    

4.00%, 07/01/2035

    944,217  
    1,400,000    

San Francisco, CA, City & County Airport 5.00%, 05/01/2042

    1,550,038  
    8,650,000    

San Francisco, CA, City & County Airport Comm-San Francisco International Airport 5.00%, 05/01/2043

    9,675,198  
 

Santa Margarita, CA, Water Dist Special Tax

 

    475,000    

4.25%, 09/01/2021

    486,842  
    485,000    

5.00%, 09/01/2022

    511,568  
    475,000    

5.00%, 09/01/2023

    510,991  
    480,000    

5.00%, 09/01/2024

    516,206  
    480,000    

5.00%, 09/01/2025

    514,613  
    2,065,000    

5.00%, 09/01/2028

    2,271,748  
    1,500,000    

Stockton, CA, Redevelopment Agency 5.00%, 09/01/2029

    1,749,795  
     

 

 

 
    76,274,077  
     

 

 

 
      Colorado - 2.8%  
 

Arapahoe County, CO, School Dist No. 6 Littleton, GO

 

    1,230,000    

5.50%, 12/01/2032

    1,582,752  
    1,655,000    

5.50%, 12/01/2034

    2,104,895  
 

City & County of Denver, CO, Airport System Rev

 

    7,985,000    

5.00%, 12/01/2029

    9,576,969  
    1,000,000    

5.00%, 12/01/2034

    1,253,610  
    1,575,000    

5.00%, 12/01/2036

    1,985,524  
 

Colorado Health Facs Auth Rev

 

    1,330,000    

1.92%, 10/01/2039, 1 mo. USD LIBOR + 1.250%(4)

    1,314,306  
    6,665,000    

5.00%, 08/01/2044

    7,110,155  
    1,440,000    

Denver, CO, Urban Renewal Auth 5.25%, 12/01/2039(2)

    1,327,406  
    1,930,000    

E-470 Public Highway, CO, Auth Rev 1.47%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(4)

    1,928,359  
 

Park Creek, CO, Metropolitan Dist Rev

 

    2,000,000    

5.00%, 12/01/2029

    2,325,080  
    1,195,000    

5.00%, 12/01/2033

    1,436,976  
 

Vauxmont, CO, Metropolitan Dist

 

    230,000    

5.00%, 12/15/2023

    255,482  
    125,000    

5.00%, 12/15/2025

    144,535  
    50,000    

5.00%, 12/15/2026

    57,721  
    225,000    

5.00%, 12/15/2030

    256,486  
    160,000    

5.00%, 12/15/2032

    180,970  
     

 

 

 
    32,841,226  
     

 

 

 
      Connecticut - 3.0%  
    6,500,000    

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

    7,633,595  
 

 

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

 

 

  63  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Connecticut - 3.0% - (continued)  
 

Connecticut Housing Finance Auth

 

$     315,000    

4.00%, 11/15/2044

  $ 324,053  
    965,000    

4.00%, 11/15/2045

    1,005,762  
    1,485,000    

4.00%, 05/15/2047

    1,574,189  
 

Connecticut State Health & Educational Facs Auth

 

    5,265,000    

5.00%, 07/01/2020

    5,299,538  
    440,000    

5.00%, 07/01/2027

    464,138  
    430,000    

5.00%, 07/01/2028

    454,858  
    475,000    

5.00%, 07/01/2029

    502,821  
    720,000    

5.00%, 07/01/2030

    755,244  
    400,000    

5.00%, 07/01/2031

    416,140  
    950,000    

Hartford, CT, GO 5.00%, 07/01/2027

    1,086,154  
    1,500,000    

New Britain, CT, GO 5.00%, 03/01/2031

    1,783,875  
    2,600,000    

New Haven, CT, GO 5.00%, 08/01/2024

    2,890,914  
 

State of Connecticut, GO

 

    470,000    

5.00%, 04/15/2022

    501,448  
    250,000    

5.00%, 03/15/2024

    278,063  
    1,450,000    

5.00%, 03/15/2025

    1,640,747  
    750,000    

5.00%, 05/15/2025

    851,498  
    2,425,000    

5.00%, 06/15/2026

    2,809,168  
    2,500,000    

5.00%, 04/15/2029

    2,908,100  
 

Waterbury, CT, GO

 

    405,000    

5.00%, 11/15/2031

    490,281  
    1,000,000    

5.00%, 11/15/2032

    1,203,210  
     

 

 

 
    34,873,796  
     

 

 

 
      District of Columbia - 0.1%  
 

Dist of Columbia Rev

 

    735,000    

5.00%, 07/01/2032

    681,727  
    270,000    

5.00%, 07/01/2037

    241,296  
     

 

 

 
    923,023  
     

 

 

 
      Florida - 5.5%  
 

Broward County, FL, Airport System Rev

 

    1,330,000    

0.00%, 10/01/2031(3)

    953,517  
    1,000,000    

0.00%, 10/01/2032(3)

    687,230  
    2,175,000    

4.00%, 10/01/2044

    2,216,542  
    265,000    

5.00%, 10/01/2020

    268,625  
    285,000    

5.00%, 10/01/2021

    297,745  
    1,250,000    

5.00%, 10/01/2024

    1,404,062  
    2,830,000    

5.00%, 09/01/2028

    3,363,342  
    1,979,843    

Capital Trust Agency, FL, MF Rev 2.77%, 09/01/2027

    1,978,259  
    1,430,000    

City of Atlantic Beach, FL, Health Care Facs Auth 5.00%, 11/15/2048

    1,319,904  
    2,065,000    

Escambia County, FL, Health Facs Auth Rev 4.00%, 08/15/2050

    1,989,731  
    3,380,000    

Gainesville, FL, Utilities System Rev 5.00%, 10/01/2047

    4,069,419  
 

Greater Orlando, FL, Aviation Auth

 

    2,040,000    

5.00%, 10/01/2024

    2,131,739  
    5,000,000    

5.00%, 10/01/2033

    5,752,900  
    5,000,000    

5.00%, 10/01/2034

    5,730,750  
    500,000    

Magnolia Creek, FL, Community Dev Dist Capital Improvement 5.90%, 05/01/2039*

    90,000  
    1,000,000    

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

    1,214,590  
    190,000    

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

    193,133  
    1,000,000    

Miami Beach, FL, Redevelopment Agency 5.00%, 02/01/2026

    1,129,570  
 

Miami-Dade County, FL, Aviation Rev

 

    1,000,000    

5.00%, 10/01/2024

    1,071,300  
    2,500,000    

5.00%, 10/01/2026

    2,734,825  
    530,000    

5.00%, 10/01/2027

    591,056  
    200,000    

5.00%, 10/01/2035

    202,604  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Florida - 5.5% - (continued)  
 

Orange County, FL, Health Facs Auth

 

$     1,190,000    

5.00%, 08/01/2024

  $ 1,227,497  
    1,280,000    

5.00%, 08/01/2025

    1,323,994  
    1,350,000    

5.00%, 08/01/2026

    1,398,168  
 

Palm Beach County, FL, Health Facs Auth

 

    1,000,000    

6.75%, 06/01/2024

    1,035,080  
    1,000,000    

6.80%, 06/01/2025

    1,035,770  
 

Polk County, FL, Industrial Dev Auth

 

    1,750,000    

5.00%, 01/01/2039

    1,690,150  
    4,850,000    

5.00%, 01/01/2055

    4,427,274  
 

Port St. Lucie, FL, Special Assessment

 

    3,000,000    

4.00%, 07/01/2028

    3,406,200  
    3,000,000    

4.00%, 07/01/2029

    3,392,130  
    1,150,000    

Putnam County, FL, Dev Auth 5.00%, 03/15/2042

    1,335,495  
    3,330,000    

Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025

    2,868,196  
 

Volusia County, FL, Educational Facs Auth

 

    60,000    

4.00%, 10/15/2035

    62,084  
    55,000    

4.00%, 10/15/2036

    56,669  
    750,000    

4.00%, 10/15/2037

    770,055  
    750,000    

4.00%, 10/15/2038

    767,587  
     

 

 

 
    64,187,192  
     

 

 

 
      Georgia - 2.6%  
 

Burke County, GA, Dev Auth Rev

 

    1,740,000    

2.05%, 10/01/2032(1)

    1,740,539  
    2,665,000    

2.25%, 10/01/2032(1)

    2,623,932  
    2,860,000    

2.35%, 10/01/2032(1)

    2,866,664  
    4,450,000    

3.00%, 11/01/2045(1)

    4,477,545  
 

Main Street Natural Gas, Inc., GA

 

    2,150,000    

4.00%, 08/01/2049(1)

    2,305,854  
    4,165,000    

5.00%, 05/15/2032

    4,608,448  
 

Municipal Electric Auth, GA

 

    1,170,000    

5.00%, 01/01/2022

    1,208,879  
    1,000,000    

5.00%, 11/01/2022

    1,046,660  
    1,075,000    

5.00%, 01/01/2024

    1,127,664  
    6,420,000    

5.00%, 01/01/2028

    7,070,189  
    1,700,000    

5.00%, 01/01/2056

    1,794,112  
     

 

 

 
    30,870,486  
     

 

 

 
      Hawaii - 0.2%  
    2,000,000    

State of Hawaii Airports System 5.00%, 08/01/2022

    2,128,580  
     

 

 

 
      Illinois - 15.7%  
 

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO

 
    530,000    

0.00%, 01/01/2025(3)

    494,013  
    765,000    

0.00%, 01/01/2027(3)

    678,907  
 

Chicago, IL, Board of Education Rev

 

    1,000,000    

5.00%, 04/01/2046

    943,620  
    715,000    

6.00%, 04/01/2046

    738,731  
 

Chicago, IL, Board of Education, GO

 

    2,500,000    

0.00%, 12/01/2025(3)

    2,024,700  
    1,030,000    

5.00%, 12/01/2022

    1,047,871  
    600,000    

5.00%, 12/01/2023

    611,256  
    1,000,000    

5.00%, 12/01/2024

    1,131,910  
    3,500,000    

5.00%, 12/01/2034

    3,420,410  
    1,510,000    

5.00%, 12/01/2042

    1,408,649  
    3,760,000    

5.00%, 12/01/2046

    3,442,581  
    500,000    

5.25%, 12/01/2020

    511,565  
 

Chicago, IL, Metropolitan Water Reclamation Dist, GO

 
    3,500,000    

5.00%, 12/01/2027

    4,064,900  
    2,530,000    

5.00%, 12/01/2031

    2,636,817  
    1,700,000    

5.25%, 12/01/2032

    2,209,184  
 

 

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

 

 

  64  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Illinois - 15.7% - (continued)  
 

Chicago, IL, Midway International Airport Rev

 
$     500,000    

5.00%, 01/01/2021

  $ 507,175  
    1,420,000    

5.00%, 01/01/2031

    1,526,571  
 

Chicago, IL, Transit Auth

 
    3,000,000    

5.00%, 06/01/2020

    3,008,550  
    415,000    

5.00%, 06/01/2025

    483,728  
    8,250,000    

5.00%, 12/01/2046

    9,043,485  
    800,000    

5.25%, 12/01/2027

    848,384  
    5,000,000    

5.25%, 12/01/2028

    5,297,550  
 

City of Chicago, IL, GO

 
    325,000    

0.00%, 01/01/2026(3)

    254,797  
    1,280,000    

5.00%, 01/01/2021

    1,308,729  
    215,000    

5.00%, 01/01/2022

    217,853  
    65,000    

5.00%, 01/01/2023

    66,081  
    1,000,000    

5.00%, 12/01/2023

    1,003,540  
    2,000,000    

5.00%, 01/01/2024

    2,042,340  
 

City of Chicago, IL, Wastewater Transmission Rev

 
    1,000,000    

5.00%, 01/01/2028

    1,117,420  
    2,500,000    

5.00%, 01/01/2029

    2,786,525  
 

City of Chicago, IL, Waterworks Rev

 
    135,000    

5.00%, 11/01/2023

    141,399  
    1,000,000    

5.00%, 11/01/2027

    1,085,640  
    1,020,000    

5.00%, 11/01/2028

    1,082,852  
    1,205,000    

5.00%, 11/01/2029

    1,254,754  
    3,465,000    

Cook County, IL, Community Consolidated School Dist No. 15, GO 5.00%, 12/01/2024

    4,000,862  
 

Cook County, IL, Community High School Dist No. 212 Leyden

 
    1,775,000    

5.00%, 12/01/2026

    2,053,764  
    310,000    

5.00%, 12/01/2027

    358,239  
    1,000,000    

5.00%, 12/01/2034

    1,147,010  
 

Cook County, IL, GO

 
    1,000,000    

5.00%, 11/15/2026

    1,048,460  
    4,300,000    

5.00%, 11/15/2027

    4,495,306  
 

Illinois Finance Auth

 
    320,000    

5.00%, 09/01/2020

    323,715  
    240,000    

5.00%, 09/01/2022

    250,327  
 

Illinois State Finance Auth Rev

 
    1,000,000    

5.00%, 10/01/2023

    1,087,310  
    1,000,000    

5.00%, 11/15/2023

    1,104,000  
    5,000,000    

5.00%, 02/15/2027

    5,891,900  
    700,000    

5.00%, 10/01/2028

    792,078  
    1,000,000    

5.00%, 11/15/2028

    1,125,770  
    2,650,000    

5.00%, 11/15/2031

    2,913,065  
    1,420,000    

5.00%, 08/15/2033

    1,688,465  
    2,500,000    

5.00%, 11/15/2033

    2,716,750  
    2,135,000    

5.00%, 11/15/2034

    2,342,287  
    1,045,000    

5.00%, 08/15/2035

    1,229,328  
 

Illinois State Toll Highway Auth, Taxable Rev

 
    1,000,000    

5.00%, 01/01/2027

    1,086,330  
    2,500,000    

5.00%, 01/01/2031

    2,981,055  
 

Kane Cook & DuPage Counties, IL, GO

 
    4,200,000    

5.00%, 01/01/2031

    4,717,230  
    1,700,000    

5.00%, 01/01/2034

    1,904,850  
    1,700,000    

5.00%, 01/01/2035

    1,902,912  
 

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO

 
    1,875,000    

5.00%, 01/01/2027

    2,182,481  
    2,000,000    

5.00%, 01/01/2029

    2,470,700  
    1,665,000    

Kendall Kane & Will Counties, IL, Unified School Dist, GO 5.00%, 02/01/2034

    1,835,413  
 

Metropolitan Pier & Exposition Auth, IL

 
    1,120,000    

0.00%, 06/15/2020(3)

    1,116,909  
    4,000,000    

0.00%, 12/15/2024(3)

    3,471,880  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Illinois - 15.7% - (continued)  
$     2,000,000    

0.00%, 06/15/2027(3)

  $ 1,594,580  
    3,895,000    

0.00%, 12/15/2042(5)

    1,876,455  
    1,650,000    

5.00%, 12/15/2020

    1,657,739  
    1,000,000    

5.00%, 12/15/2035

    976,890  
 

Railsplitter, IL, Tobacco Settlement Auth

 
    1,000,000    

5.00%, 06/01/2026

    1,187,610  
    1,940,000    

5.00%, 06/01/2027

    2,297,891  
    1,000,000    

5.50%, 06/01/2023

    1,050,870  
 

Regional Transportation, IL, Auth Rev

 
    600,000    

5.00%, 06/01/2035

    655,278  
    8,775,000    

6.00%, 07/01/2024

    9,831,773  
    3,525,000    

6.00%, 07/01/2031

    4,556,944  
 

Sales Tax Securitization Corp., IL

 
    2,560,000    

5.00%, 01/01/2029

    2,913,919  
    5,545,000    

5.00%, 01/01/2030

    6,326,796  
 

State of Illinois, GO

 
    7,100,000    

5.00%, 11/01/2021

    7,118,176  
    3,500,000    

5.00%, 11/01/2024

    3,464,790  
    1,500,000    

5.00%, 08/01/2025

    1,476,150  
    3,500,000    

5.00%, 11/01/2025

    3,439,695  
    1,985,000    

5.00%, 02/01/2026

    1,943,930  
    2,000,000    

5.00%, 10/01/2026

    1,950,760  
    1,200,000    

5.00%, 02/01/2027

    1,168,080  
    6,515,000    

5.00%, 11/01/2027

    6,311,927  
    3,120,000    

5.00%, 11/01/2029

    3,001,346  
    950,000    

5.00%, 05/01/2033

    900,391  
 

State of Illinois, Sales Tax Rev

 
    1,185,000    

5.00%, 06/15/2024

    1,228,359  
    795,000    

6.50%, 06/15/2022

    809,024  
     

 

 

 
    184,420,256  
     

 

 

 
      Indiana - 1.1%  
    2,009,332    

City of Evansville, IN 3.00%, 06/01/2034

    1,996,010  
 

Indiana Municipal Power Agency

 
    1,050,000    

5.00%, 01/01/2032

    1,286,849  
    870,000    

5.00%, 01/01/2033

    1,053,596  
    180,000    

5.00%, 01/01/2034

    217,463  
    1,000,000    

Indiana State Finance Auth Hospital Rev 5.00%, 12/01/2029

    1,114,200  
    1,625,000    

Indiana State Finance Auth Rev 5.00%, 03/01/2023

    1,655,290  
 

Indianapolis, IN, Local Public Improvement Bond Bank

 
    1,000,000    

5.00%, 01/01/2029

    1,081,550  
    1,000,000    

5.00%, 01/01/2031

    1,103,700  
    775,000    

Richmond, IN, Hospital Auth Rev 5.00%, 01/01/2035

    838,907  
    2,000,000    

Whiting, IN, Environmental Facs Rev 5.00%, 03/01/2046(1)

    2,115,120  
     

 

 

 
    12,462,685  
     

 

 

 
      Iowa - 0.2%  
 

Iowa Student Loan Liquidity Corp.

 
    180,000    

5.00%, 12/01/2022

    194,010  
    650,000    

5.00%, 12/01/2024

    727,883  
    990,000    

State of Iowa, Finance Auth 2.88%, 05/15/2049

    947,410  
     

 

 

 
    1,869,303  
     

 

 

 
      Kansas - 0.2%  
 

Wyandotte County-Kansas City, KS System Rev

 

    1,000,000    

5.00%, 09/01/2025

    1,148,000  
    1,390,000    

5.00%, 09/01/2028

    1,634,167  
     

 

 

 
    2,782,167  
     

 

 

 
 

 

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

 

 

  65  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Kentucky - 1.3%  
 

Kentucky Bond Dev Corp.

 
$     1,000,000    

5.00%, 09/01/2032

  $ 1,146,060  
    1,100,000    

5.00%, 09/01/2033

    1,245,783  
    1,200,000    

5.00%, 09/01/2034

    1,345,152  
    1,025,000    

5.00%, 09/01/2035

    1,136,243  
    2,910,000    

Kentucky Economic Dev Finance Auth 5.00%, 12/01/2047

    2,984,875  
    4,000,000    

Kentucky Public Energy Auth 4.00%, 01/01/2049(1)

    4,156,080  
    2,600,000    

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

    2,813,590  
     

 

 

 
    14,827,783  
     

 

 

 
      Louisiana - 1.5%  
 

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 
    975,000    

5.75%, 11/15/2030

    963,622  
    1,155,000    

6.00%, 11/15/2030

    1,165,765  
    1,750,000    

6.00%, 11/15/2035

    1,737,750  
    4,000,000    

Louisiana State, GO 5.00%, 12/01/2031

    4,540,640  
 

New Orleans, LA, Aviation Board

 
    750,000    

5.00%, 01/01/2026

    859,522  
    500,000    

5.00%, 01/01/2027

    582,175  
    1,250,000    

5.00%, 01/01/2034

    1,369,550  
    710,000    

5.00%, 01/01/2035

    793,510  
 

Shreveport, LA, Water & Sewer Rev

 
    2,000,000    

5.00%, 12/01/2027

    2,360,160  
    1,000,000    

5.00%, 12/01/2035

    1,184,320  
    1,400,000    

5.00%, 12/01/2036

    1,652,476  
     

 

 

 
    17,209,490  
     

 

 

 
      Maine - 0.4%  
 

Finance Auth of Maine Rev

 
    225,000    

5.00%, 12/01/2021

    235,607  
    1,000,000    

5.00%, 12/01/2023

    1,098,980  
 

Maine State Housing Auth Rev

 
    750,000    

2.80%, 11/15/2022

    772,897  
    2,000,000    

4.00%, 11/15/2050

    2,158,400  
     

 

 

 
    4,265,884  
     

 

 

 
      Maryland - 0.5%  
    500,000    

Howard County, MD, Special Obligation 4.00%, 02/15/2028(2)

    483,525  
    480,000    

Maryland Economic Dev Corp. 4.00%, 06/01/2020

    481,118  
    1,620,000    

Maryland Health & Higher Educational Facs Auth 2.88%, 07/01/2023

    1,595,149  
    1,515,000    

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

    1,392,982  
    1,840,000    

State of Maryland, GO 5.00%, 03/15/2028

    2,283,514  
     

 

 

 
    6,236,288  
     

 

 

 
      Massachusetts - 1.5%  
    955,000    

Massachusetts Dev Finance Agency, Rev 5.00%, 07/01/2031

    1,100,618  
 

Massachusetts Housing Finance Agency

 
    400,000    

2.90%, 06/01/2022

    410,776  
    500,000    

3.10%, 06/01/2023

    521,495  
    900,000    

3.15%, 06/01/2023

    940,032  
    400,000    

3.25%, 06/01/2024

    421,548  
    200,000    

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

    239,610  
 

Massachusetts State Dev Finance Agency

 
    1,000,000    

4.00%, 10/01/2024(2)

    975,490  
    1,000,000    

4.00%, 10/01/2025(2)

    968,730  
    635,000    

4.00%, 10/01/2026(2)

    610,629  
    165,000    

4.00%, 07/15/2036

    183,876  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Massachusetts - 1.5% - (continued)  
$     1,720,000    

5.00%, 07/01/2028

  $ 1,961,196  
    1,850,000    

5.00%, 07/01/2029

    2,141,422  
    3,350,000    

5.00%, 07/01/2030

    3,822,833  
    855,000    

5.00%, 07/01/2035

    892,244  
    2,180,000    

5.00%, 07/01/2043

    2,391,307  
     

 

 

 
    17,581,806  
     

 

 

 
      Michigan - 3.2%  
    500,000    

City of Detroit, MI, GO 5.00%, 04/01/2021

    504,355  
    5,000,000    

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

    5,981,200  
    1,200,000    

Lincoln Park, MI, School Dist, GO 5.00%, 05/01/2030

    1,504,716  
 

Michigan Finance Auth Rev

 
    1,000,000    

5.00%, 07/01/2027

    1,163,070  
    1,000,000    

5.00%, 07/01/2028

    1,160,390  
    1,000,000    

5.00%, 07/01/2029

    1,137,720  
    2,700,000    

5.00%, 10/01/2030

    3,090,393  
    2,555,000    

5.00%, 06/01/2033

    2,774,628  
    1,000,000    

5.00%, 06/01/2034

    1,084,210  
    915,000    

5.00%, 11/01/2034

    1,112,100  
    1,000,000    

5.00%, 11/01/2035

    1,210,960  
    1,000,000    

5.00%, 11/01/2036

    1,205,520  
    1,000,000    

5.00%, 11/01/2038

    1,194,850  
    1,000,000    

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

    1,214,930  
 

Michigan State Hospital Finance Auth

 
    1,505,000    

4.00%, 11/15/2031

    1,636,703  
    345,000    

4.00%, 11/15/2032

    373,255  
    2,075,000    

5.00%, 11/15/2047

    2,444,350  
    3,125,000    

Michigan State Housing Dev Auth 4.25%, 12/01/2049

    3,362,000  
    1,375,000    

Richmond, MI, Community Schools, GO 5.00%, 05/01/2030

    1,729,337  
    370,000    

State of Michigan Rev 5.00%, 03/15/2027

    451,156  
    2,465,000    

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

    2,764,712  
     

 

 

 
    37,100,555  
     

 

 

 
      Minnesota - 0.7%  
 

Duluth, MN, Independent School Dist No. 709

 
    2,935,000    

3.00%, 02/01/2021

    2,973,214  
    1,180,000    

4.00%, 02/01/2027

    1,317,883  
    2,005,995    

Freddie Mac Multifamily, MN, Certificates 2.54%, 06/25/2037

    2,033,878  
 

Minnesota Housing Finance Agency Rev

 
    470,000    

1.45%, 07/01/2024

    466,315  
    540,000    

1.55%, 07/01/2025

    533,493  
 

St. Francis, MN, Independent School Dist No. 15

 
    315,000    

4.00%, 02/01/2029

    334,980  
    750,000    

4.00%, 02/01/2031

    792,465  
    365,000    

St. Francis, MN, Independent School Dist No. 15, GO 4.00%, 02/01/2030

    387,101  
     

 

 

 
    8,839,329  
     

 

 

 
      Mississippi - 0.8%  
    1,970,000    

Mississippi Dev Bank, Special Obligation 5.00%, 10/01/2033

    2,381,415  
 

State of Mississippi

 
    1,000,000    

5.00%, 10/15/2025

    1,123,090  
    2,450,000    

5.00%, 10/15/2029

    2,710,116  
    1,000,000    

5.00%, 10/15/2036

    1,105,190  
    1,600,000    

5.00%, 10/15/2037

    1,762,816  
     

 

 

 
    9,082,627  
     

 

 

 
 

 

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

 

 

  66  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Missouri - 1.5%  
 

City of St. Louis, MO, Airport Rev

 
$     540,000    

5.00%, 07/01/2030

  $ 623,770  
    1,000,000    

5.00%, 07/01/2032

    1,134,220  
    1,000,000    

5.00%, 07/01/2047

    1,094,390  
    1,600,000    

Health & Educational Facs Auth of the State of Missouri 0.07%, 09/01/2030(1)

    1,600,000  
 

Kansas City, MO, Industrial Dev Auth

 
    1,065,000    

5.00%, 03/01/2030

    1,245,549  
    1,000,000    

5.00%, 03/01/2031

    1,159,280  
    490,000    

5.00%, 03/01/2032

    562,726  
 

Kirkwood, MO, Industrial Dev Auth Retirement Community

 
    5,400,000    

5.25%, 05/15/2042

    4,841,640  
    3,500,000    

8.25%, 05/15/2045

    3,507,910  
    1,255,000    

St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2026

    1,226,336  
    1,000,000    

Stone Canyon, MO, Community Improvement Dist Rev 5.75%, 04/01/2027*

    260,000  
     

 

 

 
    17,255,821  
     

 

 

 
      Montana - 0.5%  
    2,640,000    

Montana Board of Housing 4.00%, 12/01/2043

    2,799,403  
    2,500,000    

Montana Facs Finance Auth Rev 5.00%, 02/15/2028

    2,931,550  
     

 

 

 
    5,730,953  
     

 

 

 
      Nebraska - 0.4%  
 

Central Plains, NE, Energy Project

 
    1,000,000    

5.00%, 09/01/2022

    1,054,780  
    210,000    

5.00%, 09/01/2025

    232,852  
    3,325,000    

5.00%, 09/01/2028

    3,835,354  
     

 

 

 
    5,122,986  
     

 

 

 
      Nevada - 1.7%  
 

City of North Las Vegas, NV

 
    475,000    

4.50%, 06/01/2039

    436,667  
    745,000    

4.63%, 06/01/2043

    677,369  
    1,000,000    

4.63%, 06/01/2049

    882,600  
 

City of Reno, NV, Sales Tax Rev

 
    250,000    

5.00%, 06/01/2024

    268,238  
    250,000    

5.00%, 06/01/2026

    274,620  
    775,000    

City of Sparks, NV 2.50%, 06/15/2024(2)

    745,527  
 

Clark County, NV, School Dist, GO

 
    1,500,000    

5.00%, 06/15/2021

    1,561,155  
    830,000    

5.00%, 06/15/2026

    947,619  
    1,000,000    

5.00%, 06/15/2028

    1,182,750  
    6,460,000    

5.00%, 06/15/2029

    7,909,088  
 

Las Vegas, NV, New Convention Center Auth Rev

 
    1,900,000    

5.00%, 07/01/2029

    1,986,716  
    400,000    

5.00%, 07/01/2031

    411,644  
    365,000    

5.00%, 07/01/2032

    374,910  
    300,000    

5.00%, 07/01/2033

    307,806  
    475,000    

5.00%, 07/01/2034

    487,445  
    750,000    

5.00%, 07/01/2043

    776,535  
 

Las Vegas, NV, Special Improvement Dist

 
    320,000    

5.00%, 06/01/2027

    328,883  
    350,000    

5.00%, 06/01/2028

    357,329  
    605,000    

5.00%, 06/01/2029

    615,872  
    10,000    

Nevada State Natural Resources, GO 5.00%, 03/01/2026

    11,085  
     

 

 

 
    20,543,858  
     

 

 

 
      New Hampshire - 0.2%  
    1,715,000    

New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059

    2,084,034  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      New Jersey - 1.3%  
 

City of Atlantic City, NJ, GO

 
$     250,000    

5.00%, 03/01/2021

  $ 257,457  
    400,000    

5.00%, 03/01/2022

    425,700  
    705,000    

City of Bayonne, NJ, GO 0.00%, 07/01/2023(3)

    671,555  
 

New Jersey Economic Dev Auth

 
    500,000    

5.00%, 06/15/2020

    500,930  
    1,000,000    

5.00%, 09/01/2021

    1,011,390  
    1,200,000    

5.00%, 06/15/2023

    1,232,196  
 

New Jersey Transportation Trust Fund Auth

 
    5,000,000    

0.00%, 12/15/2032(3)

    3,379,900  
    1,500,000    

5.00%, 06/15/2021

    1,544,085  
    1,000,000    

5.00%, 12/15/2023

    1,029,810  
    1,610,000    

5.00%, 12/15/2024

    1,664,627  
    2,870,000    

Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029

    3,372,451  
     

 

 

 
    15,090,101  
     

 

 

 
      New Mexico - 0.1%  
    1,045,000    

City of Santa Fe, NM Rev 5.00%, 05/15/2049

    897,028  
     

 

 

 
      New York - 7.8%  
 

City of New York, NY, GO

 
    2,190,000    

5.00%, 08/01/2032

    2,660,368  
    1,250,000    

5.00%, 08/01/2033

    1,506,850  
    2,445,000    

5.00%, 08/01/2034

    2,933,095  
    2,250,000    

5.00%, 03/01/2038

    2,698,538  
    1,390,000    

5.00%, 03/01/2039

    1,660,522  
 

Metropolitan Transportation Auth, NY, Rev

 
    370,000    

0.00%, 11/15/2027(3)

    279,964  
    4,000,000    

5.00%, 11/15/2034(1)

    4,105,080  
    845,000    

5.00%, 11/15/2036

    938,727  
    2,750,000    

New York and New Jersey Port Auth, Taxable Rev 5.00%, 10/15/2025

    3,114,045  
    1,000,000    

New York City, NY Transitional Finance Auth Building Aid Rev 5.00%, 07/15/2026

    1,168,380  
 

New York City, NY Transitional Finance Auth Future Tax Secured Rev

 
    2,000,000    

4.00%, 11/01/2036

    2,191,340  
    1,525,000    

4.00%, 11/01/2037

    1,663,973  
    1,335,000    

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

    1,433,323  
    410,000    

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

    422,792  
 

New York State Dormitory Auth Rev

 
    11,825,000    

0.15%, 07/01/2031(1)

    11,825,000  
    1,670,000    

5.00%, 03/15/2022

    1,728,767  
    2,500,000    

5.00%, 03/15/2030

    2,881,050  
    2,500,000    

5.00%, 03/15/2031

    2,941,600  
    2,500,000    

5.00%, 03/15/2033

    2,910,775  
    3,800,000    

5.00%, 03/15/2035

    4,526,142  
    4,000,000    

5.00%, 03/15/2043

    4,549,400  
    860,000    

New York State Energy Research & Dev Auth 2.38%, 07/01/2026(1)

    860,000  
    2,300,000    

New York State Liberty Dev Corp. Rev 5.15%, 11/15/2034(2)

    2,279,093  
    1,000,000    

New York State Thruway Auth Rev 4.00%, 01/01/2037

    1,032,830  
    1,000,000    

New York State Urban Dev Corp. Rev 5.00%, 03/15/2026

    1,101,770  
 

Port Auth of New York & New Jersey Rev

 
    4,500,000    

5.00%, 11/01/2038

    5,128,875  
    2,250,000    

5.00%, 11/01/2044

    2,526,593  
    2,500,000    

Sales Tax Asset Receivable Corp., NY 5.00%, 10/15/2029

    2,885,225  
 

State of New York Mortgage Agency

 
    1,000,000    

3.15%, 04/01/2024

    1,047,110  
 

 

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

 

 

  67  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      New York - 7.8% - (continued)  
$     1,330,000    

3.25%, 10/01/2024

  $ 1,409,015  
    4,790,000    

3.50%, 10/01/2032

    4,975,996  
 

Syracuse, NY, Industrial Dev Agency

 
    320,000    

5.00%, 01/01/2029

    295,958  
    2,635,000    

5.00%, 01/01/2031

    2,367,969  
 

Town of Oyster Bay, NY, GO

 
    265,000    

3.00%, 03/01/2021

    269,386  
    155,000    

4.00%, 11/01/2022

    156,378  
    2,340,000    

5.00%, 08/15/2024

    2,628,288  
    1,325,000    

Triborough, NY, Bridge & Tunnel Auth 0.00%, 11/15/2031(3)

    975,134  
    2,000,000    

TSASC, Inc., NY 5.00%, 06/01/2026

    2,262,500  
    1,000,000    

Yonkers, NY, GO 5.00%, 03/15/2021

    1,035,370  
     

 

 

 
    91,377,221  
     

 

 

 
      North Carolina - 0.9%  
    2,310,000    

North Carolina Housing Finance Agency 4.00%, 07/01/2047

    2,438,621  
 

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 
    1,050,000    

5.00%, 01/01/2039

    1,006,887  
    3,670,000    

5.00%, 01/01/2044

    3,599,866  
 

North Carolina Medical Care Commission Rev

 
    245,000    

4.00%, 01/01/2026

    238,809  
    565,000    

5.00%, 01/01/2027

    578,780  
    795,000    

5.00%, 01/01/2028

    815,797  
    275,000    

5.00%, 01/01/2029

    282,175  
    1,500,000    

North Carolina Raleigh Durham Airport Auth Rev 5.00%, 05/01/2027

    1,757,280  
     

 

 

 
    10,718,215  
     

 

 

 
      North Dakota - 0.4%  
    3,980,000    

North Dakota Housing Finance Agency 4.25%, 07/01/2049

    4,267,157  
     

 

 

 
      Ohio - 3.3%  
 

Allen County, OH, Hospital Facs Rev

 
    2,000,000    

5.00%, 05/01/2023

    2,120,420  
    2,750,000    

5.00%, 12/01/2029

    3,339,435  
    380,000    

5.00%, 12/01/2030

    463,839  
    5,000,000    

American Municipal Power, Inc., OH 2.30%, 02/15/2038(1)

    4,961,800  
 

Buckeye, OH, Tobacco Settlement Finance Auth

 
    18,895,000    

0.00%, 06/01/2057(3)

    1,985,676  
    18,605,000    

5.00%, 06/01/2055

    16,558,636  
 

Cleveland, OH, Airport System Rev

 
    1,165,000    

5.00%, 01/01/2022

    1,224,636  
    1,385,000    

5.00%, 01/01/2023

    1,494,041  
    430,000    

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

    536,348  
    1,920,000    

Ohio Housing Finance Agency Rev 3.75%, 09/01/2050

    2,054,246  
 

State of Ohio

 
    2,000,000    

4.00%, 12/15/2021

    2,097,460  
    2,210,000    

5.00%, 12/15/2022

    2,432,547  
     

 

 

 
    39,269,084  
     

 

 

 
      Oklahoma - 0.6%  
 

Oklahoma Dev Finance Auth

 
    5,305,000    

1.63%, 07/06/2023

    5,023,198  
    935,000    

5.25%, 08/15/2048

    964,350  
    935,000    

5.50%, 08/15/2057

    971,381  
    515,000    

Oklahoma Housing Finance Agency 5.00%, 09/01/2043

    532,448  
     

 

 

 
    7,491,377  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Oregon - 2.0%  
$     1,665,000    

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO 0.00%, 06/15/2038(5)

  $ 1,998,833  
 

Clackamas & Washington Counties, OR, School Dist No. 3, GO

 
    2,500,000    

0.00%, 06/15/2036(3)

    1,544,250  
    405,000    

0.00%, 06/15/2037(3)

    238,496  
    680,000    

Clackamas County, OR, Hospital Facs Auth 2.80%, 05/15/2024

    642,376  
    8,200,000    

Clackamas County, OR, School Dist No. 12, GO 0.00%, 06/15/2040(3)

    3,770,934  
    625,000    

Jackson County, OR, School Dist No. 4, GO 0.00%, 06/15/2034(3)

    401,000  
    1,105,000    

Marion County, OR, School Dist No. 15 North Marion, GO 0.00%, 06/15/2037(3)

    627,684  
    850,000    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO 0.00%, 06/15/2038(3)

    478,508  
    2,500,000    

Oregon Health & Science University 4.00%, 07/01/2046

    2,676,875  
 

Port of Portland, OR, Airport Rev

 
    1,000,000    

5.00%, 07/01/2031

    1,089,220  
    750,000    

5.00%, 07/01/2032

    814,755  
    1,045,000    

5.00%, 07/01/2033

    1,248,200  
 

Salem Hospital Facs Auth, OR

 
    910,000    

5.00%, 05/15/2038

    900,390  
    720,000    

5.00%, 05/15/2048

    683,604  
    3,315,000    

State of Oregon Housing & Community Services Department 4.50%, 01/01/2049

    3,568,001  
 

Umatilla County, OR, School Dist No. 8R Hermiston, GO

 
    1,500,000    

0.00%, 06/15/2036(3)

    916,485  
    1,600,000    

0.00%, 06/15/2037(3)

    938,704  
    1,790,000    

0.00%, 06/15/2038(3)

    1,011,636  
     

 

 

 
    23,549,951  
     

 

 

 
      Pennsylvania - 5.9%  
    905,000    

Allegheny County, PA, Industrial Dev Auth, Charter School 6.75%, 08/15/2035

    910,720  
 

Beaver County, PA, GO

 
    1,220,000    

5.00%, 11/15/2020

    1,240,642  
    1,285,000    

5.00%, 11/15/2021

    1,344,213  
    1,345,000    

5.00%, 11/15/2022

    1,442,190  
 

City of Philadelphia, PA, GO

 
    965,000    

5.00%, 08/01/2021

    1,010,529  
    1,550,000    

5.00%, 02/01/2033

    1,930,215  
    2,000,000    

5.00%, 02/01/2034

    2,471,100  
    1,555,000    

5.00%, 02/01/2035

    1,905,559  
    225,000    

City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025

    255,366  
    930,000    

City of Philadelphia, PA, Water & Wastewater Rev 5.00%, 11/01/2029

    1,127,978  
 

Commonwealth Finance Auth, PA

 
    3,000,000    

5.00%, 06/01/2026

    3,482,520  
    125,000    

5.00%, 06/01/2028

    146,628  
    1,070,000    

5.00%, 06/01/2029

    1,248,027  
    145,000    

5.00%, 06/01/2031

    166,902  
    1,000,000    

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

    1,219,420  
 

Erie, PA, City School Dist, GO

 
    2,440,000    

5.00%, 04/01/2028

    3,009,496  
    1,105,000    

5.00%, 04/01/2029

    1,384,664  
    2,410,000    

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

    2,928,656  
 

 

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

 

 

  68  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Pennsylvania - 5.9% - (continued)  
 

Lancaster County, PA, Hospital Auth

 
$     635,000    

5.00%, 07/01/2024

  $ 632,606  
    515,000    

5.00%, 07/01/2025

    511,503  
 

Montgomery County, PA, Industrial Dev Auth Rev

 
    1,760,000    

5.00%, 12/01/2044

    1,808,611  
    2,455,000    

5.00%, 12/01/2046

    2,353,928  
    920,000    

Pennsylvania Higher Educational Facs Auth Rev 5.00%, 05/01/2032

    1,027,962  
 

Pennsylvania Housing Finance Agency

 
    1,000,000    

3.10%, 04/01/2023

    1,021,250  
    1,025,000    

3.10%, 10/01/2023

    1,046,310  
    2,250,000    

Pennsylvania State, Industrial Dev Auth 5.00%, 07/01/2021

    2,353,365  
 

Pennsylvania Turnpike Commission Rev

 
    575,000    

1.09%, 12/01/2020, MUNIPSA + 0.880%(4)

    574,937  
    2,000,000    

1.11%, 12/01/2021, MUNIPSA + 0.900%(4)

    1,987,540  
    925,000    

1.19%, 12/01/2021, MUNIPSA + 0.980%(4)

    920,384  
    800,000    

5.00%, 12/01/2020

    818,296  
    1,000,000    

5.00%, 12/01/2021

    1,059,910  
    500,000    

5.00%, 12/01/2027

    589,385  
    1,000,000    

5.00%, 12/01/2029

    1,180,100  
    1,590,000    

5.00%, 12/01/2030

    1,867,805  
    2,000,000    

5.00%, 12/01/2033

    2,320,160  
    2,615,000    

5.00%, 12/01/2037

    2,895,066  
    755,000    

5.00%, 12/01/2042

    851,225  
 

Philadelphia, PA, School Dist, GO

 
    1,560,000    

5.00%, 09/01/2022

    1,697,873  
    2,000,000    

5.00%, 09/01/2023

    2,242,440  
    1,100,000    

5.00%, 09/01/2031

    1,360,964  
    1,060,000    

5.00%, 09/01/2032

    1,299,602  
    200,000    

5.25%, 09/01/2023

    202,674  
 

Pittsburgh, PA, School Dist, GO

 
    3,145,000    

5.00%, 09/01/2021

    3,310,553  
    1,500,000    

5.00%, 09/01/2023

    1,577,010  
 

Pittsburgh, PA, Water & Sewer Auth

 
    195,000    

5.00%, 09/01/2032

    243,344  
    950,000    

5.00%, 09/01/2033

    1,178,979  
    735,000    

5.00%, 09/01/2034

    908,739  
    500,000    

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

    574,975  
    1,500,000    

Wilkes-Barre Area, PA, School Dist, GO 5.00%, 04/15/2059

    1,737,570  
     

 

 

 
    69,379,891  
     

 

 

 
      Puerto Rico - 1.1%  
    1,085,000    

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

    1,091,651  
 

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 
    44,100,000    

0.00%, 07/01/2051(3)

    7,662,375  
    4,750,000    

5.00%, 07/01/2058

    4,451,083  
     

 

 

 
    13,205,109  
     

 

 

 
      Rhode Island - 0.8%  
 

Rhode Island Health & Educational Building Corp.

 
    2,700,000    

5.00%, 05/15/2027

    3,121,146  
    2,020,000    

5.00%, 05/15/2028

    2,439,756  
    1,175,000    

Rhode Island Housing & Mortgage Finance Corp. 2.75%, 04/01/2040

    1,201,332  
 

Rhode Island Student Loan Auth

 
    1,560,000    

4.50%, 12/01/2026

    1,612,104  
    1,000,000    

5.00%, 12/01/2028

    1,195,210  
     

 

 

 
    9,569,548  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      South Carolina - 1.7%  
$     1,987,000    

Lancaster County, SC, Sun City Assessment 7.70%, 11/01/2017*

  $ 417,270  
 

South Carolina Jobs-Economic Dev Auth

 
    4,355,000    

5.00%, 05/01/2029

    4,958,168  
    1,375,000    

5.00%, 05/01/2048

    1,466,410  
    1,000,000    

5.25%, 08/01/2024

    1,138,650  
 

South Carolina Port Auth

 
    1,420,000    

4.00%, 07/01/2034

    1,466,505  
    1,240,000    

5.00%, 07/01/2029

    1,469,834  
    1,100,000    

5.00%, 07/01/2030

    1,294,689  
    3,190,000    

5.00%, 07/01/2031

    3,731,534  
 

South Carolina State Public Service Auth

 
    1,665,000    

5.00%, 12/01/2031

    1,782,699  
    2,350,000    

5.00%, 12/01/2034

    2,494,713  
     

 

 

 
    20,220,472  
     

 

 

 
      South Dakota - 0.9%  
 

South Dakota Housing Dev Auth Rev

 
    1,125,000    

2.45%, 11/01/2023

    1,147,523  
    1,775,000    

3.50%, 11/01/2046

    1,844,686  
    2,705,000    

3.75%, 11/01/2050

    2,881,041  
    735,000    

4.00%, 11/01/2047

    779,276  
 

South Dakota State Educational Enhancement Funding Corp.

 
    835,000    

5.00%, 06/01/2023

    920,112  
    1,395,000    

5.00%, 06/01/2024

    1,534,068  
    1,000,000    

5.00%, 06/01/2026

    1,094,270  
     

 

 

 
    10,200,976  
     

 

 

 
      Tennessee - 1.0%  
    890,000    

Chattanooga, TN, Health Educational & Housing Facs Board Rev 5.00%, 08/01/2044

    949,443  
    500,000    

Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026

    559,920  
 

Tennessee Housing Dev Agency

 
    1,450,000    

3.50%, 07/01/2045

    1,508,406  
    4,060,000    

3.50%, 01/01/2047

    4,226,604  
    4,165,000    

4.00%, 01/01/2049

    4,432,560  
     

 

 

 
    11,676,933  
     

 

 

 
      Texas - 7.3%  
    1,000,000    

Arlington, TX 5.00%, 02/15/2034

    1,142,830  
    1,000,000    

Arlington, TX, Higher Education Finance Corp. Rev 5.00%, 08/15/2027

    1,120,150  
 

Austin, TX, Airport System Rev

 
    595,000    

5.00%, 11/15/2026

    681,983  
    1,125,000    

5.00%, 11/15/2028

    1,277,707  
    560,000    

5.00%, 11/15/2030

    629,334  
    1,620,000    

Austin, TX, Independent School Dist, GO 4.00%, 08/01/2033

    1,856,828  
    1,060,000    

City of Houston, TX 0.00%, 09/01/2025(3)

    946,103  
    3,685,000    

City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(1)

    3,643,912  
 

Clifton, TX, Higher Education Finance Corp.

 
    1,000,000    

4.00%, 08/15/2029

    1,189,760  
    1,050,000    

4.00%, 08/15/2030

    1,163,337  
    500,000    

4.00%, 08/15/2031

    551,190  
    1,000,000    

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

    1,171,780  
    750,000    

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

    765,390  
    1,000,000    

Denton, TX, Independent School Dist, GO 0.00%, 08/15/2020(3)

    997,870  
    1,500,000    

Grapevine-Colleyville, TX, Independent School Dist, GO 5.00%, 08/15/2027

    1,774,470  
 

 

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

 

 

  69  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      Texas - 7.3% - (continued)  
 

Harris County - Houston, TX, Sports Auth

 
$     2,500,000    

5.00%, 11/15/2030

  $ 2,496,975  
    500,000    

5.00%, 11/15/2032

    496,705  
    350,000    

5.00%, 11/15/2034

    347,596  
    1,605,000    

Harris County, TX, Toll Road Auth 5.00%, 08/15/2032

    1,950,348  
 

Kerrville, TX, Health Facs Dev Corp.

 
    1,300,000    

5.00%, 08/15/2024

    1,453,920  
    1,500,000    

5.00%, 08/15/2035

    1,635,975  
    1,580,000    

La Joya, TX, Independent School Dist, GO 5.00%, 02/15/2025

    1,795,386  
 

New Hope, TX, Cultural Education Facs Finance Corp.

 
    700,000    

1.85%, 11/01/2020

    690,046  
    125,000    

3.25%, 11/15/2022

    114,866  
    3,375,000    

5.00%, 11/01/2031

    3,249,315  
    1,000,000    

5.00%, 11/01/2046

    875,310  
 

North Texas Tollway Auth Rev

 
    5,000,000    

0.00%, 01/01/2032(3)

    3,760,050  
    1,000,000    

5.00%, 01/01/2030

    1,100,630  
    1,200,000    

5.00%, 01/01/2035

    1,343,544  
    1,440,000    

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

    1,709,395  
    1,000,000    

Spring Branch, TX, Independent School Dist, GO 5.00%, 02/01/2026

    1,169,590  
 

State of Texas, GO

 
    24,370,000    

0.25%, 06/01/2043(1)

    24,370,000  
    10,200,000    

4.00%, 08/27/2020

    10,312,404  
    2,575,000    

Tarrant County, TX, Cultural Education Facs 5.00%, 10/01/2034

    2,600,235  
    1,725,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev 6.25%, 12/15/2026

    1,939,831  
    1,755,000    

Texas Transportation Commission 0.00%, 08/01/2038(3)

    753,878  
    2,000,000    

Travis County, TX, Health Facs Dev 7.13%, 11/01/2040

    2,061,240  
     

 

 

 
    85,139,883  
     

 

 

 
      Utah - 0.3%  
    490,000    

Salt Lake County, UT 5.13%, 02/15/2033

    558,154  
    1,125,000    

State of Utah, GO 3.00%, 07/01/2034

    1,186,155  
    1,685,000    

Utah Housing Corp. 4.00%, 01/01/2045

    1,777,288  
     

 

 

 
    3,521,597  
     

 

 

 
      Vermont - 0.5%  
 

Vermont Housing Finance Agency

 
    1,685,000    

4.00%, 11/01/2045

    1,748,390  
    1,575,000    

4.00%, 11/01/2046

    1,658,491  
    2,070,000    

4.00%, 05/01/2048

    2,175,466  
     

 

 

 
    5,582,347  
     

 

 

 
      Washington - 0.7%  
    2,060,000    

Chelan County, WA, Public Utility Dist No. 1 0.00%, 06/01/2028(3)

    1,744,470  
    1,400,000    

County of King, WA, GO 5.00%, 01/01/2031

    1,778,938  
 

Washington State Health Care Facs Auth Rev

 
    780,000    

5.00%, 07/01/2028

    860,824  
    2,000,000    

5.00%, 03/01/2029

    2,219,020  
    1,560,000    

Washington State Housing Finance Commission 5.00%, 01/01/2055(2)

    1,282,959  
     

 

 

 
    7,886,211  
     

 

 

 
      West Virginia - 0.4%  
    1,000,000    

West Virginia Housing Dev Fund 2.80%, 11/01/2022

    1,026,450  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
      West Virginia - 0.4% - (continued)  
 

West Virginia State Economic Dev Auth

 
$     2,000,000    

1.70%, 01/01/2041(1)

  $ 1,997,240  
    1,555,000    

2.55%, 03/01/2040(1)

    1,554,658  
     

 

 

 
    4,578,348  
     

 

 

 
      Wisconsin - 2.6%  
    1,790,000    

Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025

    1,960,068  
 

Public Finance Auth, WI

 
    1,530,000    

4.00%, 07/01/2050

    1,572,580  
    1,600,000    

5.00%, 09/01/2025(2)

    1,606,928  
    2,940,000    

5.00%, 07/01/2035

    3,356,657  
    1,050,000    

5.00%, 07/01/2036

    1,194,081  
    2,875,000    

5.00%, 10/01/2043(2)

    2,630,366  
    2,340,000    

5.00%, 10/01/2044

    2,603,390  
    1,200,000    

5.00%, 10/01/2048(2)

    1,076,232  
    1,000,000    

5.00%, 10/01/2053(2)

    883,770  
 

Wisconsin Health & Educational Facs Auth Rev

 
    3,000,000    

5.00%, 11/15/2027

    3,356,550  
    1,700,000    

5.00%, 12/01/2028

    1,894,752  
    5,735,000    

5.00%, 11/01/2039

    5,111,319  
    2,590,000    

5.00%, 11/01/2046

    2,205,981  
    1,700,000    

Wisconsin Housing & Economic Dev Auth 1.55%, 11/01/2038(1)

    1,702,992  
     

 

 

 
    31,155,666  
     

 

 

 
      Wyoming - 0.2%  
 

Wyoming Community Dev Auth

 
    1,225,000    

3.25%, 12/01/2023

    1,284,033  
    1,240,000    

4.00%, 12/01/2046

    1,307,220  
     

 

 

 
    2,591,253  
     

 

 

 
 

Total Municipal Bonds
(cost $1,132,320,983)

  $ 1,122,925,951  
     

 

 

 
SHORT-TERM INVESTMENTS - 2.9%  
      Other Investment Pools & Funds - 2.9%  
    34,354,323    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(6)

    34,354,323  
     

 

 

 
 

Total Short-Term Investments
(cost $34,354,323)

  $ 34,354,323  
     

 

 

 
   

Total Investments
(cost $1,166,675,306)

    98.7    $ 1,157,280,274  
   

Other Assets and Liabilities

    1.3      14,807,818  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 1,172,088,092  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

 

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

 

 

  70  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(1) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $17,019,564, representing 1.5% of net assets.

 

(3) 

Security is a zero-coupon bond.

(4) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(5) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(6) 

Current yield as of period end.

 

 

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

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Municipal Bonds

   $ 1,122,925,951      $      $ 1,122,925,951      $  

Short-Term Investments

     34,354,323        34,354,323                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,157,280,274      $     34,354,323      $     1,122,925,951      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  71  

 


Hartford Municipal Short Duration Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.1%  
      Alabama - 2.9%  
$     250,000    

State of Alabama, Docks Department 5.00%, 10/01/2024

  $ 283,750  
    350,000    

State of Alabama, Troy University 5.00%, 11/01/2024

    401,289  
     

 

 

 
    685,039  
     

 

 

 
      Arizona - 1.7%  
    100,000    

Maricopa County, AZ, Industrial Dev Auth 5.00%, 09/01/2022

    106,882  
    200,000    

Maricopa County, AZ, Pollution Control Corp. 5.00%, 06/01/2035

    200,386  
    105,000    

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

    98,331  
     

 

 

 
    405,599  
     

 

 

 
      California - 2.2%  
    195,000    

California County, CA, Tobacco Securitization Agency 5.00%, 06/01/2020

    195,273  
    245,000    

Orange County, CA, Community Facs Dist, Special Tax 4.00%, 08/15/2021

    250,575  
    75,000    

Roseville, CA, Natural Gas Financing Auth 5.00%, 02/15/2023

    80,660  
     

 

 

 
    526,508  
     

 

 

 
      Colorado - 2.0%  
    150,000    

Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2022

    153,158  
    40,000    

E-470 Public Highway, CO, Auth Rev 1.47%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(2)

    39,966  
    150,000    

Park Creek, CO, Metropolitan Dist Rev 5.00%, 12/01/2021

    158,623  
    105,000    

Vauxmont, CO, Metropolitan Dist 5.00%, 12/15/2022

    113,826  
     

 

 

 
    465,573  
     

 

 

 
      Connecticut - 1.3%  
 

Connecticut State Health & Educational Facs Auth

 
    110,000    

5.00%, 07/01/2020

    110,721  
    185,000    

5.00%, 07/01/2024

    193,488  
     

 

 

 
    304,209  
     

 

 

 
      District of Columbia - 0.4%  
    95,000    

Metropolitan Washington, DC, Airports Auth System Rev 5.00%, 10/01/2039

    96,678  
     

 

 

 
      Florida - 6.1%  
    250,000    

Alachua County, FL, Health Facs Auth 4.00%, 12/01/2023

    265,560  
    165,000    

Broward County, FL, Airport System Rev 5.00%, 10/01/2020

    167,257  
    200,000    

City of Atlantic Beach, FL 3.00%, 11/15/2023

    191,186  
 

JEA, FL, Electric System Rev

 

    100,000    

5.00%, 10/01/2021

    105,290  
    100,000    

5.00%, 10/01/2022

    110,023  
    50,000    

Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2024

    55,760  
 

Miami-Dade County, FL, Seaport Department Rev

 

    65,000    

5.00%, 10/01/2021

    68,270  
    145,000    

5.00%, 10/01/2022

    156,335  
    100,000    

Osceola County, FL, Transportation Rev 5.00%, 10/01/2025

    113,646  
    135,000    

Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025

    116,278  
    75,000    

Tampa-Hillsborough County, FL, Expressway Auth 5.00%, 07/01/2021

    78,445  
     

 

 

 
    1,428,050  
     

 

 

 
      Georgia - 2.8%  
 

Burke County, GA, Dev Auth Rev

 

    70,000    

2.35%, 10/01/2032(3)

    70,163  
    100,000    

3.00%, 11/01/2045(3)

    100,619  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.1% - (continued)  
      Georgia - 2.8% - (continued)  
$     50,000    

Main Street Natural Gas, Inc., GA 4.00%, 08/01/2049(3)

  $ 53,625  
 

Municipal Electric Auth, GA

 

    75,000    

5.00%, 01/01/2021

    76,017  
    100,000    

5.00%, 11/01/2021

    103,192  
    100,000    

5.00%, 11/01/2022

    104,666  
    140,000    

5.00%, 01/01/2024

    149,300  
     

 

 

 
    657,582  
     

 

 

 
      Illinois - 20.9%  
    40,000    

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 0.00%, 01/01/2025(4)

    37,284  
 

Chicago, IL, Board of Education, GO

 

    45,000    

0.00%, 12/01/2021(4)

    42,908  
    55,000    

0.00%, 12/01/2022(4)

    50,711  
    150,000    

0.00%, 12/01/2024(4)

    128,790  
    200,000    

5.00%, 12/01/2021

    202,206  
    225,000    

Chicago, IL, Midway International Airport Rev 5.00%, 01/01/2023

    236,902  
    280,000    

Chicago, IL, O’Hare International Airport 5.00%, 01/01/2023

    300,009  
 

Chicago, IL, Transit Auth

 

    100,000    

5.00%, 06/01/2020

    100,285  
    100,000    

5.00%, 12/01/2022

    106,128  
 

City of Chicago, IL, GO

 

    135,000    

5.00%, 01/01/2022

    141,826  
    50,000    

5.00%, 01/01/2023

    50,832  
    70,000    

City of Chicago, IL, Park Dist, GO 3.00%, 01/01/2021

    70,022  
 

City of Chicago, IL, Wastewater Transmission Rev

 

    160,000    

0.00%, 01/01/2022(4)

    152,661  
    110,000    

0.00%, 01/01/2024(4)

    97,920  
    85,000    

City of Chicago, IL, Waterworks Rev 5.00%, 11/01/2020

    86,157  
 

City of Decatur, IL, GO

 

    65,000    

3.00%, 03/01/2022

    66,760  
    150,000    

5.00%, 03/01/2023

    164,202  
    200,000    

Cook County, IL, GO 5.00%, 11/15/2022

    205,908  
    125,000    

Illinois Housing Dev Auth 3.05%, 08/01/2022

    129,255  
 

Illinois State Finance Auth Rev

 

    50,000    

5.00%, 08/15/2020

    50,436  
    45,000    

5.00%, 09/01/2021

    47,027  
    100,000    

5.00%, 11/15/2021

    105,746  
    100,000    

Kane County, IL, School Dist No. 131 Aurora East Side, GO 5.00%, 12/01/2026

    120,832  
 

Kendall Kane & Will Counties, IL, Unified School Dist, GO

 

    50,000    

0.00%, 02/01/2021(4)

    49,610  
    225,000    

0.00%, 02/01/2025(4)

    207,353  
 

Metropolitan Pier & Exposition Auth, IL

 

    200,000    

0.00%, 06/15/2021(4)

    194,456  
    85,000    

5.50%, 12/15/2023

    89,607  
 

Railsplitter, IL, Tobacco Settlement Auth

 

    150,000    

5.00%, 06/01/2022

    160,797  
    50,000    

5.25%, 06/01/2021

    52,059  
 

Sales Tax Securitization Corp., IL

 

    150,000    

5.00%, 01/01/2024

    161,418  
    500,000    

5.00%, 01/01/2026

    553,935  
 

State of Illinois, GO

 

    75,000    

5.00%, 04/01/2021

    75,115  
    120,000    

5.00%, 02/01/2022

    120,248  
    200,000    

5.00%, 11/01/2022

    199,716  
    100,000    

5.00%, 10/01/2023

    99,424  
    70,000    

5.00%, 06/15/2026

    73,467  
    150,000    

Village of Bolingbrook, IL, GO 5.00%, 01/01/2023

    164,428  
     

 

 

 
    4,896,440  
     

 

 

 
 

 

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

 

 

  72  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.1% - (continued)  
      Iowa - 0.2%  
$     30,000    

Iowa Student Loan Liquidity Corp. 5.00%, 12/01/2022

  $ 32,335  
    25,000    

State of Iowa, Finance Auth 2.88%, 05/15/2049

    23,924  
     

 

 

 
    56,259  
     

 

 

 
      Kentucky - 1.1%  
    40,000    

Kentucky Bond Dev Corp. 5.00%, 09/01/2023

    44,599  
    200,000    

Kentucky Public Energy Auth 4.00%, 01/01/2049(3)

    207,804  
     

 

 

 
    252,403  
     

 

 

 
      Louisiana - 1.4%  
    110,000    

City of New Orleans, LA, Sewerage Service Rev 5.00%, 06/01/2021

    114,644  
    200,000    

New Orleans, LA, Aviation Board 5.00%, 01/01/2023

    215,800  
     

 

 

 
    330,444  
     

 

 

 
      Maine - 0.3%  
    70,000    

Finance Auth of Maine Rev 5.00%, 12/01/2021

    73,300  
     

 

 

 
      Maryland - 0.3%  
    20,000    

Maryland Economic Dev Corp. 4.00%, 06/01/2020

    20,047  
    40,000    

Maryland Health & Higher Educational Facs Auth 2.88%, 07/01/2023

    39,386  
     

 

 

 
    59,433  
     

 

 

 
      Massachusetts - 3.7%  
 

Massachusetts Dev Finance Agency

 

    100,000    

3.50%, 10/01/2022(1)

    97,694  
    150,000    

5.00%, 07/01/2022

    159,122  
    150,000    

5.00%, 07/01/2024

    167,322  
    270,000    

5.00%, 07/01/2025

    298,853  
 

Massachusetts Educational Financing Auth

 

    20,000    

5.00%, 07/01/2023

    21,531  
    80,000    

5.00%, 07/01/2024

    87,599  
    35,000    

Massachusetts Housing Finance Agency 1.50%, 12/01/2047(3)

    34,999  
     

 

 

 
    867,120  
     

 

 

 
      Michigan - 0.3%  
    70,000    

City of Detroit, MI, GO 5.00%, 04/01/2022

    71,103  
     

 

 

 
      Minnesota - 0.9%  
    200,000    

Duluth, MN, Independent School Dist No. 709 5.00%, 02/01/2022

    212,770  
     

 

 

 
      Missouri - 1.3%  
    50,000    

City of St. Louis, MO, Airport Rev 5.00%, 07/01/2023

    54,192  
    100,000    

Kirkwood, MO, Industrial Dev Auth Retirement Community 5.00%, 05/15/2022

    100,419  
    150,000    

St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2023

    148,994  
     

 

 

 
    303,605  
     

 

 

 
      Nebraska - 1.7%  
    120,000    

Central Plains, NE, Energy Project 5.25%, 12/01/2021

    125,204  
    150,000    

Nebraska Investment Finance Auth Rev 4.00%, 09/01/2048

    160,148  
    100,000    

Washington County, NE 2.38%, 09/01/2030(3)

    100,362  
     

 

 

 
    385,714  
     

 

 

 
      Nevada - 1.8%  
    100,000    

City of North Las Vegas, NV 3.50%, 06/01/2022

    99,348  
    150,000    

City of Reno, NV 5.00%, 06/01/2024

    169,845  
    40,000    

City of Sparks, NV 2.50%, 06/15/2024(1)

    38,479  
    100,000    

Clark County, NV, School Dist, GO 5.00%, 06/15/2025

    113,249  
     

 

 

 
    420,921  
     

 

 

 
      New Jersey - 2.9%  
    200,000    

City of Bayonne, NJ, GO 0.00%, 07/01/2023(4)

    190,512  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.1% - (continued)  
      New Jersey - 2.9% - (continued)  
 

New Jersey Economic Dev Auth

 

$     100,000    

5.00%, 06/15/2022

  $ 102,129  
    75,000    

5.00%, 06/15/2023

    77,012  
 

New Jersey Transportation Trust Fund Auth

 

    60,000    

5.00%, 12/15/2023

    61,789  
    40,000    

5.00%, 12/15/2024

    41,357  
 

Tobacco Settlement Financing Corp., NJ

 

    125,000    

5.00%, 06/01/2023

    135,784  
    70,000    

5.00%, 06/01/2025

    79,345  
     

 

 

 
    687,928  
     

 

 

 
      New Mexico - 3.3%  
    250,000    

City of Santa Fe, NM 2.63%, 05/15/2025

    224,392  
 

New Mexico Mortgage Finance Auth

 

    75,000    

3.75%, 03/01/2048

    79,324  
    300,000    

3.75%, 01/01/2050

    318,033  
    140,000    

4.00%, 01/01/2049

    149,219  
     

 

 

 
    770,968  
     

 

 

 
      New York - 2.6%  
    500,000    

Metropolitan Transportation Auth, NY, Rev 5.00%, 11/15/2034(3)

    513,135  
    100,000    

TSASC, Inc., NY 5.00%, 06/01/2020

    100,200  
     

 

 

 
    613,335  
     

 

 

 
      North Dakota - 0.4%  
    90,000    

North Dakota Housing Finance Agency 3.50%, 07/01/2046

    93,849  
     

 

 

 
      Ohio - 1.7%  
 

Cleveland, OH, Airport System Rev

 

    60,000    

5.00%, 01/01/2022

    63,071  
    60,000    

5.00%, 01/01/2023

    64,724  
    150,000    

5.00%, 01/01/2024

    163,987  
    90,000    

County of Lucas, OH 5.00%, 11/15/2021

    94,468  
     

 

 

 
    386,250  
     

 

 

 
      Oklahoma - 0.9%  
    225,000    

Oklahoma Dev Finance Auth 1.63%, 07/06/2023

    213,048  
     

 

 

 
      Oregon - 1.3%  
    60,000    

Salem Hospital Facs Auth, OR 5.00%, 05/15/2025

    61,991  
 

State of Oregon Housing & Community Services Department

 

    125,000    

3.50%, 07/01/2048

    130,401  
    110,000    

4.50%, 01/01/2049

    118,395  
     

 

 

 
    310,787  
     

 

 

 
      Pennsylvania - 5.9%  
    35,000    

City of Philadelphia, PA, GO 5.00%, 08/01/2021

    36,651  
 

City of Philadelphia, PA, Redev Auth

 

    105,000    

5.00%, 04/15/2021

    108,695  
    100,000    

5.00%, 04/15/2025

    113,496  
    100,000    

Lancaster County, PA, Hospital Auth 5.00%, 07/01/2020

    100,015  
 

Lehigh County, PA, Industrial Dev Auth

 

    65,000    

1.80%, 02/15/2027(3)

    64,156  
    55,000    

1.80%, 09/01/2029(3)

    54,322  
    150,000    

Montgomery County, PA, Industrial Dev Auth Rev 4.00%, 12/01/2020

    149,883  
    155,000    

Northeastern Pennsylvania Hospital & Education Auth 5.00%, 05/01/2020

    155,000  
    20,000    

Philadelphia, PA, Hospitals & Higher Education Facs Auth 5.00%, 07/01/2020

    20,079  
 

Philadelphia, PA, School Dist, GO

 

    85,000    

4.00%, 09/01/2022

    85,836  
    65,000    

5.00%, 09/01/2020

    65,866  
    150,000    

Reading, PA, School Dist, GO 5.00%, 03/01/2023

    165,033  
 

 

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

 

 

  73  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.1% - (continued)  
      Pennsylvania - 5.9% - (continued)  
$     50,000    

State Public School Building Auth, PA 5.00%, 04/01/2021

  $ 51,697  
    200,000    

Wilkes-Barre Area, PA, School Dist 5.00%, 04/15/2023

    220,202  
     

 

 

 
    1,390,931  
     

 

 

 
      Puerto Rico - 1.4%  
 

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 

    177,000    

0.00%, 07/01/2024(4)

    150,637  
    244,000    

0.00%, 07/01/2029(4)

    166,745  
     

 

 

 
    317,382  
     

 

 

 
      Rhode Island - 2.0%  
    150,000    

Rhode Island Health & Educational Building Corp. 5.00%, 05/15/2022

    160,551  
    20,000    

Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032

    20,502  
 

Rhode Island Student Loan Auth

 

    25,000    

3.00%, 12/01/2024

    25,606  
    100,000    

5.00%, 12/01/2023

    109,898  
 

Rhode Island Tobacco Settlement Financing Corp.

 

    100,000    

5.00%, 06/01/2020

    100,167  
    60,000    

5.00%, 06/01/2021

    61,422  
     

 

 

 
    478,146  
     

 

 

 
      South Carolina - 0.7%  
    150,000    

South Carolina Jobs-Economic Dev Auth 5.00%, 05/01/2024

    165,447  
     

 

 

 
      South Dakota - 1.2%  
    250,000    

South Dakota State Educational Enhancement Funding Corp. 5.00%, 06/01/2023

    275,483  
     

 

 

 
      Tennessee - 5.5%  
    250,000    

Chattanooga, TN, Health Educational & Housing Facs Board 5.00%, 08/01/2025

    283,663  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board 4.00%, 09/01/2022(1)

    139,185  
    405,000    

Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026

    453,535  
 

Tennessee Housing Dev Agency

 

    95,000    

3.50%, 07/01/2045

    98,827  
    160,000    

3.50%, 01/01/2047

    166,491  
    140,000    

3.50%, 01/01/2048

    145,975  
     

 

 

 
    1,287,676  
     

 

 

 
      Texas - 4.6%  
    100,000    

Arlington, TX, Higher Education Finance Corp. Rev 4.00%, 12/01/2022

    106,635  
    70,000    

Big Sandy, TX, Independent School Dist Upshur County, GO 5.00%, 02/15/2024

    79,348  
    100,000    

Central Texas Turnpike System Rev 5.00%, 08/15/2024

    107,807  
    105,000    

City of San Antonio, TX, Airport System 5.00%, 07/01/2022

    111,156  
    95,000    

City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(3)

    93,941  
    50,000    

Harris County, TX, Metropolitan Transportation Auth 5.00%, 11/01/2022

    54,714  
    100,000    

Kerrville, TX, Health Facs Dev Corp. 5.00%, 08/15/2020

    101,087  
    100,000    

Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2020

    100,124  
    100,000    

North East Texas Regional Mobility Auth 5.00%, 01/01/2021

    102,182  
    205,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev 5.00%, 12/15/2032

    211,943  
     

 

 

 
    1,068,937  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.1% - (continued)  
      Utah - 0.6%  
$     130,000    

Salt Lake County, UT 5.13%, 02/15/2033

  $ 148,082  
     

 

 

 
      Virginia - 0.4%  
    90,000    

Wise County, VA, Industrial Dev Auth Rev 1.88%, 11/01/2040(3)

    89,965  
     

 

 

 
      Washington - 2.2%  
    100,000    

Chelan County, WA, Public Utility Dist No. 1 0.00%, 06/01/2021(4)

    98,800  
    195,000    

Tobacco Settlement Auth, WA 5.00%, 06/01/2024

    207,111  
    250,000    

Washington State Housing Finance Commission 2.38%, 01/01/2026(1)

    217,208  
     

 

 

 
    523,119  
     

 

 

 
      West Virginia - 0.2%  
    55,000    

West Virginia State Economic Dev Auth 2.55%, 03/01/2040(3)

    54,988  
     

 

 

 
      Wisconsin - 3.0%  
 

Public Finance Auth, WI

 

    150,000    

4.00%, 07/01/2025

    162,519  
    225,000    

4.00%, 07/01/2026

    245,938  
    100,000    

5.00%, 05/15/2020(1)

    100,024  
    200,000    

Wisconsin Health & Educational Facs Auth 5.00%, 11/01/2025

    199,620  
     

 

 

 
    708,101  
     

 

 

 
 

Total Municipal Bonds
(cost $22,411,332)

  $ 22,083,172  
     

 

 

 
SHORT-TERM INVESTMENTS - 4.6%  
      Other Investment Pools & Funds - 4.6%  
    1,091,398    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5)

  $ 1,091,398  
     

 

 

 
 

Total Short-Term Investments
(cost $1,091,398)

  $ 1,091,398  
     

 

 

 
                      

Total Investments
(cost $23,502,730)

    98.7    $ 23,174,570  
   

Other Assets and Liabilities

    1.3      303,687  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 23,478,257  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $690,921, representing 2.9% of net assets.

 

(2) 

Variable rate security; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(3) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

 

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

 

 

  74  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(4) 

Security is a zero-coupon bond.

 

(5) 

Current yield as of period end.

 

 

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

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Municipal Bonds

   $ 22,083,172      $      $ 22,083,172      $  

Short-Term Investments

     1,091,398        1,091,398                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     23,174,570      $     1,091,398      $     22,083,172      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

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

 

 

  75  

 


The Hartford Quality Bond Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 20.4%  
      Canada - 0.7%  
$ 915,000    

Master Credit Card Trust 3.74%, 07/21/2024(1)

  $ 914,989  
   

 

 

 
      Cayman Islands - 1.9%  
  1,305,000    

ALM XVIII Ltd. 2.87%, 01/15/2028,
3 mo. USD LIBOR + 1.650%(1)(2)

    1,252,868  
 

BlueMountain CLO Ltd.

 

  675,000    

2.70%, 10/22/2030,
3 mo. USD LIBOR + 1.600%(1)(2)

    617,053  
  605,000    

3.81%, 04/13/2027,
3 mo. USD LIBOR + 2.500%(1)(2)

    572,844  
  249,556    

Carlyle Global Market Strategies CLO Ltd. 2.11%, 04/17/2031,
3 mo. USD LIBOR + 0.970%(1)(2)

    243,266  
   

 

 

 
    2,686,031  
   

 

 

 
      United States - 17.8%  
  8,204,293    

Benchmark Mortgage Trust 0.69%, 07/15/2051(3)(4)

    249,882  
  2,520,305    

Cantor Commercial Real Estate 1.30%, 05/15/2052(3)(4)

    181,959  
  265,000    

Citigroup Commercial Mortgage Trust 3.15%, 11/15/2049

    275,526  
  143,216    

COLT Mortgage Loan Trust 3.87%, 10/26/2048(1)(3)

    144,566  
  750,000    

CSMC Trust 2.76%, 04/05/2033(1)

    745,088  
  375,501    

Deephaven Residential Mortgage Trust 3.56%, 04/25/2059(1)(3)

    373,042  
 

Fannie Mae Connecticut Avenue Securities

 

  218,353    

2.49%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

    196,481  
  918,131    

3.04%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)

    793,786  
  782,025    

4.74%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)

    768,026  
  628,467    

4.94%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(2)

    616,841  
  457,727    

5.49%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)

    348,670  
  1,330,000    

Ford Credit Auto Owner Trust 3.61%, 01/15/2030(1)

    1,194,768  
 

FREMF Mortgage Trust

 

  440,000    

3.85%, 10/25/2049(1)(3)

    435,937  
  490,000    

3.88%, 07/25/2026(1)(3)

    437,094  
  350,000    

3.93%, 02/25/2050(1)(3)

    353,024  
  230,000    

3.98%, 10/25/2049(1)(3)

    229,501  
  995,000    

4.01%, 02/25/2050(1)(3)

    1,008,621  
  600,000    

4.08%, 08/25/2047(1)(3)

    607,152  
  1,610,000    

4.11%, 04/25/2051(1)(3)

    1,612,987  
  165,000    

4.38%, 06/25/2047(1)(3)

    173,796  
  184,000    

4.47%, 12/25/2044(1)(3)

    189,109  
  533,771    

Mill City Mortgage Loan Trust 3.25%, 05/25/2062(1)(3)

    544,590  
  1,187,000    

Natixis Commercial Mortgage Securities Trust 4.40%, 06/17/2038(1)

    1,068,171  
 

New Residential Mortgage Loan Trust

 

  898,420    

2.80%, 07/25/2049(1)(3)

    896,522  
  1,004,743    

3.75%, 01/25/2054(1)(3)

    1,025,762  
  48,686    

3.75%, 05/25/2054(1)(3)

    49,735  
  158,426    

3.75%, 11/25/2056(1)(3)

    161,527  
  624,243    

4.00%, 02/25/2057(1)(3)

    653,815  
 

NRZ Excess Spread-Collateralized Notes

 

  367,716    

3.19%, 01/25/2023(1)

    368,588  
  161,621    

3.27%, 02/25/2023(1)

    161,843  
 

Seasoned Credit Risk Transfer Trust

 

  442,092    

3.50%, 11/25/2057

    489,271  
  1,155,525    

3.50%, 03/25/2058

    1,263,891  
  1,197,979    

3.50%, 07/25/2058

    1,331,523  
  239,161    

3.50%, 08/25/2058

    266,226  
  1,033,602    

3.50%, 10/25/2058

    1,120,491  
  327,184    

Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049(1)(3)

    326,366  
 

Towd Point Mortgage Trust

 

  642,000    

3.75%, 04/25/2055(1)(3)

    659,297  
  358,292    

3.75%, 05/25/2058(1)(3)

    371,635  
  385,000    

Toyota Auto Loan Extended Note Trust 2.56%, 11/25/2031(1)

    397,746  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 20.4% - (continued)  
      United States - 17.8% - (continued)  
 

Verus Securitization Trust

 

$ 493,205    

2.78%, 07/25/2059(1)(5)

  $ 493,335  
  442,697    

3.21%, 05/25/2059(1)(3)

    443,211  
  1,050,000    

VNDO Mortgage Trust 3.45%, 11/15/2030(1)(3)

    992,558  
  339,922    

Wells Fargo Mortgage Backed Securities Trust 4.00%, 11/25/2048(1)(3)

    347,145  
 

Wells Fargo N.A.

 

  1,358,789    

0.82%, 12/15/2052(3)(4)

    65,813  
  2,035,105    

0.96%, 09/15/2062(3)(4)

    116,570  
  1,848,234    

1.19%, 04/15/2052(3)(4)

    129,940  
   

 

 

 
    24,681,427  
   

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $28,851,253)

  $ 28,282,447  
   

 

 

 
CORPORATE BONDS - 0.2%  
      REITS - 0.2%  
  295,000    

SBA Tower Trust 2.84%, 01/15/2025(1)

  $ 300,421  
   

 

 

 
 

Total Corporate Bonds
(cost $295,000)

  $ 300,421  
   

 

 

 
U.S. GOVERNMENT AGENCIES - 96.0%  
      Mortgage-Backed Agencies - 96.0%  
      FHLMC - 15.9%  
$ 9,559    

0.00%, 11/15/2036(6)(7)

  $ 9,100  
  7,213,553    

0.42%, 01/25/2027(3)(4)

    123,370  
  4,355,106    

0.74%, 03/25/2027(3)(4)

    155,235  
  164,309    

2.50%, 12/15/2026(4)

    6,390  
  846,375    

2.50%, 03/15/2028(4)

    49,564  
  123,188    

2.50%, 05/15/2028(4)

    8,135  
  1,074,366    

2.75%, 12/15/2041

    1,154,461  
  940,899    

2.79%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)

    827,480  
  153,446    

3.00%, 05/15/2032(4)

    8,361  
  330,152    

3.00%, 03/01/2033

    348,736  
  128,096    

3.00%, 03/15/2033(4)

    12,931  
  654,133    

3.00%, 04/01/2033

    690,864  
  835,366    

3.00%, 01/01/2037

    884,661  
  302,000    

3.00%, 04/15/2042

    328,897  
  1,344,996    

3.00%, 11/01/2046

    1,439,822  
  1,977,235    

3.00%, 12/01/2046

    2,097,309  
  530,636    

3.00%, 10/01/2047

    561,286  
  168,794    

3.00%, 02/01/2048

    178,342  
  80,716    

3.00%, 03/01/2048

    85,372  
  2,449,557    

3.00%, 01/01/2050

    2,587,441  
  995,000    

3.12%, 10/25/2031(3)

    1,129,001  
  152,018    

3.50%, 06/15/2026(4)

    5,599  
  58,226    

3.50%, 09/15/2026(4)

    3,955  
  92,946    

3.50%, 03/15/2027(4)

    5,849  
  581,327    

3.50%, 03/15/2041(4)

    37,515  
  1,265,309    

3.50%, 05/01/2048

    1,340,002  
  224,061    

3.50%, 06/01/2048

    237,228  
  149,149    

3.50%, 09/01/2048

    157,872  
  87,463    

3.75%, 05/25/2028, 1 mo. USD LIBOR + 2.800%(2)

    86,848  
  147,200    

4.00%, 08/15/2026(4)

    9,082  
  210,959    

4.00%, 07/15/2027(4)

    14,327  
  424,505    

4.00%, 03/15/2028(4)

    30,325  
  98,560    

4.00%, 06/15/2028(4)

    7,390  
  249,748    

4.00%, 07/15/2030(4)

    24,918  
  243,155    

4.00%, 06/15/2041

    271,221  
  250,000    

4.00%, 11/15/2041

    297,811  
  671,000    

4.00%, 08/15/2043

    805,442  
  244,326    

4.00%, 07/01/2044

    267,072  
  76,872    

4.00%, 09/01/2048

    82,041  
 

 

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

 

 

  76  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 96.0% - (continued)  
      Mortgage-Backed Agencies - 96.0% - (continued)  
      FHLMC - 15.9% - (continued)  
$ 1,114,429    

4.00%, 11/01/2049

  $ 1,187,087  
  226,545    

4.00%, 12/01/2049

    241,131  
  77,491    

4.50%, 02/01/2039

    85,860  
  818,719    

4.50%, 07/01/2042

    908,569  
  121,847    

4.50%, 09/01/2044

    134,128  
  84,902    

5.00%, 10/01/2028

    92,051  
  272,298    

5.00%, 09/01/2029

    297,922  
  258,291    

5.00%, 01/01/2030

    282,716  
  284,696    

5.00%, 09/01/2031

    308,804  
  245,894    

5.00%, 11/01/2031

    266,899  
  47,392    

5.00%, 09/01/2033

    53,824  
  170,945    

5.00%, 09/15/2033(4)

    30,891  
  317,724    

5.00%, 05/01/2039

    362,670  
  491,827    

5.00%, 08/01/2039

    561,693  
  183,569    

5.00%, 07/01/2041

    209,323  
  259,053    

5.00%, 02/15/2048(4)

    44,338  
  238,386    

5.00%, 03/01/2049

    259,045  
  38,464    

5.50%, 08/15/2033

    44,618  
  246,493    

5.50%, 04/01/2038

    281,362  
   

 

 

 
    22,024,186  
   

 

 

 
      FNMA - 32.5%  
$ 79,954    

0.00%, 06/25/2036(6)(7)

    74,644  
  100,000    

0.00%, 09/25/2041(6)(7)

    80,132  
  2,669,005    

1.57%, 05/25/2029(3)(4)

    272,667  
  282,727    

2.00%, 09/25/2039

    289,920  
  857,000    

2.00%, 02/25/2043

    890,770  
  312,197    

2.12%, 04/25/2055(3)(4)

    19,224  
  311,392    

2.20%, 06/25/2055(3)(4)

    18,111  
  359,640    

2.22%, 08/25/2044(3)(4)

    17,057  
  29,619    

2.50%, 06/25/2028(4)

    1,772  
  420,000    

2.50%, 03/25/2043

    429,062  
  6,537,886    

2.50%, 01/01/2050

    6,811,606  
  1,140,000    

2.87%, 02/01/2032

    1,295,258  
  267,036    

3.00%, 02/25/2027(4)

    13,796  
  98,143    

3.00%, 09/25/2027(4)

    6,575  
  303,661    

3.00%, 12/25/2027(4)

    21,762  
  815,805    

3.00%, 03/01/2037

    865,953  
  210,175    

3.00%, 10/01/2037

    222,968  
  874,806    

3.00%, 06/25/2048

    932,848  
  794,317    

3.00%, 10/25/2048

    853,401  
  886,066    

3.00%, 08/25/2049

    949,279  
  600,000    

3.00%, 09/25/2057

    668,799  
  850,000    

3.19%, 09/01/2029

    965,043  
  1,700,000    

3.28%, 12/01/2032

    1,972,586  
  336,912    

3.38%, 12/01/2029

    381,184  
  120,627    

3.50%, 05/25/2027(4)

    8,676  
  183,787    

3.50%, 10/25/2027(4)

    13,646  
  49,907    

3.50%, 05/25/2030(4)

    4,264  
  57,180    

3.50%, 08/25/2030(4)

    4,690  
  134,046    

3.50%, 02/25/2031(4)

    8,863  
  963,937    

3.50%, 08/25/2033(4)

    99,684  
  122,510    

3.50%, 09/25/2035(4)

    13,312  
  193,612    

3.50%, 09/01/2043

    208,963  
  301,319    

3.50%, 10/01/2044

    327,848  
  315,278    

3.50%, 02/01/2045

    339,051  
  326,552    

3.50%, 02/01/2046

    350,640  
  644,377    

3.50%, 09/01/2046

    686,958  
  308,407    

3.50%, 10/01/2046

    328,767  
  129,444    

3.50%, 10/25/2046(4)

    19,773  
  199,832    

3.50%, 11/01/2046

    217,454  
  202,026    

3.50%, 09/01/2047

    219,762  
  1,101,706    

3.50%, 12/01/2047

    1,175,017  
  199,551    

3.50%, 02/01/2048

    215,431  
  252,561    

3.50%, 02/25/2048

    264,444  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 96.0% - (continued)  
      Mortgage-Backed Agencies - 96.0% - (continued)  
      FNMA - 32.5% - (continued)  
$ 500,000    

3.50%, 05/25/2048

  $ 596,065  
  2,549,280    

3.50%, 02/01/2050

    2,692,445  
  1,616,432    

3.50%, 09/01/2057

    1,749,567  
  992,700    

3.50%, 12/25/2058

    1,085,940  
  200,000    

3.55%, 02/01/2030

    228,287  
  1,176,973    

3.57%, 10/01/2029(8)

    1,342,493  
  597,260    

3.86%, 08/01/2035

    704,562  
  243,564    

4.00%, 05/25/2027(4)

    16,392  
  406,454    

4.00%, 12/01/2040(8)

    444,893  
  117,702    

4.00%, 03/01/2041

    128,798  
  29,334    

4.00%, 03/25/2042(4)

    2,994  
  345,637    

4.00%, 11/25/2043

    385,080  
  137,599    

4.00%, 06/01/2044

    150,378  
  15,342    

4.00%, 08/01/2044

    16,673  
  148,726    

4.00%, 10/01/2044

    161,462  
  272,704    

4.00%, 11/01/2044

    297,333  
  255,149    

4.00%, 05/01/2045

    277,357  
  186,308    

4.00%, 07/01/2045

    206,300  
  620,127    

4.00%, 05/01/2046

    673,842  
  147,148    

4.00%, 06/01/2046

    158,947  
  199,494    

4.00%, 04/01/2047

    220,818  
  1,565,854    

4.00%, 07/01/2048

    1,666,295  
  670,339    

4.00%, 09/01/2048

    714,956  
  826,446    

4.00%, 11/01/2048

    880,278  
  2,066,371    

4.00%, 11/01/2049

    2,198,917  
  1,993,017    

4.00%, 12/01/2049

    2,122,956  
  474,807    

4.06%, 03/01/2030

    563,202  
  41,970    

4.50%, 07/25/2027(4)

    3,065  
  77,347    

4.50%, 08/01/2041

    86,032  
  21,631    

4.50%, 09/01/2041

    24,034  
  513,582    

4.50%, 09/25/2048(4)

    100,254  
  23,524    

5.00%, 11/01/2023

    25,502  
  1,945,595    

5.00%, 03/01/2049

    2,114,504  
  19,718    

5.47%, 05/25/2042(3)(4)

    1,908  
  326,891    

5.50%, 07/25/2045(4)

    65,995  
  437,852    

6.00%, 01/25/2042(4)

    72,941  
  387,632    

6.00%, 01/25/2047(4)

    87,786  
  293,784    

6.00%, 09/25/2047(4)

    68,530  
   

 

 

 
    44,899,441  
   

 

 

 
      GNMA - 37.1%  
$ 66,008    

1.75%, 09/20/2043

    67,392  
  548,176    

2.14%, 04/20/2040

    555,321  
  5,000,000    

2.50%, 05/20/2050(9)

    5,278,906  
  200,000    

2.50%, 06/22/2050(9)

    210,625  
  123,028    

3.00%, 09/20/2028(4)

    9,110  
  289,907    

3.00%, 09/16/2042

    303,224  
  282,398    

3.00%, 09/20/2042

    302,748  
  95,340    

3.00%, 02/16/2043(4)

    12,356  
  761,154    

3.00%, 04/20/2045

    815,128  
  50,314    

3.00%, 08/15/2045

    53,561  
  115,781    

3.00%, 11/20/2045

    123,669  
  169,000    

3.00%, 02/20/2046

    182,535  
  5,555,453    

3.00%, 01/20/2050

    5,920,477  
  8,200,000    

3.00%, 05/20/2050(9)

    8,729,036  
  57,713    

3.50%, 02/16/2027(4)

    4,182  
  140,910    

3.50%, 03/20/2027(4)

    11,441  
  143,811    

3.50%, 07/20/2040(4)

    10,311  
  404,949    

3.50%, 12/20/2040

    445,784  
  200,352    

3.50%, 02/20/2041(4)

    12,659  
  358,871    

3.50%, 04/20/2042(4)

    24,192  
  556,489    

3.50%, 10/20/2042(4)

    84,174  
  273,183    

3.50%, 07/20/2043(4)

    30,454  
  1,123,613    

3.50%, 07/20/2047

    1,202,044  
  1,173,353    

3.50%, 08/20/2047

    1,252,558  
 

 

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

 

 

  77  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 96.0% - (continued)  
      Mortgage-Backed Agencies - 96.0% - (continued)  
      GNMA - 37.1% - (continued)  
$ 327,634    

3.50%, 09/20/2047

  $ 350,004  
  399,866    

3.50%, 10/20/2047

    426,487  
  269,569    

3.50%, 11/20/2047

    287,953  
  3,534,878    

3.50%, 11/20/2049

    3,755,234  
  3,350,000    

3.50%, 05/20/2050(9)

    3,553,617  
  878,998    

4.00%, 04/16/2026(4)

    65,916  
  37,884    

4.00%, 12/16/2026(4)

    2,908  
  518,769    

4.00%, 05/20/2029(4)

    41,158  
  126,152    

4.00%, 02/15/2041

    138,203  
  26,373    

4.00%, 05/16/2042(4)

    3,485  
  109,853    

4.00%, 03/20/2043(4)

    17,587  
  43,879    

4.00%, 01/20/2044(4)

    7,526  
  376,016    

4.00%, 03/20/2047(4)

    48,801  
  575,304    

4.00%, 07/20/2047(4)

    57,249  
  7,385,000    

4.00%, 05/20/2050(9)

    7,856,363  
  269,114    

4.50%, 06/20/2039

    297,742  
  493,166    

4.50%, 09/16/2040

    544,395  
  42,728    

4.50%, 09/20/2041

    47,022  
  23,416    

4.50%, 05/20/2044

    25,710  
  49,596    

4.50%, 06/20/2044

    54,458  
  41,407    

4.50%, 10/20/2044

    45,466  
  156,271    

4.50%, 04/20/2045(4)

    26,361  
  1,173,906    

4.50%, 08/20/2045

    189,738  
  23,324    

4.50%, 01/20/2046

    25,603  
  462,762    

4.50%, 01/20/2047(4)

    83,403  
  777,605    

4.50%, 05/20/2048(4)

    83,805  
  4,525,000    

4.50%, 05/20/2050(9)

    4,841,043  
  117,915    

5.00%, 05/20/2034

    132,536  
  37,910    

5.00%, 07/15/2039

    43,293  
  438,740    

5.00%, 02/16/2040(4)

    80,220  
  358,654    

5.00%, 05/20/2040(4)

    77,111  
  781,261    

5.00%, 04/20/2041

    983,642  
  26,229    

5.00%, 06/15/2041

    29,492  
  113,781    

5.00%, 10/16/2041(4)

    18,635  
  25,073    

5.00%, 03/15/2044

    28,174  
  485,021    

5.00%, 11/16/2046(4)

    92,375  
  107,706    

5.00%, 01/16/2047(4)

    20,619  
  412,661    

5.00%, 09/16/2047(4)

    81,168  
  449,899    

5.00%, 06/20/2048(4)

    87,791  
  400,000    

5.00%, 05/20/2050(9)

    431,189  
  323,146    

5.50%, 05/20/2038

    373,683  
  259,014    

5.50%, 03/20/2039(4)

    46,854  
  316,544    

5.50%, 02/16/2047(4)

    57,256  
  399,240    

5.50%, 05/20/2047(4)

    74,423  
  18,978    

6.00%, 01/15/2039

    21,589  
  122,045    

6.00%, 09/15/2040

    138,885  
  279,264    

6.00%, 02/20/2046(4)

    61,025  
   

 

 

 
    51,399,084  
   

 

 

 
      UMBS - 10.5%  
$ 390,000    

2.00%, 05/13/2050(9)

    397,754  
  675,000    

2.50%, 05/13/2050(9)

    703,081  
  1,700,000    

3.00%, 05/18/2035(9)

    1,792,703  
  8,025,000    

3.00%, 05/13/2050(9)

    8,471,704  
  1,789,000    

3.50%, 05/13/2050(9)

    1,890,348  
  700,000    

4.00%, 05/18/2035(9)

    739,665  
  165,000    

4.50%, 05/13/2050(9)

    177,891  
  325,000    

5.50%, 05/13/2050(9)

    356,535  
   

 

 

 
    14,529,681  
   

 

 

 
 

Total U.S. Government Agencies
(cost $128,511,220)

  $ 132,852,392  
   

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 0.8%  
      Other Direct Federal Obligations - 0.8%  
$ 700,000    

Tennessee Valley Authority 4.25%, 09/15/2065

  $ 1,117,819  
   

 

 

 
 

Total U.S. Government Securities
(cost $838,741)

  $ 1,117,819  
   

 

 

 
 

Total Long-Term Investments
(cost $158,496,214)

  $     162,553,079  
   

 

 

 
SHORT-TERM INVESTMENTS - 13.5%  
      Other Investment Pools & Funds - 13.5%  
  18,660,414    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(10)

    18,660,414  
   

 

 

 
 

Total Short-Term Investments
(cost $18,660,414)

  $ 18,660,414  
   

 

 

 
 

Total Investments (cost $177,156,628)

    130.9    $ 181,213,493  
 

Other Assets and Liabilities

    (30.9 )%       (42,795,013
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 138,418,480  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $20,367,972, representing 14.7% of net assets.

 

(2) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(3) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4) 

Securities disclosed are interest-only strips.

 

(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 principal-only strips.

 

(7) 

Security is a zero-coupon bond.

 

(8) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $1,787,386.

 

(9) 

Represents or includes a TBA transaction.

 

(10) 

Current yield as of period end.

 

 

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

 

 

  78  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

U.S. Treasury 2-Year Note Future

     15        06/30/2020      $ 3,306,445      $ 937  

U.S. Treasury 10-Year Note Future

     358        06/19/2020            49,784,375        717,020  

U.S. Treasury Long Bond Future

     25        06/19/2020        4,525,781        82,091  

U.S. Treasury Ultra Bond Future

     42        06/19/2020        9,440,813        1,017,201  
           

 

 

 

Total

 

   $     1,817,249  
           

 

 

 
Short position contracts:  

U.S. Treasury 5-Year Note Future

     19        06/30/2020      $ 2,384,203      $ (32,411

U.S. Treasury 10-Year Ultra Future

     59        06/19/2020        9,264,844        (575,457
           

 

 

 

Total

 

   $ (607,868
           

 

 

 

Total futures contracts

 

   $     1,209,381  
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2020  

Description

   Principal
Amount
     Maturity
Date
     Market Value     Unrealized
Appreciation/
(Depreciation)
 

GNMA II, 2.50%

   $ 4,450,000        05/20/2050      $ (4,698,227   $ 5,562  

UMBS, 2.50%

     1,492,000        05/18/2035        (1,560,014     (6,003

UMBS, 2.50%

     4,575,000        05/13/2050        (4,765,327     (17,636

UMBS, 3.00%

         16,325,000        05/13/2050        (17,233,716     (5,102

UMBS, 3.50%

     2,665,000        05/18/2035        (2,812,824     (5,386

UMBS, 3.50%

     1,750,000        05/13/2050        (1,849,139     2,922  

UMBS, 4.00%

     4,635,000        05/13/2050        (4,936,814     (4,624

UMBS, 5.00%

     1,650,000        05/13/2050        (1,793,348     (31,070
        

 

 

   

 

 

 

Total TBA sale commitments (proceeds receivable $39,588,072)

 

   $     (39,649,409   $     (61,337
        

 

 

   

 

 

 

At April 30, 2020, the aggregate market value of TBA Sale Commitments represents (28.6)% of total net assets.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made
by Fund

  

Payments received
by Fund

  

Notional
Amount

     Expiration
Date
    

Periodic
Payment
Frequency

   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

  

3.00% Fixed

   USD     7,119,000        04/30/25      Semi-Annual    $     13,114      $     —      $ (997,193   $ (1,010,307

3 Mo. USD LIBOR

  

2.28% Fixed

   USD     5,925,000        07/14/27      Semi-Annual                    (772,123     (772,123

3 Mo. USD LIBOR

  

2.83% Fixed

   USD     5,101,000        12/21/28      Semi-Annual                    (1,022,816     (1,022,816
                

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $ 13,114      $      $     (2,792,132   $     (2,805,246
                

 

 

    

 

 

    

 

 

   

 

 

 

 

 

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.

 

 

  79  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 28,282,447     $     $ 28,282,447     $  

Corporate Bonds

     300,421             300,421        

U.S. Government Agencies

     132,852,392             132,852,392        

U.S. Government Securities

     1,117,819             1,117,819        

Short-Term Investments

     18,660,414       18,660,414              

Futures Contracts(2)

     1,817,249       1,817,249              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     183,030,742     $     20,477,663     $     162,553,079     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (607,868   $ (607,868   $     $  

Swaps - Interest Rate(2)

     (2,805,246           (2,805,246      

TBA Sale Commitments

     (39,649,409           (39,649,409      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (43,062,523   $ (607,868   $ (42,454,655   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, investments valued at $286,523 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

 

(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.

 

 

  80  

 


The Hartford Short Duration Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.4%  
      Asset-Backed - Automobile - 0.8%  
 

Credit Acceptance Auto Loan Trust

 

$     4,960,000    

2.38%, 11/15/2028(1)

  $ 4,920,577  
    394,293    

2.65%, 06/15/2026(1)

    394,500  
    1,270,000    

3.55%, 08/15/2027(1)

    1,275,045  
    3,750,000    

OneMain Direct Auto Receivables Trust 3.43%, 12/16/2024(1)

    3,752,645  
    583,551    

Santander Drive Auto Receivables Trust 2.46%, 03/15/2022

    583,327  
    380,542    

Westlake Automobile Receivables Trust 3.20%, 01/16/2024(1)

    381,190  
     

 

 

 
        11,307,284  
     

 

 

 
      Asset-Backed - Finance & Insurance - 4.6%  
    2,203,830    

Ajax Mortgage Loan Trust 3.16%, 09/25/2056(1)(2)

    2,184,481  
    2,250,000    

Apidos CLO 2.30%, 04/15/2031, 3 mo. USD LIBOR + 1.080%(1)(3)

    2,161,472  
 

Bayview Opportunity Master Fund Trust

 

    380,582    

3.50%, 01/28/2055(1)(2)

    382,332  
    674,360    

3.50%, 06/28/2057(1)(2)

    670,604  
    845,375    

3.50%, 01/28/2058(1)(2)

    844,620  
    269,546    

4.00%, 11/28/2053(1)(2)

    272,067  
    859,746    

4.00%, 10/28/2064(1)(2)

    869,004  
 

Carlyle Global Market Strategies CLO Ltd.

 

    250,000    

2.03%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

    242,819  
    1,497,336    

2.11%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

    1,459,594  
    1,000,000    

2.54%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(3)

    908,918  
    2,630,125    

DB Master Finance LLC 3.79%, 05/20/2049(1)

    2,647,931  
    847,130    

Ellington Financial Mortgage Trust 2.74%, 11/25/2059(1)(2)

    837,902  
    1,190,000    

KKR CLO Ltd. 2.22%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(3)

    1,139,245  
    105,922    

Nationstar HECM Loan Trust 3.19%, 07/25/2028(1)(2)

    105,854  
    3,825,000    

Neuberger Berman CLO Ltd. 2.16%, 04/19/2030,
3 mo. USD LIBOR + 1.020%(1)(3)

    3,688,172  
    1,219,412    

NRZ Excess Spread-Collateralized Notes 3.19%, 01/25/2023(1)

    1,222,303  
    1,280,177    

OBX Trust 4.00%, 11/25/2048(1)(2)

    1,289,515  
    1,250,000    

Octagon Investment Partners Ltd. 2.16%, 07/17/2030, 3 mo. USD LIBOR + 1.020%(1)(3)

    1,184,608  
 

OneMain Financial Issuance Trust

 

    4,000,000    

3.48%, 02/14/2031(1)

    4,031,000  
    688,038    

4.57%, 02/20/2029(1)

    688,314  
    2,856,500    

Planet Fitness Master Issuer LLC 4.26%, 09/05/2048(1)

    2,732,785  
 

Regional Management Issuance Trust

 

    1,450,000    

3.05%, 11/15/2028(1)

    1,337,405  
    1,385,000    

3.83%, 07/15/2027(1)

    1,345,184  
    2,500,000    

4.56%, 01/18/2028(1)

    2,358,390  
    1,999,389    

Residential Mortgage Loan Trust 2.38%, 02/25/2024(1)(2)

    1,963,407  
    699,616    

SoFi Consumer Loan Program LLC 3.28%, 01/26/2026(1)

    698,893  
    1,351,100    

SoFi Consumer Loan Program Trust 2.02%, 01/25/2029(1)

    1,316,939  
 

Towd Point Mortgage Trust

 

    1,391,233    

2.25%, 07/25/2056(1)(2)

    1,387,332  
    259,999    

2.75%, 02/25/2055(1)(2)

    260,608  
    640,411    

2.75%, 04/25/2055(1)(2)

    641,887  
    258,762    

2.75%, 05/25/2055(1)(2)

    258,369  
    2,126,683    

2.75%, 10/25/2056(1)(2)

    2,138,130  
    1,295,559    

2.75%, 04/25/2057(1)(2)

    1,298,993  
    856,117    

2.75%, 07/25/2057(1)(2)

    858,745  
    1,293,263    

2.75%, 10/25/2057(1)(2)

    1,306,699  
    4,915,000    

Tryon Park CLO Ltd. 2.11%, 04/15/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

    4,760,920  
 

Vantage Data Centers Issuer LLC

 

    2,557,833    

3.19%, 07/15/2044(1)

    2,417,125  
    958,767    

4.07%, 02/16/2043(1)

    972,100  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.4% - (continued)  
      Asset-Backed - Finance & Insurance - 4.6% - (continued)  
$     1,286,513    

4.20%, 11/16/2043(1)

  $ 1,262,287  
    1,485,000    

Verizon Owner Trust 2.22%, 12/20/2021(1)

    1,491,060  
    3,143,250    

Wingstop Funding LLC 4.97%, 12/05/2048(1)

    3,200,834  
    2,755,000    

Z Capital Credit Partners CLO Ltd. 2.63%, 07/16/2027, 3 mo. USD LIBOR + 1.450%(1)(3)

    2,578,104  
     

 

 

 
        63,416,951  
     

 

 

 
      Asset-Backed - Home Equity - 0.1%  
    316,595    

Accredited Mortgage Loan Trust 1.17%, 01/25/2035, 1 mo. USD LIBOR + 0.680%(3)

    310,562  
    830,680    

Morgan Stanley ABS Capital, Inc. Trust 1.25%, 01/25/2035, 1 mo. USD LIBOR + 0.760%(3)

    814,850  
    71,792    

Residential Asset Securitization Trust 4.99%, 07/25/2034(2)

    72,267  
     

 

 

 
        1,197,679  
     

 

 

 
      Collateralized - Mortgage Obligations - 0.2%  
    2,235,000    

Natixis Commercial Mortgage Securities Trust 2.51%, 10/15/2036(1)

    2,241,970  
     

 

 

 
      Commercial Mortgage - Backed Securities - 1.8%  
 

Citigroup Mortgage Loan Trust

 

    1,868,195    

3.25%, 03/25/2061(1)(2)

    1,918,801  
    1,462,181    

3.50%, 02/25/2058(1)(2)

    1,498,872  
    535,798    

DBUBS Mortgage Trust 0.88%, 11/10/2046(1)(2)(4)

    501  
 

FREMF Mortgage Trust

 

    900,000    

4.16%, 05/25/2045(1)(2)

    921,170  
    3,028,530    

4.26%, 02/25/2046(1)(2)

    3,034,373  
    1,000,000    

4.78%, 11/25/2049(1)(2)

    1,005,190  
    4,235,000    

GS Mortgage Securities Trust 2.75%, 02/10/2037(1)

    4,108,478  
 

JP Morgan Chase Commercial Mortgage Securities Trust

 

    1,568,704    

3.91%, 05/05/2030(1)

    1,569,257  
    895,283    

4.39%, 07/15/2046(1)

    911,654  
    9,500,000    

SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1)

    9,385,023  
     

 

 

 
        24,353,319  
     

 

 

 
      Other Asset Backed Securities - 1.3%  
    1,666,871    

Avant Loans Funding Trust 2.72%, 10/15/2026(1)

    1,633,941  
    1,080,000    

Dryden Senior Loan Fund 2.19%, 04/15/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

    1,035,072  
    3,242,565    

Falcon Aerospace Ltd. 3.60%, 09/15/2039(1)

    2,469,532  
    798,610    

Finance of America Structured Securities Trust 3.28%, 04/25/2029(1)(2)

    799,129  
 

Marlette Funding Trust

 

    2,956,729    

2.39%, 12/17/2029(1)

    2,885,891  
    959,719    

2.69%, 09/17/2029(1)

    945,527  
    1,242,683    

3.13%, 07/16/2029(1)

    1,214,278  
    726,087    

3.44%, 04/16/2029(1)

    715,030  
    673,637    

Nationstar HECM Loan Trust 2.65%, 06/25/2029(1)(2)

    671,229  
    2,016,987    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1)

    1,490,087  
    3,560,000    

Stack Infrastructure Issuer LLC 3.08%, 10/25/2044(1)

    3,484,054  
    738,422    

VOLT LXIV LLC 3.38%, 10/25/2047(1)(5)

    682,470  
     

 

 

 
        18,026,240  
     

 

 

 
      Telecommunications - 0.2%  
    3,499,227    

GCAT LLC 2.25%, 01/25/2060(1)(5)

    3,524,749  
     

 

 

 
      Whole Loan Collateral CMO - 9.4%  
 

Angel Oak Mortgage Trust LLC

 

    1,380,763    

2.47%, 12/25/2059(1)(2)

    1,389,885  
    338,735    

2.48%, 07/25/2047(1)(2)

    336,362  
    281,314    

2.71%, 11/25/2047(1)(2)

    278,916  
    56,486    

2.81%, 01/25/2047(1)(2)

    56,203  
    3,643,893    

2.99%, 07/26/2049(1)(2)

    3,668,428  
    1,429,389    

3.92%, 11/25/2048(1)(2)

    1,443,230  
 

Arroyo Mortgage Trust

 

    4,464,092    

2.96%, 10/25/2048(1)(2)

    4,428,860  
    1,093,834    

3.81%, 01/25/2049(1)(2)

    1,108,443  
 

 

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

 

 

  81  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.4% - (continued)  
      Whole Loan Collateral CMO - 9.4% - (continued)  
 

Bunker Hill Loan Depositary Trust

 

$     3,700,829    

2.72%, 11/25/2059(1)(5)

  $ 3,684,764  
    1,088,627    

3.61%, 10/26/2048(1)(5)

    1,095,810  
    3,364,585    

3.82%, 10/26/2048(1)(5)

    3,387,206  
    2,295,169    

CIM Trust 3.00%, 04/25/2057(1)(2)

    2,270,667  
    1,270,000    

Colombia Cent CLO Ltd. 2.14%, 10/25/2028,
3 mo. USD LIBOR + 1.150%(1)(3)

    1,237,017  
 

COLT Mortgage Loan Trust

 

    4,435,844    

2.49%, 02/25/2050(1)(2)

    4,437,025  
    2,640,725    

2.58%, 11/25/2049(1)(2)

    2,608,823  
    708,964    

2.76%, 08/25/2049(1)(2)

    703,614  
    423,850    

3.47%, 07/27/2048(1)(2)

    424,119  
    357,085    

3.69%, 10/26/2048(1)(2)

    360,038  
    497,739    

3.71%, 03/25/2049(1)(2)

    499,705  
    1,604,487    

4.01%, 12/28/2048(1)(2)

    1,612,292  
 

CSMC Trust

 

    2,666,726    

2.24%, 02/25/2050(1)(2)

    2,610,824  
    1,627,263    

4.13%, 07/25/2058(1)(2)

    1,601,224  
 

Deephaven Residential Mortgage Trust

 

    4,919,579    

2.34%, 01/25/2060(1)(2)

    4,839,402  
    338,515    

2.45%, 06/25/2047(1)(2)

    334,690  
    163,261    

2.73%, 12/26/2046(1)(2)

    161,382  
    4,187,415    

2.79%, 10/25/2059(1)(2)

    4,175,848  
    182,168    

2.81%, 10/25/2047(1)(2)

    184,575  
    745,873    

3.48%, 04/25/2058(1)(2)

    749,297  
    1,694,194    

3.79%, 08/25/2058(1)(2)

    1,693,045  
    760,522    

Flagstar Mortgage Trust 4.00%, 09/25/2048(1)(2)

    761,237  
    2,915,666    

Galton Funding Mortgage Trust 2.66%, 10/25/2059(1)(2)

    2,944,036  
    2,070,877    

GCAT Trust 2.65%, 10/25/2068(1)(2)

    2,056,043  
    407,259    

Home Re Ltd. 2.09%, 10/25/2028,
1 mo. USD LIBOR + 1.600%(1)(3)

    385,241  
    916,704    

MetLife Securitization Trust 3.00%, 04/25/2055(1)(2)

    931,583  
    490,672    

MFA Trust 2.59%, 02/25/2057(1)(2)

    462,391  
 

Mill City Mortgage Loan Trust

 

    534,664    

2.50%, 04/25/2057(1)(2)

    534,039  
    4,204,284    

2.75%, 07/25/2059(1)(2)

    4,236,107  
    1,780,967    

2.75%, 01/25/2061(1)(2)

    1,799,009  
    1,026,218    

3.25%, 05/25/2062(1)(2)

    1,047,019  
    1,974,719    

3.50%, 05/25/2058(1)(2)

    2,030,097  
    1,901,942    

3.50%, 08/25/2058(1)(2)

    1,963,412  
    5,525,000    

New Residential Advance Receivables Trust 2.43%, 10/15/2051(1)

    5,452,655  
 

New Residential Mortgage LLC

 

    2,523,167    

3.61%, 05/25/2023(1)

    2,501,657  
    2,747,145    

3.79%, 07/25/2054(1)

    2,634,775  
 

New Residential Mortgage Loan Trust

 

    2,814,639    

1.24%, 01/25/2048,
1 mo. USD LIBOR + 0.750%(1)(3)

    2,715,302  
    3,832,501    

2.46%, 01/26/2060(1)(2)

    3,702,378  
    533,387    

3.25%, 09/25/2056(1)(2)

    541,508  
    901,327    

3.50%, 12/25/2057(1)(2)

    932,178  
    537,470    

3.75%, 11/26/2035(1)(2)

    548,153  
    380,178    

3.75%, 03/25/2056(1)(2)

    387,608  
    596,626    

3.75%, 11/25/2056(1)(2)

    608,303  
    1,080,421    

4.00%, 02/25/2057(1)(2)

    1,131,603  
    1,076,816    

4.00%, 03/25/2057(1)(2)

    1,134,878  
    741,369    

4.00%, 04/25/2057(1)(2)

    776,985  
    1,068,862    

4.00%, 05/25/2057(1)(2)

    1,126,692  
    1,769,195    

4.00%, 09/25/2057(1)(2)

    1,828,776  
    835,119    

4.00%, 12/25/2057(1)(2)

    872,735  
    2,700,000    

NRZ Advance Receivables Trust 2.59%, 07/15/2052(1)

    2,610,604  
    3,797,745    

OBX Trust 3.50%, 12/25/2049(1)(2)

    3,891,653  
    969,448    

Preston Ridge Partners Mortgage Trust LLC 3.75%, 04/25/2023(1)(2)

    923,514  
    4,455,943    

PSMC Trust 3.50%, 10/25/2049(1)(2)

    4,492,876  
    808,893    

Radnor RE Ltd. 1.69%, 06/25/2029,
1 mo. USD LIBOR + 1.200%(1)(3)

    796,297  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.4% - (continued)  
      Whole Loan Collateral CMO - 9.4% - (continued)  
 

Sequoia Mortgage Trust

 

$     3,967,030    

3.50%, 11/25/2049(1)(2)

  $ 4,044,960  
    220,091    

4.00%, 09/25/2048(1)(2)

    221,836  
    1,512,476    

4.50%, 08/25/2048(1)(2)

    1,564,711  
    803,792    

Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049(1)(2)

    801,782  
    3,833,864    

Starwood Mortgage Residential Trust 2.28%, 02/25/2050(1)(2)

    3,794,834  
 

Towd Point Mortgage Trust

 

    753,526    

2.25%, 04/25/2056(1)(2)

    751,912  
    2,102,243    

2.90%, 10/25/2059(1)(2)

    2,165,315  
 

Verus Securitization Trust

 

    2,378,405    

2.42%, 01/25/2060(1)(2)

    2,404,276  
    2,693,593    

2.64%, 11/25/2059(1)(5)

    2,759,678  
    1,421,433    

3.68%, 06/01/2058(1)(2)

    1,428,166  
    929,957    

Wells Fargo Mortgage Backed Securities Trust 4.00%, 04/25/2049(1)(2)

    933,205  
     

 

 

 
        131,013,713  
     

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $259,397,977)

  $ 255,081,905  
     

 

 

 
CORPORATE BONDS - 53.2%  
      Aerospace/Defense - 0.7%  
    500,000    

Arconic, Inc. 5.87%, 02/23/2022

    509,931  
    365,000    

BAE Systems Holdings, Inc. 2.85%, 12/15/2020(1)

    366,580  
    4,000,000    

Boeing Co. 4.51%, 05/01/2023

    4,000,000  
    1,250,000    

Howmet Aerospace, Inc. 6.88%, 05/01/2025

    1,274,706  
    2,275,000    

L3Harris Technologies, Inc. 3.85%, 06/15/2023(1)

    2,383,971  
    559,000    

United Technologies Corp. 3.65%, 08/16/2023

    604,136  
     

 

 

 
        9,139,324  
     

 

 

 
          Agriculture - 0.6%  
    3,125,000    

Altria Group, Inc. 2.85%, 08/09/2022

    3,213,538  
    5,000,000    

BAT Capital Corp. 2.79%, 09/06/2024

    5,087,301  
    644,000    

Reynolds American, Inc. 3.25%, 06/12/2020

    644,683  
     

 

 

 
        8,945,522  
     

 

 

 
          Apparel - 0.3%  
    4,000,000    

VF Corp. 2.40%, 04/23/2025

    4,068,048  
     

 

 

 
          Auto Manufacturers - 2.1%  
    2,000,000    

Daimler Finance North America LLC 2.00%, 07/06/2021(1)

    1,969,577  
   

Ford Motor Credit Co. LLC

 

    3,125,000    

3.35%, 11/01/2022

    2,812,500  
    2,800,000    

4.06%, 11/01/2024

    2,436,000  
   

General Motors Financial Co., Inc.

 

    2,850,000    

2.90%, 02/26/2025

    2,582,726  
    2,500,000    

3.15%, 06/30/2022

    2,382,026  
    2,500,000    

3.20%, 07/06/2021

    2,447,270  
    2,500,000    

4.20%, 11/06/2021

    2,449,713  
    2,500,000    

Harley-Davidson Financial Services, Inc. 2.85%, 01/15/2021(1)

    2,491,990  
   

Hyundai Capital America

 

    2,500,000    

2.38%, 02/10/2023(1)

    2,405,568  
    1,825,000    

4.13%, 06/08/2023(1)

    1,841,581  
   

Nissan Motor Acceptance Corp.

 

    1,000,000    

2.15%, 09/28/2020(1)

    982,518  
    1,250,000    

2.55%, 03/08/2021(1)

    1,212,375  
    3,025,000    

Volkswagen Group of America Finance LLC 4.25%, 11/13/2023(1)

    3,169,151  
     

 

 

 
        29,182,995  
     

 

 

 
          Auto Parts & Equipment - 0.3%  
    4,237,000    

Goodyear Tire & Rubber Co. 8.75%, 08/15/2020

    4,252,889  
     

 

 

 
 

 

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

 

 

  82  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
          Beverages - 0.5%  
$     1,155,000    

Anheuser-Busch InBev Finance, Inc. 3.70%, 02/01/2024

  $ 1,251,918  
    1,700,000    

Anheuser-Busch InBev Worldwide, Inc. 4.15%, 01/23/2025

    1,892,777  
   

Constellation Brands, Inc.

 

    2,435,000    

2.65%, 11/07/2022

    2,482,140  
    340,000    

2.70%, 05/09/2022

    345,637  
    625,000    

Molson Coors Brewing Co. 2.10%, 07/15/2021

    623,282  
     

 

 

 
        6,595,754  
     

 

 

 
          Chemicals - 0.9%  
   

Celanese U.S. Holdings LLC

 

    915,000    

3.50%, 05/08/2024

    915,880  
    3,225,000    

4.63%, 11/15/2022

    3,336,256  
    3,600,000    

DuPont de Nemours, Inc. 4.21%, 11/15/2023

    3,891,918  
    2,500,000    

Eastman Chemical Co. 3.50%, 12/01/2021

    2,559,858  
    1,235,000    

International Flavors & Fragrances, Inc. 3.40%, 09/25/2020

    1,237,122  
    48,000    

Sherwin-Williams Co. 2.75%, 06/01/2022

    48,488  
     

 

 

 
        11,989,522  
     

 

 

 
          Commercial Banks - 15.2%  
   

Banco Santander S.A.

 

    1,600,000    

3.13%, 02/23/2023

    1,622,674  
    1,200,000    

3.50%, 04/11/2022

    1,226,816  
    600,000    

3.85%, 04/12/2023

    622,685  
   

Bank of America Corp.

 

    5,125,000    

2.02%, 02/13/2026, (2.02% fixed rate until 02/13/2025; 3 mo. USD LIBOR + 0.640% thereafter)(6)

    5,156,982  
    1,500,000    

2.74%, 01/23/2022, (2.74% fixed rate until 01/23/2021; 3 mo. USD LIBOR + 0.370% thereafter)(6)

    1,509,289  
    4,915,000    

Bank of Montreal 2.05%, 11/01/2022

    5,002,576  
    1,500,000    

Banque Federative du Credit Mutuel S.A. 2.70%, 07/20/2022(1)

    1,539,478  
   

Barclays plc

 

    1,850,000    

2.88%, 06/08/2020

    1,851,928  
    2,625,000    

3.25%, 01/12/2021

    2,643,874  
    1,775,000    

4.61%, 02/15/2023, (4.61% fixed rate until 02/15/2022; 3 mo. USD LIBOR + 1.400% thereafter)(6)

    1,844,285  
    1,750,000    

BB&T Corp. 3.05%, 06/20/2022

    1,807,914  
   

BNP Paribas S.A.

 

    580,000    

2.95%, 05/23/2022(1)

    589,908  
    750,000    

3.50%, 03/01/2023(1)

    774,759  
   

BPCE S.A.

 

    3,000,000    

2.38%, 01/14/2025(1)

    2,986,639  
    1,750,000    

2.75%, 01/11/2023(1)

    1,781,457  
    300,000    

3.00%, 05/22/2022(1)

    304,215  
    1,500,000    

4.00%, 09/12/2023(1)

    1,576,729  
   

Canadian Imperial Bank of Commerce

 

    1,250,000    

2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD LIBOR + 0.785% thereafter)(6)

    1,272,033  
    1,250,000    

3.50%, 09/13/2023

    1,343,711  
   

Capital One Financial Corp.

 

    2,500,000    

2.47%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(3)

    2,499,690  
    1,250,000    

3.05%, 03/09/2022

    1,269,417  
    1,750,000    

3.45%, 04/30/2021

    1,775,077  
    1,755,000    

3.90%, 01/29/2024

    1,828,467  
   

CIT Group, Inc.

 

    2,500,000    

4.13%, 03/09/2021

    2,456,250  
    1,620,000    

5.00%, 08/15/2022

    1,595,700  
    3,980,000    

5.00%, 08/01/2023

    3,895,505  
   

Citigroup, Inc.

 

    3,000,000    

2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(6)

    3,026,726  
    4,500,000    

2.90%, 12/08/2021

    4,590,268  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
          Commercial Banks - 15.2% - (continued)  
   

Citizens Bank NA

 

$     770,000    

2.55%, 05/13/2021

  $ 777,924  
    4,500,000    

2.65%, 05/26/2022

    4,567,281  
    665,000    

Citizens Financial Group, Inc. 2.38%, 07/28/2021

    669,642  
    3,550,000    

Comerica, Inc. 3.70%, 07/31/2023

    3,736,219  
   

Credit Agricole S.A.

 

    2,500,000    

2.38%, 01/22/2025(1)

    2,547,892  
    735,000    

3.75%, 04/24/2023(1)

    771,371  
   

Credit Suisse Group AG

 

    3,420,000    

2.59%, 09/11/2025, (2.59% fixed rate until 09/11/2024; 3 mo. USD SOFR + 1.560% thereafter)(1)(6)

    3,413,042  
    2,001,000    

3.57%, 01/09/2023(1)

    2,047,974  
    2,000,000    

Credit Suisse Group Funding Guernsey Ltd. 3.45%, 04/16/2021

    2,030,663  
   

Danske Bank A/S

 

    1,120,000    

2.00%, 09/08/2021(1)

    1,119,559  
    1,250,000    

2.70%, 03/02/2022(1)

    1,265,801  
    1,250,000    

2.80%, 03/10/2021(1)

    1,262,512  
    5,510,000    

5.00%, 01/12/2022(1)

    5,696,234  
    1,190,000    

Deutsche Bank AG 2.70%, 07/13/2020

    1,188,714  
    2,425,000    

Discover Bank 2.45%, 09/12/2024

    2,376,801  
    3,000,000    

DNB Bank ASA 2.15%, 12/02/2022(1)

    3,064,300  
   

Fifth Third Bancorp

 

    2,430,000    

2.38%, 01/28/2025

    2,467,767  
    1,750,000    

2.60%, 06/15/2022

    1,782,044  
    2,000,000    

3.65%, 01/25/2024

    2,113,348  
   

Goldman Sachs Group, Inc.

 

    1,225,000    

2.35%, 11/15/2021

    1,229,606  
    660,000    

2.63%, 04/25/2021

    667,678  
    4,000,000    

3.00%, 04/26/2022

    4,052,202  
    1,500,000    

3.20%, 02/23/2023

    1,556,143  
    2,500,000    

3.63%, 02/20/2024

    2,648,226  
   

HSBC Holdings plc

 

    3,500,000    

2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD LIBOR + 1.140% thereafter)(6)

    3,568,756  
    2,135,000    

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(6)

    2,189,242  
    1,150,000    

3.40%, 03/08/2021

    1,170,171  
   

Huntington Bancshares, Inc.

 

    2,000,000    

2.30%, 01/14/2022

    2,028,458  
    1,700,000    

3.15%, 03/14/2021

    1,725,451  
   

ING Groep N.V.

 

    705,000    

3.15%, 03/29/2022

    722,867  
    2,000,000    

4.10%, 10/02/2023

    2,140,188  
   

Intesa Sanpaolo S.p.A.

 

    1,955,000    

3.13%, 07/14/2022(1)

    1,951,107  
    2,000,000    

3.25%, 09/23/2024(1)(7)

    1,973,194  
    1,675,000    

3.38%, 01/12/2023(1)

    1,678,359  
    750,000    

6.50%, 02/24/2021(1)

    770,680  
    4,600,000    

JP Morgan Chase & Co. 2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6)

    4,695,695  
    1,500,000    

KeyBank NA 2.40%, 06/09/2022

    1,531,332  
    4,100,000    

Macquarie Bank Ltd. 2.10%, 10/17/2022(1)

    4,139,119  
    3,000,000    

Macquarie Group Ltd. 3.19%, 11/28/2023, (3.19% fixed rate until 11/28/2022; 3 mo. USD LIBOR + 1.023% thereafter)(1)(6)

    3,060,176  
    1,045,000    

Manufacturers & Traders Trust Co. 1.66%, 12/28/2020, 1 mo. USD LIBOR + 1.215%(3)

    1,044,005  
    3,580,000    

Mitsubishi UFJ Financial Group, Inc. 2.62%, 07/18/2022

    3,652,492  
    2,000,000    

Mizuho Financial Group, Inc. 2.72%, 07/16/2023, (2.72% fixed rate until 07/16/2022; 3 mo. USD LIBOR + 0.840% thereafter)(6)

    2,034,760  
   

Morgan Stanley

 

    2,000,000    

0.73%, 01/20/2023, 3 mo. USD SOFR + 0.700%(3)

    1,928,429  
 

 

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

 

 

  83  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
          Commercial Banks - 15.2% - (continued)  
$     920,000    

2.50%, 04/21/2021

  $ 931,254  
    2,675,000    

4.00%, 07/23/2025

    2,945,594  
    3,400,000    

National Bank of Canada 2.15%, 10/07/2022(1)

    3,445,379  
    4,125,000    

NatWest Markets plc 3.63%, 09/29/2022(1)

    4,257,203  
   

Regions Financial Corp.

 

    2,500,000    

2.75%, 08/14/2022

    2,542,301  
    1,500,000    

3.80%, 08/14/2023

    1,583,642  
    3,900,000    

Royal Bank of Canada 2.25%, 11/01/2024

    3,993,013  
    3,530,000    

Santander Holdings USA, Inc. 3.70%, 03/28/2022

    3,575,043  
   

Santander UK plc

 

    2,670,000    

2.10%, 01/13/2023

    2,688,354  
    2,000,000    

3.40%, 06/01/2021

    2,037,200  
   

Skandinaviska Enskilda Banken AB

 

    1,400,000    

2.63%, 11/17/2020(1)

    1,412,421  
    1,500,000    

2.80%, 03/11/2022

    1,531,460  
   

Standard Chartered plc

 

    3,655,000    

2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200% thereafter)(1)(6)

    3,664,071  
    3,400,000    

4.25%, 01/20/2023, (4.25% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.150% thereafter)(1)(6)

    3,487,917  
    895,000    

SunTrust Banks, Inc. 2.90%, 03/03/2021

    907,340  
   

UniCredit S.p.A.

 

    3,250,000    

3.75%, 04/12/2022(1)

    3,282,805  
    3,035,000    

6.57%, 01/14/2022(1)

    3,130,360  
   

Wells Fargo & Co.

 

    7,500,000    

2.16%, 02/11/2026, (2.16% fixed rate until 02/11/2025; 3 mo. USD LIBOR + 0.750% thereafter)(6)

    7,536,244  
    4,650,000    

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(6)

    4,720,989  
     

 

 

 
        211,125,066  
     

 

 

 
          Commercial Services - 1.1%  
   

Equifax, Inc.

 

    3,365,000    

2.60%, 12/01/2024

    3,413,206  
    1,035,000    

3.30%, 12/15/2022

    1,062,145  
    2,555,000    

3.95%, 06/15/2023

    2,669,827  
   

Global Payments, Inc.

 

    2,345,000    

2.65%, 02/15/2025

    2,412,010  
    1,500,000    

3.80%, 04/01/2021

    1,520,935  
    2,750,000    

IHS Markit Ltd. 4.13%, 08/01/2023

    2,943,738  
    1,500,000    

Total System Services, Inc. 4.00%, 06/01/2023

    1,603,844  
     

 

 

 
        15,625,705  
     

 

 

 
          Construction Materials - 0.4%  
    3,600,000    

Carrier Global Corp. 2.24%, 02/15/2025(1)

    3,573,575  
    2,000,000    

Fortune Brands Home & Security, Inc. 3.00%, 06/15/2020

    1,999,681  
     

 

 

 
        5,573,256  
     

 

 

 
          Diversified Financial Services - 2.8%  
    910,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/23/2023

    812,684  
    2,230,000    

AIG Global Funding 2.30%, 07/01/2022(1)

    2,267,442  
   

Air Lease Corp.

 

    2,500,000    

2.25%, 01/15/2023

    2,322,152  
    2,700,000    

2.63%, 07/01/2022

    2,510,917  
   

Aircastle Ltd.

 

    1,200,000    

4.13%, 05/01/2024

    1,052,359  
    1,400,000    

4.40%, 09/25/2023

    1,229,028  
    3,075,000    

5.13%, 03/15/2021

    3,003,922  
    2,690,000    

Ally Financial, Inc. 3.88%, 05/21/2024

    2,642,925  
    4,250,000    

Avolon Holdings Funding Ltd. 2.88%, 02/15/2025(1)

    3,418,603  
    2,500,000    

CNA Financial Corp. 7.25%, 11/15/2023

    2,851,448  
    4,125,000    

LeasePlan Corp. N.V. 2.88%, 10/24/2024(1)

    4,072,665  
    2,525,000    

Protective Life Global Funding 2.62%, 08/22/2022(1)

    2,562,337  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
          Diversified Financial Services - 2.8% - (continued)  
$     1,800,000    

Societe Generale S.A. 3.25%, 01/12/2022(1)

  $ 1,831,139  
   

Synchrony Financial

 

    2,135,000    

2.85%, 07/25/2022

    2,076,535  
    1,245,000    

4.38%, 03/19/2024

    1,223,269  
    4,925,000    

Western Union Co. 2.85%, 01/10/2025

    4,878,478  
     

 

 

 
        38,755,903  
     

 

 

 
          Electric - 3.2%  
    2,500,000    

AEP Texas, Inc. 2.40%, 10/01/2022

    2,557,520  
    2,500,000    

Ameren Corp. 2.50%, 09/15/2024

    2,588,433  
    1,605,000    

CenterPoint Energy Resources Corp. 4.50%, 01/15/2021

    1,626,743  
    3,400,000    

CenterPoint Energy, Inc. 3.85%, 02/01/2024

    3,635,324  
    2,280,000    

Cleco Corporate Holdings LLC 3.74%, 05/01/2026

    2,301,969  
    2,475,000    

Dominion Energy, Inc. 3.07%, 08/15/2024(5)

    2,592,193  
   

Edison International

 

    2,000,000    

2.40%, 09/15/2022(7)

    1,995,865  
    2,750,000    

2.95%, 03/15/2023

    2,750,901  
    1,840,000    

3.55%, 11/15/2024

    1,929,211  
    395,000    

Emera U.S. Finance L.P. 2.70%, 06/15/2021

    397,246  
   

Enel Finance International N.V.

 

    3,150,000    

2.88%, 05/25/2022(1)

    3,168,061  
    1,500,000    

4.25%, 09/14/2023(1)

    1,589,918  
    3,760,000    

Evergy, Inc. 2.45%, 09/15/2024

    3,895,304  
   

Eversource Energy

 

    1,055,000    

2.50%, 03/15/2021

    1,063,667  
    890,000    

3.80%, 12/01/2023

    960,842  
    805,000    

Exelon Corp. 2.85%, 06/15/2020

    805,482  
    970,000    

FirstEnergy Corp. 2.85%, 07/15/2022

    989,610  
    1,850,000    

ITC Holdings Corp. 2.70%, 11/15/2022

    1,894,672  
    705,000    

Potomac Electric Power Co. 3.05%, 04/01/2022

    728,241  
    3,410,000    

Public Service Enterprise Group, Inc. 2.88%, 06/15/2024

    3,560,177  
    3,000,000    

Southern Co. 2.35%, 07/01/2021

    3,035,636  
     

 

 

 
        44,067,015  
     

 

 

 
          Electronics - 0.1%  
    850,000    

Fortive Corp. 2.35%, 06/15/2021

    853,926  
    870,000    

Keysight Technologies Co. 4.55%, 10/30/2024

    946,238  
     

 

 

 
        1,800,164  
     

 

 

 
          Engineering & Construction - 0.1%  
    1,760,000    

SBA Tower Trust 3.17%, 04/09/2047(1)

    1,784,064  
     

 

 

 
          Entertainment - 0.2%  
    2,835,000    

Eldorado Resorts, Inc. 7.00%, 08/01/2023

    2,721,600  
     

 

 

 
          Food - 1.1%  
   

Conagra Brands, Inc.

 

    1,200,000    

3.25%, 09/15/2022

    1,233,146  
    2,000,000    

4.30%, 05/01/2024

    2,177,089  
    4,000,000    

Danone S.A. 2.08%, 11/02/2021(1)

    4,043,907  
   

Kraft Heinz Foods Co.

 

    190,000    

2.80%, 07/02/2020

    189,636  
    3,550,000    

3.50%, 07/15/2022

    3,628,181  
    2,500,000    

Mondelez International Holdings Netherlands B.V. 2.00%, 10/28/2021(1)

    2,522,171  
    2,000,000    

Tyson Foods, Inc. 4.50%, 06/15/2022

    2,113,630  
     

 

 

 
        15,907,760  
     

 

 

 
          Healthcare-Products - 0.4%  
    2,260,000    

Boston Scientific Corp. 3.45%, 03/01/2024

    2,394,468  
    2,870,000    

Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026

    2,899,877  
     

 

 

 
        5,294,345  
     

 

 

 
          Healthcare-Services - 1.6%  
   

Anthem, Inc.

 

    2,720,000    

2.38%, 01/15/2025

    2,799,222  
    1,500,000    

2.95%, 12/01/2022

    1,556,705  
 

 

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

 

 

  84  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
          Healthcare-Services - 1.6% - (continued)  
$     3,800,000    

Centene Corp. 4.75%, 05/15/2022

  $ 3,838,000  
    3,771,000    

CommonSpirit Health 2.76%, 10/01/2024

    3,703,209  
    2,000,000    

HCA, Inc. 4.75%, 05/01/2023

    2,131,682  
   

Howard University

 

    1,965,000    

2.42%, 10/01/2024

    2,003,767  
    655,000    

2.52%, 10/01/2025

    654,746  
    1,685,000    

Howard University, Inc. 2.74%, 10/01/2022

    1,703,784  
    3,300,000    

UnitedHealth Group, Inc. 3.50%, 02/15/2024

    3,596,395  
     

 

 

 
        21,987,510  
     

 

 

 
          Home Builders - 0.1%  
    2,000,000    

Toll Brothers Finance Corp. 5.88%, 02/15/2022

    2,057,500  
     

 

 

 
          Household Products/Wares - 0.2%  
    2,515,000    

Church & Dwight Co., Inc. 2.88%, 10/01/2022(7)

    2,574,203  
     

 

 

 
          Insurance - 0.8%  
    565,000    

Aon Corp. 2.20%, 11/15/2022

    575,498  
    1,250,000    

Assurant, Inc. 4.20%, 09/27/2023

    1,310,332  
    785,000    

AXA Equitable Holdings, Inc. 3.90%, 04/20/2023

    815,806  
    3,250,000    

Liberty Mutual Group, Inc. 4.95%, 05/01/2022(1)

    3,429,337  
    2,315,000    

Marsh & McLennan Cos., Inc. 3.88%, 03/15/2024

    2,518,212  
    705,000    

Trinity Acquisition plc 3.50%, 09/15/2021

    718,174  
    2,250,000    

Willis North America, Inc. 3.60%, 05/15/2024

    2,365,724  
     

 

 

 
        11,733,083  
     

 

 

 
          Internet - 0.4%  
    2,000,000    

Netflix, Inc. 5.50%, 02/15/2022

    2,080,000  
    3,630,000    

Tencent Holdings Ltd. 2.99%, 01/19/2023(1)

    3,712,516  
     

 

 

 
        5,792,516  
     

 

 

 
          Iron/Steel - 0.6%  
   

Steel Dynamics, Inc.

 

    7,000,000    

2.80%, 12/15/2024

    6,847,076  
    1,000,000    

5.25%, 04/15/2023

    1,005,157  
     

 

 

 
        7,852,233  
     

 

 

 
          IT Services - 1.1%  
   

Hewlett Packard Enterprise Co.

 

    4,550,000    

2.25%, 04/01/2023

    4,616,838  
    1,250,000    

3.50%, 10/05/2021

    1,280,229  
    1,250,000    

3.60%, 10/15/2020

    1,257,899  
    5,775,000    

International Business Machines Corp. 3.00%, 05/15/2024

    6,183,657  
    2,200,000    

NCR Corp. 5.00%, 07/15/2022

    2,194,500  
     

 

 

 
        15,533,123  
     

 

 

 
          Lodging - 0.9%  
    5,090,000    

Las Vegas Sands Corp. 3.20%, 08/08/2024

    4,946,961  
   

Marriott International, Inc.

 

    1,565,000    

2.13%, 10/03/2022

    1,476,138  
    1,500,000    

2.30%, 01/15/2022

    1,452,898  
    2,500,000    

3.60%, 04/15/2024

    2,382,861  
    2,300,000    

MGM Resorts International 6.00%, 03/15/2023

    2,236,750  
     

 

 

 
        12,495,608  
     

 

 

 
          Machinery-Diversified - 0.7%  
   

CNH Industrial Capital LLC

 

    2,000,000    

4.38%, 11/06/2020

    2,005,547  
    995,000    

4.38%, 04/05/2022

    1,019,094  
    1,850,000    

Otis Worldwide Corp. 2.06%, 04/05/2025(1)

    1,884,419  
   

Roper Technologies, Inc.

 

    3,225,000    

2.35%, 09/15/2024

    3,271,289  
    1,500,000    

3.65%, 09/15/2023

    1,581,230  
     

 

 

 
        9,761,579  
     

 

 

 
          Media - 1.9%  
    1,500,000    

CCO Holdings LLC / CCO Holdings Capital Corp. 5.13%, 05/01/2023(1)

    1,519,215  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
          Media - 1.9% - (continued)  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
$     1,685,000    

3.58%, 07/23/2020

  $ 1,687,308  
    2,500,000    

4.46%, 07/23/2022

    2,633,653  
    3,185,000    

Comcast Corp. 3.70%, 04/15/2024

    3,488,907  
   

Cox Communications, Inc.

 

    905,000    

2.95%, 06/30/2023(1)

    940,755  
    2,207,000    

3.15%, 08/15/2024(1)

    2,332,371  
    3,000,000    

3.25%, 12/15/2022(1)

    3,122,852  
    2,195,000    

Discovery Communications LLC 2.80%, 06/15/2020

    2,195,646  
   

Fox Corp.

 

    550,000    

3.67%, 01/25/2022

    569,977  
    735,000    

4.03%, 01/25/2024

    794,040  
   

ViacomCBS, Inc.

 

    815,000    

2.90%, 06/01/2023

    823,030  
    2,900,000    

3.25%, 03/15/2023

    2,953,108  
    2,675,000    

Videotron Ltd. 5.00%, 07/15/2022

    2,748,563  
     

 

 

 
        25,809,425  
     

 

 

 
          Mining - 0.3%  
   

Anglo American Capital plc

 

    2,250,000    

3.75%, 04/10/2022(1)

    2,264,489  
    1,500,000    

4.13%, 04/15/2021(1)

    1,507,722  
    320,000    

Glencore Funding LLC 3.00%, 10/27/2022(1)

    317,488  
     

 

 

 
        4,089,699  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
    1,480,000    

Parker-Hannifin Corp. 2.70%, 06/14/2024

    1,512,415  
     

 

 

 
      Office/Business Equipment - 0.7%  
 

Xerox Corp.

 

    4,000,000    

2.75%, 09/01/2020

    4,000,000  
    5,195,000    

4.50%, 05/15/2021

    5,209,026  
     

 

 

 
    9,209,026  
     

 

 

 
      Oil & Gas - 2.6%  
 

Aker BP ASA

 

    5,845,000    

3.00%, 01/15/2025(1)

    5,099,941  
    3,075,000    

4.75%, 06/15/2024(1)

    2,852,390  
    875,000    

Canadian Natural Resources Ltd. 2.95%, 01/15/2023

    844,325  
    2,795,000    

Cimarex Energy Co. 4.38%, 06/01/2024

    2,564,842  
    3,400,000    

Eni S.p.A. 4.00%, 09/12/2023(1)

    3,464,951  
    3,000,000    

Marathon Petroleum Corp. 4.50%, 05/01/2023

    3,005,281  
    3,000,000    

Noble Energy, Inc. 3.90%, 11/15/2024

    2,690,450  
   

Occidental Petroleum Corp.

 
    5,050,000    

2.70%, 08/15/2022

    4,393,500  
    1,991,000    

4.85%, 03/15/2021

    1,911,360  
EUR     2,535,000    

Petroleos Mexicanos 3.13%, 11/27/2020(8)

    2,701,584  
$     1,565,000    

Pioneer Natural Resources Co. 3.45%, 01/15/2021

    1,569,782  
 

Valero Energy Corp.

 

    3,500,000    

2.70%, 04/15/2023

    3,495,046  
    735,000    

2.85%, 04/15/2025

    729,049  
     

 

 

 
    35,322,501  
     

 

 

 
      Pharmaceuticals - 1.8%  
 

AbbVie, Inc.

 

    1,250,000    

2.30%, 05/14/2021

    1,263,120  
    5,000,000    

2.60%, 11/21/2024(1)

    5,202,536  
 

Bayer U.S. Finance LLC

 

    2,000,000    

3.50%, 06/25/2021(1)

    2,040,778  
    1,400,000    

3.88%, 12/15/2023(1)

    1,486,224  
    2,081,000    

Cigna Corp. 3.75%, 07/15/2023

    2,222,952  
    1,060,000    

CVS Health Corp. 2.63%, 08/15/2024

    1,103,582  
   

Elanco Animal Health, Inc.

 
    4,075,000    

4.66%, 08/27/2021

    4,167,503  
    2,560,000    

5.02%, 08/28/2023

    2,700,800  
    95,000    

Mylan N.V. 3.75%, 12/15/2020

    95,066  
 

 

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

 

 

  85  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
      Pharmaceuticals - 1.8% - (continued)  
$     4,850,000    

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

  $ 4,722,687  
     

 

 

 
    25,005,248  
     

 

 

 
      Pipelines - 2.3%  
   

Energy Transfer Operating L.P.

 
    1,870,000    

2.90%, 05/15/2025

    1,740,631  
    1,130,000    

4.20%, 09/15/2023

    1,111,243  
    2,150,000    

4.50%, 04/15/2024

    2,123,328  
    1,700,000    

Enterprise Products Operating LLC 2.85%, 04/15/2021

    1,701,441  
    2,775,000    

EQM Midstream Partners L.P. 4.75%, 07/15/2023

    2,625,705  
 

Kinder Morgan Energy Partners L.P.

 

    850,000    

4.15%, 03/01/2022

    862,263  
    1,175,000    

5.30%, 09/15/2020

    1,184,000  
   

MPLX L.P.

 
    1,080,000    

1.90%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(3)

    1,016,056  
    240,000    

3.50%, 12/01/2022(1)

    237,037  
    5,200,000    

Phillips 66 Partners L.P. 2.45%, 12/15/2024

    5,001,589  
    2,050,000    

Sunoco Logistics Partners Operations L.P. 4.40%, 04/01/2021

    2,044,460  
 

Western Midstream Operating L.P.

 

    5,725,000    

3.10%, 02/01/2025

    5,224,063  
    750,000    

4.00%, 07/01/2022

    725,625  
    3,200,000    

Williams Cos., Inc. 4.30%, 03/04/2024

    3,301,110  
    3,000,000    

Williams Partners L.P. 3.60%, 03/15/2022

    3,034,784  
     

 

 

 
    31,933,335  
     

 

 

 
      Real Estate - 0.2%  
    2,000,000    

WEA Finance LLC 3.15%, 04/05/2022(1)

    1,999,521  
    1,100,000    

WEA Finance LLC / Westfield UK & Europe Finance plc 3.25%, 10/05/2020(1)

    1,099,598  
     

 

 

 
    3,099,119  
     

 

 

 
      Real Estate Investment Trusts - 1.7%  
   

American Tower Corp.

 
    1,750,000    

3.00%, 06/15/2023

    1,828,713  
    1,755,000    

3.30%, 02/15/2021

    1,775,324  
    2,350,000    

3.38%, 05/15/2024

    2,507,627  
    3,890,000    

Brandywine Operating Partnership L.P. 4.10%, 10/01/2024

    3,968,248  
   

Crown Castle International Corp.

 
    1,500,000    

3.15%, 07/15/2023

    1,571,288  
    240,000    

3.40%, 02/15/2021

    242,215  
    2,000,000    

Realty Income Corp. 3.25%, 10/15/2022

    2,051,494  
    1,745,000    

SBA Tower Trust 2.84%, 01/15/2025(1)

    1,777,068  
    3,700,000    

Ventas Realty L.P. 2.65%, 01/15/2025

    3,520,196  
   

Welltower, Inc.

 
    2,000,000    

3.63%, 03/15/2024

    2,024,662  
    2,000,000    

3.95%, 09/01/2023

    2,042,507  
     

 

 

 
    23,309,342  
     

 

 

 
      Retail - 0.8%  
   

CVS Health Corp.

 
    2,350,000    

2.13%, 06/01/2021

    2,369,153  
    715,000    

2.80%, 07/20/2020

    714,914  
    595,000    

3.35%, 03/09/2021

    604,697  
    2,500,000    

3.70%, 03/09/2023

    2,649,015  
    1,790,000    

Dollar Tree, Inc. 3.70%, 05/15/2023

    1,877,117  
    2,545,000    

FirstCash, Inc. 5.38%, 06/01/2024(1)

    2,551,362  
     

 

 

 
    10,766,258  
     

 

 

 
      Savings & Loans - 0.4%  
   

Nationwide Building Society

 
    3,550,000    

2.00%, 01/27/2023(1)(7)

    3,572,458  
    1,400,000    

3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(1)(6)

    1,435,644  
     

 

 

 
    5,008,102  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.2% - (continued)  
      Semiconductors - 0.4%  
   

Broadcom, Inc.

 
$     1,500,000    

3.13%, 10/15/2022(1)

  $ 1,554,447  
    1,500,000    

3.63%, 10/15/2024(1)

    1,580,872  
   

NXP B.V. / NXP Funding LLC

 
    2,000,000    

4.13%, 06/01/2021(1)

    2,043,137  
    860,000    

4.88%, 03/01/2024(1)

    933,642  
     

 

 

 
    6,112,098  
     

 

 

 
      Software - 0.1%  
    1,380,000    

Fiserv, Inc. 3.80%, 10/01/2023

    1,491,731  
     

 

 

 
      Telecommunications - 1.4%  
    2,390,000    

America Movil S.A.B. de C.V. 3.13%, 07/16/2022

    2,440,132  
   

AT&T, Inc.

 
    2,000,000    

2.80%, 02/17/2021

    2,021,353  
    2,000,000    

3.60%, 02/17/2023(7)

    2,102,901  
    5,500,000    

Nokia Oyj 3.38%, 06/12/2022

    5,541,250  
    3,485,625    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 03/20/2023(1)

    3,494,339  
    2,000,000    

Telefonica Emisiones S.A. 4.57%, 04/27/2023

    2,164,016  
    1,000,000    

Verizon Communications, Inc. 5.15%, 09/15/2023

    1,136,280  
     

 

 

 
        18,900,271  
     

 

 

 
      Toys/Games/Hobbies - 0.1%  
    1,750,000    

Hasbro, Inc. 2.60%, 11/19/2022

    1,767,477  
     

 

 

 
      Transportation - 1.1%  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    1,500,000    

2.70%, 03/14/2023(1)

    1,506,467  
    1,425,000    

2.70%, 11/01/2024(1)

    1,422,090  
    1,000,000    

3.20%, 07/15/2020(1)

    1,000,286  
    2,065,000    

3.45%, 07/01/2024(1)

    2,140,245  
    1,250,000    

3.90%, 02/01/2024(1)

    1,291,668  
    2,000,000    

4.13%, 08/01/2023(1)

    2,075,573  
    1,270,000    

Ryder System, Inc. 2.25%, 09/01/2021

    1,263,487  
    4,450,000    

TTX Co. 3.60%, 01/15/2025(1)

    4,802,304  
     

 

 

 
        15,502,120  
     

 

 

 
      Trucking & Leasing - 0.9%  
    2,650,000    

Aviation Capital Group LLC 3.88%, 05/01/2023(1)

    2,165,584  
    2,950,000    

Avolon Holdings Funding Ltd. 5.13%, 10/01/2023(1)

    2,639,412  
    5,275,000    

DAE Funding LLC 5.25%, 11/15/2021(1)

    4,826,625  
    2,500,000    

GATX Corp. 4.35%, 02/15/2024

    2,662,473  
    300,000    

Park Aerospace Holdings Ltd. 5.25%, 08/15/2022(1)

    276,600  
     

 

 

 
        12,570,694  
     

 

 

 
   

Total Corporate Bonds
(cost $735,673,449)

  $ 738,025,148  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 0.1%  
      Qatar - 0.1%  
    1,960,000    

Qatar Government International Bond 3.88%, 04/23/2023(1)

    2,076,173  
     

 

 

 
   

Total Foreign Government Obligations (cost $1,946,711)

  $ 2,076,173  
     

 

 

 
MUNICIPAL BONDS - 0.5%  
      General Obligation - 0.2%  
    2,805,000    

Cook County, IL, GO 4.74%, 11/15/2022

    2,909,851  
     

 

 

 
      Higher Education - 0.2%  
    2,630,000    

Chicago, IL, Board of Education, GO 5.28%, 12/01/2022

    2,657,168  
     

 

 

 
      Transportation - 0.1%  
    1,750,000    

Alameda Corridor Transportation Auth, CA 0.00%, 10/01/2022(9)

    1,681,505  
     

 

 

 
   

Total Municipal Bonds
(cost $7,106,316)

  $ 7,248,524  
     

 

 

 
 

 

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

 

 

  86  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10)  
      Advertising - 0.1%  
$     1,452,700    

Clear Channel Outdoor Holdings, Inc. 4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

  $ 1,258,401  
     

 

 

 
      Aerospace/Defense - 0.2%  
    3,761,337    

TransDigm, Inc. 2.65%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    3,283,535  
     

 

 

 
      Airlines - 0.1%  
    1,541,983    

American Airlines, Inc. 2.24%, 06/27/2025, 1 mo. USD LIBOR + 1.750%

    1,072,958  
    952,613    

WestJet Airlines Ltd. 4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000%

    762,833  
     

 

 

 
        1,835,791  
     

 

 

 
      Auto Manufacturers - 0.1%  
    1,451,887    

Navistar International Corp. 4.22%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    1,307,613  
     

 

 

 
      Auto Parts & Equipment - 0.4%  
    1,116,563    

Adient U.S. LLC 5.45%, 05/06/2024, 1 mo. USD LIBOR + 4.000%

    1,001,423  
EUR     330,000    

AL Alpine AT Bidco GmbH 3.00%, 10/31/2025, 3 mo. EURIBOR + 3.000%

    302,865  
$     720,119    

Altra Industrial Motion Corp. 2.40%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    676,912  
    382,163    

IAA, Inc. 2.69%, 06/28/2026, 1 mo. USD LIBOR + 2.250%

    360,188  
   

Panther BF Aggregator L.P.

 
EUR     1,620,000    

3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%

    1,631,230  
$     1,119,375    

3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

    1,010,796  
     

 

 

 
        4,983,414  
     

 

 

 
      Beverages - 0.1%  
    825,585    

Jacobs Douwe Egberts International B.V. 3.00%, 11/01/2025, 3 mo. USD LIBOR + 2.000%

    802,196  
    618,750    

Sunshine Investments B.V. 4.95%, 03/28/2025, 1 mo. USD LIBOR + 3.250%

    591,680  
     

 

 

 
        1,393,876  
     

 

 

 
      Chemicals - 0.5%  
    940,024    

Axalta Coating Systems U.S. Holdings, Inc. 3.20%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    911,823  
    848,845    

Cabot Microelectronics Corp. 2.44%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

    819,136  
EUR     627,702    

CTC AcquiCo GmbH 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

    625,099  
$     676,463    

Element Solutions, Inc. 2.40%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

    644,331  
    744,375    

Hexion, Inc. 4.94%, 07/01/2026, 1 mo. USD LIBOR + 3.500%

    707,625  
    301,583    

Minerals Technologies, Inc. 3.27%, 02/14/2024, 1 mo. USD LIBOR + 2.250%

    292,536  
   

Starfruit Finco B.V.

 
EUR     150,000    

3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

    152,255  
$     337,629    

3.86%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

    305,554  
    1,206,307    

Tronox Finance LLC 4.20%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

    1,128,657  
   

Univar, Inc.

 
    334,163    

3.45%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    317,768  
    582,409    

3.70%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    560,569  
    817,550    

WR Grace & Co. 3.20%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

    769,690  
     

 

 

 
        7,235,043  
     

 

 

 
          Commercial Services - 1.8%  
    944,602    

Allied Universal Holdco LLC 4.65%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

    876,591  
    640,000    

Amentum Government Services Holdings LLC 4.40%, 02/01/2027, 1 mo. USD LIBOR + 4.000%

    609,600  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
          Commercial Services - 1.8% - (continued)  
$     389,025    

Belron Finance U.S. LLC 3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

  $ 365,683  
    2,006,300    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    1,705,355  
    826,864    

BrightView Landscapes LLC 3.25%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    780,006  
   

Deerfield Dakota Holding, LLC

 
    2,650,000    

0.00%, 04/09/2027(11)

    2,517,500  
EUR     2,000,000    

4.00%, 04/09/2027, 1 mo. EURIBOR + 4.000%

    1,895,820  
$     1,805,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    1,683,162  
    100,320    

Energizer Holdings, Inc. 3.25%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

    97,979  
    192,378    

Garda World Security Corp. 6.39%, 10/30/2026, 1 mo. USD LIBOR + 4.750%

    184,443  
    517,400    

KAR Auction Services, Inc. 2.88%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    468,247  
EUR     925,000    

LGC Group Holdings Ltd. 0.00%, 01/22/2027(11)

    952,213  
$     1,679,688    

Quikrete Holdings, Inc. 2.90%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    1,552,921  
    1,754,380    

Russell Investments U.S. Inst’l Holdco, Inc. 3.82%, 06/01/2023, 3 mo. USD LIBOR + 2.750%

    1,598,311  
EUR     465,797    

Techem Verwaltungsgesellschaft 675 mbH 2.88%, 07/15/2025, 1 mo. EURIBOR + 2.875%

    493,215  
$     1,894,311    

Tempo Acquisition LLC 3.15%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

    1,774,742  
    1,454,403    

Trans Union LLC 2.15%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    1,391,005  
    3,560,775    

United Rentals, Inc. 2.15%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%

    3,381,241  
    483,788    

US Ecology, Inc. 2.90%, 11/01/2026, 1 mo. USD LIBOR + 2.500%

    469,274  
EUR     1,015,000    

Verisure Holding AB 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

    1,072,167  
$     865,858    

Weight Watchers International, Inc. 5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

    838,800  
     

 

 

 
        24,708,275  
     

 

 

 
          Construction Materials - 0.4%  
    230,893    

Advanced Drainage Systems, Inc. 3.25%, 07/31/2026, 1 mo. USD LIBOR + 2.250%

    223,678  
    1,290,707    

Brookfield WEC Holdings, Inc. 3.40%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    1,220,363  
    664,991    

Hamilton Holdco LLC 3.46%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

    635,066  
    1,000,000    

Installed Building Products, Inc. 2.65%, 04/15/2025, 1 mo. USD LIBOR + 2.250%

    920,000  
    997,449    

Jeld-Wen, Inc. 3.45%, 12/14/2024, 3 mo. USD LIBOR + 2.000%

    886,792  
    1,285,376    

NCI Building Systems, Inc. 4.58%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

    1,098,997  
     

 

 

 
        4,984,896  
     

 

 

 
      Distribution/Wholesale - 0.2%  
    2,587,000    

American Builders & Contractors Supply Co., Inc. 2.40%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    2,418,302  
    284,200    

Beacon Roofing Supply, Inc. 2.65%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    264,448  
     

 

 

 
        2,682,750  
     

 

 

 
      Diversified Financial Services - 0.6%  
   

AlixPartners LLP

 
EUR     361,350    

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

    384,106  
$     1,353,150    

3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%

    1,300,526  
    1,635,956    

Crown Finance U.S., Inc. 3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

    1,025,205  
 

 

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

 

 

  87  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
      Diversified Financial Services - 0.6% - (continued)  
$     479,500    

Delos Finance S.a.r.l. 3.20%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

  $ 452,888  
    585,550    

FinCo I LLC 2.40%, 12/27/2022, 1 mo. USD LIBOR + 2.000%

    561,080  
EUR     621,771    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    631,286  
$     440,213    

RP Crown Parent LLC 3.75%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

    420,403  
    1,905,225    

RPI 2019 Intermediate Finance Trust 2.15%, 02/11/2027, 1 mo. USD LIBOR + 1.750%

    1,846,487  
    416,341    

UFC Holdings LLC 4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

    388,238  
    997,091    

Victory Capital Holdings, Inc. 3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

    947,236  
     

 

 

 
        7,957,455  
     

 

 

 
      Electrical Components & Equipment - 0.3%  
    2,325,000    

Virgin Media Bristol LLC 3.31%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

    2,195,381  
EUR     1,400,000    

Virgin Media SFA Finance Ltd. 2.50%, 01/31/2029, 1 mo. EURIBOR + 2.500%

    1,472,822  
     

 

 

 
        3,668,203  
     

 

 

 
      Electronics - 0.1%  
$     770,250    

Resideo Funding, Inc. 3.71%, 10/24/2025, 3 mo. USD LIBOR + 2.250%

    747,143  
     

 

 

 
      Energy-Alternate Sources - 0.1%  
    1,517,963    

BCP Renaissance Parent LLC 4.95%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    1,161,241  
    455,775    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    314,485  
     

 

 

 
        1,475,726  
     

 

 

 
      Engineering & Construction - 0.1%  
    1,945,000    

Brand Energy & Infrastructure Services, Inc. 5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    1,639,265  
     

 

 

 
      Entertainment - 0.1%  
    685,000    

Banijay Entertainment S.A.S 0.00%, 03/04/2025(11)

    628,487  
    473,500    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    415,823  
    999,775    

Wyndham Hotels & Resorts, Inc. 2.15%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

    914,294  
     

 

 

 
        1,958,604  
     

 

 

 
      Environmental Control - 0.2%  
    1,126,739    

Advanced Disposal Services, Inc. 3.00%, 11/10/2023, 1 Week USD LIBOR + 2.250%

    1,111,404  
    1,716,561    

Clean Harbors, Inc. 2.15%, 06/28/2024, 1 mo. USD LIBOR + 1.750%

    1,670,437  
EUR     401,793    

Fluidra S.A. 2.00%, 07/02/2025, 1 mo. EURIBOR + 2.000%

    407,647  
     

 

 

 
        3,189,488  
     

 

 

 
      Food - 0.3%  
$     373,125    

B&G Foods, Inc. 2.90%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    359,834  
   

Froneri International plc

 
EUR     1,015,000    

2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625%

    1,046,807  
$     955,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    881,389  
    558,596    

Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

    532,415  
    1,174,100    

U.S. Foods, Inc. 3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    1,041,039  
     

 

 

 
        3,861,484  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
      Food Service - 0.1%  
$     350,563    

8th Avenue Food & Provisions, Inc. 4.33%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

  $ 334,598  
   

Aramark Services, Inc.

 
    554,934    

2.15%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

    518,342  
    1,020,000    

2.15%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    953,700  
    230,888    

CHG PPC Parent LLC 3.15%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    212,416  
     

 

 

 
        2,019,056  
     

 

 

 
      Gas - 0.1%  
   

Messer Industries GmbH

 
EUR     150,000    

2.50%, 03/01/2026, 3 mo. EURIBOR + 2.500%

    157,597  
$     584,100    

3.95%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

    550,882  
     

 

 

 
        708,479  
     

 

 

 
      Healthcare-Products - 0.1%  
    220,416    

Avantor Funding, Inc. 3.25%, 11/21/2024, 3 mo. USD LIBOR + 2.250%

    216,008  
EUR     443,888    

Grifols S.A. 2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250%

    477,245  
     

 

 

 
        693,253  
     

 

 

 
      Healthcare-Services - 1.0%  
$     386,848    

Agiliti Health, Inc. 4.44%, 01/04/2026, UNFND + 3.000%

    363,637  
    225,000    

CPI Holdco LLC 5.70%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

    215,156  
    537,300    

Emerald TopCo, Inc. 3.90%, 07/24/2026, 1 mo. USD LIBOR + 3.500%

    503,450  
    378,100    

Ensemble RCM LLC 5.51%, 08/03/2026, 1 mo. USD LIBOR + 3.750%

    361,464  
    817,144    

Envision Healthcare Corp. 4.15%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    558,379  
   

EyeCare Partners LLC

 
    292,297    

0.50%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(12)

    240,657  
    1,252,703    

4.82%, 02/05/2027, 1 mo. USD LIBOR + 3.750%

    1,031,388  
    804,745    

Gentiva Health Services, Inc. 3.69%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

    756,460  
EUR     584,588    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    627,007  
$     564,679    

Jaguar Holding Co. 2.90%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

    552,809  
   

MED ParentCo L.P.

 
    142,771    

4.25%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(12)

    119,924  
    570,207    

4.65%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    478,956  
    1,714,251    

MPH Acquisition Holdings LLC 4.20%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    1,573,905  
   

Surf Holdings LLC

 
EUR     265,000    

3.50%, 03/05/2027, 1 mo. EURIBOR + 3.500%

    263,103  
$     430,000    

4.81%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

    393,183  
    478,735    

Surgery Center Holdings, Inc. 4.25%, 09/03/2024, 1 mo. USD LIBOR + 3.250%

    426,074  
    797,776    

Syneos Health, Inc. 2.15%, 08/01/2024, 1 mo. USD LIBOR + 1.750%

    768,609  
    987,413    

Team Health Holdings, Inc. 3.75%, 02/06/2024, 1 mo. USD LIBOR + 2.750%

    723,487  
    1,520,750    

Universal Health Services, Inc. 2.15%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

    1,482,731  
    1,990,013    

Zelis Healthcare Corp. 5.15%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

    1,905,935  
     

 

 

 
        13,346,314  
     

 

 

 
          Household Products - 0.1%      
    601,163    

Diamond (BC) B.V. 3.40%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    515,875  
    126,893    

Prestige Brands, Inc. 2.40%, 01/26/2024, 1 mo. USD LIBOR + 2.000%

    123,340  
 

 

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

 

 

  88  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
          Household Products - 0.1% - (continued)      
$     905,000    

Reynolds Consumer Products LLC 2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

  $ 870,637  
     

 

 

 
        1,509,852  
     

 

 

 
          Insurance - 0.7%      
    980,000    

Acrisure LLC 5.21%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    898,337  
   

Asurion LLC

 
    1,879,116    

3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    1,790,196  
    2,262,872    

4.00%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

    2,174,620  
    965,000    

6.90%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

    931,225  
   

Hub International Ltd.

 
    1,360,763    

3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    1,272,000  
    538,650    

5.69%, 04/25/2025, 1 mo. USD LIBOR + 4.000%

    515,079  
    406,664    

NFP Corp. 3.65%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

    361,931  
   

Sedgwick Claims Management Services, Inc.

 
    1,766,179    

3.65%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    1,617,625  
    660,013    

4.40%, 09/03/2026, 1 mo. USD LIBOR + 4.000%

    614,841  
     

 

 

 
        10,175,854  
     

 

 

 
          IT Services - 0.2%      
   

Science Applications International Corp.

 
    1,866,575    

2.28%, 10/31/2025, 1 mo. ICE LIBOR + 1.875%

    1,814,852  
    1,200,000    

2.65%, 03/12/2027, 1 mo. USD LIBOR + 2.250%

    1,173,000  
     

 

 

 
        2,987,852  
     

 

 

 
          Leisure Time - 0.5%      
    2,955,361    

Caesars Resort Collection LLC 3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    2,487,438  
    2,733,990    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    2,488,423  
    465,155    

Eldorado Resorts LLC 3.25%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

    438,702  
    1,630,850    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    1,329,143  
    1,008,487    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

    872,342  
     

 

 

 
        7,616,048  
     

 

 

 
          Lodging - 0.4%      
    906,473    

Boyd Gaming Corp. 2.39%, 09/15/2023, 1 Week USD LIBOR + 2.250%

    839,059  
    1,645,017    

Caesars Entertainment Operating Co. 2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    1,584,365  
    686,863    

Four Seasons Hotels Ltd. 2.40%, 11/30/2023, 1 mo. USD LIBOR + 2.000%

    634,634  
    974,847    

Hilton Worldwide Finance LLC 2.24%, 06/22/2026, 1 mo. USD LIBOR + 1.750%

    922,858  
    1,500,151    

Station Casinos LLC2.66%, 02/08/2027, 1 mo. USD LIBOR + 2.250%

    1,318,678  
     

 

 

 
        5,299,594  
     

 

 

 
      Machinery - Construction & Mining - 0.0%  
    282,825    

Pike Corp.4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

    271,337  
     

 

 

 
      Machinery-Diversified - 0.1%  
    982,382    

Gardner Denver, Inc.2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    930,316  
    1,031,877    

Gates Global LLC3.75%, 04/01/2024, 3 mo. USD LIBOR + 2.750%

    947,305  
     

 

 

 
        1,877,621  
     

 

 

 
      Media - 1.6%  
    499,581    

Advantage Sales & Marketing, Inc.4.70%, 07/23/2021, 1 mo. USD LIBOR + 3.250%

    426,103  
    848,250    

Altice Financing S.A.3.38%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    780,390  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
      Media - 1.6% - (continued)  
$     1,181,882    

AVSC Holding Corp.4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

  $ 780,042  
EUR     370,000    

Banijay Entertainment S.A.S0.00%, 03/04/2025(11)

    379,515  
$     1,623,330    

Charter Communications Operating LLC2.16%, 02/01/2027, 3 mo. USD LIBOR + 1.750%

    1,557,049  
    1,100,000    

Cineworld Ltd.0.00%, 02/05/2027(11)

    660,000  
 

CSC Holdings LLC

 

    919,075    

3.06%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    872,974  
    1,234,375    

3.06%, 01/15/2026, 1 mo. ICE LIBOR + 2.250%

    1,171,113  
    1,100,305    

3.31%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    1,045,488  
    702,918    

E.W. Scripps Co.2.90%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

    654,241  
    1,193,748    

Gray Television, Inc.3.49%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

    1,121,133  
    715,938    

Houghton Mifflin Harcourt Publishing Co.7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    624,656  
    2,434,769    

ION Media Networks, Inc.3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

    2,207,532  
    71,146    

Mission Broadcasting, Inc.3.24%, 01/17/2024, 1 mo. ICE LIBOR + 2.250%

    66,750  
    1,062,832    

MTN Infrastructure TopCo, Inc.4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    977,476  
    334,984    

NASCAR Holdings, Inc.3.38%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    309,562  
 

Nexstar Broadcasting, Inc.

 

    276,553    

2.65%, 01/17/2024, 1 mo. ICE LIBOR + 2.250%

    259,465  
    2,132,588    

3.74%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    1,996,635  
    712,950    

Numericable Group S.A.3.15%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

    649,676  
    888,393    

Sinclair Television Group, Inc.3.32%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    821,763  
    1,381,538    

Terrier Media Buyer, Inc.5.70%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

    1,281,376  
    268,059    

Web.com Group, Inc.4.95%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

    238,350  
EUR     1,310,000    

Ziggo B.V.3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%

    1,364,976  
$     1,345,000    

Ziggo Financing Partnership3.31%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    1,252,531  
     

 

 

 
        21,498,796  
     

 

 

 
          Metal Fabricate/Hardware - 0.2%      
    550,000    

Arconic Corp.3.24%, 03/25/2027, 1 mo. USD LIBOR + 2.750%

    544,500  
    1,163,936    

Circor International, Inc.4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250%

    987,891  
    1,400,240    

Rexnord LLC2.32%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

    1,376,435  
     

 

 

 
        2,908,826  
     

 

 

 
      Miscellaneous Manufacturing - 0.3%  
    163,744    

Core & Main L.P.3.77%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

    153,664  
    982,123    

H.B. Fuller Co.2.72%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

    942,348  
    1,245,000    

Ingersoll-Rand Services Co.2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    1,179,015  
    511,138    

Momentive Performance Materials, Inc.3.66%, 05/15/2024, 3 mo. USD LIBOR + 3.250%

    454,181  
    383,075    

Tamko Building Products LLC3.65%, 06/01/2026, 1 mo. USD LIBOR + 3.250%

    362,006  
    1,711,640    

USI, Inc.3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    1,608,222  
     

 

 

 
        4,699,436  
     

 

 

 
 

 

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

 

 

  89  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
      Office/Business Equipment - 0.1%  
$     1,090,000    

Pitney Bowes, Inc.5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

  $ 931,950  
     

 

 

 
      Oil & Gas - 0.1%  
    773,225    

NorthRiver Midstream Finance L.P.4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    620,235  
    689,500    

Traverse Midstream Partners LLC5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

    512,691  
     

 

 

 
        1,132,926  
     

 

 

 
      Oil & Gas Services - 0.2%  
    740,000    

Buckeye Partners L.P.3.77%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

    691,441  
    650,088    

Lower Cadence Holdings LLC4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    447,748  
    2,267,863    

UGI Energy Services LLC4.15%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    2,025,950  
     

 

 

 
        3,165,139  
     

 

 

 
      Packaging & Containers - 0.5%  
    573,541    

Berlin Packaging LLC4.46%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

    519,530  
   

Berry Global, Inc.

 
    968,010    

2.83%, 10/01/2022, 3 mo. USD LIBOR + 2.000%

    941,796  
    1,191,000    

2.83%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    1,134,308  
   

Flex Acquisition Co., Inc.

 
    864,943    

4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

    806,560  
    997,633    

4.68%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

    928,796  
    2,178,880    

Reynolds Group Holdings, Inc.3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    2,073,117  
     

 

 

 
        6,404,107  
     

 

 

 
      Pharmaceuticals - 0.8%  
    916,728    

Bausch Health Companies, Inc.3.72%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    885,789  
    1,126,250    

Bausch Health Cos., Inc.3.47%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

    1,079,094  
    702,900    

Catalent Pharma Solutions, Inc.3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    686,789  
    5,285,000    

Elanco Animal Health, Inc.0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%(11)

    5,093,419  
    1,449,025    

Endo Luxembourg Finance Co., S.a r.l.5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

    1,314,092  
    524,008    

IQVIA, Inc.2.50%, 03/07/2024, 3 mo. USD LIBOR + 1.750%

    502,131  
    1,975,050    

Sunshine Luxembourg S.a.r.l.5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

    1,804,702  
     

 

 

 
        11,366,016  
     

 

 

 
      Real Estate - 0.2%  
    493,324    

Fly Funding S.a.r.l. 3.48%, 08/11/2025,
3 mo. USD LIBOR + 1.750%

    439,675  
    1,086,018    

KFC Holding Co. 2.47%, 04/03/2025,
1 mo. USD LIBOR + 1.750%

    1,033,465  
    1,345,909    

VICI Properties LLC 2.42%, 12/20/2024,
1 mo. USD LIBOR + 1.750%

    1,245,303  
     

 

 

 
    2,718,443  
     

 

 

 
      Retail - 0.7%  
    1,790,440    

B.C. Unlimited Liability Co. 2.15%, 11/19/2026,
1 mo. USD LIBOR + 1.750%

    1,674,616  
    1,775,622    

Bass Pro Group LLC 6.07%, 09/25/2024,
1 mo. USD LIBOR + 5.000%

    1,491,522  
    493,750    

Belron Finance U.S. LLC 3.96%, 11/13/2025,
1 mo. USD LIBOR + 2.250%

    461,656  
    335,000    

Buzz Merger Sub Ltd. 3.15%, 01/29/2027,
1 mo. USD LIBOR + 2.750%

    318,250  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
      Retail - 0.7% - (continued)  
 

Coty, Inc.

 

EUR     781,088    

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

  $ 719,002  
$     1,530,181    

3.17%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    1,229,883  
    477,688    

IRB Holding Corp. 3.75%, 02/05/2025,
1 mo. USD LIBOR + 2.750%

    415,761  
    1,020,712    

Michaels Stores, Inc. 3.57%, 01/30/2023,
1 mo. USD LIBOR + 2.500%

    837,494  
    1,006,457    

Staples, Inc. 6.02%, 04/16/2026,
3 mo. USD LIBOR + 5.000%

    798,453  
    1,987,352    

U.S. Foods, Inc. 2.15%, 06/27/2023,
1 mo. USD LIBOR + 1.750%

    1,826,814  
     

 

 

 
    9,773,451  
     

 

 

 
      Semiconductors - 0.2%  
    1,315,313    

Entegris, Inc. 2.40%, 11/06/2025,
1 mo. USD LIBOR + 2.000%

    1,289,006  
    1,087,922    

Microchip Technology, Inc. 2.41%, 05/29/2025,
1 mo. USD LIBOR + 2.000%

    1,043,045  
    567,866    

ON Semiconductor Corp. 2.40%, 09/19/2026,
1 mo. USD LIBOR + 2.000%

    546,878  
     

 

 

 
    2,878,929  
     

 

 

 
      Software - 1.3%  
    460,000    

AI Convoy (Luxembourg) S.a.r.l. 4.65%, 01/17/2027,
1 mo. USD LIBOR + 3.500%

    433,168  
    1,023,281    

Almonde, Inc. 4.50%, 06/13/2024,
3 mo. USD LIBOR + 3.500%

    884,852  
    1,425,381    

Aristocrat Technologies, Inc. 2.86%, 10/19/2024,
3 mo. USD LIBOR + 1.750%

    1,343,094  
    817,897    

CCC Information Services, Inc. 3.75%, 04/29/2024,
1 mo. USD LIBOR + 2.750%

    774,958  
    1,605,569    

CDW LLC 2.16%, 10/13/2026,
3 mo. USD LIBOR + 1.750%

    1,580,153  
    1,120,074    

Change Healthcare Holdings LLC 3.50%, 03/01/2024,
1 mo. USD LIBOR + 2.500%

    1,076,671  
EUR     300,000    

Cobham plc 3.75%, 01/17/2027,
1 mo. EURIBOR + 3.750%

    311,597  
$     1,370,000    

DCert Buyer, Inc. 4.40%, 10/16/2026,
1 mo. USD LIBOR + 4.000%

    1,285,512  
    138,237    

EVO Payments International LLC 3.69%, 12/22/2023,
1 mo. USD LIBOR + 3.250%

    127,593  
    1,126,027    

Go Daddy Operating Co. LLC 2.15%, 02/15/2024,
1 mo. USD LIBOR + 1.750%

    1,085,771  
    326,577    

Hyland Software, Inc. 4.00%, 07/01/2024,
1 mo. USD LIBOR + 3.250%

    312,087  
    556,693    

Infor U.S., Inc. 3.75%, 02/01/2022,
1 mo. USD LIBOR + 2.750%

    546,021  
    147,186    

MA FinanceCo. LLC 2.90%, 06/21/2024,
1 mo. USD LIBOR + 2.500%

    135,117  
    957,875    

Playtika Holding Corp. 7.07%, 12/10/2024,
1 mo. USD LIBOR + 6.000%

    945,901  
    993,985    

Seattle Spinco, Inc. 2.90%, 06/21/2024,
1 mo. USD LIBOR + 2.500%

    912,478  
    1,962,635    

SS&C Technologies Holdings Europe S.a.r.l
2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    1,883,660  
    313,824    

SS&C Technologies, Inc. 2.15%, 04/16/2025,
1 mo. USD LIBOR + 1.750%

    301,305  
    641,775    

Ultimate Software Group, Inc. 4.15%, 05/04/2026,
1 mo. USD LIBOR + 3.750%

    611,002  
    812,038    

Verint Systems, Inc. 2.99%, 06/28/2024,
1 mo. USD LIBOR + 2.000%

    791,737  
    780,942    

Western Digital Corp. 2.77%, 04/29/2023,
1 mo. USD LIBOR + 1.750%

    746,776  
    2,146,988    

WEX, Inc. 2.65%, 05/15/2026,
1 mo. USD LIBOR + 2.250%

    2,013,875  
     

 

 

 
    18,103,328  
     

 

 

 
 

 

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

 

 

  90  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 16.5%(10) - (continued)  
      Telecommunications - 0.9%  
$     1,674,099    

Altice France S.A. 4.50%, 01/31/2026,
3 mo. USD LIBOR + 3.688%

  $ 1,541,611  
    1,027,425    

CenturyLink, Inc. 2.65%, 03/15/2027,
1 mo. USD LIBOR + 2.250%

    969,632  
    1,728,169    

Ciena Corp. 4.00%, 09/26/2025,
1 mo. USD LIBOR + 0.750%

    1,700,518  
    735,000    

LCPR Loan Financing LLC 5.81%, 10/15/2026,
1 mo. USD LIBOR + 5.000%

    718,463  
    1,344,926    

Level 3 Financing, Inc. 2.15%, 03/01/2027,
1 mo. USD LIBOR + 1.750%

    1,285,521  
EUR     1,037,234    

Masmovil Holdphone S.A. 2.63%, 05/07/2026,
1 mo. EURIBOR + 2.625%

    1,095,165  
$     1,260,000    

T-Mobile USA, Inc. 0.00%, 04/01/2027,
1 mo. USD LIBOR + 1.750%(11)

    1,251,671  
    2,630,000    

Telenet Financing USD LLC 2.81%, 04/30/2028,
1 mo. USD LIBOR + 2.000%

    2,495,765  
 

Zayo Group Holdings, Inc.

 

EUR     435,000    

3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250%

    457,231  
$     1,110,000    

3.40%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    1,040,303  
     

 

 

 
    12,555,880  
     

 

 

 
      Transportation - 0.4%  
EUR     240,000    

Boluda Corp. Maritima S.L. 3.50%, 07/30/2026,
1 mo. EURIBOR + 3.500%

    246,566  
$     1,326,667    

Dynasty Acquisition Co., Inc. 4.95%, 04/06/2026,
3 mo. USD LIBOR + 3.500%

    1,157,517  
    3,150,000    

Genesee & Wyoming, Inc. 3.45%, 12/30/2026,
1 mo. USD LIBOR + 2.000%

    3,040,884  
    907,599    

Savage Enterprises LLC 3.72%, 08/01/2025,
1 mo. USD LIBOR + 3.000%

    873,564  
     

 

 

 
    5,318,531  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $248,055,283)

  $ 228,131,980  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 8.2%  
      Mortgage-Backed Agencies - 8.2%  
      FHLMC - 2.3%  
$     5,000,000    

1.13%, 08/12/2021

  $ 5,055,974  
    5,916,975    

1.25%, 07/15/2031

    5,962,732  
    2,013,070    

1.44%, 11/25/2048,
1 mo. USD LIBOR + 0.950%(1)(3)

    1,965,794  
    1,595,814    

1.50%, 01/15/2027

    1,610,551  
    10,498,812    

1.74%, 07/25/2021(2)(4)

    140,642  
    3,313,069    

2.00%, 09/15/2041

    3,382,964  
    4,253,043    

2.50%, 12/15/2042

    4,413,435  
    4,801,032    

3.00%, 04/01/2031

    5,076,694  
    649,289    

3.50%, 04/01/2027

    689,108  
    652,467    

3.50%, 09/15/2043

    693,171  
    1,927,281    

3.75%, 05/15/2039(5)

    2,022,353  
    896,291    

3.81%, 05/25/2048(1)(2)

    894,411  
     

 

 

 
        31,907,829  
     

 

 

 
          FNMA - 4.0%  
    3,449,099    

1.50%, 11/25/2042

    3,463,797  
    1,354,486    

1.75%, 05/25/2040

    1,375,707  
    5,670,735    

2.00%, 04/25/2034

    5,796,394  
    1,800,656    

2.00%, 07/25/2039

    1,831,874  
    9,553,262    

2.50%, 03/25/2035

    9,892,176  
    6,458,391    

3.00%, 02/25/2043

    6,791,120  
    403,369    

3.00%, 04/25/2043

    427,770  
    2,916,555    

3.00%, 05/25/2047

    3,018,383  
    6,243,591    

3.25%, 11/25/2043

    6,663,511  
    1,084,393    

3.50%, 11/01/2026

    1,144,947  
    2,694,593    

3.50%, 12/01/2026

    2,847,415  
    396,230    

3.50%, 12/01/2028

    419,466  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 8.2% - (continued)  
          FNMA - 4.0% - (continued)  
$     5,209,425    

3.50%, 10/25/2035

  $ 5,681,146  
    3,898,481    

3.50%, 07/25/2045

    4,102,187  
    1,417,618    

3.50%, 05/25/2056

    1,516,848  
     

 

 

 
        54,972,741  
     

 

 

 
          GNMA - 1.5%  
    773,834    

1.75%, 03/20/2039

    776,225  
    3,679,082    

2.00%, 05/20/2046

    3,771,099  
    7,762,430    

2.50%, 10/20/2041

    8,083,022  
    3,182,592    

2.50%, 07/20/2042

    3,332,429  
    2,196,292    

3.00%, 08/20/2045

    2,310,613  
    1,600,512    

3.50%, 05/20/2048

    1,740,601  
    156,686    

5.00%, 08/20/2039

    176,279  
     

 

 

 
        20,190,268  
     

 

 

 
          UMBS - 0.4%  
    5,600,000    

FNMA 3.50%, 05/18/2035(13)

    5,910,625  
     

 

 

 
   

Total U.S. Government Agencies
(cost $107,949,467)

  $ 112,981,463  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 1.1%      
          U.S. Treasury Securities - 1.1%  
          U.S. Treasury Notes - 1.1%  
    9,950,000    

1.38%, 02/15/2023

    10,266,379  
    4,265,000    

1.63%, 11/30/2020

    4,302,319  
     

 

 

 
        14,568,698  
     

 

 

 
        14,568,698  
     

 

 

 
   

Total U.S. Government Securities
(cost $14,400,625)

  $ 14,568,698  
     

 

 

 
   

Total Long-Term Investments
(cost $1,374,529,828)

  $ 1,358,113,891  
     

 

 

 
SHORT-TERM INVESTMENTS - 3.3%      
          Other Investment Pools & Funds - 3.0%  
    42,247,754    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(14)

    42,247,754  
     

 

 

 
   

Securities Lending Collateral - 0.3%

 

    176,980    

Citibank NA DDCA, 0.04%, 5/1/2020(14)

    176,980  
    1,626,979    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.18%(14)

    1,626,979  
    988,535    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(14)

    988,535  
    740,083    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(14)

    740,083  
     

 

 

 
        3,532,577  
     

 

 

 
   

Total Short-Term Investments
(cost $45,780,331)

  $ 45,780,331  
     

 

 

 
     

Total Investments
(cost $1,420,310,159)

    101.3    $ 1,403,894,222  
     

Other Assets and Liabilities

    (1.3 )%       (17,906,635
       

 

 

    

 

 

 
     

Total Net Assets

    100.0    $ 1,385,987,587  
       

 

 

    

 

 

 

 

Note:

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

 

 

 

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

 

 

  91  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $460,493,094, representing 33.2% of net assets.

 

(2) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(3) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(4) 

Securities disclosed are interest-only strips.

 

(5) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(6) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(7) 

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

(8) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of this security was $2,701,584, representing 0.2% of net assets.

 

(9) 

Security is a zero-coupon bond.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(11) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(12) 

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2020, the aggregate value of the unfunded commitment was $360,581, which rounds to 0.0% of total net assets.

 

(13) 

Represents or includes a TBA transaction.

 

(14) 

Current yield as of period end.

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

U.S. Treasury 02-Year Note Future

     1,326        06/30/2020      $ 292,289,766      $ 4,863,536  
           

 

 

 
Short position contracts:                            

U.S. Treasury 10-Year Note Future

     149        06/19/2020      $ 20,720,312      $ (958,395

U.S. Treasury 5-Year Note Future

     1,442        06/30/2020        180,948,469        (5,739,730
           

 

 

 

Total

 

   $ (6,698,125 ) 
           

 

 

 

Total futures contracts

 

   $     (1,834,589 ) 
           

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
     Amount and Description of
Currency to be Sold
     Counterparty      Settlement
Date
    Appreciation     Depreciation  
  15,875,780        USD        14,644,000        EUR        MSC        05/29/20     $     $ (181,028
  2,837,246        USD        2,614,000        EUR        CBK        06/04/20             (29,262
                

 

 

   

 

 

 
 

Total foreign currency contracts

       $     —     $     (210,290
                

 

 

   

 

 

 

 

 

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.

 

 

  92  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 255,081,905     $     $ 255,081,905     $  

Corporate Bonds

     738,025,148             738,025,148        

Foreign Government Obligations

     2,076,173             2,076,173        

Municipal Bonds

     7,248,524             7,248,524        

Senior Floating Rate Interests

     228,131,980             228,131,980        

U.S. Government Agencies

     112,981,463             112,981,463        

U.S. Government Securities

     14,568,698             14,568,698        

Short-Term Investments

     45,780,331       45,780,331              

Futures Contracts(2)

     4,863,536       4,863,536              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     1,408,757,758     $     50,643,867     $     1,358,113,891     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (210,290   $     $ (210,290   $  

Futures Contracts(2)

     (6,698,125     (6,698,125            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (6,908,415   $ (6,698,125   $ (210,290   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  93  

 


The Hartford Strategic Income Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 8.7%  
      Asset-Backed - Automobile - 0.2%  
$     475,000    

Exeter Automobile Receivables Trust
2.73%, 12/15/2025(1)

  $ 415,111  
    1,370,000    

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

    1,384,919  
     

 

 

 
        1,800,030  
     

 

 

 
      Asset-Backed - Finance & Insurance - 1.4%  
    961,406    

Aaset Trust
6.41%, 01/16/2040(1)

    408,766  
   

Bayview Opportunity Master Fund Trust

 

    55,819    

3.50%, 01/28/2055(1)(2)

    56,075  
    94,463    

3.50%, 06/28/2057(1)(2)

    93,937  
    116,138    

3.50%, 01/28/2058(1)(2)

    116,034  
    52,852    

4.00%, 11/28/2053(1)(2)

    53,346  
    104,782    

4.00%, 10/28/2064(1)(2)

    105,910  
    229,450    

Bellemeade Re Ltd.
1.59%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(3)

    224,075  
    658,275    

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

    675,147  
    277,530    

Eagle RE Ltd.
2.19%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(3)

    263,649  
    18,952    

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(2)

    14,061  
    2,825,000    

Ford Credit Floorplan Master Owner Trust A
3.10%, 05/15/2023

    2,755,619  
    1,455,182    

GSAMP Trust
0.58%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(3)

    863,741  
    250,000    

Madison Park Funding Ltd.
2.20%, 07/23/2029, 3 mo. USD LIBOR + 1.160%(1)(3)

    247,150  
    1,525,557    

MFA Trust
3.35%, 11/25/2047(1)(4)

    1,375,089  
    159,500    

OneMain Financial Issuance Trust
2.37%, 09/14/2032(1)

    158,609  
   

SoFi Consumer Loan Program LLC

 

    19,715    

2.50%, 05/26/2026(1)

    19,652  
    16,038    

2.77%, 05/25/2026(1)

    16,017  
    7,527    

3.05%, 12/26/2025(1)

    7,484  
    37,666    

3.09%, 10/27/2025(1)

    37,378  
    16,930    

3.28%, 01/26/2026(1)

    16,912  
   

Springleaf Funding Trust

 

    310,000    

2.68%, 07/15/2030(1)

    303,762  
    11,934    

2.90%, 11/15/2029(1)

    11,922  
   

Towd Point Mortgage Trust

 

    201,326    

2.75%, 10/25/2056(1)(2)

    202,410  
    47,719    

2.75%, 04/25/2057(1)(2)

    47,845  
    1,699,301    

2.75%, 06/25/2057(1)(2)

    1,712,531  
    107,620    

2.75%, 07/25/2057(1)(2)

    107,950  
    1,270,228    

2.75%, 10/25/2057(1)(2)

    1,283,424  
    465,000    

Vericrest Opportunity Loan Trust
5.19%, 09/25/2049(1)(4)

    328,416  
    581,613    

Wendy’s Funding LLC
3.88%, 03/15/2048(1)

    555,039  
    386,100    

Wingstop Funding LLC
4.97%, 12/05/2048(1)

    393,173  
     

 

 

 
        12,455,123  
     

 

 

 
      Asset-Backed - Home Equity - 0.6%  
   

GSAA Home Equity Trust

 
    580,276    

0.56%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(3)

    239,104  
    956,460    

0.57%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(3)

    381,412  
    987,638    

0.67%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(3)

    366,111  
    765,708    

0.72%, 04/25/2047, 1 mo. USD LIBOR + 0.230%(3)

    435,753  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 8.7% - (continued)  
      Asset-Backed - Home Equity - 0.6% - (continued)  
$     1,430,775    

Legacy Mortgage Asset Trust
3.25%, 11/25/2059(1)(4)

  $ 1,331,637  
    2,256,748    

Morgan Stanley Mortgage Loan Trust
0.66%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(3)

    844,207  
   

Soundview Home Loan Trust

 

    2,251,000    

0.73%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(3)

    1,822,702  
    115,000    

0.74%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(3)

    96,526  
     

 

 

 
        5,517,452  
     

 

 

 
          Collateralized - Mortgage Obligations - 0.2%  
    570,765    

Homeward Opportunities Fund Trust
2.70%, 09/25/2059(1)(2)

    564,547  
    1,700,000    

Natixis Commercial Mortgage Securities Trust
4.30%, 10/15/2036(1)

    1,502,288  
     

 

 

 
        2,066,835  
     

 

 

 
          Commercial Mortgage - Backed Securities - 1.9%  
    2,060,000    

BAMLL Commercial Mortgage Securities Trust
3.84%, 11/05/2032(1)(2)

    1,336,451  
    1,000,000    

BX Commercial Mortgage Trust
3.31%, 12/15/2036, 1 mo. USD LIBOR + 2.500%(1)(3)

    896,482  
    2,260,000    

CAMB Commercial Mortgage Trust
4.06%, 12/15/2037, 1 mo. USD LIBOR + 3.250%(1)(3)

    2,068,416  
    180,000    

Citigroup Commercial Mortgage Trust
4.76%, 03/10/2047(1)(2)

    129,972  
   

Commercial Mortgage Trust

 

    34,262    

1.91%, 07/10/2046(1)(2)(5)

    2  
    560,000    

4.75%, 10/15/2045(1)(2)

    28,000  
    981,000    

4.75%, 10/15/2045(1)(2)

    574,699  
    5,083    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    4,962  
   

GS Mortgage Securities Trust

 

    4,021,954    

0.11%, 07/10/2046(2)(5)

    10,127  
    7,566,776    

0.68%, 02/13/2053(2)(5)

    362,719  
    363,902    

1.49%, 08/10/2044(1)(2)(5)

    4,001  
    565,333    

3.67%, 04/10/2047(1)

    189,584  
    2,190,000    

4.90%, 11/10/2045(1)(2)

    1,783,585  
    175,000    

5.13%, 04/10/2047(1)(2)

    136,570  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 

    860,000    

2.73%, 10/15/2045(1)(2)

    447,295  
    485,000    

4.57%, 12/15/2047(1)(2)

    362,461  
    765,000    

5.60%, 08/15/2046(1)(2)

    687,538  
   

Morgan Stanley Capital Trust

 

    465,000    

5.42%, 07/15/2049(1)(2)

    276,262  
    4,551    

5.77%, 10/12/2052(1)(2)

    1,025  
    255,000    

MTRO Commercial Mortgage Trust
2.86%, 12/15/2033, 1 mo. USD LIBOR + 2.050%(1)(3)

    236,946  
    350,450    

PRPM
4.75%, 10/25/2024(1)(2)

    292,490  
    1,286,287    

Securitized Term Auto Loan Receivables Trust
4.57%, 03/25/2026(1)

    1,284,998  
    628,909    

Vericrest Opportunity Loan Trust
3.35%, 09/25/2049(1)(4)

    564,168  
    870,000    

VNDO Mortgage Trust
4.08%, 12/13/2029(1)(2)

    783,068  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.30%, 05/15/2048(2)

    10,634  
   

Wells Fargo N.A.

 

    6,586,177    

0.72%, 11/15/2062(2)(5)

    279,999  
    5,370,212    

0.82%, 12/15/2052(2)(5)

    260,106  
    12,435,845    

0.89%, 01/15/2063(2)(5)

    806,498  
 

 

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

 

 

  94  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 8.7% - (continued)  
          Commercial Mortgage - Backed Securities - 1.9% - (continued)  
   

WF-RBS Commercial Mortgage Trust

 

$     900,599    

3.02%, 11/15/2047(1)

  $ 542,076  
    2,125,000    

4.97%, 11/15/2045(1)(2)

    1,678,045  
    215,000    

5.00%, 06/15/2044(1)(2)

    119,968  
     

 

 

 
        16,159,147  
     

 

 

 
          FHLMC Collateral - 0.1%  
    2,355,000    

FHLMC
1.90%, 01/25/2030(2)(5)

    341,736  
     

 

 

 
          Other Asset Backed Securities - 1.1%  
    477,600    

Domino’s Pizza Master Issuer LLC
3.67%, 10/25/2049(1)

    467,589  
    1,002,691    

Marlette Funding Trust
2.69%, 09/17/2029(1)

    987,864  
    1,295,000    

OnDeck Asset Securitization Trust LLC
2.65%, 11/18/2024(1)

    1,296,634  
    1,080,350    

Pretium Mortgage Credit Partners LLC
3.11%, 07/27/2059(1)(4)

    990,944  
    1,810,000    

Vericrest Opportunity Loan Trust
5.19%, 10/25/2049(1)(4)

    1,211,331  
    1,650,000    

VOLT LXIII LLC
4.34%, 02/25/2050(1)(4)

    1,215,999  
    1,570,000    

VOLT LXIV LLC
4.63%, 10/25/2047(1)(4)

    1,218,293  
    1,455,000    

VOLT LXXX LLC
5.07%, 10/25/2049(1)(4)

    1,023,855  
    410,000    

VOLT LXXXIII LLC
4.95%, 11/26/2049(1)(4)

    295,382  
    1,160,000    

VOLT LXXXV LLC
4.46%, 01/25/2050(1)(4)

    815,888  
     

 

 

 
        9,523,779  
     

 

 

 
          Whole Loan Collateral CMO - 3.2%  
   

Alternative Loan Trust

 

    234,752    

0.81%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(3)

    189,142  
    145,787    

1.03%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(3)

    125,772  
    788,186    

5.75%, 05/25/2036

    517,067  
    730,376    

6.00%, 05/25/2036

    465,314  
    1,043,502    

Arroyo Mortgage Trust
2.96%, 10/25/2048(1)(2)

    1,035,266  
    199,457    

Banc of America Mortgage Trust
4.12%, 09/25/2035(2)

    170,374  
    201,009    

Bear Stearns Adjustable Rate Mortgage Trust
4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(3)

    191,883  
    85,438    

Bear Stearns Alt-A Trust
0.99%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(3)

    102,513  
    803,555    

Chase Mortgage Finance Trust
5.50%, 11/25/2035

    716,250  
    457,487    

CHL Mortgage Pass-Through Trust
3.79%, 09/25/2047(2)

    394,022  
    742,579    

COLT Mortgage Loan Trust
2.76%, 08/25/2049(1)(2)

    736,975  
   

Connecticut Avenue Securities Trust

 

    1,000,000    

2.59%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(3)

    890,760  
    659,470    

2.64%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(3)

    599,306  
    884,081    

2.79%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(3)

    806,392  
    488,392    

3.10%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(3)

    404,329  
    100,999    

CSMC Trust
3.25%, 04/25/2047(1)(2)

    100,285  
   

Deephaven Residential Mortgage Trust

 

    24,252    

2.45%, 06/25/2047(1)(2)

    23,978  
    69,337    

2.81%, 10/25/2047(1)(2)

    70,253  
    1,469,858    

2.96%, 07/25/2059(1)(2)

    1,464,020  
   

Fannie Mae Connecticut Avenue Securities

 

    481,185    

2.49%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(3)

    432,986  
    2,222,355    

2.69%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(3)

    2,057,664  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 8.7% - (continued)  
          Whole Loan Collateral CMO - 3.2% - (continued)  
$     508,612    

4.04%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(3)

  $ 488,114  
    1,518,000    

4.74%, 04/25/2029, 1 mo. USD LIBOR + 4.250%(3)

    1,482,170  
    801,810    

4.84%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(3)

    785,934  
    322,153    

5.39%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(3)

    252,954  
    167,468    

6.19%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(3)

    169,151  
    136,427    

6.49%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(3)

    138,820  
    48,312    

GMACM Mortgage Loan Trust
3.78%, 04/19/2036(2)

    38,858  
    545,293    

GSR Mortgage Loan Trust
3.91%, 01/25/2036(2)

    508,689  
    1,409,920    

HarborView Mortgage Loan Trust
0.96%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(3)

    1,184,665  
    34,171    

Impac CMB Trust
2.74%, 02/25/2036, 1 mo. USD LIBOR + 2.250%(3)

    30,429  
    448,377    

IndyMac IMSC Mortgage Loan Trust
0.64%, 03/25/2047, 1 mo. USD LIBOR + 0.150%(3)

    322,689  
   

JP Morgan Mortgage Trust

 

    274,681    

3.74%, 05/25/2036(2)

    252,292  
    192,480    

3.91%, 11/25/2035(2)

    169,497  
    44,412    

4.02%, 04/25/2037(2)

    37,428  
    1,063,993    

LSTAR Securities Investment Trust
2.69%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(3)

    1,023,587  
    89,036    

MASTR Adjustable Rate Mortgages Trust
4.68%, 11/21/2034(2)

    86,074  
    40,385    

MFA Trust
2.59%, 02/25/2057(1)(2)

    38,057  
    1,125,000    

Mortgage Insurance-Linked Notes
2.39%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(3)

    1,078,854  
   

New Residential Mortgage Loan Trust

 

    141,689    

1.99%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(3)

    138,318  
    117,305    

3.75%, 11/26/2035(1)(2)

    119,637  
    108,970    

3.75%, 11/25/2056(1)(2)

    111,103  
    1,699,002    

3.75%, 11/25/2058(1)(2)

    1,769,326  
    163,744    

4.00%, 02/25/2057(1)(2)

    171,501  
    162,397    

4.00%, 03/25/2057(1)(2)

    171,153  
    121,286    

4.00%, 04/25/2057(1)(2)

    127,113  
    137,918    

4.00%, 05/25/2057(1)(2)

    145,380  
    284,069    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.16%, 06/25/2036(2)

    235,616  
    698,434    

PMT Credit Risk Transfer Trust
2.96%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(3)

    679,247  
   

Structured Agency Credit Risk Trust

 

    182,052    

2.14%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(3)

    171,346  
    355,000    

2.59%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(3)

    303,794  
    1,156,890    

Structured Asset Mortgage Investments Trust
0.72%, 02/25/2036, 1 mo. USD LIBOR + 0.230%(3)

    981,570  
   

Towd Point Mortgage Trust

 

    77,120    

2.25%, 04/25/2056(1)(2)

    76,955  
    72,966    

2.75%, 08/25/2055(1)(2)

    73,275  
   

Vericrest Opportunity Loan Trust

 

    1,401,436    

3.28%, 11/25/2049(1)(4)

    1,230,493  
    805,000    

4.34%, 02/25/2050(1)(4)

    550,700  
    27,302    

WaMu Mortgage Pass-Through Certificates Trust
0.91%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(3)

    25,286  
    519,925    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.09%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(3)

    319,150  
 

 

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

 

 

  95  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 8.7% - (continued)  
          Whole Loan Collateral CMO - 3.2% - (continued)  
$     4,308,355    

Wells Fargo N.A.
1.36%, 03/15/2063(2)(5)

  $ 372,300  
     

 

 

 
        27,356,076  
     

 

 

 
          Whole Loan Collateral PAC - 0.0%  
    40,719    

Alternative Loan Trust
0.99%, 12/25/2035, 1 mo. USD LIBOR + 0.500%(3)

    21,652  
     

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $85,260,200)

  $ 75,241,830  
     

 

 

 
CORPORATE BONDS - 32.6%      
          Advertising - 0.1%  
    225,000    

Lamar Media Corp.
3.75%, 02/15/2028(1)

    207,141  
   

Outfront Media Capital LLC

 

    150,000    

4.63%, 03/15/2030(1)

    137,250  
    100,000    

5.00%, 08/15/2027(1)

    95,490  
     

 

 

 
    439,881  
     

 

 

 
      Aerospace/Defense - 1.1%  
    4,270,000    

Boeing Co.
5.15%, 05/01/2030

    4,270,000  
    175,000    

DAE Funding LLC
5.00%, 08/01/2024(1)

    154,875  
    3,270,000    

Howmet Aerospace, Inc.
6.88%, 05/01/2025

    3,334,631  
    475,000    

SSL Robotics LLC
9.75%, 12/31/2023(1)

    504,450  
 

TransDigm, Inc.

 

    550,000    

6.25%, 03/15/2026(1)

    538,312  
    840,000    

8.00%, 12/15/2025(1)

    873,600  
     

 

 

 
    9,675,868  
     

 

 

 
      Agriculture - 0.5%  
 

Kernel Holding S.A.

 

    805,000    

6.50%, 10/17/2024(6)

    676,780  
    4,650,000    

6.50%, 10/17/2024(1)

    3,909,348  
     

 

 

 
    4,586,128  
     

 

 

 
      Airlines - 0.0%  
 

Bombardier, Inc.

 

    225,000    

6.13%, 01/15/2023(1)

    160,875  
    125,000    

7.88%, 04/15/2027(1)

    80,938  
     

 

 

 
    241,813  
     

 

 

 
      Auto Manufacturers - 0.5%  
 

Ford Motor Co.

 

    75,000    

4.75%, 01/15/2043

    47,813  
    100,000    

8.50%, 04/21/2023

    98,625  
    100,000    

9.00%, 04/22/2025

    97,375  
    200,000    

Ford Motor Credit Co. LLC
4.54%, 08/01/2026

    172,750  
CAD     3,405,000    

General Motors Financial of Canada Ltd.
3.08%, 05/22/2020(6)

    2,443,811  
    1,085,000    

Honda Canada Finance, Inc.
2.26%, 08/28/2020, 3 mo. USD LIBOR + 0.380%(3)

    778,422  
$     1,075,000    

Volkswagen Group of America Finance LLC
2.48%, 11/13/2020, 3 mo. USD LIBOR + 0.770%(1)(3)

    1,064,627  
     

 

 

 
    4,703,423  
     

 

 

 
      Auto Parts & Equipment - 0.3%  
EUR     1,575,000    

Adient Global Holdings Ltd.
3.50%, 08/15/2024(6)

    1,343,379  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Auto Parts & Equipment - 0.3% - (continued)  
EUR     1,255,000    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.
4.38%, 05/15/2026(6)

  $ 1,268,706  
     

 

 

 
    2,612,085  
     

 

 

 
      Beverages - 0.9%  
$     3,900,000    

Anheuser-Busch InBev Worldwide, Inc.
4.50%, 06/01/2050

    4,364,789  
    450,000    

Keurig Dr Pepper, Inc.
3.80%, 05/01/2050

    479,394  
CAD     2,525,000    

Molson Coors International L.P.
2.75%, 09/18/2020

    1,807,109  
EUR     800,000    

Sunshine Mid B.V.
6.50%, 05/15/2026(6)

    849,503  
     

 

 

 
    7,500,795  
     

 

 

 
      Chemicals - 0.4%  
 

Braskem Netherlands Finance B.V.

 

$     400,000    

4.50%, 01/10/2028(6)

    340,000  
    905,000    

4.50%, 01/31/2030(1)

    733,050  
    200,000    

5.88%, 01/31/2050(6)

    153,500  
    395,000    

5.88%, 01/31/2050(1)

    303,163  
    125,000    

CF Industries, Inc.
5.15%, 03/15/2034

    130,000  
 

OCP S.A.

 

    200,000    

4.50%, 10/22/2025(6)

    206,348  
    200,000    

5.63%, 04/25/2024(6)

    213,923  
    400,000    

Syngenta Finance N.V.
5.68%, 04/24/2048(1)

    392,437  
 

Yingde Gases Investment Ltd.

 

    530,000    

6.25%, 01/19/2023(1)

    518,777  
    200,000    

6.25%, 01/19/2023(6)

    195,765  
     

 

 

 
    3,186,963  
     

 

 

 
      Commercial Banks - 4.4%  
 

Abanca Corp. Bancaria S.A.

 

EUR     100,000    

4.63%, 04/07/2030, (4.63% fixed rate until 04/07/2025; 5 year EUR Swap + 5.014% thereafter)(6)(7)

    90,956  
    400,000    

6.13%, 01/18/2029, (6.13% fixed rate until 01/18/2024; 5 year EUR Swap + 5.927% thereafter)(6)(7)

    385,537  
    400,000    

7.50%, 10/02/2023, (7.50% fixed rate until 10/02/2023; 5 year EUR Swap + 7.326% thereafter)(6)(7)(8)

    348,590  
 

Banca Monte dei Paschi di Siena S.p.A.

 

    700,000    

5.38%, 01/18/2028, (5.38% fixed rate until 01/18/2023; 5 year EUR Swap + 5.005% thereafter)(6)(7)

    455,265  
    100,000    

10.50%, 07/23/2029(6)

    78,005  
 

Banco BPM S.p.A.

 

    100,000    

1.49%, 06/21/2020, 3 mo. EURIBOR + 1.880%(3)(8)

    78,792  
    225,000    

8.75%, 06/18/2024, (8.75% fixed rate until 06/18/2024; 5 year EUR Swap + 8.921% thereafter)(6)(7)(8)

    174,069  
    600,000    

Banco de Credito Social Cooperativo S.A.
7.75%, 06/07/2027, (7.75% fixed rate until
    06/07/2022; 5 year EUR Swap + 7.591%
    thereafter)(6)(7)

    508,387  
 

Banco do Brasil S.A.

 

$     200,000    

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(1)

    194,825  
    225,000    

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(1)

    220,511  
 

 

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

 

 

  96  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Commercial Banks - 4.4% - (continued)  
$     365,000    

9.00%, 06/18/2024, (9.00% fixed rate until
06/18/2024; 10 year USD CMT + 6.362%
thereafter)(6)(7)(8)

  $ 348,940  
    200,000    

Banco do Brasil SA/Cayman
4.75%, 03/20/2024(6)

    196,010  
EUR     200,000    

Banco Santander S.A.
1.00%, 12/15/2024(2)(8)

    173,269  
$     200,000    

Bancolombia S.A.
4.63%, 12/18/2029, (4.63% fixed rate until
    12/18/2024; 5 year USD CMT + 2.944%
    thereafter)(7)

    172,500  
    1,000,000    

Bank of America Corp.
2.08%, 10/01/2021, 3 mo. USD LIBOR + 0.650%(3)

    995,226  
EUR     480,000    

Barclays plc
2.00%, 02/07/2028, (2.00% fixed rate until 02/07/2023; 5 year EUR Swap + 1.900% thereafter)(6)(7)

    513,173  
$     310,000    

BBVA Global Finance Ltd.
7.00%, 12/01/2025

    319,595  
    400,000    

BNP Paribas S.A.
7.63%, 03/30/2021, (7.63% fixed rate until
    03/30/2021; 5 year USD Swap + 6.314%
    thereafter)(1)(7)(8)

    407,000  
    275,000    

Capital One Financial Corp.
2.47%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(3)

    274,966  
 

Credit Agricole S.A.

 

    495,000    

6.88%, 09/23/2024, (6.88% fixed rate until 09/23/2024; 5 year USD Swap + 4.319% thereafter)(6)(7)(8)

    493,762  
GBP     100,000    

7.50%, 06/23/2026, (7.50% fixed rate until 06/23/2026; 5 year GBP Swap + 4.535% thereafter)(6)(7)(8)

    130,831  
$     200,000    

7.88%, 01/23/2024, (7.88% fixed rate until 01/23/2024; 5 year USD Swap + 4.898% thereafter)(6)(7)(8)

    212,500  
    225,000    

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185% thereafter)(1)(7)(8)

    249,750  
EUR     400,000    

Credit Mutuel Arkea S.A.
3.38%, 03/11/2031(6)

    485,268  
$     1,155,000    

Credit Suisse AG
1.20%, 02/04/2022, 3 mo. USD SOFR + 0.450%(3)

    1,123,153  
 

Credit Suisse Group AG

 

    2,590,000    

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(7)(8)

    2,654,750  
    675,000    

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(6)(7)(8)

    691,875  
    200,000    

7.25%, 09/12/2025, (7.25% fixed rate until 09/12/2025; 5 year USD CMT + 4.332% thereafter)(6)(7)(8)

    199,500  
    950,000    

Credit Suisse Group Funding Guernsey Ltd.
3.43%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(3)

    959,231  
 

Danske Bank A/S

 

    1,065,000    

5.00%, 01/12/2022(1)

    1,100,996  
    2,805,000    

5.38%, 01/12/2024(1)

    3,030,082  
    730,000    

7.00%, 06/26/2025, (7.00% fixed rate until 06/26/2025; 7 year USD CMT + 4.130% thereafter)(6)(7)(8)

    713,575  
 

DNB Bank ASA

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Commercial Banks - 4.4% - (continued)  
$     350,000    

4.88%, 11/12/2024, (4.88% fixed rate until 11/12/2024; 5 year USD CMT + 3.140% thereafter)(6)(7)(8)

  $ 328,562  
    200,000    

6.50%, 03/26/2022, (6.50% fixed rate until 03/26/2022; 5 year USD Swap + 5.080% thereafter)(6)(7)(8)

    201,500  
EUR     600,000    

Erste Group Bank AG
6.50%, 04/15/2024, (6.50% fixed rate until
    04/15/2024; 5 year EUR Swap + 6.204%
    thereafter)(6)(7)(8)

    659,154  
    200,000    

FinecoBank Banca Fineco S.p.A.
5.88%, 12/03/2024, (5.88% fixed rate until
    12/03/2024; 5 year EUR Swap + 6.144%
    thereafter)(6)(7)(8)

    198,897  
$     870,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

    722,100  
    200,000    

Goldman Sachs Bank USA
1.00%, 05/24/2021, 3 mo. USD SOFR + 0.600%(3)

    198,515  
    200,000    

Grupo Aval Ltd.
4.75%, 09/26/2022(6)

    197,500  
EUR     300,000    

IKB Deutsche Industriebank AG
4.00%, 01/31/2028, (4.00% fixed rate until
    01/31/2023; 5 year EUR Swap + 3.617%
    thereafter)(6)(7)

    289,356  
 

Industrial & Commercial Bank of China Ltd.

 

$     400,000    

1.47%, 06/14/2021, 3 mo. USD LIBOR + 0.730%(3)(6)

    400,704  
    400,000    

1.93%, 04/16/2021, 3 mo. USD LIBOR + 0.750%(3)(6)

    396,964  
    488,000    

2.08%, 10/12/2020, 3 mo. USD LIBOR + 0.770%(3)(6)

    488,337  
    2,290,000    

2.45%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(3)(6)

    2,285,557  
    200,000    

4.88%, 09/21/2025(6)

    219,672  
 

ING Groep N.V.

 

    200,000    

5.75%, 11/16/2026, (5.75% fixed rate until 11/16/2026; 5 year USD CMT + 4.342% thereafter)(7)(8)

    192,500  
    275,000    

6.50%, 04/16/2025, (6.50% fixed rate until 04/16/2025; 5 year USD Swap + 4.446% thereafter)(7)(8)

    272,663  
 

Itau Unibanco Holding S.A.

 

    310,000    

2.90%, 01/24/2023(1)

    299,153  
    500,000    

6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 5 year USD CMT + 3.981% thereafter)(1)(7)(8)

    463,750  
EUR     200,000    

La Banque Postale S.A.
3.88%, 05/20/2026, (3.88% fixed rate until
    05/20/2026; 5 year EUR Swap + 4.010%
    thereafter)(6)(7)(8)

    204,091  
 

Metro Bank plc

 

GBP     2,030,000    

5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)(6)(7)

    1,126,744  
    530,000    

9.50%, 10/08/2025, (9.50% fixed rate until 10/08/2024; GUKG1 + 9.220% thereafter)(6)(7)

    525,817  
 

Novo Banco S.A.

 

EUR     365,000    

3.50%, 01/23/2043

    327,188  
    570,000    

3.50%, 02/19/2043(6)

    516,198  
    775,000    

3.50%, 03/18/2043(6)

    707,300  
 

Raiffeisen Bank International AG

 

    500,000    

6.00%, 10/16/2023(6)

    597,451  
    600,000    

6.13%, 12/15/2022, (6.13% fixed rate until 12/15/2022; 12 year EUR Swap + 5.954% thereafter)(6)(7)(8)

    627,922  
 

 

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

 

 

  97  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Commercial Banks - 4.4% - (continued)  
$     200,000    

Royal Bank of Scotland Group plc
8.63%, 08/15/2021, (8.63% fixed rate until
    08/15/2021; 5 year USD Swap + 7.598%
    thereafter)(7)(8)

  $ 204,000  
EUR     250,000    

Stichting AK Rabobank Certificaten
6.50%, 12/29/2049(6)(8)

    269,031  
 

UBS Group AG

 

$     200,000    

6.88%, 08/07/2025, (6.88% fixed rate until 08/07/2025; 5 year USD Swap + 4.590% thereafter)(6)(7)(8)

    206,750  
    200,000    

7.00%, 01/31/2024, (7.00% fixed rate until 01/31/2024; 5 year USD Swap + 4.344% thereafter)(6)(7)(8)

    204,500  
    1,300,000    

7.00%, 02/19/2025, (7.00% fixed rate until 02/19/2025; 5 year USD Swap + 4.866% thereafter)(6)(7)(8)

    1,394,250  
 

UniCredit S.p.A.

 

    1,225,000    

6.57%, 01/14/2022(6)

    1,263,489  
    2,970,000    

6.57%, 01/14/2022(1)

    3,063,317  
    200,000    

8.00%, 06/03/2024, (8.00% fixed rate until 06/03/2024; 5 year USD Swap + 5.180% thereafter)(6)(7)(8)

    181,196  
EUR     400,000    

Volksbank Wien AG
7.75%, 04/09/2024, (7.75% fixed rate until
    04/09/2024; EUAMDB05 + 7.880%
    thereafter)(6)(7)(8)

    368,205  
$     425,000    

Westpac Banking Corp.
1.97%, 05/15/2020, 3 mo. USD LIBOR + 0.280%(3)

    425,227  
     

 

 

 
    38,008,449  
     

 

 

 
      Commercial Services - 0.6%  
    250,000    

APX Group, Inc.
6.75%, 02/15/2027(1)

    212,500  
EUR     125,000    

Arena Luxembourg Finance S.a.r.l.
1.88%, 02/01/2028(6)

    122,714  
$     275,000    

Ashtead Capital, Inc.
4.00%, 05/01/2028(1)

    262,625  
    250,000    

Herc Holdings, Inc.
5.50%, 07/15/2027(1)

    234,350  
IDR     4,400,000,000    

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

    284,707  
EUR     1,860,000    

La Financiere Atalian SASU
4.00%, 05/15/2024(6)

    1,264,394  
CAD     900,000    

Penske Truck Leasing Canada, Inc.
2.95%, 06/12/2020

    646,614  
 

Q-Park Holding I B.V.

 

EUR     100,000    

1.50%, 03/01/2025(6)

    98,627  
    540,000    

2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(3)

    548,915  
    100,000    

2.00%, 03/01/2027(6)

    99,366  
    525,000    

Refinitiv U.S. Holdings, Inc.
6.88%, 11/15/2026(6)

    610,070  
    225,000    

Techem Verwaltungsgesellschaft 675 mbH
2.00%, 07/15/2025(6)

    233,005  
$     175,000    

United Rentals North America, Inc.
4.63%, 10/15/2025

    171,938  
     

 

 

 
    4,789,825  
     

 

 

 
      Construction Materials - 0.1%  
    125,000    

Builders FirstSource, Inc.
5.00%, 03/01/2030(1)

    107,262  
    425,000    

Standard Industries, Inc.
4.75%, 01/15/2028(1)

    415,735  
     

 

 

 
    522,997  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Distribution/Wholesale - 0.1%  
 

Performance Food Group, Inc.

 

$     125,000    

5.50%, 10/15/2027(1)

  $ 118,752  
    280,000    

6.88%, 05/01/2025(1)

    284,900  
     

 

 

 
    403,652  
     

 

 

 
      Diversified Financial Services - 1.9%  
    4,940,000    

BOC Aviation Ltd.
3.25%, 04/29/2025(1)

    4,965,223  
 

Credit Acceptance Corp.

 

    175,000    

5.13%, 12/31/2024(1)

    153,563  
    125,000    

6.63%, 03/15/2026

    112,500  
    2,325,000    

CSN Islands Corp.
6.75%, 01/28/2028(1)

    1,517,062  
    225,000    

goeasy Ltd.
5.38%, 12/01/2024(1)

    199,688  
    400,000    

ICBCIL Finance Co., Ltd.
2.64%, 05/15/2021, 3 mo. USD LIBOR +
    0.950%(3)(6)

    397,916  
INR     8,100,000    

International Finance Corp,
5.85%, 11/25/2022

    109,188  
EUR     695,000    

LeasePlan Corp. N.V.
7.38%, 05/29/2024, (7.38% fixed rate until
    05/29/2024; EUAMDB05 + 7.556%
    thereafter)(6)(7)(8)

    591,065  
    740,000    

LHC3 plc (4.13% Cash, 4.88% PIK Toogle)
4.13%, 08/15/2024(6)(9)

    762,662  
$     240,000    

Minejesa Capital B.V.
5.63%, 08/10/2037(6)

    226,800  
    75,000    

Navient Corp.
6.50%, 06/15/2022

    72,563  
    2,125,000    

Operadora de Servicios Mega S.A. de C.V.
8.25%, 02/11/2025(1)

    1,384,862  
    5,015,000    

Power Finance Corp. Ltd.
3.95%, 04/23/2030(1)

    4,349,790  
 

Springleaf Finance Corp.

 

    125,000    

6.13%, 03/15/2024

    116,836  
    950,000    

6.63%, 01/15/2028

    838,375  
    50,000    

8.25%, 12/15/2020

    49,873  
    225,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

    218,250  
    200,000    

Unifin Financiera S.A.B. de C.V.
7.00%, 01/15/2025(6)

    89,500  
     

 

 

 
    16,155,716  
     

 

 

 
      Electric - 1.8%  
    225,000    

Abu Dhabi National Energy Co. PJSC
4.38%, 04/23/2025(6)

    238,964  
 

Centrais Eletricas Brasileiras S.A.

 

    1,585,000    

3.63%, 02/04/2025(1)

    1,445,837  
    200,000    

4.63%, 02/04/2030(6)

    172,400  
    2,325,000    

4.63%, 02/04/2030(1)

    2,004,150  
    100,000    

Clearway Energy Operating LLC
4.75%, 03/15/2028(1)

    101,750  
    2,315,000    

Dominion Energy, Inc.
3.38%, 04/01/2030

    2,517,049  
    1,520,000    

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(6)

    1,354,700  
    250,000    

Georgia Power Co.
4.75%, 09/01/2040

    306,566  
    200,000    

Inkia Energy Ltd.
5.88%, 11/09/2027(6)

    188,000  
    200,000    

Instituto Costarricense de Electricidad
6.95%, 11/10/2021(6)

    185,252  
    1,000,000    

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(6)

    1,052,500  
 

 

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

 

 

  98  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Electric - 1.8% - (continued)  
 

Mong Duong Finance Holdings B.V.

 

$     2,205,000    

5.13%, 05/07/2029(1)

  $ 2,093,353  
    1,251,000    

5.13%, 05/07/2029(6)

    1,187,658  
    125,000    

NextEra Energy Operating Partners L.P.
4.25%, 07/15/2024(1)

    127,225  
 

Perusahaan Listrik Negara PT

 

    200,000    

4.38%, 02/05/2050(6)

    184,000  
    470,000    

6.15%, 05/21/2048(6)

    512,300  
    250,000    

State Grid Overseas Investment Ltd.
2.25%, 05/04/2020(6)

    250,000  
 

Termocandelaria Power Ltd.

 

    390,000    

7.88%, 01/30/2029(6)

    376,350  
    1,035,000    

7.88%, 01/30/2029(1)

    998,775  
     

 

 

 
    15,296,829  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    305,000    

Energizer Holdings, Inc.
6.38%, 07/15/2026(1)

    317,169  
     

 

 

 
      Energy-Alternate Sources - 0.1%  
    860,000    

Greenko Mauritius Ltd.
6.25%, 02/21/2023(6)

    793,350  
     

 

 

 
      Engineering & Construction - 0.8%  
    200,000    

Aeropuerto Internacional de Tocumen S.A.
6.00%, 11/18/2048(6)

    202,000  
    785,000    

Aeropuertos Dominicanos Siglo S.A.
6.75%, 03/30/2029(6)

    643,700  
    395,000    

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(1)(10)

    252,010  
 

Ellaktor Value plc

 

EUR     100,000    

6.38%, 12/15/2024(6)

    71,340  
    560,000    

6.38%, 12/15/2024(1)

    399,503  
 

IHS Netherlands Holdco B.V.

 

$     420,000    

7.13%, 03/18/2025(1)

    382,284  
    989,000    

8.00%, 09/18/2027(1)

    899,990  
    5,338,000    

International Airport Finance S.A.
12.00%, 03/15/2033(1)

    3,309,560  
    405,000    

Mexico City Airport Trust
4.25%, 10/31/2026(6)

    364,703  
    265,000    

SBA Tower Trust
3.17%, 04/09/2047(1)

    268,623  
     

 

 

 
    6,793,713  
     

 

 

 
      Entertainment - 0.1%  
    300,000    

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

    235,590  
    110,000    

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

    105,600  
    225,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

    170,437  
    375,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

    311,250  
     

 

 

 
    822,877  
     

 

 

 
      Environmental Control - 0.0%  
    200,000    

Clean Harbors, Inc.
4.88%, 07/15/2027(1)

    206,500  
    175,000    

Stericycle, Inc.
5.38%, 07/15/2024(1)

    175,502  
     

 

 

 
    382,002  
     

 

 

 
      Food - 1.5%  
    250,000    

B&G Foods, Inc.
5.25%, 09/15/2027

    252,770  
 

BRF S.A.

 

    685,000    

4.88%, 01/24/2030(6)

    590,299  
    1,230,000    

4.88%, 01/24/2030(1)

    1,059,952  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Food - 1.5% - (continued)  
$     262,000    

Conagra Brands, Inc.
1.85%, 10/22/2020, 3 mo. USD LIBOR +
    0.750%(3)

  $ 261,652  
    100,000    

Kraft Heinz Foods Co.
3.75%, 04/01/2030(1)

    102,473  
    225,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

    219,938  
 

Minerva Luxembourg S.A.

 

    550,000    

5.88%, 01/19/2028(6)

    506,000  
    3,765,000    

6.50%, 09/20/2026(6)

    3,598,587  
    3,185,000    

NBM U.S. Holdings, Inc.
6.63%, 08/06/2029(1)

    2,965,076  
    625,000    

Post Holdings, Inc.
5.00%, 08/15/2026(1)

    617,625  
EUR     655,000    

Sigma Holdco B.V.
5.75%, 05/15/2026(6)

    685,481  
$     1,320,000    

Sysco Corp.
6.60%, 04/01/2050

    1,631,615  
    200,000    

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)

    204,000  
     

 

 

 
    12,695,468  
     

 

 

 
      Food Service - 0.3%  
    2,750,000    

Aramark Services, Inc.
6.38%, 05/01/2025(1)

    2,860,000  
     

 

 

 
      Forest Products & Paper - 0.1%  
 

Celulosa Arauco y Constitucion S.A.

 

    200,000    

4.20%, 01/29/2030(1)

    190,000  
    200,000    

4.50%, 08/01/2024

    201,752  
    200,000    

Inversiones CMPC S.A.
3.85%, 01/13/2030(6)

    193,000  
    200,000    

Suzano Austria GmbH
6.00%, 01/15/2029

    200,440  
     

 

 

 
    785,192  
     

 

 

 
      Gas - 0.0%  
    350,000    

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.88%, 08/20/2026

    356,370  
     

 

 

 
      Healthcare-Products - 0.0%  
    200,000    

Hill-Rom Holdings, Inc.
4.38%, 09/15/2027(1)

    202,500  
     

 

 

 
      Healthcare-Services - 0.8%  
 

Catalent Pharma Solutions, Inc.

 

EUR     175,000    

2.38%, 03/01/2028(6)

    178,194  
$     50,000    

5.00%, 07/15/2027(1)

    51,000  
    100,000    

Centene Corp.
3.38%, 02/15/2030(1)

    100,750  
    325,000    

CHS/Community Health Systems, Inc.
6.63%, 02/15/2025(1)

    298,188  
EUR     725,000    

Constantin Investissement SASU
5.38%, 04/15/2025(6)

    737,456  
 

HCA, Inc.

 

$     475,000    

5.38%, 09/01/2026

    514,188  
    200,000    

5.63%, 09/01/2028

    221,616  
 

Rede D’or Finance S.a.r.l.

 

    4,675,000    

4.50%, 01/22/2030(1)

    3,956,452  
    840,000    

4.50%, 01/22/2030(6)

    710,892  
    400,000    

4.95%, 01/17/2028(1)

    355,680  
     

 

 

 
    7,124,416  
     

 

 

 
      Home Builders - 0.2%  
    1,600,000    

Adams Homes, Inc.
7.50%, 02/15/2025(1)

    1,456,000  
    540,000    

Ashton Woods USA LLC / Ashton Woods Finance Co.
6.63%, 01/15/2028(1)

    440,100  
 

 

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

 

 

  99  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Home Builders - 0.2% - (continued)  
$     200,000    

M/I Homes, Inc.
4.95%, 02/01/2028(1)

  $ 175,000  
     

 

 

 
    2,071,100  
     

 

 

 
      Household Products/Wares - 0.1%  
EUR     705,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(6)

    563,345  
$     100,000    

Prestige Brands, Inc.
5.13%, 01/15/2028(1)

    101,150  
     

 

 

 
    664,495  
     

 

 

 
      Insurance - 0.6%  
 

Acrisure LLC / Acrisure Finance, Inc.

 

    350,000    

7.00%, 11/15/2025(1)

    309,750  
    200,000    

8.13%, 02/15/2024(1)

    206,000  
EUR     43,000    

Aegon N.V.
0.05%, 07/15/2020, 10 year GNTH + 0.100%(3)(8)

    29,686  
$     1,740,000    

AIA Group Ltd.
3.38%, 04/07/2030(1)

    1,874,438  
EUR     525,000    

Assicurazioni Generali S.p.A.
5.50%, 10/27/2047, (5.50% fixed rate until
    10/27/2027; 3 mo. EURIBOR + 5.350%
    thereafter)(6)(7)

    643,911  
$     100,000    

AXA S.A.
6.38%, 12/14/2036, (6.38% fixed rate until
    12/14/2036; 3 mo. USD LIBOR + 2.256%
    thereafter)(6)(7)(8)

    123,500  
 

Genworth Holdings, Inc.

 

    695,000    

4.80%, 02/15/2024

    587,275  
    225,000    

4.90%, 08/15/2023

    193,500  
    1,270,000    

6.50%, 06/15/2034

    1,047,750  
     

 

 

 
    5,015,810  
     

 

 

 
      Internet - 0.1%  
 

Booking Holdings, Inc.

 

    445,000    

4.10%, 04/13/2025

    472,662  
    125,000    

4.50%, 04/13/2027

    134,470  
    150,000    

4.63%, 04/13/2030

    166,525  
     

 

 

 
    773,657  
     

 

 

 
      Investment Company Security - 0.3%  
    2,930,000    

Greenko Mauritius Ltd.
6.25%, 02/21/2023(1)

    2,702,926  
     

 

 

 
      Iron/Steel - 0.4%  
    1,321,000    

CSN Resources S.A.
7.63%, 04/17/2026(1)

    937,910  
 

Metinvest B.V.

 

EUR     1,825,000    

5.63%, 06/17/2025(1)

    1,265,953  
$     2,145,000    

7.75%, 10/17/2029(1)

    1,374,344  
     

 

 

 
    3,578,207  
     

 

 

 
      IT Services - 0.5%  
    3,770,000    

Hewlett Packard Enterprise Co.
4.65%, 10/01/2024

    4,003,830  
 

Presidio Holdings, Inc.

 

    125,000    

4.88%, 02/01/2027(1)

    123,125  
    125,000    

8.25%, 02/01/2028(1)

    123,350  
     

 

 

 
    4,250,305  
     

 

 

 
      Leisure Time - 0.0%  
    225,000    

Carnival Corp.
11.50%, 04/01/2023(1)

    235,090  
     

 

 

 
      Lodging - 0.2%  
    325,000    

FelCor Lodging L.P.
6.00%, 06/01/2025

    310,505  
    250,000    

Hilton Domestic Operating Co., Inc.
5.38%, 05/01/2025(1)

    248,437  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Lodging - 0.2% - (continued)  
  $ 765,000    

Marriott International, Inc.
5.75%, 05/01/2025

  $ 799,475  
    30,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

    25,529  
    225,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.50%, 03/01/2025(1)

    200,250  
     

 

 

 
    1,584,196  
     

 

 

 
      Media - 1.2%  
    300,000    

Altice Financing S.A.
7.50%, 05/15/2026(1)

    312,750  
    2,155,000    

Cable Onda S.A.
4.50%, 01/30/2030(6)

    2,047,250  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    175,000    

4.50%, 08/15/2030(1)

    177,240  
    400,000    

5.75%, 02/15/2026(1)

    417,000  
 

CSC Holdings LLC

 

    300,000    

5.50%, 04/15/2027(1)

    311,906  
    300,000    

6.50%, 02/01/2029(1)

    327,720  
    500,000    

Discovery Communications LLC
2.80%, 06/15/2020

    500,147  
 

DISH DBS Corp.

 

    100,000    

5.00%, 03/15/2023

    95,000  
    200,000    

5.88%, 07/15/2022

    200,520  
    225,000    

5.88%, 11/15/2024

    216,414  
    2,100,000    

Fox Corp.
3.50%, 04/08/2030

    2,265,704  
    300,000    

Gray Television, Inc.
5.13%, 10/15/2024(1)

    293,880  
    2,700,000    

Houghton Mifflin Harcourt Publishers, Inc.
9.00%, 02/15/2025(1)

    2,214,000  
    200,000    

iHeartCommunications, Inc.
4.75%, 01/15/2028(1)

    175,000  
    250,000    

VTR Finance B.V.
6.88%, 01/15/2024(1)

    248,228  
    225,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

    230,344  
    300,000    

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

    305,160  
     

 

 

 
    10,338,263  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
 

Novelis Corp.

 

    150,000    

4.75%, 01/30/2030(1)

    131,715  
    125,000    

5.88%, 09/30/2026(1)

    121,538  
     

 

 

 
    253,253  
     

 

 

 
      Mining - 0.0%  
EUR     325,000    

Constellium SE
4.25%, 02/15/2026(6)

    322,388  
     

 

 

 
      Multi-National - 0.0%  
INR     9,490,000    

International Finance Corp.
7.10%, 03/21/2031

    137,608  
     

 

 

 
      Office/Business Equipment - 0.0%  
 

Xerox Corp.

 

$     275,000    

4.13%, 03/15/2023

    273,625  
    100,000    

6.75%, 12/15/2039

    96,250  
     

 

 

 
    369,875  
     

 

 

 
      Oil & Gas - 3.6%  
CAD     800,000    

BP Capital Markets plc
3.50%, 11/09/2020

    577,998  
 

Canadian Natural Resources Ltd.

 

    3,105,000    

2.05%, 06/01/2020

    2,227,494  
 

 

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

 

 

  100  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Oil & Gas - 3.6% - (continued)  
CAD     430,000    

2.89%, 08/14/2020

  $ 309,355  
$     20,000    

Continental Resources, Inc.
4.90%, 06/01/2044

    13,550  
 

Ecopetrol S.A.

 

    115,000    

5.88%, 09/18/2023

    118,105  
    3,590,000    

6.88%, 04/29/2030

    3,670,775  
    200,000    

Empresa Nacional del Petroleo
3.75%, 08/05/2026(6)

    192,441  
    940,000    

EOG Resources, Inc.
4.95%, 04/15/2050

    1,126,687  
    125,000    

EQT Corp.
3.90%, 10/01/2027

    105,000  
    2,065,000    

Equinor ASA
3.70%, 04/06/2050

    2,298,703  
    375,000    

Frontera Energy Corp.
9.70%, 06/25/2023(1)

    256,875  
    200,000    

Jagged Peak Energy LLC
5.88%, 05/01/2026

    170,000  
    3,265,000    

Marathon Petroleum Corp.
4.70%, 05/01/2025

    3,287,334  
    6,345,000    

NAK Naftogaz Ukraine via Kondor Finance plc
7.63%, 11/08/2026(1)

    5,334,472  
 

Occidental Petroleum Corp.

 

    950,000    

2.68%, 02/08/2021, 3 mo. USD LIBOR + 0.950%(3)

    893,000  
    175,000    

4.20%, 03/15/2048

    104,563  
 

Petrobras Global Finance B.V.

 

    125,000    

5.09%, 01/15/2030(6)

    114,063  
    1,005,000    

5.09%, 01/15/2030(1)

    917,062  
    450,000    

5.75%, 02/01/2029

    427,500  
    60,000    

6.88%, 01/20/2040

    59,100  
    425,000    

7.38%, 01/17/2027

    448,162  
 

Petroleos de Venezuela S.A.

 

    290,000    

6.00%, 05/16/2024(6)(11)

    10,875  
    125,000    

9.00%, 11/17/2021(6)(11)

    4,688  
 

Petroleos Mexicanos

 

    25,000    

5.35%, 02/12/2028

    18,625  
    10,000    

5.95%, 01/28/2031(6)

    7,243  
    40,000    

6.38%, 01/23/2045

    26,880  
    400,000    

6.50%, 01/23/2029

    314,960  
    335,000    

6.75%, 09/21/2047

    230,312  
    305,000    

6.84%, 01/23/2030(6)

    240,187  
    30,000    

6.84%, 01/23/2030(1)

    23,625  
    1,190,000    

6.95%, 01/28/2060(1)

    833,012  
    15,000    

7.69%, 01/23/2050(6)

    11,025  
    710,000    

7.69%, 01/23/2050(1)

    521,850  
 

Petronas Capital Ltd.

 

    1,035,000    

3.50%, 04/21/2030(1)

    1,083,902  
    960,000    

4.55%, 04/21/2050(1)

    1,040,133  
    600,000    

Saudi Arabian Oil Co.
2.75%, 04/16/2022(1)

    604,009  
    225,000    

Sunoco L.P. / Sunoco Finance Corp.
6.00%, 04/15/2027

    219,375  
    760,000    

Tullow Oil plc
7.00%, 03/01/2025(1)

    395,200  
 

WPX Energy, Inc.

 

    175,000    

5.25%, 09/15/2024

    157,118  
    100,000    

8.25%, 08/01/2023

    96,000  
 

YPF S.A.

 

    4,660,000    

6.95%, 07/21/2027(6)

    2,073,747  
    470,000    

7.00%, 12/15/2047(1)

    206,588  
    105,000    

8.50%, 03/23/2021(6)

    65,889  
ARS     27,918,777    

16.50%, 05/09/2022(1)

    217,404  
     

 

 

 
    31,054,886  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Packaging & Containers - 0.4%  
 

ARD Finance S.A. (5.00% Cash, 5.75% PIK)

 

EUR     350,000    

5.00%, 06/30/2027(6)(9)

  $ 345,944  
    785,000    

5.00%, 06/30/2027(1)(9)

    775,904  
 

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

    200,000    

2.13%, 08/15/2026(6)

    210,469  
$     1,055,000    

5.25%, 04/30/2025(1)

    1,083,991  
    225,000    

6.00%, 02/15/2025(1)

    225,196  
 

Berry Global, Inc.

 

EUR     100,000    

1.50%, 01/15/2027(6)

    102,462  
$     100,000    

5.63%, 07/15/2027(1)

    102,750  
 

Owens-Brockway Glass Container, Inc.

 

    200,000    

5.88%, 08/15/2023(1)

    202,000  
    175,000    

6.38%, 08/15/2025(1)

    177,188  
    200,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
7.00%, 07/15/2024(1)

    200,740  
EUR     175,000    

Silgan Holdings, Inc.
2.25%, 06/01/2028(6)

    185,541  
    100,000    

Trivium Packaging Finance B.V.
3.75%, 08/15/2026(6)

    107,311  
     

 

 

 
    3,719,496  
     

 

 

 
      Pharmaceuticals - 1.0%  
 

Bausch Health Cos., Inc.

 

$     890,000    

5.00%, 01/30/2028(1)

    854,122  
    100,000    

6.13%, 04/15/2025(1)

    101,250  
 

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

    200,000    

6.00%, 07/15/2023(1)

    149,920  
    2,430,000    

6.00%, 02/01/2025(1)

    1,737,450  
 

Teva Pharmaceutical Finance Netherlands B.V.

 

EUR     225,000    

1.25%, 03/31/2023(6)

    225,401  
$     350,000    

2.80%, 07/21/2023

    321,562  
    3,280,000    

3.15%, 10/01/2026

    2,853,600  
EUR     1,275,000    

4.50%, 03/01/2025

    1,355,292  
    770,000    

Valeant Pharmaceuticals International, Inc.
4.50%, 05/15/2023(6)

    824,751  
     

 

 

 
    8,423,348  
     

 

 

 
      Pipelines - 0.8%  
$     200,000    

Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047(6)

    213,550  
 

Buckeye Partners L.P.

 

    465,000    

4.13%, 03/01/2025(1)

    430,125  
    75,000    

4.50%, 03/01/2028(1)

    67,500  
    125,000    

Cheniere Energy Partners L.P.
4.50%, 10/01/2029(1)

    115,313  
    250,000    

DCP Midstream Operating L.P.
5.38%, 07/15/2025

    201,875  
 

Energy Transfer Operating L.P.

 

    1,000,000    

2.90%, 05/15/2025

    930,819  
    1,330,000    

4.90%, 02/01/2024

    1,335,526  
    105,000    

5.50%, 06/01/2027

    106,569  
    100,000    

EQT Midstream Partners L.P.
6.50%, 07/15/2048

    80,250  
    140,000    

MPLX L.P.
1.90%, 09/09/2021, 3 mo. USD LIBOR +
    0.900%(3)

    131,711  
    2,285,000    

Sunoco Logistics Partners Operations L.P.
4.25%, 04/01/2024

    2,252,347  
    350,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027

    315,000  
    200,000    

Transportadora de Gas Internacional S.A. ESP
5.55%, 11/01/2028(1)

    209,002  
    118,000    

Western Midstream Operating L.P.
4.05%, 02/01/2030

    107,675  
     

 

 

 
    6,497,262  
     

 

 

 
 

 

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

 

 

  101  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Real Estate - 0.1%  
$     825,000    

Arabian Centres Sukuk Ltd.
5.38%, 11/26/2024(1)

  $ 713,625  
     

 

 

 
      Real Estate Investment Trusts - 0.3%  
    225,000    

Iron Mountain, Inc.
4.88%, 09/15/2029(1)

    215,437  
 

Ladder Capital Finance Holdings LLLP /
Ladder Capital Finance Corp.

 
    1,320,000    

4.25%, 02/01/2027(1)

    917,400  
    530,000    

5.25%, 10/01/2025(1)

    385,575  
    390,000    

Trust F
4.87%, 01/15/2030(1)

    328,575  
    580,000    

Trust Fibra Uno
6.39%, 01/15/2050(1)

    516,931  
 

VICI Properties L.P. / VICI Note Co., Inc.

 

    100,000    

3.50%, 02/15/2025(1)

    94,000  
    100,000    

3.75%, 02/15/2027(1)

    93,000  
     

 

 

 
    2,550,918  
     

 

 

 
      Retail - 1.8%  
 

1011778 BC ULC / New Red Finance, Inc.

 

    100,000    

3.88%, 01/15/2028(1)

    96,991  
    500,000    

5.00%, 10/15/2025(1)

    502,500  
    1,370,000    

5.75%, 04/15/2025(1)

    1,441,925  
    100,000    

Burlington Coat Factory Warehouse Corp.
6.25%, 04/15/2025(1)

    101,750  
    3,895,000    

Dollar General Corp.
4.13%, 04/03/2050

    4,557,365  
    1,575,000    

Ferrellgas L.P. / Ferrellgas Finance Corp.
10.00%, 04/15/2025(1)

    1,664,618  
 

KFC Holding Co. / Pizza Hut Holdings LLC /
Taco Bell of America LLC

 
    125,000    

4.75%, 06/01/2027(1)

    129,024  
    150,000    

5.25%, 06/01/2026(1)

    153,375  
    1,920,000    

Kohl’s Corp.
9.50%, 05/15/2025

    1,974,041  
    125,000    

Lithia Motors, Inc.
4.63%, 12/15/2027(1)

    118,125  
    105,000    

Nordstrom, Inc.
8.75%, 05/15/2025(1)

    112,257  
 

PetSmart, Inc.

 

    100,000    

5.88%, 06/01/2025(1)

    100,750  
    1,515,000    

8.88%, 06/01/2025(1)

    1,469,550  
    2,240,000    

TJX Cos., Inc.
4.50%, 04/15/2050

    2,760,259  
    225,000    

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

    225,495  
     

 

 

 
    15,408,025  
     

 

 

 
      Savings & Loans - 0.0%  
GBP     200,000    

Nationwide Building Society
5.88%, 12/20/2024, (5.88% fixed rate until 12/20/2024; GUKG5 + 5.390% thereafter)(6)(7)(8)

    246,225  
     

 

 

 
      Semiconductors - 0.6%  
$     2,162,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

    2,253,839  
 

Broadcom, Inc.

 

    565,000    

4.70%, 04/15/2025(1)

    622,998  
    1,310,000    

5.00%, 04/15/2030(1)

    1,473,470  
    200,000    

Entegris, Inc.
4.63%, 02/10/2026(1)

    200,500  
    100,000    

Micron Technology, Inc.
4.98%, 02/06/2026

    110,176  
    275,000    

Qorvo, Inc.
4.38%, 10/15/2029(1)

    273,969  
    200,000    

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

    198,920  
     

 

 

 
    5,133,872  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Software - 0.7%  
$     100,000    

CDK Global, Inc.
5.25%, 05/15/2029(1)

  $ 102,000  
    465,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

    454,640  
    250,000    

IQVIA, Inc.
5.00%, 05/15/2027(1)

    256,797  
    250,000    

MSCI, Inc.
4.00%, 11/15/2029(1)

    261,397  
    4,300,000    

Oracle Corp.
3.60%, 04/01/2050

    4,884,495  
    75,000    

PTC, Inc.
3.63%, 02/15/2025(1)

    73,838  
    300,000    

SS&C Technologies, Inc.
5.50%, 09/30/2027(1)

    307,500  
     

 

 

 
    6,340,667  
     

 

 

 
      Telecommunications - 2.6%  
 

Altice France S.A.

 

    100,000    

3.38%, 01/15/2028(6)

    102,736  
    1,200,000    

5.88%, 02/01/2027(6)

    1,362,360  
    325,000    

7.38%, 05/01/2026(1)

    339,625  
EUR     175,000    

8.00%, 05/15/2027(1)

    194,567  
 

AT&T, Inc.

 

    755,000    

2.33%, 06/01/2021, 3 mo. USD LIBOR + 0.750%(3)

    752,373  
CAD     1,080,000    

3.83%, 11/25/2020

    785,224  
$     200,000    

Bharti Airtel International Netherlands B.V.
5.35%, 05/20/2024(6)

    207,414  
    1,055,000    

CenturyLink, Inc.
4.00%, 02/15/2027(1)

    1,023,350  
    150,000    

Embarq Corp.
8.00%, 06/01/2036

    154,500  
 

Millicom International Cellular S.A.

 

    200,000    

5.13%, 01/15/2028(1)

    183,660  
    200,000    

6.25%, 03/25/2029(6)

    196,000  
    5,820,000    

SoftBank Group Corp.
6.00%, 07/19/2023, (6.00% fixed rate until
    07/19/2023; 5 year USD ICE Swap + 4.226%
    thereafter)(6)(7)(8)

    5,010,554  
    100,000    

Sprint Capital Corp.
8.75%, 03/15/2032

    140,500  
    250,000    

Sprint Corp.
7.13%, 06/15/2024

    280,630  
 

Telecom Argentina S.A.

 

    565,000    

8.00%, 07/18/2026(6)

    454,266  
    2,130,000    

8.00%, 07/18/2026(1)

    1,712,541  
    175,000    

Telecom Italia Capital S.A.
7.20%, 07/18/2036

    196,403  
    300,000    

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

    311,637  
    2,535,000    

Telefonica Celular del Paraguay S.A.
5.88%, 04/15/2027(1)

    2,475,427  
    3,210,000    

Tower Bersama Infrastructure Tbk PT
4.25%, 01/21/2025(6)

    2,954,615  
    235,000    

Turkcell Iletisim Hizmetleri AS
5.80%, 04/11/2028(6)

    219,608  
    536,000    

Verizon Communications, Inc.
2.23%, 05/22/2020, 3 mo. USD LIBOR + 0.550%(3)

    536,393  
    565,000    

VF Ukraine PAT via VFU Funding plc
6.20%, 02/11/2025(1)

    519,913  
    1,690,000    

Vodafone Group plc
7.00%, 04/04/2079, (7.00% fixed rate until
    01/04/2029; 5 year USD Swap + 4.873%
    thereafter)(7)

    1,935,801  
     

 

 

 
    22,050,097  
     

 

 

 
 

 

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

 

 

  102  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 32.6% - (continued)      
      Transportation - 0.7%  
$     3,945,000    

FedEx Corp.
4.25%, 05/15/2030

  $ 4,307,460  
    200,000    

Lima Metro Line 2 Finance Ltd.
4.35%, 04/05/2036(1)

    202,700  
 

Rumo Luxembourg S.a.r.l.

 

    200,000    

5.88%, 01/18/2025(6)

    197,980  
    1,120,000    

7.38%, 02/09/2024(6)

    1,146,611  
     

 

 

 
    5,854,751  
     

 

 

 
      Trucking & Leasing - 0.0%  
    100,000    

DAE Funding LLC
4.50%, 08/01/2022(6)

    89,000  
     

 

 

 
      Water - 0.0%  
    250,000    

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(6)

    243,850  
     

 

 

 
 

Total Corporate Bonds
(cost $299,594,965)

  $ 281,880,676  
     

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 19.8%

 

      Angola - 0.0%  
    200,000    

Angolan Government International Bond
9.38%, 05/08/2048(6)

    85,247  
     

 

 

 
      Argentina - 0.7%  
 

Argentine Republic Government International Bond

 

CHF     1,480,000    

3.38%, 10/12/2020(6)

    410,374  
EUR     100,000    

3.38%, 01/15/2023

    26,306  
    1,090,000    

3.38%, 12/31/2038(4)

    298,619  
$     2,140,000    

3.75%, 12/31/2038(4)

    663,400  
    1,110,000    

4.63%, 01/11/2023

    310,811  
EUR     820,000    

5.25%, 01/15/2028(6)

    192,336  
$     160,000    

5.63%, 01/26/2022

    44,400  
    3,563,000    

5.88%, 01/11/2028

    896,130  
    962,000    

6.63%, 07/06/2028

    238,576  
    225,000    

6.88%, 04/22/2021

    64,237  
    4,125,000    

6.88%, 01/26/2027

    1,031,291  
    1,325,000    

6.88%, 01/11/2048

    308,076  
    275,000    

7.13%, 07/06/2036

    66,003  
    485,000    

7.50%, 04/22/2026

    128,767  
    4,700,000    

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 09/30/2020

    1,504,000  
 

Provincia de Cordoba

 

    300,000    

7.13%, 08/01/2027(6)

    111,003  
    150,000    

7.45%, 09/01/2024(6)

    58,502  
     

 

 

 
    6,352,831  
     

 

 

 
      Armenia - 0.0%  
    250,000    

Republic of Armenia International Bond
7.15%, 03/26/2025(6)

    264,975  
     

 

 

 
      Azerbaijan - 0.2%  
 

Republic of Azerbaijan International Bond

 

    585,000    

3.50%, 09/01/2032(6)

    520,650  
    780,000    

4.75%, 03/18/2024(6)

    785,627  
    490,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(6)

    511,089  
     

 

 

 
    1,817,366  
     

 

 

 
      Bahrain - 0.2%  
    1,635,000    

Bahrain Government International Bond
5.63%, 09/30/2031(1)

    1,467,412  
     

 

 

 
      Bermuda - 0.0%  
    200,000    

Bermuda Government International Bond
4.75%, 02/15/2029(1)

    210,000  
     

 

 

 
      Brazil - 0.4%  
 

Brazil Letras do Tesouro Nacional

BRL     8,447,000    

4.98%, 01/01/2022

    1,459,389  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)      
      Brazil - 0.4% - (continued)  
 

Brazil Notas do Tesouro Nacional

 

BRL     1,164,000    

10.00%, 01/01/2021

  $ 223,781  
    4,061,000    

10.00%, 01/01/2023

    838,918  
    460,000    

10.00%, 01/01/2029

    96,861  
 

Brazilian Government International Bond

 

$     660,000    

4.75%, 01/14/2050

    590,700  
    255,000    

5.00%, 01/27/2045

    237,150  
     

 

 

 
    3,446,799  
     

 

 

 
      Canada - 0.2%  
CAD     150,000    

City of Quebec Canada
2.00%, 07/07/2020

    108,058  
    100,000    

Newfoundland T-Bill
1.72%, 05/07/2020(12)

    71,838  
    250,000    

Ontario Hydro Corp. Coupon Strip
0.00%, 11/26/2020(10)

    178,460  
 

Quebec T-Bill

 

    1,400,000    

1.59%, 06/19/2020(12)

    1,005,260  
    1,000,000    

1.76%, 05/15/2020(12)

    718,331  
     

 

 

 
    2,081,947  
     

 

 

 
      Colombia - 0.5%  
 

Colombia Government International Bond

 

$     1,025,000    

3.00%, 01/30/2030

    930,710  
    200,000    

4.50%, 03/15/2029

    202,002  
    925,000    

5.00%, 06/15/2045

    924,084  
 

Colombian TES

 

COP     855,000,000    

7.00%, 05/04/2022

    227,125  
    995,700,000    

7.50%, 08/26/2026

    268,444  
    6,667,000,000    

10.00%, 07/24/2024

    1,979,286  
     

 

 

 
    4,531,651  
     

 

 

 
      Croatia - 0.2%  
 

Croatia Government International Bond

 

EUR     405,000    

1.13%, 06/19/2029(6)

    411,751  
    270,000    

2.75%, 01/27/2030(6)

    313,669  
    480,000    

3.00%, 03/20/2027(6)

    562,170  
     

 

 

 
    1,287,590  
     

 

 

 
      Dominican Republic - 0.3%  
 

Dominican Republic International Bond

 

$     250,000    

6.00%, 07/19/2028(6)

    225,625  
    2,190,000    

6.40%, 06/05/2049(1)

    1,801,275  
    225,000    

7.45%, 04/30/2044(6)

    204,187  
     

 

 

 
    2,231,087  
     

 

 

 
      Ecuador - 0.0%  
    200,000    

Ecuador Government International Bond
9.50%, 03/27/2030(1)

    57,000  
     

 

 

 
      Egypt - 0.3%  
 

Egypt Government International Bond

 

    480,000    

5.58%, 02/21/2023(1)

    465,224  
    300,000    

6.59%, 02/21/2028(1)

    275,400  
    200,000    

7.05%, 01/15/2032(6)

    177,818  
    400,000    

7.60%, 03/01/2029(1)

    379,165  
    400,000    

7.60%, 03/01/2029(6)

    379,165  
    215,000    

7.90%, 02/21/2048(6)

    185,169  
    915,000    

8.50%, 01/31/2047(6)

    816,637  
     

 

 

 
    2,678,578  
     

 

 

 
      El Salvador - 0.0%  
    55,000    

El Salvador Government International Bond
6.38%, 01/18/2027(6)

    43,587  
     

 

 

 
      Ethiopia - 0.0%  
    405,000    

Ethiopia International Bond
6.63%, 12/11/2024(6)

    350,730  
     

 

 

 
 

 

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

 

 

  103  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)      
      France - 0.0%  
   

Dexia Credit Local S.A.

 
$     250,000    

1.57%, 09/04/2020, 3 mo. USD LIBOR + 0.320%(3)(6)

  $ 250,277  
     

 

 

 
      Gabon - 0.0%  
 

Gabon Government International Bond

 

    200,000    

6.63%, 02/06/2031(1)

    141,657  
    200,000    

6.95%, 06/16/2025(6)

    140,917  
     

 

 

 
    282,574  
     

 

 

 
      Ghana - 0.6%  
 

Ghana Government International Bond

 

    2,265,000    

6.38%, 02/11/2027(1)

    1,744,050  
    1,140,000    

7.63%, 05/16/2029(6)

    872,009  
    2,950,000    

7.88%, 02/11/2035(1)

    2,216,925  
    600,000    

8.13%, 01/18/2026(6)

    494,430  
     

 

 

 
    5,327,414  
     

 

 

 
      Guatemala - 0.0%  
    200,000    

Guatemala Government Bond
6.13%, 06/01/2050(1)

    208,700  
     

 

 

 
      Hungary - 0.3%  
 

Hungary Government International Bond

 

    1,168,000    

5.38%, 02/21/2023

    1,262,316  
    526,000    

5.75%, 11/22/2023

    584,865  
    396,000    

6.38%, 03/29/2021

    411,205  
     

 

 

 
    2,258,386  
     

 

 

 
      India - 0.1%  
INR     27,270,000    

India Government Bond
8.15%, 11/24/2026

    400,483  
     

 

 

 
      Indonesia - 0.8%  
 

Indonesia Government International Bond

 

$     400,000    

4.45%, 04/15/2070

    394,356  
    820,000    

4.63%, 04/15/2043(6)

    873,277  
    1,795,000    

4.75%, 01/08/2026(6)

    1,939,805  
    550,000    

4.75%, 07/18/2047(6)

    590,431  
    920,000    

5.13%, 01/15/2045(6)

    1,032,376  
IDR     8,048,000,000    

Indonesia Treasury Bond
8.38%, 09/15/2026

    557,273  
 

Perusahaan Penerbit SBSN Indonesia III

 

$     660,000    

4.15%, 03/29/2027(6)

    692,538  
    400,000    

4.33%, 05/28/2025(6)

    417,104  
     

 

 

 
    6,497,160  
     

 

 

 
      Israel - 0.1%  
    200,000    

Israel Government International Bond
2.75%, 07/03/2030

    210,000  
    230,000    

State of Israel
2.50%, 01/15/2030

    236,564  
     

 

 

 
    446,564  
     

 

 

 
      Italy - 0.2%  
EUR     1,320,000    

Italy Buoni Ordinari del Tesoro BOT
0.00%, 05/14/2020(6)(10)

    1,446,600  
     

 

 

 
      Ivory Coast - 0.3%  
 

Ivory Coast Government International Bond

 

    205,000    

5.25%, 03/22/2030(6)

    183,089  
    530,000    

5.88%, 10/17/2031(6)

    471,155  
    1,095,000    

5.88%, 10/17/2031(1)

    973,423  
    1,070,000    

6.63%, 03/22/2048(6)

    932,419  
    200,000    

6.88%, 10/17/2040(6)

    178,667  
     

 

 

 
    2,738,753  
     

 

 

 
      Jamaica - 0.0%  
$     220,000    

Jamaica Government International Bond
6.75%, 04/28/2028

    218,900  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)      
      Japan - 5.0%  
$     500,000    

Japan Bank for International Cooperation
2.06%, 06/01/2020, 3 mo. USD LIBOR + 0.480%(3)

  $ 500,135  
 

Japan Treasury Discount Bill

 

JPY     670,800,000    

0.12%, 05/07/2020(12)

    6,250,877  
    651,050,000    

0.13%, 05/18/2020(12)

    6,067,096  
    563,350,000    

0.13%, 05/25/2020(12)

    5,250,010  
    1,006,900,000    

0.14%, 05/11/2020(12)

    9,382,967  
    389,500,000    

0.14%, 06/01/2020(12)

    3,629,992  
    900,000,000    

0.24%, 06/15/2020(12)

    8,388,164  
    299,500,000    

0.27%, 06/08/2020(12)

    2,791,309  
    74,950,000    

0.32%, 06/22/2020(12)

    698,568  
     

 

 

 
    42,959,118  
     

 

 

 
      Jordan - 0.1%  
 

Jordan Government International Bond

 

$     200,000    

5.75%, 01/31/2027(6)

    191,405  
    630,000    

6.13%, 01/29/2026(6)

    619,828  
    200,000    

7.38%, 10/10/2047(6)

    184,997  
     

 

 

 
    996,230  
     

 

 

 
      Kenya - 0.1%  
 

Kenya Government International Bond

 

    400,000    

6.88%, 06/24/2024(6)

    366,200  
    470,000    

7.00%, 05/22/2027(6)

    426,525  
    200,000    

8.00%, 05/22/2032(6)

    181,000  
     

 

 

 
    973,725  
     

 

 

 
      Macedonia - 0.1%  
EUR     405,000    

Former Yugoslav Republic of Macedonia
3.98%, 07/24/2021(6)

    449,181  
     

 

 

 
      Malaysia - 0.3%  
 

Malaysia Government Bond

 

MYR     3,970,000    

3.76%, 04/20/2023

    957,221  
    1,266,000    

3.80%, 09/30/2022

    303,954  
    6,500,000    

4.05%, 09/30/2021

    1,546,713  
     

 

 

 
    2,807,888  
     

 

 

 
      Mexico - 0.9%  
 

Mexican Bonos

 

MXN     13,885,800    

6.50%, 06/09/2022

    590,220  
    9,936,900    

7.50%, 06/03/2027

    442,512  
    6,121,800    

7.75%, 05/29/2031

    269,648  
 

Mexico Government International Bond

 

$     200,000    

3.25%, 04/16/2030

    181,202  
    200,000    

3.90%, 04/27/2025

    202,000  
    705,000    

4.50%, 04/22/2029

    709,237  
    4,070,000    

4.50%, 01/31/2050

    3,663,000  
    860,000    

4.75%, 04/27/2032

    866,450  
    705,000    

5.00%, 04/27/2051

    675,037  
     

 

 

 
    7,599,306  
     

 

 

 
      Mongolia - 0.7%  
    2,765,000    

Mongolia Government International Bond
5.13%, 12/05/2022(6)

    2,460,806  
    3,516,000    

Trade & Development Bank of Mongolia LLC
9.38%, 05/19/2020(6)

    3,502,815  
     

 

 

 
    5,963,621  
     

 

 

 
      Morocco - 0.1%  
 

Morocco Government International Bond

 

    350,000    

4.25%, 12/11/2022(6)

    363,824  
    400,000    

5.50%, 12/11/2042(6)

    453,000  
     

 

 

 
    816,824  
     

 

 

 
 

 

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

 

 

  104  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)      
      Oman - 0.2%  
 

Oman Government International Bond

 

$     215,000    

4.75%, 06/15/2026(6)

  $ 163,582  
    620,000    

6.50%, 03/08/2047(6)

    433,349  
    615,000    

6.75%, 01/17/2048(1)

    431,779  
    1,180,000    

6.75%, 01/17/2048(6)

    828,455  
     

 

 

 
    1,857,165  
     

 

 

 
      Panama - 0.3%  
 

Panama Government International Bond

 

    210,000    

3.16%, 01/23/2030

    214,202  
    235,000    

4.30%, 04/29/2053

    255,565  
    510,000    

4.50%, 04/16/2050

    571,205  
    930,000    

4.50%, 04/01/2056

    1,043,925  
    465,000    

Panama Notas del Tesoro
3.75%, 04/17/2026(1)

    470,813  
     

 

 

 
    2,555,710  
     

 

 

 
      Paraguay - 0.1%  
 

Paraguay Government International Bond

 

    305,000    

4.63%, 01/25/2023(6)

    312,625  
    400,000    

4.70%, 03/27/2027(6)

    415,000  
    200,000    

5.60%, 03/13/2048(1)

    210,302  
    200,000    

6.10%, 08/11/2044(6)

    212,002  
     

 

 

 
    1,149,929  
     

 

 

 
      Peru - 0.0%  
    145,000    

Peruvian Government International Bond
2.39%, 01/23/2026

    147,900  
     

 

 

 
      Poland - 0.3%  
 

Republic of Poland Government Bond

 

PLN     7,058,000    

2.00%, 04/25/2021

    1,726,393  
    1,185,000    

3.25%, 07/25/2025

    318,359  
    2,270,000    

4.00%, 10/25/2023

    609,783  
     

 

 

 
    2,654,535  
     

 

 

 
      Qatar - 0.5%  
 

Qatar Government International Bond

 

$     510,000    

2.38%, 06/02/2021(6)

    515,141  
    850,000    

3.40%, 04/16/2025(1)

    904,256  
    1,290,000    

3.75%, 04/16/2030(1)

    1,408,370  
    200,000    

4.40%, 04/16/2050(1)

    227,412  
    800,000    

4.50%, 04/23/2028(6)

    912,480  
     

 

 

 
    3,967,659  
     

 

 

 
      Romania - 0.2%  
 

Romanian Government International Bond

 

EUR     120,000    

2.00%, 01/28/2032(1)

    111,084  
    190,000    

2.12%, 07/16/2031(6)

    180,041  
    255,000    

2.12%, 07/16/2031(1)

    241,633  
    55,000    

3.38%, 02/08/2038(1)

    56,431  
    130,000    

3.38%, 02/08/2038(6)

    133,382  
    88,000    

3.38%, 01/28/2050(1)

    81,721  
    80,000    

3.88%, 10/29/2035(6)

    87,089  
    183,000    

4.63%, 04/03/2049(1)

    202,245  
    30,000    

4.63%, 04/03/2049(6)

    33,155  
$     220,000    

6.13%, 01/22/2044(6)

    260,804  
     

 

 

 
    1,387,585  
     

 

 

 
      Russia - 1.3%  
 

Russian Federal Bond - OFZ

 

RUB     5,155,000    

6.90%, 05/23/2029

    74,261  
    55,750,000    

7.00%, 08/16/2023

    787,347  
    29,007,000    

7.10%, 10/16/2024

    414,288  
    45,540,000    

7.40%, 12/07/2022

    644,908  
    10,745,000    

7.65%, 04/10/2030

    162,150  
    8,950,000    

7.70%, 03/23/2033

    137,258  
    51,910,000    

7.75%, 09/16/2026

    774,361  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)      
      Russia - 1.3% - (continued)  
RUB     18,650,000    

7.95%, 10/07/2026

  $ 281,217  
    1,430,000    

8.50%, 09/17/2031

    23,060  
 

Russian Foreign Bond - Eurobond

 

$     400,000    

4.25%, 06/23/2027(1)

    433,059  
    600,000    

4.25%, 06/23/2027(6)

    649,589  
    600,000    

4.38%, 03/21/2029(1)

    662,280  
    1,800,000    

4.38%, 03/21/2029(6)

    1,986,840  
    400,000    

5.10%, 03/28/2035(1)

    469,000  
    1,600,000    

5.10%, 03/28/2035(6)

    1,876,000  
    1,600,000    

5.25%, 06/23/2047(6)

    1,980,496  
     

 

 

 
    11,356,114  
     

 

 

 
      Saudi Arabia - 0.0%  
    285,000    

Saudi Government International Bond
2.90%, 10/22/2025(1)

    288,562  
     

 

 

 
      Senegal - 0.2%  
 

Senegal Government International Bond

 

    200,000    

6.25%, 07/30/2024(6)

    185,300  
    1,630,000    

6.25%, 05/23/2033(6)

    1,427,391  
    405,000    

6.75%, 03/13/2048(6)

    336,150  
     

 

 

 
    1,948,841  
     

 

 

 
      Serbia - 0.0%  
 

Serbia International Bond

 

EUR     160,000    

1.50%, 06/26/2029(6)

    151,446  
    120,000    

1.50%, 06/26/2029(1)

    113,585  
     

 

 

 
    265,031  
     

 

 

 
      South Africa - 0.4%  
 

Republic of South Africa Government Bond

 

ZAR     31,595,000    

6.25%, 03/31/2036

    1,071,068  
    18,060,000    

7.75%, 02/28/2023

    1,025,597  
    2,965,000    

8.25%, 03/31/2032

    133,020  
$     850,000    

Republic of South Africa Government International Bond
5.75%, 09/30/2049

    663,068  
    100,000    

South Africa Government International Bond 6.25%, 03/08/2041

    87,591  
     

 

 

 
    2,980,344  
     

 

 

 
      South Korea - 0.3%  
    1,000,000    

Export-Import Bank of Korea 2.16%, 06/01/2021, 3 mo. USD LIBOR + 0.575%(3)

    996,296  
    1,500,000    

Korea Development Bank
1.33%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(3)

    1,495,012  
     

 

 

 
    2,491,308  
     

 

 

 
      Supranational - 0.7%  
IDR     21,407,000,000    

European Bank for Reconstruction & Development
6.45%, 12/13/2022(6)

    1,406,314  
    3,000,000,000    

Inter-American Development Bank 7.88%, 03/14/2023

    205,432  
    7,448,300,000    

International Bank for Reconstruction & Development
7.45%, 08/20/2021

    496,645  
 

International Finance Corp.

 
MXN     22,900,000    

0.00%, 02/22/2038(10)

    277,734  
INR     83,250,000    

6.30%, 11/25/2024

    1,121,289  
    22,830,000    

6.45%, 08/10/2020

    302,963  
MXN     23,210,000    

7.75%, 01/18/2030

    1,057,668  
IDR     1,800,000,000    

8.00%, 10/09/2023

    124,554  
INR     46,120,000    

8.25%, 06/10/2021

    630,590  
     

 

 

 
    5,623,189  
     

 

 

 
      Thailand - 0.3%  
 

Thailand Government Bond

 
THB     30,290,000    

1.88%, 06/17/2022

    959,333  
    17,185,000    

3.63%, 06/16/2023

    577,515  
    35,828,000    

3.85%, 12/12/2025

    1,277,846  
     

 

 

 
    2,814,694  
     

 

 

 
 

 

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

 

 

  105  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 19.8% - (continued)      
      Tunisia - 0.5%  
 

Banque Centrale de Tunisie International Bond

 

EUR     3,890,000    

4.50%, 06/22/2020(6)

  $ 4,179,729  
    100,000    

6.38%, 07/15/2026(6)

    89,312  
    100,000    

6.75%, 10/31/2023(1)

    93,969  
     

 

 

 
    4,363,010  
     

 

 

 
      Turkey - 1.1%  
 

Turkey Government Bond

 

TRY     6,595,000    

9.40%, 07/08/2020

    947,342  
    2,250,000    

10.70%, 02/17/2021

    329,235  
    8,424,000    

11.00%, 03/02/2022

    1,241,393  
 

Turkey Government International Bond

 

$     215,000    

3.25%, 03/23/2023

    198,247  
    1,085,000    

4.88%, 10/09/2026

    951,183  
    820,000    

4.88%, 04/16/2043

    593,557  
    1,271,000    

5.13%, 02/17/2028

    1,102,338  
    1,480,000    

5.75%, 03/22/2024

    1,426,208  
    1,855,000    

5.75%, 05/11/2047

    1,409,310  
    925,000    

6.00%, 03/25/2027

    848,410  
    835,000    

6.00%, 01/14/2041

    668,000  
    120,000    

7.38%, 02/05/2025

    121,914  
     

 

 

 
    9,837,137  
     

 

 

 
      Ukraine - 0.4%  
   

Ukraine Government International Bond

 
    205,000    

7.38%, 09/25/2032(1)

    181,425  
    950,000    

7.38%, 09/25/2032(6)

    840,750  
    1,100,000    

7.75%, 09/01/2022(6)

    1,047,750  
    675,000    

7.75%, 09/01/2024(6)

    636,172  
    150,000    

7.75%, 09/01/2026(6)

    138,370  
    400,000    

7.75%, 09/01/2027(6)

    365,735  
     

 

 

 
    3,210,202  
     

 

 

 
      United Arab Emirates - 0.3%  
   

Abu Dhabi Government International Bond

 
    325,000    

2.13%, 09/30/2024(1)

    329,062  
    295,000    

3.13%, 04/16/2030(1)

    313,497  
    1,610,000    

3.88%, 04/16/2050(1)

    1,714,972  
     

 

 

 
    2,357,531  
     

 

 

 
      Venezuela - 0.0%  
   

Venezuela Government International Bond

 
    1,224,000    

7.75%, 10/13/2019(6)(11)

    97,920  
    380,000    

9.00%, 05/07/2023(6)(11)

    30,400  
    800,000    

9.25%, 05/07/2028(6)(11)

    64,000  
    1,355,300    

12.75%, 08/23/2022(6)(11)

    108,424  
     

 

 

 
    300,744  
     

 

 

 
 

Total Foreign Government Obligations
(cost $194,074,816)

  $ 171,105,694  
     

 

 

 
MUNICIPAL BONDS - 0.8%  
      Education - 0.3%  
   

Chicago, IL, Board of Education, GO

 
    630,000    

5.18%, 12/01/2021

    635,954  
    380,000    

6.04%, 12/01/2029

    379,688  
    1,110,000    

6.14%, 12/01/2039

    1,089,465  
    660,000    

6.32%, 11/01/2029

    663,782  
     

 

 

 
    2,768,889  
     

 

 

 
      General - 0.1%  
    665,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

    847,376  
     

 

 

 
      General Obligation - 0.1%  
   

State of Illinois, GO

 
    644,073    

4.95%, 06/01/2023

    656,896  
    70,000    

5.00%, 01/01/2023

    69,878  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 0.8% - (continued)  
      General Obligation - 0.1% - (continued)  
  $ 150,000    

5.56%, 02/01/2021

  $ 152,575  
     

 

 

 
    879,349  
     

 

 

 
      Nursing Homes - 0.2%  
    2,000,000    

Seminole Cnty. Industrial Dev Auth 6.00%, 11/15/2025

    1,928,980  
     

 

 

 
      Transportation - 0.1%  
    435,000    

Metropolitan Transportation Auth. 6.73%, 11/15/2030

    502,682  
     

 

 

 
 

Total Municipal Bonds
(cost $7,054,735)

  $ 6,927,276  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 23.5%(13)  
          Advertising - 0.2%  
  $ 1,407,925    

Clear Channel Outdoor Holdings, Inc.
4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

    1,219,615  
    646,176    

Entravision Communications Corp.
3.15%, 11/29/2024, 1 mo. USD LIBOR + 2.750%

    595,490  
     

 

 

 
    1,815,105  
     

 

 

 
          Aerospace/Defense - 0.2%  
 

TransDigm, Inc.

 

    1,354,852    

2.65%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    1,183,124  
    346,480    

2.65%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    302,467  
     

 

 

 
    1,485,591  
     

 

 

 
          Airlines - 0.1%  
    922,688    

WestJet Airlines Ltd.
4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000%

    738,870  
     

 

 

 
      Asset-Backed - Finance & Insurance - 0.0%  
    261,152    

Evertec Group LLC
3.90%, 11/27/2024, 1 mo. USD LIBOR + 3.500%

    248,095  
     

 

 

 
      Auto Manufacturers - 0.1%  
    1,289,809    

Navistar International Corp.
4.22%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    1,161,641  
     

 

 

 
      Auto Parts & Equipment - 0.7%  
    1,325,088    

Adient U.S. LLC
5.45%, 05/06/2024, 1 mo. USD LIBOR + 4.000%

    1,188,444  
 

AL Alpine AT Bidco GmbH

 

EUR     260,000    

3.00%, 10/31/2025, 3 mo. EURIBOR + 3.000%

    238,621  
$     202,438    

4.20%, 10/31/2025, 3 mo. USD LIBOR +2.750%

    161,950  
    1,001,753    

Altra Industrial Motion Corp.
2.40%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    941,648  
    154,800    

IAA, Inc.
2.69%, 06/28/2026, 1 mo. USD LIBOR + 2.250%

    145,899  
 

Panther BF Aggregator L.P.

 

EUR     1,910,000    

3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%

    1,923,241  
$     1,263,650    

3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

    1,141,076  
     

 

 

 
    5,740,879  
     

 

 

 
          Beverages - 0.0%  
    410,850    

Sunshine Investments B.V.
4.95%, 03/28/2025, 1 mo. USD LIBOR + 3.250%

    392,875  
     

 

 

 
          Chemicals - 0.8%  
    606,937    

Axalta Coating Systems U.S. Holdings, Inc.
3.20%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    588,729  
    181,264    

Cabot Microelectronics Corp.
2.44%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

    174,920  
EUR     385,920    

CTC AcquiCo GmbH
2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

    384,320  
$     1,625,000    

Element Solutions, Inc.
2.40%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

    1,547,812  
    625,275    

Hexion, Inc.
4.94%, 07/01/2026, 1 mo. USD LIBOR + 3.500%

    594,405  
 

 

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

 

 

  106  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
          Chemicals - 0.8% - (continued)  
$     285,650    

LTI Holdings, Inc.
3.90%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

  $ 227,409  
    240,423    

Minerals Technologies, Inc.
3.27%, 02/14/2024, 1 mo. USD LIBOR + 2.250%

    233,210  
 

Starfruit Finco B.V.

 

EUR     100,000    

3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

    101,503  
$     1,476,599    

3.86%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

    1,336,322  
    1,109,251    

Tronox Finance LLC
4.20%, 09/23/2024, 3 mo. USD LIBOR + 2.750%

    1,037,849  
   

Univar, Inc.

 
    249,375    

3.45%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    237,141  
    244,502    

3.70%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    235,333  
    231,475    

WR Grace & Co.
3.20%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

    217,925  
     

 

 

 
    6,916,878  
     

 

 

 
      Coal - 0.0%  
    952,727    

Foresight Energy LLC
7.36%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

    59,545  
     

 

 

 
      Commercial Services - 2.6%  
    642,330    

Allied Universal Holdco LLC
4.65%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

    596,082  
    525,000    

Amentum Government Services Holdings LLC
4.40%, 02/01/2027, 1 mo. USD LIBOR + 4.000%

    500,063  
    1,182,000    

APX Group, Inc.
5.40%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    1,038,683  
    234,000    

Ascend Learning LLC
4.00%, 07/12/2024, 1 mo. USD LIBOR + 3.000%

    218,439  
    1,650,863    

AVSC Holding Corp.
6.20%, 10/15/2026, 1 mo. USD LIBOR + 4.500%

    1,106,078  
    844,138    

Belron Finance U.S. LLC
3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

    793,489  
    1,377,288    

Blackhawk Network Holdings, Inc.
3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    1,170,694  
    1,331,055    

BrightView Landscapes LLC
3.25%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    1,255,624  
    717,514    

Ceridian HCM Holding, Inc.
2.64%, 04/30/2025, 3 mo. USD LIBOR + 2.500%

    674,765  
   

Deerfield Dakota Holding, LLC

 
    2,340,000    

0.00%, 04/09/2027(14)

    2,223,000  
EUR     2,225,000    

4.00%, 04/09/2027, 1 mo. EURIBOR + 4.000%

    2,109,099  
$     2,195,000    

Dun & Bradstreet Corp.
4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    2,046,837  
    51,728    

Energizer Holdings, Inc.
3.25%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

    50,521  
    257,650    

Garda World Security Corp.
6.39%, 10/30/2026, 1 mo. USD LIBOR + 4.750%

    247,021  
    447,750    

KAR Auction Services, Inc.
2.88%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    405,214  
EUR     640,000    

LGC Group Holdings Ltd.
0.00%, 01/22/2027(14)

    658,828  
$     1,575,752    

Quikrete Holdings, Inc.
2.90%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    1,456,830  
    464,717    

Russell Investments U.S. Inst’l Holdco, Inc.
3.82%, 06/01/2023, 3 mo. USD LIBOR + 2.750%

    423,376  
EUR     231,666    

Techem Verwaltungsgesellschaft 675 mbH
2.88%, 07/15/2025, 1 mo. EURIBOR + 2.875%

    245,303  
$     1,614,913    

Tempo Acquisition LLC
3.15%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

    1,512,980  
    848,946    

Trans Union LLC
2.15%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    811,941  
    319,200    

US Ecology, Inc.
2.90%, 11/01/2026, 1 mo. USD LIBOR + 2.500%

    309,624  
EUR     1,199,883    

Verisure Holding AB
3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

    1,267,463  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Commercial Services - 2.6% - (continued)  
$     1,222,093    

Weight Watchers International, Inc.
5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

  $ 1,183,902  
     

 

 

 
    22,305,856  
     

 

 

 
      Construction Materials - 0.3%  
    221,657    

Advanced Drainage Systems, Inc.
3.25%, 07/31/2026, 1 mo. USD LIBOR + 2.250%

    214,730  
    1,532,144    

Brookfield WEC Holdings, Inc.
3.40%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    1,448,643  
    260,363    

Hamilton Holdco LLC
3.46%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

    248,646  
    1,015,666    

NCI Building Systems, Inc.
4.58%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

    868,394  
     

 

 

 
    2,780,413  
     

 

 

 
      Distribution/Wholesale - 0.3%  
    597,000    

American Builders & Contractors Supply Co., Inc.
2.40%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    558,069  
    1,150,609    

Beacon Roofing Supply, Inc.
2.65%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    1,070,642  
   

SRS Distribution, Inc.

 
    496,212    

4.32%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    441,361  
    353,225    

5.57%, 05/23/2025, 1 mo. USD LIBOR + 4.500%

    324,084  
     

 

 

 
    2,394,156  
     

 

 

 
      Diversified Financial Services - 0.8%  
   

AlixPartners LLP

 
EUR     178,200    

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

    189,422  
$     1,355,877    

3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%

    1,303,147  
    1,092,367    

Aretec Group, Inc.
4.65%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

    884,817  
    1,306,263    

Crown Finance U.S., Inc.
3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

    818,596  
EUR     437,393    

Financial & Risk U.S. Holdings, Inc.
3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

    463,849  
$     836,722    

GreenSky Holdings LLC
3.69%, 03/31/2025, 1 mo. USD LIBOR + 3.250%

    744,682  
    173,250    

Minotaur Acquisition, Inc.
5.40%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    147,263  
EUR     379,236    

Nets Holding A/S
3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    385,040  
$     335,750    

Refinitiv U.S. Holdings, Inc.
3.65%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

    328,092  
    193,500    

RP Crown Parent LLC
3.75%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

    184,792  
    302,368    

UFC Holdings LLC
4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

    281,958  
    797,673    

Victory Capital Holdings, Inc.
3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

    757,789  
     

 

 

 
    6,489,447  
     

 

 

 
      Electric - 0.0%  
    320,189    

Seadrill Partners Finco LLC
7.45%, 02/21/2021, 3 mo. USD LIBOR + 6.000%

    51,803  
     
      Electrical Components & Equipment - 0.2%  
    1,125,000    

Virgin Media Bristol LLC
3.31%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

    1,062,281  
EUR     700,000    

Virgin Media SFA Finance Ltd.
2.50%, 01/31/2029, 1 mo. EURIBOR + 2.500%

    736,411  
     

 

 

 
    1,798,692  
     

 

 

 
      Energy-Alternate Sources - 0.2%  
$     751,366    

BCP Renaissance Parent LLC
4.95%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    574,795  
    1,054,568    

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    727,652  
     

 

 

 
    1,302,447  
     

 

 

 
 

 

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

 

 

  107  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Engineering & Construction - 0.1%  
$     1,022,857    

Brand Energy & Infrastructure Services, Inc.
5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

  $ 862,074  
    163,971    

DG Investment Intermediate Holdings, Inc.
3.75%, 02/03/2025, 3 mo. USD LIBOR + 3.000%

    142,091  
     

 

 

 
    1,004,165  
     

 

 

 
      Entertainment - 0.4%  
    645,000    

Banijay Entertainment S.A.S
0.00%, 03/04/2025(14)

    591,787  
    691,117    

CityCenter Holdings LLC
3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    606,932  
   

Motion Finco S.a.r.l.

 
EUR     335,000    

3.00%, 11/13/2026, 1 mo. EURIBOR + 3.000%

    325,300  
$     57,936    

4.70%, 11/04/2026, 6 mo. USD LIBOR + 3.250%

    49,861  
    440,814    

4.70%, 11/13/2026, 1 mo. USD LIBOR + 3.250%(15)

    379,378  
    1,150,975    

Scientific Games International, Inc.
3.61%, 08/14/2024, 2 mo. USD LIBOR + 2.750%

    948,599  
    231,475    

Wyndham Hotels & Resorts, Inc.
2.15%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

    211,684  
     

 

 

 
    3,113,541  
     

 

 

 
      Environmental Control - 0.1%  
    881,014    

Advanced Disposal Services, Inc.
3.00%, 11/10/2023, 1 Week USD LIBOR + 2.250%

    869,024  
EUR     250,173    

Fluidra S.A.
2.00%, 07/02/2025, 1 mo. EURIBOR + 2.000%

    253,818  
     

 

 

 
    1,122,842  
     

 

 

 
      Food - 0.7%  
$     873,253    

Atkins Nutritionals Holdings, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

    844,872  
    818,400    

B&G Foods, Inc.
2.90%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    789,249  
   

Froneri International plc

 
EUR     870,000    

2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625%

    897,263  
$     1,500,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    1,384,380  
    1,362,694    

Hostess Brands LLC
3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

    1,298,824  
    910,425    

U.S. Foods, Inc.
3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    807,247  
     

 

 

 
    6,021,835  
     

 

 

 
      Food Service - 0.3%  
   

8th Avenue Food & Provisions, Inc.

 
    222,188    

4.33%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    212,069  
    135,000    

8.58%, 10/01/2026, 1 mo. USD LIBOR + 7.750%

    123,075  
   

Aramark Services, Inc.

 
    928,502    

2.15%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

    867,277  
    490,000    

2.15%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    458,150  
    696,375    

CHG PPC Parent LLC
3.15%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    640,665  
     

 

 

 
    2,301,236  
     

 

 

 
      Gas - 0.1%  
   

Messer Industries GmbH

 
EUR     100,000    

2.50%, 03/01/2026, 3 mo. EURIBOR + 2.500%

    105,065  
$     643,500    

3.95%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

    606,904  
     

 

 

 
    711,969  
     

 

 

 
      Healthcare-Products - 0.2%  
    124,513    

Avantor Funding, Inc.
3.25%, 11/21/2024, 3 mo. USD LIBOR + 2.250%

    122,023  
EUR     324,188    

Grifols S.A.
2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250%

    348,550  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Healthcare-Products - 0.2% - (continued)  
$     456,250    

Lifescan Global Corp.
7.45%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

  $ 373,842  
    899,431    

Parexel International Corp.
3.15%, 09/27/2024, 1 mo. USD LIBOR + 2.750%

    821,370  
     

 

 

 
    1,665,785  
     

 

 

 
      Healthcare-Services - 1.7%  
    170,100    

CDRH Parent, Inc.
5.57%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

    104,327  
    205,000    

CPI Holdco LLC
5.70%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

    196,031  
    735,672    

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025, 1 mo. USD LIBOR + 3.750%(15)

    595,894  
   

DuPage Medical Group Ltd.

 
    474,532    

3.50%, 08/15/2024, 1 mo. USD LIBOR + 2.750%

    406,912  
    205,599    

7.75%, 08/15/2025, 1 mo. USD LIBOR + 7.000%

    164,479  
    452,725    

Emerald TopCo, Inc.
4.26%, 07/24/2026, 1 mo. USD LIBOR + 3.500%

    424,203  
    243,775    

Ensemble RCM LLC
5.51%, 08/03/2026, 1 mo. USD LIBOR + 3.750%

    233,049  
    587,563    

Envision Healthcare Corp.
4.15%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    401,499  
   

EyeCare Partners LLC

 
    385,000    

0.50%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(15)

    316,982  
    1,650,000    

4.82%, 02/05/2027, 1 mo. USD LIBOR + 3.750%

    1,358,495  
    2,007,076    

Gentiva Health Services, Inc.
3.69%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

    1,886,651  
    486,287    

Global Medical Response, Inc.
4.25%, 04/28/2022, 1 mo. USD LIBOR + 3.250%

    445,409  
EUR     584,588    

IQVIA, Inc.
2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    627,007  
$     993,971    

Jaguar Holding Co.
2.90%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

    973,077  
   

MED ParentCo L.P.

 
    194,169    

4.25%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(15)

    163,096  
    775,481    

4.65%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    651,381  
    1,606,700    

MPH Acquisition Holdings LLC
4.20%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    1,475,160  
    250,538    

Sound Inpatient Physicians
3.15%, 06/27/2025, 1 mo. USD LIBOR + 2.750%

    235,245  
   

Surf Holdings LLC

 
EUR     125,000    

3.50%, 03/05/2027, 1 mo. EURIBOR + 3.500%

    124,105  
$     300,000    

4.81%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

    274,314  
    185,250    

Surgery Center Holdings, Inc.
4.25%, 09/03/2024, 1 mo. USD LIBOR + 3.250%

    164,873  
    706,786    

Syneos Health, Inc.
2.15%, 08/01/2024, 1 mo. USD LIBOR + 1.750%

    680,946  
    368,600    

Team Health Holdings, Inc.
3.75%, 02/06/2024, 1 mo. USD LIBOR + 2.750%

    270,077  
    221,625    

Verscend Holding Corp.
4.90%, 08/27/2025, 1 mo. USD LIBOR + 4.500%

    208,272  
    2,588,513    

Zelis Healthcare Corp.
5.15%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

    2,479,148  
     

 

 

 
    14,860,632  
     

 

 

 
      Household Products - 0.2%  
   

Diamond (BC) B.V.

 
EUR     625,527    

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    595,637  
$     1,055,749    

3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    905,970  
    207,475    

Revlon Consumer Products Corp.
5.11%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

    84,471  
    455,000    

Reynolds Consumer Products LLC
2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    437,724  
     

 

 

 
    2,023,802  
     

 

 

 
 

 

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

 

 

  108  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Housewares - 0.1%  
$     1,146,419    

Hayward Industries, Inc.
3.90%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

  $ 1,053,272  
     

 

 

 
      Insurance - 1.4%  
    2,527,386    

Acrisure LLC
5.21%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    2,316,779  
   

Asurion LLC

 
    1,922,714    

3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    1,831,732  
    517,669    

3.40%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    492,619  
    1,400,967    

4.00%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

    1,346,329  
    1,550,000    

6.90%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

    1,495,750  
   

Hub International Ltd.

 
    1,710,853    

3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    1,599,254  
    1,087,900    

5.69%, 04/25/2025, 1 mo. USD LIBOR + 4.000%

    1,040,293  
    121,250    

NFP Corp.
3.65%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

    107,912  
   

Sedgwick Claims Management Services, Inc.

 
    1,453,121    

3.65%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    1,330,899  
    660,013    

4.40%, 09/03/2026, 1 mo. USD LIBOR + 4.000%

    614,841  
     

 

 

 
        12,176,408  
     

 

 

 
      IT Services - 0.2%  
    243,775    

NAB Holdings LLC
4.45%, 07/01/2024, 3 mo. USD LIBOR + 3.000%

    217,264  
    850,000    

Science Applications International Corp.
2.65%, 03/12/2027, 1 mo. USD LIBOR + 2.250%

    830,875  
    490,000    

VS Buyer LLC
4.86%, 02/28/2027, 3 mo. USD LIBOR + 3.250%

    460,600  
     

 

 

 
        1,508,739  
     

 

 

 
      Leisure Time - 0.6%  
    1,167,061    

Caesars Resort Collection LLC
3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    982,280  
    1,505,843    

Delta (LUX) S.a.r.l.
3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    1,370,589  
    230,892    

Eldorado Resorts LLC
3.25%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

    217,762  
    1,164,976    

Golden Entertainment, Inc.
3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    949,455  
    997,375    

Penn National Gaming, Inc.
3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

    862,729  
    733,998    

SRAM LLC
5.00%, 03/15/2024, 2 mo. USD LIBOR + 1.750%

    693,628  
     

 

 

 
        5,076,443  
     

 

 

 
      Lodging - 0.2%  
   

Boyd Gaming Corp.

 
    671,469    

2.39%, 09/15/2023, 1 Week USD LIBOR + 2.250%

    621,532  
    1,038,021    

Caesars Entertainment Operating Co.
2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    999,749  
     

 

 

 
        1,621,281  
     

 

 

 
      Machinery - Construction & Mining - 0.0%  
    203,800    

Pike Corp.
4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

    195,522  
     

 

 

 
      Machinery-Diversified - 0.2%  
    161,475    

Fluidra S.A.
2.40%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

    152,191  
   

Gardner Denver, Inc.

 
EUR     1,006,825    

2.00%, 03/01/2027, 1 mo. EURIBOR + 2.000%

    1,065,109  
$     201,388    

2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    190,715  
    357,700    

Pro Mach Group, Inc.
3.32%, 03/07/2025, 3 mo. USD LIBOR +2.750%

    313,345  
     

 

 

 
        1,721,360  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Media - 2.6%  
$     459,921    

Advantage Sales & Marketing, Inc.
4.70%, 07/23/2021, 1 mo. USD LIBOR + 3.250%

  $ 392,276  
   

Altice Financing S.A.

 
EUR     126,750    

2.75%, 01/31/2026, 3 mo. EURIBOR + 2.750%

    131,521  
$     784,875    

3.38%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    722,085  
    992,831    

AVSC Holding Corp.
4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    655,268  
EUR     275,000    

Banijay Entertainment S.A.S
0.00%, 03/04/2025(14)

    282,072  
$     938,851    

Charter Communications Operating LLC
2.16%, 02/01/2027, 3 mo. USD LIBOR + 1.750%

    900,517  
    1,500,000    

Cineworld Ltd.
0.00%, 02/05/2027(14)

    900,000  
   

CSC Holdings LLC

 
    247,449    

3.06%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    235,037  
    1,822,351    

3.31%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    1,731,562  
    415,811    

E.W. Scripps Co.
2.90%, 05/01/2026, 1 mo. USD LIBOR + 2.500%

    387,016  
    849,643    

Gray Television, Inc.
3.49%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

    797,959  
    1,000,000    

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    872,500  
    2,277,720    

ION Media Networks, Inc.
3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

    2,065,140  
    548,702    

Maxar Technologies Ltd.
3.16%, 10/04/2024, 1 mo. USD LIBOR + 2.750%

    507,549  
    937,566    

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    862,270  
    924,569    

NASCAR Holdings, Inc.
3.38%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    854,404  
   

NEP/NCP Holdco, Inc.

 
    2,708,750    

4.70%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

    2,167,000  
    210,000    

8.45%, 10/19/2026, 1 mo. USD LIBOR + 7.000%

    118,650  
    1,733,928    

Nexstar Broadcasting, Inc.
3.74%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    1,623,390  
    775,165    

Numericable Group S.A.
3.15%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

    706,369  
    310,000    

PSAV Holdings LLC
9.01%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

    186,000  
    391,935    

Shutterfly, Inc.
7.45%, 09/25/2026, 1 mo. USD LIBOR + 6.000%

    339,612  
    772,902    

Sinclair Television Group, Inc.
3.32%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    714,934  
    967,575    

Terrier Media Buyer, Inc.
5.70%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

    897,426  
   

Web.com Group, Inc.

 
    754,429    

4.95%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

    670,816  
    347,609    

8.95%, 10/09/2026, 1 mo. USD LIBOR + 7.750%

    276,349  
    1,093,998    

William Morris Endeavor Entertainment LLC
4.37%, 05/18/2025, 1 mo. USD LIBOR + 2.750%

    809,558  
EUR     785,000    

Ziggo B.V.
3.00%, 01/31/2029, 1 mo. EURIBOR + 3.000%

    817,944  
$     1,100,000    

Ziggo Financing Partnership
3.31%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    1,024,375  
     

 

 

 
    22,649,599  
     

 

 

 
      Metal Fabricate/Hardware - 0.2%  
    545,000    

Arconic Corp.
3.24%, 03/25/2027, 1 mo. USD LIBOR + 2.750%

    539,550  
    881,676    

Circor International, Inc.
4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250%

    748,322  
    867,129    

Rexnord LLC
2.32%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

    852,388  
     

 

 

 
    2,140,260  
     

 

 

 
 

 

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

 

 

  109  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Miscellaneous Manufacturing - 0.6%  
$     1,275,622    

Core & Main L.P.
3.77%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

  $ 1,197,094  
    423,275    

H.B. Fuller Co.
2.72%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

    406,133  
    1,210,000    

Ingersoll-Rand Services Co.
2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    1,145,870  
    772,188    

Momentive Performance Materials, Inc.
3.66%, 05/15/2024, 3 mo. USD LIBOR + 3.250%

    686,143  
    203,975    

Tamko Building Products LLC
3.65%, 06/01/2026, 1 mo. USD LIBOR + 3.250%

    192,756  
    1,080,916    

USI, Inc.
3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    1,015,607  
    494,911    

Wilsonart LLC
4.71%, 12/19/2023, 3 mo. USD LIBOR + 3.250%

    429,830  
     

 

 

 
    5,073,433  
     

 

 

 
      Office/Business Equipment - 0.1%  
    1,125,000    

Pitney Bowes, Inc.
5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    961,875  
     

 

 

 
      Oil & Gas - 0.2%  
 

BCP Raptor LLC

 

    228,275    

5.15%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    106,433  
    267,438    

5.25%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

    124,359  
 

California Resources Corp.

 

    250,000    

6.36%, 12/31/2022, 1 mo. USD LIBOR + 4.750%

    54,860  
    470,000    

11.99%, 12/31/2021, 1 mo. USD LIBOR + 10.375%

    16,746  
    492,500    

NorthRiver Midstream Finance L.P.
4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    395,054  
    85,107    

PES Holdings LLC
6.99%, 12/31/2022, 1 mo. USD LIBOR + 6.990%(11)

    17,021  
    910,634    

PowerTeam Services LLC
4.70%, 03/06/2025, 3 mo. USD LIBOR + 3.250%

    825,262  
    384,150    

Traverse Midstream Partners LLC
5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

    285,643  
     

 

 

 
    1,825,378  
     

 

 

 
      Oil & Gas Services - 0.3%  
    470,000    

Buckeye Partners L.P.
3.77%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

    439,159  
    357,300    

Lower Cadence Holdings LLC
4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    246,090  
    1,662,438    

UGI Energy Services LLC
4.15%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    1,485,105  
     

 

 

 
    2,170,354  
     

 

 

 
      Packaging & Containers - 0.9%  
    907,513    

BellRing Brands LLC
6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

    895,034  
    1,516,872    

Berlin Packaging LLC
3.99%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

    1,374,028  
 

Berry Global, Inc.

 

    723,174    

2.83%, 10/01/2022, 3 mo. USD LIBOR + 2.000%

    703,590  
    992,500    

2.83%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    945,257  
 

Flex Acquisition Co., Inc.

 

    1,014,475    

4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

    945,998  
    1,027,229    

4.68%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

    956,350  
    408,975    

Pregis TopCo Corp.
4.40%, 07/31/2026, 1 mo. USD LIBOR + 4.000%

    366,205  
    291,475    

Proampac PG Borrower LLC
4.50%, 11/20/2023, 1 mo. USD LIBOR + 3.500%

    267,247  
    1,259,044    

Reynolds Group Holdings, Inc.
3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    1,197,930  
     

 

 

 
    7,651,639  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Pharmaceuticals - 0.8%  
$     666,808    

Bausch Health Cos., Inc.
3.47%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

  $ 638,889  
    981,422    

3.72%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    948,299  
    1,066,800    

Catalent Pharma Solutions, Inc.
3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    1,042,349  
    2,045,000    

Elanco Animal Health, Inc.
0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%(14)

    1,970,869  
    807,175    

Endo Luxembourg Finance Co., S.a r.l.
5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

    732,011  
    2,169,563    

Sunshine Luxembourg S.a.r.l.
5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

    1,982,437  
     

 

 

 
    7,314,854  
     

 

 

 
      Real Estate - 0.2%  
    585,601    

Fly Funding S.a.r.l.
3.48%, 08/11/2025, 3 mo. USD LIBOR + 1.750%

    521,917  
    1,381,591    

VICI Properties LLC
2.42%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    1,278,317  
     

 

 

 
    1,800,234  
     

 

 

 
      REITS - 0.0%  
    161,208    

Iron Mountain, Inc.
2.15%, 01/02/2026, 3 mo. USD LIBOR + 1.750%

    150,258  
     

 

 

 
      Retail - 1.1%  
    900,517    

B.C. Unlimited Liability Co.
2.15%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    842,262  
    843,326    

Bass Pro Group LLC
6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

    708,394  
    247,494    

Belron Finance U.S. LLC
3.96%, 11/13/2025, 1 mo. USD LIBOR + 2.250%

    231,407  
    285,000    

Buzz Merger Sub Ltd.
3.15%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

    270,750  
    317,600    

Carrols Restaurant Group, Inc.
4.10%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    233,118  
 

Coty, Inc.

 

EUR     235,308    

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

    216,604  
$     282,037    

3.17%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    226,687  
    1,054,352    

Harbor Freight Tools USA, Inc.
3.25%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

    995,234  
    746,193    

IRB Holding Corp.
3.75%, 02/05/2025, 1 mo. USD LIBOR + 2.750%

    649,456  
    490,038    

J. Crew Group, Inc.
4.38%, 03/05/2021, 3 mo. USD LIBOR + 3.000%

    269,521  
    994,722    

Michaels Stores, Inc.
3.57%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

    816,170  
    1,525,000    

PetSmart, Inc.
5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

    1,477,344  
    334,050    

Rodan & Fields LLC
6.25%, 06/16/2025, 1 mo. USD LIBOR + 3.000%

    159,509  
    891,885    

Staples, Inc.
6.02%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    707,559  
    1,519,720    

U.S. Foods, Inc.
2.15%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    1,396,957  
     

 

 

 
    9,200,972  
     

 

 

 
      Semiconductors - 0.0%  
    281,697    

Microchip Technology, Inc.
2.41%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

    270,077  
     

 

 

 
      Software - 2.0%  
    415,000    

AI Convoy (Luxembourg) S.a.r.l.
4.65%, 01/17/2027, 1 mo. USD LIBOR + 3.500%

    390,793  
    611,191    

Almonde, Inc.
4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

    528,509  
    1,505,180    

CCC Information Services, Inc.
3.75%, 04/29/2024, 1 mo. USD LIBOR + 2.750%

    1,426,158  
 

 

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

 

 

  110  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Software - 2.0% - (continued)  
$     718,814    

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

  $ 690,960  
EUR     365,000    

Cobham plc
3.75%, 01/17/2027, 1 mo. EURIBOR + 3.750%

    379,110  
$     1,850,000    

DCert Buyer, Inc.
4.40%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    1,735,911  
    775,786    

Epicor Software Corp.
3.66%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

    747,299  
    812,861    

EVO Payments International LLC
3.69%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    750,271  
    1,755,236    

Go Daddy Operating Co. LLC
2.15%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

    1,692,486  
 

Hyland Software, Inc.

 

    235,515    

4.00%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

    225,065  
    200,000    

7.75%, 07/07/2025, 1 mo. USD LIBOR + 7.000%

    185,000  
    1,751,554    

Infor U.S., Inc.
3.75%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

    1,717,977  
    126,534    

MA FinanceCo. LLC
2.90%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

    116,159  
    128,693    

McAfee LLC
4.19%, 09/30/2024, 1 mo. USD LIBOR + 3.750%

    122,830  
    830,000    

Navicure, Inc.
4.40%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    771,900  
    1,441,750    

Playtika Holding Corp.
7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

    1,423,728  
    384,150    

Quest Software U.S. Holdings, Inc.
5.01%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

    351,113  
    854,518    

Seattle Spinco, Inc.
2.90%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

    784,447  
 

SS&C Technologies Holdings Europe S.a.r.l

 

    1,360,233    

2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    1,305,973  
    512,622    

2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%(14)

    491,942  
    383,075    

Ultimate Software Group, Inc.
4.15%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    364,707  
    1,213,177    

WEX, Inc.
2.65%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

    1,137,960  
     

 

 

 
    17,340,298  
     

 

 

 
      Telecommunications - 1.0%  
    1,642,744    

Altice France S.A.
4.50%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    1,512,737  
    713,213    

CenturyLink, Inc.
2.65%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    673,094  
    630,000    

LCPR Loan Financing LLC
5.81%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

    615,825  
    472,259    

Level 3 Financing, Inc.
2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    451,399  
EUR     691,489    

Masmovil Holdphone S.A.
2.63%, 05/07/2026, 1 mo. EURIBOR + 2.625%

    730,110  
$     865,000    

T-Mobile USA, Inc.
0.00%, 04/01/2027, 1 mo. USD LIBOR + 1.750%(14)

    859,282  
    1,500,000    

Telenet Financing USD LLC
2.81%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    1,423,440  
    827,856    

Univision Communications, Inc.
3.75%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

    725,541  
    290,575    

Zacapa LLC
5.57%, 07/02/2025, 1 mo. USD LIBOR + 4.500%

    285,127  
 

Zayo Group Holdings, Inc.

 

EUR     325,000    

3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250%

    341,610  
$     1,110,000    

3.40%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    1,040,303  
     

 

 

 
    8,658,468  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 23.5%(13) - (continued)  
      Textiles - 0.1%  
 

ASP Unifrax Holdings, Inc.

 

$     841,479    

4.82%, 12/12/2025, 3 mo. USD LIBOR + 3.750%

  $ 628,063  
    125,000    

9.27%, 12/14/2026, 3 mo. USD LIBOR + 8.500%

    75,000  
     

 

 

 
    703,063  
     

 

 

 
      Transportation - 0.4%  
EUR     235,000    

Boluda Corp. Maritima S.L.
3.50%, 07/30/2026, 1 mo. EURIBOR + 3.500%

    241,429  
$     262,836    

CTOS LLC
4.97%, 04/18/2025, 1 mo. USD LIBOR + 4.250%

    248,380  
    837,895    

Dynasty Acquisition Co., Inc.
4.95%, 04/06/2026, 3 mo. USD LIBOR + 3.500%

    731,064  
    2,000,000    

Genesee & Wyoming, Inc.
3.45%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

    1,930,720  
    604,834    

Savage Enterprises LLC
3.72%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    582,152  
     

 

 

 
    3,733,745  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $224,277,654)

  $ 203,505,632  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 9.2%  
          Mortgage-Backed Agencies - 9.2%  
          FHLMC - 1.8%  
    5,055    

0.00%, 11/15/2036(10)(16)

    4,813  
    3,646,738    

0.29%, 10/25/2020(2)(5)

    418  
    3,964,055    

1.13%, 01/25/2030(2)(5)

    345,772  
    2,658,480    

1.93%, 11/25/2047(2)(5)

    358,120  
    4,759,080    

2.02%, 10/25/2047(2)(5)

    674,019  
    3,345,000    

2.08%, 09/25/2047(2)(5)

    356,928  
    1,150,193    

2.09%, 09/25/2046(2)(5)

    171,698  
    1,890,000    

2.17%, 08/25/2047(2)(5)

    286,405  
    3,870,000    

2.23%, 05/25/2047(2)(5)

    416,206  
    2,605,748    

2.32%, 05/25/2047(2)(5)

    418,384  
    735,000    

2.34%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(3)

    624,215  
    968,249    

2.54%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(3)

    828,418  
    1,998,243    

2.84%, 04/25/2030, 1 mo. USD LIBOR + 2.350%(3)

    1,742,605  
    1,620,568    

2.84%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(3)

    1,476,531  
    2,345,000    

2.99%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(3)

    2,205,187  
    37,107    

3.00%, 03/15/2033(5)

    3,746  
    285,862    

3.40%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(3)

    247,752  
    430,000    

3.81%, 05/25/2048(1)(2)

    354,597  
    2,203,000    

3.94%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(3)

    2,112,593  
    80,671    

4.00%, 07/15/2027(5)

    5,098  
    1,730,000    

4.39%, 04/25/2029, 1 mo. USD LIBOR + 3.900%(3)

    1,703,946  
    82,399    

4.50%, 03/15/2041

    94,673  
    95,152    

4.75%, 07/15/2039

    108,113  
    772,123    

4.95%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(3)

    613,235  
    9,616    

5.50%, 08/15/2033

    11,154  
    32,452    

6.50%, 07/15/2036

    37,610  
     

 

 

 
    15,202,236  
     

 

 

 
          FNMA - 0.1%  
    44,005    

0.00%, 06/25/2036(10)(16)

    41,083  
    122,789    

2.12%, 04/25/2055(2)(5)

    7,561  
    5,000    

2.44%, 01/01/2023

    5,189  
    29,619    

2.50%, 06/25/2028(5)

    1,772  
    182,883    

3.00%, 01/25/2028(5)

    11,664  
    28,842    

3.16%, 12/01/2026

    31,963  
    23,402    

3.24%, 12/01/2026

    26,032  
    9,140    

3.45%, 01/01/2024

    9,883  
    9,084    

3.47%, 01/01/2024

    9,823  
 

 

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

 

 

  111  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 9.2% - (continued)  
          FNMA - 0.1% - (continued)  
$     60,227    

3.50%, 05/25/2030(5)

  $ 5,146  
    22,653    

3.67%, 08/01/2023

    24,409  
    10,000    

3.76%, 03/01/2024

    10,894  
    14,723    

3.86%, 12/01/2025

    16,719  
    5,000    

3.86%, 11/01/2023

    5,459  
    22,415    

3.87%, 10/01/2025

    25,292  
    32,736    

3.89%, 05/01/2030

    39,334  
    9,108    

3.96%, 05/01/2034

    11,341  
    29,334    

4.00%, 03/25/2042(5)

    2,994  
    20,987    

4.50%, 07/25/2027(5)

    1,532  
    9,996    

5.47%, 05/25/2042(2)(5)

    967  
    71,834    

5.50%, 04/25/2035

    85,343  
    23,898    

5.50%, 04/25/2037

    27,964  
    256,894    

5.50%, 06/25/2042(5)

    56,598  
     

 

 

 
    458,962  
     

 

 

 
          GNMA - 2.7%  
    11,200,000    

2.50%, 05/20/2050(17)

    11,824,750  
    11,200,000    

2.50%, 06/22/2050(17)

    11,795,000  
    26,373    

4.00%, 05/16/2042(5)

    3,485  
    65,284    

5.00%, 10/16/2041(5)

    10,692  
     

 

 

 
    23,633,927  
     

 

 

 
      UMBS - 4.7%  
    38,800,000    

UMBS
2.50%, 05/13/2050(17)

    40,414,141  
     

 

 

 
   

Total U.S. Government Agencies
(cost $80,313,650)

  $ 79,709,266  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 6.1%  
      U.S. Treasury Securities - 6.1%  
      U.S. Treasury Bonds - 2.9%  
    1,604,817    

1.00%, 02/15/2048(18)

    2,116,057  
    920,000    

3.13%, 02/15/2043(19)

    1,267,875  
    6,740,000    

3.38%, 05/15/2044(19)(20)

    9,721,397  
    5,980,000    

3.63%, 02/15/2044(19)(21)

    8,925,851  
    2,015,000    

3.75%, 11/15/2043

    3,053,827  
     

 

 

 
    25,085,007  
     

 

 

 
      U.S. Treasury Notes - 3.2%  
    5,653,666    

0.38%, 01/15/2027(18)(19)

    5,937,067  
    1,641,059    

0.50%, 01/15/2028(18)

    1,753,201  
    4,035,978    

0.88%, 01/15/2029(18)

    4,492,834  
    1,372,233    

1.00%, 02/15/2049(18)

    1,834,132  
    11,930,000    

2.63%, 02/15/2029(19)

    14,009,828  
     

 

 

 
    28,027,062  
     

 

 

 
   

Total U.S. Government Securities
(cost $47,387,728)

  $ 53,112,069  
     

 

 

 
CONVERTIBLE BONDS - 2.5%  
      Airlines - 0.1%  
    376,000    

Southwest Airlines Co.
1.25%, 05/01/2025

    414,977  
     

 

 

 
      Biotechnology - 0.1%  
    903,000    

Apellis Pharmaceuticals, Inc.
3.50%, 09/15/2026(1)

    1,050,444  
     

 

 

 
      Commercial Services - 0.2%  
    1,921,000    

Square, Inc.
0.13%, 03/01/2025(1)

    1,770,922  
     

 

 

 
      Engineering & Construction - 0.0%  
EUR     100,000    

Cellnex Telecom S.A.
1.50%, 01/16/2026(6)

    166,869  
     

 

 

 
Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 2.5% - (continued)  
      Food - 0.1%  
$     1,070,000    

Chefs’ Warehouse, Inc.
1.88%, 12/01/2024(1)

  $ 738,300  
     

 

 

 
   

Healthcare-Products - 0.7%

 
    534,000    

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025(1)

    501,575  
    1,670,000    

NuVasive, Inc.
0.38%, 03/15/2025(1)

    1,539,573  
    2,114,000    

NanoString Technologies, Inc.
2.63%, 03/01/2025(1)

    2,054,897  
    1,187,000    

Insulet Corp.
0.38%, 09/01/2026(1)

    1,331,665  
     

 

 

 
    5,427,710  
     

 

 

 
      Internet - 0.1%  
    979,000    

Proofpoint, Inc.
0.25%, 08/15/2024(1)

    1,016,174  
     

 

 

 
      IT Services - 0.2%  
    1,422,000    

Lumentum Holdings, Inc.
0.50%, 12/15/2026(1)

    1,504,988  
     

 

 

 
      Lodging - 0.0%  
    25,000    

Caesars Entertainment Corp.
5.00%, 10/01/2024

    35,476  
     

 

 

 
      Media - 0.0%  
    225,000    

Scripps Escrow, Inc.
5.88%, 07/15/2027(1)

    190,125  
     

 

 

 
      Pharmaceuticals - 0.5%  
    1,451,000    

Revance Therapeutics, Inc.
1.75%, 02/15/2027(1)

    1,213,044  
    2,110,000    

Coherus Biosciences, Inc.
1.50%, 04/15/2026(1)

    2,225,195  
    1,085,000    

Aerie Pharmaceuticals, Inc.
1.50%, 10/01/2024(1)

    1,014,147  
     

 

 

 
        4,452,386  
     

 

 

 
      Semiconductors - 0.0%  
    75,000    

Microchip Technology, Inc.
2.25%, 02/15/2037

    91,556  
     

 

 

 
      Software - 0.5%  
    100,000    

Splunk, Inc.
1.13%, 09/15/2025

    117,021  
    968,000    

Pegasystems, Inc.
0.75%, 03/01/2025(1)

    931,012  
    374,000    

Health Catalyst, Inc.
2.50%, 04/15/2025(1)

    407,849  
    150,000    

Western Digital Corp.
1.50%, 02/01/2024

    137,700  
    100,000    

Workday, Inc.
0.25%, 10/01/2022

    122,329  
   

Alteryx, Inc.

 
    135,000    

0.50%, 08/01/2024(1)

    128,381  
    162,000    

1.00%, 08/01/2026(1)

    152,782  
    2,475,000    

Allscripts Healthcare Solutions, Inc.
0.88%, 01/01/2027(1)

    1,894,624  
    545,000    

Slack Technologies, Inc.
0.50%, 04/15/2025(1)

    603,765  
     

 

 

 
        4,495,463  
     

 

 

 
   

Total Convertible Bonds
(cost $22,426,255)

  $ 21,355,390  
     

 

 

 
EXCHANGE-TRADED FUNDS - 4.2%      
      Other Investment Pools & Funds - 4.2%  
    1,752,652    

Invesco Senior Loan ETF(22)

    36,770,639  
     

 

 

 
   

Total Exchange-Traded Funds
(cost $34,896,934)

  $ 36,770,639  
     

 

 

 
 

 

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

 

 

  112  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.0%  
      Energy - 0.0%  
$     32,328    

Ascent Resources - Marcellus LLC Class A*(23)(24)

  $ 23,438  
    83,644,001    

KCA Deutag*(23)(24)(25)

    109,657  
    3,682    

Philadelphia Energy Solutions Class A*

    232  
    19,531    

Templar Energy LLC Class A*

    195  
        133,522  
     

 

 

 
   

Total Common Stocks
(cost $1,434,548)

  $ 133,522  
     

 

 

 
ESCROWS - 0.0%(26)      
      Media - 0.0%  
    325,000    

Nexstar Broadcasting, Inc.*(1)

    310,375  
     

 

 

 
   

Total Escrows
(cost $306,584)

  $ 310,375  
     

 

 

 
PREFERRED STOCKS - 0.1%      
   

Health Care Equipment & Services - 0.1%

 
    10,460    

Change Healthcare, Inc. , 6.00%

    483,880  
     

 

 

 
   

Total Preferred Stocks
(cost $523,000)

  $ 483,880  
     

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.6%  
      Capital Goods - 0.2%  
    2,000    

Fortive Corp. Series A, 5.00%

    1,659,560  
     

 

 

 
      Commercial & Professional Services - 0.2%  
    36,955    

GFL Environmental, Inc. , 6.00%

    1,811,164  
     

 

 

 
      Utilities - 0.2%  
    36,400    

DTE Energy Co. , 6.25%

    1,521,520  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $5,638,120)

  $ 4,992,244  
     

 

 

 
WARRANTS - 0.0%  
      Energy - 0.0%  
    8,370    

Ascent Resources - Marcellus LLC Expires 3/30/23*(23)(24)

    42  
     

 

 

 
   

Total Warrants
(cost $670)

  $ 42  
     

 

 

 
   

Total Long-Term Investments
(cost $1,003,189,859)

  $ 935,528,535  
     

 

 

 
SHORT-TERM INVESTMENTS - 6.3%  
      Certificates of Deposit - 0.1%  
    730,000    

Credit Agricole Corporate and Investment Bank
1.60%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(3)(12)

    730,141  
     

 

 

 
      Commercial Paper - 2.0%  
   

AT&T, Inc.

 
    500,000    

1.98%, 06/11/2020(12)

    498,861  
    427,000    

1.99%, 06/12/2020(12)

    426,004  
   

Bank of China Ltd.

 
    1,200,000    

1.78%, 05/11/2020(12)

    1,199,357  
    1,000,000    

1.91%, 07/15/2020(12)

    997,946  
    250,000    

BAT International Finance plc
1.43%, 06/01/2020(12)

    249,688  
   

Boeing Co.

 
    1,165,000    

1.63%, 06/03/2020(12)

    1,163,238  
    2,245,000    

1.65%, 07/01/2020(12)

    2,235,334  
    700,000    

1.92%, 07/31/2020(12)

    695,504  
    525,000    

1.93%, 05/26/2020(12)

    524,278  
    400,000    

2.09%, 11/12/2020(12)

    393,427  
   

CNPC Finance

 
    500,000    

1.70%, 05/07/2020(12)

    499,837  
    1,000,000    

1.87%, 05/22/2020(12)

    998,874  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 6.3% - (continued)  
      Commercial Paper - 2.0% - (continued)  
$    

Electricite de France S.A.

 
    1,025,000    

1.51%, 05/08/2020(12)

  $ 1,024,661  
    700,000    

1.63%, 05/12/2020(12)

    699,626  
    1,000,000    

ENI Finance USA, Inc.
1.48%, 05/11/2020(12)

    999,556  
    955,000    

General Motors Financial Co., Inc.
1.81%, 05/15/2020(12)

    954,291  
   

Intesa Funding LLC

 
    605,000    

1.89%, 08/14/2020(12)

    603,432  
    250,000    

2.11%, 06/29/2020(12)

    249,135  
    500,000    

Korea Development Bank
1.65%, 05/07/2020(12)

    499,842  
    250,000    

Nissan Motor Acceptance Corp.
1.40%, 01/29/2021(12)

    242,908  
CAD     1,835,000    

Royal Bank of Canada
1.89%, 07/13/2020(12)

    1,317,332  
$     1,000,000    

VW CR, Inc.
1.51%, 08/11/2020(12)

    994,644  
     

 

 

 
        17,467,775  
     

 

 

 
      Other Investment Pools & Funds - 1.0%  
    8,862,910    

Fidelity Institutional Government Fund, Institutional Class, 0.15%(27)

    8,862,910  
     

 

 

 
      Securities Lending Collateral - 3.2%                   
  1,400,688    

Citibank NA DDCA, 0.04%, 5/1/2020(27)

         1,400,688  
  12,876,559    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(27)

         12,876,559  
  7,823,653    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(27)

         7,823,653  
  5,857,309    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(27)

         5,857,309  
        

 

 

 
           27,958,209  
        

 

 

 
 

Total Short-Term Investments
(cost $55,108,991)

       $ 55,019,035  
        

 

 

 
 

Total Investments Excluding Purchased Options
(cost $1,058,298,850)

      114.4    $ 990,547,570  
 

Total Purchased Options
(cost $152,429)

      0.0    $ 7,886  
     

 

 

    

 

 

 
 

Total Investments
(cost $1,058,451,279)

      114.4    $ 990,555,456  
 

Other Assets and Liabilities

      (14.4 )%       (124,924,065
     

 

 

    

 

 

 
 

Total Net Assets

      100.0    $ 865,631,391  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

 

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

 

 

  113  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

*

Non-income producing.

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $215,628,192, representing 24.9% of net assets.

 

(2)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(3)

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(4)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5)

Securities disclosed are interest-only strips.

 

(6)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $116,694,598, representing 13.5% of net assets.

 

(7)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(8)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(9)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(10)

Security is a zero-coupon bond.

 

(11)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(12)

The rate shown represents current yield to maturity.

 

(13)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

(14) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(15)

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2020, the aggregate value of the unfunded commitment was $1,455,350, which rounds to 0.0% of total net assets.

 

(16)

Securities disclosed are principal-only strips.

 

(17)

Represents or includes a TBA transaction.

 

(18) 

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(19)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2020, the market value of securities pledged was $18,308,135.

 

(20) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $8,227,129.

 

(21)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $4,074,845.

 

(22)

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

 

(23)

Investment valued using significant unobservable inputs.

 

(24)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $133,137, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(25)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $109,657 or 0.0% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market
Value
 
  03/2011      KCA Deutag      83,644,001      $ 1,133,544      $ 109,657  

 

(26)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(27)

Current yield as of period end.

 

 

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

 

 

  114  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise
Price/FX
Rate/
Rate

   Pay/
Receive
Floating
Rate
     Expiration
Date
    

Notional
Amount

     Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased swaption contracts:                                                               
Puts                                                               

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*

   BOA    1.70%      Pay        11/23/20      USD     6,085,000        6,085,000      $ 7,886      $ 152,429      $ (144,543
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

                 $ 7,886      $ 152,429      $ (144,543
                      

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

OTC Swaption Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise
Price/FX
Rate/ Rate

   Pay/
Receive
Floating
Rate
     Expiration
Date
    

Notional Amount

    Number of
Contracts
     Market  Value     Premiums
Paid
(Received) by
Fund
    Unrealized
Appreciation/
(Depreciation)
 
Written swaption contracts:                                                            
Calls                                                            

ITRAXX.EUR.33.V1

   GSC    500.00 EUR      Pay        05/20/20      EUR     (36,125,000     36,125,000      $ (601,782   $ (593,665   $ (8,117

ITRAXX.EUR.33.V1

   GSC    600.00 EUR      Pay        05/20/20      EUR     (29,245,000     29,245,000        (1,477,126     (1,047,053     (430,073

ITRAXX.EUR.33.V1

   BOA    500.00 EUR      Pay        05/20/20      EUR     (28,660,000     28,660,000      $ (477,428     (1,007,502   $ 530,074  

ITRAXX.EUR.33.V1

   BOA    650.00 EUR      Pay        05/20/20      EUR     (26,725,000     26,725,000        (1,937,617     (1,419,363     (518,254
                     

 

 

   

 

 

   

 

 

 

Total Calls

                      $ (4,493,953   $ (4,067,583   $ (426,370
                     

 

 

   

 

 

   

 

 

 
Written swaption contracts:                                                            
Puts                                                            

ITRAXX.EUR.33.V1

   GSC    500.00 EUR      Pay        05/20/20      EUR     (36,125,000     36,125,000      $ (617,333   $ (593,272   $ (24,061

ITRAXX.EUR.33.V1

   GSC    600.00 EUR      Pay        05/20/20      EUR     (29,245,000     29,245,000        (187,988     (651,231     463,243  

ITRAXX.EUR.33.V1

   BOA    500.00 EUR      Pay        05/20/20      EUR     (28,660,000     28,660,000        (489,765     (465,970     (23,795

ITRAXX.EUR.33.V1

   BOA    650.00 EUR      Pay        05/20/20      EUR     (26,725,000     26,725,000        (88,263     (1,018,430     930,167  
                     

 

 

   

 

 

   

 

 

 

Total Puts

                      $ (1,383,349   $ (2,728,903   $     1,345,554  
                     

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

 

             $     (5,877,302   $     (6,796,486   $ 919,184  
                     

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

Canadian Government 10-Year Bond Future

     39        06/19/2020      $     4,185,646      $ 16,114  

Euro-Schatz Future

     5        06/08/2020        615,292        756  

U.S. Treasury 2-Year Note Future

     771        06/30/2020        169,951,289        215,319  

U.S. Treasury 5-Year Note Future

     1,481        06/30/2020        185,842,359        4,180,471  

U.S. Treasury 10-Year Note Future

     733        06/19/2020        101,932,813        868,049  

U.S. Treasury 10-Year Ultra Future

     250        06/19/2020        39,257,813        536,168  

U.S. Treasury Long Bond Future

     83        06/19/2020        15,025,594        883,819  
           

 

 

 

Total

            $     6,700,696  
           

 

 

 
Short position contracts:                            

Euro-BOBL Future

     51        06/08/2020      $ 7,598,018      $ 13,193  

Euro-BUND Future

     31        06/08/2020        5,925,620        6,019  

Euro-BUXL 30-Year Bond Future

     7        06/08/2020        1,681,472        (6,450

Long Gilt Future

     1        06/26/2020        173,433        (4,447

U.S. Treasury Ultra Bond Future

     107        06/19/2020        24,051,594        158,206  
           

 

 

 

Total

            $ 166,521  
           

 

 

 

Total futures contracts

            $ 6,867,217  
           

 

 

 

 

 

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

 

 

  115  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counter-party    Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

ABX.HE.AAA.07

   GSC      USD       336,412        (0.09%)        08/25/37        Monthly      $ 71,142      $     $ 18,498     $ (52,644

ABX.HE.AAA.07

   CSI      USD       960,744        (0.09%)        08/25/37        Monthly        233,611              52,827       (180,784

ABX.HE.PENAAA.06

   JPM      USD       203,583        (0.11%)        05/25/46        Monthly        22,148              18,319       (3,829

ABX.HE.PENAAA.06

   CSI      USD       319,861        (0.11%)        05/25/46        Monthly        34,878              28,783       (6,095

PrimeX.ARM.2 (23)

   MSC      USD       90,710        (4.58%)        12/25/37        Monthly               (190     (69     121  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

         $     361,779      $ (190   $     118,358     $     (243,231
                   

 

 

    

 

 

   

 

 

   

 

 

 
Sell protection:  

ABX.HE.AAA.07

   MSC      USD       336,412        0.09%        08/25/37        Monthly      $ 2,886      $     $ (18,498   $ (21,384

ABX.HE.AAA.07

   MSC      USD       960,744        0.09%        08/25/37        Monthly        8,294              (52,826     (61,120

ABX.HE.PENAAA.06

   BCLY      USD       523,445        0.11%        05/25/46        Monthly               (12,749     (47,102     (34,353

CMBX.NA.BB.6

   CSI      USD       51,000        5.00%        05/11/63        Monthly               (8,760     (26,270     (17,510

CMBX.NA.BB.6

   JPM      USD       65,000        5.00%        05/11/63        Monthly               (9,014     (33,481     (24,467

CMBX.NA.BB.6

   CSI      USD       85,000        5.00%        05/11/63        Monthly               (15,665     (43,783     (28,118

CMBX.NA.BB.6

   GSC      USD       82,000        5.00%        05/11/63        Monthly               (8,887     (42,238     (33,351

CMBX.NA.BB.6

   CSI      USD       130,000        5.00%        05/11/63        Monthly               (18,029     (66,962     (48,933

CMBX.NA.BB.6

   CSI      USD       555,000        5.00%        05/11/63        Monthly               (105,190     (285,877     (180,687

CMBX.NA.BB.6

   GSC      USD       550,000        5.00%        05/11/63        Monthly               (56,172     (283,301     (227,129

CMBX.NA.BB.6

   CSI      USD       730,000        5.00%        05/11/63        Monthly               (125,390     (376,018     (250,628

CMBX.NA.BB.6

   CSI      USD       730,000        5.00%        05/11/63        Monthly               (125,390     (376,018     (250,628

CMBX.NA.BB.6

   CSI      USD       730,000        5.00%        05/11/63        Monthly               (125,390     (376,018     (250,628

CMBX.NA.BB.6

   CSI      USD       830,000        5.00%        05/11/63        Monthly               (142,567     (427,542     (284,975

CMBX.NA.BB.6

   CSI      USD       970,000        5.00%        05/11/63        Monthly               (190,486     (499,640     (309,154

CMBX.NA.BB.6

   GSC      USD       1,155,000        5.00%        05/11/63        Monthly               (198,943     (594,933     (395,990

CMBX.NA.BB.6

   MSC      USD       1,491,000        5.00%        05/11/63        Monthly               (256,120     (768,104     (511,984

CMBX.NA.BB.8

   CSI      USD       34,000        5.00%        10/17/57        Monthly               (8,802     (22,093     (13,291

CMBX.NA.BB.8

   DEUT      USD       365,000        5.00%        10/17/57        Monthly               (84,985     (237,174     (152,189

CMBX.NA.BB.8

   GSC      USD       462,000        5.00%        10/17/57        Monthly               (107,094     (300,204     (193,110

CMBX.NA.BB.8

   GSC      USD       580,000        5.00%        10/17/57        Monthly               (163,255     (376,879     (213,624

CMBX.NA.BB.8

   MSC      USD       1,006,000        5.00%        10/17/57        Monthly               (260,459     (653,750     (393,291

CMBX.NA.BB.8

   CSI      USD       1,325,000        5.00%        10/17/57        Monthly               (343,027     (860,985     (517,958

CMBX.NA.BB.8

   CSI      USD       1,470,000        5.00%        10/17/57        Monthly               (380,566     (955,223     (574,657

CMBX.NA.BBB-.6

   DEUT      USD       888,000        3.00%        05/11/63        Monthly               (119,681     (288,642     (168,961

CMBX.NA.BBB-.6

   MSC      USD       1,875,000        3.00%        05/11/63        Monthly               (292,329     (609,463     (317,134

CMBX.NA.BBB-.6

   DEUT      USD       1,924,000        3.00%        05/11/63        Monthly               (293,700     (625,390     (331,690

CMBX.NA.BBB-.6

   CSI      USD       2,370,000        3.00%        05/11/63        Monthly               (316,240     (770,361     (454,121

CMBX.NA.BBB-.6

   DEUT      USD       3,475,000        3.00%        05/11/63        Monthly               (531,622     (1,129,538     (597,916

CMBX.NA.BBB-.6

   CSI      USD       850,000        3.00%        05/11/63        Monthly               (117,751     (276,290     (158,539

CMBX.NA.BBB-.6

   DEUT      USD       1,205,000        3.00%        05/11/63        Monthly               (172,504     (391,681     (219,177

CMBX.NA.BBB-.6

   MSC      USD       1,445,000        3.00%        05/11/63        Monthly               (204,696     (469,693     (264,997

PrimeX.ARM.2 (23)

   JPM      USD       90,710        4.58%        12/25/37        Monthly        3,148              69       (3,079
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

         $ 14,328      $ (4,795,463   $ (12,285,908   $ (7,504,773
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

            $ 376,107      $ (4,795,653   $ (12,167,550   $ (7,748,004
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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.

 

 

  116  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

CDX.EMS.33.V1

     USD        5,760,000       (1.00 %)      06/20/25        Quarterly      $ 677,831     $ 616,561     $ (61,270

CDX.NA.IG.32.V1

     USD        7,672,000       (1.00 %)      06/20/24        Quarterly        (131,298     (63,247     68,051  

CDX.NA.IG.33.V1

     USD        7,610,000       (1.00 %)      12/20/24        Quarterly        (150,176     (69,292     80,884  

CDX.NA.IG.34.V1

     USD        1,130,000       (1.00 %)      06/20/25        Quarterly        2,123       (8,496     (10,619
               

 

 

   

 

 

   

 

 

 

Total

 

        $ 398,480     $ 475,526     $ 77,046  
               

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:  
Sell protection:  

CDX.NA.HY.34.V1

     USD        74,065,000       5.00     06/20/25        Quarterly      $ (6,153,434   $ (3,454,248   $ 2,699,186  
               

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Buy protection:  

Argentine Republic Government International Bond

     USD        82,000       (5.00 %)      06/20/24        Quarterly      $ 40,269     $ 60,947     $ 20,678  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

              $ (5,714,685   $ (2,917,775   $ 2,796,910  
             

 

 

   

 

 

   

 

 

 

 

(a)

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

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2020  

Counter-party

  

Payments made
by Fund

  

Payments received
by Fund

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value      Unrealized
Appreciation/
(Depreciation)
 

GSC

  

BZDIOVRA

  

7.85% Fixed

     BRL       313,055        01/02/29        Maturity      $     —      $      $ 1,148      $ 1,148  

GSC

  

BZDIOVRA

  

7.56% Fixed

     BRL       150,931        01/02/29        Maturity                      170        170  

MSC

  

BZDIOVRA

  

8.57% Fixed

     BRL       709,010        01/02/29        Maturity                      6,995        6,995  

MSC

  

BZDIOVRA

  

8.15% Fixed

     BRL       219,431        01/02/29        Maturity                      1,385        1,385  

MSC

  

BZDIOVRA

  

8.00% Fixed

     BRL       120,025        01/02/29        Maturity                      602        602  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC interest rate swap contracts

            $      $     —      $     10,300      $     10,300  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made by Fund

  

Payments received by
Fund

  

Notional
Amount

     Expiration
Date
    

Periodic
Payment
Frequency

   Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

  

0.44% Fixed

   USD     10,160,000        04/07/23      Semi-Annual    $      $     $ (14,466   $ (14,466

3 Mo. USD LIBOR

  

2.36% Fixed

   USD     9,205,000        04/09/24      Semi-Annual                   (721,215     (721,215

3 Mo. USD LIBOR

  

0.49% Fixed

   USD     21,980,000        04/07/25      Semi-Annual                   (50,967     (50,967

3 Mo. USD LIBOR

  

1.72% Fixed

   USD     1,180,000        10/29/29      Semi-Annual                   (126,334     (126,334

3 Mo. USD LIBOR

  

1.72% Fixed

   USD     2,300,000        10/29/29      Semi-Annual                   (247,381     (247,381

3 Mo. USD LIBOR

  

1.73% Fixed

   USD     3,820,000        10/29/29      Semi-Annual                   (413,136     (413,136

3 Mo. USD LIBOR

  

1.77% Fixed

   USD     1,755,000        10/30/29      Semi-Annual                   (197,580     (197,580

3 Mo. USD LIBOR

  

0.84% Fixed

   USD     4,380,000        03/20/30      Semi-Annual                   (85,339     (85,339

3 Mo. USD LIBOR

  

2.75% Fixed

   USD     4,640,000        12/20/47      Semi-Annual             (95,976     (2,342,735     (2,246,759
                

 

 

    

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     —      $     (95,976   $     (4,199,153   $     (4,103,177
                

 

 

    

 

 

   

 

 

   

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2020

Reference Entity

   Counter-
party
   Notional
Amount
   Payments
received
(paid) by
the Fund
   Expiration
Date
   Periodic
Payment
Frequency
   Upfront
Premiums
Paid
   Upfront
Premiums
Received
   Market
Value
   Unrealized
Appreciation/
(Depreciation)
Markit iBoxx USD Liquid
Leveraged Loan Index
   JPM    USD   31,540,000    261.75%    03/20/21    Quarterly    $        —    $(13,688)    $1,622,487    $1,636,175
          

 

  

 

     

 

  

 

  

 

  

 

 

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

 

 

  117  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  185,000      AUD      109,742      USD    JPM      06/17/20     $ 10,830     $  
  86,000      BRL      19,139      USD    DEUT      06/02/20             (3,369
  297,000      BRL      58,589      USD    JPM      06/02/20             (4,125
  800,000      BRL      152,518      USD    HSBC      06/02/20             (5,813
  1,017,000      BRL      217,918      USD    MSC      06/02/20             (31,420
  440,000      CAD      303,923      USD    GSC      06/17/20       12,211        
  225,000      CHF      234,659      USD    RBS      10/13/20             (388
  420,000      CHF      446,918      USD    SGG      10/13/20             (9,613
  130,800,000      CLP      155,344      USD    GSC      06/17/20       1,519        
  65,400,000      CLP      77,728      USD    BOA      06/17/20       704        
  20,228,000      CNH      2,868,138      USD    BNP      06/17/20             (13,573
  332,663,000      COP      80,734      USD    MSC      06/17/20       2,932        
  286,200,000      COP      74,107      USD    BOA      06/17/20             (2,127
  609,600,000      COP      155,484      USD    DEUT      06/17/20             (2,168
  3,910,000      CZK      157,283      USD    BOA      06/17/20       922        
  1,850,000      CZK      75,848      USD    GSC      06/17/20             (994
  281,000      EUR      305,740      USD    BOA      05/29/20       2,370        
  87,000      EUR      94,318      USD    MSC      05/29/20       1,076        
  37,000      EUR      40,545      USD    DEUT      05/29/20       24        
  2,704,000      EUR      2,944,254      USD    MSC      06/17/20       21,815        
  743,000      EUR      803,439      USD    CIBC      06/17/20       11,572        
  90,000      EUR      96,122      USD    SCB      06/17/20       2,601        
  147,000      EUR      159,288      USD    SSG      06/17/20       1,960        
  164,000      EUR      180,407      USD    BCLY      06/17/20             (512
  2,428,000      EUR      2,665,511      USD    JPM      06/17/20       18,798       (20,990
  2,015,000      EUR      2,231,432      USD    GSC      06/17/20       1,983       (23,124
  462,000      GBP      545,095      USD    JPM      06/17/20       36,913        
  51,600,000      HUF      157,381      USD    BOA      06/17/20       2,924        
  24,600,000      HUF      76,839      USD    GSC      06/17/20             (414
  1,506,000,000      IDR      94,045      USD    SCB      06/17/20       6,560        
  17,610,000      INR      227,874      USD    MSC      06/17/20       5,453        
  84,900,000      JPY      766,027      USD    JPM      06/17/20       25,670        
  9,485,000      MXN      381,947      USD    BCLY      06/17/20       8,574        
  2,583,000      MXN      103,258      USD    BOA      06/17/20       3,090        
  1,173,000      MXN      46,475      USD    CBK      06/17/20       1,821        
  3,800,000      MXN      156,176      USD    SSG      06/17/20       279        
  4,402,000      MXN      182,319      USD    GSC      06/17/20             (1,078
  7,760,000      PHP      152,711      USD    BCLY      06/17/20       1,042        
  3,910,000      PHP      76,832      USD    UBS      06/17/20       639        
  650,000      PLN      156,464      USD    BOA      06/17/20       161        
  315,000      PLN      76,275      USD    GSC      06/17/20             (372
  11,680,000      RUB      153,460      USD    BOA      06/17/20       2,769        
  5,720,000      RUB      77,823      USD    GSC      06/17/20             (1,314
  335,000      SGD      235,619      USD    JPM      06/17/20       1,993        
  7,560,000      THB      231,131      USD    JPM      06/17/20       2,533        
  3,359,449      USD      5,335,000      AUD    BCLY      06/17/20             (117,598
  256,444      USD      1,160,000      BRL    HSBC      06/02/20       43,723        
  96,135      USD      490,000      BRL    MSC      06/02/20       6,279        
  75,433      USD      100,000      CAD    BNP      05/07/20       3,592        
  769,580      USD      1,000,000      CAD    HSBC      05/15/20       51,158        
  752,589      USD      1,000,000      CAD    NAB      05/22/20       34,157        
  737,335      USD      980,000      CAD    GSC      05/22/20       33,272        
  483,856      USD      635,000      CAD    MSC      05/22/20       27,652        
  355,645      USD      470,000      CAD    DEUT      05/22/20       17,982        
  241,367      USD      320,000      CAD    BMO      05/22/20       11,469        
  1,609,899      USD      2,105,000      CAD    BNP      06/01/20       97,572        
  384,883      USD      500,000      CAD    BMO      06/01/20       25,660        
  375,290      USD      500,000      CAD    UBS      06/01/20       16,068        
  678,008      USD      900,000      CAD    JPM      06/12/20       31,382        
  3,420,671      USD      4,750,000      CAD    MSC      06/17/20       7,861        
  1,042,851      USD      1,400,000      CAD    MSC      06/19/20       36,963        
  113,101      USD      150,000      CAD    MSC      07/07/20       5,321        
  1,405,166      USD      1,835,000      CAD    MSC      07/13/20       86,633        

 

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

 

 

  118  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  327,196      USD      430,000      CAD    CBK      08/14/20     $ 18,195     $  
  837,034      USD      1,085,000      CAD    DEUT      08/28/20       57,317        
  1,922,914      USD      2,525,000      CAD    MSC      09/18/20       108,267        
  596,209      USD      800,000      CAD    GSC      11/09/20       21,199        
  815,900      USD      1,080,000      CAD    HSBC      11/25/20       39,607        
  190,176      USD      250,000      CAD    MSC      11/27/20       10,477        
  1,052,748      USD      980,000      CHF    BNP      10/13/20       32,371        
  535,932      USD      500,000      CHF    HSBC      10/13/20       15,331        
  395,377      USD      2,803,000      CNY    SSG      06/17/20             (1,947
  81,655      USD      332,663,000      COP    JPM      06/17/20             (2,011
  1,479,484      USD      1,320,000      EUR    JPM      05/14/20       32,582        
  1,337,541      USD      1,220,643      EUR    SSG      05/29/20             (866
  3,435,443      USD      3,170,000      EUR    HSBC      05/29/20             (40,389
  11,976,000      USD      11,028,380      EUR    JPM      05/29/20             (116,365
  22,459,647      USD      20,716,700      EUR    MSC      05/29/20             (255,738
  22,273,874      USD      19,890,051      EUR    DEUT      06/17/20       456,103        
  1,982,387      USD      1,743,000      EUR    SGG      06/17/20       70,458        
  72,603      USD      66,000      EUR    BCLY      06/17/20       206        
  44,627      USD      41,000      EUR    GSC      06/17/20             (347
  467,030      USD      427,000      EUR    RBC      06/17/20             (1,354
  465,320      USD      426,000      EUR    BOA      06/17/20             (1,968
  252,203      USD      232,000      EUR    SSG      06/17/20             (2,282
  814,530      USD      748,000      EUR    JPM      06/17/20       258       (6,223
  4,239,264      USD      3,890,000      EUR    JPM      06/22/20             (28,230
  111,011      USD      88,000      GBP    SSG      05/29/20       163        
  266,931      USD      216,000      GBP    BCLY      05/29/20             (5,152
  8,322,513      USD      6,635,000      GBP    BMO      06/17/20             (35,978
  6,181,093      USD      670,800,000      JPY    JPM      05/07/20             (70,212
  9,208,688      USD      1,006,900,000      JPY    MSC      05/11/20             (175,325
  5,958,406      USD      651,050,000      JPY    MSC      05/18/20             (109,791
  5,054,306      USD      563,350,000      JPY    MSC      05/26/20             (197,068
  3,584,170      USD      389,500,000      JPY    JPM      06/01/20             (46,899
  2,840,578      USD      299,500,000      JPY    JPM      06/08/20       48,172        
  8,610,475      USD      900,000,000      JPY    BNP      06/15/20       218,219        
  7,094,171      USD      744,900,000      JPY    CIBC      06/17/20       147,931        
  714,727      USD      74,950,000      JPY    SCB      06/22/20       15,750        
  307,737      USD      6,825,000      MXN    DEUT      06/17/20       26,735        
  216,176      USD      4,949,000      MXN    JPM      06/17/20       12,414        
  86,793      USD      1,891,000      MXN    GSC      06/17/20       8,936        
  344,929      USD      8,328,000      MXN    BCLY      06/17/20       2,045        
  227,890      USD      11,670,000      PHP    JPM      06/17/20             (3,335
  60,277      USD      4,786,000      RUB    BOA      06/17/20             (3,739
  194,574      USD      15,468,000      RUB    JPM      06/17/20             (12,322
  378,822      USD      29,344,000      RUB    GSC      06/17/20             (13,676
                

 

 

   

 

 

 
 

Total foreign currency contracts

    $ 2,071,218     $ (1,370,209
                

 

 

   

 

 

 

 

Foreign Cross Currency Contracts Outstanding at April 30, 2020  
Contract Amount    Counterparty    Delivery
Date
   Contract Amount     Unrealized
Depreciation
 
  EUR      909,934    CBK    05/29/20      GBP       913,242     $     (3,308
                  

 

 

 

 

 

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.

 

 

  119  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 75,241,830     $     $ 75,241,830     $  

Corporate Bonds

     281,880,676             281,880,676        

Foreign Government Obligations

     171,105,694             171,105,694        

Municipal Bonds

     6,927,276             6,927,276        

Senior Floating Rate Interests

     203,505,632             203,505,632        

U.S. Government Agencies

     79,709,266             79,709,266        

U.S. Government Securities

     53,112,069             53,112,069        

Convertible Bonds

     21,355,390             21,355,390        

Exchange-Traded Funds

     36,770,639       36,770,639              

Common Stocks

        

Energy

     133,522             427       133,095  

Escrows

     310,375             310,375        

Preferred Stocks

     483,880       483,880              

Convertible Preferred Stocks

     4,992,244       4,992,244              

Warrants

     42                   42  

Short-Term Investments

     55,019,035       36,821,119       18,197,916        

Purchased Options

     7,886             7,886        

Foreign Currency Contracts(2)

     2,071,218             2,071,218        

Futures Contracts(2)

     6,878,114       6,878,114              

Swaps - Credit Default(2)

     2,868,920             2,868,799       121  

Swaps - Interest Rate(2)

     10,300             10,300        

Swaps - Total Return(2)

     1,636,175             1,636,175        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     1,004,020,183     $     85,945,996     $     917,940,929     $     133,258  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,373,517   $     $ (1,373,517   $  

Futures Contracts(2)

     (10,897     (10,897            

Swaps - Credit Default(2)

     (7,820,014           (7,816,935     (3,079

Swaps - Interest Rate(2)

     (4,103,177           (4,103,177      

Written Options

     (5,877,302           (5,877,302      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (19,184,907   $ (10,897   $ (19,170,931   $ (3,079
  

 

 

   

 

 

   

 

 

   

 

 

 
(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2020 is not presented.

 

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

 

 

  120  

 


The Hartford Total Return Bond Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5%  
          Asset-Backed - Automobile - 0.7%  
$     2,320,000    

AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025

  $ 2,210,113  
    105,652    

CIG Automobile Receivables Trust 2.71%, 05/15/2023(1)

    105,685  
    1,043,591    

Credit Acceptance Auto Loan Trust 2.65%, 06/15/2026(1)

    1,044,138  
    2,000,000    

Drive Auto Receivables Trust 2.70%, 02/16/2027

    1,904,628  
    4,600,000    

Exeter Automobile Receivables Trust 2.58%, 09/15/2025(1)

    4,265,882  
   

Westlake Automobile Receivables Trust

 

    3,400,000    

2.72%, 11/15/2024(1)

    3,199,639  
    4,310,000    

3.28%, 12/15/2022(1)

    4,356,935  
     

 

 

 
        17,087,020  
     

 

 

 
          Asset-Backed - Finance & Insurance - 4.8%  
    989,625    

AASET Trust 3.35%, 01/16/2040(1)

    796,060  
    1,528,024    

AIMCO CLO Ltd. 2.07%, 01/15/2028, 3 mo. USD LIBOR + 0.850%(1)(2)

    1,497,462  
    3,940,660    

Apex Credit CLO Ltd. 2.49%, 04/24/2029, 3 mo. USD LIBOR + 1.470%(1)(2)

    3,800,771  
    6,173,951    

Atrium 1.93%, 04/22/2027, 3 mo. USD LIBOR + 0.830%(1)(2)

    5,984,800  
    943,198    

Avery Point CLO Ltd. 2.09%, 04/25/2026, 3 mo. USD LIBOR + 1.100%(1)(2)

    932,967  
    99,389    

Babson CLO Ltd. 2.29%, 07/20/2025, 3 mo. USD LIBOR + 1.150%(1)(2)

    98,553  
    4,346,647    

Bayview Koitere Fund Trust 3.50%, 07/28/2057(1)(3)

    4,380,767  
   

Bayview Opportunity Master Fund Trust

 

    1,816,647    

3.50%, 01/28/2055(1)(3)

    1,824,996  
    2,188,391    

3.50%, 06/28/2057(1)(3)

    2,176,202  
    4,207,738    

3.50%, 10/28/2057(1)(3)

    4,229,574  
    2,906,145    

3.50%, 01/28/2058(1)(3)

    2,903,551  
    1,633,134    

4.00%, 11/28/2053(1)(3)

    1,648,405  
    3,240,168    

4.00%, 10/28/2064(1)(3)

    3,275,060  
    785,691    

Bellemeade Re Ltd. 1.59%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)

    767,289  
    3,638,456    

Carlyle Global Market Strategies CLO Ltd. 1.77%, 04/27/2027, 3 mo. USD LIBOR + 0.780%(1)(2)

    3,566,018  
    4,140,000    

Cirrus Funding Ltd. 4.80%, 01/25/2037(1)

    4,597,971  
    3,237,338    

Domino’s Pizza Master Issuer LLC 4.12%, 07/25/2048(1)

    3,320,310  
   

First Franklin Mortgage Loan Trust

 

    2,250,478    

0.73%, 04/25/2036, 1 mo. USD LIBOR + 0.240%(2)

    1,702,898  
    1,065,000    

0.80%, 09/25/2036, 1 mo. USD LIBOR + 0.310%(2)

    795,754  
    1,073,564    

Madison Park Funding Ltd. 2.40%, 07/20/2026, 3 mo. USD LIBOR + 1.260%(1)(2)

    1,069,102  
    3,458,214    

MFA Trust 3.35%, 11/25/2047(1)(4)

    3,117,124  
   

NRZ Excess Spread-Collateralized Notes

 

    5,072,320    

3.19%, 01/25/2023(1)

    5,084,346  
    1,945,119    

3.27%, 02/25/2023(1)

    1,947,801  
    1,541,211    

OCP CLO Ltd. 1.99%, 04/17/2027, 3 mo. USD LIBOR + 0.850%(1)(2)

    1,510,089  
    3,933,957    

OneMain Financial Issuance Trust 2.37%, 09/14/2032(1)

    3,911,972  
    1,552,428    

Preston Ridge Partners Mortgage Trust LLC 3.35%, 07/25/2024(1)(4)

    1,446,018  
    2,666,521    

Pretium Mortgage Credit Partners LLC 3.72%, 01/25/2059(1)(4)

    2,422,614  
    970,714    

Seasoned Credit Risk Transfer Trust 3.50%, 08/25/2058

    1,080,565  
    432,020    

Seneca Park CLO Ltd. 2.26%, 07/17/2026, 3 mo. USD LIBOR + 1.120%(1)(2)

    428,263  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Asset-Backed - Finance & Insurance - 4.8% - (continued)  
   

SoFi Consumer Loan Program LLC

 

$     453,444    

2.50%, 05/26/2026(1)

  $ 451,998  
    215,716    

2.77%, 05/25/2026(1)

    215,429  
    175,770    

3.05%, 12/26/2025(1)

    174,764  
    149,359    

3.09%, 10/27/2025(1)

    148,215  
    245,254    

3.28%, 01/26/2026(1)

    245,001  
    3,312,449    

Sound Point CLO Ltd. 2.03%, 01/20/2028, 3 mo. USD LIBOR + 0.890%(1)(2)

    3,264,909  
   

Springleaf Funding Trust

 

    7,215,000    

2.68%, 07/15/2030(1)

    7,069,818  
    284,965    

2.90%, 11/15/2029(1)

    284,683  
    3,406,009    

Symphony CLO Ltd. 2.26%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2)

    3,338,910  
    777,024    

Thacher Park CLO Ltd. 2.30%, 10/20/2026, 3 mo. USD LIBOR + 1.160%(1)(2)

    767,731  
   

Towd Point Mortgage Trust

 

    3,172,538    

2.75%, 10/25/2056(1)(3)

    3,189,615  
    1,298,422    

2.75%, 04/25/2057(1)(3)

    1,301,863  
    2,335,944    

2.75%, 06/25/2057(1)(3)

    2,354,131  
    2,534,451    

2.75%, 07/25/2057(1)(3)

    2,542,232  
    6,635,821    

3.25%, 03/25/2058(1)(3)

    6,754,607  
    3,520,000    

Voya CLO Ltd. 2.04%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2)

    3,425,157  
    1,334,288    

Wendy’s Funding LLC 3.88%, 03/15/2048(1)

    1,273,324  
    1,673,100    

Wingstop Funding LLC 4.97%, 12/05/2048(1)

    1,703,751  
    5,578,064    

Zais CLO Ltd. 2.75%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)

    5,454,901  
     

 

 

 
        114,278,341  
     

 

 

 
          Asset-Backed - Home Equity - 1.1%  
    3,120,000    

CPT Mortgage Trust 2.87%, 11/13/2039(1)

    3,321,097  
   

GSAA Home Equity Trust

 

    22,972    

0.56%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(2)

    9,466  
    2,854,154    

0.57%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)

    1,138,164  
    914,438    

0.58%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)

    354,768  
    1,340,974    

0.67%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)

    497,090  
    1,337,878    

5.99%, 06/25/2036(3)

    535,333  
   

Legacy Mortgage Asset Trust

 

    3,453,303    

3.00%, 06/25/2059(1)(4)

    3,216,141  
    4,375,340    

3.25%, 11/25/2059(1)(4)

    4,072,172  
    6,939,371    

4.00%, 03/25/2058(1)(4)

    6,742,213  
    37,502    

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.64%, 06/25/2036, 1 mo. USD LIBOR + 0.150%(2)

    30,867  
    1,243,836    

Morgan Stanley Mortgage Loan Trust 0.66%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2)

    465,296  
    486,737    

Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(4)

    181,809  
   

Soundview Home Loan Trust

 

    2,735,948    

0.67%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2)

    2,402,530  
    830,000    

0.73%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2)

    672,076  
    1,110,000    

0.74%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)

    931,688  
     

 

 

 
        24,570,710  
     

 

 

 
          Collateralized - Mortgage Obligations - 0.1%  
    1,932,393    

Homeward Opportunities Fund Trust 2.70%, 09/25/2059(1)(3)

    1,911,344  
 

 

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

 

 

  121  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Collateralized - Mortgage Obligations - 0.1% - (continued)  
$     806,838    

Structured Agency Credit Risk Trust 1.24%, 09/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)

  $ 802,440  
     

 

 

 
        2,713,784  
     

 

 

 
          Commercial Mortgage - Backed Securities - 4.9%  
    3,215,000    

1211 Avenue of the Americas Trust 3.90%, 08/10/2035(1)

    3,450,312  
    29,996,544    

Banc of America Commercial Mortgage Trust 0.88%, 11/15/2050(3)(5)

    1,311,644  
   

BBCMS Mortgage Trust

 

    23,491,956    

1.66%, 02/15/2050(3)(5)

    1,465,903  
    7,661,000    

1.66%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2)

    7,074,758  
   

Benchmark Mortgage Trust

 

    3,855,819    

0.69%, 07/15/2051(3)(5)

    117,439  
    59,533,600    

0.80%, 04/10/2051(3)(5)

    1,986,100  
    34,206,522    

0.83%, 01/15/2052(3)(5)

    1,488,052  
    8,484,331    

1.21%, 08/15/2052(3)(5)

    554,524  
    3,000,000    

3.04%, 08/15/2052

    3,150,934  
    5,073,177    

BX Commercial Mortgage Trust 1.73%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2)

    4,945,617  
    2,535,000    

CAMB Commercial Mortgage Trust 3.36%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2)

    2,318,926  
    4,145,000    

CD Commercial Mortgage Trust 2.46%, 08/10/2049

    4,192,666  
   

Citigroup Commercial Mortgage Trust

 

    11,117,245    

1.09%, 07/10/2047(3)(5)

    352,735  
    13,016,064    

1.20%, 04/10/2048(3)(5)

    546,193  
    415,000    

4.76%, 03/10/2047(1)(3)

    299,657  
   

Commercial Mortgage Trust

 

    3,573,651    

0.82%, 08/10/2046(3)(5)

    67,649  
    4,500,000    

1.71%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2)

    4,071,490  
    219,702    

1.91%, 07/10/2046(1)(3)(5)

    10  
    349,002    

2.54%, 12/10/2045

    349,618  
    687,000    

2.77%, 12/10/2045

    691,897  
    939,511    

2.85%, 10/15/2045

    932,427  
    597,768    

2.94%, 01/10/2046

    609,690  
    735,000    

3.10%, 03/10/2046

    746,590  
    626,089    

3.21%, 03/10/2046

    645,493  
    309,559    

3.33%, 06/10/2046

    320,728  
    3,050,000    

3.42%, 03/10/2031(1)

    3,209,441  
    905,000    

3.61%, 06/10/2046(3)

    945,181  
    657,843    

4.02%, 07/10/2045

    687,482  
    420,000    

4.07%, 02/10/2047(3)

    449,312  
    390,000    

4.21%, 08/10/2046

    415,357  
    660,000    

4.21%, 08/10/2046(3)

    703,118  
    595,000    

4.36%, 07/10/2045(3)

    626,519  
    805,000    

4.75%, 10/15/2045(1)(3)

    40,250  
    1,825,000    

4.75%, 10/15/2045(1)(3)

    1,069,140  
    32,656    

Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037

    31,875  
   

CSAIL Commercial Mortgage Trust

 

    26,439,431    

0.89%, 06/15/2057(3)(5)

    781,838  
    1,358,920    

0.98%, 04/15/2050(3)(5)

    43,506  
    5,009,613    

1.09%, 11/15/2048(3)(5)

    167,044  
    7,880,634    

2.06%, 01/15/2049(3)(5)

    599,168  
    3,600,000    

DBJPM Mortgage Trust 2.89%, 08/10/2049

    3,761,032  
    2,023,654    

DBUBS Mortgage Trust 0.88%, 11/10/2046(1)(3)(5)

    1,892  
    1,571,571    

Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028(1)

    1,593,946  
    2,710,000    

FREMF Mortgage Trust 5.47%, 09/25/2043(1)(3)

    2,710,344  
   

GS Mortgage Securities Corp.

 

    2,010,000    

2.95%, 11/05/2034(1)

    1,985,334  
    2,845,000    

4.11%, 07/10/2051(3)

    3,140,942  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Commercial Mortgage - Backed Securities - 4.9% - (continued)  
   

GS Mortgage Securities Trust

 

$     22,881,543    

0.11%, 07/10/2046(3)(5)

  $ 57,616  
    3,032,519    

1.49%, 08/10/2044(1)(3)(5)

    33,341  
    3,980,000    

3.04%, 07/10/2052

    4,199,072  
    695,000    

3.67%, 04/10/2047(1)

    233,068  
    825,000    

4.07%, 01/10/2047

    862,019  
    1,310,000    

5.13%, 04/10/2047(1)(3)

    1,022,326  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    1,325,000    

2.73%, 10/15/2045(1)(3)

    689,146  
    1,770,000    

2.81%, 01/16/2037(1)

    1,777,196  
    788,273    

2.84%, 12/15/2047

    797,277  
    730,000    

4.57%, 12/15/2047(1)(3)

    545,560  
    970,000    

5.60%, 08/15/2046(1)(3)

    871,780  
   

JPMBB Commercial Mortgage Securities Trust

 
    10,631,433    

0.78%, 09/15/2047(3)(5)

    235,681  
    3,635,149    

0.86%, 05/15/2048(3)(5)

    89,639  
    237,306    

3.36%, 07/15/2045

    244,093  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    6,492,114    

1.15%, 12/15/2047(3)(5)

    223,252  
    4,119,306    

1.17%, 10/15/2048(3)(5)

    170,307  
    700,000    

2.92%, 02/15/2046

    707,354  
    1,465,000    

3.13%, 12/15/2048

    1,488,152  
    880,000    

3.18%, 08/15/2045

    891,706  
    730,173    

4.26%, 10/15/2046(3)

    778,247  
    2,634,354    

Morgan Stanley Capital I Trust 1.59%, 06/15/2050(3)(5)

    171,278  
   

Morgan Stanley Capital Trust

 
    4,351,893    

0.66%, 09/15/2047(1)(3)(5)

    5,315  
    2,605,000    

3.47%, 08/11/2033(1)

    2,660,646  
    885,000    

5.42%, 07/15/2049(1)(3)

    525,789  
    37,927    

5.77%, 10/12/2052(1)(3)

    8,546  
    2,165,000    

MTRO Commercial Mortgage Trust 2.61%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)

    2,014,932  
    1,385,000    

Natixis Commercial Mortgage Securities Trust 2.91%, 10/15/2036(1)

    1,300,787  
    1,300,562    

Oaktown Re II Ltd. 2.04%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(2)

    1,267,648  
    5,770,000    

SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1)

    5,700,167  
    5,789,522    

Stanwich Mortgage Loan Trust 3.48%, 11/16/2024(1)(4)

    5,730,942  
    5,526,457    

UBS Commercial Mortgage Trust 1.23%, 08/15/2050(3)(5)

    311,054  
   

UBS-Barclays Commercial Mortgage Trust

 
    920,000    

2.85%, 12/10/2045

    933,525  
    2,196,230    

3.09%, 08/10/2049

    2,230,412  
   

Wells Fargo Commercial Mortgage Trust

 
    10,045,645    

1.25%, 05/15/2048(3)(5)

    422,096  
    10,000    

3.17%, 02/15/2048

    10,273  
    255,000    

4.30%, 05/15/2048(3)

    180,777  
   

Wells Fargo N.A.

 
    20,817,811    

0.72%, 11/15/2062(3)(5)

    885,032  
    10,597,827    

0.77%, 11/15/2062(3)(5)

    514,919  
    16,854,973    

0.82%, 12/15/2052(3)(5)

    816,369  
    37,999,406    

0.89%, 01/15/2063(3)(5)

    2,464,364  
    19,493,110    

0.96%, 09/15/2062(3)(5)

    1,116,557  
    11,620,109    

1.05%, 05/15/2062(3)(5)

    719,696  
   

WF-RBS Commercial Mortgage Trust

 
    1,665,844    

1.38%, 03/15/2047(3)(5)

    56,919  
    802,927    

2.87%, 11/15/2045

    811,735  
    1,490,000    

3.00%, 08/15/2045

    1,518,911  
    1,545,000    

3.02%, 11/15/2047(1)

    929,945  
 

 

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

 

 

  122  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Commercial Mortgage - Backed Securities - 4.9% - (continued)  
$     740,000    

3.07%, 03/15/2045

  $ 750,743  
    350,000    

3.35%, 05/15/2045

    351,498  
    225,000    

4.05%, 03/15/2047

    236,105  
    1,070,000    

4.15%, 08/15/2046(3)

    1,137,075  
    345,000    

5.00%, 06/15/2044(1)(3)

    192,507  
    770,000    

5.76%, 04/15/2045(1)(3)

    687,174  
     

 

 

 
        117,234,341  
 

 

 

 
          Other Asset Backed Securities - 1.6%  
    1,502,450    

Domino’s Pizza Master Issuer LLC 3.67%, 10/25/2049(1)

    1,470,959  
    4,465,000    

OnDeck Asset Securitization Trust LLC 2.65%, 11/18/2024(1)

    4,470,633  
   

Pretium Mortgage Credit Partners LLC

 

    5,038,698    

2.86%, 05/27/2059(1)(4)

    4,156,992  
    3,537,887    

3.11%, 07/27/2059(1)(4)

    3,245,105  
    630,929    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1)

    466,111  
    5,249,379    

Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058

    5,741,671  
    2,944,939    

Towd Point Mortgage Trust 1.55%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2)

    2,868,228  
    1,886,149    

Vericrest Opportunity Loan Trust 3.35%, 08/25/2049(1)(4)

    1,649,767  
    1,802,554    

VOLT LXIV LLC 3.38%, 10/25/2047(1)(4)

    1,665,971  
    4,252,070    

VOLT LXXX LLC 3.23%, 10/25/2049(1)(4)

    3,716,918  
    1,846,780    

VOLT LXXXIII LLC 3.33%, 11/26/2049(1)(4)

    1,664,775  
    6,537,222    

VOLT LXXXIV LLC 3.43%, 12/27/2049(1)(4)

    6,090,972  
     

 

 

 
        37,208,102  
     

 

 

 
          Whole Loan Collateral CMO - 8.3%  
    153,065    

Adjustable Rate Mortgage Trust 1.03%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)

    143,905  
   

Alternative Loan Trust

 

    400,233    

0.81%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2)

    322,472  
    1,590,781    

1.03%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)

    1,372,376  
    953,767    

3.22%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)

    786,076  
    277,433    

5.75%, 05/25/2036

    182,002  
    217,100    

6.00%, 05/25/2036

    138,312  
    152,469    

6.00%, 12/25/2036

    95,003  
   

Angel Oak Mortgage Trust LLC

 

    4,609,224    

2.93%, 05/25/2059(1)(3)

    4,535,971  
    1,101,243    

3.63%, 03/25/2049(1)(3)

    1,133,709  
   

Banc of America Funding Trust

 

    464,789    

1.02%, 05/20/2047, 1 mo. USD LIBOR + 0.300%(2)

    443,794  
    1,612,742    

5.77%, 05/25/2037(3)

    1,508,957  
    61,090    

5.85%, 01/25/2037(4)

    63,113  
   

Bear Stearns Adjustable Rate Mortgage Trust

 

    298,462    

3.91%, 02/25/2036(3)

    238,385  
    363,556    

4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

    347,050  
    1,534,439    

Bear Stearns Alt-A Trust 0.99%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)

    1,841,092  
    525,279    

Bear Stearns Mortgage Funding Trust 0.67%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2)

    449,013  
   

Bellemeade Re Ltd.

 

    185,851    

1.79%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)

    183,071  
    5,362,164    

1.89%, 10/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)

    5,216,923  
    407,751    

Chase Mortgage Finance Trust 3.79%, 12/25/2035(3)

    367,029  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Whole Loan Collateral CMO - 8.3% - (continued)  
   

CHL Mortgage Pass-Through Trust

 

$     477,092    

1.17%, 03/25/2035, 1 mo. USD LIBOR + 0.680%(2)

  $ 402,375  
    639,723    

3.42%, 11/20/2035(3)

    504,654  
    788,942    

3.79%, 09/25/2047(3)

    679,495  
    195,030    

4.01%, 06/20/2035(3)

    186,691  
    382,902    

4.05%, 04/20/2036(3)

    274,708  
    3,922,904    

CIM Trust 3.00%, 04/25/2057(1)(3)

    3,881,026  
    1,778,323    

Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4)

    1,654,442  
    1,915,000    

Colombia Cent CLO Ltd. 2.14%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2)

    1,865,266  
 

COLT Mortgage Loan Trust

 

    3,175,749    

2.58%, 11/25/2049(1)(3)

    3,137,384  
    2,456,928    

2.76%, 08/25/2049(1)(3)

    2,438,385  
    1,855,177    

3.34%, 05/25/2049(1)(3)

    1,855,975  
 

Connecticut Avenue Securities Trust

 

    3,060,000    

2.59%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

    2,725,726  
    1,974,014    

2.64%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

    1,793,922  
    2,696,777    

2.79%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

    2,459,795  
    1,537,372    

3.10%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)

    1,272,757  
    755,924    

Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035

    682,854  
 

CSMC Trust

 

    1,937,691    

3.25%, 04/25/2047(1)(3)

    1,923,979  
    2,601,107    

4.13%, 07/25/2058(1)(3)

    2,559,485  
 

Deephaven Residential Mortgage Trust

 

    561,833    

2.45%, 06/25/2047(1)(3)

    555,486  
    5,022,014    

2.96%, 07/25/2059(1)(3)

    5,002,069  
    144,643    

DSLA Mortgage Loan Trust 1.08%, 01/19/2045, 1 mo. USD LIBOR + 0.360%(2)

    114,735  
    1,316,568    

Fannie Mae Connecticut Avenue Securities 4.84%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)

    1,290,499  
 

GMACM Mortgage Loan Trust

 

    70,650    

3.78%, 04/19/2036(3)

    56,825  
    342,745    

3.93%, 09/19/2035(3)

    295,479  
 

GSR Mortgage Loan Trust

 

    2,086,220    

0.79%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2)

    667,641  
    1,110,816    

3.91%, 01/25/2036(3)

    1,036,251  
    123,486    

4.09%, 10/25/2035(3)

    88,605  
 

HarborView Mortgage Loan Trust

 

    708,097    

0.91%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)

    589,172  
    1,309,473    

0.96%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)

    1,100,265  
    939,517    

Home Re Ltd. 2.09%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2)

    888,725  
 

IndyMac Index Mortgage Loan Trust

 

    445,127    

3.50%, 03/25/2036(3)

    358,471  
    1,200,473    

3.78%, 04/25/2037(3)

    806,172  
    309,322    

3.99%, 01/25/2036(3)

    281,138  
 

JP Morgan Mortgage Trust

 

    277,785    

3.74%, 05/25/2036(3)

    255,143  
    103,501    

4.02%, 04/25/2037(3)

    87,224  
    275,275    

4.31%, 09/25/2035(3)

    266,877  
    2,840,000    

LCM XX L.P. 2.18%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2)

    2,775,816  
    470,477    

Lehman XS Trust 0.70%, 07/25/2046, 1 mo. USD LIBOR + 0.210%(2)

    423,207  
 

LSTAR Securities Investment Ltd.

 

    1,722,018    

2.49%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

    1,618,122  
 

 

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

 

 

  123  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Whole Loan Collateral CMO - 8.3% - (continued)  
$     4,095,894    

2.49%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

  $ 3,683,256  
 

LSTAR Securities Investment Trust

 

    536,636    

2.49%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

    520,042  
    2,714,207    

2.69%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

    2,611,134  
    2,394,621    

Luminent Mortgage Trust 0.68%, 05/25/2046, 1 mo. USD LIBOR + 0.190%(2)

    1,895,206  
 

MetLife Securitization Trust

 

    1,556,114    

3.00%, 04/25/2055(1)(3)

    1,581,371  
    3,271,670    

3.75%, 03/25/2057(1)(3)

    3,374,938  
    813,749    

MFA Trust 2.59%, 02/25/2057(1)(3)

    766,846  
    3,041,924    

Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(3)

    3,072,741  
    527,193    

Morgan Stanley Mortgage Loan Trust 3.90%, 05/25/2036(3)

    337,698  
    3,525,000    

Mortgage Insurance-Linked Notes 2.39%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2)

    3,380,409  
    4,970,000    

New Residential Advance Receivables Trust 2.33%, 10/15/2051(1)

    4,863,981  
    4,205,074    

New Residential Mortgage LLC 3.79%, 07/25/2054(1)

    4,033,068  
 

New Residential Mortgage Loan Trust

 

    4,387,355    

1.24%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)

    4,232,512  
    3,401,431    

1.99%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)

    3,320,505  
    1,942,224    

2.49%, 09/25/2059(1)(3)

    1,879,935  
    3,278,620    

3.50%, 08/25/2059(1)(3)

    3,322,351  
    2,625,500    

3.75%, 11/26/2035(1)(3)

    2,677,685  
    2,569,529    

3.75%, 11/25/2056(1)(3)

    2,619,819  
    5,629,468    

3.75%, 11/25/2058(1)(3)

    5,862,480  
    4,976,180    

4.00%, 02/25/2057(1)(3)

    5,211,910  
    5,091,767    

4.00%, 03/25/2057(1)(3)

    5,366,315  
    3,380,791    

4.00%, 04/25/2057(1)(3)

    3,543,206  
    3,250,916    

4.00%, 05/25/2057(1)(3)

    3,426,806  
    4,038,092    

4.00%, 08/27/2057(1)(3)

    4,218,590  
    566,149    

4.00%, 12/25/2057(1)(3)

    591,650  
    1,612,777    

Oaktown Re III Ltd. 1.89%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)

    1,586,766  
    552,847    

OBX Trust 1.14%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2)

    531,729  
 

OZLM Ltd.

 

    1,110,713    

2.15%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(2)

    1,070,485  
    3,765,000    

2.82%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2)

    3,670,103  
    2,573,622    

PMT Credit Risk Transfer Trust 2.96%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

    2,502,922  
    1,592,954    

Preston Ridge Partners Mortgage Trust LLC 3.50%, 10/25/2024(1)(3)

    1,441,409  
    917,059    

Radnor RE Ltd. 1.69%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(2)

    902,778  
    911,143    

RBSGC Mortgage Loan Trust 6.25%, 01/25/2037

    866,119  
 

Residential Accredit Loans, Inc.

 

    1,676,534    

0.79%, 04/25/2036, 1 mo. USD LIBOR + 0.300%(2)

    1,401,314  
    983,496    

6.00%, 12/25/2035

    908,468  
    689,662    

Residential Asset Securitization Trust 5.50%, 06/25/2035

    564,737  
    461,352    

Residential Funding Mortgage Securities, Inc. 4.09%, 08/25/2035(3)

    201,418  
 

Seasoned Credit Risk Transfer Trust

 

    3,720,682    

2.50%, 08/25/2059

    3,830,158  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.5% - (continued)  
          Whole Loan Collateral CMO - 8.3% - (continued)  
$     1,791,636    

3.50%, 11/25/2057

  $ 1,982,835  
    4,743,998    

3.50%, 07/25/2058

    5,272,829  
    5,420,042    

3.50%, 10/25/2058

    5,905,773  
    655,107    

TBW Mortgage-Backed Trust 6.00%, 07/25/2036

    416,044  
 

Towd Point Mortgage Trust

 

    1,736,804    

2.25%, 04/25/2056(1)(3)

    1,733,085  
    1,585,195    

2.75%, 08/25/2055(1)(3)

    1,591,908  
    140,287    

3.00%, 03/25/2054(1)(3)

    140,531  
 

Vericrest Opportunity Loan Trust

 

    3,182,349    

3.18%, 10/25/2049(1)(4)

    2,760,959  
    4,412,236    

3.28%, 11/25/2049(1)(4)

    3,874,045  
 

Verus Securitization Trust

 

    3,862,173    

2.78%, 07/25/2059(1)(4)

    3,863,197  
    2,335,730    

3.21%, 05/25/2059(1)(3)

    2,338,439  
 

WaMu Mortgage Pass-Through Certificates Trust

 

    414,657    

2.75%, 10/25/2046, 12 mo. USD MTA + 0.880%(2)

    343,205  
    349,920    

2.85%, 07/25/2046, 12 mo. USD MTA + 0.980%(2)

    295,867  
    891,136    

3.72%, 06/25/2037(3)

    756,866  
 

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 
    1,059,070    

1.09%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)

    650,098  
    549,472    

2.70%, 11/25/2046, 12 mo. USD MTA + 0.830%(2)

    439,011  
    24,389,503    

Wells Fargo Commercial Mortgage Trust 1.22%, 09/15/2057(3)(5)

    879,459  
    160,831    

Wells Fargo Mortgage-Backed Securities Trust 4.76%, 09/25/2036(3)

    142,906  
     

 

 

 
    197,485,011  
 

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $528,803,876)

  $ 510,577,309  
   

 

 

 
CORPORATE BONDS - 35.6%  
      Advertising - 0.0%  
    615,000    

Lamar Media Corp. 3.75%, 02/15/2028(1)

  $ 566,184  
     

 

 

 
      Aerospace/Defense - 0.6%  
    390,000    

BAE Systems plc 3.40%, 04/15/2030(1)

    422,149  
 

Boeing Co.

 

    4,525,000    

5.04%, 05/01/2027

    4,525,000  
    1,675,000    

5.15%, 05/01/2030

    1,675,000  
 

DAE Funding LLC

 

    65,000    

4.50%, 08/01/2022(1)

    57,850  
    70,000    

5.00%, 08/01/2024(1)

    61,950  
 

L3Harris Technologies, Inc.

 

    2,565,000    

2.90%, 12/15/2029

    2,618,475  
    2,105,000    

3.85%, 06/15/2023(1)

    2,205,828  
 

United Technologies Corp.

 

    146,000    

3.65%, 08/16/2023

    157,789  
    1,115,000    

3.95%, 08/16/2025

    1,256,821  
    1,135,000    

4.45%, 11/16/2038

    1,412,949  
    510,000    

4.63%, 11/16/2048

    683,579  
     

 

 

 
    15,077,390  
 

 

 

 
      Agriculture - 0.7%  
 

Altria Group, Inc.

 

    650,000    

2.63%, 09/16/2026

    659,142  
    976,000    

3.88%, 09/16/2046

    953,158  
    735,000    

4.40%, 02/14/2026

    815,154  
    1,670,000    

4.80%, 02/14/2029

    1,869,225  
    1,320,000    

5.38%, 01/31/2044

    1,508,380  
    235,000    

5.80%, 02/14/2039

    280,557  
    665,000    

5.95%, 02/14/2049

    834,151  
 

 

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

 

 

  124  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Agriculture - 0.7% - (continued)  
$     1,005,000    

Archer-Daniels-Midland Co. 3.25%, 03/27/2030

  $ 1,108,298  
 

BAT Capital Corp.

 

    2,525,000    

2.79%, 09/06/2024

    2,569,087  
    475,000    

4.39%, 08/15/2037

    486,844  
    800,000    

4.70%, 04/02/2027

    882,386  
    2,365,000    

4.91%, 04/02/2030

    2,662,315  
    1,945,000    

Kernel Holding S.A. 6.50%, 10/17/2024(6)

    1,635,200  
     

 

 

 
    16,263,897  
 

 

 

 
      Apparel - 0.0%  
    710,000    

Hanesbrands, Inc. 4.88%, 05/15/2026(1)(7)

    714,544  
     

 

 

 
      Auto Manufacturers - 0.1%  
    315,000    

Daimler Finance North America LLC 2.14%, 05/04/2020, 3 mo. USD LIBOR + 0.390%(1)(2)

    315,000  
    1,395,000    

General Motors Co. 5.20%, 04/01/2045

    1,118,295  
CAD     1,585,000    

General Motors Financial of Canada Ltd. 3.08%, 05/22/2020(6)

    1,137,574  
    325,000    

Honda Canada Finance, Inc. 2.26%, 08/28/2020, 3 mo. USD LIBOR + 0.380%(2)

    233,168  
     

 

 

 
    2,804,037  
 

 

 

 
          Auto Parts & Equipment - 0.0%  
$     250,000    

Adient Global Holdings Ltd. 4.88%, 08/15/2026(1)

    186,500  
    145,000    

Goodyear Tire & Rubber Co. 5.00%, 05/31/2026

    126,150  
     

 

 

 
    312,650  
 

 

 

 
      Beverages - 1.9%  
   

Anheuser-Busch InBev Worldwide, Inc.

 
    2,008,000    

3.75%, 07/15/2042

    2,052,347  
    1,340,000    

4.35%, 06/01/2040

    1,466,191  
    1,430,000    

4.50%, 06/01/2050

    1,600,423  
    1,895,000    

4.60%, 04/15/2048

    2,100,527  
    1,770,000    

4.75%, 04/15/2058

    1,991,532  
    4,590,000    

5.45%, 01/23/2039

    5,530,149  
    7,630,000    

Coca-Cola Co. 1.65%, 06/01/2030

    7,615,947  
   

Constellation Brands, Inc.

 
    815,000    

2.65%, 11/07/2022

    830,778  
    560,000    

2.88%, 05/01/2030

    569,269  
    2,183,000    

3.15%, 08/01/2029

    2,258,784  
    3,051,000    

3.60%, 02/15/2028

    3,258,784  
    415,000    

4.40%, 11/15/2025

    457,722  
    670,000    

4.65%, 11/15/2028

    770,116  
    3,784,000    

Diageo Capital plc 2.00%, 04/29/2030

    3,775,951  
    590,000    

Keurig Dr Pepper, Inc. 3.20%, 05/01/2030

    628,555  
    2,040,000    

Molson Coors Brewing Co. 3.00%, 07/15/2026

    2,024,510  
CAD     170,000    

Molson Coors International L.P. 2.75%, 09/18/2020

    121,667  
 

PepsiCo, Inc.

 

$     3,265,000    

1.63%, 05/01/2030

    3,230,041  
    715,000    

2.63%, 03/19/2027(7)

    772,103  
    4,145,000    

3.63%, 03/19/2050

    5,002,274  
     

 

 

 
    46,057,670  
 

 

 

 
      Biotechnology - 0.2%  
 

Amgen, Inc.

 

    615,000    

1.90%, 02/21/2025

    629,408  
    1,105,000    

2.20%, 02/21/2027(7)

    1,134,473  
    1,565,000    

2.45%, 02/21/2030

    1,612,885  
    1,110,000    

2.65%, 05/11/2022

    1,141,410  
    1,155,000    

3.38%, 02/21/2050

    1,238,966  
     

 

 

 
    5,757,142  
 

 

 

 
      Chemicals - 0.6%  
 

Air Products and Chemicals, Inc.

 

    360,000    

1.50%, 10/15/2025

    363,202  
    675,000    

1.85%, 05/15/2027

    683,906  
    1,460,000    

Alpek S.A.B. de C.V. 4.25%, 09/18/2029(1)

    1,267,280  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Chemicals - 0.6% - (continued)  
$     225,000    

Chemours Co. 5.38%, 05/15/2027

  $ 186,750  
    576,000    

Dow Chemical Co. 4.80%, 05/15/2049(7)

    658,946  
 

DuPont de Nemours, Inc.

 

    200,000    

2.40%, 11/15/2020, 3 mo. USD LIBOR + 0.710%(2)

    199,358  
    2,940,000    

4.21%, 11/15/2023

    3,178,400  
    205,000    

Ecolab, Inc. 4.80%, 03/24/2030

    252,145  
    1,000,000    

LYB International Finance LLC 2.88%, 05/01/2025

    1,011,635  
    269,000    

Methanex Corp. 5.65%, 12/01/2044

    184,050  
    285,000    

Olin Corp. 5.13%, 09/15/2027

    260,319  
 

Sherwin-Williams Co.

 

    780,000    

2.30%, 05/15/2030

    770,009  
    1,340,000    

2.95%, 08/15/2029

    1,389,450  
    575,000    

3.30%, 05/15/2050

    588,393  
    510,000    

4.50%, 06/01/2047

    616,546  
    1,810,000    

Syngenta Finance N.V. 4.89%, 04/24/2025(1)

    1,826,232  
     

 

 

 
    13,436,621  
 

 

 

 
      Commercial Banks - 7.1%  
 

Bank of America Corp.

 

    2,175,000    

2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(8)

    2,224,534  
    3,600,000    

3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(8)

    3,839,903  
    5,830,000    

3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(8)

    6,221,530  
    3,750,000    

3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(8)

    4,092,547  
    1,070,000    

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(8)

    1,140,840  
    1,540,000    

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(8)

    1,731,574  
    5,780,000    

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8)

    6,940,659  
    2,485,000    

7.75%, 05/14/2038

    3,911,996  
    3,440,000    

Bank of New York Mellon Corp. 2.10%, 10/24/2024

    3,536,875  
 

Capital One Financial Corp.

 

    200,000    

2.47%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(2)

    199,975  
    1,490,000    

3.90%, 01/29/2024

    1,552,374  
    805,000    

China Construction Bank Corp. 1.95%, 09/24/2021, 3 mo. USD LIBOR + 0.750%(2)(6)

    802,947  
    270,000    

Citibank NA 2.08%, 05/01/2020, 3 mo. USD LIBOR + 0.320%(2)

    270,000  
 

Citigroup, Inc.

 

    2,325,000    

2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(8)

    2,345,713  
    1,355,000    

3.20%, 10/21/2026

    1,427,350  
    3,590,000    

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(8)

    3,772,841  
    5,265,000    

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(8)

    5,799,282  
    2,090,000    

4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. SOFR + 3.914% thereafter)(8)

    2,406,120  
    880,000    

4.45%, 09/29/2027

    963,987  
 

 

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

 

 

  125  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Commercial Banks - 7.1% - (continued)  
$     360,000    

Credit Suisse AG 1.20%, 02/04/2022, 3 mo. USD SOFR + 0.450%(2)

  $ 350,074  
    4,615,000    

Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(8)(9)

    4,730,375  
    360,000    

Credit Suisse Group Funding Guernsey Ltd. 3.43%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(2)

    363,498  
 

Danske Bank A/S

 

    1,615,000    

5.00%, 01/12/2022(1)

    1,669,586  
    1,685,000    

5.38%, 01/12/2024(1)

    1,820,210  
    1,635,000    

Fifth Third Bancorp 2.38%, 01/28/2025

    1,660,411  
    200,000    

Goldman Sachs Bank USA 1.00%, 05/24/2021, 3 mo. USD SOFR + 0.600%(2)

    198,515  
 

Goldman Sachs Group, Inc.

 

    1,530,000    

2.60%, 02/07/2030

    1,519,655  
    1,660,000    

2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821% thereafter)(8)

    1,686,290  
    2,720,000    

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8)

    2,784,858  
    3,180,000    

3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(8)

    3,436,454  
    1,165,000    

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(8)

    1,278,831  
    1,495,000    

4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(8)

    1,659,604  
    165,000    

6.25%, 02/01/2041

    229,487  
    1,005,000    

6.75%, 10/01/2037

    1,372,568  
 

HSBC Holdings plc

 

    1,125,000    

2.95%, 05/25/2021

    1,141,665  
    1,360,000    

3.40%, 03/08/2021

    1,383,854  
    1,125,000    

3.60%, 05/25/2023

    1,180,166  
    1,235,000    

4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(8)

    1,396,418  
    265,000    

4.95%, 03/31/2030

    313,359  
 

Industrial & Commercial Bank of China Ltd.

 

    200,000    

2.08%, 10/12/2020, 3 mo. USD LIBOR + 0.770%(2)(6)

    200,138  
    250,000    

2.45%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(2)(6)

    249,515  
    250,000    

2.45%, 05/23/2020, 3 mo. USD LIBOR + 0.770%(2)(6)

    250,170  
 

JP Morgan Chase & Co.

 

    1,095,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. SOFR + 2.460% thereafter)(8)

    1,136,418  
    1,470,000    

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(8)

    1,522,221  
    3,765,000    

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(8)

    3,964,667  
    1,785,000    

3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(8)

    1,933,904  
    2,290,000    

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8)

    2,532,198  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Commercial Banks - 7.1% - (continued)  
$     1,570,000    

3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(8)

  $ 1,676,207  
    4,305,000    

3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(8)

    4,769,142  
    1,285,000    

4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(8)

    1,430,235  
    2,000,000    

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(8)

    2,164,888  
    1,795,000    

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(8)

    2,122,794  
    1,745,000    

KeyCorp. 2.55%, 10/01/2029

    1,682,062  
GBP     2,110,000    

Metro Bank plc 5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)(6)(8)

    1,171,148  
 

Morgan Stanley

 

$     1,030,000    

2.63%, 11/17/2021

    1,046,384  
    3,375,000    

2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. SOFR + 1.143% thereafter)(8)

    3,448,740  
    3,135,000    

2.75%, 05/19/2022

    3,211,516  
    5,165,000    

3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(8)

    5,600,914  
    2,710,000    

4.00%, 07/23/2025

    2,984,135  
    1,250,000    

4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(8)

    1,445,765  
    595,000    

PNC Bank NA 2.70%, 10/22/2029

    615,929  
 

PNC Financial Services Group, Inc.

 

    2,725,000    

2.20%, 11/01/2024

    2,823,653  
    3,335,000    

2.55%, 01/22/2030

    3,412,809  
    1,375,000    

Santander Holdings USA, Inc. 3.70%, 03/28/2022

    1,392,545  
 

State Street Corp.

 

    2,145,000    

2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(8)

    2,207,451  
    1,190,000    

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(8)

    1,263,892  
    220,000    

3.15%, 03/30/2031, (3.15% fixed rate until 03/30/2030; 3 mo. USD SOFR + 2.650% thereafter)(1)(8)

    240,853  
    5,530,000    

Truist Bank 2.25%, 03/11/2030

    5,381,610  
    1,620,000    

UBS Group AG 2.65%, 02/01/2022(1)

    1,647,816  
    2,275,000    

UniCredit S.p.A. 6.57%, 01/14/2022(1)

    2,346,480  
 

Wells Fargo & Co.

 

    5,390,000    

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(8)

    5,472,286  
    1,615,000    

2.63%, 07/22/2022

    1,653,827  
    1,190,000    

3.00%, 04/22/2026

    1,247,538  
    955,000    

3.00%, 10/23/2026

    999,244  
    2,805,000    

3.07%, 01/24/2023

    2,874,091  
    1,745,000    

3.58%, 05/22/2028, (3.58% fixed rate until 05/22/2027; 3 mo. USD LIBOR + 1.310% thereafter)(8)

    1,875,149  
    2,715,000    

3.75%, 01/24/2024

    2,897,753  
    580,000    

4.90%, 11/17/2045

    695,794  
    925,000    

5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD LIBOR + 4.240% thereafter)(8)

    1,214,375  
 

 

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

 

 

  126  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Commercial Banks - 7.1% - (continued)  
$     410,000    

5.61%, 01/15/2044

  $ 537,442  
     

 

 

 
    168,700,623  
 

 

 

 
      Commercial Services - 0.7%  
 

Ashtead Capital, Inc.

 

    210,000    

4.13%, 08/15/2025(1)

    207,900  
    5,335,000    

4.38%, 08/15/2027(1)

    5,199,651  
 

Equifax, Inc.

 

    600,000    

2.60%, 12/15/2025

    607,679  
    400,000    

3.10%, 05/15/2030

    403,584  
    610,000    

Global Payments, Inc. 3.20%, 08/15/2029

    627,970  
    4,315,000    

IHS Markit Ltd. 4.13%, 08/01/2023

    4,618,992  
    4,657,000    

Service Corp. International 5.13%, 06/01/2029

    4,843,280  
 

United Rentals North America, Inc.

 

    205,000    

4.00%, 07/15/2030

    193,725  
    265,000    

5.50%, 07/15/2025

    268,312  
     

 

 

 
    16,971,093  
 

 

 

 
      Construction Materials - 0.1%  
 

Carrier Global Corp.

 

    835,000    

2.49%, 02/15/2027(1)

    799,961  
    750,000    

2.72%, 02/15/2030(1)

    708,890  
 

Standard Industries, Inc.

 

    145,000    

5.00%, 02/15/2027(1)

    145,363  
    255,000    

5.38%, 11/15/2024(1)

    255,637  
    435,000    

6.00%, 10/15/2025(1)

    448,050  
     

 

 

 
    2,357,901  
 

 

 

 
      Diversified Financial Services - 0.5%  
    1,270,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.88%, 01/23/2028

    1,068,369  
    4,670,000    

BlackRock, Inc. 1.90%, 01/28/2031

    4,668,582  
    250,000    

ICBCIL Finance Co., Ltd. 2.64%, 05/15/2021, 3 mo. USD LIBOR + 0.950%(2)(6)

    248,698  
    535,000    

Mastercard, Inc. 3.35%, 03/26/2030

    609,127  
    485,000    

Nasdaq, Inc. 3.25%, 04/28/2050

    486,509  
   

Navient Corp.

 

    100,000    

5.88%, 03/25/2021

    98,250  
    70,000    

5.88%, 10/25/2024

    63,700  
    275,000    

6.63%, 07/26/2021

    273,625  
    270,000    

7.25%, 01/25/2022

    264,600  
    90,000    

7.25%, 09/25/2023

    86,175  
    4,450,000    

Power Finance Corp. Ltd. 3.95%, 04/23/2030(1)

    3,859,734  
     

 

 

 
    11,727,369  
 

 

 

 
      Electric - 2.5%  
    417,000    

AES Corp. 4.88%, 05/15/2023

    420,044  
    1,480,000    

Alabama Power Co. 4.15%, 08/15/2044

    1,787,336  
 

Berkshire Hathaway Energy Co.

 

    950,000    

3.25%, 04/15/2028

    1,043,305  
    260,000    

4.25%, 10/15/2050(1)

    327,014  
    1,020,000    

Centrais Eletricas Brasileiras S.A. 3.63%, 02/04/2025(1)

    930,444  
 

Cleco Corporate Holdings LLC

 

    1,105,000    

3.38%, 09/15/2029(1)

    1,150,888  
    523,000    

3.74%, 05/01/2026

    528,039  
    70,000    

4.97%, 05/01/2046

    66,989  
 

Commonwealth Edison Co.

 

    1,335,000    

3.65%, 06/15/2046

    1,563,020  
    360,000    

4.00%, 03/01/2048(7)

    444,356  
    365,000    

Connecticut Light & Power Co. 4.00%, 04/01/2048

    457,382  
    400,000    

Dominion Energy South Carolina, Inc. 5.10%, 06/01/2065

    572,189  
    2,805,000    

Dominion Energy, Inc. 3.38%, 04/01/2030

    3,049,816  
    575,000    

Duke Energy Carolinas LLC 4.25%, 12/15/2041

    712,950  
    1,185,000    

Duke Energy Florida LLC 3.40%, 10/01/2046

    1,324,609  
    1,215,000    

Duke Energy Indiana LLC 3.25%, 10/01/2049

    1,344,770  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Electric - 2.5% - (continued)  
$     1,435,000    

Duke Energy Progress LLC 4.38%, 03/30/2044

  $ 1,813,581  
 

Evergy, Inc.

 

    710,000    

2.45%, 09/15/2024

    735,549  
    1,825,000    

2.90%, 09/15/2029

    1,871,026  
 

Exelon Corp.

 

    370,000    

2.45%, 04/15/2021

    372,820  
    1,880,000    

2.85%, 06/15/2020

    1,881,125  
    2,095,000    

3.95%, 06/15/2025

    2,314,818  
    350,000    

Florida Power & Light Co. 3.99%, 03/01/2049

    451,996  
 

Georgia Power Co.

 

    2,745,000    

2.10%, 07/30/2023

    2,831,765  
    1,590,000    

4.30%, 03/15/2042

    1,849,431  
 

IPALCO Enterprises, Inc.

 

    1,230,000    

3.70%, 09/01/2024

    1,288,028  
    6,275,000    

4.25%, 05/01/2030(1)

    6,655,185  
 

MidAmerican Energy Co.

 

    900,000    

3.15%, 04/15/2050

    1,020,075  
    370,000    

3.65%, 08/01/2048

    443,728  
    500,000    

National Rural Utilities Cooperative Finance Corp. 3.40%, 02/07/2028

    548,712  
    385,000    

Northern States Power Co. 2.90%, 03/01/2050

    422,099  
    1,175,000    

Oglethorpe Power Corp. 5.05%, 10/01/2048

    1,337,040  
 

Oncor Electric Delivery Co. LLC

 

    350,000    

3.10%, 09/15/2049

    395,169  
    495,000    

5.75%, 03/15/2029

    651,038  
    394,000    

PacifiCorp 4.13%, 01/15/2049

    497,235  
    350,000    

PacifiCorp. 4.15%, 02/15/2050

    445,016  
    385,000    

Public Service Electric & Gas Co. 3.80%, 03/01/2046

    471,816  
    1,630,000    

Public Service Enterprise Group, Inc. 2.88%, 06/15/2024

    1,701,786  
    1,925,000    

Puget Energy, Inc. 3.65%, 05/15/2025

    1,927,699  
    210,000    

Sempra Energy 4.00%, 02/01/2048

    237,559  
 

Southern California Edison Co.

 

    1,895,000    

2.25%, 06/01/2030

    1,864,529  
    1,320,000    

2.85%, 08/01/2029

    1,360,435  
    1,190,000    

3.65%, 02/01/2050

    1,293,652  
    506,000    

4.00%, 04/01/2047

    565,496  
    299,000    

4.13%, 03/01/2048

    342,246  
 

Southern Co.

 

    490,000    

2.95%, 07/01/2023

    516,553  
    1,520,000    

3.25%, 07/01/2026

    1,621,685  
    3,290,000    

3.70%, 04/30/2030

    3,647,014  
    30,000    

4.40%, 07/01/2046

    36,096  
    370,000    

Union Electric Co. 4.00%, 04/01/2048

    452,189  
    695,000    

Xcel Energy, Inc. 3.50%, 12/01/2049

    762,703  
     

 

 

 
    60,350,045  
 

 

 

 
      Engineering & Construction - 0.4%  
    3,620,000    

International Airport Finance S.A. 12.00%, 03/15/2033(1)

    2,244,400  
 

SBA Tower Trust

 

    4,130,000    

3.17%, 04/09/2047(1)

    4,186,469  
    2,040,000    

3.45%, 03/15/2048(1)

    2,071,926  
     

 

 

 
    8,502,795  
 

 

 

 
      Entertainment - 0.1%  
    975,000    

GLP Capital L.P. / GLP Financing II, Inc. 5.30%, 01/15/2029

    935,415  
 

WMG Acquisition Corp.

 

    425,000    

4.88%, 11/01/2024(1)

    425,000  
    185,000    

5.00%, 08/01/2023(1)

    185,925  
     

 

 

 
    1,546,340  
 

 

 

 
      Environmental Control - 0.3%  
 

Clean Harbors, Inc.

 

    5,893,000    

4.88%, 07/15/2027(1)

    6,084,522  
    105,000    

5.13%, 07/15/2029(1)

    106,837  
 

 

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

 

 

  127  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Environmental Control - 0.3% - (continued)  
   

Waste Management, Inc.

 

$     1,035,000    

3.20%, 06/15/2026

  $ 1,134,855  
    410,000    

3.45%, 06/15/2029(7)

    465,826  
    280,000    

4.15%, 07/15/2049

    356,075  
     

 

 

 
    8,148,115  
 

 

 

 
      Food - 0.6%  
 

Conagra Brands, Inc.

 

    333,000    

1.85%, 10/22/2020, 3 mo. USD LIBOR + 0.750%(2)

    332,558  
    655,000    

4.30%, 05/01/2024

    712,997  
    240,000    

4.60%, 11/01/2025

    268,011  
    1,883,000    

4.85%, 11/01/2028

    2,206,693  
    1,445,000    

Kellogg Co. 3.40%, 11/15/2027

    1,557,503  
 

Kraft Heinz Foods Co.

 

    45,000    

3.75%, 04/01/2030(1)

    46,113  
    5,000    

4.63%, 01/30/2029

    5,269  
    2,260,000    

Minerva Luxembourg S.A. 6.50%, 09/20/2026(6)

    2,160,108  
    255,000    

Mondelez International, Inc. 2.75%, 04/13/2030

    271,425  
    2,745,000    

NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1)

    2,642,062  
    2,680,000    

Philip Morris International, Inc. 2.10%, 05/01/2030

    2,657,788  
    1,295,000    

Sysco Corp. 5.95%, 04/01/2030

    1,530,443  
    285,000    

TreeHouse Foods, Inc. 6.00%, 02/15/2024(1)

    290,700  
     

 

 

 
    14,681,670  
 

 

 

 
      Food Service - 0.0%  
    580,000    

Aramark Services, Inc. 5.00%, 02/01/2028(1)

    564,050  
     

 

 

 
      Forest Products & Paper - 0.2%  
    3,690,000    

Suzano Austria GmbH 5.00%, 01/15/2030

    3,497,603  
     

 

 

 
      Gas - 0.5%  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    40,000    

5.63%, 05/20/2024

    40,800  
    365,000    

5.88%, 08/20/2026

    371,643  
    2,000,000    

Dominion Energy Gas Holdings LLC 2.50%, 11/15/2024

    2,075,770  
 

NiSource, Inc.

 

    2,015,000    

3.49%, 05/15/2027

    2,165,671  
    3,015,000    

3.60%, 05/01/2030

    3,363,897  
 

Sempra Energy

 

    1,680,000    

3.40%, 02/01/2028

    1,768,045  
    810,000    

3.80%, 02/01/2038

    861,092  
     

 

 

 
    10,646,918  
 

 

 

 
      Healthcare - Products - 0.5%  
 

Alcon Finance Corp.

 

    2,060,000    

2.75%, 09/23/2026(1)

    2,149,879  
    1,120,000    

3.00%, 09/23/2029(1)

    1,166,108  
    1,070,000    

Baxter International, Inc. 3.95%, 04/01/2030(1)

    1,244,566  
    3,425,000    

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

    3,640,898  
    145,000    

Boston Scientific Corp. 3.75%, 03/01/2026

    158,038  
    575,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1)

    582,188  
    190,000    

Thermo Fisher Scientific, Inc. 3.00%, 04/15/2023

    199,635  
    2,815,000    

Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026

    2,844,304  
     

 

 

 
    11,985,616  
 

 

 

 
      Healthcare - Services - 0.8%  
 

Anthem, Inc.

 

    3,325,000    

2.25%, 05/15/2030

    3,312,531  
    1,800,000    

2.88%, 09/15/2029

    1,872,684  
    1,895,000    

3.50%, 08/15/2024

    2,037,931  
    355,000    

4.38%, 12/01/2047

    420,583  
    320,000    

4.63%, 05/15/2042

    389,627  
 

Centene Corp.

 

    80,000    

3.38%, 02/15/2030(1)

    80,600  
    75,000    

4.25%, 12/15/2027(1)

    78,469  
    680,000    

4.63%, 12/15/2029(1)

    744,600  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Healthcare - Services - 0.8% - (continued)  
$     1,130,000    

CommonSpirit Health 3.35%, 10/01/2029

  $ 1,112,537  
    650,000    

HCA, Inc. 5.63%, 09/01/2028

    720,252  
    5,555,000    

Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030(1)

    4,701,196  
 

UnitedHealth Group, Inc.

 

    1,335,000    

2.38%, 08/15/2024

    1,405,660  
    1,280,000    

2.88%, 08/15/2029

    1,387,438  
    790,000    

3.50%, 08/15/2039

    882,646  
    535,000    

4.75%, 07/15/2045

    709,492  
     

 

 

 
    19,856,246  
 

 

 

 
      Home Builders - 0.3%  
    530,000    

Lennar Corp. 4.75%, 11/29/2027

    543,250  
    5,655,000    

PulteGroup, Inc. 5.50%, 03/01/2026

    6,015,506  
    475,000    

Toll Brothers Finance Corp. 4.88%, 11/15/2025

    479,750  
     

 

 

 
    7,038,506  
 

 

 

 
      Household Products/Wares - 0.0%  
    295,000    

Kimberly-Clark Corp. 3.10%, 03/26/2030

    329,363  
     

 

 

 
      Insurance - 0.7%  
    1,580,000    

Aon Corp. 2.20%, 11/15/2022

    1,609,357  
 

Genworth Holdings, Inc.

 

    10,000    

4.80%, 02/15/2024

    8,450  
    350,000    

4.90%, 08/15/2023

    301,000  
 

Marsh & McLennan Cos., Inc.

 

    1,275,000    

3.88%, 03/15/2024

    1,386,920  
    815,000    

4.38%, 03/15/2029

    949,736  
    1,025,000    

4.75%, 03/15/2039

    1,280,528  
    282,000    

Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(1)

    286,267  
    380,000    

MGIC Investment Corp. 5.75%, 08/15/2023

    372,400  
    2,730,000    

New York Life Global Funding 2.00%, 01/22/2025(1)

    2,778,148  
    415,000    

New York Life Insurance Co. 3.75%, 05/15/2050(1)

    470,804  
    1,390,000    

Progressive Corp. 3.20%, 03/26/2030

    1,552,641  
 

Unum Group

 

    595,000    

4.00%, 06/15/2029

    604,929  
    1,080,000    

4.50%, 12/15/2049

    959,641  
    45,000    

Voya Financial, Inc. 4.80%, 06/15/2046

    51,766  
 

Willis North America, Inc.

 

    720,000    

2.95%, 09/15/2029

    731,675  
    795,000    

3.60%, 05/15/2024

    835,889  
    1,510,000    

4.50%, 09/15/2028

    1,719,759  
     

 

 

 
    15,899,910  
 

 

 

 
      Internet - 0.7%  
 

Alibaba Group Holding Ltd.

 

    2,680,000    

3.40%, 12/06/2027

    2,911,984  
    815,000    

4.00%, 12/06/2037

    932,564  
    640,000    

4.20%, 12/06/2047

    776,270  
    2,030,000    

Amazon.com, Inc. 3.88%, 08/22/2037

    2,472,113  
    5,200,000    

Symantec Corp. 5.00%, 04/15/2025(1)

    5,232,500  
 

Tencent Holdings Ltd.

 

    1,105,000    

3.60%, 01/19/2028(1)

    1,190,183  
    2,665,000    

3.98%, 04/11/2029(1)

    2,998,270  
     

 

 

 
    16,513,884  
 

 

 

 
      Iron/Steel - 0.1%  
    285,000    

Commercial Metals Co. 5.38%, 07/15/2027

    278,588  
EUR     1,985,000    

Metinvest B.V. 5.63%, 06/17/2025(1)

    1,376,940  
     

 

 

 
    1,655,528  
 

 

 

 
      IT Services - 0.9%  
 

Apple, Inc.

 

$     5,325,000    

2.20%, 09/11/2029

    5,662,185  
    505,000    

3.45%, 02/09/2045

    576,123  
    355,000    

4.38%, 05/13/2045

    463,133  
    250,000    

IBM Credit LLC 2.08%, 11/30/2020, 3 mo. USD LIBOR + 0.47%(2)

    250,203  
 

 

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

 

 

  128  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      IT Services - 0.9% - (continued)  
   

International Business Machines Corp.

 

$     6,870,000    

1.95%, 05/15/2030

  $ 6,840,493  
    1,800,000    

3.00%, 05/15/2024

    1,927,373  
    2,240,000    

3.50%, 05/15/2029

    2,529,332  
    275,000    

4.25%, 05/15/2049

    337,972  
    1,185,000    

4.70%, 02/19/2046

    1,492,021  
     

 

 

 
    20,078,835  
 

 

 

 
      Lodging - 0.2%  
 

Hilton Domestic Operating Co., Inc.

 

    3,698,000    

4.25%, 09/01/2024

    3,587,060  
    230,000    

5.13%, 05/01/2026

    227,079  
    360,000    

5.38%, 05/01/2025(1)

    357,750  
    910,000    

Las Vegas Sands Corp. 3.50%, 08/18/2026

    865,947  
 

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

 

    345,000    

5.25%, 05/15/2027(1)

    300,150  
    65,000    

5.50%, 03/01/2025(1)

    57,850  
     

 

 

 
    5,395,836  
 

 

 

 
      Machinery - Construction & Mining - 0.0%  
    145,000    

BWX Technologies, Inc. 5.38%, 07/15/2026(1)

    148,081  
     

 

 

 
      Machinery - Diversified - 0.4%  
 

John Deere Capital Corp.

 

    725,000    

1.20%, 04/06/2023

    730,821  
    820,000    

1.75%, 03/09/2027

    822,274  
    8,495,000    

Otis Worldwide Corp. 2.57%, 02/15/2030(1)

    8,560,811  
     

 

 

 
    10,113,906  
 

 

 

 
      Media - 2.2%  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    783,000    

4.50%, 08/15/2030(1)

    793,022  
    30,000    

5.13%, 05/01/2027(1)

    31,151  
    170,000    

5.75%, 02/15/2026(1)

    177,225  
 

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    2,105,000    

2.80%, 04/01/2031

    2,119,495  
    1,305,000    

4.80%, 03/01/2050

    1,468,950  
    1,225,000    

5.13%, 07/01/2049

    1,458,046  
    465,000    

5.75%, 04/01/2048

    586,724  
    1,395,000    

6.48%, 10/23/2045

    1,823,604  
    435,000    

6.83%, 10/23/2055

    583,416  
 

Comcast Corp.

 

    545,000    

3.20%, 07/15/2036

    593,696  
    2,055,000    

3.25%, 11/01/2039

    2,238,921  
    965,000    

3.40%, 04/01/2030

    1,083,545  
    365,000    

3.40%, 07/15/2046

    403,778  
    40,000    

4.05%, 11/01/2052

    48,826  
    860,000    

4.25%, 10/15/2030

    1,034,923  
    630,000    

4.60%, 10/15/2038

    791,795  
    280,000    

4.65%, 07/15/2042

    356,396  
    740,000    

4.70%, 10/15/2048

    970,451  
    245,000    

4.75%, 03/01/2044

    317,697  
    700,000    

4.95%, 10/15/2058

    992,842  
 

Cox Communications, Inc.

 

    4,245,000    

3.15%, 08/15/2024(1)

    4,486,141  
    462,000    

4.80%, 02/01/2035(1)

    533,993  
 

CSC Holdings LLC

 

    200,000    

5.38%, 02/01/2028(1)

    205,500  
    310,000    

5.50%, 04/15/2027(1)

    322,303  
 

Discovery Communications LLC

 

    250,000    

2.80%, 06/15/2020

    250,074  
    948,000    

3.80%, 03/13/2024

    993,474  
    2,000    

3.95%, 06/15/2025

    2,120  
    3,850,000    

3.95%, 03/20/2028

    4,051,006  
    75,000    

5.00%, 09/20/2037

    82,644  
    954,000    

5.30%, 05/15/2049

    1,106,017  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Media - 2.2% - (continued)  
$     1,570,000    

6.35%, 06/01/2040

  $ 1,969,579  
    505,000    

DISH DBS Corp. 5.88%, 11/15/2024

    485,729  
    1,104,000    

NBCUniversal Media LLC 5.95%, 04/01/2041

    1,566,986  
 

Time Warner Cable LLC

 

    1,287,000    

4.50%, 09/15/2042

    1,359,055  
    890,000    

6.55%, 05/01/2037

    1,102,982  
    1,910,000    

Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033

    2,778,501  
 

ViacomCBS, Inc.

 

    1,480,000    

4.25%, 09/01/2023

    1,555,095  
    9,265,000    

4.95%, 01/15/2031

    9,876,729  
    45,000    

5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(8)

    40,977  
    50,000    

6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(8)

    49,000  
 

Videotron Ltd.

 

    190,000    

5.13%, 04/15/2027(1)

    198,550  
    480,000    

5.38%, 06/15/2024(1)

    508,810  
     

 

 

 
    51,399,768  
 

 

 

 
      Mining - 0.2%  
 

Anglo American Capital plc

 

    970,000    

4.75%, 04/10/2027(1)

    1,000,894  
    1,710,000    

4.88%, 05/14/2025(1)

    1,801,518  
    1,170,000    

5.63%, 04/01/2030(1)

    1,291,948  
    250,000    

Kaiser Aluminum Corp. 4.63%, 03/01/2028(1)

    232,750  
     

 

 

 
    4,327,110  
 

 

 

 
      Miscellaneous Manufacturing - 0.2%  
    505,000    

3M Co. 3.05%, 04/15/2030

    551,319  
    2,225,000    

General Electric Co. 3.63%, 05/01/2030

    2,233,247  
    810,000    

Ingersoll-Rand Global Holding Co., Ltd. 2.90%, 02/21/2021

    818,485  
    385,000    

Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049

    451,861  
     

 

 

 
    4,054,912  
 

 

 

 
      Office/Business Equipment - 0.0%  
 

CDW LLC / CDW Finance Corp.

 

    215,000    

4.13%, 05/01/2025

    215,806  
    250,000    

4.25%, 04/01/2028

    251,150  
     

 

 

 
    466,956  
 

 

 

 
          Oil & Gas - 1.0%  
    150,000    

Aker BP ASA 5.88%, 03/31/2025(1)

    140,186  
 

BP Capital Markets America, Inc.

 

    1,355,000    

3.54%, 04/06/2027

    1,428,317  
    1,355,000    

3.63%, 04/06/2030

    1,460,519  
 

Canadian Natural Resources Ltd.

 

CAD     450,000    

2.05%, 06/01/2020

    322,825  
    840,000    

2.89%, 08/14/2020

    604,321  
$     940,000    

EOG Resources, Inc. 4.38%, 04/15/2030

    1,043,632  
 

Equinor ASA

 

    1,420,000    

3.63%, 04/06/2040

    1,535,535  
    945,000    

3.70%, 04/06/2050

    1,051,949  
 

Exxon Mobil Corp.

 

    2,195,000    

4.23%, 03/19/2040

    2,630,980  
    1,710,000    

4.33%, 03/19/2050

    2,092,978  
 

Hess Corp.

 

    76,000    

6.00%, 01/15/2040

    67,502  
    276,000    

7.13%, 03/15/2033

    248,945  
    1,010,000    

7.30%, 08/15/2031

    949,078  
    241,000    

MEG Energy Corp. 6.50%, 01/15/2025(1)

    197,620  
    2,315,000    

Petronas Capital Ltd. 3.50%, 04/21/2030(1)

    2,424,380  
    630,000    

Phillips 66 3.85%, 04/09/2025

    659,802  
 

 

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

 

 

  129  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
          Oil & Gas - 1.0% - (continued)  
$     285,000    

QEP Resources, Inc. 5.25%, 05/01/2023

  $ 95,475  
    849,000    

Saudi Arabian Oil Co. 2.88%, 04/16/2024(1)

    853,289  
 

SM Energy Co.

 

    130,000    

6.13%, 11/15/2022(7)

    52,000  
    140,000    

6.75%, 09/15/2026

    38,150  
    360,000    

Sunoco L.P. / Sunoco Finance Corp. 5.50%, 02/15/2026

    347,400  
    1,870,000    

Tullow Oil plc 7.00%, 03/01/2025(1)

    972,400  
 

Valero Energy Corp.

 

    300,000    

2.85%, 04/15/2025

    297,571  
    2,347,000    

4.00%, 04/01/2029

    2,403,571  
    455,000    

WPX Energy, Inc. 5.25%, 09/15/2024

    408,508  
ARS     81,010,352    

YPF S.A. 16.50%, 05/09/2022(1)

    630,828  
     

 

 

 
    22,957,761  
 

 

 

 
      Oil & Gas Services - 0.0%  
$     1,110,000    

Halliburton Co. 2.92%, 03/01/2030

    893,733  
     

 

 

 
      Packaging & Containers - 0.3%  
    200,000    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(1)

    195,000  
    5,150,000    

Ball Corp. 4.00%, 11/15/2023

    5,327,675  
    1,775,000    

Mondelez International, Inc. 1.50%, 05/04/2025

    1,765,486  
    620,000    

Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1)

    626,200  
    265,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(1)

    266,325  
     

 

 

 
    8,180,686  
 

 

 

 
          Pharmaceuticals - 1.5%  
   

AbbVie, Inc.

 

    2,605,000    

2.95%, 11/21/2026(1)

    2,749,434  
    4,420,000    

3.20%, 11/21/2029(1)

    4,696,059  
    2,555,000    

4.25%, 11/21/2049(1)

    2,945,803  
    1,020,000    

Allergan Finance LLC 4.63%, 10/01/2042

    1,251,595  
 

Bausch Health Cos., Inc.

 

    245,000    

6.50%, 03/15/2022(1)

    249,851  
    95,000    

7.00%, 03/15/2024(1)

    97,693  
    77,000    

Baxalta, Inc. 3.60%, 06/23/2022

    80,276  
    2,580,000    

Bayer U.S. Finance LLC 4.25%, 12/15/2025(1)

    2,859,119  
    1,255,000    

Bristol-Myers Squibb Co. 3.40%, 07/26/2029(1)

    1,436,082  
 

Cigna Corp.

 

    815,000    

2.40%, 03/15/2030

    823,768  
    3,225,000    

4.38%, 10/15/2028

    3,692,244  
 

CVS Health Corp.

 

    2,195,000    

3.75%, 04/01/2030

    2,438,299  
    1,210,000    

4.13%, 04/01/2040

    1,357,814  
    255,000    

4.25%, 04/01/2050

    298,563  
    1,860,000    

5.05%, 03/25/2048

    2,357,030  
    1,420,000    

5.13%, 07/20/2045

    1,774,919  
    2,315,000    

GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025

    2,591,517  
    805,000    

Pfizer, Inc. 2.63%, 04/01/2030

    874,247  
    1,450,000    

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

    1,471,872  
    2,820,000    

Teva Pharmaceutical Finance Netherlands B.V. 3.15%, 10/01/2026

    2,453,400  
     

 

 

 
    36,499,585  
 

 

 

 
          Pipelines - 1.0%  
    270,000    

Cheniere Corpus Christi Holdings LLC 5.88%, 03/31/2025

    279,496  
    55,000    

Cheniere Energy Partners L.P. 4.50%, 10/01/2029(1)

    50,738  
   

DCP Midstream Operating L.P.

 

    100,000    

3.88%, 03/15/2023

    83,000  
    200,000    

4.95%, 04/01/2022

    182,000  
    70,000    

5.60%, 04/01/2044

    36,400  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Pipelines - 1.0% - (continued)  
 

Energy Transfer Operating L.P.

 

$     880,000    

3.75%, 05/15/2030

  $ 800,898  
    110,000    

4.05%, 03/15/2025

    107,990  
    855,000    

4.50%, 04/15/2024

    844,393  
    1,280,000    

4.95%, 06/15/2028

    1,252,813  
    315,000    

5.00%, 05/15/2050

    277,153  
    1,420,000    

5.25%, 04/15/2029

    1,425,887  
    2,710,000    

6.13%, 12/15/2045

    2,604,022  
    515,000    

6.25%, 04/15/2049

    496,744  
    2,245,000    

Kinder Morgan Energy Partners L.P. 3.50%, 03/01/2021

    2,248,884  
 

MPLX L.P.

 

    70,000    

1.90%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(2)

    65,856  
    40,000    

4.00%, 02/15/2025

    38,024  
    805,000    

4.13%, 03/01/2027

    778,458  
    1,240,000    

4.25%, 12/01/2027(1)

    1,192,281  
    1,315,000    

4.70%, 04/15/2048

    1,172,783  
    265,000    

5.20%, 03/01/2047

    247,255  
    230,000    

5.20%, 12/01/2047(1)

    209,921  
    325,000    

5.50%, 02/15/2049

    322,480  
    155,000    

6.25%, 10/15/2022(1)

    154,856  
 

ONEOK, Inc.

 

    325,000    

2.20%, 09/15/2025

    281,051  
    325,000    

3.10%, 03/15/2030

    261,841  
   

Rockies Express Pipeline LLC

 
    1,295,000    

3.60%, 05/15/2025(1)

    1,168,738  
    1,295,000    

4.80%, 05/15/2030(1)

    1,107,225  
   

Sunoco Logistics Partners Operations L.P.

 
    165,000    

5.30%, 04/01/2044

    143,310  
    35,000    

5.95%, 12/01/2025

    35,419  
   

TransCanada PipeLines Ltd.

 
    3,280,000    

4.10%, 04/15/2030

    3,552,154  
    1,090,000    

4.63%, 03/01/2034

    1,158,252  
CAD     200,000    

Westcoast Energy, Inc. 4.57%, 07/02/2020

    144,294  
   

Williams Cos., Inc.

 
$     75,000    

4.90%, 01/15/2045

    73,685  
    145,000    

5.10%, 09/15/2045

    151,423  
    275,000    

5.80%, 11/15/2043

    296,442  
    255,000    

6.30%, 04/15/2040

    293,982  
     

 

 

 
        23,540,148  
 

 

 

 
          Real Estate Investment Trusts - 0.2%  
    1,140,000    

American Tower Corp. 2.40%, 03/15/2025

    1,174,200  
    290,000    

Equinix, Inc. 5.88%, 01/15/2026

    301,194  
    2,245,000    

SBA Tower Trust 2.84%, 01/15/2025(1)

    2,286,256  
    145,000    

VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026(1)

    135,515  
     

 

 

 
        3,897,165  
 

 

 

 
      Retail - 0.7%  
    150,000    

1011778 BC ULC / New Red Finance, Inc. 4.25%, 05/15/2024(1)

    149,954  
   

Alimentation Couche-Tard, Inc.

 
    410,000    

2.95%, 01/25/2030(1)

    401,318  
    930,000    

3.80%, 01/25/2050(1)

    872,742  
    2,100,000    

AutoZone, Inc. 3.63%, 04/15/2025

    2,249,282  
    960,000    

Home Depot, Inc. 2.50%, 04/15/2027

    1,015,275  
    330,000    

Lithia Motors, Inc. 4.63%, 12/15/2027(1)

    311,850  
   

Lowe’s Cos., Inc.

 
    2,660,000    

3.38%, 09/15/2025

    2,891,543  
    210,000    

3.70%, 04/15/2046

    228,391  
    1,545,000    

4.55%, 04/05/2049

    1,876,906  
   

McDonald’s Corp.

 
    1,495,000    

3.35%, 04/01/2023

    1,589,691  
    1,950,000    

3.63%, 09/01/2049

    2,134,287  
    2,075,000    

4.20%, 04/01/2050

    2,471,266  
 

 

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

 

 

  130  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Retail - 0.7% - (continued)  
$     285,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027

  $ 271,733  
    435,000    

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

    435,957  
    195,000    

William Carter Co. 5.63%, 03/15/2027(1)

    197,683  
     

 

 

 
        17,097,878  
 

 

 

 
          Semiconductors - 1.7%  
    6,515,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027

    6,791,748  
   

Broadcom, Inc.

 
    2,415,000    

4.25%, 04/15/2026(1)

    2,588,237  
    7,985,000    

5.00%, 04/15/2030(1)

    8,981,419  
   

Entegris, Inc.

 
    500,000    

4.38%, 04/15/2028(1)

    500,625  
    250,000    

4.63%, 02/10/2026(1)

    250,625  
   

Intel Corp.

 

    2,410,000    

2.45%, 11/15/2029

    2,553,073  
    1,565,000    

3.10%, 02/15/2060

    1,674,062  
    840,000    

4.10%, 05/19/2046

    1,057,519  
    1,270,000    

Lam Research Corp. 1.90%, 06/15/2030

    1,269,117  
    1,810,000    

NVIDIA Corp. 2.85%, 04/01/2030

    1,972,157  
 

NXP B.V. / NXP Funding LLC

 

    900,000    

4.63%, 06/01/2023(1)

    959,348  
    3,087,000    

4.88%, 03/01/2024(1)

    3,351,339  
    1,131,000    

5.35%, 03/01/2026(1)

    1,279,369  
    905,000    

5.55%, 12/01/2028(1)

    1,033,555  
 

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

    1,090,000    

3.15%, 05/01/2027(1)

    1,101,290  
    602,000    

4.30%, 06/18/2029(1)

    638,795  
    230,000    

Qorvo, Inc. 5.50%, 07/15/2026

    241,500  
 

QUALCOMM, Inc.

 

    431,000    

4.65%, 05/20/2035

    549,480  
    1,459,000    

4.80%, 05/20/2045

    1,863,220  
    300,000    

Sensata Technologies B.V. 5.00%, 10/01/2025(1)

    298,380  
    211,000    

Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026(1)

    217,330  
     

 

 

 
    39,172,188  
 

 

 

 
      Software - 1.1%  
 

CDK Global, Inc.

 

    150,000    

4.88%, 06/01/2027

    149,625  
    415,000    

5.25%, 05/15/2029(1)

    423,300  
    30,000    

5.88%, 06/15/2026

    31,425  
    349,000    

Fair Isaac Corp. 4.00%, 06/15/2028(1)

    346,033  
 

Fidelity National Information Services, Inc.

 

    1,936,000    

3.75%, 05/21/2029

    2,173,291  
    490,000    

4.25%, 05/15/2028

    557,176  
    1,560,000    

Fiserv, Inc. 3.20%, 07/01/2026

    1,670,436  
    420,000    

IQVIA, Inc. 5.00%, 05/15/2027(1)

    431,420  
 

Microsoft Corp.

 

    830,000    

3.70%, 08/08/2046

    1,020,700  
    1,025,000    

3.95%, 08/08/2056

    1,347,656  
 

MSCI, Inc.

 

    45,000    

3.63%, 09/01/2030(1)

    45,562  
    225,000    

4.00%, 11/15/2029(1)

    235,258  
    5,010,000    

5.38%, 05/15/2027(1)

    5,398,275  
    65,000    

5.75%, 08/15/2025(1)

    67,899  
 

Open Text Corp.

 

    440,000    

3.88%, 02/15/2028(1)

    431,200  
    255,000    

5.88%, 06/01/2026(1)

    267,750  
 

Oracle Corp.

 

    4,745,000    

2.50%, 04/01/2025

    4,992,098  
    4,945,000    

3.85%, 04/01/2060

    5,729,317  
    740,000    

4.00%, 11/15/2047

    882,362  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Software - 1.1% - (continued)  
$     250,000    

Western Digital Corp. 4.75%, 02/15/2026

  $ 255,232  
     

 

 

 
    26,456,015  
 

 

 

 
      Telecommunications - 2.9%  
 

AT&T, Inc.

 

    185,000    

2.33%, 06/01/2021, 3 mo. USD LIBOR + 0.750%(2)

    184,356  
    2,200,000    

2.80%, 02/17/2021

    2,223,488  
    1,760,000    

3.80%, 02/15/2027

    1,910,963  
CAD     1,175,000    

3.83%, 11/25/2020

    854,295  
$     1,436,000    

4.30%, 02/15/2030

    1,614,608  
    1,845,000    

4.35%, 03/01/2029

    2,073,271  
    2,095,000    

4.35%, 06/15/2045

    2,296,564  
    1,160,000    

4.50%, 05/15/2035

    1,298,635  
    4,500,000    

GTP Acquisition Partners LLC 3.48%, 06/15/2050(1)

    4,596,239  
 

Nokia Oyj

 

    10,000    

4.38%, 06/12/2027(7)

    10,150  
    455,000    

6.63%, 05/15/2039

    485,712  
    4,535,000    

SoftBank Group Corp. 6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD ICE Swap + 4.226% thereafter)(6)(8)(9)

    3,904,272  
    325,000    

Sprint Corp. 7.13%, 06/15/2024

    364,819  
    2,315,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029(1)

    2,546,500  
 

T-Mobile USA, Inc.

 

    3,055,000    

3.50%, 04/15/2025(1)

    3,230,418  
    3,785,000    

3.88%, 04/15/2030(1)

    4,153,773  
    1,330,000    

4.50%, 04/15/2050(1)

    1,556,632  
    5,647,000    

6.50%, 01/15/2026

    5,964,644  
 

Telecom Italia Capital S.A.

 

    145,000    

6.00%, 09/30/2034

    150,205  
    215,000    

7.72%, 06/04/2038

    249,400  
    3,065,000    

Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1)

    2,992,972  
 

Telefonica Emisiones S.A.

 

    525,000    

4.67%, 03/06/2038

    585,349  
    1,035,000    

4.90%, 03/06/2048

    1,215,812  
    1,790,000    

5.21%, 03/08/2047

    2,146,538  
    840,000    

5.52%, 03/01/2049

    1,045,285  
 

Verizon Communications, Inc.

 

    665,000    

2.23%, 05/22/2020, 3 mo. USD LIBOR + 0.550%(2)

    665,488  
    1,205,000    

3.15%, 03/22/2030

    1,335,916  
    855,000    

3.88%, 02/08/2029

    985,648  
    485,000    

4.00%, 03/22/2050

    604,142  
    985,000    

4.02%, 12/03/2029

    1,147,374  
    1,971,000    

4.27%, 01/15/2036

    2,364,232  
    465,000    

4.40%, 11/01/2034

    563,325  
    1,525,000    

4.50%, 08/10/2033

    1,897,210  
    1,645,000    

4.67%, 03/15/2055

    2,218,478  
    2,020,000    

4.81%, 03/15/2039

    2,598,280  
    845,000    

5.01%, 08/21/2054

    1,218,930  
    735,000    

5.25%, 03/16/2037

    979,019  
 

Vodafone Group plc

 

    805,000    

4.25%, 09/17/2050

    875,730  
    2,060,000    

6.15%, 02/27/2037

    2,672,421  
     

 

 

 
    67,781,093  
 

 

 

 
      Transportation - 0.8%  
 

CSX Corp.

 

    1,035,000    

2.40%, 02/15/2030

    1,064,224  
    1,370,000    

3.25%, 06/01/2027

    1,480,593  
    405,000    

3.35%, 09/15/2049

    432,755  
    395,000    

4.30%, 03/01/2048

    482,688  
    210,000    

4.50%, 03/15/2049

    264,918  
 

 

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

 

 

  131  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 35.6% - (continued)  
      Transportation - 0.8% - (continued)  
 

FedEx Corp.

 

$     835,000    

3.30%, 03/15/2027

  $ 851,199  
    2,320,000    

3.80%, 05/15/2025

    2,485,022  
    2,320,000    

4.25%, 05/15/2030

    2,533,158  
    400,000    

Norfolk Southern Corp. 3.40%, 11/01/2049

    428,456  
 

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    2,445,000    

2.70%, 11/01/2024(1)

    2,440,008  
    2,175,000    

4.00%, 07/15/2025(1)

    2,301,993  
 

Union Pacific Corp.

 

    1,570,000    

3.25%, 02/05/2050

    1,634,817  
    325,000    

3.84%, 03/20/2060(1)

    361,079  
    2,495,000    

4.38%, 09/10/2038

    2,933,057  
     

 

 

 
    19,693,967  
 

 

 

 
      Water - 0.1%  
 

American Water Capital Corp.

 

    885,000    

2.80%, 05/01/2030

    945,895  
    840,000    

4.15%, 06/01/2049

    1,049,489  
     

 

 

 
    1,995,384  
 

 

 

 
 

Total Corporate Bonds
(cost $814,262,101)

  $ 846,114,717  
   

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 3.0%  
      Argentina - 0.0%  
EUR     1,665,000    

Argentine Republic Government International Bond 5.25%, 01/15/2028(6)

  $ 390,535  
     

 

 

 
      Canada - 0.0%  
CAD     180,000    

City of Quebec Canada 2.00%, 07/07/2020

    129,670  
    500,000    

Quebec T-Bill 1.76%, 05/15/2020(10)

    359,165  
     

 

 

 
    488,835  
 

 

 

 
      Chile - 0.1%  
$     2,225,000    

Chile Government International Bond 2.55%, 01/27/2032

    2,222,797  
     

 

 

 
      Dominican Republic - 0.2%  
    4,445,000    

Dominican Republic International Bond 6.40%, 06/05/2049(1)

    3,656,012  
     

 

 

 
      Egypt - 0.0%  
    725,000    

Egypt Government International Bond 8.50%, 01/31/2047(6)

    647,063  
     

 

 

 
      Ghana - 0.1%  
 

Ghana Government International Bond

 

    2,290,000    

6.38%, 02/11/2027(1)

    1,763,300  
    2,080,000    

7.63%, 05/16/2029(6)

    1,591,034  
     

 

 

 
    3,354,334  
 

 

 

 
      Hungary - 0.0%  
    580,000    

Hungary Government International Bond 6.38%, 03/29/2021

    602,271  
     

 

 

 
      Italy - 0.0%  
EUR     605,000    

Italy Buoni Ordinari del Tesoro BOT 0.03%, 05/14/2020(6)(10)

    663,025  
    170,000    

Italy Certificati di Credito del Tesoro 0.41%, 11/27/2020(10)

    186,148  
     

 

 

 
    849,173  
 

 

 

 
      Japan - 0.8%  
$     400,000    

Japan Bank for International Cooperation 1.50%, 07/21/2020, 3 mo. USD LIBOR + 0.390%(2)

    400,211  
 

Japan Treasury Discount Bill

 

JPY     23,850,000    

0.12%, 05/07/2020(10)

    222,247  
    488,550,000    

0.13%, 05/18/2020(10)

    4,552,769  
    327,750,000    

0.13%, 05/25/2020(10)

    3,054,390  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.0% - (continued)  
      Japan - 0.8% - (continued)  
JPY     490,000,000    

0.14%, 05/11/2020(10)

  $ 4,566,147  
    498,900,000    

0.14%, 06/01/2020(10)

    4,649,558  
    47,350,000    

0.24%, 06/15/2020(10)

    441,311  
    25,000,000    

0.27%, 06/08/2020(10)

    232,997  
    34,950,000    

0.32%, 06/22/2020(10)

    325,750  
     

 

 

 
    18,445,380  
 

 

 

 
      Mexico - 0.1%  
$     2,530,000    

Mexico Government International Bond 4.75%, 04/27/2032

    2,548,975  
     

 

 

 
      Mongolia - 0.2%  
    3,941,000    

Trade & Development Bank of Mongolia LLC 9.38%, 05/19/2020(6)

    3,926,221  
     

 

 

 
      Panama - 0.1%  
 

Panama Government International Bond

 

    235,000    

3.16%, 01/23/2030

    239,702  
    1,020,000    

4.50%, 04/01/2056

    1,144,950  
     

 

 

 
    1,384,652  
 

 

 

 
      Peru - 0.0%  
    575,000    

Peruvian Government International Bond 2.39%, 01/23/2026

    586,500  
     

 

 

 
      Philippines - 0.0%  
 

Philippine Government International Bond

 

    475,000    

2.46%, 05/05/2030

    484,382  
    200,000    

2.95%, 05/05/2045

    204,890  
     

 

 

 
    689,272  
 

 

 

 
      Qatar - 0.3%  
 

Qatar Government International Bond

 

    2,380,000    

3.40%, 04/16/2025(1)

    2,531,915  
    3,900,000    

3.75%, 04/16/2030(1)

    4,257,864  
     

 

 

 
    6,789,779  
 

 

 

 
      Romania - 0.2%  
 

Romanian Government International Bond

 

EUR     3,473,000    

4.63%, 04/03/2049(6)

    3,838,236  
$     980,000    

6.13%, 01/22/2044(6)

    1,161,762  
     

 

 

 
    4,999,998  
 

 

 

 
      Saudi Arabia - 0.1%  
    2,300,000    

Saudi Government International Bond 2.90%, 10/22/2025(1)

    2,328,750  
     

 

 

 
      Senegal - 0.1%  
    2,000,000    

Senegal Government International Bond 6.25%, 05/23/2033(6)

    1,751,400  
     

 

 

 
      South Korea - 0.0%  
    200,000    

Korea Development Bank 1.33%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(2)

    199,335  
     

 

 

 
      Supranational - 0.1%  
MXN     47,065,000    

Inter-American Development Bank 7.25%, 06/10/2021

    1,973,875  
     

 

 

 
      Tunisia - 0.2%  
 

Banque Centrale de Tunisie International Bond

 

EUR     3,255,000    

4.50%, 06/22/2020(6)

    3,497,434  
    1,685,000    

6.75%, 10/31/2023(1)

    1,583,379  
     

 

 

 
    5,080,813  
 

 

 

 
      United Arab Emirates - 0.4%  
 

Abu Dhabi Government International Bond

 

$     1,950,000    

2.50%, 04/16/2025(1)

    2,004,343  
    2,900,000    

3.13%, 04/16/2030(1)

    3,081,830  
    1,100,000    

3.13%, 09/30/2049(1)

    1,053,800  
    2,225,000    

3.88%, 04/16/2050(1)

    2,370,070  
     

 

 

 
    8,510,043  
 

 

 

 
 

 

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

 

 

  132  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.0% - (continued)  
          Uruguay - 0.0%  
$     205,000    

Uruguay Government International Bond 4.98%, 04/20/2055

  $ 231,140  
     

 

 

 
 

Total Foreign Government Obligations
(cost $75,579,592)

  $ 71,657,153  
   

 

 

 
MUNICIPAL BONDS - 1.7%  
          Development - 0.4%  
   

California State, GO Taxable

 

    235,000    

7.30%, 10/01/2039

  $ 372,588  
    120,000    

7.60%, 11/01/2040

    206,817  
    185,000    

7.63%, 03/01/2040

    308,160  
    7,845,000    

New York Transportation Dev Corp. Rev 4.25%, 09/01/2035

    8,330,684  
     

 

 

 
    9,218,249  
 

 

 

 
      Education - 0.1%  
 

Chicago, IL, Board of Education, GO

 

    380,000    

6.04%, 12/01/2029

    379,688  
    1,145,000    

6.14%, 12/01/2039

    1,123,818  
    1,660,000    

6.32%, 11/01/2029

    1,669,512  
     

 

 

 
    3,173,018  
 

 

 

 
      General - 0.8%  
 

County of Riverside, CA

 

    5,885,000    

2.86%, 02/15/2026(11)

    5,943,673  
    5,895,000    

3.07%, 02/15/2028(11)

    5,947,407  
    5,345,000    

Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028

    6,956,999  
     

 

 

 
    18,848,079  
 

 

 

 
      General Obligation - 0.3%  
    1,285,000    

California State, GO Taxable 7.55%, 04/01/2039(7)

    2,155,009  
 

State of Illinois, GO

 

    3,087,709    

4.95%, 06/01/2023(7)

    3,149,185  
    210,000    

5.00%, 01/01/2023

    209,633  
    520,000    

5.56%, 02/01/2021

    528,928  
    840,000    

6.88%, 07/01/2025

    950,998  
     

 

 

 
    6,993,753  
 

 

 

 
      Utility - Electric - 0.1%  
    1,577,000    

Municipal Electric Auth, GA 6.64%, 04/01/2057

    2,098,246  
     

 

 

 
 

Total Municipal Bonds
(cost $38,913,545)

  $ 40,331,345  
   

 

 

 
SENIOR FLOATING RATE INTERESTS - 2.2%(12)  
      Advertising - 0.0%  
    298,500    

Clear Channel Outdoor Holdings, Inc. 4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

  $ 258,576  
     

 

 

 
      Aerospace/Defense - 0.0%  
    438,544    

TransDigm, Inc. 2.65%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    382,958  
     

 

 

 
      Airlines - 0.0%  
    389,025    

WestJet Airlines Ltd. 4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000%

    311,523  
     

 

 

 
      Auto Manufacturers - 0.0%  
    744,798    

Navistar International Corp. 4.22%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    670,788  
     

 

 

 
      Auto Parts & Equipment - 0.1%  
    473,313    

Adient U.S. LLC 5.45%, 05/06/2024, 1 mo. USD LIBOR + 4.000%

    424,505  
    207,642    

Altra Industrial Motion Corp. 2.40%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    195,183  
 

Panther BF Aggregator L.P.

 

EUR     635,000    

3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750%

    639,402  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
      Auto Parts & Equipment - 0.1% - (continued)  
$     412,925    

3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

  $ 372,871  
     

 

 

 
    1,631,961  
 

 

 

 
      Chemicals - 0.1%  
    97,264    

Cabot Microelectronics Corp. 2.44%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

    93,859  
EUR     195,285    

CTC AcquiCo GmbH 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

    194,475  
$     223,313    

Hexion, Inc. 4.94%, 07/01/2026, 1 mo. USD LIBOR + 3.500%

    212,288  
    123,125    

LTI Holdings, Inc. 3.90%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

    98,021  
 

Starfruit Finco B.V.

 

EUR     100,000    

3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250%

    101,503  
$     217,349    

3.86%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

    196,701  
 

Univar, Inc.

 

    139,650    

3.45%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    132,799  
    351,676    

3.70%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    338,488  
     

 

 

 
    1,368,134  
 

 

 

 
      Coal - 0.0%  
    623,840    

Foresight Energy LLC 7.36%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

    38,990  
     

 

 

 
      Commercial Services - 0.2%  
    377,841    

Allied Universal Holdco LLC 4.65%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

    350,636  
    286,375    

APX Group, Inc. 5.40%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    251,652  
    209,625    

Ascend Learning LLC 4.00%, 07/12/2024, 1 mo. USD LIBOR + 3.000%

    195,685  
    384,725    

Belron Finance U.S. LLC 3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

    361,641  
    334,667    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    284,467  
    885,000    

Deerfield Dakota Holding, LLC 0.00%, 04/09/2027(13)

    840,750  
    600,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    559,500  
    31,350    

Energizer Holdings, Inc. 3.25%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

    30,619  
    72,142    

Garda World Security Corp. 6.39%, 10/30/2026, 1 mo. USD LIBOR + 4.750%

    69,166  
EUR     185,000    

LGC Group Holdings Ltd. 0.00%, 01/22/2027(13)

    190,443  
$     680,026    

Quikrete Holdings, Inc. 2.90%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    628,705  
EUR     105,975    

Techem Verwaltungsgesellschaft 675 mbH 2.88%, 07/15/2025, 1 mo. EURIBOR + 2.875%

    112,213  
$     865,525    

Tempo Acquisition LLC 3.15%, 05/01/2024, 1 mo. USD LIBOR + 2.750%

    810,893  
EUR     504,766    

Verisure Holding AB 3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

    533,196  
$     352,821    

Weight Watchers International, Inc. 5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

    341,795  
     

 

 

 
    5,561,361  
 

 

 

 
      Construction Materials - 0.1%  
    92,357    

Advanced Drainage Systems, Inc. 3.25%, 07/31/2026, 1 mo. USD LIBOR + 2.250%

    89,471  
    418,201    

Brookfield WEC Holdings, Inc. 3.40%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    395,408  
    142,463    

Hamilton Holdco LLC 3.46%, 01/02/2027, 1 mo. USD LIBOR + 2.000%

    136,052  
    564,514    

NCI Building Systems, Inc. 4.58%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

    482,659  
     

 

 

 
    1,103,590  
 

 

 

 
 

 

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

 

 

  133  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
          Distribution/Wholesale - 0.1%  
$     975,100    

American Builders & Contractors Supply Co., Inc. 2.40%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

  $ 911,514  
    194,025    

SRS Distribution, Inc. 5.57%, 05/23/2025, 1 mo. USD LIBOR + 4.500%

    178,018  
     

 

 

 
    1,089,532  
 

 

 

 
      Diversified Financial Services - 0.1%  
 

AlixPartners LLP

 

EUR     99,000    

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

    105,235  
$     357,304    

3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%

    343,408  
    162,938    

Aretec Group, Inc. 4.65%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

    131,979  
 

Crown Finance U.S., Inc.

 

EUR     31,526    

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

    23,147  
$     183,282    

3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

    114,857  
    138,600    

Minotaur Acquisition, Inc. 5.40%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    117,810  
EUR     194,028    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    196,997  
$     251,813    

Refinitiv U.S. Holdings, Inc. 3.65%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

    246,069  
    256,388    

RP Crown Parent LLC 3.75%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

    244,850  
    99,229    

UFC Holdings LLC 4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

    92,531  
    286,664    

Victory Capital Holdings, Inc. 3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

    272,331  
     

 

 

 
    1,889,214  
 

 

 

 
      Electric - 0.0%  
    272,720    

Seadrill Partners Finco LLC 7.45%, 02/21/2021, 3 mo. USD LIBOR + 6.000%

    44,123  
     

 

 

 
      Energy - Alternate Sources - 0.0%  
    240,713    

BCP Renaissance Parent LLC 4.95%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    184,145  
    97,750    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    67,448  
     

 

 

 
    251,593  
 

 

 

 
      Engineering & Construction - 0.0%  
    504,423    

Brand Energy & Infrastructure Services, Inc. 5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    425,133  
     

 

 

 
      Entertainment - 0.0%  
    160,000    

Banijay Entertainment S.A.S 0.00%, 03/04/2025(13)

    146,800  
    592,472    

Scientific Games International, Inc. 3.61%, 08/14/2024, 2 mo. USD LIBOR + 2.750%

    488,298  
    108,350    

Wyndham Hotels & Resorts, Inc. 2.15%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

    99,086  
     

 

 

 
    734,184  
 

 

 

 
      Food - 0.1%  
    104,475    

B&G Foods, Inc. 2.90%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    100,754  
 

Froneri International plc

 

EUR     200,000    

2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625%

    206,267  
$     180,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    166,126  
    539,894    

Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

    514,589  
    388,050    

U.S. Foods, Inc. 3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    344,072  
     

 

 

 
    1,331,808  
 

 

 

 
      Food Service - 0.0%  
    98,750    

8th Avenue Food & Provisions, Inc. 4.33%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    94,253  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
      Food Service - 0.0% - (continued)  
   

Aramark Services, Inc.

 

$     207,256    

2.15%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

  $ 193,590  
    300,000    

2.15%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    280,500  
    98,250    

CHG PPC Parent LLC 3.15%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    90,390  
     

 

 

 
    658,733  
 

 

 

 
      Gas - 0.0%  
    108,900    

Messer Industries GmbH 3.95%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

    102,707  
     

 

 

 
          Healthcare - Products - 0.0%  
EUR     109,725    

Grifols S.A. 2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250%

    117,971  
$     205,313    

Lifescan Global Corp. 7.45%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

    168,229  
    211,355    

Parexel International Corp. 3.15%, 09/27/2024, 1 mo. USD LIBOR + 2.750%

    193,012  
     

 

 

 
    479,212  
 

 

 

 
      Healthcare - Services - 0.2%  
    179,550    

CDRH Parent, Inc. 5.57%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

    110,123  
    100,000    

CPI Holdco LLC 5.70%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

    95,625  
    129,881    

DentalCorp Perfect Smile ULC 4.75%, 06/06/2025, 1 mo. USD LIBOR + 3.750%(14)

    105,204  
    271,563    

Envision Healthcare Corp. 4.15%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    185,567  
 

EyeCare Partners LLC

 

    52,027    

0.50%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(14)

    42,835  
    222,973    

4.82%, 02/05/2027, 1 mo. USD LIBOR + 3.750%

    183,580  
    286,663    

Global Medical Response, Inc. 4.25%, 04/28/2022, 1 mo. USD LIBOR + 3.250%

    262,566  
EUR     334,050    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    358,290  
$     332,929    

Jaguar Holding Co. 2.90%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

    325,930  
 

MED ParentCo L.P.

 

    57,109    

4.25%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(14)

    47,970  
    228,083    

4.65%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    191,583  
    464,601    

MPH Acquisition Holdings LLC 4.20%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    426,564  
    100,000    

Surf Holdings LLC 4.81%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

    91,438  
    221,266    

Syneos Health, Inc. 2.15%, 08/01/2024, 1 mo. USD LIBOR + 1.750%

    213,177  
    897,750    

Zelis Healthcare Corp. 5.15%, 09/30/2026, 1 mo. USD LIBOR + 4.750%

    859,820  
     

 

 

 
    3,500,272  
 

 

 

 
      Household Products - 0.0%  
    258,399    

Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    221,740  
    217,125    

Revlon Consumer Products Corp. 5.11%, 09/07/2023, 1 mo. USD LIBOR + 3.500%

    88,400  
    180,000    

Reynolds Consumer Products LLC 2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    173,165  
     

 

 

 
    483,305  
 

 

 

 
      Insurance - 0.1%  
    435,000    

Acrisure LLC 5.21%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    398,751  
 

Asurion LLC

 

    497,378    

3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    473,842  
    600,002    

4.00%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

    576,601  
    370,000    

6.90%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

    357,050  
 

 

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

 

 

  134  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
      Insurance - 0.1% - (continued)  
 

Hub International Ltd.

 

$     225,975    

3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

  $ 211,235  
    134,663    

5.69%, 04/25/2025, 1 mo. USD LIBOR + 4.000%

    128,770  
 

Sedgwick Claims Management Services, Inc.

 

    350,563    

3.65%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    321,077  
    560,763    

4.40%, 09/03/2026, 1 mo. USD LIBOR + 4.000%

    522,384  
     

 

 

 
    2,989,710  
 

 

 

 
      Leisure Time - 0.1%  
    289,301    

Caesars Resort Collection LLC 3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    243,496  
    663,717    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    604,102  
    714,100    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    581,991  
    148,125    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

    128,128  
     

 

 

 
    1,557,717  
 

 

 

 
      Lodging - 0.0%  
    294,459    

Boyd Gaming Corp. 2.39%, 09/15/2023, 1 Week USD LIBOR + 2.250%

    272,560  
    495,622    

Caesars Entertainment Operating Co. 2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    477,348  
     

 

 

 
    749,908  
 

 

 

 
      Machinery - Construction & Mining - 0.0%  
    99,821    

Pike Corp. 4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250%

    95,766  
     

 

 

 
      Machinery - Diversified - 0.0%  
    223,948    

Gates Global LLC 3.75%, 04/01/2024, 3 mo. USD LIBOR + 2.750%

    205,593  
     

 

 

 
      Media - 0.3%  
    180,375    

Altice Financing S.A. 3.38%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    165,945  
    624,277    

AVSC Holding Corp. 4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    412,023  
EUR     100,000    

Banijay Entertainment S.A.S 0.00%, 03/04/2025(13)

    102,571  
$     908,560    

Charter Communications Operating LLC 2.16%, 02/01/2027, 3 mo. USD LIBOR + 1.750%

    871,464  
    300,000    

Cineworld Ltd. 0.00%, 02/05/2027(13)

    180,000  
    575,246    

CSC Holdings LLC 3.31%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    546,587  
    148,688    

Gray Television, Inc. 3.49%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

    139,643  
    271,563    

Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    236,938  
    811,590    

ION Media Networks, Inc. 3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

    735,844  
    281,862    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    259,226  
    94,362    

NASCAR Holdings, Inc. 3.38%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    87,201  
    480,313    

Nexstar Broadcasting, Inc. 3.74%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    449,693  
    239,516    

Shutterfly, Inc. 7.45%, 09/25/2026, 1 mo. USD LIBOR + 6.000%

    207,541  
    310,938    

Sinclair Television Group, Inc. 3.32%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    287,617  
    473,813    

Terrier Media Buyer, Inc. 5.70%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

    439,461  
    563,584    

Web.com Group, Inc. 4.95%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

    501,122  
    497,099    

William Morris Endeavor Entertainment LLC 4.37%, 05/18/2025, 1 mo. USD LIBOR + 2.750%

    367,853  
     

 

 

 
    5,990,729  
 

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
      Metal Fabricate/Hardware - 0.0%  
$     290,984    

Circor International, Inc. 4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250%

  $ 246,973  
    212,018    

Rexnord LLC 2.32%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

    208,414  
     

 

 

 
    455,387  
 

 

 

 
          Miscellaneous Manufacturing - 0.1%  
    123,732    

H.B. Fuller Co. 2.72%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

    118,721  
    300,000    

Ingersoll-Rand Services Co. 2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    284,100  
    500,000    

Momentive Performance Materials, Inc. 3.66%, 05/15/2024, 3 mo. USD LIBOR + 3.250%

    444,285  
    99,500    

Tamko Building Products LLC 3.65%, 06/01/2026, 1 mo. USD LIBOR + 3.250%

    94,027  
    418,755    

USI, Inc. 3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    393,454  
     

 

 

 
    1,334,587  
 

 

 

 
      Office/Business Equipment - 0.0%  
    200,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    171,000  
     

 

 

 
      Oil & Gas - 0.0%  
 

BCP Raptor LLC

 

    114,138    

5.15%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    53,217  
    209,088    

5.25%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

    97,226  
    485,000    

California Resources Corp. 11.99%, 12/31/2021, 1 mo. USD LIBOR + 10.375%

    17,280  
    646,774    

Fieldwood Energy LLC 6.25%, 04/11/2022, 1 mo. USD LIBOR + 5.250%

    135,822  
    221,625    

NorthRiver Midstream Finance L.P. 4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    177,774  
    314,894    

PES Holdings LLC 6.99%, 12/31/2022, 1 mo. USD LIBOR + 6.990%(15)

    62,979  
    108,350    

Traverse Midstream Partners LLC 5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

    80,566  
     

 

 

 
    624,864  
 

 

 

 
      Oil & Gas Services - 0.0%  
    129,025    

Lower Cadence Holdings LLC 4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    88,866  
    774,150    

UGI Energy Services LLC 4.15%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    691,571  
     

 

 

 
    780,437  
 

 

 

 
      Packaging & Containers - 0.1%  
 

Berry Global, Inc.

 

    366,827    

2.83%, 10/01/2022, 3 mo. USD LIBOR + 2.000%

    356,894  
    277,900    

2.83%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    264,672  
 

Flex Acquisition Co., Inc.

 

    561,524    

4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

    523,621  
    97,852    

4.68%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

    91,100  
    140,288    

Proampac PG Borrower LLC 4.50%, 11/20/2023, 1 mo. USD LIBOR + 3.500%

    128,627  
    626,920    

Reynolds Group Holdings, Inc. 3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    596,490  
     

 

 

 
    1,961,404  
 

 

 

 
      Pharmaceuticals - 0.1%  
    240,516    

Bausch Health Companies, Inc. 3.72%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    232,398  
    138,600    

Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    135,423  
    810,000    

Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%(13)

    780,637  
    537,891    

Endo Luxembourg Finance Co., S.a r.l. 5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

    487,803  
 

 

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

 

 

  135  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
      Pharmaceuticals - 0.1% - (continued)  
$     723,188    

Sunshine Luxembourg S.a.r.l. 5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

  $ 660,813  
     

 

 

 
    2,297,074  
 

 

 

 
          Real Estate - 0.0%  
    375,682    

VICI Properties LLC 2.42%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    347,600  
     

 

 

 
          Retail - 0.1%  
    580,125    

Bass Pro Group LLC 6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

    487,305  
    100,000    

Buzz Merger Sub Ltd. 3.15%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

    95,000  
    363,167    

Coty, Inc. 3.17%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    291,896  
    349,452    

Harbor Freight Tools USA, Inc. 3.25%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

    329,858  
    950,000    

PetSmart, Inc. 5.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

    920,313  
    157,200    

Rodan & Fields LLC 6.25%, 06/16/2025, 1 mo. USD LIBOR + 3.000%

    75,063  
    356,771    

Staples, Inc. 6.02%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    283,037  
    304,940    

U.S. Foods, Inc. 2.15%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    280,307  
     

 

 

 
    2,762,779  
 

 

 

 
      Semiconductors - 0.0%  
    169,593    

Microchip Technology, Inc. 2.41%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

    162,597  
     

 

 

 
      Software - 0.2%  
    100,000    

AI Convoy (Luxembourg) S.a.r.l. 4.65%, 01/17/2027, 1 mo. USD LIBOR + 3.500%

    94,167  
    449,132    

Almonde, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

    388,374  
    344,115    

CCC Information Services, Inc. 3.75%, 04/29/2024, 1 mo. USD LIBOR + 2.750%

    326,049  
    572,817    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

    550,620  
    325,000    

DCert Buyer, Inc. 4.40%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    304,957  
    151,343    

Epicor Software Corp. 3.66%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

    145,786  
    219,073    

Hyland Software, Inc. 4.00%, 07/01/2024, 1 mo. USD LIBOR + 3.250%(13)

    209,353  
    322,812    

Infor U.S., Inc. 3.75%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

    316,624  
    478,938    

Playtika Holding Corp. 7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

    472,951  
    246,250    

Quest Software U.S. Holdings, Inc. 5.01%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

    225,072  
    500,725    

SS&C Technologies Holdings Europe S.a.r.l 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    480,563  
    58,632    

SS&C Technologies, Inc. 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    56,293  
    129,350    

Ultimate Software Group, Inc. 4.15%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    123,148  
    1,078,345    

WEX, Inc. 2.65%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

    1,011,487  
     

 

 

 
    4,705,444  
 

 

 

 
      Telecommunications - 0.1%  
    528,357    

Altice France S.A. 4.50%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    486,543  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.2%(12) - (continued)  
      Telecommunications - 0.1% - (continued)  
$     164,588    

CenturyLink, Inc. 2.65%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

  $ 155,330  
    190,000    

LCPR Loan Financing LLC 5.81%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

    185,725  
    195,650    

Level 3 Financing, Inc. 2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    187,008  
    320,000    

T-Mobile USA, Inc. 0.00%, 04/01/2027, 1 mo. USD LIBOR + 1.750%(13)

    317,885  
    595,000    

Telenet Financing USD LLC 2.81%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    564,631  
    515,911    

Univision Communications, Inc. 3.75%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

    452,150  
    157,600    

Zacapa LLC 5.57%, 07/02/2025, 1 mo. USD LIBOR + 4.500%

    154,645  
 

Zayo Group Holdings, Inc.

 

EUR     100,000    

3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250%

    105,111  
$     320,000    

3.40%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    299,907  
     

 

 

 
    2,908,935  
 

 

 

 
      Transportation - 0.0%  
EUR     100,000    

Boluda Corp. Maritima S.L. 3.50%, 07/30/2026, 1 mo. EURIBOR + 3.500%

    102,736  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $59,722,526)

  $ 52,521,964  
   

 

 

 
U.S. GOVERNMENT AGENCIES - 43.9%  
      Mortgage-Backed Agencies - 43.9%  
      FHLMC - 5.2%  
$     75,033    

0.00%, 11/15/2036(16)(17)

  $ 71,435  
    18,674,807    

0.29%, 10/25/2020(3)(5)

    2,138  
    10,122,908    

0.64%, 01/25/2034(3)(5)

    486,778  
    18,131,462    

0.74%, 03/25/2027(3)(5)

    646,285  
    11,872,170    

1.13%, 01/25/2030(3)(5)

    1,035,573  
    1,605,257    

1.75%, 10/15/2042

    1,634,209  
    2,305,000    

2.34%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)

    1,957,571  
    710,394    

2.50%, 12/15/2026(5)

    27,627  
    725,745    

2.50%, 03/15/2028(5)

    40,986  
    567,543    

2.50%, 05/15/2028(5)

    37,479  
    3,725,081    

2.50%, 12/15/2042

    3,865,563  
    5,031,565    

2.84%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

    4,584,357  
    1,411,006    

3.00%, 03/15/2028(5)

    89,901  
    902,268    

3.00%, 08/01/2029

    961,171  
    662,887    

3.00%, 05/15/2032(5)

    36,120  
    476,825    

3.00%, 03/15/2033(5)

    48,134  
    4,734,847    

3.00%, 04/01/2033

    5,000,405  
    3,750,217    

3.00%, 11/01/2036

    3,971,542  
    3,377,784    

3.00%, 01/01/2037

    3,577,110  
    4,050,000    

3.00%, 08/15/2043

    4,318,855  
    6,108,521    

3.00%, 11/01/2046

    6,539,190  
    17,712,648    

3.00%, 12/01/2046

    18,771,448  
    963,858    

3.25%, 11/15/2041

    1,043,438  
    873,037    

3.40%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)

    756,649  
    662,798    

3.50%, 06/15/2026(5)

    24,412  
    290,387    

3.50%, 09/15/2026(5)

    19,723  
    451,833    

3.50%, 03/15/2027(5)

    28,432  
    1,982,177    

3.50%, 08/01/2034

    2,127,667  
    2,338,817    

3.50%, 03/15/2041(5)

    150,933  
    3,112,259    

3.50%, 01/15/2043(5)

    467,114  
    834,942    

3.50%, 06/01/2046

    893,765  
    4,536,300    

3.50%, 10/01/2047

    4,821,234  
    7,450,567    

3.50%, 01/01/2048

    7,918,500  
    2,763,945    

3.50%, 03/01/2048

    3,006,645  
 

 

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

 

 

  136  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 43.9% - (continued)  
      Mortgage-Backed Agencies - 43.9% - (continued)  
      FHLMC - 5.2% - (continued)  
$     507,382    

3.50%, 04/01/2048

  $ 538,999  
    7,848,921    

3.50%, 08/01/2048

    8,295,844  
    1,430,385    

4.00%, 08/01/2025

    1,511,688  
    259,613    

4.00%, 08/15/2026(5)

    16,018  
    1,451,696    

4.00%, 07/15/2027(5)

    95,974  
    1,893,949    

4.00%, 03/15/2028(5)

    135,060  
    457,317    

4.00%, 06/15/2028(5)

    34,291  
    1,202,867    

4.00%, 07/15/2030(5)

    120,015  
    881,616    

4.00%, 11/15/2040

    1,016,560  
    1,957,099    

4.00%, 05/01/2042

    2,138,902  
    521,935    

4.00%, 08/01/2042

    571,281  
    741,171    

4.00%, 09/01/2042

    811,250  
    132,143    

4.00%, 07/01/2044

    142,724  
    898,637    

4.00%, 02/01/2046

    975,228  
    461,232    

4.00%, 09/01/2048

    492,246  
    8,067,776    

4.00%, 12/01/2049

    8,587,215  
    322,877    

4.50%, 02/01/2039

    357,749  
    3,407,691    

4.50%, 05/01/2042

    3,781,750  
    487,389    

4.50%, 09/01/2044

    536,512  
    1,416,769    

4.75%, 07/15/2039

    1,609,745  
    80,144    

5.00%, 03/01/2024

    86,867  
    107,542    

5.00%, 02/01/2028

    116,598  
    100,878    

5.00%, 04/01/2028

    109,454  
    207,519    

5.00%, 01/01/2030

    227,143  
    6,711    

5.00%, 09/01/2031

    7,279  
    743,388    

5.00%, 09/15/2033(5)

    134,336  
    8,043    

5.00%, 07/01/2035

    9,183  
    151,946    

5.00%, 04/01/2038

    172,610  
    315,633    

5.00%, 09/01/2039

    359,633  
    452,989    

5.00%, 01/01/2040

    516,149  
    153,930    

5.00%, 08/01/2040

    175,912  
    8,606    

5.00%, 02/01/2041

    9,837  
    298,086    

5.00%, 04/01/2044

    340,065  
    1,205,960    

5.00%, 03/01/2047

    1,315,268  
    606,603    

5.00%, 04/01/2047

    661,083  
    401,492    

5.00%, 06/01/2047

    436,942  
    61,435    

5.00%, 11/01/2047

    68,082  
    1,105,587    

5.00%, 02/15/2048(5)

    189,226  
    846,531    

5.00%, 09/01/2048

    920,403  
    446,188    

5.00%, 10/01/2048

    484,968  
    950,483    

5.00%, 03/01/2049

    1,032,347  
    653,071    

5.50%, 04/15/2036(5)

    128,015  
    7,226    

5.50%, 11/01/2037

    8,259  
    825    

5.50%, 02/01/2038

    941  
    32,846    

5.50%, 04/01/2038

    37,499  
    32,491    

5.50%, 06/01/2038

    37,105  
    1,761,366    

5.50%, 08/01/2038

    2,012,613  
    89,752    

5.50%, 05/01/2040

    102,499  
    365,280    

5.50%, 08/01/2040

    416,954  
    356,892    

5.50%, 06/01/2041

    407,655  
    2,697,147    

5.50%, 10/15/2046(5)

    579,366  
    1,351,701    

5.50%, 12/15/2046(5)

    231,388  
    72,827    

6.00%, 01/01/2023

    76,104  
    26,422    

6.00%, 11/01/2032

    29,362  
    96,352    

6.00%, 11/01/2033

    111,299  
    71,720    

6.00%, 02/01/2034

    82,845  
    107,025    

6.00%, 07/01/2034

    123,617  
    33,840    

6.00%, 08/01/2034

    39,033  
    47,940    

6.00%, 09/01/2034

    54,978  
    26,684    

6.00%, 01/01/2035

    29,858  
    29,259    

6.00%, 03/01/2035

    33,797  
    21,088    

6.00%, 05/01/2038

    23,435  
    116,586    

6.00%, 06/01/2038

    131,600  
    464,310    

6.00%, 05/15/2039

    540,351  
    482,195    

6.50%, 07/15/2036

    558,834  
     

 

 

 
    123,902,232  
 

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 43.9% - (continued)  
      Mortgage-Backed Agencies - 43.9% - (continued)  
      FNMA - 6.3%  
$     79,253    

0.00%, 03/25/2036(16)(17)

  $ 72,016  
    658,745    

0.00%, 06/25/2036(16)(17)

    615,000  
    9,202,509    

0.35%, 01/25/2030(3)(5)

    222,433  
    11,569,345    

1.57%, 05/25/2029(3)(5)

    1,181,932  
    1,963,092    

1.75%, 12/25/2042

    2,002,938  
    1,315,129    

2.00%, 09/25/2039

    1,348,587  
    971,992    

2.00%, 08/25/2043

    991,249  
    1,884,762    

2.11%, 05/25/2046(3)(5)

    96,868  
    1,788,406    

2.12%, 04/25/2055(3)(5)

    110,126  
    1,396,190    

2.20%, 06/25/2055(3)(5)

    81,203  
    1,568,430    

2.22%, 08/25/2044(3)(5)

    74,389  
    3,321,080    

2.49%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2)

    3,025,416  
    459,924    

2.50%, 06/25/2028(5)

    27,509  
    359,643    

2.50%, 01/01/2043

    375,532  
    1,955,874    

2.50%, 02/01/2043

    2,049,324  
    1,698,640    

2.50%, 03/01/2043

    1,779,797  
    895,548    

2.50%, 04/01/2043

    938,338  
    384,805    

2.50%, 06/01/2043

    403,102  
    654,648    

2.50%, 08/01/2043

    685,929  
    257,199    

2.55%, 07/25/2044

    267,016  
    1,253,014    

3.00%, 02/25/2027(5)

    64,737  
    436,193    

3.00%, 09/25/2027(5)

    29,223  
    2,606,614    

3.00%, 01/25/2028(5)

    166,253  
    670,571    

3.00%, 01/01/2030

    708,420  
    9,236,000    

3.00%, 04/25/2033

    660,951  
    3,298,688    

3.00%, 03/01/2037

    3,501,462  
    1,402,184    

3.00%, 05/25/2047

    1,451,140  
    5,250,581    

3.00%, 09/25/2047

    5,598,382  
    4,170,952    

3.00%, 06/25/2048

    4,447,686  
    5,288,363    

3.00%, 08/25/2048

    5,538,268  
    3,953,112    

3.00%, 10/25/2048

    4,247,158  
    3,753,690    

3.00%, 08/25/2049

    4,021,485  
    246,274    

3.24%, 12/01/2026

    273,956  
    633,000    

3.30%, 12/01/2026

    705,156  
    531,443    

3.41%, 11/01/2024

    581,870  
    1,301,052    

3.50%, 05/25/2027(5)

    93,580  
    805,291    

3.50%, 10/25/2027(5)

    59,792  
    789,178    

3.50%, 05/25/2030(5)

    67,426  
    285,899    

3.50%, 08/25/2030(5)

    23,452  
    630,803    

3.50%, 02/25/2031(5)

    41,708  
    4,362,058    

3.50%, 08/25/2033(5)

    451,095  
    587,641    

3.50%, 09/25/2035(5)

    63,855  
    1,265,541    

3.50%, 10/01/2044

    1,376,964  
    1,366,206    

3.50%, 02/01/2045

    1,469,222  
    2,635,340    

3.50%, 09/01/2046

    2,809,473  
    1,306,193    

3.50%, 10/01/2046

    1,392,427  
    647,221    

3.50%, 10/25/2046(5)

    98,867  
    932,549    

3.50%, 11/01/2046

    1,014,785  
    1,144,812    

3.50%, 09/01/2047

    1,245,316  
    4,237,449    

3.50%, 11/25/2047

    4,507,507  
    4,616,739    

3.50%, 12/01/2047

    4,930,257  
    4,863,607    

3.50%, 01/01/2048

    5,165,124  
    864,722    

3.50%, 02/01/2048

    933,535  
    1,262,061    

3.50%, 02/25/2048

    1,321,440  
    7,564,899    

3.50%, 09/01/2057

    8,187,972  
    3,977,423    

3.50%, 05/01/2058

    4,305,016  
    4,265,886    

3.50%, 12/25/2058

    4,666,561  
    431,063    

4.00%, 06/01/2025

    455,549  
    1,693,487    

4.00%, 05/25/2027(5)

    113,969  
    1,587,839    

4.00%, 01/25/2038(5)

    193,910  
    2,394,667    

4.00%, 10/01/2040

    2,620,068  
    1,044,159    

4.00%, 11/01/2040

    1,142,660  
    769,789    

4.00%, 12/01/2040

    841,936  
 

 

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

 

 

  137  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 43.9% - (continued)  
      Mortgage-Backed Agencies - 43.9% - (continued)  
      FNMA - 6.3% - (continued)  
$     376,926    

4.00%, 02/01/2041

  $ 412,384  
    886,662    

4.00%, 03/01/2041

    969,748  
    2,744,405    

4.00%, 06/01/2041

    2,988,041  
    349,074    

4.00%, 03/25/2042(5)

    35,630  
    2,334,131    

4.00%, 05/25/2042(5)

    291,602  
    348,711    

4.00%, 08/01/2042

    381,549  
    784,456    

4.00%, 09/01/2042

    858,321  
    199,759    

4.00%, 11/25/2042(5)

    29,222  
    172,906    

4.00%, 03/01/2045

    188,369  
    931,541    

4.00%, 07/01/2045

    1,031,501  
    380,819    

4.00%, 05/01/2046

    412,160  
    957,332    

4.00%, 06/01/2046

    1,035,186  
    1,069,449    

4.00%, 04/01/2047

    1,183,763  
    4,189,362    

4.00%, 10/01/2047

    4,515,015  
    6,247,437    

4.00%, 07/01/2048

    6,648,175  
    3,053,768    

4.00%, 09/01/2048

    3,257,021  
    3,285,675    

4.00%, 02/01/2049

    3,499,878  
    234,299    

4.50%, 08/01/2024

    250,690  
    16,585    

4.50%, 04/01/2025

    17,750  
    325,213    

4.50%, 07/25/2027(5)

    23,747  
    661,906    

4.50%, 09/01/2035

    726,626  
    178,783    

4.50%, 08/01/2040

    198,871  
    1,942,577    

4.50%, 10/01/2040

    2,158,268  
    860,896    

4.50%, 10/01/2041

    955,808  
    3,277,431    

4.50%, 08/25/2043(5)

    517,007  
    764,093    

4.50%, 09/01/2043

    847,066  
    5,247,744    

4.50%, 01/01/2051

    5,853,605  
    59,866    

5.00%, 01/01/2022

    62,796  
    196,661    

5.00%, 04/25/2038

    218,623  
    3,284,895    

5.00%, 12/25/2043(5)

    345,048  
    2,563,453    

5.00%, 02/01/2049

    2,785,763  
    1,081,623    

5.00%, 03/01/2049

    1,175,818  
    66,690    

5.00%, 04/01/2049

    72,474  
    153,646    

5.47%, 05/25/2042(3)(5)

    14,870  
    46    

5.50%, 05/01/2020

    46  
    123,793    

5.50%, 06/01/2022

    127,693  
    118,926    

5.50%, 06/01/2033

    134,844  
    484,856    

5.50%, 07/01/2033

    549,663  
    31,269    

5.50%, 08/01/2033

    34,869  
    1,697,351    

5.50%, 11/01/2035

    1,940,977  
    403,658    

5.50%, 04/01/2036

    461,385  
    359,947    

5.50%, 04/25/2037

    421,173  
    687,531    

5.50%, 11/01/2037

    783,800  
    3,254,218    

5.50%, 11/25/2040(5)

    577,563  
    898,739    

5.50%, 06/25/2042(5)

    198,008  
    1,426,180    

5.50%, 09/25/2044(5)

    314,954  
    936,498    

5.50%, 07/25/2045(5)

    189,066  
    8,998    

6.00%, 11/01/2031

    9,995  
    133,993    

6.00%, 12/01/2032

    151,339  
    165,529    

6.00%, 03/01/2033

    190,197  
    352,047    

6.00%, 02/01/2037

    405,715  
    226,246    

6.00%, 12/01/2037

    260,408  
    133,002    

6.00%, 03/01/2038

    153,584  
    98,412    

6.00%, 10/01/2038

    113,123  
    2,096,901    

6.00%, 01/25/2042(5)

    349,320  
    1,330,482    

6.00%, 09/25/2047(5)

    310,355  
    2,038    

7.50%, 12/01/2029

    2,149  
    10,732    

7.50%, 03/01/2030

    12,989  
    11,304    

7.50%, 09/01/2031

    11,636  
     

 

 

 
    149,605,563  
 

 

 

 
          GNMA - 14.8%  
    1,452,168    

1.75%, 09/20/2043

    1,482,628  
    566,500    

2.00%, 10/20/2040

    575,519  
    1,462,701    

2.00%, 01/20/2042

    1,515,434  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 43.9% - (continued)  
      Mortgage-Backed Agencies - 43.9% - (continued)  
          GNMA - 14.8% - (continued)  
$     1,255,198    

2.50%, 12/16/2039

  $ 1,314,302  
    2,185,081    

2.50%, 07/20/2041

    2,283,848  
    73,450,000    

2.50%, 05/20/2050(18)

    77,547,133  
    42,900,000    

2.50%, 06/22/2050(18)

    45,179,062  
    604,886    

3.00%, 09/20/2028(5)

    44,793  
    150,785    

3.00%, 11/15/2042

    162,022  
    444,921    

3.00%, 02/16/2043(5)

    57,663  
    148,923    

3.00%, 06/15/2043

    158,946  
    123,233    

3.00%, 07/15/2043

    131,411  
    166,035    

3.00%, 10/15/2044

    176,889  
    211,149    

3.00%, 02/15/2045

    224,847  
    98,642    

3.00%, 03/15/2045

    105,151  
    542,964    

3.00%, 04/15/2045

    578,602  
    109,736    

3.00%, 06/15/2045

    116,819  
    4,073,061    

3.00%, 07/15/2045

    4,335,453  
    1,186,735    

3.00%, 10/20/2047

    1,252,809  
    29,066,923    

3.00%, 01/20/2050

    30,976,780  
    26,375,000    

3.00%, 05/20/2050(18)

    28,076,625  
    245,279    

3.50%, 02/16/2027(5)

    17,773  
    620,002    

3.50%, 03/20/2027(5)

    50,339  
    644,025    

3.50%, 07/20/2040(5)

    46,175  
    939,150    

3.50%, 02/20/2041(5)

    59,340  
    1,695,357    

3.50%, 04/20/2042(5)

    114,288  
    406,043    

3.50%, 05/15/2042

    439,652  
    2,616,474    

3.50%, 10/20/2042(5)

    395,764  
    1,018,514    

3.50%, 12/15/2042

    1,090,617  
    1,047,505    

3.50%, 03/15/2043

    1,131,656  
    904,987    

3.50%, 04/15/2043

    972,336  
    2,825,484    

3.50%, 05/15/2043

    3,035,589  
    330,990    

3.50%, 05/20/2043(5)

    53,042  
    1,237,244    

3.50%, 07/20/2043(5)

    137,926  
    7,602,005    

3.50%, 08/20/2047

    8,115,166  
    1,731,264    

3.50%, 03/20/2048

    1,844,151  
    8,444,431    

3.50%, 11/20/2049

    8,970,836  
    31,397,000    

3.50%, 05/20/2050(18)

    33,305,349  
    170,478    

4.00%, 12/16/2026(5)

    13,087  
    2,414,958    

4.00%, 05/20/2029(5)

    191,596  
    1,894,262    

4.00%, 09/20/2040

    2,095,319  
    236,495    

4.00%, 10/20/2040

    258,362  
    549,142    

4.00%, 12/20/2040

    606,789  
    224,174    

4.00%, 05/16/2042(5)

    29,624  
    499,332    

4.00%, 03/20/2043(5)

    79,940  
    175,517    

4.00%, 01/20/2044(5)

    30,103  
    3,999,914    

4.00%, 08/20/2045

    4,349,842  
    1,754,781    

4.00%, 03/20/2047(5)

    227,743  
    2,746,614    

4.00%, 07/20/2047(5)

    273,316  
    948,014    

4.00%, 11/20/2047

    1,029,920  
    3,984,726    

4.00%, 03/20/2048

    4,297,087  
    7,674,118    

4.00%, 07/20/2048

    8,188,270  
    31,975,000    

4.00%, 05/20/2050(18)

    34,015,873  
    26,778    

4.50%, 07/15/2033

    29,292  
    85,534    

4.50%, 05/15/2040

    95,383  
    455,309    

4.50%, 06/15/2041

    503,492  
    1,176,776    

4.50%, 06/20/2044

    1,292,150  
    998,701    

4.50%, 10/20/2044

    1,096,592  
    745,940    

4.50%, 04/20/2045(5)

    125,832  
    1,745,242    

4.50%, 05/20/2045

    296,430  
    4,799,307    

4.50%, 08/20/2045

    775,712  
    897,976    

4.50%, 01/20/2046

    985,703  
    3,139,578    

4.50%, 12/16/2046(5)

    482,930  
    4,411,559    

4.50%, 01/20/2047(5)

    541,829  
    3,421,461    

4.50%, 05/20/2048(5)

    368,741  
    17,760,000    

4.50%, 05/20/2050(18)

    19,000,425  
    2,069,058    

5.00%, 02/16/2040(5)

    378,313  
    655,736    

5.00%, 06/15/2041

    737,290  
 

 

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

 

 

  138  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 43.9% - (continued)  
      Mortgage-Backed Agencies - 43.9% - (continued)  
          GNMA - 14.8% - (continued)  
$     783,410    

5.00%, 10/16/2041(5)

  $ 128,306  
    1,028,006    

5.00%, 03/15/2044

    1,155,141  
    1,488,628    

5.00%, 06/20/2046(5)

    201,460  
    484,678    

5.00%, 01/16/2047(5)

    92,787  
    5,200,000    

5.00%, 05/20/2050(18)

    5,667,407  
    415,092    

5.50%, 05/15/2033

    472,892  
    31,722    

5.50%, 06/15/2035

    35,579  
    44,242    

5.50%, 04/15/2038

    48,407  
    1,510,462    

5.50%, 03/20/2039(5)

    273,235  
    1,376,275    

5.50%, 02/16/2047(5)

    248,938  
    844,250    

5.50%, 02/20/2047(5)

    134,199  
    1,000,000    

5.50%, 05/20/2050(18)

    1,087,656  
    1,553,603    

5.85%, 07/20/2039(3)(5)

    279,266  
    62,970    

6.00%, 02/15/2029

    69,868  
    96,129    

6.00%, 11/15/2032

    109,467  
    109,742    

6.00%, 02/15/2033

    121,881  
    22,371    

6.00%, 07/15/2033

    24,895  
    35,957    

6.00%, 10/15/2034

    39,946  
    220,163    

6.00%, 03/15/2036

    249,185  
    3,445    

6.00%, 05/15/2036

    3,879  
    94,676    

6.00%, 10/15/2036

    108,089  
    49,894    

6.00%, 01/15/2037

    56,781  
    105,948    

6.00%, 02/15/2037

    120,977  
    180,856    

6.00%, 06/15/2037

    206,074  
    71,723    

6.00%, 11/15/2037

    80,239  
    46,467    

6.00%, 06/15/2038

    51,763  
    96,961    

6.00%, 08/15/2038

    110,484  
    198,112    

6.00%, 10/15/2038

    222,924  
    131,168    

6.00%, 11/15/2038

    149,761  
    78,348    

6.00%, 12/15/2038

    87,749  
    62,200    

6.00%, 01/15/2039

    70,203  
    2,664    

6.00%, 03/15/2039

    2,959  
    151,280    

6.00%, 04/15/2039

    168,147  
    238,724    

6.00%, 08/15/2039

    265,594  
    5,778    

6.00%, 09/15/2039

    6,414  
    32,996    

6.00%, 11/15/2039

    37,178  
    11,305    

6.00%, 06/15/2040

    12,554  
    1,832,211    

6.00%, 09/20/2040(5)

    343,120  
    128,781    

6.00%, 12/15/2040

    146,574  
    410,607    

6.00%, 06/15/2041

    468,254  
    1,329,298    

6.00%, 02/20/2046(5)

    290,479  
    12,658    

6.50%, 09/15/2028

    14,108  
    1,970    

6.50%, 10/15/2028

    2,158  
    4,275    

6.50%, 12/15/2028

    4,785  
    35,771    

6.50%, 05/15/2029

    41,949  
    61,614    

6.50%, 08/15/2031

    69,483  
    3,368    

6.50%, 09/15/2031

    3,690  
    35,629    

6.50%, 10/15/2031

    40,084  
    120,318    

6.50%, 11/15/2031

    136,723  
    24,438    

6.50%, 01/15/2032

    27,841  
    16,048    

6.50%, 03/15/2032

    17,852  
    6,016    

6.50%, 04/15/2032

    6,715  
     

 

 

 
    352,289,819  
 

 

 

 
      UMBS - 17.6%  
    3,200,000    

2.00%, 05/18/2035(18)

    3,299,750  
    1,800,000    

2.00%, 05/13/2050(18)

    1,835,789  
    3,060,000    

2.00%, 06/11/2050(18)

    3,114,693  
    22,980,000    

2.50%, 05/18/2035(18)

    24,027,565  
    140,820,000    

2.50%, 05/13/2050(18)

    146,678,332  
    13,935,000    

3.00%, 05/18/2035(18)

    14,694,893  
    115,761,000    

3.00%, 05/13/2050(18)

    122,204,727  
    56,509,000    

3.50%, 05/13/2050(18)

    59,710,278  
    16,362,500    

4.00%, 05/13/2050(18)

    17,427,964  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 43.9% - (continued)  
      Mortgage-Backed Agencies - 43.9% - (continued)  
      UMBS - 17.6% - (continued)  
$     24,115,000    

4.50%, 05/13/2050(18)

  $ 25,998,984  
     

 

 

 
    418,992,975  
 

 

 

 
 

Total U.S. Government Agencies
(cost $1,029,048,757)

  $ 1,044,790,589  
   

 

 

 
U.S. GOVERNMENT SECURITIES - 18.3%  
      U.S. Treasury Securities - 18.3%  
      U.S. Treasury Bonds - 10.5%  
    3,660,661    

1.00%, 02/15/2048(19)

  $ 4,826,823  
    18,100,000    

2.50%, 02/15/2046(20)(21)

    22,970,031  
    23,034,000    

2.88%, 11/15/2046(22)

    31,392,823  
    9,040,000    

3.00%, 02/15/2048

    12,690,606  
    985,000    

3.13%, 02/15/2043

    1,357,453  
    55,100,000    

3.13%, 08/15/2044(20)

    76,688,008  
    16,140,000    

3.13%, 05/15/2048

    23,201,880  
    53,695,000    

3.38%, 05/15/2044(20)

    77,446,648  
     

 

 

 
    250,574,272  
 

 

 

 
          U.S. Treasury Notes - 7.8%  
    11,837,362    

0.38%, 01/15/2027(19)

    12,430,734  
    3,439,408    

0.50%, 01/15/2028(19)

    3,674,441  
    14,450,634    

0.63%, 01/15/2026(19)

    15,246,866  
    9,854,343    

0.88%, 01/15/2029(19)

    10,969,814  
    2,790,721    

1.00%, 02/15/2049(19)

    3,730,088  
    25,270,000    

1.63%, 02/15/2026

    26,972,764  
    30,750,000    

2.38%, 08/15/2024(20)

    33,428,613  
    25,788,000    

2.63%, 02/15/2029

    30,283,775  
    30,700,000    

2.88%, 08/15/2028

    36,427,469  
    10,320,000    

3.13%, 11/15/2028

    12,508,163  
     

 

 

 
        185,672,727  
     

 

 

 
   

Total U.S. Government Securities
(cost $366,180,603)

  $ 436,246,999  
     

 

 

 
COMMON STOCKS - 0.0%  
          Energy - 0.0%  
    38,914    

Ascent Resources - Marcellus LLC Class A*(23)(24)

  $ 28,213  
    13,623    

Philadelphia Energy Solutions Class A*

    858  
    8,492    

Templar Energy LLC Class A*

    85  
     

 

 

 
        29,156  
     

 

 

 
   

Total Common Stocks
(cost $312,530)

  $ 29,156  
     

 

 

 
PREFERRED STOCKS - 0.0%  
          Banks - 0.0%  
    469    

U.S. Bancorp Series A, 3.50%(2)(9)

  $ 367,276  
     

 

 

 
   

Total Preferred Stocks
(cost $332,990)

  $ 367,276  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%  
    10,075    

Ascent Resources - Marcellus LLC Expires 3/30/23*(23)(24)

  $ 50  
     

 

 

 
   

Total Warrants
(cost $806)

  $ 50  
     

 

 

 
   

Total Long-Term Investments
(cost $2,913,157,326)

  $ 3,002,636,558  
     

 

 

 
 

 

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

 

 

  139  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.0%  
          Certificates of Deposit - 0.0%  
$     440,000    

Credit Agricole Corporate and Investment Bank 1.60%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(2)

  $ 440,085  
     

 

 

 
          Commercial Paper - 0.3%  
    350,000    

AT&T, Inc. 1.48%, 12/18/2020

    346,538  
    365,000    

Bank of China Ltd. 1.78%, 05/11/2020

    364,804  
    250,000    

BAT International Finance plc 1.43%, 06/01/2020

    249,688  
   

Boeing Co.

 
    585,000    

1.63%, 06/03/2020

    584,115  
    1,020,000    

1.65%, 07/01/2020

    1,015,608  
    250,000    

1.92%, 07/31/2020

    248,395  
    250,000    

CNPC Finance 1.87%, 05/22/2020

    249,719  
    680,000    

Electricite de France S.A. 1.63%, 05/12/2020

    679,636  
    550,000    

General Electric Co. 1.86%, 06/02/2020

    549,076  
    250,000    

General Motors Financial Co., Inc. 1.81%, 05/15/2020

    249,814  
   

Intesa Funding LLC

 
    460,000    

1.89%, 08/14/2020

    458,808  
    400,000    

2.20%, 06/08/2020

    399,063  
   

Nissan Motor Acceptance Corp.

 
    250,000    

1.40%, 01/29/2021

    242,908  
    400,000    

1.93%, 10/15/2020

    393,467  
    250,000    

VW CR, Inc. 1.51%, 08/11/2020

    248,661  
     

 

 

 
        6,280,300  
     

 

 

 
          Other Investment Pools & Funds - 3.4%  
    80,321,694    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(25)

    80,321,694  
     

 

 

 
          Securities Lending Collateral - 0.3%  
    354,016    

Citibank NA DDCA, 0.04%, 5/1/2020(25)

    354,016  
    3,254,480    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(25)

    3,254,480  
    1,977,385    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(25)

    1,977,385  
    1,480,403    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(25)

    1,480,403  
     

 

 

 
        7,066,284  
     

 

 

 
   

Total Short-Term Investments
(cost $94,116,922)

  $ 94,108,363  
     

 

 

 
                          

Total Investments Excluding
Purchased Options
(cost $3,007,274,248)

    130.2    $ 3,096,744,921  
   

Total Purchased Options
(cost $1,330,402)

    0.1    $ 1,353,493  
     

 

 

    

 

 

 
   

Total Investments
(cost $3,008,604,650)

    130.3    $ 3,098,098,414  
   

Other Assets and Liabilities

    (30.3 )%       (719,529,631
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     2,378,568,783  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $610,348,953, representing 25.7% of net assets.

 

(2) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(3) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5) 

Securities disclosed are interest-only strips.

 

(6) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $29,226,480, representing 1.2% of net assets.

 

(7) 

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

 

(8) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(9) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(10) 

The rate shown represents current yield to maturity.

 

(11) 

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 $11,780,000 at April 30, 2020.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(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 April 30, 2020, the aggregate value of the unfunded commitment was $196,009, which rounds to 0.0% of total net assets.

 

 

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

 

 

  140  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(15) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(16) 

Securities disclosed are principal-only strips.

 

(17) 

Security is a zero-coupon bond.

 

(18) 

Represents or includes a TBA transaction.

 

(19) 

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(20) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2020, the market value of securities pledged was $18,006,711.

 

(21) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $5,374,480.

(22) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $17,604,458.

 

(23) 

Investment valued using significant unobservable inputs.

 

(24) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $28,263, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(25) 

Current yield as of period end.

 
OTC Swaption Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/Rate

   Pay/
Receive
Floating
Rate
     Expiration
Date
    

Notional
Amount

     Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased swaption contracts:  
Calls  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60 *

   DEUT    1.31%      Pay        02/28/30      USD     1,237,000        1,237,000      $ 313,827      $ 215,898      $ 97,929  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *

   JPM    2.45%      Pay        08/02/27      USD     731,000        731,000        332,313        75,074        257,239  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 09/24/59 *

   DEUT    1.85%      Pay        09/20/29      USD     1,100,000        1,100,000        381,920        179,850        202,070  
                      

 

 

    

 

 

    

 

 

 

Total Calls

                       $ 1,028,060      $ 470,822      $ 557,238  
                      

 

 

    

 

 

    

 

 

 
Puts                                                               

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60 *

   DEUT    1.31%      Receive        02/28/30      USD     1,237,000        1,237,000      $ 172,314      $ 215,897      $ (43,583

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *

   BOA    1.70%      Pay        11/23/20      USD     12,750,000        12,750,000        16,524        319,387        (302,863

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *

   JPM    2.45%      Receive        08/02/27      USD     731,000        731,000        35,307        144,446        (109,139

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 09/24/59 *

   DEUT    1.85%      Receive        09/20/29      USD     1,100,000        1,100,000      $ 101,288        179,850      $ (78,562
                      

 

 

    

 

 

    

 

 

 

Total Puts

                       $ 325,433      $ 859,580      $     (534,147
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

        $     1,353,493      $     1,330,402      $ 23,091  
                      

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

OTC Swaption Contracts Outstanding at April 30, 2020  

Description

 

Counter-
party

 

Exercise Price/
FX Rate/Rate

  Pay/
Receive
Floating
Rate
    Expiration
Date
   

Notional
Amount

    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Written swaption contracts:                                                      
Calls                                                      

CDX.NA.IG.34

  MSC   105.00%     Pay       05/20/20     USD     (177,015,000     177,015,000     $     (1,663,881   $     (1,256,807   $     (407,074

CDX.NA.IG.34

  GSC   95.00%     Pay       05/20/20     USD     (91,275,000     91,275,000       (498,894     (424,429     (74,465

 

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

 

 

  141  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2020 – (continued)  

Description

 

Counter-
party

 

Exercise Price/
FX Rate/Rate

  Pay/
Receive
Floating
Rate
    Expiration
Date
   

Notional
Amount

    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Written swaption contracts – (continued):                                                      
Calls – (continued)                                                      

CDX.NA.IG.34

  MSC   95.00%     Pay       05/20/20     USD     (86,675,000     86,675,000     $ (473,751   $ (658,730   $ 184,979  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51

  BOA   0.90%     Pay       03/31/21     USD     (1,024,000     1,024,000       (78,940     (87,296     8,356  
               

 

 

   

 

 

   

 

 

 

Total Calls

                $     (2,715,466   $     (2,427,262   $     (288,204
               

 

 

   

 

 

   

 

 

 
Written swaption contracts:                                                      
Puts                                                      

CDX.NA.IG.34

  MSC   105.00%     Receive       05/20/20     USD     (177,015,000     177,015,000     $ (196,758   $ (654,956   $ 458,198  

CDX.NA.IG.34

  GSC   95.00%     Receive       05/20/20     USD     (91,275,000     91,275,000       (191,679     (223,624     31,945  

CDX.NA.IG.34

  MSC   95.00%     Receive       05/20/20     USD     (86,675,000     86,675,000       (182,019     (372,702     190,683  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51

  BOA   0.90%     Receive       03/31/21     USD     (1,024,000     1,024,000       (65,628     (87,296     21,668  
               

 

 

   

 

 

   

 

 

 

Total Puts

                $ (636,084   $ (1,338,578   $ 702,494  
               

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

            $ (3,351,550   $ (3,765,840   $ 414,290  
               

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

Canadian Government 10-Year Bond Future

     76        06/19/2020      $ 8,156,644      $ 30,787  

U.S. Treasury 2-Year Note Future

     1,042        06/30/2020            229,687,735        122,592  

U.S. Treasury 5-Year Note Future

     545        06/30/2020        68,388,984        513,189  

U.S. Treasury 10-Year Note Future

     482        06/19/2020        67,028,125        155,493  
           

 

 

 

Total

            $ 822,061  
           

 

 

 
Short position contracts:                            

Euro-BUXL 30-Year Bond Future

     10        06/08/2020      $ 2,402,103      $ (9,215

U.S. Treasury 10-Year Ultra Future

     544        06/19/2020        85,425,000        (5,304,439

U.S. Treasury Long Bond Future

     117        06/19/2020        21,180,656        (73,466

U.S. Treasury Ultra Bond Future

     148        06/19/2020        33,267,625        (393,337
           

 

 

 

Total

            $ (5,780,457
           

 

 

 

Total futures contracts

            $     (4,958,396
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2020  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

GNMA II, 2.50%

   $ 17,625,000        05/20/2050      $ (18,608,144   $ 22,026  

GNMA II, 3.00%

     625,000        05/20/2050        (665,323     (1,065

UMBS, 5.50%

     5,650,000        05/13/2050        (6,198,227     (11,477

UMBS, 5.00%

     1,288,500        05/13/2050        (1,400,443     (24,263
        

 

 

   

 

 

 

Total TBA sale commitments (proceeds receivable $26,857,358)

         $     (26,872,137   $     (14,779
        

 

 

   

 

 

 

At April 30, 2020, the aggregate market value of TBA Sale Commitments represents (1.1)% of total net assets.

 

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

 

 

  142  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counterparty      Notional
Amount(a)
     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                       
Buy protection:                                                                   

ABX.HE.AAA.06

     CSI        USD       1,794        (0.18%)        07/25/45        Monthly      $ 27      $     $ 38     $ 11  

ABX.HE.AAA.07

     GSC        USD       151,537        (0.09%)        08/25/37        Monthly        31,882              8,332       (23,550

ABX.HE.AAA.07

     GSC        USD       663,732        (0.09%)        08/25/37        Monthly        140,362              36,495       (103,867

ABX.HE.AAA.07

     CSI        USD       1,439,601        (0.09%)        08/25/37        Monthly        350,048              79,156       (270,892

ABX.HE.PENAAA.06

     MSC        USD       189,966        (0.11%)        05/25/46        Monthly        20,716              17,093       (3,623

ABX.HE.PENAAA.06

     JPM        USD       627,747        (0.11%)        05/25/46        Monthly        68,293              56,486       (11,807

ABX.HE.PENAAA.06

     GSC        USD       506,447        (0.11%)        05/25/46        Monthly        124,513              45,571       (78,942

PrimeX.ARM.2 (23)

     MSC        USD       103,580        (4.58%)        12/25/37        Monthly               (217     (79     138  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $ 735,841      $ (217   $ 243,092     $ (492,532
                   

 

 

    

 

 

   

 

 

   

 

 

 
Sell protection:                                                                   

ABX.HE.AAA.06

     MSC        USD       1,794        0.18%        07/25/45        Monthly      $      $     $ (38   $ (38

ABX.HE.AAA.07

     MSC        USD       151,537        0.09%        08/25/37        Monthly        1,308              (8,332     (9,640

ABX.HE.AAA.07

     MSC        USD       663,731        0.09%        08/25/37        Monthly        5,693              (36,495     (42,188

ABX.HE.AAA.07

     MSC        USD       1,439,600        0.09%        08/25/37        Monthly        12,428              (79,156     (91,584

ABX.HE.PENAAA.06

     BCLY        USD       1,324,162        0.11%        05/25/46        Monthly               (32,251     (119,154     (86,903

CMBX.NA.BB.6

     GSC        USD       243,000        5.00%        05/11/63        Monthly               (41,855     (125,168     (83,313

CMBX.NA.BB.6

     CSI        USD       1,830,000        5.00%        05/11/63        Monthly               (314,334     (942,621     (628,287

CMBX.NA.BB.6

     CSI        USD       1,830,000        5.00%        05/11/63        Monthly               (314,334     (942,621     (628,287

CMBX.NA.BB.6

     CSI        USD       1,830,000        5.00%        05/11/63        Monthly               (314,334     (942,621     (628,287

CMBX.NA.BB.6

     CSI        USD       1,835,000        5.00%        05/11/63        Monthly               (315,193     (945,196     (630,003

CMBX.NA.BB.6

     CSI        USD       2,680,000        5.00%        05/11/63        Monthly               (526,292     (1,380,450     (854,158

CMBX.NA.BB.8

     CSI        USD       530,000        5.00%        10/17/57        Monthly               (137,211     (344,390     (207,179

CMBX.NA.BB.8

     GSC        USD       890,000        5.00%        10/17/57        Monthly               (243,444     (578,315     (334,871

CMBX.NA.BB.8

     MSC        USD       1,270,000        5.00%        10/17/57        Monthly               (337,571     (825,235     (487,664

CMBX.NA.BB.8

     MSC        USD       1,485,000        5.00%        10/17/57        Monthly               (395,296     (964,941     (569,645

CMBX.NA.BB.8

     GSC        USD       1,625,000        5.00%        10/17/57        Monthly               (418,794     (1,055,912     (637,118

CMBX.NA.BB.8

     GSC        USD       2,890,000        5.00%        10/17/57        Monthly               (669,919     (1,877,898     (1,207,979

CMBX.NA.BB.8

     MSC        USD       3,099,000        5.00%        10/17/57        Monthly               (802,348     (2,013,704     (1,211,356

CMBX.NA.BBB-.6

     MSC        USD       360,000        3.00%        05/11/63        Monthly               (29,612     (117,017     (87,405

CMBX.NA.BBB-.6

     CSI        USD       815,000        3.00%        05/11/63        Monthly               (108,909     (264,913     (156,004

CMBX.NA.BBB-.6

     DEUT        USD       1,270,000        3.00%        05/11/63        Monthly               (181,810     (412,810     (231,000

CMBX.NA.BBB-.6

     GSC        USD       2,790,000        3.00%        05/11/63        Monthly               (296,710     (907,113     (610,403

CMBX.NA.BBB-.6

     MSC        USD       3,725,000        3.00%        05/11/63        Monthly               (527,676     (1,210,800     (683,124

PrimeX.ARM.2*

     JPM        USD       103,580        4.58%        12/25/37        Monthly        3,594              79       (3,515
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $ 23,023      $ (6,007,893   $ (16,094,821   $ (10,109,951
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

            $     758,864      $     (6,008,110   $     (15,851,729   $     (10,602,483
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

*

See Note 20 following the schedule of investments.

 

(a) 

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

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                    
Buy protection:                                                    

CDX.EM.33.V1

     USD        39,380,000       (1.00 %)      06/20/2025        Quarterly      $ (4,663,644   $ (4,215,309   $ 448,335  

CDX.NA.HY.34.V1

     USD        15,885,000       (5.00 %)      06/20/2025        Quarterly        785,155       740,846       (44,309

CDX.NA.IG.33.V1

     USD        22,815,000       (1.00 %)      12/20/2024        Quarterly        541,714       184,719           (356,995
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

                $     (3,336,775   $     (3,289,744   $ 47,031  
               

 

 

   

 

 

   

 

 

 

 

(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.

 

 

  143  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made
by Fund

  

Payments received
by Fund

  

Notional
Amount

    

Expiration
Date

   Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

12 Mo. Federal Funds Rate

  

1.00% Fixed

   USD     6,875,000      09/29/26      Annual      $ 133,704      $     $ (331,016   $ (464,720

12 Mo. Federal Funds Rate

  

1.62% Fixed

   USD     10,705,000      11/14/26      Annual                     (1,004,478     (1,004,478

3 Mo. USD LIBOR

  

2.00% Fixed

   USD     12,225,000      03/21/23      Semi-Annual        33,274              (594,808     (628,082

3 Mo. USD LIBOR

  

1.51% Fixed

   USD     13,805,000      04/09/24      Semi-Annual                     (615,706     (615,706

3 Mo. USD LIBOR

  

2.36% Fixed

   USD     24,530,000      04/09/24      Semi-Annual                     (1,926,345     (1,926,345

3 Mo. USD LIBOR

  

2.36% Fixed

   USD     25,205,000      04/09/24      Semi-Annual                     (1,976,834     (1,976,834

3 Mo. USD LIBOR

  

1.71% Fixed

   USD     3,750,000      10/29/29      Semi-Annual                     (401,484     (401,484

3 Mo. USD LIBOR

  

1.72% Fixed

   USD     7,275,000      10/29/29      Semi-Annual                     (782,478     (782,478

3 Mo. USD LIBOR

  

1.72% Fixed

   USD     12,100,000      10/29/29      Semi-Annual                     (1,308,624     (1,308,624

3 Mo. USD LIBOR

  

1.76% Fixed

   USD     5,480,000      10/30/29      Semi-Annual                     (614,506     (614,506

3 Mo. USD LIBOR

  

0.83% Fixed

   USD     12,400,000      03/20/30      Semi-Annual                     (241,600     (241,600

3 Mo. USD LIBOR

  

2.75% Fixed

   USD     15,675,000      12/20/47      Semi-Annual               (324,231     (7,914,305     (7,590,074

3 Mo. USD LIBOR

  

2.88% Fixed

   USD     227,000      12/31/48      Semi-Annual                     (126,371     (126,371

3 Mo. USD LIBOR

  

2.38% Fixed

   USD     885,000      05/31/49      Semi-Annual                     (379,553     (379,553

3 Mo. USD LIBOR

  

0.76% Fixed

   USD     335,000      03/13/50      Semi-Annual                     4,926       4,926  

3 Mo. USD LIBOR

  

0.90% Fixed

   USD     179,000      03/24/50      Semi-Annual                     (3,745     (3,745

3 Mo. USD LIBOR

  

0.90% Fixed

   USD     179,000      03/24/50      Semi-Annual                     (4,117     (4,117

3 Mo. USD LIBOR

  

0.95% Fixed

   USD     255,000      03/24/50      Semi-Annual                     (9,562     (9,562

3 Mo. USD LIBOR

  

0.85% Fixed

   USD     80,000      03/30/50      Semi-Annual                     699       699  

3 Mo. USD LIBOR

  

0.81% Fixed

   USD     335,000      03/31/50      Semi-Annual                     1,442       1,442  

3 Mo. USD LIBOR

  

0.85% Fixed

   USD     96,000      04/01/50      Semi-Annual        7              711       704  

3 Mo. USD LIBOR

  

0.84% Fixed

   USD     99,000      04/20/50      Semi-Annual        36              (660     (696
                

 

 

    

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     167,021      $     (324,231   $     (18,228,414   $     (18,071,204
                

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  21,858,000      AUD      13,826,978      USD    JPM      05/29/20     $     418,262     $  
  21,451,000      CAD      15,322,841      USD    BNP      05/29/20       88,438        
  51,660,000      EGP      3,033,470      USD    GSC      06/17/20       183,411        
  1,642,000      EUR      1,787,505      USD    MSC      06/17/20       13,636        
  4,831,000      EUR      5,306,840      USD    JPM      06/17/20       24,176           (31,801
  1,166,000      EUR      1,293,527      USD    GSC      06/17/20             (14,519
  662,000      GBP      781,066      USD    JPM      06/17/20       52,893        
  14,156,870      USD      21,436,000      AUD    RBS      05/29/20       186,655        
  264,684      USD      422,000      AUD    JPM      05/29/20             (10,341
  384,790      USD      500,000      CAD    HSBC      05/15/20       25,579        
  486,505      USD      645,000      CAD    BMO      05/22/20       23,117        
  312,324      USD      415,000      CAD    NAB      05/22/20       14,175        
  221,953      USD      295,000      CAD    GSC      05/22/20       10,016        
  174,039      USD      230,000      CAD    DEUT      05/22/20       8,800        
  15,814,412      USD      20,997,000      CAD    HSBC      05/29/20       729,305        
  322,094      USD      454,000      CAD    RBS      05/29/20             (4,078
  338,389      USD      450,000      CAD    HSBC      06/01/20       15,089        
  151,258      USD      200,000      CAD    RBS      07/02/20       7,553        
  135,721      USD      180,000      CAD    MSC      07/07/20       6,385        
  244,896      USD      320,000      CAD    JPM      08/14/20       14,941        
  226,199      USD      300,000      CAD    MSC      08/14/20       10,617        
  167,403      USD      220,000      CAD    CBK      08/14/20       9,309        
  250,725      USD      325,000      CAD    DEUT      08/28/20       17,169        
  129,295      USD      170,000      CAD    MSC      09/18/20       7,121        
  553,133      USD      735,000      CAD    CBK      11/25/20       24,822        
  332,035      USD      440,000      CAD    HSBC      11/25/20       15,768        
  3,188,889      USD      51,660,000      EGP    CBK      06/17/20             (27,992
  678,097      USD      605,000      EUR    JPM      05/14/20       14,933        
  2,827,372      USD      2,608,000      EUR    MSC      05/29/20             (32,240
  16,062,008      USD      14,343,000      EUR    DEUT      06/17/20       328,902        
  3,547,250      USD      3,255,000      EUR    JPM      06/22/20             (23,622
  190,261      USD      170,000      EUR    MSC      11/27/20       3,077        
  2,195,086      USD      1,750,000      GBP    BMO      06/17/20             (9,489
  219,766      USD      23,850,000      JPY    JPM      05/07/20             (2,496

 

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

 

 

  144  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty      Settlement
Date
    Appreciation     Depreciation  
  4,481,336      USD      490,000,000        JPY        MSC        05/11/20     $     $ (85,321
  4,471,207      USD      488,550,000        JPY        MSC        05/18/20             (82,388
  2,940,532      USD      327,750,000        JPY        MSC        05/26/20             (114,652
  4,590,866      USD      498,900,000        JPY        JPM        06/01/20             (60,072
  237,110      USD      25,000,000        JPY        JPM        06/08/20       4,021        
  453,007      USD      47,350,000        JPY        BNP        06/15/20       11,481        
  333,285      USD      34,950,000        JPY        SCB        06/22/20       7,345        
  2,318,930      USD      47,065,000        MXN        GSC        06/10/21       463,818        
                

 

 

   

 

 

 
 

Total foreign currency contracts

             $     2,740,814     $     (499,011
                

 

 

   

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

        

Asset & Commercial Mortgage-Backed Securities

   $ 510,577,309     $     $ 510,577,309     $  

Corporate Bonds

     846,114,717             846,114,717        

Foreign Government Obligations

     71,657,153             71,657,153        

Municipal Bonds

     40,331,345             40,331,345        

Senior Floating Rate Interests

     52,521,964             52,521,964        

U.S. Government Agencies

     1,044,790,589             1,044,790,589        

U.S. Government Securities

     436,246,999             436,246,999        

Common Stocks

        

Energy

     29,156             943       28,213  

Preferred Stocks

     367,276       367,276              

Warrants

     50                   50  

Short-Term Investments

     94,108,363       87,387,978       6,720,385        

Purchased Options

     1,353,493             1,353,493        

Foreign Currency Contracts(2)

     2,740,814             2,740,814        

Futures Contracts(2)

     822,061       822,061              

Swaps - Credit Default(2)

     448,484             448,346       138  

Swaps - Interest Rate(2)

     7,771             7,771        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     3,102,117,544     $     88,577,315     $     3,013,511,828     $     28,401  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (499,011   $     $ (499,011   $  

Futures Contracts(2)

     (5,780,457     (5,780,457            

Swaps - Credit Default(2)

     (11,003,936           (11,000,421     (3,515

Swaps - Interest Rate(2)

     (18,078,975           (18,078,975      

TBA Sale Commitments

     (26,872,137           (26,872,137      

Written Options

     (3,351,550           (3,351,550      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (65,586,066   $ (5,780,457   $ (59,802,094   $ (3,515
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, investments valued at $1,241,991 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended April 30, 2020 is not presented.

 

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

 

 

  145  

 


The Hartford World Bond Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  

Common Stocks - 0.0%

 

          United States - 0.0%      
    47,282    

Homer City Holdings LLC

  $ 118,205  
     

 

 

 
   

Total Common Stocks
(cost $2,698,660)

  $ 118,205  
     

 

 

 
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.3%  
          Bermuda - 0.1%      
$     2,976,000    

Bellemeade Re Ltd. 2.49%, 04/25/2029, 1 mo. USD LIBOR + 2.000%(1)(2)

  $ 2,703,218  
     

 

 

 
          Canada - 0.1%      
    785,000    

Canadian Pacer Auto Receivables Trust 3.63%, 01/19/2024(1)

    804,581  
   

Master Credit Card Trust

 
    175,000    

3.74%, 07/21/2024(1)

    174,998  
    3,278,000    

3.80%, 01/21/2022(1)

    3,284,799  
    1,499,000    

4.02%, 07/21/2022(1)

    1,480,434  
     

 

 

 
        5,744,812  
     

 

 

 
          Cayman Islands - 1.7%      
    2,000,000    

ALM VII Ltd. 4.77%, 07/15/2029, 3 mo. USD LIBOR + 3.550%(1)(2)

    1,683,158  
    2,960,000    

ALM XVIII Ltd. 2.87%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(2)

    2,841,754  
    2,125,000    

Apidos CLO XII 3.82%, 04/15/2031, 3 mo. USD LIBOR + 2.600%(1)(2)

    1,678,406  
    2,290,000    

Arbor Realty Collateralized Loan Obligation Ltd. 2.78%, 02/15/2035, 1 mo. USD LIBOR + 2.050%(1)(2)

    1,946,442  
    1,295,000    

Arbor Realty Commercial Real Estate Notes Ltd. 2.56%, 09/15/2034, 1 mo. USD LIBOR + 1.750%(1)(2)

    1,137,042  
    500,000    

Atrium IX 5.21%, 05/28/2030, 3 mo. USD LIBOR + 3.600%(1)(2)

    399,461  
    3,250,000    

Atrium XII 2.75%, 04/22/2027, 3 mo. USD LIBOR + 1.650%(1)(2)

    2,999,188  
    1,330,000    

Bain Capital Credit CLO 2.79%, 07/25/2030, 3 mo. USD LIBOR + 1.800%(1)(2)

    1,251,107  
    1,335,000    

BlueMountain CLO Ltd. 3.70%, 11/20/2028, 3 mo. USD LIBOR + 2.000%(1)(2)

    1,197,207  
    2,350,000    

BSPRT Issuer Ltd. 1.86%, 09/15/2035, 1 mo. USD LIBOR + 1.050%(1)(2)

    2,226,370  
    2,000,000    

Carbone CLO Ltd. 2.94%, 01/20/2031, 3 mo. USD LIBOR + 1.800%(1)(2)

    1,744,378  
    2,500,000    

Carlyle Global Market Strategies CLO Ltd. 2.54%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(2)

    2,272,295  
    2,350,000    

Carlyle U.S. CLO Ltd. 2.62%, 01/15/2030, 3 mo. USD LIBOR + 1.400%(1)(2)

    2,153,516  
   

Cent CLO Ltd.

 
    1,850,000    

3.34%, 07/27/2030, 3 mo. USD LIBOR + 2.350%(1)(2)

    1,666,071  
    500,000    

4.57%, 04/30/2031, 3 mo. USD LIBOR + 2.800%(1)(2)

    385,703  
    1,015,000    

Covenant Credit Partners CLO Ltd. 3.07%, 10/15/2029, 3 mo. USD LIBOR + 1.850%(1)(2)

    945,364  
    1,705,000    

Dryden 50 Senior Loan Fund 3.47%, 07/15/2030, 3 mo. USD LIBOR + 2.250%(1)(2)

    1,544,341  
    1,000,000    

Dryden CLO Ltd. 3.62%, 07/15/2030, 3 mo. USD LIBOR + 2.400%(1)(2)

    913,047  
    2,182,404    

Falcon Aerospace Ltd. 3.60%, 09/15/2039(1)

    1,662,115  
    2,937,500    

Highbridge Loan Management Ltd. 3.19%, 02/05/2031, 3 mo. USD LIBOR + 1.450%(1)(2)

    2,690,456  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.3% - (continued)  
          Cayman Islands - 1.7% - (continued)      
   

LCM L.P.

 
$     1,040,000    

2.54%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(1)(2)

  $ 979,169  
    2,240,000    

3.09%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2)

    2,033,707  
   

LCM XXV Ltd.

 
    3,010,000    

2.35%, 07/20/2030, 3 mo. USD LIBOR + 1.210%(1)(2)

    2,902,483  
    3,948,000    

2.79%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(2)

    3,653,136  
    864,844    

Mach I 3.47%, 10/15/2039(1)

    672,518  
   

Madison Park Funding Ltd.

 
    1,000,000    

2.71%, 10/21/2030, 3 mo. USD LIBOR + 1.600%(1)(2)

    933,364  
    1,700,000    

2.95%, 01/22/2028, 3 mo. USD LIBOR + 1.850%(1)(2)

    1,567,427  
    1,750,000    

3.04%, 04/20/2026, 3 mo. USD LIBOR + 1.900%(1)(2)

    1,687,637  
    3,000,000    

3.04%, 04/19/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

    2,685,072  
    1,130,000    

3.24%, 07/23/2029, 3 mo. USD LIBOR + 2.200%(1)(2)

    1,027,448  
    2,935,000    

Northwoods Capital Ltd. 2.42%, 06/20/2029, 3 mo. USD LIBOR + 1.300%(1)(2)

    2,798,910  
   

Octagon Investment Partners Ltd.

 

    2,140,000    

3.00%, 01/22/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

    1,912,122  
    2,765,000    

3.27%, 10/24/2030, 3 mo. USD LIBOR + 2.250%(1)(2)

    2,419,674  
    1,500,000    

OZLM Ltd. 3.07%, 04/15/2031, 3 mo. USD LIBOR + 1.850%(1)(2)

    1,296,447  
    4,392,000    

Palmer Square Loan Funding Ltd. 2.48%, 02/20/2028, 3 mo. USD LIBOR + 0.800%(1)(2)

    4,321,311  
    4,995,000    

Shackleton CLO Ltd. 3.39%, 08/15/2030, 3 mo. USD LIBOR + 1.650%(1)(2)

    4,500,480  
    1,500,000    

Sound Point CLO II Ltd. 2.84%, 01/26/2031, 3 mo. USD LIBOR + 1.850%(1)(2)

    1,315,218  
    1,000,000    

Stewart Park CLO Ltd. 3.02%, 01/15/2030, 3 mo. USD LIBOR + 1.800%(1)(2)

    891,398  
    906,022    

Thunderbolt Aircraft Lease 4.15%, 09/15/2038(1)(3)

    731,920  
   

Voya CLO Ltd.

 

    2,500,000    

3.12%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

    2,192,562  
    1,295,000    

3.39%, 10/18/2031, 3 mo. USD LIBOR + 2.250%(1)(2)

    1,178,638  
    2,390,000    

3.42%, 10/15/2031, 3 mo. USD LIBOR + 2.200%(1)(2)

    2,171,413  
    1,015,000    

Westcott Park CLO Ltd. 3.39%, 07/20/2028, 3 mo. USD LIBOR + 2.250%(1)(2)

    932,662  
    3,941,832    

Zais CLO Ltd. 2.75%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)

    3,854,796  
     

 

 

 
        81,996,933  
     

 

 

 
          United States - 5.4%  
    1,539,596    

Aaset Trust 3.84%, 05/15/2039(1)

    1,255,256  
    946,958    

Ajax Mortgage Loan Trust 3.16%,
09/25/2056(1)(4)

    938,644  
   

Angel Oak Mortgage Trust LLC

 

    2,976,427    

2.92%, 10/25/2049(1)(4)

    2,978,323  
    4,372,775    

2.93%, 11/25/2059(1)(4)

    4,219,870  
    610,000    

BAMLL Commercial Mortgage Securities Trust 2.51%, 09/15/2034, 1 mo. USD LIBOR + 1.700%(1)(2)

    481,527  
 

 

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

 

 

  146  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.3% - (continued)  
          United States - 5.4% - (continued)  
   

Bellemeade Re Ltd.

 

$     138,667    

1.79%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)

  $ 136,593  
    5,470,000    

2.44%, 07/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2)

    4,140,334  
   

Benchmark Mortgage Trust

 

    21,240,775    

0.69%, 07/15/2051(4)(5)

    646,941  
    2,770,867    

1.21%, 03/15/2052(4)(5)

    196,318  
    2,450,000    

BF NYT Mortgage Trust 3.31%, 12/15/2035, 1 mo. USD LIBOR + 2.500%(1)(2)

    2,037,525  
   

BX Commercial Mortgage Trust

 

    1,780,000    

2.06%, 12/15/2036, 1 mo. USD LIBOR + 1.250%(1)(2)

    1,678,618  
    1,253,000    

2.61%, 11/15/2035, 1 mo. USD LIBOR + 1.800%(1)(2)

    1,155,682  
    3,797,717    

2.81%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2)

    3,554,029  
    2,499,852    

BX Trust 2.79%, 09/15/2037, 1 mo. USD LIBOR + 1.975%(1)(2)

    1,873,270  
    895,000    

CAMB Commercial Mortgage Trust 2.56%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(2)

    852,521  
    7,096,779    

Cantor Commercial Real Estate 1.30%, 05/15/2052(4)(5)

    512,368  
   

Citigroup Commercial Mortgage Trust

 

    1,120,000    

4.68%, 01/10/2036(1)

    1,093,291  
    1,865,000    

4.90%, 01/10/2036(1)(4)

    1,656,911  
    2,042,164    

Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(3)

    1,899,903  
    334,170    

COLT Mortgage Loan Trust 3.87%, 10/26/2048(1)(4)

    337,320  
    24,833,906    

Commercial Mortgage Trust 0.74%, 02/10/2047(4)(5)

    476,066  
   

Connecticut Avenue Securities Trust

 

    1,460,417    

1.26%, 10/25/2039, 1 mo. USD LIBOR + 0.770%(1)(2)

    1,445,622  
    2,375,000    

2.59%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

    2,115,555  
    2,275,000    

2.59%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

    1,966,773  
    3,253,386    

2.64%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

    2,956,575  
    3,665,803    

2.79%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

    3,343,667  
    3,437,613    

2.94%, 07/25/2031, 1 mo. USD LIBOR + 2.450%(1)(2)

    3,062,018  
    1,392,978    

3.10%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2)

    1,153,216  
    2,100,000    

3.49%, 01/25/2040, 1 mo. USD LIBOR + 3.000%(1)(2)

    901,694  
    485,000    

3.74%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(1)(2)

    212,637  
    345,000    

4.14%, 02/25/2040, 1 mo. USD LIBOR + 3.650%(1)(2)

    236,055  
    2,400,000    

4.84%, 07/25/2031, 3 mo. USD LIBOR + 4.350%(1)(2)

    1,284,318  
    3,990,000    

5.74%, 06/25/2039, 1 mo. USD LIBOR + 5.250%(1)(2)

    2,089,690  
   

CSAIL Commercial Mortgage Trust

 

    11,348,894    

0.77%, 08/15/2051(4)(5)

    432,964  
    49,137,644    

0.89%, 06/15/2057(4)(5)

    1,453,044  
    13,451,528    

0.98%, 04/15/2050(4)(5)

    430,655  
    748,000    

5.06%, 11/15/2051(4)

    614,602  
   

CSMC Trust

 

    3,800,000    

2.84%, 02/25/2050(1)(4)

    2,674,676  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.3% - (continued)  
          United States - 5.4% - (continued)  
$     908,994    

3.25%, 04/25/2047(1)(4)

  $ 902,562  
    539,107    

DBUBS Mortgage Trust 0.88%,
11/10/2046(1)(4)(5)

    504  
   

Domino’s Pizza Master Issuer LLC

 

    2,437,500    

3.08%, 07/25/2047(1)

    2,425,727  
    1,373,100    

3.67%, 10/25/2049(1)

    1,344,320  
   

Eagle RE Ltd.

 

    772,334    

2.19%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2)

    733,705  
    9,650,000    

2.29%, 01/25/2030, 1 mo. USD LIBOR + 1.800%(1)(2)

    7,108,116  
    1,315,000    

ExteNet LLC 3.20%, 07/26/2049(1)

    1,243,639  
   

Fannie Mae Connecticut Avenue Securities

 

    2,628,322    

2.49%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

    2,365,050  
    2,820,000    

2.64%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(2)

    2,529,862  
    2,623,084    

2.69%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(2)

    2,293,578  
    3,310,000    

2.74%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(2)

    2,886,540  
    3,105,000    

2.84%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2)

    2,771,667  
    2,854,294    

3.04%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)

    2,467,727  
    6,103,309    

3.29%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(2)

    5,381,750  
    1,730,000    

3.49%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(2)

    1,636,727  
    2,542,679    

4.14%, 09/25/2029, 1 mo. USD LIBOR + 3.650%(2)

    2,402,184  
    4,571,004    

4.74%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)

    4,489,180  
    3,650,000    

4.74%, 01/25/2031, 1 mo. USD LIBOR + 4.250%(2)

    2,572,861  
    827,000    

4.94%, 05/25/2030, 1 mo. USD LIBOR + 4.450%(2)

    524,180  
    501,539    

5.04%, 02/25/2025, 1 mo. USD LIBOR + 4.550%(2)

    434,510  
    1,824,243    

5.49%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)

    1,389,603  
    3,292,098    

6.04%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)

    3,325,202  
    1,558,284    

6.19%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

    1,573,940  
    3,380,173    

6.39%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2)

    3,471,517  
    1,143,825    

FCI Funding LLC 3.63%, 02/18/2031(1)

    1,147,301  
    2,039,588    

Five Guys Funding LLC 4.60%, 07/25/2047(1)

    1,930,117  
    1,386,763    

Freddie Mac Strips 5.00%, 09/15/2036(5)

    271,718  
   

FREMF Mortgage Trust

 

    2,753,000    

3.60%, 11/25/2023(1)(4)

    2,638,561  
    1,855,000    

3.88%, 07/25/2026(1)(4)

    1,654,713  
    2,500,000    

4.01%, 02/25/2050(1)(4)

    2,534,225  
    1,546,000    

4.05%, 08/25/2052(1)(4)

    1,358,865  
    3,309,000    

4.07%, 06/25/2049(1)(4)

    3,065,394  
    880,000    

4.10%, 07/25/2052(1)(4)

    742,817  
    920,000    

4.11%, 04/25/2051(1)(4)

    829,266  
    1,175,000    

4.16%, 05/25/2026(1)(4)

    1,191,419  
    2,175,000    

4.17%, 07/25/2027(1)(4)

    1,988,512  
    2,180,000    

4.22%, 09/25/2025(1)(4)

    2,059,457  
    3,155,000    

4.30%, 04/25/2049(1)(4)

    2,965,298  
    1,165,181    

FWD Securitization Trust 2.44%,
01/25/2050(1)(4)

    1,126,088  
    3,155,000    

GM Financial Automobile Leasing Trust 3.95%, 05/22/2023

    3,205,202  
 

 

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

 

 

  147  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.3% - (continued)  
          United States - 5.4% - (continued)  
$     3,125,000    

GS Mortgage Securities Corp. Trust 2.26%, 09/15/2031, 1 mo. USD LIBOR + 1.450%(1)(2)

  $ 2,873,057  
   

GS Mortgage Securities Trust

 

    3,598,689    

1.12%, 02/10/2052(4)(5)

    231,058  
    9,640,266    

1.19%, 05/10/2050(4)(5)

    540,232  
    2,940,000    

Hertz Vehicle Financing II L.P. 3.71%, 03/25/2023(1)

    2,837,368  
   

Horizon Aircraft Finance Ltd.

 

    1,833,750    

3.43%, 11/15/2039(1)

    1,444,631  
    2,131,732    

4.46%, 12/15/2038(1)

    1,684,471  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 

    635,000    

1.66%, 12/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2)

    588,066  
    5,080,000    

3.62%, 01/16/2037(1)

    4,837,461  
    314,848    

JP Morgan Mortgage Trust 3.00%, 09/25/2044(1)(4)

    318,372  
    48,467,533    

JPMBB Commercial Mortgage Securities Trust 0.78%, 09/15/2047(4)(5)

    1,074,443  
    4,053,049    

Legacy Mortgage Asset Trust 3.25%, 11/25/2059(1)(3)

    3,772,213  
   

LSTAR Securities Investment Ltd.

 

    2,159,681    

2.49%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

    2,029,378  
    3,042,787    

2.49%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

    2,736,244  
   

LSTAR Securities Investment Trust

 

    299,026    

2.49%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

    289,779  
    1,031,750    

2.69%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

    992,569  
    3,025,000    

MF1 Ltd. 2.49%, 12/25/2034, 1 mo. USD LIBOR + 2.000%(1)(2)

    2,524,297  
    2,068,965    

MFA Trust 3.35%, 11/25/2047(1)(3)

    1,864,899  
    12,371,851    

Morgan Stanley Bank of America Merrill Lynch Trust 1.17%, 10/15/2048(4)(5)

    511,497  
   

Morgan Stanley Capital I Trust

 

    8,885,446    

1.59%, 06/15/2050(4)(5)

    577,706  
    3,740,000    

3.18%, 11/10/2036(1)

    3,200,552  
    1,620,000    

3.74%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(1)(2)

    1,371,915  
    1,040,000    

Mortgage Insurance-Linked Notes 3.39%, 11/26/2029, 1 mo. USD LIBOR + 2.900%(1)(2)

    890,331  
    712,513    

Mosaic Solar Loans Trust 2.88%, 09/20/2040(1)

    687,294  
    1,305,000    

MSCG Trust 1.99%, 10/15/2037, 1 mo. USD LIBOR + 1.180%(1)(2)

    1,196,248  
    1,615,000    

MTRO Commercial Mortgage Trust 2.61%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)

    1,503,055  
    527,921    

Nationstar HECM Loan Trust 2.65%, 06/25/2029(1)(4)

    526,034  
   

Natixis Commercial Mortgage Securities Trust

 

    800,000    

4.46%, 01/15/2043(1)(4)

    650,567  
    2,637,500    

4.93%, 06/17/2038(1)(4)

    1,528,994  
    919,959    

New Residential Mortgage LLC 4.09%, 07/25/2054(1)

    875,335  
   

New Residential Mortgage Loan Trust

 

    337,389    

3.25%, 09/25/2056(1)(4)

    342,526  
    610,136    

3.75%, 05/28/2052(1)(4)

    623,007  
    1,200,468    

4.00%, 02/25/2057(1)(4)

    1,257,336  
    1,436,588    

4.00%, 03/25/2057(1)(4)

    1,514,049  
   

NRZ Excess Spread-Collateralized Notes

 

    527,240    

3.19%, 01/25/2023(1)

    528,490  
    238,178    

3.27%, 02/25/2023(1)

    238,506  
    1,669,575    

Planet Fitness Master Issuer LLC 4.26%, 09/05/2048(1)

    1,597,266  
   

PMT Credit Risk Transfer Trust

 

    1,985,245    

2.96%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

    1,930,708  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.3% - (continued)  
          United States - 5.4% - (continued)  
$     912,991    

3.14%, 10/27/2022, 1 mo. USD LIBOR + 2.700%(1)(2)

  $ 887,538  
   

Preston Ridge Partners Mortgage Trust LLC

 

    1,530,314    

3.35%, 07/25/2024(1)(3)

    1,425,420  
    1,278,198    

3.35%, 11/25/2024(1)(3)

    1,179,994  
    1,506,480    

3.50%, 10/25/2024(1)(4)

    1,363,162  
    2,398,860    

Pretium Mortgage Credit Partners LLC 3.11%, 07/27/2059(1)(3)

    2,200,340  
    3,505,000    

Santander Retail Auto Lease Trust 3.66%, 05/20/2024(1)

    3,382,530  
    1,400,961    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1)

    1,034,987  
    1,823,792    

Sonic Capital LLC 4.03%, 02/20/2048(1)

    1,788,374  
    2,746,806    

START Ireland 3.54%, 11/15/2044(1)

    2,076,129  
    1,572,967    

Starwood Mortgage Residential Trust 4.38%, 10/25/2048(1)(4)

    1,592,243  
    1,104,669    

Store Master Funding LLC 3.96%, 10/20/2048(1)

    1,106,220  
   

Structured Agency Credit Risk Trust

 

    1,216,156    

1.74%, 02/25/2047, 1 mo. USD LIBOR + 1.250%(1)(2)

    1,161,481  
    930,000    

2.59%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(2)

    795,854  
    2,690,938    

Taco Bell Funding LLC 4.32%, 11/25/2048(1)

    2,756,408  
   

Vantage Data Centers Issuer LLC

 

    1,062,867    

3.19%, 07/15/2044(1)

    1,004,397  
    1,868,617    

4.07%, 02/16/2043(1)

    1,894,603  
   

Vericrest Opportunity Loan Trust

 

    1,776,946    

2.98%, 03/25/2050(1)(3)

    1,714,637  
    2,114,541    

3.18%, 10/25/2049(1)(3)

    1,834,545  
    4,141,929    

3.28%, 11/25/2049(1)(3)

    3,636,710  
    1,503,822    

3.35%, 08/25/2049(1)(3)

    1,315,355  
    2,995,818    

3.35%, 09/25/2049(1)(3)

    2,687,422  
    1,410,949    

3.97%, 02/25/2049(1)(3)

    1,285,126  
    1,485,000    

3.97%, 03/25/2050(1)(3)

    1,056,115  
    1,655,000    

4.34%, 02/25/2050(1)(3)

    1,132,185  
    2,846,558    

Verus Securitization Trust 3.00%, 11/25/2059(1)(3)

    2,931,001  
    4,063,998    

VOLT LXXX LLC 3.23%, 10/25/2049(1)(3)

    3,552,516  
    1,683,829    

VOLT LXXXIII LLC 3.33%, 11/26/2049(1)(3)

    1,517,883  
   

VOLT LXXXIV LLC

 

    1,054,982    

3.23%, 01/25/2050(1)(3)

    964,440  
    4,290,990    

3.43%, 12/27/2049(1)(3)

    3,998,074  
    3,518,189    

VOLT LXXXVII LLC 2.98%, 02/25/2050(1)(3)

    3,106,401  
    2,977,213    

VOLT LXXXVIII LLC 2.98%, 03/25/2050(1)(3)

    2,676,848  
    2,045,971    

Wave USA 3.60%, 09/15/2044(1)

    1,524,651  
    2,000,000    

Wells Fargo Commercial Mortgage Trust 3.07%, 08/15/2049(4)

    1,533,216  
   

Wells Fargo N.A.

 

    6,364,326    

0.82%, 12/15/2052(4)(5)

    308,255  
    7,771,306    

0.96%, 09/15/2062(4)(5)

    445,137  
    3,705,012    

1.13%, 02/15/2052(4)(5)

    231,086  
    10,366,051    

1.19%, 04/15/2052(4)(5)

    728,783  
    5,517,893    

1.36%, 03/15/2063(4)(5)

    476,821  
    3,790,000    

Westlake Automobile Receivables Trust
4.53%, 05/15/2023(1)

    3,786,712  
 

WF-RBS Commercial Mortgage Trust

 

    11,401,067    

1.38%, 03/15/2047(4)(5)

    389,558  
    4,095,000    

5.39%, 06/15/2044(1)(4)

    3,778,876  
    1,341,450    

Wingstop Funding LLC
4.97%, 12/05/2048(1)

    1,366,025  
     

 

 

 
    269,296,687  
     

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $403,054,284)

  $ 359,741,650  
     

 

 

 
 

 

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

 

 

  148  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.1%  
      Canada - 0.3%  
$     3,475,000    

1011778 BC ULC / New Red Finance, Inc.
4.38%, 01/15/2028(1)

  $ 3,360,151  
 

Bausch Health Cos., Inc.

 
    188,000    

5.88%, 05/15/2023(1)

    186,590  
    3,570,000    

6.13%, 04/15/2025(1)

    3,614,625  
    250,000    

7.00%, 03/15/2024(1)

    257,088  
 

Bombardier, Inc.

 
    1,505,000    

6.13%, 01/15/2023(1)

    1,076,075  
    3,055,000    

7.88%, 04/15/2027(1)

    1,978,112  
    4,110,000    

Tervita Corp.
7.63%, 12/01/2021(1)

    2,712,600  
     

 

 

 
    13,185,241  
     

 

 

 
      Cayman Islands - 0.1%  
    1,916,000    

Noble Holding International Ltd.
7.88%, 02/01/2026(1)

    445,470  
    3,950,000    

Park Aerospace Holdings Ltd.
5.25%, 08/15/2022(1)

    3,641,900  
    4,585,000    

Transocean, Inc.
6.80%, 03/15/2038

    974,313  
     

 

 

 
    5,061,683  
     

 

 

 
      France - 0.6%  
 

Altice France S.A.

 
EUR     3,685,000    

2.50%, 01/15/2025(1)

    3,807,220  
    4,555,000    

3.38%, 01/15/2028(1)

    4,679,620  
    1,635,000    

5.88%, 02/01/2027(6)

    1,856,216  
    2,335,000    

La Financiere Atalian SASU
4.00%, 05/15/2024(6)

    1,587,291  
$     870,000    

Orange S.A.
4.13%, 09/14/2021

    909,818  
EUR     16,000,000    

Renault S.A.
1.00%, 04/18/2024(6)

    16,130,906  
     

 

 

 
    28,971,071  
     

 

 

 
      Germany - 0.1%  
    6,271,000    

Techem Verwaltungsgesellschaft 675 mbH
2.00%, 07/15/2025(1)

    6,494,109  
     

 

 

 
      Ireland - 0.1%  
$     2,595,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65%, 07/21/2027

    2,184,348  
 

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
    1,645,000    

4.13%, 08/15/2026(1)

    1,603,875  
    685,000    

5.25%, 08/15/2027(1)

    665,306  
     

 

 

 
    4,453,529  
     

 

 

 
      Jersey - 0.1%  
 

Adient Global Holdings Ltd.

 

EUR     1,605,000    

3.50%, 08/15/2024(6)

    1,368,967  
$     2,090,000    

4.88%, 08/15/2026(1)

    1,559,140  
     

 

 

 
    2,928,107  
     

 

 

 
      Luxembourg - 0.7%  
EUR     2,075,000    

Altice Financing S.A.
2.25%, 01/15/2025(1)

    2,122,902  
    1,045,000    

Altice France S.A.
8.00%, 05/15/2027(1)

    1,161,841  
EUR     2,105,000    

ARD Finance S.A.
(5.00% Cash, 5.75% PIK)
5.00%, 06/30/2027(1)(7)

    2,080,608  
$     585,000    

(6.50% Cash, 7.25% PIK)
6.50%, 06/30/2027(1)(7)

    542,997  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.1% - (continued)  
      Luxembourg - 0.7% - (continued)  
 

Medtronic Global Holdings SCA

 

EUR     17,480,000    

0.00%, 03/07/2021(8)

  $ 19,093,847  
    7,880,000    

1.00%, 07/02/2031

    8,935,443  
     

 

 

 
    33,937,638  
     

 

 

 
      Mult - 0.1%  
 

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.

 

    1,115,000    

4.38%, 05/15/2026(1)

    1,127,177  
$     2,110,000    

8.50%, 05/15/2027(1)

    1,788,225  
     

 

 

 
    2,915,402  
     

 

 

 
      Netherlands - 0.7%  
EUR     1,415,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(6)

    1,130,686  
    2,565,000    

LKQ European Holdings B.V.
3.63%, 04/01/2026(6)

    2,768,691  
$     4,475,000    

Mondelez International Holdings Netherlands B.V.2.00%, 10/28/2021(1)

    4,514,685  
    6,366,000    

NXP B.V. / NXP Funding LLC
4.13%, 06/01/2021(1)

    6,503,305  
    8,950,000    

Siemens Financieringsmaatschappij N.V.
2.90%, 05/27/2022(1)

    9,281,107  
EUR     3,900,000    

Telefonica Europe B.V.
3.00%, 09/04/2023, (3.00% fixed rate until 09/04/2023; 5 year EUR Swap + 2.451% thereafter)(6)(9)(10)

    4,135,949  
 

Teva Pharmaceutical Finance Netherlands B.V.

 

$     4,550,000    

2.20%, 07/21/2021

    4,430,562  
    3,430,000    

2.80%, 07/21/2023

    3,151,313  
    925,000    

6.75%, 03/01/2028

    951,363  
     

 

 

 
    36,867,661  
     

 

 

 
      Panama - 0.0%  
    1,315,000    

Carnival Corp.11.50%, 04/01/2023(1)

    1,373,969  
     

 

 

 
      Spain - 0.1%  
EUR     4,155,000    

Banco Santander S.A.1.00%, 12/15/2024(4)(9)

    3,599,667  
     

 

 

 
      Sweden - 0.0%  
    2,250,000    

Verisure Midholding AB
5.75%, 12/01/2023(6)

    2,361,759  
     

 

 

 
      Switzerland - 0.8%  
$     18,175,000    

Credit Suisse Group AG
7.50%, 12/11/2023, (7.50% fixed rate until 12/11/2023; 5 year USD Swap + 4.598% thereafter)(6)(9)(10)

    19,197,344  
    11,590,000    

UBS Group AG
7.13%, 08/10/2021, (7.13% fixed rate until 08/10/2021; 5 year USD Swap + 5.883% thereafter)(6)(9)(10)

    11,671,130  
    9,325,000    

UBS Group Funding Switzerland AG
6.88%, 03/22/2021, (6.88% fixed rate until 03/22/2021; 5 year USD ICE Swap + 5.497% thereafter)(6)(9)(10)

    9,359,969  
     

 

 

 
    40,228,443  
     

 

 

 
      United Kingdom - 0.2%  
    990,000    

AstraZeneca plc
3.50%, 08/17/2023

    1,061,873  
EUR     4,895,000    

Ellaktor Value plc
6.38%, 12/15/2024(1)

    3,492,083  
$     7,375,000    

Sky Ltd. 3.13%, 11/26/2022(1)

    7,754,285  
     

 

 

 
    12,308,241  
     

 

 

 
 

 

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

 

 

  149  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.1% - (continued)  
      United States - 11.2%  
$     1,030,000    

3M Co. 2.65%, 04/15/2025

  $ 1,097,109  
    7,370,000    

Abbott Laboratories 2.95%, 03/15/2025

    7,986,711  
 

AbbVie, Inc.

 

    6,995,000    

2.15%, 11/19/2021(1)

    7,084,850  
    2,115,000    

2.30%, 05/14/2021

    2,137,199  
    2,190,000    

3.38%, 11/14/2021

    2,261,915  
 

Acrisure LLC / Acrisure Finance, Inc.

 

    1,000,000    

7.00%, 11/15/2025(1)

    885,000  
    3,440,000    

8.13%, 02/15/2024(1)

    3,543,200  
    3,590,000    

Alabama Power Co. 2.45%, 03/30/2022

    3,685,290  
    1,425,000    

American Electric Power Co., Inc. 3.65%, 12/01/2021

    1,472,347  
 

American Tower Corp.

 

    4,315,000    

2.40%, 03/15/2025

    4,444,450  
    770,000    

2.95%, 01/15/2025

    807,744  
    1,000,000    

4.00%, 06/01/2025

    1,101,221  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    411,000    

5.75%, 05/20/2027

    418,193  
    2,232,000    

5.88%, 08/20/2026

    2,272,622  
    4,110,000    

Anheuser-Busch InBev Finance, Inc. 3.70%, 02/01/2024

    4,454,876  
    3,600,000    

Anheuser-Busch InBev Worldwide, Inc. 3.50%, 01/12/2024

    3,869,975  
    3,230,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(1)

    2,374,050  
 

APX Group, Inc.

 

    3,320,000    

6.75%, 02/15/2027(1)

    2,822,000  
    1,405,000    

7.63%, 09/01/2023(11)

    1,095,900  
    2,118,000    

7.88%, 12/01/2022

    2,023,558  
 

Asbury Automotive Group, Inc.

 

    259,000    

4.50%, 03/01/2028(1)

    217,482  
    264,000    

4.75%, 03/01/2030(1)

    221,192  
 

AT&T, Inc.

 

EUR     2,535,000    

1.45%, 06/01/2022

    2,816,220  
    2,714,000    

2.65%, 12/17/2021

    3,057,792  
 

Ball Corp.

 

    4,345,000    

0.88%, 03/15/2024

    4,547,200  
    3,735,000    

1.50%, 03/15/2027

    3,888,348  
 

Becton Dickinson and Co.

 

$     4,750,000    

2.89%, 06/06/2022

    4,870,448  
    4,700,000    

3.13%, 11/08/2021

    4,802,179  
    3,775,000    

3.73%, 12/15/2024

    4,076,607  
    2,760,000    

Berry Global, Inc. 4.88%, 07/15/2026(1)

    2,819,167  
    18,525,000    

Boeing Co. 4.51%, 05/01/2023

    18,525,000  
    2,570,000    

Boyd Gaming Corp.
4.75%, 12/01/2027(1)(11)

    2,214,055  
    1,005,000    

Brand Industrial Services, Inc. 8.50%, 07/15/2025(1)

    743,700  
    8,115,000    

Broadcom, Inc. 4.70%, 04/15/2025(1)

    8,948,017  
 

Buckeye Partners L.P.

 

    2,640,000    

4.13%, 03/01/2025(1)

    2,442,000  
    2,700,000    

4.50%, 03/01/2028(1)

    2,430,000  
    915,000    

Burlington Coat Factory Warehouse Corp. 6.25%, 04/15/2025(1)

    931,013  
    1,820,000    

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

    1,429,246  
    1,025,000    

Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025(1)

    973,750  
    1,175,000    

CBS Corp. 4.30%, 02/15/2021

    1,185,286  
   

Centene Corp.

 
    1,350,000    

3.38%, 02/15/2030(1)

    1,360,125  
    1,730,000    

4.25%, 12/15/2027(1)

    1,810,013  
    1,810,000    

4.63%, 12/15/2029(1)

    1,981,950  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.1% - (continued)  
      United States - 11.2% - (continued)  
$     5,775,000    

CenterPoint Energy Resources Corp. 4.50%, 01/15/2021

  $ 5,853,235  
    3,375,000    

CenterPoint Energy, Inc. 2.50%, 09/01/2022

    3,468,294  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    4,756,000    

4.50%, 02/01/2024

    5,154,071  
    9,300,000    

4.91%, 07/23/2025

    10,496,472  
    2,625,000    

Chesapeake Energy Corp. 11.50%, 01/01/2025(1)(11)

    78,750  
   

CHS/Community Health Systems, Inc.

 
    4,415,000    

6.63%, 02/15/2025(1)

    4,050,762  
    1,580,000    

8.13%, 06/30/2024(1)(11)

    1,074,400  
   

Cigna Corp.

 

    2,968,000    

3.20%, 09/17/2020

    2,987,984  
    640,000    

3.40%, 09/17/2021

    658,470  
    8,460,000    

4.13%, 11/15/2025

    9,485,165  
    1,910,000    

CNH Industrial Capital LLC 4.38%, 11/06/2020

    1,915,297  
    1,655,000    

Comcast Corp. 2.75%, 03/01/2023

    1,740,153  
    2,750,000    

Consolidated Edison Co. of New York, Inc. 1.62%, 06/25/2021, 3 mo. USD LIBOR + 0.400%(2)

    2,719,419  
   

Constellation Brands, Inc.

 

    1,010,000    

2.39%, 11/15/2021, 3 mo. USD LIBOR + 0.700%(2)

    993,869  
    1,350,000    

3.75%, 05/01/2021

    1,374,575  
    1,500,000    

Coty, Inc. 6.50%, 04/15/2026(1)

    1,260,000  
    1,300,000    

Cox Communications, Inc. 2.95%, 06/30/2023(1)

    1,351,360  
    3,826,000    

Credit Acceptance Corp.
5.13%, 12/31/2024(1)

    3,357,315  
   

Crown Castle International Corp.

 

    3,300,000    

3.20%, 09/01/2024

    3,502,745  
    1,475,000    

3.40%, 02/15/2021

    1,488,615  
    2,495,000    

5.25%, 01/15/2023

    2,723,163  
    1,424,000    

CSC Holdings LLC 10.88%, 10/15/2025(1)

    1,539,273  
   

CVS Health Corp.

 

    7,270,000    

1.72%, 03/09/2021, 3 mo. USD LIBOR + 0.720%(2)

    7,255,172  
    4,250,000    

3.70%, 03/09/2023

    4,503,325  
    4,050,000    

4.10%, 03/25/2025

    4,467,573  
   

Discovery Communications LLC

 

    7,975,000    

2.95%, 03/20/2023

    8,206,043  
    1,750,000    

3.80%, 03/13/2024

    1,833,945  
   

Dominion Energy, Inc.

 

    4,970,000    

2.45%, 01/15/2023(1)

    5,099,874  
    3,725,000    

2.72%, 08/15/2021(3)

    3,758,176  
    4,365,000    

3.30%, 03/15/2025

    4,639,512  
    3,975,000    

Duke Energy Corp. 1.80%, 09/01/2021

    4,018,905  
    12,350,000    

DuPont de Nemours, Inc. 2.17%, 05/01/2023(12)

    12,432,393  
   

Eldorado Resorts, Inc.

 
    1,480,000    

6.00%, 04/01/2025

    1,420,800  
    535,000    

6.00%, 09/15/2026

    537,515  
    5,150,000    

Eli Lilly & Co. 2.35%, 05/15/2022

    5,317,708  
   

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 
    2,615,000    

6.00%, 07/15/2023(1)

    1,960,204  
    3,845,000    

6.00%, 02/01/2025(1)

    2,749,175  
    1,385,000    

Energy Transfer Operating L.P. 4.25%, 03/15/2023

    1,372,639  
    5,155,000    

EQT Corp. 3.90%, 10/01/2027

    4,330,200  
    2,950,000    

EQT Midstream Partners L.P. 6.50%, 07/15/2048

    2,367,375  
    2,325,000    

Exelon Corp. 3.95%, 06/15/2025

    2,568,951  
    3,190,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    3,047,726  
EUR     10,900,000    

Fidelity National Information Services, Inc. 0.63%, 12/03/2025

    11,814,634  
 

 

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

 

 

  150  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.1% - (continued)  
      United States - 11.2% - (continued)  
$     2,379,000    

FirstCash, Inc. 5.38%, 06/01/2024(1)

  $ 2,384,947  
    5,910,000    

FirstEnergy Corp. 2.05%, 03/01/2025

    5,920,840  
    1,950,000    

Fiserv, Inc. 2.75%, 07/01/2024

    2,040,195  
    11,095,000    

Ford Motor Co. 8.50%, 04/21/2023

    10,942,444  
    2,025,000    

Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(1)(13)

    2,531  
    7,325,000    

Fox Corp. 3.05%, 04/07/2025

    7,773,815  
    1,300,000    

Freedom Mortgage Corp. 8.25%, 04/15/2025(1)

    1,105,000  
   

Genworth Holdings, Inc.

 
    660,000    

4.80%, 02/15/2024

    557,700  
    2,300,000    

4.90%, 08/15/2023

    1,978,000  
    1,475,000    

7.63%, 09/24/2021

    1,401,250  
    3,370,000    

Georgia Power Co. 2.40%, 04/01/2021

    3,401,514  
   

Global Payments, Inc.

 
    1,495,000    

2.65%, 02/15/2025

    1,537,721  
    825,000    

3.75%, 06/01/2023

    869,214  
   

Gray Television, Inc.

 
    1,785,000    

5.13%, 10/15/2024(1)

    1,748,586  
    220,000    

5.88%, 07/15/2026(1)

    211,200  
   

HCA, Inc.

 
    3,670,000    

3.50%, 09/01/2030

    3,507,981  
    3,450,000    

5.38%, 09/01/2026(11)

    3,734,625  
    1,215,000    

7.50%, 11/15/2095

    1,336,500  
    2,025,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1)

    2,050,313  
   

iHeartCommunications, Inc.

 
    1,810,000    

4.75%, 01/15/2028(1)

    1,583,750  
    1,545,000    

5.25%, 08/15/2027(1)

    1,402,088  
    1,730,000    

Infor U.S., Inc. 6.50%, 05/15/2022

    1,731,557  
EUR     2,755,000    

IQVIA, Inc. 2.25%, 01/15/2028(1)

    2,928,494  
$     2,835,000    

Jacobs Entertainment, Inc. 7.88%, 02/01/2024(1)

    2,147,512  
    925,000    

Jersey Central Power & Light Co. 4.70%, 04/01/2024(1)

    1,011,917  
    4,085,000    

Kaiser Aluminum Corp. 4.63%, 03/01/2028(1)

    3,803,135  
    835,000    

Kohl’s Corp. 9.50%, 05/15/2025

    858,502  
    835,000    

Lamar Media Corp. 3.75%, 02/15/2028(1)

    768,722  
   

Lithia Motors, Inc.

 
    1,465,000    

4.63%, 12/15/2027(1)

    1,384,425  
    1,255,000    

5.25%, 08/01/2025(1)

    1,214,213  
    8,582,000    

Lockheed Martin Corp. 2.50%, 11/23/2020

    8,632,719  
   

Mattel, Inc.

 
    3,455,000    

5.88%, 12/15/2027(1)

    3,362,406  
    700,000    

6.75%, 12/31/2025(1)

    710,500  
   

McDonald’s Corp.

 
    6,700,000    

1.32%, 10/28/2021, 3 mo. USD LIBOR + 0.430%(2)

    6,625,664  
    5,875,000    

3.30%, 07/01/2025

    6,400,880  
    1,025,000    

MGIC Investment Corp. 5.75%, 08/15/2023

    1,004,500  
    7,680,000    

Microchip Technology, Inc. 3.92%, 06/01/2021

    7,804,367  
    8,040,000    

Mondelez International, Inc. 2.13%, 04/13/2023

    8,183,738  
    3,230,000    

National Grid North America, Inc. 2.38%, 09/30/2020(6)

    3,223,042  
   

Navient Corp.

 
    1,300,000    

5.88%, 03/25/2021

    1,277,250  
    6,435,000    

6.63%, 07/26/2021

    6,402,825  
    4,160,000    

7.25%, 01/25/2022

    4,076,800  
    12,956,000    

NextEra Energy Capital Holdings, Inc. 2.75%, 05/01/2025

    13,786,957  
    2,880,000    

NextEra Energy Operating Partners L.P. 4.25%, 07/15/2024(1)

    2,931,264  
    215,000    

Nordstrom, Inc. 8.75%, 05/15/2025(1)

    229,860  
    3,500,000    

Oracle Corp. 1.90%, 09/15/2021

    3,546,017  
    1,730,000    

Party City Holdings, Inc. 6.63%, 08/01/2026(1)

    162,188  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.1% - (continued)  
      United States - 11.2% - (continued)  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
$     1,000,000    

2.70%, 03/14/2023(1)

  $ 1,004,311  
    4,815,000    

3.38%, 02/01/2022(1)

    4,890,018  
    2,225,000    

3.45%, 07/01/2024(1)

    2,306,075  
    1,083,000    

3.90%, 02/01/2024(1)

    1,119,101  
    1,625,000    

4.25%, 01/17/2023(1)

    1,697,310  
    1,225,000    

4.88%, 07/11/2022(1)

    1,283,405  
    6,865,000    

PepsiCo, Inc. 2.25%, 03/19/2025

    7,265,954  
    4,200,000    

Performance Food Group, Inc. 5.50%, 10/15/2027(1)

    3,990,084  
    2,830,000    

Presidio Holdings, Inc. 8.25%, 02/01/2028(1)

    2,792,644  
    4,323,000    

Prestige Brands, Inc. 5.13%,
01/15/2028(1)

    4,372,714  
    1,440,000    

PTC, Inc. 3.63%, 02/15/2025(1)

    1,417,680  
   

QEP Resources, Inc.

 
    2,965,000    

5.25%, 05/01/2023

    993,275  
    1,800,000    

5.63%, 03/01/2026(11)

    576,000  
    865,000    

Radian Group, Inc. 4.50%, 10/01/2024

    839,050  
    2,965,000    

Revlon Consumer Products Corp. 6.25%, 08/01/2024

    548,525  
    1,665,000    

SBA Tower Trust 2.84%, 01/15/2025(1)

    1,695,597  
   

SM Energy Co.

 
    1,310,000    

5.00%, 01/15/2024

    413,174  
    265,000    

6.13%, 11/15/2022(11)

    106,000  
   

Southern Co.

 
    4,400,000    

2.35%, 07/01/2021

    4,452,266  
    2,400,000    

2.95%, 07/01/2023

    2,530,057  
   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

 
    3,660,000    

4.74%, 09/20/2029(1)

    3,852,150  
    4,660,000    

5.15%, 09/20/2029(1)

    5,126,000  
    3,990,000    

Starwood Property Trust, Inc. 3.63%, 02/01/2021

    3,750,600  
    1,410,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(1)

    1,199,840  
    2,700,000    

Symantec Corp. 5.00%, 04/15/2025(1)

    2,716,875  
    4,105,000    

T-Mobile USA, Inc. 5.13%, 04/15/2025

    4,156,312  
    3,160,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(1)

    3,065,200  
    8,600,000    

Thermo Fisher Scientific, Inc. 4.13%, 03/25/2025

    9,703,483  
    2,975,000    

Total System Services, Inc. 4.00%, 06/01/2023

    3,180,958  
    3,405,000    

TransDigm, Inc. 5.50%, 11/15/2027(1)

    2,877,225  
   

Verizon Communications, Inc.

 
    3,685,000    

3.13%, 03/16/2022

    3,843,458  
    6,200,000    

3.38%, 02/15/2025

    6,778,574  
    1,200,000    

4.60%, 04/01/2021

    1,239,552  
   

VICI Properties L.P. / VICI Note Co., Inc.

 
    1,440,000    

3.50%, 02/15/2025(1)

    1,353,600  
    2,190,000    

4.25%, 12/01/2026(1)

    2,046,752  
    1,820,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(1)

    964,600  
    4,650,000    

Weight Watchers International, Inc. 8.63%, 12/01/2025(1)(11)

    4,622,565  
    1,126,000    

WMG Acquisition Corp. 5.50%, 04/15/2026(1)

    1,152,743  
    2,164,000    

Xerox Corp. 4.13%, 03/15/2023

    2,153,180  
     

 

 

 
        550,880,807  
     

 

 

 
   

Total Corporate Bonds
(cost $775,442,988)

    745,567,327  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 52.2%  
          Australia - 5.0%  
   

Australia Government Bond

 
AUD     75,659,000    

2.75%, 11/21/2027(6)

  $ 56,749,023  
 

 

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

 

 

  151  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 52.2% - (continued)  
          Australia - 5.0% - (continued)  
AUD     28,995,000    

2.75%, 05/21/2041(6)

  $ 22,851,652  
    74,504,000    

3.00%, 03/21/2047(6)

    62,672,207  
    98,310,000    

4.75%, 04/21/2027(6)

    82,100,594  
    32,651,000    

New South Wales Treasury Corp. 3.00%, 11/15/2028(6)

    24,293,211  
     

 

 

 
        248,666,687  
     

 

 

 
          Canada - 16.7%  
CAD     83,230,000    

Canada Housing Trust No 1 2.35%, 06/15/2023(1)

    63,033,443  
   

Canadian Government Bond

 
    96,710,000    

0.75%, 03/01/2021

    69,745,561  
    31,740,000    

0.75%, 09/01/2021

    22,937,534  
    68,513,000    

1.25%, 03/01/2025

    51,265,513  
    68,466,000    

1.50%, 06/01/2026

    52,464,449  
    129,164,000    

2.00%, 09/01/2023

    97,988,147  
    46,219,000    

2.00%, 12/01/2051

    41,142,364  
    400,717,000    

2.25%, 03/01/2024

    308,707,114  
    48,927,000    

3.50%, 06/01/2020

    35,254,365  
    9,365,000    

Ontario T-Bill 1.57%, 08/26/2020(14)

    6,718,081  
    103,274,000    

Province of Ontario Canada 1.95%, 01/27/2023

    76,944,120  
     

 

 

 
        826,200,691  
     

 

 

 
          Denmark - 8.1%  
DKK     2,717,950,000    

Denmark Government Bond 0.25%, 11/15/2020

    400,125,508  
     

 

 

 
          Japan - 7.5%  
   

Japan Treasury Discount Bill

 
JPY     19,376,750,000    

0.12%, 07/06/2020(14)

    180,610,955  
    11,479,700,000    

0.13%, 05/11/2020(14)

    106,975,512  
    8,688,900,000    

0.13%, 07/27/2020(14)

    80,996,583  
     

 

 

 
        368,583,050  
     

 

 

 
          New Zealand - 3.5%  
NZD     26,240,000    

Housing New Zealand Ltd. 3.36%, 06/12/2025(6)

    18,053,436  
   

New Zealand Government Bond

 
    87,900,000    

1.50%, 05/15/2031

    57,296,700  
    74,266,000    

2.75%, 04/15/2037(6)

    56,804,122  
    51,850,000    

3.00%, 04/20/2029

    38,013,950  
     

 

 

 
        170,168,208  
     

 

 

 
          Norway - 3.3%  
   

Norway Government Bond

 
NOK     1,125,058,000    

1.38%, 08/19/2030(1)(6)

    117,993,794  
    410,414,000    

1.75%, 09/06/2029(1)(6)

    44,310,875  
     

 

 

 
        162,304,669  
     

 

 

 
          Qatar - 0.1%  
$     5,355,000    

Qatar Government International Bond 3.40%, 04/16/2025(1)

    5,696,810  
     

 

 

 
          South Korea - 3.9%      
   

Korea Treasury Bond

 
KRW     101,624,000,000    

1.38%, 09/10/2024

    83,856,848  
    126,083,280,000    

2.25%, 06/10/2025

    108,384,039  
     

 

 

 
        192,240,887  
     

 

 

 
          Sweden - 4.0%      
   

Kommuninvest I Sverige AB

 
SEK     1,346,430,000    

1.00%, 11/13/2023(6)

    141,818,555  
    547,150,000    

1.00%, 05/12/2025(6)

    57,757,379  
     

 

 

 
        199,575,934  
     

 

 

 
          United Arab Emirates - 0.1%      
$     6,155,000    

Abu Dhabi Government International Bond 2.50%, 04/16/2025(1)

    6,326,528  
     

 

 

 
   

Total Foreign Government Obligations
(cost $2,581,711,441)

  $ 2,579,888,972  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.8%(15)  
          Canada - 0.1%      
$     3,462,796    

B.C. Unlimited Liability Co. 2.15%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

  $ 3,238,788  
     

 

 

 
          Denmark - 0.0%      
EUR     2,332,742    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    2,368,444  
     

 

 

 
          France - 0.1%      
$     2,895,032    

Numericable Group S.A. 3.15%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

    2,638,098  
     

 

 

 
          Luxembourg - 0.1%      
    3,677,205    

Almonde, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

    3,179,752  
     

 

 

 
          Netherlands - 0.1%      
    5,375,762    

Jacobs Douwe Egberts International B.V. 3.00%, 11/01/2025, 3 mo. USD LIBOR + 2.000%

    5,223,466  
     

 

 

 
          United Kingdom - 0.1%      
   

Froneri International plc

 
EUR     2,545,000    

2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625%

    2,624,752  
$     730,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    673,732  
    500,000    

5.75%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    471,250  
EUR     100,000    

5.75%, 01/31/2028, 1 mo. EURIBOR + 5.750%

    103,284  
    585,000    

LGC Group Holdings Ltd. 0.00%, 01/22/2027(16)

    602,210  
$     2,750,000    

LGC Ltd. 0.00%, 04/21/2027(16)

    2,578,125  
     

 

 

 
        7,053,353  
     

 

 

 
          United States - 2.3%      
    990,000    

Acrisure LLC 5.21%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    907,503  
   

Asurion LLC

 
    2,871,026    

3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    2,735,169  
    2,598,713    

3.40%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    2,472,961  
    2,520,000    

6.90%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

    2,431,800  
   

AVSC Holding Corp.

 
    6,007,400    

4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    3,964,884  
    2,543,625    

6.20%, 10/15/2026, 1 mo. USD LIBOR + 4.500%

    1,704,229  
    1,203,950    

B&G Foods, Inc. 2.90%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    1,161,065  
   

BCP Raptor LLC

 
    3,200,813    

5.15%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    1,492,379  
    3,176,644    

5.25%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

    1,477,140  
    2,207,063    

BellRing Brands LLC 6.00%, 10/21/2024, 1 mo. USD LIBOR + 5.000%

    2,176,715  
    1,211,963    

Belron Finance U.S. LLC 3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

    1,139,245  
    2,942,588    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    2,501,199  
    2,232,273    

Brand Energy & Infrastructure Services, Inc.
5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    1,881,382  
    7,950,044    

Caesars Entertainment Operating Co. 2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    7,656,926  
    2,846,772    

Caesars Resort Collection LLC 3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    2,396,042  
    2,460,150    

Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    2,403,763  
 

 

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

 

 

  152  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.8%(15) - (continued)  
          United States - 2.3% - (continued)      
$     6,491,624    

CCC Information Services, Inc. 3.75%, 04/29/2024, 1 mo. USD LIBOR + 2.750%

  $ 6,150,814  
    938,288    

CHG PPC Parent LLC 3.15%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    863,225  
    2,872,400    

Core & Main L.P. 3.77%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

    2,695,575  
    5,261,612    

Coty, Inc. 3.17%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    4,229,020  
    1,758,281    

CSC Holdings LLC 3.31%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    1,670,683  
    2,233,625    

Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    1,916,740  
    3,485,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    3,249,763  
    4,270,000    

Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%(16)

    4,115,212  
    4,311,000    

EVO Payments International LLC 3.69%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    3,979,053  
    3,410,136    

Flex Acquisition Co., Inc. 4.68%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

    3,174,837  
    3,831,050    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    3,122,306  
    3,416,566    

Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

    3,256,432  
    6,428,846    

Hub International Ltd. 3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    6,009,492  
    2,557,301    

Hyland Software, Inc. 4.00%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

    2,443,834  
    3,360,000    

Ingersoll-Rand Services Co. 2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    3,181,920  
    1,831,163    

Lower Cadence Holdings LLC 4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    1,261,213  
    4,221,023    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    2,912,506  
    1,391,238    

Microchip Technology, Inc. 2.41%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

    1,333,849  
    2,405,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    2,056,275  
    5,102,083    

Refinitiv U.S. Holdings, Inc. 3.65%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

    4,985,705  
    2,085,000    

Reynolds Consumer Products LLC 2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    2,005,833  
    4,097,026    

Reynolds Group Holdings, Inc. 3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    3,898,156  
    1,295,000    

Surf Holdings LLC 4.81%, 03/05/2027, 1 mo. USD LIBOR + 3.500%

    1,184,122  
    2,250,000    

T-Mobile USA, Inc. 0.00%, 04/01/2027, 1 mo. USD LIBOR + 1.750%(16)

    2,235,128  
    3,700,125    

USI, Inc. 3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    3,476,564  
    2,636,321    

Weight Watchers International, Inc. 5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

    2,553,936  
     

 

 

 
        116,464,595  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $156,526,655)

  $ 140,166,496  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 2.3%  
          United States - 2.3%  
          FHLMC - 1.0%  
$     9,534,511    

1.65%, 01/25/2030(4)(5)

  $ 1,121,557  
    2,709,712    

1.77%, 01/25/2048(4)(5)

    266,887  
    3,690,853    

1.78%, 09/25/2041(4)(5)

    182,622  
    3,197,220    

1.93%, 11/25/2047(4)(5)

    430,693  
    5,823,080    

2.02%, 10/25/2047(4)(5)

    824,712  
    6,340,248    

2.07%, 10/25/2044(4)(5)

    782,499  
    11,435,000    

2.08%, 02/25/2041(4)(5)

    203,941  
    1,479,915    

2.09%, 09/25/2046(4)(5)

    220,918  
    2,075,000    

2.17%, 08/25/2047(4)(5)

    314,439  
    7,245,592    

2.18%, 06/25/2044(4)(5)

    800,385  
    6,087,872    

2.28%, 01/25/2042(4)(5)

    425,591  
    2,915,000    

2.34%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2)

    2,475,627  
    825,000    

2.34%, 02/25/2050, 1 mo. USD LIBOR + 1.850%(1)(2)

    610,891  
    2,535,000    

2.35%, 02/25/2049, 1 mo. USD LIBOR + 1.400%(1)(2)

    2,227,363  
    1,955,000    

2.39%, 01/25/2050, 1 mo. USD LIBOR + 1.900%(1)(2)

    1,255,391  
    3,742,315    

2.39%, 12/25/2045(4)(5)

    587,140  
    1,070,000    

2.39%, 01/25/2046(4)(5)

    168,907  
    1,403,064    

2.54%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

    1,200,440  
    1,465,000    

2.64%, 11/25/2048, 1 mo. USD LIBOR + 2.150%(1)(2)

    1,165,606  
    2,825,521    

2.79%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)

    2,484,924  
    1,130,000    

2.79%, 10/25/2048, 1 mo. USD LIBOR + 2.300%(1)(2)

    954,003  
    595,000    

2.79%, 01/25/2050, 1 mo. USD LIBOR + 2.300%(1)(2)

    293,858  
    3,741,463    

2.84%, 04/25/2030, 1 mo. USD LIBOR + 2.350%(2)

    3,262,812  
    684,291    

2.94%, 12/25/2042, 1 mo. USD LIBOR + 2.450%(2)

    612,989  
    3,120,000    

2.99%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2)

    2,933,980  
    101,481    

3.00%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

    91,282  
    8,826,597    

3.00%, 05/15/2034(5)

    657,856  
    1,885,000    

3.14%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)

    1,672,799  
    1,514,294    

3.40%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)

    1,312,418  
    2,570,000    

3.44%, 11/25/2049, 1 mo. USD LIBOR + 2.950%(1)(2)

    1,473,338  
    4,428,400    

3.50%, 01/15/2033(5)

    483,828  
    1,803,622    

3.50%, 05/15/2036(5)

    191,070  
    1,000,000    

3.59%, 03/25/2050, 1 mo. USD LIBOR + 3.100%(1)(2)

    699,134  
    5,176,514    

3.60%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(2)

    4,588,867  
    2,810,000    

4.39%, 04/25/2029, 1 mo. USD LIBOR + 3.900%(2)

    2,767,681  
    1,095,000    

4.84%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(2)

    819,222  
    918,124    

5.00%, 02/15/2048(5)

    157,141  
    3,235,664    

5.60%, 10/25/2028, 1 mo. USD LIBOR + 4.650%(2)

    3,187,446  
    2,775,000    

5.70%, 12/25/2029, 1 mo. USD LIBOR + 4.750%(2)

    2,047,503  
    3,065,000    

6.10%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(2)

    3,065,004  
     

 

 

 
        49,022,764  
     

 

 

 
 

 

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

 

 

  153  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 2.3% - (continued)  
          FNMA - 0.3%  
$     1,868,986    

2.49%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2)

  $ 1,702,596  
    1,990,000    

2.59%, 09/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

    1,682,811  
    3,492,696    

2.89%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

    3,260,367  
    5,330,260    

3.00%, 01/25/2028(5)

    363,426  
    4,967,909    

3.50%, 04/25/2028(5)

    366,914  
    4,094,220    

4.00%, 01/25/2028(5)

    336,856  
    1,559,400    

4.00%, 04/25/2032(5)

    165,780  
    550,000    

4.24%, 09/25/2039, 1 mo. USD LIBOR + 3.750%(1)(2)

    246,673  
    4,015,826    

4.50%, 03/25/2048(5)

    622,116  
    5,711,184    

4.50%, 05/25/2049

    750,965  
    2,443,688    

5.50%, 09/25/2044(5)

    539,658  
    1,109,369    

5.50%, 06/25/2048(5)

    223,575  
    3,640,497    

6.50%, 03/25/2045(5)

    1,002,973  
     

 

 

 
        11,264,710  
     

 

 

 
          GNMA - 0.2%  
    4,541,443    

3.50%, 10/20/2029(5)

    409,839  
    4,079,837    

3.50%, 01/20/2030(5)

    386,177  
    4,484,005    

3.50%, 11/20/2031(5)

    413,493  
    1,229,834    

4.00%, 01/16/2046(5)

    211,654  
    5,261,457    

4.50%, 12/16/2039(5)

    867,966  
    4,449,623    

4.50%, 07/20/2044

    1,395,278  
    304,847    

4.50%, 04/20/2045(5)

    44,832  
    5,589,013    

4.50%, 08/20/2045

    903,352  
    2,857,698    

4.50%, 05/20/2048(5)

    307,982  
    1,589,279    

5.00%, 05/16/2044(5)

    293,012  
    1,531,082    

5.00%, 07/16/2044(5)

    264,740  
    1,475,736    

5.00%, 12/16/2045(5)

    271,578  
    2,518,337    

5.00%, 07/16/2047(5)

    480,838  
    1,191,689    

5.00%, 09/20/2047(5)

    208,192  
    1,261,003    

5.00%, 11/16/2047(5)

    200,563  
    2,579,662    

5.00%, 06/20/2048(5)

    503,382  
    4,887,603    

5.50%, 11/16/2046(5)

    1,012,031  
    1,011,364    

5.50%, 02/20/2047(5)

    200,483  
    1,833,462    

5.85%, 07/20/2039(4)(5)

    329,571  
    2,100,123    

6.00%, 09/20/2045(5)

    407,150  
     

 

 

 
        9,112,113  
     

 

 

 
    34,275,000    

UMBS - 0.7%
2.50%, 05/13/2050(17)

    35,700,894  
     

 

 

 
        105,100,481  
     

 

 

 
          SLC Student Loan Trust - 0.0%  
    807,388    

1.64%, 06/15/2021, 3 mo. USD LIBOR + 0.900%(2)

    755,534  
     

 

 

 
          SLM Student Loan Trust - 0.1%  
    350,538    

1.14%, 05/26/2026, 1 mo. USD LIBOR + 0.650%(2)

    331,705  
    1,523,603    

1.74%, 04/25/2023, 3 mo. USD LIBOR + 0.750%(2)

    1,449,046  
    1,553,604    

2.49%, 04/25/2023, 3 mo. USD LIBOR + 1.500%(2)

    1,548,665  
    2,295,319    

2.69%, 07/25/2023, 3 mo. USD LIBOR + 1.700%(2)

    2,225,580  
     

 

 

 
        5,554,996  
     

 

 

 
        6,310,530  
     

 

 

 
   

Total U.S. Government Agencies
(cost $122,846,959)

  $ 111,411,011  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 9.4%  
          United States - 9.4%  
          U.S. Treasury Bonds - 1.0%  
$     18,429,000    

2.25%, 08/15/2049

  $ 22,797,249  
    19,284,000    

3.00%, 02/15/2047

    26,926,038  
     

 

 

 
        49,723,287  
     

 

 

 
          U.S. Treasury Notes - 8.4%  
    133,882,192    

0.13%, 04/15/2022(18)

    132,740,731  
    104,115,979    

0.38%, 07/15/2027(18)

    110,401,774  
    91,100,000    

1.75%, 04/30/2022(19)(20)

    93,918,406  
    71,705,000    

2.25%, 02/15/2027(20)(21)

    80,088,323  
     

 

 

 
        417,149,234  
     

 

 

 
   

Total U.S. Government Securities
(cost $447,320,599)

  $ 466,872,521  
     

 

 

 
CONVERTIBLE BONDS - 0.2%  
          Healthcare-Products - 0.0%  
    1,489,000    

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025(1)

  $ 1,398,586  
     

 

 

 
          Lodging - 0.0%  
    410,000    

Caesars Entertainment Corp.
5.00%, 10/01/2024

    581,797  
     

 

 

 
          Pharmaceuticals - 0.1%  
    4,555,000    

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

    4,315,286  
     

 

 

 
          Software - 0.1%  
    1,959,000    

Western Digital Corp.
1.50%, 02/01/2024

    1,798,366  
     

 

 

 
   

Total Convertible Bonds
(cost $8,548,698)

  $ 8,094,035  
     

 

 

 
PREFERRED STOCKS - 0.0%  
          United States - 0.0%  
    21,100    

GMAC Capital Trust Series 2, 7.48%(2)

  $ 475,805  
     

 

 

 
   

Total Preferred Stocks
(cost $552,899)

  $ 475,805  
     

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.0%  
          United States - 0.0%  
    12,450    

Elanco Animal Health, Inc. , 5.00%

  $ 572,700  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $622,500)

  $ 572,700  
     

 

 

 
   

Total Long-Term Investments
(cost $4,499,325,683)

  $ 4,412,908,722  
     

 

 

 
SHORT-TERM INVESTMENTS - 11.1%  
          Commercial Paper - 0.1%  
    4,950,000    

CenterPoint Energy, Inc.
1.94%, 05/29/2020(14)

  $ 4,942,377  
     

 

 

 
          Other Investment Pools & Funds - 10.8%  
    534,717,297    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(22)

    534,717,297  
     

 

 

 
          Securities Lending Collateral - 0.2%  
    378,086    

Citibank NA DDCA, 0.04%, 5/1/2020(22)

    378,086  
    3,475,758    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(22)

    3,475,758  
    2,111,832    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(22)

    2,111,832  
 

 

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

 

 

  154  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 11.1% - (continued)  
          Securities Lending Collateral - 0.2% - (continued)  
$     1,581,058    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(22)

  $ 1,581,058  
     

 

 

 
        7,546,734  
     

 

 

 
   

Total Short-Term Investments
(cost $547,206,408)

  $ 547,206,408  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $5,046,532,091)

    100.4    $ 4,960,115,130  
   

Total Purchased Options
(cost $4,593,014)

    0.1    $ 2,948,242  
     

 

 

    

 

 

 
   

Total Investments
(cost $5,051,125,105)

    100.5    $ 4,963,063,372  
   

Other Assets and Liabilities

    (0.5 )%       (23,826,674
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 4,939,236,698  
     

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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

 

    

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

 

    

See “Glossary” for abbreviation descriptions.

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $795,289,063, representing 16.1% of net assets.

 

(2)

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(3)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(4)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(5)

Securities disclosed are interest-only strips.

 

(6)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $760,196,798, representing 15.4% of 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)

Security is a zero-coupon bond.

 

(9)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(10)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(11)

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

 

(12)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $12,350,000 at April 30, 2020.

 

(13)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(14)

The rate shown represents current yield to maturity.

 

(15)

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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(16)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(17)

Represents or includes a TBA transaction.

 

(18)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(19)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $18,819,764.

 

(20)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2020, the market value of securities pledged was $3,224,633.

 

(21)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $20,327,836.

 

(22)

Current yield as of period end.

 

 

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

 

 

  155  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/

FX Rate/Rate

   Expiration
Date
     Number of
Contracts
   

Notional

Amount

  Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:  
Calls  

USD Call/CAD Put

   DEUT    1.48 per USD      07/21/20        180,978,000     USD    180,978,000   $ 417,697     $ 1,426,107     $ (1,008,410
                  

 

 

   

 

 

   

 

 

 
Puts  

AUD Put/USD Call

   JPM    0.60 per AUD      07/20/20        277,370,000     AUD    277,370,000   $ 923,442     $ 923,442     $ 0  

AUD Put/USD Call

   MSC    0.60 per AUD      07/20/20        284,455,000     AUD    284,455,000     897,353       1,749,607       (852,254
                  

 

 

   

 

 

   

 

 

 

Total Puts

                   $ 1,820,795     $ 2,673,049     $ (852,254
                  

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

                   $ 2,238,492     $ 4,099,156     $ (1,860,664
                  

 

 

   

 

 

   

 

 

 
Written option contracts:  
Puts  

AUD Put/USD Call

   MSC    0.55 per AUD      07/20/20        (284,455,000   AUD    (284,455,000)   $ (278,233   $ (491,902   $ 213,669  

AUD Put/USD Call

   JPM    0.55 per AUD      07/20/20        (277,370,000   AUD    (277,370,000)     (250,698     (250,607     (91
                  

 

 

   

 

 

   

 

 

 

Total Puts

                   $ (528,931   $ (742,509   $ 213,578  
                  

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

                   $ (528,931   $ (742,509   $ 213,578  
                  

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2020  

Description

  

Exercise Price/

FX Rate/ Rate

  

Expiration
Date

   Number of
Contracts
  

Notional

Amount

  Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:  
Calls  

U.S. Treasury 5-Year Futures Options

   125.50    USD    05/22/20    2,839    USD    356,294,500   $ 709,750     $ 493,858     $ 215,892  
                      

 

 

   

 

 

   

 

 

 

Total purchased exchange-traded option contracts

  $ 709,750     $ 493,858     $ 215,892  
                      

 

 

   

 

 

   

 

 

 
Written option contracts:  
Puts  

U.S. Treasury 5-Year Futures Options

   126.00    USD    05/22/20    (2,840)    USD    (357,840,000)   $ (266,250   $ (260,343   $ (5,907
                      

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

  $ (266,250   $ (260,343   $ (5,907
                      

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

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

U.S. Treasury 2-Year Note Future

     1,066        06/30/2020      $ 234,978,047      $ 1,120  

U.S. Treasury 5-Year Note Future

     2,228        06/30/2020        279,579,188        (7,335

U.S. Treasury 10-Year Ultra Future

     13        06/19/2020        2,041,406        124,854  

U.S. Treasury Ultra Bond Future

     667        06/19/2020        149,929,094        (1,848,063
           

 

 

 

Total

            $ (1,729,424
           

 

 

 
Short position contracts:                            

Australian 10-Year Bond Future

     1,133        06/15/2020      $ 109,897,890      $ (91,518

Canadian Government 10-Year Bond Future

     157        06/19/2020        16,849,909        (52,778

Euro-BOBL Future

     359        06/08/2020        53,484,089        (133,652

Euro-BUND Future

     287        06/08/2020        54,859,775        (606,703

Euro-BUXL 30-Year Bond Future

     374        06/08/2020        89,838,625        (3,713,224

Euro-Schatz Future

     37        06/08/2020        4,553,162        (5,115

U.S. Treasury 10-Year Note Future

     1,984        06/19/2020        275,900,000        (491,303

U.S. Treasury Long Bond Future

     47        06/19/2020        8,508,469        (18,867
           

 

 

 

Total

            $ (5,113,160
           

 

 

 

Total futures contracts

            $ (6,842,584
           

 

 

 

 

 

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

 

 

  156  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

  

Counter-
party

  

Notional
Amount (a)

     (Pay)/Receive
Fixed Rate
    

Expiration
Date

  Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                             
Sell protection:                                                             

CMBX.NA.BBB-.12

   JPM    USD      3,700,000        3.00%      08/17/61     Monthly      $      $ (1,521,367   $ (1,229,382   $ 291,985  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

                    $      $ (1,521,367   $ (1,229,382   $ 291,985  
                   

 

 

    

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:                                                   
Buy protection:                                                             

Algeco Global Finance plc

   GSC    EUR      1,130,000        (5.00%)      06/20/25     Quarterly      $ 107,536      $     $ 93,422     $ (14,114

Deutsche Bank AG

   MSC    EUR      5,470,000        (1.00%)      12/20/24     Quarterly        650,456              819,552       169,096  

Ineos Group Holdings S.A.

   BOA    EUR      6,800,000        (5.00%)      12/20/24     Quarterly               (938,711     (278,706     660,005  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $ 757,992      $ (938,711   $ 634,268     $ 814,987  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

              $ 757,992      $ (2,460,078   $ (595,114   $ 1,106,972  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(a) 

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

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                    
Buy protection:                                                    

CDX.NA.HY.33.V3

     USD        1,733,620       (5.00 %)      12/20/24        Quarterly      $ 57,325     $ 91,172     $ 33,847  

ITRAXX.EUR.33.V1

     EUR        131,405,000       (1.00 %)      06/20/25        Quarterly        623,591       1,588,073       964,482  

ITRAXX.FIN.SEN.33.V1

     EUR        471,090,000       (1.00 %)      06/20/25        Quarterly        1,834,156       (284,465     (2,118,621

ITRAXX.XOVER.33.V1

     EUR        22,485,000       (5.00 %)      06/20/25        Quarterly        454,433       (235,896     (690,329
               

 

 

   

 

 

   

 

 

 

Total

                $ 2,969,505     $ 1,158,884     $ (1,810,621
               

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:                                                    
Buy protection:                                                    

Accor

     EUR        460,000       (1.00 %)      12/20/24        Quarterly      $ 32,296     $ 27,496     $ (4,800

American Airlines Group, Inc.

     USD        1,525,000       (5.00 %)      12/20/24        Quarterly        (65,930     756,411       822,341  

Bouygues S.A.

     EUR        11,625,000       (1.00 %)      06/20/25        Quarterly        (368,758     (447,918     (79,160

Dillard’s, Inc.

     USD        3,670,000       (5.00 %)      12/20/24        Quarterly        (517,416     (224,758     292,658  

Jaguar Land Rover Automotive

     EUR        4,250,000       (5.00 %)      12/20/24        Quarterly        (72,968     923,097       996,065  

Kohl’s Corp.

     USD        4,080,000       (1.00 %)      12/20/24        Quarterly        82,914       690,103       607,189  

L Brands, Inc.

     USD        11,445,000       (1.00 %)      12/20/24        Quarterly        915,550       4,456,028       3,540,478  

Renault S.A.

     EUR        14,790,000       (1.00 %)      06/20/25        Quarterly        1,879,959       1,375,542       (504,417

Sprint Communications, Inc.

     USD        4,090,000       (5.00 %)      06/20/25        Quarterly        (770,709     (820,610     (49,901

Tenet Healthcare Corp.

     USD        8,240,000       (5.00 %)      12/20/24        Quarterly        (249,439     356,278       605,717  

United States Steel Corp.

     USD        9,560,000       (5.00 %)      12/20/24        Quarterly        462,124       2,600,217       2,138,093  
               

 

 

   

 

 

   

 

 

 

Total

 

        $ 1,327,623     $ 9,691,886     $ 8,364,263  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

        $ 4,297,128     $ 10,850,770     $ 6,553,642  
               

 

 

   

 

 

   

 

 

 

 

(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.

 

 

  157  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made
by Fund

  

Payments received

by Fund

  

Notional
Amount

     Expiration
Date
    

Periodic
Payment
Frequency

   Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

3 Mo. CAD CDOR

  

1.09% Fixed

   CAD     35,760,000        06/15/25      Semi-Annual    $ 13,026      $     $ 146,561     $ 133,535  

3 Mo. CAD CDOR

  

1.97% Fixed

   CAD     21,637,000        06/17/25      Semi-Annual      862,616              919,993       57,377  

3 Mo. CAD CDOR

  

1.78% Fixed

   CAD     10,562,000        03/18/30      Semi-Annual      505,430              567,807       62,377  

3 Mo. NZD NZDBBR FRA

  

2.19% Fixed

   NZD     20,402,700        09/15/24      Semi-Annual      11,765              682,213       670,448  

3 Mo. NZD NZDBBR FRA

  

1.13% Fixed

   NZD     29,036,000        03/18/25      Semi-Annual             (15,720     670,280       686,000  

3 Mo. NZD NZDBBR FRA

  

0.66% Fixed

   NZD     20,015,000        09/21/25      Semi-Annual      13,423              40,804       27,381  

3 Mo. NZD NZDBBR FRA

  

2.97% Fixed

   NZD     27,960,000        06/19/29      Semi-Annual      1,992              1,586,533       1,584,541  

3 Mo. NZD NZDBBR FRA

  

1.44% Fixed

   NZD     13,400,000        03/18/30      Semi-Annual             (10,423     533,857       544,280  

3 Mo. SEK STIBOR

  

0.25% Fixed

   SEK     485,420,250        06/17/25      Annual      172,188              239,978       67,790  

3 Mo. SEK STIBOR

  

0.34% Fixed

   SEK     168,805,000        06/17/25      Annual             (29,834     (165,124     (135,290

3 Mo. SEK STIBOR

  

0.34% Fixed

   SEK     245,486,000        09/21/25      Annual      3,660              (86,069     (89,729

3 Mo. USD LIBOR

  

1.53% Fixed

   USD     38,139,000        03/18/25      Semi-Annual      87,994              (2,130,733     (2,218,727

3 Mo. USD LIBOR

  

2.79% Fixed

   USD     33,942,000        09/30/25      Semi-Annual                   (4,338,013     (4,338,013

3 Mo. USD LIBOR

  

1.84% Fixed

   USD     8,689,000        06/17/30      Semi-Annual             (12,106     (1,036,247     (1,024,141

6 Mo. AUD BBSW

  

1.84% Fixed

   AUD     37,316,000        09/15/24      Semi-Annual                   952,078       952,078  

6 Mo. AUD BBSW

  

1.03% Fixed

   AUD     52,491,000        06/17/25      Semi-Annual      423,509              884,594       461,085  

6 Mo. AUD BBSW

  

2.25% Fixed

   AUD     27,325,000        09/18/29      Semi-Annual      24,067              852,729       828,662  

6 Mo. AUD BBSW

  

1.34% Fixed

   AUD     12,368,000        03/18/30      Semi-Annual             (30,458     340,279       370,737  

6 Mo. EUR EURIBOR

  

0.00% Fixed

   EUR     33,375,000        03/18/25      Annual      236,435              1,837       (234,598

6 Mo. EUR EURIBOR

  

0.00% Fixed

   EUR     22,018,000        09/21/25      Annual             (5,535     (96,729     (91,194

6 Mo. EUR EURIBOR

  

0.00% Fixed

   EUR     7,009,000        03/18/30      Annual      57,192              (32,500     (89,692

6 Mo. GBP LIBOR

  

0.81% Fixed

   GBP     30,449,000        03/18/25      Semi-Annual      4,232              (737,206     (741,438

6 Mo. GBP LIBOR

  

0.66% Fixed

   GBP     20,818,000        06/15/25      Semi-Annual             (9,099     (180,952     (171,853

6 Mo. GBP LIBOR

  

1.06% Fixed

   GBP     6,325,000        06/17/30      Semi-Annual             (13,739     (460,622     (446,883

6 Mo. GBP LIBOR

  

0.56% Fixed

   GBP     13,585,000        09/17/30      Semi-Annual      20,036              (15,256     (35,292

6 Mo. JPY LIBOR

  

0.00% Fixed

   JPY     2,811,383,000        12/15/24      Semi-Annual      9,174              31,398       22,224  

6 Mo. JPY LIBOR

  

0.00% Fixed

   JPY     786,371,000        09/16/30      Semi-Annual             (10,837     (6,672     4,165  

6 Mo. NOK NIBOR

  

0.75% Fixed

   NOK     181,341,000        09/16/25      Annual      1,270              71,246       69,976  

6 Mo. NOK NIBOR

  

0.88% Fixed

   NOK     270,162,000        09/21/25      Annual      24,433              108,867       84,434  

6 Mo. NOK NIBOR

  

1.53% Fixed

   NOK     158,043,000        06/18/30      Annual      112,421              313,222       200,801  

6 Mo. NOK NIBOR

  

1.03% Fixed

   NOK     82,893,000        09/16/30      Annual      6,814              104,521       97,707  
                

 

 

    

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $ 2,591,677      $ (137,751   $ (237,326   $ (2,691,252
                

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,085,000      AUD      707,790      USD    BCLY      06/04/20     $     $ (668
  1,698,000      AUD      1,107,488      USD    MSC      06/04/20             (858
  3,780,000      AUD      2,475,163      USD    BNP      06/04/20             (11,642
  117,130,000      BRL      21,582,826      USD    MSC      05/05/20             (51,181
  39,005,000      BRL      7,223,148      USD    JPM      05/05/20             (52,979
  19,560,000      BRL      3,715,805      USD    DEUT      05/05/20             (120,151
  29,934,000      CAD      21,278,078      USD    JPM      05/29/20       227,737        
  29,928,000      CAD      21,318,061      USD    MSC      05/29/20       183,443        
  1,000      CAD      711      USD    SSG      05/29/20       7        
  697,000      CAD      495,056      USD    JPM      06/04/20       5,706        
  2,090,000      CAD      1,500,748      USD    MSC      06/04/20       818        
  1,536,000      CAD      1,103,837      USD    BCLY      06/04/20       1,151       (1,445
  20,039,000      CHF      20,608,671      USD    BCLY      06/04/20       171,775        
  1,493,000      CHF      1,533,866      USD    CBK      06/04/20       14,375        
  838,395,000      CLP      978,405      USD    JPM      06/04/20       26,637        
  20,981,000      CNH      2,968,995      USD    MSC      06/04/20             (7,370
  2,381,000      EUR      2,580,376      USD    HSBC      05/29/20       30,336        
  1,682,000      EUR      1,813,963      USD    SSG      05/29/20       30,311        
  783,000      EUR      848,862      USD    MSC      05/29/20       9,679        
  49,469,000      EUR      53,613,562      USD    HSBC      06/04/20       634,054        
  11,369,000      EUR      12,339,958      USD    CBK      06/04/20       127,267        
  3,960,000      EUR      4,299,586      USD    JPM      06/04/20       42,942        
  639,000      EUR      693,674      USD    BCLY      06/04/20       7,052        
  639,000      EUR      693,862      USD    MSC      06/04/20       6,864        

 

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

 

 

  158  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,281,000      GBP      1,583,052      USD    BCLY      05/29/20     $ 30,552     $  
  3,506,000      GBP      4,352,485      USD    BCLY      06/04/20       63,936        
  3,507,000      GBP      4,360,008      USD    TDB      06/04/20       57,673        
  868,000      GBP      1,080,659      USD    JPM      06/04/20       12,739        
  41,552,000,000      IDR      2,756,900      USD    DEUT      06/04/20       23,639        
  629,040,000      INR      8,344,366      USD    SCB      06/04/20       1,716        
  138,288,000      JPY      1,288,909      USD    BCLY      06/04/20       335        
  467,232,000      JPY      4,372,232      USD    JPM      06/04/20             (16,281
  473,900,000      JPY      4,449,974      USD    SSG      06/04/20             (31,857
  98,921,219,000      JPY      924,394,003      USD    MSC      06/04/20             (2,162,560
  390,832,000      MXN      15,609,741      USD    CBK      06/04/20       513,439        
  138,783,000      NOK      13,081,321      USD    MSC      06/04/20       467,536        
  104,064,000      NZD      62,949,803      USD    JPM      06/04/20       873,052        
  3,478,000      NZD      2,112,375      USD    BCLY      06/04/20       20,697        
  9,814,000      PLN      2,353,353      USD    BOA      06/04/20       11,451        
  140,880,000      SEK      14,081,311      USD    MSC      06/04/20       364,115        
  4,925,000      SEK      491,445      USD    BCLY      06/04/20       13,550        
  3,812,000      SGD      2,673,446      USD    JPM      06/04/20       30,192        
  21,000      SGD      14,792      USD    SSG      06/04/20       102        
  80,210,000      THB      2,475,006      USD    JPM      06/04/20       4,070        
  6,697,000      TRY      953,445      USD    GSC      06/04/20             (2,405
  15,628,000      TRY      2,225,704      USD    BCLY      06/04/20             (6,375
  25,924,000      TWD      873,745      USD    JPM      06/04/20             (1,339
  225,471,000      TWD      7,628,794      USD    MSC      06/04/20             (41,147
  10,354,919      USD      16,249,000      AUD    BMO      05/29/20             (234,838
  1,123,456      USD      1,724,000      AUD    MSC      06/04/20             (119
  1,000,336      USD      1,552,000      AUD    BCLY      06/04/20             (11,142
  52,955,526      USD      81,913,000      AUD    UBS      06/04/20             (429,255
  94,537,680      USD      146,267,000      AUD    JPM      06/04/20       83       (788,320
  105,682,831      USD      163,827,000      AUD    CBA      06/04/20             (1,087,382
  11,647,749      USD      58,565,000      BRL    MSC      05/05/20       881,926        
  14,374,424      USD      78,010,000      BRL    JPM      05/05/20       34,087        
  3,604,201      USD      19,560,000      BRL    DEUT      05/05/20       8,547        
  7,207,265      USD      39,005,000      BRL    JPM      06/02/20       54,510        
  3,186,432      USD      17,360,000      BRL    MSC      06/02/20       2,947        
  112,924,787      USD      158,556,000      CAD    MSC      05/29/20             (988,355
  2,883,863      USD      4,005,000      CAD    BNP      06/04/20       6,460        
  12,096,450      USD      17,053,000      CAD    CIBC      06/04/20             (155,325
  51,760,353      USD      72,806,000      CAD    JPM      06/04/20             (547,317
  708,991,658      USD      995,442,000      CAD    MSC      06/04/20             (6,186,374
  17,868,929      USD      126,814,000      CNH    BOA      06/04/20             (31,815
  1,467,879      USD      5,948,932,000      COP    CBK      06/04/20             (29,763
  397,177,236      USD      2,729,819,000      DKK    MSC      06/04/20             (3,985,802
  147,805,386      USD      136,337,369      EUR    MSC      05/29/20             (1,685,398
  3,683,548      USD      3,376,000      EUR    MSC      06/04/20       133       (18,700
  9,947,960      USD      9,177,000      EUR    BCLY      06/04/20             (115,522
  61,337,265      USD      56,511,000      EUR    CBK      06/04/20             (632,595
  599,098,744      USD      551,732,000      EUR    BOA      06/04/20             (5,929,568
  2,626,062      USD      2,125,000      GBP    BCLY      05/29/20             (50,682
  24,645,709      USD      19,559,000      GBP    BOA      06/04/20       7,724        
  1,791,766      USD      1,422,000      GBP    MSC      06/04/20       508        
  73,893,335      USD      58,677,000      GBP    HSBC      06/04/20       30,334       (50,954
  9,541,519      USD      3,112,348,000      HUF    BNP      06/04/20             (129,094
  753,165      USD      11,900,000,000      IDR    MSC      06/04/20             (43,148
  1,250,427      USD      4,389,000      ILS    JPM      06/04/20             (9,848
  18,657,416      USD      1,432,703,000      INR    SCB      06/04/20             (351,639
  104,988,550      USD      11,479,700,000      JPY    MSC      05/11/20             (1,998,888
  147,993,731      USD      15,773,015,000      JPY    MSC      06/04/20       943,679        
  49,690,895      USD      5,287,951,000      JPY    BOA      06/04/20       391,920        
  49,514,249      USD      5,269,330,000      JPY    CBK      06/04/20       388,876        
  6,000,637      USD      639,716,000      JPY    JPM      06/04/20       36,637        
  1,689,089      USD      180,652,000      JPY    BCLY      06/04/20       5,605       (715
  180,213,633      USD      19,376,750,000      JPY    MSC      07/06/20             (537,474
  80,842,920      USD      8,688,900,000      JPY    JPM      07/27/20             (239,913

 

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

 

 

  159  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  195,986,101      USD      241,243,211,000      KRW    DEUT      06/04/20     $     $ (2,106,581
  697,865      USD      7,145,000      NOK    BCLY      06/04/20       326        
  2,167,274      USD      22,468,000      NOK    JPM      06/04/20             (26,192
  153,995,052      USD      1,633,772,000      NOK    MSC      06/04/20             (5,503,899
  1,114,698      USD      1,824,000      NZD    BCLY      06/04/20             (3,968
  502,675      USD      829,000      NZD    JPM      06/04/20             (5,754
  4,093,658      USD      6,755,000      NZD    WEST      06/04/20             (49,210
  244,739,469      USD      404,175,000      NZD    MSC      06/04/20       1,296       (3,143,925
  3,947,532      USD      13,332,000      PEN    BNP      06/04/20       6,892        
  14,610,980      USD      60,931,000      PLN    BOA      06/04/20             (71,092
  14,743,817      USD      1,104,194,000      RUB    BOA      06/04/20             (51,472
  4,670,445      USD      45,795,000      SEK    BCLY      06/04/20             (25,241
  1,567,071      USD      15,722,000      SEK    CBK      06/04/20             (45,018
  3,309,101      USD      32,724,000      SEK    JPM      06/04/20             (46,323
  214,748,449      USD      2,148,217,000      SEK    MSC      06/04/20       691       (5,524,174
  496,746      USD      700,000      SGD    BCLY      06/04/20       275        
  5,623,214      USD      8,018,000      SGD    JPM      06/04/20             (63,504
  10,146,607      USD      328,192,000      THB    JPM      06/04/20       3,073        
  5,117,153      USD      36,232,000      TRY    BOA      06/04/20             (28,146
  8,342,097      USD      59,178,000      TRY    BCLY      06/04/20             (61,758
  20,600,529      USD      146,137,000      TRY    GSC      06/04/20             (152,355
  8,966,525      USD      267,319,000      TWD    BNP      06/04/20             (29,410
  7,545,671      USD      139,527,000      ZAR    GSC      06/04/20       46,124        
  40,889,574      USD      781,089,000      ZAR    BCLY      06/04/20             (1,093,797
  37,152,000      ZAR      1,944,886      USD    BCLY      06/04/20       52,026        
  64,600,000      ZAR      3,520,753      USD    JPM      06/04/20             (48,516
                

 

 

   

 

 

 
 

Total foreign currency contracts

    $ 6,913,627     $ (46,858,538
 

 

 

   

 

 

 

 

 

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

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

United States

   $ 118,205     $     $ 118,205     $     —  

Asset & Commercial Mortgage-Backed Securities

     359,741,650             359,741,650        

Corporate Bonds

     745,567,327             745,567,327        

Foreign Government Obligations

     2,579,888,972             2,579,888,972        

Senior Floating Rate Interests

     140,166,496             140,166,496        

U.S. Government Agencies

     111,411,011             111,411,011        

U.S. Government Securities

     466,872,521             466,872,521        

Convertible Bonds

     8,094,035             8,094,035        

Preferred Stocks

     475,805       475,805              

Convertible Preferred Stocks

     572,700       572,700              

Short-Term Investments

     547,206,408       542,264,031       4,942,377        

Purchased Options

     2,948,242       709,750       2,238,492        

Foreign Currency Contracts(2)

     6,913,627             6,913,627        

Futures Contracts(2)

     125,974       125,974              

Swaps - Credit Default(2)

     11,121,956             11,121,956        

Swaps - Interest Rate(2)

     6,925,598             6,925,598        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 4,988,150,527     $ 544,148,260     $ 4,444,002,267     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (46,858,538   $     $ (46,858,538   $  

Futures Contracts(2)

     (6,968,558     (6,968,558            

Swaps - Credit Default(2)

     (3,461,342           (3,461,342      

Swaps - Interest Rate(2)

     (9,616,850           (9,616,850      

Written Options

     (795,181     (266,250     (528,931      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (67,700,469   $ (7,234,808   $ (60,465,661   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

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

 

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

 

 

  160  

 


Hartford Fixed Income Funds

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

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

NAB

   National Australia Bank Limited

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SGG

   Societe Generale Group

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CLP

   Chilean Peso

CNH

   Chinese Renminbi

CNY

   Chinese Yuan

COP

   Colombian Peso

CZK

   Czech Koruna

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

KRW

   South Korean Won

KZT

   Kazakhstani Tenge

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NGN

   Nigerian Naira

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RON

   New Romanian Leu

RUB

   Russian Ruble

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

UYU

   Uruguayan Peso

ZAR

   South African Rand
Index Abbreviations:

BADLAR

   Buenos Aires Deposits of Large Amount Rate

CMT

   Constant Maturity Treasury Index

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets

ICE

   Intercontinental Exchange, Inc.

MSCI

   Morgan Stanley Capital International
Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

Facs

   Facilities

GO

   General Obligation
Municipal Abbreviations: – (continued)

Redev

   Redevelpoment

Rev

   Revenue

VA

   Veterans Administration
Other Abbreviations:

BUBOR

   Budapest Interbank Offered Rate

BZDIOVRA

   Brazil Cetip Interbank Deposit Rate

CJSC

   Closed Joint Stock Company

CLICP

   Sinacofi Chile Interbank Offered Rate

CLO

   Collateralized Loan Obligation

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

JIBAR

   Johannesburg Interbank Agreed Rate

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

MUNIPSA

   Municipal Swap Index Yield

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PIK

   Payment-in-kind

PJSC

   Private Joint Stock Company

PRIBOR

   Prague Interbank Offered Rate

PT

   Perseroan Terbatas

TBA

   To Be Announced

THBFIX

   Thai Baht Interest Rate Fixing

TIIE

   Interbank Equilibrium Interest Rate

UMBS

   Uniform Mortgage-Backed Securities

WIBOR

   Warsaw Interbank Offered Rate
 

 

 

  161  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2020 (Unaudited)

 

 

 

    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
 

Assets:

 

 

Investments in securities, at market value(1)

  $ 76,337,436     $ 1,951,217,229     $ 341,073,051     $ 305,405,104     $ 552,285,571     $ 53,549,899     $ 1,157,280,274  

Cash

          80,850       1,072,163             6,260       650,594       9,925  

Cash collateral due from broker on futures contracts

                640,026                          

Cash collateral due from broker on swap contracts

    1,945,000       8,550,000                   350,000              

Foreign currency

    63,782       11,472,474       3,408,986             228,312              

Unrealized appreciation on OTC swap contracts

    598,897       1,937,096       722,493                          

Unrealized appreciation on foreign currency contracts

    4,690,044       40,146       5,787       468       565,859              

Receivables:

             

Investment securities sold

    1,806,055       102,616,967       24,088,634       3,744,391       21,522,182              

Fund shares sold

    13,153       3,370,622       807,521       378,189       159,412       253,045       5,930,760  

Dividends and interest

    890,596       9,940,413       1,872,763       5,005,938       960,351       624,655       13,893,123  

Securities lending income

                                         

Variation margin on futures contracts

    76,234                         48,486              

Variation margin on centrally cleared swap contracts

    12,603                   395,273                    

Tax reclaims

    72,684                   2,587                    

OTC swap contracts premiums paid

                            1,918              

Other assets

    89,426       120,157       92,597       106,021       63,717       59,360       85,885  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total assets

    86,595,910       2,089,345,954       373,784,021       315,037,971       576,192,068       55,137,553       1,177,199,967  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

 

 

Unrealized depreciation on foreign currency contracts

    6,342,593       2,221,767       432,370       100,293       724,176              

Unrealized depreciation on bond forward contracts

                            15,270              

Due to custodian

    245,481                                      

Due to custodian – foreign cash

                                         

Obligation to return securities lending collateral

                                         

Unrealized depreciation on OTC swap contracts

    560,115       7,373,463       594,552             2,597,333              

Cash collateral due to broker on swap contracts

    210,000       1,570,000                   1,316,000              

TBA sale commitments, at market value

                                         

Unfunded loan commitments

          5,330,194       1,247,371                          

Payables:

             

Investment securities purchased

    804,888       128,219,668       39,205,882             96,481,074       1,088,851       1,753,902  

Fund shares redeemed

    101,791       7,234,674       1,276,273       575,918       264,517       179,202       2,585,054  

Investment management fees

    48,488       1,028,099       182,853       166,204       149,737       14,882       307,118  

Transfer agent fees

    36,190       568,363       95,392       113,400       129,274       5,519       160,107  

Accounting services fees

    965       25,056       3,897       3,815       5,728       634       14,325  

Board of Directors’ fees

    746       17,317       2,354       1,259       1,922       56       1,992  

Variation margin on futures contracts

                                         

Variation margin on centrally cleared swap contracts

                            83,115              

Foreign taxes

    1,164                                      

Distribution fees

    325       51,064       6,405       8,529       9,679       1,210       18,179  

Distributions payable

          1,566,973       8,147       21,658             217       255,351  

Written options

    267,685                                      

Accrued expenses

    40,634       173,680       329,336       42,018       36,043       17,080       15,847  

OTC swap contracts premiums received

          138,823       26,418             447,949              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total liabilities

    8,661,079       155,519,141       43,411,250       1,033,094       102,261,817       1,307,651       5,111,875  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

  $ 77,934,831     $ 1,933,826,813     $ 330,372,771     $ 314,004,877     $ 473,930,251     $ 53,829,902     $     1,172,088,092  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

 

 

Capital stock and paid-in-capital

  $     169,138,229     $ 2,626,902,056     $ 429,034,144     $ 362,693,195     $ 546,664,899     $ 54,271,450     $ 1,181,056,755  

Distributable earnings (loss)

    (91,203,398     (693,075,243     (98,661,373     (48,688,318     (72,734,648     (441,548     (8,968,663
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

  $ 77,934,831     $     1,933,826,813     $     330,372,771     $     314,004,877     $ 473,930,251     $ 53,829,902     $     1,172,088,092  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Shares authorized

    610,000,000       3,460,000,000       610,000,000       610,000,000           6,355,000,000           350,000,000       870,000,000  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Par value

  $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class A:  Net asset value per share

  $ 4.98     $ 7.54     $ 8.61     $ 6.68     $ 10.55     $ 10.30     $ 8.52  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

  $ 5.21     $ 7.77     $ 8.88     $ 6.99     $ 11.05     $ 10.79     $ 8.92  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    899,099       79,685,329       7,418,086       31,309,432       17,180,026       2,940,970       47,556,762  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 4,473,662     $ 600,941,127     $ 63,846,346     $ 209,032,742     $ 181,198,245     $ 30,300,467     $ 405,016,789  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  162  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

    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
 

Class C:  Net asset value per share

  $ 4.98     $ 7.61     $ 8.68     $ 6.66     $ 10.19     $ 10.30     $ 8.52  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    398,971       42,067,326       4,933,070       3,939,399       2,537,222       459,942       7,624,145  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 1,987,345     $ 320,258,502     $ 42,828,403     $ 26,225,605     $ 25,865,160     $ 4,738,634     $ 64,980,727  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class I:  Net asset value per share

  $ 4.95     $ 7.53     $ 8.56     $ 6.70     $ 10.75     $ 10.27     $ 8.52  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    2,220,728       111,957,172       22,436,892       2,570,650       4,020,669       1,273,387       67,083,693  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 11,001,801     $ 843,276,677     $ 192,072,709     $ 17,212,305     $ 43,214,227     $ 13,079,373     $ 571,478,326  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R3:  Net asset value per share

  $ 4.96     $ 7.59     $ 8.63     $ 6.68     $ 10.35     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    1,975       618,861       16,432       268,089       3,287,587              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 9,787     $ 4,697,384     $ 141,741     $ 1,790,705     $ 34,018,801     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R4:  Net asset value per share

  $ 4.95     $ 7.54     $ 8.59     $ 6.69     $ 10.55     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    7,920       316,994       36,779       141,567       612,976              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 39,234     $ 2,388,900     $ 315,887     $ 946,932     $ 6,467,936     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R5:  Net asset value per share

  $ 4.75     $ 7.53     $ 8.56     $ 6.65     $ 10.71     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    8,349       142,109       1,155,383       99,267       110,211              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 39,684     $ 1,069,894     $ 9,891,797     $ 660,161     $ 1,180,684     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class R6:  Net asset value per share

  $     $     $     $     $     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

                                         
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $     $     $     $     $     $     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class Y:  Net asset value per share

  $ 4.92     $ 7.51     $ 8.57     $ 6.64     $ 10.77     $     $ 8.51  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    11,646,533       5,254,760       866,734       249,597       2,705,314             1,727,469  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 57,291,260     $ 39,441,354     $ 7,425,945     $ 1,656,238     $ 29,138,499     $     $ 14,707,214  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Class F:  Net asset value per share

  $ 4.96     $ 7.54     $ 8.58     $ 6.68     $ 10.74     $ 10.28     $ 8.51  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

    623,832       16,158,063       1,614,620       8,454,688       14,226,682       555,378       13,623,875  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

  $ 3,092,058     $ 121,752,975     $ 13,849,943     $ 56,480,189     $ 152,846,699     $ 5,711,428     $ 115,905,036  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Cost of investments

  $     84,400,083     $     2,226,067,135     $     385,952,996     $     334,250,671     $     541,575,200     $     54,059,883     $     1,166,675,306  

Cost of foreign currency

  $ 80,121     $ 11,466,861     $ 3,407,277     $     $ 229,582     $     $  

Cost of bank overdraft – foreign cash

  $     $     $     $     $     $     $  

Proceeds of TBA sale commitments

  $     $     $     $     $     $     $  

Proceeds of written option contracts

  $ 115,336     $     $     $     $     $     $  

(1) Includes Investment in securities on loan, at market value

  $     $     $     $     $     $     $  

 

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

 

 

  163  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Hartford
Municipal Short
Duration Fund
    The Hartford
Quality Bond
Fund
     The Hartford
Short Duration
Fund
    The Hartford
Strategic Income
Fund
    The Hartford
Total Return
Bond Fund
     The Hartford
World Bond
Fund
 

Assets:

 

         

Investments in securities, at market value(1)

   $ 23,174,570     $ 181,213,493      $ 1,403,894,222     $ 990,555,456     $ 3,098,098,414      $ 4,963,063,372  

Cash

           9,108        9,997       91,429       50,900        172,237  

Cash collateral due from broker on futures contracts

                                      

Cash collateral due from broker on swap contracts

           781,000                    1,330,000         

Foreign currency

                  1,499,095       2,157,720       752,907        5,829,142  

Unrealized appreciation on OTC swap contracts

                        1,646,596       149        1,121,086  

Unrealized appreciation on foreign currency contracts

                        2,071,218       2,740,814        6,913,627  

Receivables:

              

Investment securities sold

           62,706,635        417,743       13,776,392       253,074,816        151,833,753  

Fund shares sold

     14,008       198,965        5,174,773       3,002,747       3,537,553        15,318,256  

Dividends and interest

     278,305       280,779        7,908,352       7,259,927       13,072,880        19,988,245  

Securities lending income

                  1,066       104,304       5,103        4,073  

Variation margin on futures contracts

                  1,138,088       223,992       259,649         

Variation margin on centrally cleared swap contracts

           63,075              56,930       172,174        2,168,483  

Tax reclaims

                        25,006       1,400        6,258  

OTC swap contracts premiums paid

                        376,107       758,864        757,992  

Other assets

     49,014       68,781        162,116       102,565       204,714        243,201  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total assets

     23,515,897       245,321,836        1,420,205,452       1,021,450,389       3,374,060,337        5,167,419,725  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities:

 

         

Unrealized depreciation on foreign currency contracts

                  210,290       1,373,517       499,011        46,858,538  

Unrealized depreciation on bond forward contracts

                                      

Due to custodian

                                      

Due to custodian – foreign cash

           186                            

Obligation to return securities lending collateral

                  3,532,577       27,958,209       7,066,284        7,546,734  

Unrealized depreciation on OTC swap contracts

                        7,748,125       10,602,632        14,114  

Cash collateral due to broker on swap contracts

                        1,710,000       2,970,000        3,811,000  

TBA sale commitments, at market value

           39,649,409                    26,872,137         

Unfunded loan commitments

                  335,023       417,142       44,451         

Payables:

              

Investment securities purchased

           66,946,382        22,632,499       104,353,997       934,131,535        152,011,813  

Fund shares redeemed

     8,896       214,461        6,508,306       1,014,168       2,712,421        7,462,529  

Investment management fees

     6,802       48,352        429,688       361,193       548,934        2,353,477  

Transfer agent fees

     3,387       7,939        261,869       123,448       363,629        804,131  

Accounting services fees

     290       1,804        16,727       10,167       28,443        60,230  

Board of Directors’ fees

     104       286        3,187       876       4,821        16,161  

Variation margin on futures contracts

           16,560                           3,343,508  

Variation margin on centrally cleared swap contracts

                                      

Foreign taxes

                        2,062               

Distribution fees

     544       2,081        27,137       10,782       31,097        20,031  

Distributions payable

     38              217,858             110,010         

Written options

                        5,877,302       3,351,550        795,181  

Accrued expenses

     17,579       15,896        42,704       48,669       146,489        625,502  

OTC swap contracts premiums received

                        4,809,341       6,008,110        2,460,078  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total liabilities

     37,640       106,903,356        34,217,865       155,818,998       995,491,554        228,183,027  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Net assets

   $ 23,478,257     $ 138,418,480      $ 1,385,987,587     $ 865,631,391     $ 2,378,568,783      $ 4,939,236,698  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

 

         

Capital stock and paid-in-capital

   $ 23,820,154     $ 133,468,094      $ 1,413,028,649     $ 934,033,440     $ 2,316,087,658      $ 4,954,453,053  

Distributable earnings (loss)

     (341,897     4,950,386        (27,041,062     (68,402,049     62,481,125        (15,216,355
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Net assets

   $ 23,478,257     $     138,418,480      $     1,385,987,587     $ 865,631,391     $     2,378,568,783      $     4,939,236,698  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Shares authorized

         350,000,000       560,000,000        760,000,000           1,100,000,000       1,150,000,000        1,550,000,000  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010     $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 9.86     $ 10.53      $ 9.69     $ 8.24     $ 10.82      $ 10.45  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.32     $ 11.03      $ 9.89     $ 8.63     $ 11.33      $ 10.94  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

         Shares outstanding

     1,830,104       2,304,734        72,677,776       23,334,682       96,089,387        39,529,957  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 18,036,071     $ 24,279,534      $ 704,359,122     $ 192,301,541     $ 1,039,605,046      $ 412,953,142  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

 

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

 

 

  164  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Hartford
Municipal Short
Duration Fund
     The Hartford
Quality Bond
Fund
     The Hartford
Short Duration
Fund
     The Hartford
Strategic Income
Fund
     The Hartford
Total Return
Bond Fund
     The Hartford
World Bond
Fund
 

Class C:  Net asset value per share

   $ 9.85      $ 10.46      $ 9.69      $ 8.30      $ 10.95      $ 10.23  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     145,076        1,235,903        8,724,915        6,185,087        2,166,942        7,511,069  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,429,076      $ 12,933,453      $ 84,567,911      $ 51,326,743      $ 23,717,799      $ 76,861,695  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 9.84      $ 10.49      $ 9.67      $ 8.27      $ 10.79      $ 10.53  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     240,373        2,098,788        36,577,430        50,970,550        14,216,215        190,529,222  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,365,938      $ 22,021,393      $ 353,791,261      $ 421,420,030      $ 153,332,960      $ 2,005,393,924  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $      $ 10.52      $ 9.67      $ 8.23      $ 11.12      $ 10.38  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

            12,964        139,429        94,295        398,001        175,837  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 136,371      $ 1,348,954      $ 775,641      $ 4,425,480      $ 1,824,833  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $      $ 10.52      $ 9.67      $ 8.24      $ 11.02      $ 10.45  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

            1,206        505,879        25,794        899,799        1,393,560  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 12,684      $ 4,894,356      $ 212,462      $ 9,917,943      $ 14,556,298  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $      $ 10.51      $ 9.65      $ 8.23      $ 10.95      $ 10.53  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

            1,614        176,301        943,296        147,482        675,844  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 16,966      $ 1,702,019      $ 7,764,509      $ 1,615,591      $ 7,115,404  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $ 9.62      $ 8.23      $ 10.87      $ 10.57  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   1,217        294,596        5,140,387        6,441,023  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $        11,710      $ 2,425,319      $ 55,885,426      $ 68,051,844  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $      $ 10.56      $ 9.63      $ 8.22      $ 10.89      $ 10.56  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

            25,058        822,845        3,826,781        31,525,635        35,770,710  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $ 264,611      $ 7,926,988      $ 31,464,373      $ 343,338,932      $ 377,703,267  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.85      $ 10.48      $ 9.67      $ 8.26      $ 10.72      $ 10.54  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     167,196        7,512,691        23,520,410        19,115,082        69,660,018        187,349,627  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,647,172      $ 78,753,468      $ 227,385,266      $ 157,940,773      $ 746,729,606      $ 1,974,776,291  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     23,502,730      $     177,156,628      $     1,420,310,159      $     1,058,451,279      $     3,008,604,650      $     5,051,125,105  

Cost of foreign currency

   $      $      $ 1,498,313      $ 2,190,553      $ 752,670      $ 4,661,143  

Cost of bank overdraft – foreign cash

   $      $ 184      $      $      $      $  

Proceeds of TBA sale commitments

   $      $ 39,588,072      $      $      $ 26,857,358      $  

Proceeds of written option contracts

   $      $      $      $ 6,796,486      $ 3,765,840      $ 1,002,852  

(1) Includes Investment in securities on loan, at market value

   $      $      $ 3,455,006      $ 27,169,666      $ 6,821,132      $ 7,174,214  

 

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

 

 

  165  

 


Hartford Fixed Income Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

    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
 

Investment Income:

 

     

Dividends

  $     $     $ 40,896     $ 79,156     $     $     $  

Interest

    3,385,778       63,986,296       9,878,457       10,057,604       5,680,719       625,840       16,707,415  

Securities lending

    5,622                         1,082              

Less: Foreign tax withheld

    (51,023           (10           (29,512            
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

    3,340,377       63,986,296       9,919,343       10,136,760       5,652,289       625,840       16,707,415  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

     

Investment management fees

    455,143       8,186,906       1,352,681       1,134,259       1,130,285       79,330       1,873,587  

Transfer agent fees

 

     

Class A

    5,322       384,394       48,792       206,522       166,421       7,185       131,627  

Class C

    2,608       205,740       29,797       22,367       25,222       1,922       24,302  

Class I

    21,228       472,040       97,787       11,513       28,517       4,683       187,149  

Class R3

    12       6,276       219       1,891       41,387              

Class R4

    38       2,315       291       834       5,851              

Class R5

    8       679       6,120       426       817              

Class R6

                                         

Class Y

    41,943       25,402       6,841       3,379       13,256             7,036  

Class F

    75       1,686       289       676       278       53       927  

Distribution fees

 

     

Class A

    6,462       878,333       99,994       280,433       225,798       33,931       520,261  

Class C

    12,382       1,998,170       254,876       152,744       147,134       19,392       337,822  

Class R3

    28       14,394       501       4,950       94,391              

Class R4

    56       3,430       430       1,229       8,878              

Custodian fees

    19,353       10,616       4,441       3,520       5,375       1,626       4,934  

Registration and filing fees

    60,185       77,657       54,848       57,369       52,226       32,999       85,503  

Accounting services fees

    9,647       214,109       30,623       27,601       38,552       3,280       84,659  

Board of Directors’ fees

    1,777       37,711       5,271       4,530       6,375       504       14,318  

Audit fees

    13,735       19,702       19,698       13,600       16,271       13,591       13,594  

Other expenses

    13,824       184,159       36,139       39,675       35,523       5,552       42,384  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

    663,826       12,723,719       2,049,638       1,967,518       2,042,557       204,048       3,328,103  

Expense waivers

    (101,826     (32,397     (156,261     (161,564     (134,988     (51,068      

Transfer agent fee waivers

          (2,150                 (14,622            

Distribution fee reimbursements

    (90     (2,508     (127     (2,305     (3,048     (23     (1,504
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

    (101,916     (37,055     (156,388     (163,869     (152,658     (51,091     (1,504
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

    561,910       12,686,664       1,893,250       1,803,649       1,889,899       152,957       3,326,599  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

    2,778,467       51,299,632       8,026,093       8,333,111       3,762,390       472,883       13,380,816  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

             

Net realized gain (loss) on investments

    (6,745,196     (105,377,874     (14,428,298     (2,103,305     2,234,561       70,702       5,118,484  

Less: Foreign taxes paid on realized capital gains

    (41,452                                    

Net realized gain (loss) on purchased options contracts

    242,198                                      

Net realized gain (loss) on futures contracts

    12,788                         348,237              

Net realized gain (loss) on written options contracts

    200,848                                      

Net realized gain (loss) on swap contracts

    92,011       (4,064,943     (1,959,346     (393,984     (1,467,324            

Net realized gain (loss) on bond forward contracts

                            1,874,940              

Net realized gain (loss) on foreign currency contracts

    (1,475,298     7,576,086       1,495,282       287,430       1,205,822              

Net realized gain (loss) on other foreign currency transactions

    (159,135     (293,703     (57,385     (3,888     6,715              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

    (7,873,236     (102,160,434     (14,949,747     (2,213,747     4,202,951       70,702       5,118,484  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

             

Net unrealized appreciation (depreciation) of investments*

    (8,736,950     (164,453,969     (29,574,519     (31,168,332     4,376,325       (2,191,546     (56,942,462

Net unrealized appreciation (depreciation) of purchased options contracts

    121,831                         (69,005            

Net unrealized appreciation (depreciation) of futures contracts

    10,481                         (492,766            

Net unrealized appreciation (depreciation) of written options contracts

    (223,665                                    

Net unrealized appreciation (depreciation) of swap contracts

    (226,294     (5,448,646     117,886       5,062       (3,534,210            

Net unrealized appreciation (depreciation) of bond forward contracts

                            (252,936            

Net unrealized appreciation (depreciation) of foreign currency contracts

    (3,116,572     (970,073     (156,959     (63,433     (35,906            

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

    (94,973     (69,756     (97,908     (317     (3,395            
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

    (12,266,142     (170,942,444     (29,711,500     (31,227,020     (11,893     (2,191,546     (56,942,462
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

    (20,139,378     (273,102,878     (44,661,247     (33,440,767     4,191,058       (2,120,844     (51,823,978
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

  $ (17,360,911   $ (221,803,246   $ (36,635,154   $ (25,107,656   $ 7,953,448     $ (1,647,961   $ (38,443,162
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

  $ 39,930     $     $     $     $     $     $  

 

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

 

 

  166  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

    Hartford
Municipal
Short Duration
Fund
    The Hartford
Quality Bond
Fund
    The Hartford
Short Duration
Fund
    The Hartford
Strategic Income
Fund
    The Hartford
Total Return
Bond Fund
    The Hartford
World

Bond Fund
 

Investment Income:

 

         

Dividends

  $     $     $     $ 234,692     $ 8,344     $ 51,193  

Interest

    285,569       1,916,758       22,598,504       16,351,288       34,508,905       45,503,265  

Securities lending

                11,436       108,527       35,991       51,068  

Less: Foreign tax withheld

                      (189     5,628       (249,833
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

    285,569       1,916,758       22,609,940       16,694,318       34,558,868       45,355,693  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

         

Investment management fees

    41,765       278,648       2,688,054       2,014,791       3,245,765       15,156,914  

Transfer agent fees

 

         

Class A

    5,313       11,405       506,834       143,408       594,574       264,255  

Class C

    1,078       6,134       44,337       28,926       24,582       44,278  

Class I

    1,154       2,549       183,090       93,879       37,072       1,034,420  

Class R3

          140       1,806       703       5,067       2,019  

Class R4

          10       3,216       175       8,762       5,565  

Class R5

          13       814       4,410       622       3,819  

Class R6

                      34       844       362  

Class Y

          8       5,007       4,808       116,456       241,772  

Class F

    27       155       2,636       961       3,335       19,096  

Distribution fees

 

         

Class A

    23,009       23,078       840,554       247,073       1,225,217       526,579  

Class C

    6,956       52,534       412,911       259,234       126,461       391,277  

Class R3

          337       4,097       1,776       11,779       4,604  

Class R4

          15       8,568       265       12,919       14,691  

Custodian fees

    1,622       2,661       6,615       27,443       18,383       179,196  

Registration and filing fees

    30,909       54,608       137,889       78,497       97,331       152,637  

Accounting services fees

    1,724       10,956       110,757       64,111       191,707       438,576  

Board of Directors’ fees

    284       1,703       17,600       9,054       27,893       68,378  

Audit fees

    13,591       13,591       16,271       19,717       20,730       17,430  

Other expenses

    5,044       9,196       85,900       40,698       171,145       556,588  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

    132,476       467,741       5,076,956       3,039,963       5,940,644       19,122,456  

Expense waivers

    (50,090     (64,645           (44,593            

Transfer agent fee waivers

                (66,575                 (71,508

Distribution fee reimbursements

    (117     (456     (64,334     (668     (6,144     (756
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

    (50,207     (65,101     (130,909     (45,261     (6,144     (72,264
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

    82,269       402,640       4,946,047       2,994,702       5,934,500       19,050,192  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

    203,300       1,514,118       17,663,893       13,699,616       28,624,368       26,305,501  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

           

Net realized gain (loss) on investments

    (15,346     1,333,171       791,667       6,635,030       38,100,688       (23,751,252

Net realized gain (loss) on purchased options contracts

          636,872                   1,986,979       5,295,139  

Net realized gain (loss) on futures contracts

          2,226,357       (2,408,751     7,776,066       2,297,833       (23,152,915

Net realized gain (loss) on written options contracts

                      7,004,807       2,340,759       1,215,128  

Net realized gain (loss) on swap contracts

          (858,331           (7,411,956     (13,765,363     (5,400,701

Net realized gain (loss) on foreign currency contracts

          184,655       654,870       3,743,090       2,476,782       107,254,560  

Net realized gain (loss) on other foreign currency transactions

          (56,858     (123,720     (227,057     237,520       (4,985,404
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

    (15,346     3,465,866       (1,085,934     17,519,980       33,675,198       56,474,555  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments,
Other Financial Instruments and Foreign Currency Transactions:

           

Net unrealized appreciation (depreciation) of investments*

    (702,698     617,812       (35,474,031     (58,903,251     27,553,099       (118,945,469

Net unrealized appreciation (depreciation) of purchased options contracts

          32,696             (144,543     (30,076     (3,564,593 )  

Net unrealized appreciation (depreciation) of futures contracts

          1,750,318       (2,092,576     6,886,168       (6,934,847     (4,028,319

Net unrealized appreciation (depreciation) of written options contracts

                      919,184       414,290       281,021  

Net unrealized appreciation (depreciation) of swap contracts

          (831,833           (6,519,674     (21,720,131     7,621,034  

Net unrealized appreciation (depreciation) of foreign currency contracts

          (72,599     (78,777     884,688       2,274,535       (3,142,346

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

          2,200       32,076       (55,800     (4,730     25,698  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

    (702,698     1,498,594       (37,613,308     (56,933,228     1,552,140       (121,752,974
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

    (718,044     4,964,460       (38,699,242     (39,413,248     35,227,338       (65,278,419
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

  $ (514,744   $ 6,478,578     $ (21,035,349   $ (25,713,632   $ 63,851,706     $ (38,972,918
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

  $     $     $     $ 1,519     $     $  

 

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

 

 

  167  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets

 

 

 

    The Hartford
Emerging Markets
Local Debt Fund
    The Hartford
Floating Rate Fund
    The Hartford
Floating Rate High
Income Fund
 
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

           

Net investment income (loss)

  $ 2,778,467     $ 8,428,530     $ 51,299,632     $ 157,162,480     $ 8,026,093     $ 22,556,920  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

    (7,873,236     (4,079,220     (102,160,434     (71,470,889     (14,949,747     (10,909,006

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

    (12,266,142     16,790,262       (170,942,444     (33,040,742     (29,711,500     (2,699,309
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

    (17,360,911     21,139,572       (221,803,246     52,650,849       (36,635,154     8,948,605  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

           

From distributable earnings:

           

Class A

    (118,135     (273,930     (13,775,739     (42,605,947     (1,669,137     (5,529,280

Class C

    (46,034     (110,197     (6,331,718     (22,638,862     (873,805     (3,003,151

Class I

    (713,068     (2,566,171     (24,813,637     (90,636,129     (4,711,801     (16,428,547

Class R3

    (258     (539     (105,603     (376,778     (3,882     (13,989

Class R4

    (1,033     (2,112     (53,835     (266,268     (7,187     (35,353

Class R5

    (834     (537     (23,550     (79,179     (238,985     (748,328

Class Y

    (1,850,960     (4,366,605     (1,196,993     (20,696,019     (277,899     (900,369

Class F

    (104,551     (243,778     (7,208,750     (6,124,743     (411,709     (1,921,024

From tax return of capital:

           

Class A

          (148,327           (1,460,670           (230,158

Class C

          (59,669           (776,134           (125,007

Class I

          (1,389,531           (3,107,298           (683,844

Class R3

          (292           (12,917           (582

Class R4

          (1,144           (9,129           (1,472

Class R5

          (291           (2,716           (31,150

Class Y

          (2,364,429           (709,527           (37,478

Class F

          (132,001           (209,976           (79,963
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

    (2,834,873     (11,659,553     (53,509,825     (189,712,292     (8,194,405     (29,769,695
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

           

Sold

    18,483,380       62,177,421       430,030,254       1,325,514,267       100,356,024       153,965,801  

Issued on reinvestment of distributions

    2,781,845       10,832,065       38,462,538       137,251,452       8,127,372       29,427,171  

Redeemed

        (64,256,439         (104,817,681         (1,268,729,329         (2,429,056,377         (145,962,859         (326,786,629
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

    (42,991,214     (31,808,195     (800,236,537     (966,290,658     (37,479,463     (143,393,657
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

    (63,186,998     (22,328,176     (1,075,549,608     (1,103,352,101     (82,309,022     (164,214,747
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

           

Beginning of period

    141,121,829       163,450,005       3,009,376,421       4,112,728,522       412,681,793       576,896,540  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

  $ 77,934,831     $ 141,121,829     $ 1,933,826,813     $ 3,009,376,421     $ 330,372,771     $ 412,681,793  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  168  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
High Yield Fund
    The Hartford
Inflation Plus Fund
    Hartford
Municipal Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

            

Net investment income (loss)

   $ 8,333,111     $ 16,736,025     $ 3,762,390     $ 9,114,001     $ 472,883     $ 817,364  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (2,213,747     (5,168,742     4,202,951       1,468,863       70,702       347,522  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (31,227,020     14,830,462       (11,893     19,372,434       (2,191,546     1,964,849  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (25,107,656     26,397,745       7,953,448       29,955,298       (1,647,961     3,129,735  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (5,222,762     (11,031,277     (3,116,146     (6,844,656     (438,297     (499,781

Class C

     (595,636     (1,504,587     (177,866     (1,450,053     (47,256     (73,330

Class I

     (479,211     (1,125,096     (1,004,272     (1,996,980     (167,289     (198,879

Class R3

     (43,120     (84,098     (542,803     (1,433,971            

Class R4

     (22,906     (58,679     (124,519     (318,779            

Class R5

     (19,235     (36,875     (30,265     (103,759            

Class Y

     (272,893     (105,267     (473,560     (1,069,785            

Class F

     (1,567,886     (3,199,002     (3,168,243     (5,780,258     (75,242     (70,158
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (8,223,649     (17,144,881     (8,637,674     (18,998,241     (728,084     (842,148
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     64,211,841       95,955,323       47,906,327       75,425,184       26,160,287       23,267,784  

Issued on reinvestment of distributions

     8,013,933       16,785,736       8,418,723       18,456,778       726,394       824,510  

Redeemed

     (83,363,408     (92,741,566     (86,053,498         (143,331,898     (6,919,112         (16,776,434
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (11,137,634     19,999,493       (29,728,448     (49,449,936     19,967,569       7,315,860  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (44,468,939     29,252,357       (30,412,674     (38,492,879     17,591,524       9,603,447  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     358,473,816       329,221,459       504,342,925       542,835,804       36,238,378       26,634,931  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     314,004,877     $     358,473,816     $     473,930,251     $ 504,342,925     $     53,829,902     $ 36,238,378  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  169  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Municipal Opportunities Fund
    Hartford Municipal
Short Duration Fund
    The Hartford
Quality Bond Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

            

Net investment income (loss)

   $ 13,380,816     $ 23,873,544     $ 203,300     $ 458,188     $ 1,514,118     $ 3,356,801  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     5,118,484       (73,735     (15,346     119,839       3,465,866       4,469,005  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (56,942,462     53,221,667       (702,698     611,613       1,498,594       4,291,886  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (38,443,162     77,021,476       (514,744     1,189,640       6,478,578       12,117,692  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (4,532,808     (8,905,141     (202,599     (283,102     (200,594     (330,722

Class C

     (479,214     (1,252,898     (10,248     (41,791     (77,009     (84,509

Class I

     (6,810,763     (12,294,014     (28,269     (109,884     (132,123     (86,470

Class R3

                             (1,286     (3,928

Class R4

                             (152     (361

Class R5

                             (322     (1,000

Class Y

     (180,860     (432,881                 (1,172     (542

Class F

     (1,380,707     (1,989,043     (21,771     (29,612     (1,441,885     (3,745,734
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (13,384,352     (24,873,977     (262,887     (464,389     (1,854,543     (4,253,266
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     354,143,271       483,179,901       9,437,620       19,534,515       44,518,422       28,334,628  

Issued on reinvestment of distributions

     11,649,131       21,362,921       262,496       453,723       1,854,030       4,252,289  

Redeemed

     (232,048,902     (253,292,298     (6,860,125         (19,206,414     (45,572,057     (30,747,537
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     133,743,500       251,250,524       2,839,991       781,824       800,395       1,839,380  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     81,915,986       303,398,023       2,062,360       1,507,075       5,424,430       9,703,806  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     1,090,172,106       786,774,083       21,415,897       19,908,822       132,994,050       123,290,244  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,172,088,092     $     1,090,172,106     $     23,478,257     $ 21,415,897     $     138,418,480     $     132,994,050  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  170  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Short Duration Fund
    The Hartford
Strategic Income Fund
    The Hartford
Total Return Bond Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,

2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,

2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

            

Net investment income (loss)

   $ 17,663,893     $ 33,231,872     $ 13,699,616     $ 21,282,911     $ 28,624,368     $ 59,543,073  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (1,085,934     (4,067,548     17,519,980       18,837,689       33,675,198       30,299,214  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (37,613,308     33,202,501       (56,933,228     9,181,713       1,552,140       117,529,811  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (21,035,349     62,366,825       (25,713,632     49,302,313       63,851,706       207,372,098  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (8,205,785     (16,119,223     (4,361,669     (10,592,958     (12,503,942     (28,739,574

Class C

     (701,827     (1,520,128     (919,980     (2,471,096     (208,747     (638,429

Class I

     (5,927,987     (9,349,202     (7,057,838     (8,603,868     (2,358,958     (2,470,802

Class R3

     (17,097     (27,805     (14,410     (24,271     (50,487     (133,515

Class R4

     (88,187     (64,342     (4,687     (24,359     (125,318     (383,190

Class R5

     (21,789     (37,679     (200,737     (319,656     (19,450     (55,498

Class R6

     (176     (205 )(1)      (44,296     (41,455     (851,675     (324,510

Class Y

     (160,495     (394,901     (577,597     (216,470     (6,185,806     (19,318,984

Class F

     (3,622,237     (7,183,445     (3,984,224     (10,354,139     (12,057,114     (20,720,111
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (18,745,580     (34,696,930     (17,165,438     (32,648,272     (34,361,497     (72,784,613
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

            

Sold

     595,557,527       911,987,517       407,354,004       370,375,629       553,396,686       562,037,176  

Issued on reinvestment of distributions

     17,135,444       31,707,387       17,022,090       31,746,198       33,454,483       71,565,959  

Redeemed

     (576,480,091     (588,039,157         (208,888,622         (189,112,675     (422,641,741     (586,910,714
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     36,212,880       355,655,747       215,487,472       213,009,152       164,209,428       46,692,421  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (3,568,049     383,325,642       172,608,402       229,663,193       193,699,637       181,279,906  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

            

Beginning of period

     1,389,555,636       1,006,229,994       693,022,989       463,359,796       2,184,869,146       2,003,589,240  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,385,987,587     $     1,389,555,636     $ 865,631,391     $ 693,022,989     $     2,378,568,783     $     2,184,869,146  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

Commenced operations on February 28, 2019.

 

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

 

 

  171  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
World Bond Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,

2019
 

Operations:

    

Net investment income (loss)

   $ 26,305,501     $ 65,048,375  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     56,474,555       216,168,044  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (121,752,974     17,579,163  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (38,972,918     298,795,582  
  

 

 

   

 

 

 

Distributions to Shareholders:

    

Class A

     (9,390,464     (16,361,894

Class C

     (1,530,082     (3,134,237

Class I

     (52,781,751     (99,476,152

Class R3

     (37,373     (52,458

Class R4

     (248,035     (67,409

Class R5

     (149,531     (212,639

Class R6

     (549,841     (615,088

Class Y

     (11,499,250     (32,773,837

Class F

     (48,909,623     (81,139,778
  

 

 

   

 

 

 

Total distributions

     (125,095,950     (233,833,492
  

 

 

   

 

 

 

Capital Share Transactions:

    

Sold

     1,135,969,260       2,373,718,798  

Issued on reinvestment of distributions

     118,222,411       221,092,216  

Redeemed

         (1,462,014,394         (1,968,243,930
  

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (207,822,723     626,567,084  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (371,891,591     691,529,174  
  

 

 

   

 

 

 

Net Assets:

    

Beginning of period

     5,311,128,289       4,619,599,115  
  

 

 

   

 

 

 

End of period

   $ 4,939,236,698     $ 5,311,128,289  
  

 

 

   

 

 

 

 

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

 

 

  172  

 


Hartford 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 Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   5.86     $   0.12 (26)    $   (0.87 )(26)    $   (0.75   $   (0.13   $   —     $   —     $   (0.13   $   4.98       (12.99 )%(5)    $   4,474       1.40 %(6)      1.18 %(6)      4.32 %(6)(26)      49

C

    5.86       0.10 (26)      (0.87 )(26)      (0.77     (0.11                 (0.11     4.98       (13.36 )(5)      1,987       2.16 (6)      1.93 (6)      3.56 (6)(26)      49  

I

    5.84       0.13 (26)      (0.88 )(26)      (0.75     (0.14                 (0.14     4.95       (13.09 )(5)      11,002       1.08 (6)      0.93 (6)      4.58 (6)(26)      49  

R3

    5.84       0.12 (26)      (0.87 )(26)      (0.75     (0.13                 (0.13     4.96       (13.00 )(5)      10       1.67 (6)      1.05 (6)      4.50 (6)(26)      49  

R4

    5.83       0.12 (26)      (0.87 )(26)      (0.75     (0.13                 (0.13     4.95       (13.07 )(5)      39       1.36 (6)      1.18 (6)      4.31 (6)(26)      49  

R5

    5.60       0.12 (26)      (0.83 )(26)      (0.71     (0.14                 (0.14     4.75       (12.91 )(5)      40       1.00 (6)      0.88 (6)      4.56 (6)(26)      49  

Y

    5.80       0.13 (26)      (0.87 )(26)      (0.74     (0.14                 (0.14     4.92       (12.98 )(5)      57,291       1.05 (6)      0.88 (6)      4.62 (6)(26)      49  

F

    5.84       0.13 (26)      (0.87 )(26)      (0.74     (0.14                 (0.14     4.96       (12.87 )(5)      3,092       0.95 (6)      0.83 (6)      4.66 (6)(26)      49  

For the Year Ended October 31, 2019

 

A

  $   5.50     $   0.29     $   0.48     $   0.77     $   (0.27   $   —     $   (0.14   $   (0.41   $   5.86       14.52   $   5,691       1.45     1.25     5.10     110

C

    5.50       0.25       0.47       0.72       (0.23           (0.13     (0.36     5.86       13.57       2,495       2.19       2.00       4.35       110  

I

    5.48       0.31       0.48       0.79       (0.28           (0.15     (0.43     5.84       14.92       41,300       1.11       0.98       5.36       110  

R3

    5.47       0.29       0.49       0.78       (0.27           (0.14     (0.41     5.84       14.82       12       1.74       1.17       5.16       110  

R4

    5.47       0.29       0.48       0.77       (0.27           (0.14     (0.41     5.83       14.58       49       1.44       1.25       5.09       110  

R5

    5.27       0.29       0.47       0.76       (0.28           (0.15     (0.43     5.60       14.96       11       1.14       0.95       5.36       110  

Y

    5.44       0.31       0.48       0.79       (0.28           (0.15     (0.43     5.80       15.12       87,413       1.10       0.90       5.44       110  

F

    5.48       0.31       0.48       0.79       (0.28           (0.15     (0.43     5.84       15.00       4,150       1.02       0.90       5.44       110  

For the Year Ended October 31, 2018

 

A

  $   7.62     $   0.30     $   (0.75   $   (0.45   $   (1.67   $   —     $   —     $   (1.67   $   5.50       (8.25 )%    $   6,774       1.41     1.25     4.78     130

C

    7.62       0.25       (0.75     (0.50     (1.62                 (1.62     5.50       (8.86     2,951       2.19       2.00       4.04       130  

I

    7.61       0.32       (0.76     (0.44     (1.69                 (1.69     5.48       (8.00     62,924       1.07       0.96       5.08       130  

R3

    7.60       0.29       (0.76     (0.47     (1.66                 (1.66     5.47       (8.44     11       1.73       1.39       4.65       130  

R4

    7.60       0.30       (0.76     (0.46     (1.67                 (1.67     5.47       (8.29     60       1.43       1.25       4.79       130  

R5

    7.38       0.31       (0.73     (0.42     (1.69                 (1.69     5.27       (7.98     10       1.13       0.95       5.11       130  

Y

    7.57       0.32       (0.75     (0.43     (1.70                 (1.70     5.44       (7.99     86,121       1.06       0.90       5.13       130  

F

    7.61       0.32       (0.76     (0.44     (1.69                 (1.69     5.48       (7.93     4,599       1.01       0.90       5.15       130  

For the Year Ended October 31, 2017

 

A

  $   7.48     $   0.37     $   0.11     $   0.48     $   (0.34   $   —     $   —     $   (0.34   $   7.62       6.80   $   8,324       1.44     1.25     4.87     151

C

    7.47       0.31       0.13       0.44       (0.29                 (0.29     7.62       5.98       2,777       2.20       2.00       4.13       151  

I

    7.46       0.39       0.13       0.52       (0.37                 (0.37     7.61       7.11       46,768       1.18       1.00       5.10       151  

R3

    7.43       0.35       0.13       0.48       (0.31                 (0.31     7.60       6.61       12       1.96       1.50       4.67       151  

R4

    7.45       0.37       0.12       0.49       (0.34                 (0.34     7.60       6.73       46       1.50       1.25       4.86       151  

R5

    7.24       0.38       0.11       0.49       (0.35                 (0.35     7.38       7.00       11       1.21       0.95       5.22       151  

Y

    7.43       0.39       0.12       0.51       (0.37                 (0.37     7.57       7.11       94,802       1.07       0.90       5.24       151  

F(7)

    7.29       0.26       0.31       0.57       (0.25                 (0.25     7.61       7.87 (5)      2,210       1.04 (6)      0.90 (6)      4.99 (6)      151  

For the Year Ended October 31, 2016

 

A

  $   7.09     $   0.35     $   0.38     $   0.73     $   —     $   —     $   (0.34   $   (0.34   $   7.48       10.62   $   5,804       1.64     1.26 %(8)      4.91     187

C

    7.08       0.30       0.37       0.67                   (0.28     (0.28     7.47       9.78       1,895       2.43       2.01 (8)      4.14       187  

I

    7.07       0.37       0.38       0.75                   (0.36     (0.36     7.46       10.93       9,871       1.41       1.01 (8)      5.08       187  

R3

    7.08       0.32       0.35       0.67                   (0.32     (0.32     7.43       9.80       20       1.92       1.56 (8)      4.44       187  

R4

    7.08       0.34       0.38       0.72                   (0.35     (0.35     7.45       10.51       31       1.61       1.26 (8)      4.76       187  

R5

    7.08       0.36       0.34       0.70                   (0.54     (0.54     7.24       10.44       12       1.30       0.96 (8)      5.04       187  

Y

    7.05       0.37       0.38       0.75                   (0.37     (0.37     7.43       10.96       87,545       1.20       0.91 (8)      5.26       187  

 

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

 

 

  173  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

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  
The Hartford Floating Rate Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   8.37     $   0.15 (26)    $   (0.82 )(26)    $   (0.67   $   (0.16   $   —     $   —     $   (0.16   $   7.54       (8.13 )%(5)    $   600,941       1.01 %(6)      1.00 %(6)      3.75 %(6)(26)      47

C

    8.45       0.12 (26)      (0.83 )(26)      (0.71     (0.13                 (0.13     7.61       (8.50 )(5)      320,259       1.75 (6)      1.75 (6)      3.00 (6)(26)      47  

I

    8.36       0.16 (26)      (0.82 )(26)      (0.66     (0.17                 (0.17     7.53       (8.02 )(5)      843,277       0.73 (6)      0.73 (6)      4.02 (6)(26)      47  

R3

    8.42       0.14 (26)      (0.82 )(26)      (0.68     (0.15                 (0.15     7.59       (8.18 )(5)      4,697       1.37 (6)      1.25 (6)      3.51 (6)(26)      47  

R4

    8.36       0.15 (26)      (0.81 )(26)      (0.66     (0.16                 (0.16     7.54       (8.02 )(5)      2,389       1.07 (6)      1.00 (6)      3.76 (6)(26)      47  

R5

    8.35       0.16 (26)      (0.81 )(26)      (0.65     (0.17                 (0.17     7.53       (7.93 )(5)      1,070       0.77 (6)      0.77 (6)      4.00 (6)(26)      47  

Y

    8.33       0.16 (26)      (0.81 )(26)      (0.65     (0.17                 (0.17     7.51       (7.93 )(5)      39,441       0.74 (6)      0.73 (6)      4.02 (6)(26)      47  

F

    8.36       0.17 (26)      (0.82 )(26)      (0.65     (0.17                 (0.17     7.54       (7.86 )(5)      121,753       0.65 (6)      0.65 (6)      4.10 (6)(26)      47  

For the Year Ended October 31, 2019

 

A

  $   8.68     $   0.39     $   (0.23   $   0.16     $   (0.45   $   —     $   (0.02   $   (0.47   $   8.37       1.98   $   762,132       1.00     1.00     4.61     46

C

    8.67       0.33       (0.23     0.10       (0.31           (0.01     (0.32     8.45       1.22       458,641       1.73       1.73       3.89       46  

I

    8.69       0.41       (0.23     0.18       (0.49           (0.02     (0.51     8.36       2.29       1,316,224       0.71       0.71       4.90       46  

R3

    8.70       0.37       (0.23     0.14       (0.41           (0.01     (0.42     8.42       1.72       6,708       1.33       1.25       4.35       46  

R4

    8.67       0.39       (0.22     0.17       (0.46           (0.02     (0.48     8.36       2.04       2,807       1.05       1.00       4.66       46  

R5

    8.68       0.41       (0.23     0.18       (0.49           (0.02     (0.51     8.35       2.18       1,193       0.77       0.77       4.84       46  

Y

    8.67       0.42       (0.24     0.18       (0.50           (0.02     (0.52     8.33       2.25       63,586       0.71       0.71       4.93       46  

F

    8.70       0.41       (0.22     0.19       (0.51           (0.02     (0.53     8.36       2.32       398,085       0.64       0.64       4.83       46  

For the Year Ended October 31, 2018

 

A

  $   8.74     $   0.37     $   (0.08   $   0.29     $   (0.35   $   —     $   —     $   (0.35   $   8.68       3.41   $   909,677       0.99     0.99     4.21     55

C

    8.73       0.30       (0.07     0.23       (0.29                 (0.29     8.67       2.65       744,791       1.73       1.73       3.48       55  

I

    8.75       0.39       (0.07     0.32       (0.38                 (0.38     8.69       3.70       1,903,730       0.72       0.72       4.50       55  

R3

    8.76       0.35       (0.08     0.27       (0.33                 (0.33     8.70       3.15       8,479       1.37       1.25       3.95       55  

R4

    8.73       0.37       (0.08     0.29       (0.35                 (0.35     8.67       3.40       5,804       1.07       1.00       4.21       55  

R5

    8.74       0.39       (0.08     0.31       (0.37                 (0.37     8.68       3.67       1,897       0.77       0.74       4.45       55  

Y

    8.73       0.39       (0.07     0.32       (0.38                 (0.38     8.67       3.71       470,887       0.71       0.70       4.53       55  

F

    8.76       0.39       (0.07     0.32       (0.38                 (0.38     8.70       3.88       67,464       0.65       0.65       4.52       55  

For the Year Ended October 31, 2017

 

A

  $   8.58     $   0.32     $   0.16     $   0.48     $   (0.31   $   —     $   (0.01   $   (0.32   $   8.74       5.66   $   806,759       0.98     0.98     3.68     62

C

    8.57       0.26       0.15       0.41       (0.24           (0.01     (0.25     8.73       4.89       1,046,990       1.72       1.72       2.95       62  

I

    8.59       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.75       5.95       1,817,213       0.71       0.71       3.94       62  

R3

    8.61       0.30       0.15       0.45       (0.29           (0.01     (0.30     8.76       5.25       9,993       1.37       1.25       3.41       62  

R4

    8.58       0.32       0.15       0.47       (0.31           (0.01     (0.32     8.73       5.52       6,359       1.06       1.00       3.65       62  

R5

    8.58       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.74       5.96       2,200       0.80       0.70       3.96       62  

Y

    8.57       0.35       0.16       0.51       (0.34           (0.01     (0.35     8.73       5.99       374,594       0.67       0.67       3.98       62  

F(7)

    8.74       0.23       0.02       0.25       (0.22           (0.01     (0.23     8.76       2.78 (5)      48,407       0.65 (6)      0.65 (6)      3.95 (6)      62  

 

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

 

 

  174  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2016

 

A

  $   8.41     $   0.36     $   0.16     $   0.52     $   (0.35   $   —     $   —     $   (0.35   $   8.58       6.38   $   875,037       1.02     1.01 %(9)      4.40     40

B

    8.40       0.30       0.15       0.45       (0.28                 (0.28     8.57       5.59       3,696       1.90       1.76 (9)      3.66       40  

C

    8.40       0.30       0.16       0.46       (0.29                 (0.29     8.57       5.62       1,213,760       1.74       1.74 (9)      3.67       40  

I

    8.42       0.39       0.15       0.54       (0.37                 (0.37     8.59       6.67       1,466,928       0.74       0.74 (9)      4.66       40  

R3

    8.43       0.34       0.17       0.51       (0.33                 (0.33     8.61       6.24       10,618       1.38       1.26 (9)      4.15       40  

R4

    8.40       0.36       0.17       0.53       (0.35                 (0.35     8.58       6.51       8,781       1.07       1.01 (9)      4.39       40  

R5

    8.41       0.39       0.15       0.54       (0.37                 (0.37     8.58       6.70       1,941       0.80       0.71 (9)      4.69       40  

Y

    8.40       0.39       0.16       0.55       (0.38                 (0.38     8.57       6.76       318,753       0.66       0.66 (9)      4.73       40  

For the Year Ended October 31, 2015

 

A

  $   8.88     $   0.36     $   (0.46   $   (0.10   $   (0.33   $   —     $   (0.04   $   (0.37   $   8.41       (1.20 )%    $   1,109,960       0.98     0.98     4.19     30

B

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.85     7,942       1.84       1.75       3.42       30  

C

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.94     1,463,472       1.73       1.73       3.44       30  

I

    8.89       0.39       (0.47     (0.08     (0.35           (0.04     (0.39     8.42       (0.92     1,698,313       0.71       0.71       4.45       30  

R3

    8.89       0.34       (0.46     (0.12     (0.31           (0.03     (0.34     8.43       (1.46     13,707       1.37       1.25       3.92       30  

R4

    8.87       0.36       (0.47     (0.11     (0.32           (0.04     (0.36     8.40       (1.22     9,264       1.06       1.00       4.16       30  

R5

    8.87       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.41       (0.81     2,818       0.78       0.70       4.46       30  

Y

    8.86       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.40       (0.76     398,751       0.65       0.65       4.51       30  
The Hartford Floating Rate High Income Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   9.64     $   0.19 (27)    $   (1.03 )(27)    $   (0.84   $   (0.19   $   —     $   —     $   (0.19   $   8.61       (8.79 )%(5)    $   63,846       1.15 %(6)      1.05 %(6)      4.08 %(6)(27)      75

C

    9.72       0.16 (27)      (1.04 )(27)      (0.88     (0.16                 (0.16     8.68       (9.15 )(5)      42,828       1.90 (6)      1.80 (6)      3.34 (6)(27)      75  

I

    9.62       0.20 (27)      (1.05 )(27)      (0.85     (0.21                 (0.21     8.56       (9.02 )(5)      192,073       0.87 (6)      0.80 (6)      4.33 (6)(27)      75  

R3

    9.66       0.18 (27)      (1.03 )(27)      (0.85     (0.18                 (0.18     8.63       (9.01 )(5)      142       1.50 (6)      1.35 (6)      3.79 (6)(27)      75  

R4

    9.61       0.19 (27)      (1.02 )(27)      (0.83     (0.19                 (0.19     8.59       (8.72 )(5)      316       1.20 (6)      1.05 (6)      4.09 (6)(27)      75  

R5

    9.58       0.20 (27)      (1.01 )(27)      (0.81     (0.21                 (0.21     8.56       (8.61 )(5)      9,892       0.89 (6)      0.75 (6)      4.40 (6)(27)      75  

Y

    9.59       0.20 (27)      (1.01 )(27)      (0.81     (0.21                 (0.21     8.57       (8.62 )(5)      7,426       0.89 (6)      0.78 (6)      4.31 (6)(27)      75  

F

    9.61       0.20 (27)      (1.02 )(27)      (0.82     (0.21                 (0.21     8.58       (8.69 )(5)      13,850       0.78 (6)      0.75 (6)      4.39 (6)(27)      75  

For the Year Ended October 31, 2019

 

A

  $   10.01     $   0.46     $   (0.24   $   0.22     $   (0.57   $   —     $   (0.02   $   (0.59   $   9.64       2.34   $   87,122       1.14     1.05     4.71     78

C

    10.01       0.39       (0.24     0.15       (0.42           (0.02     (0.44     9.72       1.60       56,859       1.88       1.80       3.97       78  

I

    10.02       0.48       (0.24     0.24       (0.61           (0.03     (0.64     9.62       2.63       220,436       0.87       0.80       4.97       78  

R3

    10.00       0.43       (0.23     0.20       (0.52           (0.02     (0.54     9.66       2.13       227       1.50       1.35       4.41       78  

R4

    9.99       0.46       (0.24     0.22       (0.58           (0.02     (0.60     9.61       2.33       346       1.20       1.05       4.76       78  

R5

    9.98       0.49       (0.24     0.25       (0.62           (0.03     (0.65     9.58       2.72       11,015       0.88       0.75       5.01       78  

Y

    9.99       0.48       (0.23     0.25       (0.62           (0.03     (0.65     9.59       2.71       14,773       0.86       0.77       4.98       78  

F

    10.01       0.49       (0.24     0.25       (0.62           (0.03     (0.65     9.61       2.73       21,903       0.78       0.75       5.04       78  

For the Year Ended October 31, 2018

 

A

  $   10.06     $   0.43     $   (0.07   $   0.36     $   (0.41   $   —     $   —     $   (0.41   $   10.01       3.62   $   119,920       1.14     1.05     4.29     84

C

    10.06       0.36       (0.08     0.28       (0.33                 (0.33     10.01       2.85       78,122       1.88       1.80       3.54       84  

I

    10.07       0.46       (0.08     0.38       (0.43                 (0.43     10.02       3.88       313,336       0.86       0.80       4.56       84  

R3

    10.05       0.40       (0.07     0.33       (0.38                 (0.38     10.00       3.31       267       1.50       1.35       4.00       84  

R4

    10.04       0.43       (0.07     0.36       (0.41                 (0.41     9.99       3.62       809       1.20       1.05       4.30       84  

R5

    10.03       0.47       (0.08     0.39       (0.44                 (0.44     9.98       3.93       12,192       0.89       0.75       4.65       84  

Y

    10.04       0.46       (0.07     0.39       (0.44                 (0.44     9.99       3.93       20,412       0.83       0.75       4.62       84  

F

    10.07       0.46       (0.08     0.38       (0.44                 (0.44     10.01       3.93       31,840       0.78       0.75       4.61       84  

 

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

 

 

  175  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2017

 

A

  $   9.82     $   0.40     $   0.22     $   0.62     $   (0.38   $   —     $   —     $   (0.38   $   10.06       6.38   $   145,099       1.10     1.05     3.97     77

C

    9.82       0.32       0.22       0.54       (0.30                 (0.30     10.06       5.59       89,003       1.86       1.80       3.23       77  

I

    9.83       0.42       0.22       0.64       (0.40                 (0.40     10.07       6.64       250,468       0.87       0.80       4.19       77  

R3

    9.81       0.37       0.22       0.59       (0.35                 (0.35     10.05       6.07       339       1.53       1.35       3.69       77  

R4

    9.80       0.39       0.23       0.62       (0.38                 (0.38     10.04       6.38       709       1.18       1.05       3.94       77  

R5

    9.80       0.42       0.22       0.64       (0.41                 (0.41     10.03       6.59       1,851       0.87       0.75       4.17       77  

Y

    9.80       0.43       0.22       0.65       (0.41                 (0.41     10.04       6.71       7,121       0.80       0.75       4.28       77  

F(7)

    10.03       0.29       0.01       0.30       (0.26                 (0.26     10.07       2.98 (5)      17,138       0.77 (6)      0.75 (6)      4.27 (6)      77  

For the Year Ended October 31, 2016

 

A

  $   9.59     $   0.51     $   0.20     $   0.71     $   (0.45   $   —     $   (0.03   $   (0.48   $   9.82       7.81   $   123,600       1.15     1.07 %(10)      5.43     75

C

    9.60       0.44       0.19       0.63       (0.39           (0.02     (0.41     9.82       6.90       83,318       1.91       1.82 (10)      4.70       75  

I

    9.60       0.53       0.21       0.74       (0.48           (0.03     (0.51     9.83       8.07       151,912       0.91       0.82 (10)      5.65       75  

R3

    9.58       0.49       0.20       0.69       (0.43           (0.03     (0.46     9.81       7.50       319       1.55       1.37 (10)      5.18       75  

R4

    9.58       0.51       0.20       0.71       (0.46           (0.03     (0.49     9.80       7.77       507       1.23       1.07 (10)      5.40       75  

R5

    9.57       0.53       0.31       0.84       (0.58           (0.03     (0.61     9.80       9.27       592       0.92       0.77 (10)      5.55       75  

Y

    9.57       0.54       0.20       0.74       (0.48           (0.03     (0.51     9.80       8.14       4,932       0.81       0.77 (10)      5.75       75  

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  
The Hartford High Yield Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   7.36     $   0.17 (28)    $   (0.68 )(28)    $   (0.51   $   (0.17   $   —     $   —     $   (0.17   $   6.68       (7.10 )%(5)    $   209,033       1.17 %(6)      1.05 %(6)      4.76 %(6)(28)      29

C

    7.33       0.14 (28)      (0.67 )(28)      (0.53     (0.14                 (0.14     6.66       (7.35 )(5)      26,226       1.88 (6)      1.80 (6)      4.01 (6)(28)      29  

I

    7.38       0.18 (28)      (0.68 )(28)      (0.50     (0.18                 (0.18     6.70       (6.95 )(5)      17,212       0.85 (6)      0.80 (6)      5.01 (6)(28)      29  

R3

    7.36       0.16 (28)      (0.68 )(28)      (0.52     (0.16                 (0.16     6.68       (7.24 )(5)      1,791       1.42 (6)      1.35 (6)      4.46 (6)(28)      29  

R4

    7.37       0.17 (28)      (0.68 )(28)      (0.51     (0.17                 (0.17     6.69       (7.09 )(5)      947       1.15 (6)      1.05 (6)      4.76 (6)(28)      29  

R5

    7.33       0.18 (28)      (0.68 )(28)      (0.50     (0.18                 (0.18     6.65       (6.95 )(5)      660       0.85 (6)      0.75 (6)      5.05 (6)(28)      29  

Y

    7.30       0.18 (28)      (0.67 )(28)      (0.49     (0.17                 (0.17     6.64       (6.85 )(5)      1,656       0.80 (6)      0.76 (6)      4.96 (6)(28)      29  

F

    7.37       0.18 (28)      (0.68 )(28)      (0.50     (0.19                 (0.19     6.68       (6.97 )(5)      56,480       0.74 (6)      0.70 (6)      5.11 (6)(28)      29  

For the Year Ended October 31, 2019

 

A

  $   7.15     $   0.36     $   0.22     $   0.58     $   (0.37   $   —     $   —     $   (0.37   $   7.36       8.27   $   229,615       1.17     1.05     5.00     36

C

    7.12       0.31       0.21       0.52       (0.31                 (0.31     7.33       7.42       32,746       1.87       1.80       4.27       36  

I

    7.19       0.38       0.21       0.59       (0.40                 (0.40     7.38       8.55       20,575       0.83       0.79       5.25       36  

R3

    7.14       0.34       0.22       0.56       (0.34                 (0.34     7.36       8.03       1,501       1.46       1.35       4.72       36  

R4

    7.16       0.36       0.22       0.58       (0.37                 (0.37     7.37       8.26       1,009       1.16       1.05       5.02       36  

R5

    7.15       0.38       0.21       0.59       (0.41                 (0.41     7.33       8.50       793       0.85       0.75       5.29       36  

Y

    7.13       0.37       0.21       0.58       (0.41                 (0.41     7.30       8.42       11,647       0.83       0.78       5.09       36  

F

    7.18       0.39       0.22       0.61       (0.42                 (0.42     7.37       8.74       60,588       0.74       0.70       5.35       36  

 

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

 

 

  176  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2018

 

A

  $   7.49     $   0.36     $   (0.34   $   0.02     $   (0.36   $   —     $   —     $   (0.36   $   7.15       0.27   $   214,430       1.17     1.05     4.92     29

C

    7.47       0.31       (0.36     (0.05     (0.30                 (0.30     7.12       (0.63     38,727       1.87       1.80       4.17       29  

I

    7.54       0.38       (0.35     0.03       (0.38                 (0.38     7.19       0.44       18,652       0.83       0.78       5.19       29  

R3

    7.49       0.34       (0.35     (0.01     (0.34                 (0.34     7.14       (0.17     1,964       1.47       1.35       4.62       29  

R4

    7.51       0.36       (0.35     0.01       (0.36                 (0.36     7.16       0.15       1,144       1.17       1.05       4.92       29  

R5

    7.49       0.38       (0.34     0.04       (0.38                 (0.38     7.15       0.57       628       0.87       0.75       5.22       29  

Y

    7.48       0.39       (0.35     0.04       (0.39                 (0.39     7.13       0.48       867       0.81       0.70       5.27       29  

F

    7.53       0.39       (0.35     0.04       (0.39                 (0.39     7.18       0.51       52,810       0.75       0.70       5.27       29  

For the Year Ended October 31, 2017

 

A

  $   7.28     $   0.37     $   0.21     $   0.58     $   (0.36   $   —     $   (0.01   $   (0.37   $   7.49       8.16   $   224,824       1.17     1.05     5.04     49

C

    7.25       0.32       0.22       0.54       (0.31           (0.01     (0.32     7.47       7.52       57,139       1.85       1.80       4.29       49  

I

    7.31       0.39       0.23       0.62       (0.38           (0.01     (0.39     7.54       8.70       28,998       0.95       0.80       5.28       49  

R3

    7.27       0.35       0.22       0.57       (0.34           (0.01     (0.35     7.49       7.99       2,586       1.48       1.35       4.74       49  

R4

    7.28       0.37       0.23       0.60       (0.36           (0.01     (0.37     7.51       8.45       1,463       1.18       1.05       5.03       49  

R5

    7.27       0.39       0.22       0.61       (0.38           (0.01     (0.39     7.49       8.63       885       0.87       0.75       5.33       49  

Y

    7.26       0.40       0.22       0.62       (0.39           (0.01     (0.40     7.48       8.69       7,330       0.75       0.70       5.40       49  

F(7)

    7.48       0.27       0.05       0.32       (0.26           (0.01     (0.27     7.53       4.33 (5)      45,699       0.75 (6)      0.70 (6)      5.31 (6)      49  

For the Year Ended October 31, 2016

 

A

  $   7.14     $   0.35     $   0.14     $   0.49     $   (0.35   $   —     $   —     $   (0.35   $   7.28       7.10   $   247,549       1.23     1.07 %(11)      4.93     47

B

    7.10       0.29       0.13       0.42       (0.29                 (0.29     7.23       6.17       1,509       2.12       1.82 (11)      4.19       47  

C

    7.12       0.29       0.13       0.42       (0.29                 (0.29     7.25       6.16       61,297       1.88       1.82 (11)      4.18       47  

I

    7.18       0.36       0.14       0.50       (0.37                 (0.37     7.31       7.20       37,099       0.88       0.82 (11)      5.14       47  

R3

    7.14       0.33       0.13       0.46       (0.33                 (0.33     7.27       6.64       3,153       1.50       1.37 (11)      4.63       47  

R4

    7.15       0.35       0.12       0.47       (0.34                 (0.34     7.28       6.92       1,681       1.20       1.07 (11)      5.01       47  

R5

    7.14       0.37       0.13       0.50       (0.37                 (0.37     7.27       7.27       665       0.90       0.77 (11)      5.23       47  

Y

    7.13       0.37       0.13       0.50       (0.37                 (0.37     7.26       7.32       7,957       0.77       0.72 (11)      5.28       47  

For the Year Ended October 31, 2015

 

A

  $   7.68     $   0.35     $   (0.54   $   (0.19   $   (0.35   $   —     $   — (12)    $   (0.35   $   7.14       (2.52 )%    $   245,946       1.16     1.05     4.64     40

B

    7.64       0.30       (0.55     (0.25     (0.29           (12)      (0.29     7.10       (3.27     3,274       2.06       1.80       3.99       40  

C

    7.65       0.30       (0.54     (0.24     (0.29           (12)      (0.29     7.12       (3.13     67,854       1.84       1.80       4.00       40  

I

    7.72       0.37       (0.54     (0.17     (0.37           (12)      (0.37     7.18       (2.25     30,492       0.84       0.80       4.99       40  

R3

    7.68       0.33       (0.54     (0.21     (0.33           (12)      (0.33     7.14       (2.81     2,178       1.48       1.35       4.45       40  

R4

    7.68       0.35       (0.53     (0.18     (0.35           (12)      (0.35     7.15       (2.38     1,377       1.17       1.05       4.75       40  

R5

    7.68       0.37       (0.54     (0.17     (0.37           (12)      (0.37     7.14       (2.22     489       0.86       0.75       5.05       40  

Y

    7.67       0.38       (0.54     (0.16     (0.38           (12)      (0.38     7.13       (2.18     7,728       0.74       0.70       5.10       40  
The Hartford Inflation Plus Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.54     $   0.08     $   0.11     $   0.19     $   (0.18   $   —     $   —     $   (0.18   $   10.55       1.83 %(5)    $   181,198       0.96 %(6)      0.85 %(6)      1.49 %(6)      33

C

    10.11       0.03       0.11       0.14       (0.06                 (0.06     10.19       1.38 (5)      25,865       1.70 (6)      1.60 (6)      0.69 (6)      33  

I

    10.75       0.09       0.12       0.21       (0.21                 (0.21     10.75       1.95 (5)      43,214       0.64 (6)      0.59 (6)      1.71 (6)      33  

R3

    10.33       0.06       0.10       0.16       (0.14                 (0.14     10.35       1.59 (5)      34,019       1.25 (6)      1.19 (6)      1.11 (6)      33  

R4

    10.54       0.07       0.11       0.18       (0.17                 (0.17     10.55       1.74 (5)      6,468       0.94 (6)      0.89 (6)      1.43 (6)      33  

R5

    10.71       0.09       0.12       0.21       (0.21                 (0.21     10.71       1.85 (5)      1,181       0.65 (6)      0.59 (6)      1.65 (6)      33  

Y

    10.77       0.09       0.12       0.21       (0.21                 (0.21     10.77       1.96 (5)      29,138       0.63 (6)      0.58 (6)      1.76 (6)      33  

F

    10.75       0.09       0.11       0.20       (0.21                 (0.21     10.74       1.91 (5)      152,847       0.53 (6)      0.52 (6)      1.78 (6)      33  

 

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

 

 

  177  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2019

 

A

  $   10.34     $   0.18     $   0.40     $   0.58     $   (0.38   $   —     $   —     $   (0.38   $   10.54       5.81   $   185,301       0.99     0.85     1.71     77

C

    9.88       0.09       0.39       0.48       (0.25                 (0.25     10.11       5.00       34,060       1.70       1.60       0.87       77  

I

    10.53       0.21       0.41       0.62       (0.40                 (0.40     10.75       6.17       52,182       0.66       0.60       1.98       77  

R3

    10.13       0.14       0.40       0.54       (0.34                 (0.34     10.33       5.50       40,395       1.28       1.20       1.36       77  

R4

    10.33       0.18       0.40       0.58       (0.37                 (0.37     10.54       5.79       7,831       0.98       0.90       1.72       77  

R5

    10.50       0.20       0.41       0.61       (0.40                 (0.40     10.71       6.18       1,975       0.68       0.60       1.88       77  

Y

    10.56       0.21       0.41       0.62       (0.41                 (0.41     10.77       6.11       24,678       0.65       0.58       1.97       77  

F

    10.53       0.22       0.41       0.63       (0.41                 (0.41     10.75       6.22       157,921       0.56       0.55       2.05       77  

For the Year Ended October 31, 2018

 

A

  $   10.95     $   0.25     $   (0.37   $   (0.12   $   (0.49   $   —     $   —     $   (0.49   $   10.34       (1.19 )%    $   193,398       0.98     0.85     2.34     18

C

    10.47       0.16       (0.36     (0.20     (0.39                 (0.39     9.88       (1.95     60,373       1.69       1.60       1.61       18  

I

    11.15       0.27       (0.38     (0.11     (0.51                 (0.51     10.53       (0.99     51,586       0.67       0.60       2.57       18  

R3

    10.74       0.20       (0.36     (0.16     (0.45                 (0.45     10.13       (1.57     45,035       1.28       1.20       1.99       18  

R4

    10.94       0.24       (0.37     (0.13     (0.48                 (0.48     10.33       (1.28     9,723       0.98       0.90       2.32       18  

R5

    11.12       0.27       (0.37     (0.10     (0.52                 (0.52     10.50       (0.99     2,711       0.68       0.60       2.54       18  

Y

    11.18       0.28       (0.38     (0.10     (0.52                 (0.52     10.56       (0.93     28,512       0.62       0.55       2.64       18  

F

    11.16       0.28       (0.39     (0.11     (0.52                 (0.52     10.53       (1.03     151,498       0.56       0.55       2.61       18  

For the Year Ended October 31, 2017

 

A

  $   11.05     $   0.15     $   (0.12   $   0.03     $   (0.13   $   —     $   —     $   (0.13   $   10.95       0.27   $   203,962       0.95     0.85     1.39     72

C

    10.56       0.07       (0.12     (0.05     (0.04                 (0.04     10.47       (0.46     110,182       1.67       1.60       0.65       72  

I

    11.25       0.18       (0.12     0.06       (0.16                 (0.16     11.15       0.53       57,101       0.74       0.60       1.66       72  

R3

    10.84       0.11       (0.12     (0.01     (0.09                 (0.09     10.74       (0.07     48,953       1.27       1.20       1.05       72  

R4

    11.04       0.15       (0.13     0.02       (0.12                 (0.12     10.94       0.22       11,278       0.97       0.90       1.33       72  

R5

    11.22       0.18       (0.12     0.06       (0.16                 (0.16     11.12       0.54       2,924       0.69       0.60       1.67       72  

Y

    11.28       0.19       (0.13     0.06       (0.16                 (0.16     11.18       0.59       31,947       0.57       0.55       1.75       72  

F(7)

    11.08       0.12       (0.04     0.08                               11.16       0.72 (5)      119,654       0.55 (6)      0.55 (6)      1.65 (6)      72  

For the Year Ended October 31, 2016

 

A

  $   10.57     $   0.09     $   0.39     $   0.48     $   —     $   —     $   —     $   —     $   11.05       4.54   $   229,329       0.98     0.87 %(13)      0.87     70

B

    10.18       (0.01     0.40       0.39                               10.57       3.83       5,154       1.83       1.62 (13)      (0.07     70  

C

    10.17       0.01       0.38       0.39                               10.56       3.83       146,289       1.69       1.62 (13)      0.10       70  

I

    10.73       0.13       0.39       0.52                               11.25       4.85       62,726       0.76       0.62 (13)      1.16       70  

R3

    10.40       0.06       0.38       0.44                               10.84       4.23       56,150       1.28       1.22 (13)      0.53       70  

R4

    10.56       0.08       0.40       0.48                               11.04       4.55       15,684       0.98       0.92 (13)      0.79       70  

R5

    10.71       0.11       0.40       0.51                               11.22       4.76       2,392       0.70       0.62 (13)      1.03       70  

Y

    10.75       0.11       0.42       0.53                               11.28       4.93       101,942       0.57       0.57 (13)      0.99       70  

For the Year Ended October 31, 2015

 

A

  $   10.79     $   (0.04   $   (0.17   $   (0.21   $   (0.01   $   —     $   —     $   (0.01   $   10.57       (1.99 )%    $   257,100       0.94     0.85     (0.34 )%      155

B

    10.47       (0.13     (0.16     (0.29                             10.18       (2.75     10,385       1.78       1.60       (1.22     155  

C

    10.47       (0.12     (0.18     (0.30                             10.17       (2.84     178,363       1.66       1.60       (1.13     155  

I

    10.94       (0.02     (0.18     (0.20     (0.01                 (0.01     10.73       (1.85     63,658       0.73       0.60       (0.18     155  

R3

    10.66       (0.06     (0.20     (0.26                             10.40       (2.40     61,292       1.25       1.20       (0.60     155  

R4

    10.79       (0.03     (0.19     (0.22     (0.01                 (0.01     10.56       (2.08     19,243       0.95       0.90       (0.30     155  

R5

    10.91       (0.01     (0.18     (0.19     (0.01                 (0.01     10.71       (1.77     3,757       0.66       0.60       (0.12     155  

Y

    10.95             (0.19     (0.19     (0.01                 (0.01     10.75       (1.76     197,882       0.54       0.54       0.03       155  

 

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

 

 

  178  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.78     $   0.11 (29)    $   (0.41 )(29)    $   (0.30   $   (0.11   $   (0.07   $   —     $   (0.18   $   10.30       (2.85 )%(5)    $   30,300       0.91 %(6)      0.69 %(6)      2.07 %(6)(29)      13

C

    10.79       0.07 (29)      (0.42 )(29)      (0.35     (0.07     (0.07           (0.14     10.30       (3.30 )(5)      4,739       1.70 (6)      1.44 (6)      1.32 (6)(29)      13  

I

    10.75       0.12 (29)      (0.41 )(29)      (0.29     (0.12     (0.07           (0.19     10.27       (2.75 )(5)      13,079       0.70 (6)      0.46 (6)      2.30 (6)(29)      13  

F

    10.75       0.13 (29)      (0.40 )(29)      (0.27     (0.13     (0.07           (0.20     10.28       (2.62 )(5)      5,711       0.61 (6)      0.39 (6)      2.37 (6)(29)      13  

For the Year Ended October 31, 2019

 

A

  $   10.04     $   0.26     $   0.74     $   1.00     $   (0.26   $   —     $   —     $   (0.26   $   10.78       10.05   $   22,713       0.99     0.67     2.45     47

C

    10.04       0.24       0.74       0.98       (0.23                 (0.23     10.79       9.85       2,714       1.74       0.88       2.27       47  

I

    10.04       0.28       0.74       1.02       (0.31                 (0.31     10.75       10.30       7,227       0.74       0.44       2.69       47  

F

    10.03       0.29       0.74       1.03       (0.31                 (0.31     10.75       10.38       3,584       0.69       0.39       2.71       47  

For the Year Ended October 31, 2018

 

A

  $   10.32     $   0.24     $   (0.28   $   (0.04   $   (0.24   $   —     $   —     $   (0.24   $   10.04       (0.36 )%    $   15,155       1.09     0.65     2.39     15

C

    10.32       0.24       (0.28     (0.04     (0.24                 (0.24     10.04       (0.38     3,488       1.82       0.67       2.37       15  

I

    10.32       0.27       (0.28     (0.01     (0.27                 (0.27     10.04       (0.11     6,320       0.80       0.40       2.64       15  

F

    10.32       0.27       (0.29     (0.02     (0.27                 (0.27     10.03       (0.20     1,673       0.78       0.39       2.65       15  

For the Year Ended October 31, 2017

 

A

  $   10.34     $   0.22     $   (0.02   $   0.20     $   (0.22   $   —     $   —     $   (0.22   $   10.32       2.03   $   12,913       1.10     0.69     2.21     10

C

    10.34       0.21       (0.02     0.19       (0.21                 (0.21     10.32       1.87       3,317       1.81       0.84       2.06       10  

I

    10.34       0.25       (0.02     0.23       (0.25                 (0.25     10.32       2.29       5,917       0.81       0.44       2.46       10  

F(7)

    10.04       0.17       0.28       0.45       (0.17                 (0.17     10.32       4.52 (5)      1,127       0.80 (6)      0.39 (6)      2.48 (6)      10  

For the Year Ended October 31, 2016

 

A

  $   10.09     $   0.21     $   0.25     $   0.46     $   (0.21   $   —     $   —     $   (0.21   $   10.34       4.62   $   9,933       1.70     0.70 %(14)      2.06     13

C

    10.09       0.14       0.25       0.39       (0.14                 (0.14     10.34       3.86       3,034       2.39       1.45 (14)      1.33       13  

I

    10.09       0.24       0.25       0.49       (0.24                 (0.24     10.34       4.89       6,140       1.39       0.45 (14)      2.33       13  

For the Period Ended October 31, 2015

 

A(15)

  $   10.00     $   0.08     $   0.09     $   0.17     $   (0.08   $   —     $   —     $   (0.08   $   10.09       1.67 %(5)    $   3,075       1.11 %(6)      0.69 %(6)      1.83 %(6)      21

C(15)

    10.00       0.04       0.09       0.13       (0.04                 (0.04     10.09       1.35 (5)      2,533       1.83 (6)      1.44 (6)      1.07 (6)      21  

I(15)

    10.00       0.09       0.09       0.18       (0.09                 (0.09     10.09       1.77 (5)      5,107       0.83 (6)      0.44 (6)      2.07 (6)      21  
The Hartford Municipal Opportunities Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   8.88     $   0.10 (26)    $   (0.36 )(26)    $   (0.26   $   (0.10   $   —     $   —     $   (0.10   $   8.52       (3.01 )%(5)    $   405,017       0.67 %(6)      0.67 %(6)      2.18 %(6)(26)      20

C

    8.89       0.06 (26)      (0.37 )(26)      (0.31     (0.06                 (0.06     8.52       (3.48 )(5)      64,981       1.43 (6)      1.43 (6)      1.42 (6)(26)      20  

I

    8.88       0.11 (26)      (0.36 )(26)      (0.25     (0.11                 (0.11     8.52       (2.89 )(5)      571,478       0.43 (6)      0.43 (6)      2.42 (6)(26)      20  

Y

    8.88       0.11 (26)      (0.37 )(26)      (0.26     (0.11                 (0.11     8.51       (3.02 )(5)      14,707       0.45 (6)      0.45 (6)      2.40 (6)(26)      20  

F

    8.87       0.11 (26)      (0.36 )(26)      (0.25     (0.11                 (0.11     8.51       (2.86 )(5)      115,905       0.36 (6)      0.36 (6)      2.48 (6)(26)      20  

For the Year Ended October 31, 2019

 

A

  $   8.37     $   0.22     $   0.51     $   0.73     $   (0.22   $   —     $   —     $   (0.22   $   8.88       8.79   $   394,518       0.69     0.69     2.49     15

C

    8.37       0.15       0.52       0.67       (0.15                 (0.15     8.89       8.08       66,792       1.44       1.44       1.75       15  

I

    8.38       0.24       0.52       0.76       (0.26                 (0.26     8.88       9.15       516,299       0.44       0.44       2.72       15  

Y

    8.38       0.24       0.52       0.76       (0.26                 (0.26     8.88       9.17       14,391       0.45       0.45       2.74       15  

F

    8.38       0.24       0.51       0.75       (0.26                 (0.26     8.87       9.15       98,172       0.37       0.37       2.76       15  

For the Year Ended October 31, 2018

 

A

  $   8.60     $   0.22     $   (0.23   $   (0.01   $   (0.22   $   —     $   —     $   (0.22   $   8.37       (0.11 )%    $   325,322       0.70     0.69     2.60     23

C

    8.60       0.16       (0.23     (0.07     (0.16                 (0.16     8.37       (0.86     77,408       1.46       1.44       1.85       23  

I

    8.61       0.24       (0.23     0.01       (0.24                 (0.24     8.38       0.14       325,853       0.45       0.44       2.85       23  

Y(16)

    8.52       0.10       (0.14     (0.04     (0.10                 (0.10     8.38       (0.46 )(5)      14,574       0.44 (6)      0.44 (6)      2.87 (6)      23  

F

    8.61       0.25       (0.23     0.02       (0.25                 (0.25     8.38       0.20       43,617       0.38       0.38       2.90       23  

 

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

 

 

  179  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 Opportunities Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   8.69     $   0.22     $   (0.09   $   0.13     $   (0.22   $   —     $   —     $   (0.22   $   8.60       1.50   $   251,143       0.68     0.68     2.53     23

C

    8.69       0.15       (0.09     0.06       (0.15                 (0.15     8.60       0.73       100,507       1.44       1.44       1.77       23  

I

    8.71       0.24       (0.10     0.14       (0.24                 (0.24     8.61       1.63       302,855       0.44       0.44       2.77       23  

F(7)

    8.46       0.16       0.15       0.31       (0.16                 (0.16     8.61       3.69 (5)      25,280       0.39 (6)      0.39 (6)      2.77 (6)      23  

For the Year Ended October 31, 2016

 

A

  $   8.53     $   0.21     $   0.16     $   0.37     $   (0.21   $   —     $   —     $   (0.21   $   8.69       4.40   $   283,275       0.70     0.70 %(17)      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 (17)      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 (17)      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 (17)      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  
Hartford Municipal Short Duration Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.16     $   0.09 (27)    $   (0.28 )(27)    $   (0.19   $   (0.08   $   (0.03   $   —     $   (0.11   $   9.86       (1.88 )%(5)    $   18,036       1.10 %(6)      0.69 %(6)      1.69 %(6)(27)      13

C

    10.15       0.05 (27)      (0.27 )(27)      (0.22     (0.05     (0.03           (0.08     9.85       (2.25 )(5)      1,429       1.95 (6)      1.44 (6)      0.95 (6)(27)      13  

I

    10.15       0.10 (27)      (0.28 )(27)      (0.18     (0.10     (0.03           (0.13     9.84       (1.87 )(5)      2,366       0.89 (6)      0.46 (6)      1.93 (6)(27)      13  

F

    10.16       0.10 (27)      (0.28 )(27)      (0.18     (0.10     (0.03           (0.13     9.85       (1.83 )(5)      1,647       0.80 (6)      0.39 (6)      2.00 (6)(27)      13  

For the Year Ended October 31, 2019

 

A

  $   9.88     $   0.18     $   0.28     $   0.46     $   (0.18   $   —     $   —     $   (0.18   $   10.16       4.66   $   16,141       1.09     0.66     1.77     73

C

    9.87       0.17       0.27       0.44       (0.16                 (0.16     10.15       4.54       1,362       1.82       0.76       1.66       73  

I

    9.88       0.20       0.28       0.48       (0.21                 (0.21     10.15       4.92       2,212       0.80       0.41       2.01       73  

F

    9.88       0.20       0.28       0.48       (0.20                 (0.20     10.16       4.94       1,700       0.79       0.39       2.03       73  

For the Year Ended October 31, 2018

 

A

  $   10.04     $   0.16     $   (0.16   $   —     $   (0.16   $   —     $   —     $   (0.16   $   9.88       (0.03 )%    $   8,984       1.20     0.61     1.58     24

C

    10.04       0.15       (0.17     (0.02     (0.15                 (0.15     9.87       (0.24     3,157       1.94       0.73       1.46       24  

I

    10.05       0.18       (0.17     0.01       (0.18                 (0.18     9.88       0.08       6,789       0.92       0.41       1.78       24  

F

    10.05       0.18       (0.17     0.01       (0.18                 (0.18     9.88       0.09       979       0.90       0.39       1.80       24  

For the Year Ended October 31, 2017

 

A

  $   10.08     $   0.12     $   (0.04   $   0.08     $   (0.12   $   —     $   —     $   (0.12   $   10.04       0.81   $   8,363       1.15     0.67     1.21     20

C

    10.08       0.09       (0.04     0.05       (0.09                 (0.09     10.04       0.54       3,614       1.88       0.95       0.92       20  

I

    10.08       0.14       (0.03     0.11       (0.14                 (0.14     10.05       1.15       7,246       0.87       0.44       1.44       20  

F(7)

    9.96       0.10       0.09       0.19       (0.10                 (0.10     10.05       1.91 (5)      509       0.87 (6)      0.39 (6)      1.53 (6)      20  

For the Year Ended October 31, 2016

 

A

  $   10.06     $   0.10     $   0.02     $   0.12     $   (0.10   $   —     $   —     $   (0.10   $   10.08       1.15   $   8,383       1.55     0.70 %(14)      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 (14)      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 (14)      1.20       12  

For the Period Ended October 31, 2015

 

A(15)

  $   10.00     $   0.03     $   0.06     $   0.09     $   (0.03   $   —     $   —     $   (0.03   $   10.06       0.91 %(5)    $   3,993       1.12 %(6)      0.69 %(6)      0.75 %(6)      6

C(15)

    10.00             0.05       0.05                               10.05       0.53 (5)      3,137       1.82 (6)      1.44 (6)      (0.02 )(6)      6  

I(15)

    10.00       0.04       0.06       0.10       (0.04                 (0.04     10.06       1.01 (5)      5,106       0.78 (6)      0.44 (6)      0.97 (6)      6  

 

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

 

 

  180  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.19     $   0.10     $   0.35     $   0.45     $   (0.11   $   —     $   —     $   (0.11   $   10.53       4.47 %(5)    $   24,280       0.91 %(6)      0.81 %(6)      1.93 %(6)      27

C

    10.13       0.06       0.35       0.41       (0.08                 (0.08     10.46       4.02 (5)      12,933       1.65 (6)      1.56 (6)      1.19 (6)      27  

I

    10.17       0.11       0.35       0.46       (0.14                 (0.14     10.49       4.57 (5)      22,021       0.58 (6)      0.49 (6)      2.21 (6)      27  

R3

    10.18       0.08       0.36       0.44       (0.10                 (0.10     10.52       4.32 (5)      136       1.24 (6)      1.12 (6)      1.64 (6)      27  

R4

    10.18       0.11       0.36       0.47       (0.13                 (0.13     10.52       4.61 (5)      13       0.95 (6)      0.61 (6)      2.16 (6)      27  

R5

    10.18       0.11       0.36       0.47       (0.14                 (0.14     10.51       4.61 (5)      17       0.65 (6)      0.55 (6)      2.24 (6)      27  

Y

    10.26       0.11       0.36       0.47       (0.17                 (0.17     10.56       4.64 (5)      265       0.55 (6)      0.46 (6)      2.20 (6)      27  

F

    10.16       0.12       0.35       0.47       (0.15                 (0.15     10.48       4.64 (5)      78,753       0.53 (6)      0.44 (6)      2.32 (6)      27  

For the Year Ended October 31, 2019

 

A

  $   9.55     $   0.23     $   0.68     $   0.91     $   (0.27   $   —     $   —     $   (0.27   $   10.19       9.72   $   15,478       0.94     0.83     2.34     59

C

    9.47       0.16       0.67       0.83       (0.17                 (0.17     10.13       8.96       9,594       1.67       1.56       1.57       59  

I

    9.55       0.26       0.68       0.94       (0.32                 (0.32     10.17       10.04       5,261       0.63       0.53       2.62       59  

R3

    9.53       0.20       0.66       0.86       (0.21                 (0.21     10.18       9.26       128       1.27       1.16       2.03       59  

R4

    9.56       0.25       0.68       0.93       (0.31                 (0.31     10.18       9.85       12       0.97       0.61       2.58       59  

R5

    9.56       0.26       0.68       0.94       (0.32                 (0.32     10.18       9.99       32       0.67       0.56       2.61       59  

Y

    9.64       0.27       0.70       0.97       (0.35                 (0.35     10.26       10.23       34       0.13       0.02       2.70       59  

F

    9.56       0.27       0.67       0.94       (0.34                 (0.34     10.16       10.17       102,455       0.55       0.44       2.74       59  

For the Year Ended October 31, 2018

 

A

  $   9.95     $   0.21     $   (0.38   $   (0.17   $   (0.23   $   —     $   —     $   (0.23   $   9.55       (1.84 )%    $   10,117       0.93     0.82     2.11     67

C

    9.87       0.13       (0.38     (0.25     (0.15                 (0.15     9.47       (2.65     2,630       1.75       1.60       1.33       67  

I

    9.95       0.23       (0.37     (0.14     (0.26                 (0.26     9.55       (1.45     1,760       0.65       0.54       2.32       67  

R3

    9.93       0.17       (0.37     (0.20     (0.20                 (0.20     9.53       (2.18     196       1.27       1.15       1.79       67  

R4

    9.96       0.22       (0.37     (0.15     (0.25                 (0.25     9.56       (1.56     11       1.00       0.63       2.29       67  

R5

    9.96       0.23       (0.38     (0.15     (0.25                 (0.25     9.56       (1.49     29       0.67       0.56       2.37       67  

Y

    10.04       0.24       (0.38     (0.14     (0.26                 (0.26     9.64       (1.43     15       0.61       0.54       2.39       67  

F

    9.96       0.24       (0.37     (0.13     (0.27                 (0.27     9.56       (1.47     108,531       0.55       0.44       2.49       67  

For the Year Ended October 31, 2017

 

A

  $   10.34     $   0.16     $   (0.20   $   (0.04   $   (0.19   $   (0.16   $   —     $   (0.35   $   9.95       (0.35 )%    $   13,410       1.01     0.95     1.59     94

C

    10.26       0.08       (0.20     (0.12     (0.11     (0.16           (0.27     9.87       (1.11     2,558       1.77       1.70       0.82       94  

I

    10.35       0.18       (0.21     (0.03     (0.21     (0.16           (0.37     9.95       (0.20     3,852       0.76       0.70       1.77       94  

R3

    10.32       0.13       (0.20     (0.07     (0.16     (0.16           (0.32     9.93       (0.66     251       1.37       1.25       1.34       94  

R4

    10.35       0.16       (0.20     (0.04     (0.19     (0.16           (0.35     9.96       (0.30     11       1.12       0.91       1.59       94  

R5

    10.35       0.19       (0.20     (0.01     (0.22     (0.16           (0.38     9.96       (0.05     30       0.77       0.65       1.89       94  

Y

    10.36       0.18       (0.18           (0.16     (0.16           (0.32     10.04       0.01       15       0.65       0.60       1.80       94  

F(7)

    9.94       0.14       0.04       0.18       (0.16                 (0.16     9.96       1.80 (5)      116,939       0.66 (6)      0.55 (6)      2.14 (6)      94  

For the Year Ended October 31, 2016

 

A

  $   10.19     $   0.12     $   0.24     $   0.36     $   (0.14   $   (0.07   $   —     $   (0.21   $   10.34       3.54   $   14,294       1.04     0.96 %(18)      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 (18)      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 (18)      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 (18)      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 (18)      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 (18)      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 (18)      1.53       84  

 

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

 

 

  181  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

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  
The Hartford Short Duration Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   9.92     $   0.12 (26)    $   (0.23 )(26)    $   (0.11   $   (0.12   $   —     $   —     $   (0.12   $   9.69       (1.13 )%(5)    $   704,359       0.84 %(6)      0.80 %(6)      2.42 %(6)(26)      24

C

    9.92       0.08 (26)      (0.23 )(26)      (0.15     (0.08                 (0.08     9.69       (1.49 )(5)      84,568       1.54 (6)      1.54 (6)      1.68 (6)(26)      24  

I

    9.92       0.13 (26)      (0.24 )(26)      (0.11     (0.14                 (0.14     9.67       (1.08 )(5)      353,791       0.53 (6)      0.53 (6)      2.69 (6)(26)      24  

R3

    9.90       0.10 (26)      (0.23 )(26)      (0.13     (0.10                 (0.10     9.67       (1.31 )(5)      1,349       1.16 (6)      1.16 (6)      2.07 (6)(26)      24  

R4

    9.91       0.12 (26)      (0.23 )(26)      (0.11     (0.13                 (0.13     9.67       (1.16 )(5)      4,894       0.78 (6)      0.78 (6)      2.45 (6)(26)      24  

R5

    9.89       0.13 (26)      (0.23 )(26)      (0.10     (0.14                 (0.14     9.65       (1.02 )(5)      1,702       0.54 (6)      0.54 (6)      2.67 (6)(26)      24  

R6

    9.87       0.14 (26)      (0.24 )(26)      (0.10     (0.15                 (0.15     9.62       (0.99 )(5)      12       0.43 (6)      0.43 (6)      2.79 (6)(26)      24  

Y

    9.87       0.13 (26)      (0.23 )(26)      (0.10     (0.14                 (0.14     9.63       (1.01 )(5)      7,927       0.53 (6)      0.53 (6)      2.69 (6)(26)      24  

F

    9.91       0.14 (26)      (0.23 )(26)      (0.09     (0.15                 (0.15     9.67       (0.87 )(5)      227,385       0.44 (6)      0.44 (6)      2.78 (6)(26)      24  

For the Year Ended October 31, 2019

 

A

  $   9.70     $   0.26     $   0.22     $   0.48     $   (0.26   $   —     $   —     $   (0.26   $   9.92       5.05   $   653,304       0.84     0.81     2.67     30

C

    9.69       0.19       0.23       0.42       (0.19                 (0.19     9.92       4.34       80,498       1.55       1.55       1.93       30  

I

    9.71       0.29       0.24       0.53       (0.32                 (0.32     9.92       5.52       404,974       0.52       0.52       2.95       30  

R3

    9.67       0.23       0.23       0.46       (0.23                 (0.23     9.90       4.78       1,676       1.16       1.15       2.31       30  

R4

    9.68       0.26       0.23       0.49       (0.26                 (0.26     9.91       5.16       7,764       0.74       0.74       2.66       30  

R5

    9.69       0.29       0.22       0.51       (0.31                 (0.31     9.89       5.37       1,412       0.56       0.55       2.93       30  

R6(19)

    9.70       0.20       0.17       0.37       (0.20                 (0.20     9.87       3.85       11       0.45       0.45       2.99       30  

Y

    9.67       0.29       0.23       0.52       (0.32                 (0.32     9.87       5.43       11,831       0.52       0.52       2.97       30  

F

    9.72       0.30       0.22       0.52       (0.33                 (0.33     9.91       5.44       228,084       0.44       0.44       3.03       30  

For the Year Ended October 31, 2018

 

A

  $   9.87     $   0.23     $   (0.17   $   0.06     $   (0.23   $   —     $   —     $   (0.23   $   9.70       0.66   $   516,715       0.91     0.85     2.39     29

C

    9.87       0.16       (0.18     (0.02     (0.16                 (0.16     9.69       (0.19     71,192       1.61       1.60       1.63       29  

I

    9.89       0.26       (0.18     0.08       (0.26                 (0.26     9.71       0.85       227,412       0.56       0.56       2.68       29  

R3

    9.84       0.22       (0.17     0.05       (0.22                 (0.22     9.67       0.52       960       1.21       0.99       2.25       29  

R4

    9.85       0.23       (0.17     0.06       (0.23                 (0.23     9.68       0.66       645       0.91       0.85       2.39       29  

R5

    9.86       0.26       (0.17     0.09       (0.26                 (0.26     9.69       0.96       1,125       0.61       0.55       2.71       29  

Y

    9.84       0.27       (0.18     0.09       (0.26                 (0.26     9.67       0.97       14,983       0.54       0.54       2.73       29  

F

    9.89       0.27       (0.17     0.10       (0.27                 (0.27     9.72       1.02       173,198       0.49       0.49       2.76       29  

For the Year Ended October 31, 2017

 

A

  $   9.88     $   0.20     $   (0.01   $   0.19     $   (0.20   $   —     $   —     $   (0.20   $   9.87       1.94   $   523,916       0.86     0.84     2.02     42

C

    9.88       0.13       (0.01     0.12       (0.13                 (0.13     9.87       1.20       103,013       1.58       1.57       1.29       42  

I

    9.90       0.23       (0.01     0.22       (0.23                 (0.23     9.89       2.21       185,948       0.58       0.58       2.29       42  

R3

    9.86       0.17       (0.02     0.15       (0.17                 (0.17     9.84       1.58       1,175       1.22       1.09       1.77       42  

R4

    9.87       0.20       (0.02     0.18       (0.20                 (0.20     9.85       1.83       626       0.92       0.85       2.01       42  

R5

    9.86       0.23             0.23       (0.23                 (0.23     9.86       2.33       807       0.60       0.55       2.33       42  

Y

    9.86       0.23       (0.02     0.21       (0.23                 (0.23     9.84       2.17       5,549       0.50       0.50       2.32       42  

F(7)

    9.88       0.16       0.01       0.17       (0.16                 (0.16     9.89       1.73 (5)      103,896       0.49 (6)      0.49 (6)      2.45 (6)      42  

 

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

 

 

  182  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

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 %(20)      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 (20)      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 (20)      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 (20)      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 (20)      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 (20)      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 (20)      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 (20)      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  
The Hartford Strategic Income Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   8.64     $   0.15 (30)    $   (0.36 )(30)    $   (0.21   $   (0.19   $   —     $   —     $   (0.19   $   8.24       (2.52 )%(5)    $ 192,302       0.99 %(6)      0.95 %(6)      3.45 %(6)(30)      32

C

    8.69       0.12 (30)      (0.36 )(30)      (0.24     (0.15                 (0.15     8.30       (2.78 )(5)      51,327       1.71 (6)      1.70 (6)      2.70 (6)(30)      32  

I

    8.67       0.16 (30)      (0.36 )(30)      (0.20     (0.20                 (0.20     8.27       (2.35 )(5)      421,420       0.66 (6)      0.66 (6)      3.78 (6)(30)      32  

R3

    8.63       0.13 (30)      (0.36 )(30)      (0.23     (0.17                 (0.17     8.23       (2.67 )(5)      776       1.29 (6)      1.25 (6)      3.16 (6)(30)      32  

R4

    8.64       0.15 (30)      (0.36 )(30)      (0.21     (0.19                 (0.19     8.24       (2.51 )(5)      212       1.01 (6)      0.95 (6)      3.45 (6)(30)      32  

R5

    8.63       0.16 (30)      (0.36 )(30)      (0.20     (0.20                 (0.20     8.23       (2.36 )(5)      7,765       0.70 (6)      0.65 (6)      3.74 (6)(30)      32  

R6

    8.63       0.16 (30)      (0.36 )(30)      (0.20     (0.20                 (0.20     8.23       (2.33 )(5)      2,425       0.60 (6)      0.60 (6)      3.83 (6)(30)      32  

Y

    8.63       0.16 (30)      (0.37 )(30)      (0.21     (0.20                 (0.20     8.22       (2.47 )(5)      31,464       0.64 (6)      0.64 (6)      3.79 (6)(30)      32  

F

    8.67       0.16 (30)      (0.37 )(30)      (0.21     (0.20                 (0.20     8.26       (2.44 )(5)      157,941       0.60 (6)      0.60 (6)      3.80 (6)(30)      32  

For the Year Ended October 31, 2019

 

A

  $   8.41     $   0.32     $   0.44     $   0.76     $   (0.53   $   —     $   —     $   (0.53   $   8.64       9.42   $   193,608       1.03     0.95     3.80     74

C

    8.45       0.26       0.44       0.70       (0.46                 (0.46     8.69       8.59       50,793       1.75       1.70       3.05       74  

I

    8.43       0.34       0.45       0.79       (0.55                 (0.55     8.67       9.82       264,537       0.73       0.70       4.04       74  

R3

    8.39       0.30       0.44       0.74       (0.50                 (0.50     8.63       9.22       634       1.34       1.25       3.50       74  

R4

    8.40       0.32       0.45       0.77       (0.53                 (0.53     8.64       9.54       209       1.05       0.95       3.80       74  

R5

    8.40       0.35       0.43       0.78       (0.55                 (0.55     8.63       9.78       8,280       0.74       0.65       4.09       74  

R6

    8.40       0.35       0.44       0.79       (0.56                 (0.56     8.63       9.84       1,673       0.63       0.60       4.12       74  

Y

    8.39       0.35       0.44       0.79       (0.55                 (0.55     8.63       9.91       4,824       0.71       0.66       4.09       74  

F

    8.43       0.35       0.45       0.80       (0.56                 (0.56     8.67       9.93       168,465       0.63       0.60       4.15       74  

For the Year Ended October 31, 2018

 

A

  $   9.00     $   0.33     $   (0.40   $   (0.07   $   (0.52   $   —     $   —     $   (0.52   $   8.41       (0.77 )%    $   164,749       1.05     0.95     3.78     63

C

    9.03       0.26       (0.39     (0.13     (0.45                 (0.45     8.45       (1.49     48,099       1.78       1.70       3.03       63  

I

    9.03       0.35       (0.40     (0.05     (0.55                 (0.55     8.43       (0.63     88,704       0.77       0.70       4.03       63  

R3

    8.98       0.30       (0.39     (0.09     (0.50                 (0.50     8.39       (1.10     306       1.37       1.25       3.48       63  

R4

    8.99       0.33       (0.40     (0.07     (0.52                 (0.52     8.40       (0.79     560       1.08       0.95       3.78       63  

R5

    8.99       0.35       (0.39     (0.04     (0.55                 (0.55     8.40       (0.46     4,446       0.78       0.65       4.12       63  

R6

    8.99       0.36       (0.39     (0.03     (0.56                 (0.56     8.40       (0.41     150       0.66       0.60       4.15       63  

Y

    8.99       0.36       (0.40     (0.04     (0.56                 (0.56     8.39       (0.49     2,513       0.72       0.60       4.14       63  

F

    9.02       0.36       (0.39     (0.03     (0.56                 (0.56     8.43       (0.41     153,833       0.66       0.60       4.13       63  

 

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

 

 

  183  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2017

 

A

  $   8.76     $   0.36     $   0.26     $   0.62     $   (0.38   $   —     $   —     $   (0.38   $   9.00       7.26   $   161,969       1.03     0.95     4.02     82

C

    8.79       0.29       0.26       0.55       (0.31                 (0.31     9.03       6.38       74,017       1.74       1.70       3.29       82  

I

    8.79       0.37       0.27       0.64       (0.40                 (0.40     9.03       7.51       83,345       0.76       0.70       4.11       82  

R3

    8.75       0.33       0.25       0.58       (0.35                 (0.35     8.98       6.83       329       1.45       1.25       3.70       82  

R4

    8.76       0.35       0.26       0.61       (0.38                 (0.38     8.99       7.13       748       1.08       0.95       4.00       82  

R5

    8.76       0.38       0.26       0.64       (0.41                 (0.41     8.99       7.48       1,467       0.75       0.65       4.25       82  

R6

    8.75       0.39       0.26       0.65       (0.41                 (0.41     8.99       7.66       11       0.70       0.60       4.41       82  

Y

    8.75       0.42       0.23       0.65       (0.41                 (0.41     8.99       7.67       657       0.64       0.60       4.79       82  

F(7)

    8.79       0.25       0.20       0.45       (0.22                 (0.22     9.02       5.21 (5)      180,163       0.64 (6)      0.60 (6)      4.08 (6)      82  

For the Year Ended October 31, 2016

 

A

  $   8.53     $   0.39     $   0.19     $   0.58     $   (0.35   $   —     $   —     $   (0.35   $   8.76       7.02   $   120,051       1.05     0.96 %(21)      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 (21)      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 (21)      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 (21)      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 (21)      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 (21)      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 (21)      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 (21)      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 (21)      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(22)

    9.27       0.41       (0.56     (0.15     (0.40     (0.20           (0.60     8.52       (1.66 )(5)      10       0.69 (6)      0.59 (6)      4.78 (6)      66  

Y

    9.30       0.41       (0.59     (0.18     (0.40     (0.20           (0.60     8.52       (1.99     111,277       0.64       0.60       4.70       66  
The Hartford Total Return Bond Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.66     $   0.13 (26)    $   0.17 (26)    $   0.30     $   (0.14   $   —     $   —     $   (0.14   $   10.82       2.79 %(5)    $   1,039,605       0.71 %(6)      0.71 %(6)      2.37 %(6)(26)      28

C

    10.77       0.08 (26)      0.19 (26)      0.27       (0.09                 (0.09     10.95       2.41 (5)      23,718       1.53 (6)      1.53 (6)      1.54 (6)(26)      28  

I

    10.65       0.14 (26)      0.18 (26)      0.32       (0.18                 (0.18     10.79       2.98 (5)      153,333       0.39 (6)      0.39 (6)      2.68 (6)(26)      28  

R3

    10.95       0.11 (26)      0.18 (26)      0.29       (0.12                 (0.12     11.12       2.64 (5)      4,425       1.05 (6)      1.04 (6)      2.04 (6)(26)      28  

R4

    10.85       0.13 (26)      0.17 (26)      0.30       (0.13                 (0.13     11.02       2.79 (5)      9,918       0.76 (6)      0.76 (6)      2.32 (6)(26)      28  

R5

    10.81       0.14 (26)      0.17 (26)      0.31       (0.17                 (0.17     10.95       2.91 (5)      1,616       0.44 (6)      0.44 (6)      2.64 (6)(26)      28  

R6

    10.74       0.15 (26)      0.17 (26)      0.32       (0.19                 (0.19     10.87       3.03 (5)      55,885       0.34 (6)      0.34 (6)      2.74 (6)(26)      28  

Y

    10.76       0.14 (26)      0.17 (26)      0.31       (0.18                 (0.18     10.89       2.93 (5)      343,339       0.40 (6)      0.40 (6)      2.67 (6)(26)      28  

F

    10.59       0.14 (26)      0.18 (26)      0.32       (0.19                 (0.19     10.72       3.05 (5)      746,730       0.34 (6)      0.34 (6)      2.74 (6)(26)      28  

 

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

 

 

  184  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2019

 

A

  $   9.92     $   0.30     $   0.79     $   1.09     $   (0.35   $   —     $   —     $   (0.35   $   10.66       11.24   $   940,594       0.74     0.74     2.90     71

C

    9.97       0.22       0.80       1.02       (0.22                 (0.22     10.77       10.37       27,334       1.54       1.54       2.12       71  

I

    9.95       0.33       0.79       1.12       (0.42                 (0.42     10.65       11.49       108,633       0.42       0.42       3.19       71  

R3

    10.14       0.27       0.82       1.09       (0.28                 (0.28     10.95       10.93       4,769       1.08       1.07       2.58       71  

R4

    10.09       0.30       0.81       1.11       (0.35                 (0.35     10.85       11.20       11,476       0.77       0.76       2.89       71  

R5

    10.06       0.33       0.83       1.16       (0.41                 (0.41     10.81       11.80       1,049       0.48       0.48       3.22       71  

R6

    10.03       0.32       0.82       1.14       (0.43                 (0.43     10.74       11.67       40,368       0.35       0.34       3.04       71  

Y

    10.04       0.34       0.81       1.15       (0.43                 (0.43     10.76       11.68       488,228       0.41       0.40       3.25       71  

F

    9.90       0.34       0.78       1.12       (0.43                 (0.43     10.59       11.58       562,418       0.36       0.36       3.29       71  

For the Year Ended October 31, 2018

 

A

  $   10.44     $   0.28     $   (0.48   $   (0.20   $   (0.32   $    —     $    —     $   (0.32   $   9.92       (1.95 )%    $   774,821       0.82     0.82     2.72     74

C

    10.46       0.20       (0.49     (0.29     (0.20                 (0.20     9.97       (2.79     30,760       1.61       1.60       1.93       74  

I

    10.45       0.31       (0.48     (0.17     (0.33                 (0.33     9.95       (1.68     51,131       0.51       0.51       3.03       74  

R3

    10.64       0.25       (0.50     (0.25     (0.25                 (0.25     10.14       (2.37     5,000       1.16       1.15       2.38       74  

R4

    10.62       0.28       (0.49     (0.21     (0.32                 (0.32     10.09       (2.04     11,153       0.85       0.85       2.67       74  

R5

    10.62       0.31       (0.49     (0.18     (0.38                 (0.38     10.06       (1.74     1,548       0.56       0.56       2.98       74  

R6

    10.61       0.32       (0.50     (0.18     (0.40                 (0.40     10.03       (1.72     1,678       0.44       0.44       3.11       74  

Y

    10.61       0.32       (0.50     (0.18     (0.39                 (0.39     10.04       (1.69     449,292       0.48       0.48       3.06       74  

F

    10.46       0.31       (0.47     (0.16     (0.40                 (0.40     9.90       (1.59     678,207       0.44       0.44       3.10       74  

For the Year Ended October 31, 2017

 

A

  $   10.48     $   0.26     $   (0.04   $   0.22     $   (0.26   $    —     $    —     $   (0.26   $   10.44       2.19   $   772,486       0.84     0.84     2.55     56

C

    10.50       0.19       (0.04     0.15       (0.19                 (0.19     10.46       1.43       59,204       1.58       1.58       1.82       56  

I

    10.49       0.29       (0.04     0.25       (0.29                 (0.29     10.45       2.41       35,182       0.77       0.62       2.78       56  

R3

    10.68       0.23       (0.04     0.19       (0.23                 (0.23     10.64       1.86       5,851       1.17       1.17       2.22       56  

R4

    10.66       0.27       (0.04     0.23       (0.27                 (0.27     10.62       2.18       14,290       0.85       0.85       2.54       56  

R5

    10.65       0.30       (0.03     0.27       (0.30                 (0.30     10.62       2.48       1,548       0.55       0.55       2.84       56  

R6

    10.64       0.30       (0.02     0.28       (0.31                 (0.31     10.61       2.69       1,092       0.45       0.44       2.87       56  

Y

    10.65       0.31       (0.04     0.27       (0.31                 (0.31     10.61       2.57       438,589       0.46       0.46       2.96       56  

F(7)

    10.32       0.20       0.14       0.34       (0.20                 (0.20     10.46       3.36 (5)      937,170       0.44 (6)      0.44 (6)      2.88 (6)      56  

For the Year Ended October 31, 2016

 

A

  $   10.28     $   0.28     $   0.22     $   0.50     $   (0.25   $   (0.02   $   (0.03   $   (0.30   $   10.48       4.77   $   782,964       0.87     0.87 %(23)      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 (23)      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 (23)      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 (23)      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 (23)      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 (23)      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 (23)      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 (23)      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 (23)      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(22)

    10.87       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.45       0.65 (5)      10       0.50 (6)      0.50 (6)      2.61 (6)      57  

Y

    10.87       0.28       (0.20     0.08       (0.27     (0.23           (0.50     10.45       0.79       1,103,177       0.44       0.44       2.67       57  

 

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

 

 

  185  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.75     $   0.04 (29)    $   (0.11 )(29)    $   (0.07   $   (0.18   $   (0.05   $    —     $   (0.23   $   10.45       (0.62 )%(5)    $   412,953       1.01 %(6)      1.01 %(6)      0.71 %(6)(29)      80

C

    10.54       (29)      (0.11 )(29)      (0.11     (0.15     (0.05           (0.20     10.23       (1.07 )(5)      76,862       1.74 (6)      1.74 (6)      (0.02 )(6)(29)      80  

I

    10.83       0.05 (29)      (0.10 )(29)      (0.05     (0.20     (0.05           (0.25     10.53       (0.57 )(5)      2,005,394       0.72 (6)      0.72 (6)      0.99 (6)(29)      80  

R3

    10.68       0.02 (29)      (0.10 )(29)      (0.08     (0.17     (0.05           (0.22     10.38       (0.81 )(5)      1,825       1.35 (6)      1.35 (6)      0.37 (6)(29)      80  

R4

    10.76       0.04 (29)      (0.11 )(29)      (0.07     (0.19     (0.05           (0.24     10.45       (0.66 )(5)      14,556       0.98 (6)      0.98 (6)      0.75 (6)(29)      80  

R5

    10.84       0.05 (29)      (0.11 )(29)      (0.06     (0.20     (0.05           (0.25     10.53       (0.48 )(5)      7,115       0.75 (6)      0.75 (6)      0.98 (6)(29)      80  

R6

    10.88       0.06 (29)      (0.12 )(29)      (0.06     (0.20     (0.05           (0.25     10.57       (0.51 )(5)      68,052       0.63 (6)      0.63 (6)      1.10 (6)(29)      80  

Y

    10.87       0.05 (29)      (0.11 )(29)      (0.06     (0.20     (0.05           (0.25     10.56       (0.46 )(5)      377,703       0.73 (6)      0.70 (6)      1.01 (6)(29)      80  

F

    10.85       0.06 (29)      (0.11 )(29)      (0.05     (0.21     (0.05           (0.26     10.54       (0.51 )(5)      1,974,776       0.63 (6)      0.63 (6)      1.09 (6)(29)      80  

For the Year Ended October 31, 2019

 

A

  $   10.65     $   0.10     $   0.49     $   0.59     $   (0.48   $   (0.01   $    —     $   (0.49   $   10.75       5.68   $   419,891       1.02     1.02     0.98     93

C

    10.45       0.03       0.47       0.50       (0.40     (0.01 )             (0.41     10.54       4.92       81,694       1.75       1.75       0.26       93  

I

    10.72       0.14       0.48       0.62       (0.50     (0.01 )             (0.51     10.83       6.02       2,223,706       0.74       0.74       1.26       93  

R3

    10.58       0.07       0.48       0.55       (0.44     (0.01 )             (0.45     10.68       5.39       1,946       1.36       1.35       0.63       93  

R4

    10.65       0.09       0.51       0.60       (0.48     (0.01 )             (0.49     10.76       5.71       10,651       0.96       0.96       0.84       93  

R5

    10.72       0.13       0.50       0.63       (0.50     (0.01 )             (0.51     10.84       6.00       6,404       0.76       0.76       1.23       93  

R6

    10.76       0.14       0.50       0.64       (0.51     (0.01 )             (0.52     10.88       6.09       17,230       0.64       0.64       1.34       93  

Y

    10.75       0.14       0.50       0.64       (0.51     (0.01 )             (0.52     10.87       6.04       522,050       0.73       0.70       1.31       93  

F

    10.74       0.15       0.48       0.63       (0.51     (0.01 )             (0.52     10.85       6.11       2,027,555       0.64       0.64       1.35       93  

For the Year Ended October 31, 2018

 

A

  $   10.45     $   0.11     $   0.12     $   0.23     $   (0.03   $   —     $    —     $   (0.03   $   10.65       2.18   $   339,123       1.04     1.04     1.04     115

C

    10.31       0.03       0.12       0.15       (0.01                 (0.01     10.45       1.44       78,993       1.77       1.77       0.30       115  

I

    10.50       0.14       0.12       0.26       (0.04                 (0.04     10.72       2.45       1,943,254       0.76       0.76       1.32       115  

R3

    10.41       0.07       0.12       0.19       (0.02                 (0.02     10.58       1.82       1,161       1.38       1.36       0.67       115  

R4

    10.46       0.11       0.11       0.22       (0.03                 (0.03     10.65       2.09       847       1.08       1.07       1.02       115  

R5

    10.51       0.14       0.11       0.25       (0.04                 (0.04     10.72       2.35       3,840       0.78       0.77       1.34       115  

R6

    10.53       0.16       0.11       0.27       (0.04                 (0.04     10.76       2.58       10,009       0.67       0.67       1.50       115  

Y

    10.53       0.15       0.11       0.26       (0.04                 (0.04     10.75       2.44       670,390       0.71       0.71       1.40       115  

F

    10.51       0.15       0.12       0.27       (0.04                 (0.04     10.74       2.58       1,571,981       0.66       0.66       1.43       115  

For the Year Ended October 31, 2017

 

A

  $   10.36     $   0.11     $   (0.02 )(24)    $   0.09     $   —   $   —     $   —     $   —     $   10.45       0.87   $   331,084       1.08     1.05     1.02     100

C

    10.29       0.03       (0.01 )(24)      0.02                               10.31       0.19       101,882       1.78       1.78       0.30       100  

I

    10.39       0.13       (0.02 )(24)      0.11                               10.50       1.16       1,880,345       0.85       0.80       1.26       100  

R3

    10.35       0.07       (0.01 )(24)      0.06                               10.41       0.58       2,139       1.40       1.35       0.70       100  

R4

    10.37       0.11       (0.02 )(24)      0.09                               10.46       0.87       664       1.10       1.05       1.03       100  

R5

    10.38       0.13             0.13                               10.51       1.25       2,087       0.79       0.75       1.27       100  

R6

    10.40       0.14       (0.01 )(24)      0.13                               10.53       1.25       1,176       0.71       0.69       1.36       100  

Y

    10.40       0.14       (0.01 )(24)      0.13                               10.53       1.25       490,321       0.70       0.70       1.37       100  

F(7)

    10.32       0.08       0.11 (24)      0.19                               10.51       1.84 (5)      1,235,664       0.68 (6)      0.68 (6)      1.14 (6)      100  

For the Year Ended October 31, 2016

 

A

  $   10.47     $   0.11     $   0.07     $   0.18     $   —     $ (0.26   $   (0.03   $   (0.29   $   10.36       1.78   $   481,126       1.13     1.07 %(25)      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 (25)      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 (25)      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 (25)      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 (25)      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 (25)      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 (25)      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 (25)      1.50       122  

 

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

 

 

  186  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
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 – (continued)  

For the Year Ended October 31, 2015

 

A

  $   10.76     $   0.09     $   —     $   0.09     $ (0.38   $   —     $   —     $   (0.38   $   10.47       0.82   $   624,111       1.08     1.05     0.84     99

C

    10.74       0.01       0.01 (24)      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(22)

    10.78       0.14       (0.02     0.12       (0.41                 (0.41     10.49       1.18 (5)      188       0.74 (6)      0.70 (6)      1.32 (6)      99  

Y

    10.77       0.13             0.13       (0.41                 (0.41     10.49       1.27       634,789       0.67       0.67       1.24       99  

 

(1) 

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

(2) 

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

(3) 

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

(4) 

Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.

(5) 

Not annualized.

(6) 

Annualized.

(7) 

Commenced operations on February 28, 2017.

(8) 

Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(9) 

Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(10) 

Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(11) 

Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(12) 

Included in this amount are tax distributions from capital of less than ($0.01).

(13) 

Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(14) 

Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.

(15) 

Commenced operations on May 29, 2015.

(16) 

Commenced operations on May 31, 2018.

(17) 

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.

(18) 

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.

(19) 

Commenced operations on February 28, 2019.

(20) 

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.

(21) 

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.

(22) 

Commenced operations on November 7, 2014.

(23) 

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.

(24) 

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.

(25) 

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.

(26) 

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and an increase to ratio of net investment income to average net assets for less than 0.005% for each class of shares. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation.

(27) 

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and an increase to ratio of net investment income to average net assets of 0.01%. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation.

 

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

 

 

  187  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

(28) 

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and an increase to ratio of net investment income to average net assets of 0.10%. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation.

(29) 

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $0.005 and a decrease to ratio of net investment income to average net assets of (0.01)%. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation.

(30) 

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $0.005 and a decrease to ratio of net investment income to average net assets of (0.03)%. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation.

 

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

 

 

  188  

 


Hartford Fixed Income Funds

Notes to Financial Statements

April 30, 2020 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of thirty–seven series, as of April 30, 2020. 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 Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

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

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

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

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

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

Each Fund has registered for sale Class A, Class C, Class I and Class F shares. In addition, each Fund, except Municipal Income Fund, Municipal Opportunities Fund and Municipal Short Duration Fund, offers Class R3, Class R4 and Class R5 shares. Each Fund, except Municipal Income Fund and Municipal Short Duration Fund, has registered for sale Class Y shares. Strategic Income Fund, Short Duration Fund, Total Return Bond Fund and World Bond Fund have registered for sale Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class A shares of Floating Rate Fund and Floating Rate High Income Fund are sold with a front-end sales charge of up to 3.00%. Class A shares of Short Duration Fund are sold with a front-end sales charge of up to 2.00%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. Classes C and I of the Total Return Bond Fund are closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

 

2.

Significant Accounting Policies:

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

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. 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 class of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

 

 

  189  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

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

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

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. 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.

 

 

  190  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

   

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

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

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

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

 

  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.

The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The 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 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.

Please refer to Note 8 for Securities Lending information.

 

  d)

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized 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 class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class 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

 

 

  191  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

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

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Quality Bond 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, Quality Bond Fund (effective April 1, 2020) 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.

 

3.

Securities and Other Investments:

 

  a)

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

 

  b)

Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2020.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2020.

 

  c)

Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2020.

 

 

  192  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  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 April 30, 2020.

 

  e)

Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2020.

 

4.

Financial Derivative Instruments:

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

 

  a)

Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward.

During the six-month period ended April 30, 2020, Inflation Plus Fund had used Bond Forwards.

 

  b)

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

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

During the six-month period ended April 30, 2020, each of Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Foreign Currency Contracts.

 

 

  193  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  c)

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

During the six-month period ended April 30, 2020, each of Emerging Markets Local Debt Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Futures Contracts.

 

  d)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter (“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, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2020, each of Emerging Markets Local Debt Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Options Contracts.

 

  e)

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain 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 in accordance with the Valuation Procedures. 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 swaps. 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.

 

 

  194  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2020, each of Emerging Markets Local Debt Fund, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

 

 

  195  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

During the six-month period ended April 30, 2020, each of Emerging Markets Local Debt Fund, Inflation Plus Fund, Quality Bond Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2020, each of Floating Rate Fund, Floating Rate High Income Fund and Strategic Income Fund had used Total Return Swap Contracts.

 

  f)

Additional Derivative Instrument Information:

Emerging Markets Local Debt Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $ 165,899      $      $     —      $     —      $     —      $ 165,899  

Unrealized appreciation on futures contracts(1)

     233,074                                           233,074  

Unrealized appreciation on foreign currency contracts

            4,690,044                                    4,690,044  

Unrealized appreciation on swap contracts(2)

     999,744               66,258                             1,066,002  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,232,818      $ 4,855,943      $ 66,258      $      $      $      $ 6,155,019  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 182,056      $      $      $      $      $      $ 182,056  

Unrealized depreciation on foreign currency contracts

            6,342,593                                    6,342,593  

Written options, market value

            267,685                                    267,685  

Unrealized depreciation on swap contracts(2)

     1,192,655                                           1,192,655  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,374,711      $ 6,610,278      $      $      $      $      $ 7,984,989  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2) 

Amount represents the cumulative appreciation and 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 and depreciation on OTC swap contracts, if applicable.

 

 

  196  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $     $ 242,198     $      $     —      $     —      $     —      $ 242,198  

Net realized gain (loss) on futures contracts

     12,788                                         12,788  

Net realized gain (loss) on written options contracts

           200,848                                   200,848  

Net realized gain (loss) on swap contracts

     (16,962           108,973                             92,011  

Net realized gain (loss) on foreign currency contracts

           (1,475,298                                 (1,475,298
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (4,174   $ (1,032,252   $ 108,973      $      $      $      $ (927,453
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

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

   $     $ 121,831     $      $      $      $      $ 121,831  

Net change in unrealized appreciation (depreciation) of futures contracts

     10,481                                         10,481  

Net change in unrealized appreciation (depreciation) of written options contracts

           (223,665                                 (223,665

Net change in unrealized appreciation (depreciation) of swap contracts

     (276,194           49,900                             (226,294

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (3,116,572                                 (3,116,572
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (265,713   $ (3,218,406   $ 49,900      $      $      $      $ (3,434,219
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     41,116,333  

Futures Contracts Long at Number of Contracts

     85  

Futures Contracts Short at Number of Contracts

     (61

Written Options Contracts at Number of Contracts

     (14,793,167

Swap Contracts at Notional Amount

   $ 29,063,148,463  

Foreign Currency Contracts Purchased at Contract Amount

   $ 133,917,084  

Foreign Currency Contracts Sold at Contract Amount

   $ 97,500,391  

Floating Rate Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $      $ 40,146      $     —      $     —      $     —      $     —      $ 40,146  

Unrealized appreciation on swap contracts(1)

     1,937,096                                           1,937,096  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,937,096      $ 40,146      $      $      $      $      $ 1,977,242  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $      $ 2,221,767      $      $      $      $      $ 2,221,767  

Unrealized depreciation on swap contracts(1)

     7,373,463                                           7,373,463  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 7,373,463      $ 2,221,767      $      $      $      $      $ 9,595,230  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 and depreciation on OTC swap contracts, if applicable.

 

 

  197  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Floating Rate Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ (4,064,943   $     $     —      $     —      $     —      $     —      $ (4,064,943

Net realized gain (loss) on foreign currency contracts

           7,576,086                                   7,576,086  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (4,064,943   $ 7,576,086     $      $      $      $      $ 3,511,143  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of swap contracts

   $ (5,448,646   $     $      $      $      $      $ (5,448,646

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (970,073                                 (970,073
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (5,448,646   $ (970,073   $      $      $      $      $ (6,418,719
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 103,503,333  

Foreign Currency Contracts Purchased at Contract Amount

   $ 4,833,355  

Foreign Currency Contracts Sold at Contract Amount

   $ 226,527,488  

Floating Rate High Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $      $ 5,787      $     —      $     —      $     —      $     —      $ 5,787  

Unrealized appreciation on swap contracts(1)

     722,493                                           722,493  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 722,493      $ 5,787      $      $      $      $      $ 728,280  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $      $ 432,370      $      $      $      $      $ 432,370  

Unrealized depreciation on swap contracts(1)

     594,552                                           594,552  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 594,552      $ 432,370      $      $      $      $      $ 1,026,922  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 and depreciation on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                  

Net realized gain (loss) on swap contracts

   $ (1,959,346   $     $     —      $     —      $     —      $     —      $ (1,959,346

Net realized gain (loss) on foreign currency contracts

           1,495,282                                   1,495,282  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,959,346   $ 1,495,282     $      $      $      $      $ (464,064
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of swap contracts

   $ 117,886     $     $      $      $      $      $ 117,886  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (156,959                                 (156,959
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 117,886     $ (156,959   $      $      $      $      $ (39,073
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  198  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Floating Rate High Income Fund – (continued)

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 17,644,167  

Foreign Currency Contracts Purchased at Contract Amount

   $ 912,497  

Foreign Currency Contracts Sold at Contract Amount

   $ 48,822,702  

High Yield Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest
Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $     —      $ 468      $      $     —      $     —      $     —      $ 468  

Unrealized appreciation on swap contracts(1)

                   18,693                             18,693  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 468      $ 18,693      $      $      $      $ 19,161  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $      $ 100,293      $      $      $      $      $ 100,293  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 100,293      $      $      $      $      $ 100,293  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $     —      $     $ (393,984   $     —      $     —      $     —      $ (393,984

Net realized gain (loss) on foreign currency contracts

            287,430                                  287,430  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 287,430     $ (393,984   $      $      $      $ (106,554
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of swap contracts

   $      $     $ 5,062     $      $      $      $ 5,062  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (63,433                                (63,433
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (63,433   $ 5,062     $      $      $      $ (58,371
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 5,527,917  

Foreign Currency Contracts Purchased at Contract Amount

   $ 1,017,569  

Foreign Currency Contracts Sold at Contract Amount

   $ 9,843,894  

 

 

  199  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Inflation Plus Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 3,765      $      $      $     —      $     —      $     —      $ 3,765  

Unrealized appreciation on futures contracts(1)

     837,287                                           837,287  

Unrealized appreciation on foreign currency contracts

            565,859                                    565,859  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 841,052      $ 565,859      $      $      $      $      $ 1,406,911  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 1,366,607      $      $      $      $      $      $ 1,366,607  

Unrealized depreciation on bond forward contracts

     15,270                                           15,270  

Unrealized depreciation on foreign currency contracts

            724,176                                    724,176  

Unrealized depreciation on swap contracts(2)

     4,984,184               336,955                             5,321,139  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 6,366,061      $ 724,176      $ 336,955      $      $      $      $ 7,427,192  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2) 

Amount represents the cumulative appreciation and 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 depreciation on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ 348,818     $     $     $     —      $     —      $     —      $ 348,818  

Net realized gain (loss) on swap contracts

     (1,618,779           216,000                            (1,402,779

Net realized gain (loss) on bond forward contracts

     1,874,940                                        1,874,940  

Net realized gain (loss) on foreign currency contracts

           1,205,822                                  1,205,822  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 604,979     $ 1,205,822     $ 216,000     $      $      $      $ 2,026,801  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ (69,005   $     $     $      $      $      $ (69,005

Net change in unrealized appreciation (depreciation) of futures contracts

     (492,766                                      (492,766

Net change in unrealized appreciation (depreciation) of swap contracts

     (3,028,054           (506,156                          (3,534,210

Net change in unrealized appreciation (depreciation) of bond forward contracts

     (252,936                                      (252,936

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (35,906                                (35,906
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (3,842,761   $ (35,906   $ (506,156   $      $      $      $ (4,384,823
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     2,905,000  

Futures Contracts Long at Number of Contracts

     386  

Futures Contracts Short at Number of Contracts

     (284

Swap Contracts at Notional Amount

   $ 120,190,833  

Foreign Currency Contracts Purchased at Contract Amount

   $ 7,004,154  

Foreign Currency Contracts Sold at Contract Amount

   $ 13,354,273  

Bond Forward Contracts at Contract Amount

   $ 56,589,655  

 

 

  200  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Quality Bond Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $ 1,817,249      $     —      $     —      $     —      $     —      $     —      $ 1,817,249  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,817,249      $      $      $      $      $      $ 1,817,249  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 607,868      $      $      $      $      $      $ 607,868  

Unrealized depreciation on swap contracts(2)

     2,805,246                                           2,805,246  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,413,114      $      $      $      $      $      $ 3,413,114  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2) 

Amount represents the cumulative appreciation and 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 depreciation on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ 636,872     $     $     —      $     —      $     —      $     —      $ 636,872  

Net realized gain (loss) on futures contracts

     2,226,357                                         2,226,357  

Net realized gain (loss) on swap contracts

     (858,331                                       (858,331

Net realized gain (loss) on foreign currency contracts

           184,655                                   184,655  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,004,898     $ 184,655     $      $      $      $      $ 2,189,553  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ 32,696     $     $      $      $      $      $ 32,696  

Net change in unrealized appreciation (depreciation) of futures contracts

     1,750,318                                         1,750,318  

Net change in unrealized appreciation (depreciation) of swap contracts

     (831,833                                       (831,833

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (72,599                                 (72,599
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 951,181     $ (72,599   $      $      $      $      $ 878,582  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Purchased Options Contracts at Number of Contracts

     5,425,000  

Futures Contracts Long at Number of Contracts

     427  

Futures Contracts Short at Number of Contracts

     (114

Swap Contracts at Notional Amount

   $ 20,937,000  

Foreign Currency Contracts Sold at Contract Amount

   $ 5,935,926  

 

 

  201  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Short Duration Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $ 4,863,536      $      $     —      $     —      $     —      $     —      $ 4,863,536  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,863,536      $      $      $      $      $      $ 4,863,536  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 6,698,125      $      $      $      $      $      $ 6,698,125  

Unrealized depreciation on foreign currency contracts

            210,290                                    210,290  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 6,698,125      $ 210,290      $      $      $      $      $ 6,908,415  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ (2,408,751   $     $     —      $     —      $     —      $     —      $ (2,408,751

Net realized gain (loss) on foreign currency contracts

           654,870                                   654,870  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (2,408,751   $ 654,870     $      $      $      $      $ (1,753,881
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (2,092,576   $     $      $      $      $      $ (2,092,576

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (78,777                                 (78,777
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (2,092,576   $ (78,777   $      $      $      $      $ (2,171,353
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Futures Contracts Long at Number of Contracts

     1,279  

Futures Contracts Short at Number of Contracts

     (1,596

Foreign Currency Contracts Purchased at Contract Amount

   $ 2,813,660  

Foreign Currency Contracts Sold at Contract Amount

   $ 21,332,800  

 

 

  202  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Strategic Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 7,886      $      $      $     —      $     —      $     —      $ 7,886  

Unrealized appreciation on futures contracts(1)

     6,878,114                                           6,878,114  

Unrealized appreciation on foreign currency contracts

            2,071,218                                    2,071,218  

Unrealized appreciation on swap contracts(2)

     1,646,475               2,868,920                             4,515,395  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 8,532,475      $ 2,071,218      $ 2,868,920      $      $      $      $ 13,472,613  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 10,897      $      $      $      $      $      $ 10,897  

Unrealized depreciation on foreign currency contracts

            1,373,517                                    1,373,517  

Written options, market value

     5,877,302                                           5,877,302  

Unrealized depreciation on swap contracts(2)

     4,103,177               7,820,014                             11,923,191  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 9,991,376      $ 1,373,517      $ 7,820,014      $      $      $      $ 19,184,907  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2) 

Amount represents the cumulative appreciation and 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 and depreciation on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ 7,776,066     $      $     $     —      $     —      $     —      $ 7,776,066  

Net realized gain (loss) on written options contracts

     7,004,807                                         7,004,807  

Net realized gain (loss) on swap contracts

     (2,019,558            (5,392,398                          (7,411,956

Net realized gain (loss) on foreign currency contracts

           3,743,090                                   3,743,090  
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 12,761,315     $ 3,743,090      $ (5,392,398   $      $      $      $ 11,112,007  
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ (144,543   $      $     $      $      $      $ (144,543

Net change in unrealized appreciation (depreciation) of futures contracts

     6,886,168                                         6,886,168  

Net change in unrealized appreciation (depreciation) of written options contracts

     919,184                                         919,184  

Net change in unrealized appreciation (depreciation) of swap contracts

     (332,401            (6,187,273                          (6,519,674

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           884,688                                   884,688  
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 7,328,408     $ 884,688      $ (6,187,273   $      $      $      $ 2,025,823  
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Purchased Options Contracts at Number of Contracts

     6,085,000  

Futures Contracts Long at Number of Contracts

     2,401  

Futures Contracts Short at Number of Contracts

     (112

Written Options Contracts at Number of Contracts

     (185,716,667

Swap Contracts at Notional Amount

   $ 147,762,033  

Foreign Currency Contracts Purchased at Contract Amount

   $ 14,321,543  

Foreign Currency Contracts Sold at Contract Amount

   $ 162,883,814  

 

 

  203  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Total Return Bond Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 1,353,493      $      $      $     —      $     —      $     —      $ 1,353,493  

Unrealized appreciation on futures contracts(1)

     822,061                                           822,061  

Unrealized appreciation on foreign currency contracts

            2,740,814                                    2,740,814  

Unrealized appreciation on swap contracts(2)

     7,771               448,484                             456,255  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,183,325      $ 2,740,814      $ 448,484      $      $      $      $ 5,372,623  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 5,780,457      $      $      $      $      $      $ 5,780,457  

Unrealized depreciation on foreign currency contracts

            499,011                                    499,011  

Written options, market value

     3,351,550                                           3,351,550  

Unrealized depreciation on swap contracts(2)

     18,078,975               11,003,936                             29,082,911  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 27,210,982      $ 499,011      $ 11,003,936      $      $      $      $ 38,713,929  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2) 

Amount represents the cumulative appreciation and 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 and depreciation on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
Contracts
     Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

                  

Net realized gain (loss) on purchased options contracts

   $ 1,986,979     $      $     $      $     —      $     —      $ 1,986,979  

Net realized gain (loss) on futures contracts

     2,297,833                                         2,297,833  

Net realized gain (loss) on written options contracts

     2,340,759                                         2,340,759  

Net realized gain (loss) on swap contracts

     (6,395,421            (7,369,942                          (13,765,363

Net realized gain (loss) on foreign currency contracts

           2,476,782                                   2,476,782  
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 230,150     $ 2,476,782      $ (7,369,942   $      $      $      $ (4,663,010
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ (30,076   $      $     $      $      $      $ (30,076

Net change in unrealized appreciation (depreciation) of futures contracts

     (6,934,847                                       (6,934,847

Net change in unrealized appreciation (depreciation) of written options contracts

     30,024              384,266                            414,290  

Net change in unrealized appreciation (depreciation) of swap contracts

     (9,123,459            (12,596,672                          (21,720,131

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           2,274,535                                   2,274,535  
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (16,058,358   $ 2,274,535      $ (12,212,406   $      $      $      $ (25,996,229
  

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Purchased Options Contracts at Number of Contracts

     26,587,000  

Futures Contracts Long at Number of Contracts

     1,260  

Futures Contracts Short at Number of Contracts

     (795

Written Options Contracts at Number of Contracts

     (473,708,667

Swap Contracts at Notional Amount

   $ 323,259,835  

Foreign Currency Contracts Purchased at Contract Amount

   $ 11,544,565  

Foreign Currency Contracts Sold at Contract Amount

   $ 92,681,404  

 

 

  204  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

World Bond Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Currency
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Assets:

 

Investments in securities, at value (purchased options), market value

  $ 709,750     $ 2,238,492     $     $     —     $     —     $     —     $ 2,948,242  

Unrealized appreciation on futures contracts(1)

    125,974                                     125,974  

Unrealized appreciation on foreign currency contracts

          6,913,627                               6,913,627  

Unrealized appreciation on swap contracts(2)

    6,925,598             11,121,956                         18,047,554  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 7,761,322     $ 9,152,119     $ 11,121,956     $     $     $     $ 28,035,397  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

  $ 6,968,558     $     $     $     $     $     $ 6,968,558  

Unrealized depreciation on foreign currency contracts

          46,858,538                               46,858,538  

Written options, market value

    266,250       528,931                               795,181  

Unrealized depreciation on swap contracts(2)

    9,616,850             3,461,342                         13,078,192  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 16,851,658     $ 47,387,469     $ 3,461,342     $     $     $     $ 67,700,469  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1) 

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2)

Amount represents the cumulative appreciation and 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 and depreciation on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ 5,311,328     $ (16,189   $     $     —      $     —      $     —      $ 5,295,139  

Net realized gain (loss) on futures contracts

     (23,152,915                                      (23,152,915

Net realized gain (loss) on written options contracts

     1,215,128                                        1,215,128  

Net realized gain (loss) on swap contracts

     (1,215,011           (4,185,690                          (5,400,701

Net realized gain (loss) on foreign currency contracts

           107,254,560                                  107,254,560  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (17,841,470   $ 107,238,371     $ (4,185,690   $      $      $      $ 85,211,211  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ (1,703,929   $ (1,860,664   $     $      $      $      $ (3,564,593

Net change in unrealized appreciation (depreciation) of futures contracts

     (4,028,319                                      (4,028,319

Net change in unrealized appreciation (depreciation) of written options contracts

     67,442       213,579                                  281,021  

Net change in unrealized appreciation (depreciation) of swap contracts

     (1,659,682           9,280,716                            7,621,034  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (3,142,346                                (3,142,346
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (7,324,488   $ (4,789,431   $ 9,280,716     $      $      $      $ (2,833,203
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Purchased Options Contracts at Number of Contracts

     270,674,175  

Futures Contracts Long at Number of Contracts

     7,368  

Futures Contracts Short at Number of Contracts

     (5,693

Written Options Contracts at Number of Contracts

     (329,513,763

Swap Contracts at Notional Amount

   $ 45,341,997,880  

Foreign Currency Contracts Purchased at Contract Amount

   $ 7,851,048,968  

Foreign Currency Contracts Sold at Contract Amount

   $ 9,724,522,441  

 

 

  205  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  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 a Fund, against any liabilities or payment obligations of a 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 a Fund’s 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 a Fund as of April 30, 2020:

Emerging Markets Local Debt Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 4,690,044     $ (6,342,593

Futures contracts

     233,074       (182,056

Purchased options

     165,899        

Swap contracts

     1,066,002       (1,192,655

Written options

           (267,685
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     6,155,019       (7,984,989
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (700,179     814,596  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     5,454,840     $     (7,170,393
  

 

 

   

 

 

 

 

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

   $ 152,644      $ (127,219   $      $      $ 25,425  

Bank of Montreal

     7,017        (6,746                   271  

Barclays

     136,761        (41,670                   95,091  

BNP Paribas Securities Services

     1,044,286        (615,422                   428,864  

Citibank NA

     389,962        (389,962                    

Credit Agricle

     2,058                            2,058  

Deutsche Bank Securities, Inc.

     651,235        (651,235                    

Goldman Sachs & Co.

     917,144        (917,144                    

HSBC Bank USA

     316,215        (83,890                   232,325  

JP Morgan Chase & Co.

     332,936        (264,866                   68,070  

Morgan Stanley

     1,384,868        (1,384,868                    

RBS Greenwich Capital

     16,553        (14,858                   1,695  

Societe Generale Group

     19,914        (17,181                   2,733  

Standard Chartered Bank

     32,417        (2,682                   29,735  

State Street Global Markets LLC

     1,509        (1,509                    

UBS AG

     49,321        (6,783                   42,538  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     5,454,840      $     (4,526,035   $     —      $     —      $     928,805  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  206  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available

for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (127,219   $ 127,219      $      $      $  

Bank of Montreal

     (6,746     6,746                       

Barclays

     (41,670     41,670                       

BNP Paribas Securities Services

     (615,422     615,422                       

Citibank NA

     (425,208     389,962                      (35,246

Credit Suisse First Boston Corp.

     (11,180                          (11,180

Deutsche Bank Securities, Inc.

     (2,281,030     651,235               1,460,000        (169,795

Goldman Sachs & Co.

     (1,546,305     917,144                      (629,161

HSBC Bank USA

     (83,890     83,890                       

JP Morgan Chase & Co.

     (264,866     264,866                       

Morgan Stanley

     (1,689,629     1,384,868               304,761         

National Australia Bank Limited

     (1,474                          (1,474

RBS Greenwich Capital

     (14,858     14,858                       

Societe Generale Group

     (17,181     17,181                       

Standard Chartered Bank

     (2,682     2,682                       

State Street Global Markets LLC

     (34,250     1,509                      (32,741

UBS AG

     (6,783     6,783                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (7,170,393   $     4,526,035      $     —      $     1,764,761      $     (879,597
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 40,146      $ (2,221,767

Swap contracts

         1,937,096        (7,373,463
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,977,242            (9,595,230
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 1,977,242      $ (9,595,230
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Barclays

   $ 1,331,740     $ (141,534   $      $ (1,190,206   $  

Morgan Stanley

     605,356       (605,356                   

State Street Global Markets LLC

     40,146                          40,146  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     1,977,242     $     (746,890   $     —      $     (1,190,206   $     40,146  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
    Net Amount
of Liabilities
 

Barclays

   $ (141,534   $ 141,534     $      $     $  

Goldman Sachs & Co.

     (5,318,841                  5,318,841        

HSBC Bank USA

     (21,264                        (21,264

Morgan Stanley

     (4,113,591     605,356              2,250,000       (1,258,235
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (9,595,230   $ 746,890     $      $ 7,568,841     $ (1,279,499
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  207  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Floating Rate High Income Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 5,787      $ (432,370

Swap contracts

     722,493        (594,552
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     728,280        (1,026,922
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     728,280      $     (1,026,922
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Barclays

   $ 393,685     $     $      $ (270,000   $ 123,685  

Goldman Sachs & Co.

     147,642       (147,642                   

JP Morgan Chase & Co.

     53,645                          53,645  

Morgan Stanley

     127,521       (127,521                   

State Street Global Markets LLC

     5,787                          5,787  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 728,280     $     (275,163   $     —      $     (270,000   $ 183,117  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
    Net Amount
of Liabilities
 

Goldman Sachs & Co.

   $ (262,632   $ 147,642     $     —      $ 114,990     $  

HSBC Bank USA

     (5,899                        (5,899

Morgan Stanley

     (758,391     127,521              340,000       (290,870
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     (1,026,922   $ 275,163     $     —      $ 454,990     $     (296,769
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

  *

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

   $ 468     $ (100,293

Swap contracts

     18,693        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     19,161       (100,293
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (18,693      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 468     $     (100,293
  

 

 

   

 

 

 

 

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

   $ 468     $     —      $     —      $     —      $ 468  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Morgan Stanley

   $     (100,293   $      $      $      $     (100,293
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  208  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Inflation Plus Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $ 9,980     $ (25,250

Foreign currency contracts

     565,859       (724,176

Futures contracts

     837,287       (1,366,607

Purchased options

     3,765        

Swap contracts

           (5,321,139
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         1,416,891       (7,437,172
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (837,287           4,090,413  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 579,604     $ (3,346,759
  

 

 

   

 

 

 

 

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

   $ 10,963     $ (10,963   $      $      $  

BNP Paribas Securities Services

     115,635                           115,635  

Citibank NA

     73,754       (61,095                   12,659  

Goldman Sachs & Co.

     9,980       (9,980                    

JP Morgan Chase & Co.

     87,032       (33,967                   53,065  

Morgan Stanley

     282,240       (282,240                    
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 579,604     $     (398,245   $     —      $     —      $ 181,359  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (585,524   $ 10,963     $     —      $     —      $ (574,561

Barclays

     (1,634,979                         (1,634,979

Citibank NA

     (61,095     61,095                      

Goldman Sachs & Co.

     (335,707     9,980                     (325,727

JP Morgan Chase & Co.

     (33,967     33,967                      

Morgan Stanley

     (679,075     282,240                     (396,835

State Street Global Markets LLC

     (16,412                         (16,412
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (3,346,759   $ 398,245     $     —      $     —      $     (2,948,514
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  *

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

   $ 1,817,249     $ (607,868

Swap contracts

           (2,805,246
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,817,249       (3,413,114
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (1,817,249     3,413,114  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

Short Duration Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     $ (210,290

Futures contracts

     4,863,536       (6,698,125
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     4,863,536           (6,908,415
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (4,863,536     6,698,125  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $ (210,290
  

 

 

   

 

 

 

 

 

  209  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Short Duration Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $ (29,262   $      $      $      $ (29,262

Morgan Stanley

     (181,028                          (181,028
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (210,290   $     —      $     —      $     —      $     (210,290
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Strategic Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,071,218     $ (1,373,517

Futures contracts

     6,878,114       (10,897

Purchased options

     7,886        

Swap contracts

     4,515,395       (11,923,191

Written options

           (5,877,302
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         13,472,613       (19,184,907
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (9,746,913     4,185,963  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 3,725,700     $     (14,998,944
  

 

 

   

 

 

 

 

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

   $ 20,826      $ (20,826   $     —      $     $  

Bank of Montreal

     37,129        (35,978                  1,151  

Barclays

     11,867        (11,867                   

BNP Paribas Securities Services

     351,754        (13,573                  338,181  

Canadian Imperial Bank of Commerce

     159,503                           159,503  

Citibank NA

     20,016        (3,308                  16,708  

Deutsche Bank Securities, Inc.

     558,161        (558,161                   

Goldman Sachs & Co.

     80,438        (80,438                   

HSBC Bank USA

     149,819        (46,202                  103,617  

JP Morgan Chase & Co.

     1,857,720        (342,087            (1,515,633      

Morgan Stanley

     329,832        (329,832                   

National Australia Bank Limited

     34,157                           34,157  

Societe Generale Group

     70,458        (9,613                  60,845  

Standard Chartered Bank

     24,911                           24,911  

State Street Global Markets LLC

     2,402        (2,402                   

UBS AG

     16,707                           16,707  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 3,725,700      $ (1,454,287   $      $ (1,515,633   $ 755,780  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

 

  210  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Strategic Income Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (3,000,907   $ 20,826      $ 2,980,081      $     —      $  

Bank of Montreal

     (35,978     35,978                       

Barclays

     (157,615     11,867        38,855               (106,893

BNP Paribas Securities Services

     (13,573     13,573                       

Citibank NA

     (3,308     3,308                       

Credit Suisse International

     (3,526,706                          (3,526,706

Deutsche Bank Securities, Inc.

     (1,475,470     558,161        917,309                

Goldman Sachs & Co.

     (4,041,396     80,438        3,412,356               (548,602

HSBC Bank USA

     (46,202     46,202                       

JP Morgan Chase & Co.

     (342,087     342,087                       

Morgan Stanley

     (2,339,252     329,832        2,009,420                

RBC Dominion Securities, Inc.

     (1,354                          (1,354

RBS Greenwich Capital

     (388                          (388

Societe Generale Group

     (9,613     9,613                       

State Street Global Markets LLC

     (5,095     2,402                      (2,693
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (14,998,944   $ 1,454,287      $ 9,358,021      $     —      $ (4,186,636
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

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

   $ 2,740,814     $ (499,011

Futures contracts

     822,061       (5,780,457

Purchased options

     1,353,493        

Swap contracts

     456,255       (29,082,911

Written options

           (3,351,550
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     5,372,623       (38,713,929
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (1,278,167     24,260,736  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 4,094,456     $ (14,453,193
  

 

 

   

 

 

 

 

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

   $ 16,524      $ (16,524   $     —      $     $  

Bank of Montreal

     23,117        (9,489                  13,628  

BNP Paribas Securities Services

     99,919                           99,919  

Citibank NA

     34,131        (27,992                  6,139  

Credit Suisse International

     11        (11                   

Deutsche Bank Securities, Inc.

     1,324,220        (231,000                  1,093,220  

Goldman Sachs & Co.

     657,245        (657,245                   

HSBC Bank USA

     785,741                           785,741  

JP Morgan Chase & Co.

     896,846        (143,654            (260,000     493,192  

Morgan Stanley

     40,974        (40,974                   

National Australia Bank Limited

     14,175                           14,175  

RBS Greenwich Capital

     194,208        (4,078                  190,130  

Standard Chartered Bank

     7,345                           7,345  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 4,094,456      $ (1,130,967   $      $ (260,000   $ 2,703,489  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

 

  211  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (144,568   $ 16,524      $ 128,044      $     —      $  

Bank of Montreal

     (9,489     9,489                       

Barclays

     (86,903                          (86,903

Citibank NA

     (27,992     27,992                       

Credit Suisse International

     (4,003,097     11                      (4,003,086

Deutsche Bank Securities, Inc.

     (231,000     231,000                       

Goldman Sachs & Co.

     (3,785,135     657,245                      (3,127,890

JP Morgan Chase & Co.

     (143,654     143,654                       

Morgan Stanley

     (6,017,277     40,974        5,976,303                

RBS Greenwich Capital

     (4,078     4,078                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (14,453,193   $ 1,130,967      $ 6,104,347      $     —      $ (7,217,879
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

World Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 6,913,627     $ (46,858,538

Futures contracts

     125,974       (6,968,558

Purchased options

     2,948,242        

Swap contracts

     18,047,554       (13,078,192

Written options

           (795,181
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     28,035,397       (67,700,469
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (17,762,192     20,298,886  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 10,273,205     $ (47,401,583
  

 

 

   

 

 

 

 

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

   $ 1,071,100      $ (1,071,100   $     —      $     —      $  

Barclays

     367,280        (367,280                    

BNP Paribas Securities Services

     13,352        (13,352                    

Citibank NA

     1,043,957        (707,376                   336,581  

Deutsche Bank Securities, Inc.

     449,883        (449,883                    

Goldman Sachs & Co.

     46,124        (46,124                    

HSBC Bank USA

     694,724        (50,954                   643,770  

JP Morgan Chase & Co.

     2,566,892        (2,096,984                   469,908  

Morgan Stanley

     3,930,084        (3,930,084                    

Standard Chartered Bank

     1,716        (1,716                    

State Street Global Markets LLC

     30,420        (30,420                    

Toronto-Dominion Bank

     57,673                            57,673  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 10,273,205      $ (8,765,273   $     —      $     —      $ 1,507,932  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  212  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

World Bond Fund – (continued)

 

Counterparty

   Gross
Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (6,112,093   $ 1,071,100      $      $      $ (5,040,993

Bank of Montreal

     (234,838                          (234,838

Barclays

     (1,371,313     367,280                      (1,004,033

BNP Paribas Securities Services

     (170,146     13,352        156,794                

Canadian Imperial Bank of Commerce

     (155,325                          (155,325

Citibank NA

     (707,376     707,376                       

Commonwealth Bank of Australia

     (1,087,382                          (1,087,382

Deutsche Bank Securities, Inc.

     (2,226,732     449,883        455,345               (1,321,504

Goldman Sachs & Co.

     (168,874     46,124                      (122,750

HSBC Bank USA

     (50,954     50,954                       

JP Morgan Chase & Co.

     (2,096,984     2,096,984                       

Morgan Stanley

     (32,157,605     3,930,084        1,349,232               (26,878,289

Standard Chartered Bank

     (351,639     1,716                      (349,923

State Street Global Markets LLC

     (31,857     30,420                      (1,437

UBS AG

     (429,255                          (429,255

Westpac International

     (49,210                          (49,210
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (47,401,583   $ 8,765,273      $ 1,961,371      $     —      $ (36,674,939
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5.

Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different

accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

 

 

  213  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6.

Federal Income Taxes:

 

  a)

Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2020. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b)

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period of time.

At October 31, 2019 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund

   Short-Term
Capital Loss
Carryforward with
No Expiration
    Long-Term
Capital Loss
Carryforward with
No Expiration
 

Emerging Markets Local Debt Fund

   $     18,485,527     $ 52,201,450  

Floating Rate Fund

     10,949,856           298,446,606  

Floating Rate High Income Fund

     2,382,329       37,029,927  

High Yield Fund

     2,792,651       15,024,249  

Inflation Plus Fund

     21,406,832       62,264,191  

Municipal Opportunities Fund

           4,198,191

Quality Bond Fund

     480,036       369,387  

Short Duration Fund

     1,390,443       5,742,992  

Strategic Income Fund

     12,799,717     7,039,694

Total Return Bond Fund

           18,649,030  

 

 

Future utilization of losses are subject to limitation under current tax laws.

The Municipal Income Fund, Municipal Short Duration Fund and World Bond Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2019.

During the year ended October 31, 2019, Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Income Fund, Municipal Opportunities Fund, Municipal Short Duration Fund, Quality Bond Fund, Strategic Income Fund and Total Return Bond Fund utilized $400,788, $3,233,046, $79,928, $253,756, $58,546, $4,757,579, $16,814,796 and $38,027,916 of prior year capital loss carryforwards, respectively.

During the year ended October 31, 2019, Municipal Opportunities Fund had expired $10,546,009 of prior year capital loss carryforwards.

 

  c)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2020 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
(Depreciation)
    Net Unrealized
Appreciation
(Depreciation)
 

Emerging Markets Local Debt Fund

   $ 84,400,083      $ 7,059,003      $ (17,002,183   $ (9,943,180

Floating Rate Fund

     2,226,067,135        5,462,890        (287,930,784     (282,467,894

Floating Rate High Income Fund

     385,952,996        1,593,655        (46,772,242     (45,178,587

High Yield Fund

     334,250,671        5,659,922        (34,586,622     (28,926,700

Inflation Plus Fund

     541,575,200        19,996,507        (15,310,182     4,686,325  

Municipal Income Fund

     54,059,883        897,394        (1,407,378     (509,984

Municipal Opportunities Fund

     1,166,675,306        22,352,376        (31,747,408     (9,395,032

Municipal Short Duration Fund

     23,502,730        150,554        (478,714     (328,160

Quality Bond Fund

     177,156,628        7,675,763        (5,276,099     2,399,664  

Short Duration Fund

     1,420,310,159        24,689,427        (43,150,243     (18,460,816

Strategic Income Fund

     1,058,451,279        34,487,478        (101,306,994     (66,819,516

Total Return Bond Fund

     3,008,604,640        154,746,710        (96,196,673     58,550,027  

World Bond Fund

     5,051,125,105        92,228,293        (221,900,488     (129,672,195

 

 

  214  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

7.

Expenses:

 

  a)

Investment Management Agreement – Hartford Funds Management Company, LLC (“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. HFMC pays a sub-advisory fee to Wellington Management out of its management fee.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2020; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Local Debt Fund

  

0.7500% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6900% over $1 billion

Floating Rate Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $2 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Floating Rate High Income Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

High Yield Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5950% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Inflation Plus Fund

  

0.3900% on first $500 million and;

  

0.3800% on next $500 million and;

  

0.3750% on next $1.5 billion and;

  

0.3700% on next $2.5 billion and;

  

0.3675% on next $5 billion and;

  

0.3650% 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 Short Duration Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Quality Bond Fund

  

0.4000% on first $500 million and;

  

0.3700% on next $500 million and;

  

0.3400% on next $4 billion and;

  

0.3300% on next $5 billion and;

  

0.3200% over $10 billion

 

 

  215  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Short Duration Fund

  

0.4100% on the first $500 million and;

  

0.3700% on the next $500 million and;

  

0.3650% on the next $1.5 billion and;

  

0.3600% on the next $2.5 billion and;

  

0.3500% on the next $5 billion and;

  

0.3400% 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

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2600% on next $4 billion and;

  

0.2500% over $5 billion

World Bond Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $2 billion and;

  

0.5500% on next $2.5 billion and;

  

0.4750% on next $5 billion and;

  

0.4500% over $10 billion

From November 1, 2019 through February 27, 2020, the Inflation Plus Fund paid the rate set forth below to HFMC for investment management services rendered. The rate was accrued daily and paid monthly based on the Inflation Plus Fund’s average daily net assets.

 

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

 

  b)

Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of its Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund’s pays HFMC a fee. Effective January 1, 2020, the fund accounting agreement with respect to each Fund was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services.

From November 1, 2019 to December 31, 2019, the accounting servicing fees for each fund were accrued daily and paid monthly at the rates below:

 

Strategic Income Fund, Total Return Bond Fund, and World Bond Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.022%  

next $3.5 billion and

     0.018%  

Amount over $7 billion

     0.015%  
 
Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Quality Bond Fund,
and Short Duration Fund
 
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.018%  

next $3.5 billion and

     0.014%  

Amount over $7 billion

     0.010%  
 
Municipal Income Fund, Municipal Opportunities Fund, and Municipal Short Duration Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.014%  

next $3.5 billion and

     0.012%  

Amount over $7 billion

     0.010%  

 

 

  216  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  c)

Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2020, HFMC contractually limited the total operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2021, unless the Board of Directors approves its earlier termination, as follows for each of the following Funds:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

     1.18     1.93     0.93     1.48     1.18     0.88     N/A       0.88     0.83

Floating Rate Fund(1)

     1.00     1.75     0.75     1.25     1.00     0.85     N/A       0.75     N/A  

Floating Rate High Income Fund

     1.05     1.80     0.80     1.35     1.05     0.75     N/A       0.78     0.75

High Yield Fund

     1.05     1.80     0.80     1.35     1.05     0.75     N/A       0.79     0.70

Inflation Plus Fund(1)

     1.00     1.75     0.75     1.25     1.00     0.85     N/A       0.75     N/A  

Municipal Income Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Municipal Short Duration Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Quality Bond Fund

     0.85     1.60     0.60     1.19     0.94     0.64     N/A       0.54     0.44

Short Duration Fund(1)

     1.00     1.75     0.75     N/A       N/A       N/A       N/A       0.75     N/A  

Strategic Income Fund

     0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.69     0.60

Total Return Bond Fund(1)

     1.00     1.75     0.75     1.25     1.00     0.85     N/A       0.75     N/A  

 

  (1) 

Expense limitation arrangement described above for Classes A, C, I, R3, R4, R5 and Y shares of each of Floating Rate Fund, Inflation Plus Fund, Short Duration Fund and Total Return Bond Fund extends beyond February 28, 2021. Please see the prospectus for more information.

From November 1, 2019 through February 27, 2020, HFMC contractually limited the total operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses), as follows for each of the following Funds:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Inflation Plus Fund

     0.85     1.60     0.60     1.20     0.90     0.60     N/A       0.59     0.55

Municipal Opportunities Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       0.49     0.39

Short Duration Fund

     0.81     1.56     0.56     1.15     0.85     0.55     0.55     0.55     0.55

Total Return Bond Fund

     1.00     1.75     0.75     1.25     1.00     0.85     N/A       0.75     0.34

 

  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. For the six-month period ended April 30, 2020, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

     1.18     1.93     0.93     1.05     1.18     0.88     N/A       0.88     0.83

Floating Rate Fund

     1.00     1.75     0.73     1.25     1.00     0.77     N/A       0.73     0.65

Floating Rate High Income Fund

     1.05     1.80     0.80     1.35     1.05     0.75     N/A       0.78     0.75

High Yield Fund

     1.05     1.80     0.80     1.35     1.05     0.75     N/A       0.76     0.70

Inflation Plus Fund

     0.85     1.60     0.59     1.19     0.89     0.59     N/A       0.58     0.52

Municipal Income Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Municipal Opportunities Fund

     0.67     1.43     0.43     N/A       N/A       N/A       N/A       0.45     0.36

Municipal Short Duration Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Quality Bond Fund

     0.81     1.56     0.49     1.12     0.61     0.55     N/A       0.46     0.44

Short Duration Fund

     0.80     1.54     0.53     1.16     0.78     0.54     0.43     0.53     0.44

Strategic Income Fund

     0.95     1.70     0.66     1.25     0.95     0.65     0.60     0.64     0.60

Total Return Bond Fund

     0.71     1.53     0.39     1.04     0.76     0.44     0.34     0.40     0.34

World Bond Fund

     1.01     1.74     0.72     1.35     0.98     0.75     0.63     0.70     0.63

 

 

  217  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  e)

Sales Charges and 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 six-month period ended April 30, 2020, 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

   $ 1,003      $ 764  

Floating Rate Fund

     89,724        32,026  

Floating Rate High Income Fund

     23,017        2,083  

High Yield Fund

     198,570        5,027  

Inflation Plus Fund

     22,781        110  

Municipal Income Fund

     64,762        1,183  

Municipal Opportunities Fund

     434,546        27,063  

Municipal Short Duration Fund

     14,047        7,302  

Quality Bond Fund

     15,047        934  

Short Duration Fund

     495,555        89,414  

Strategic income Fund

     234,553        6,986  

Total Return Bond Fund

     1,180,738        7,526  

World Bond Fund

     390,284        12,091  

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, 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. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statement of Operations.

 

  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 six-month period ended April 30, 2020, 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 Local Debt Fund

   $ 70  

Floating Rate Fund

     1,493  

Floating Rate High Income Fund

     222  

High Yield Fund

     201  

Inflation Plus Fund

     260  

Municipal Income Fund

     26  

Municipal Opportunities Fund

     651  

Municipal Short Duration Fund

     13  

Quality Bond Fund

     73  

Short Duration Fund

     767  

Strategic Income Fund

     406  

Total Return Bond Fund

     1,214  

World Bond Fund

     2,823  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are

 

 

  218  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.11

Class R3

     0.22

Class R4

     0.17

Class R5

     0.12

Class R6

     0.004

Class F

     0.004

Effective February 28, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows through February 28, 2021, unless the Board of Directors approves its earlier termination:

 

Fund

   Class A     Class Y  

Inflation Plus Fund

     0.15     N/A  

Short Duration Fund

     0.12     N/A  

World Bond Fund

     N/A       0.09

For the period November 1, 2019 through February 27, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows:

 

Fund

   Class Y  

Floating Rate Fund

     0.08

World Bond Fund

     0.07

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

     0.21     0.21     0.13     0.22     0.17     0.05     N/A       0.11     0.00

Floating Rate Fund

     0.11     0.10     0.08     0.22     0.17     0.12     N/A       0.08     0.00

Floating Rate High Income Fund

     0.12     0.12     0.09     0.22     0.17     0.11     N/A       0.11     0.00

High Yield Fund

     0.18     0.15     0.12     0.19     0.17     0.11     N/A       0.06     0.00

Inflation Plus Fund

     0.18     0.17     0.11     0.22     0.16     0.11     N/A       0.11     0.00

Municipal Income Fund

     0.05     0.10     0.09     N/A       N/A       N/A       N/A       N/A       0.00

Municipal Opportunities Fund

     0.06     0.07     0.07     N/A       N/A       N/A       N/A       0.09     0.00

Municipal Short Duration Fund

     0.06     0.15     0.10     N/A       N/A       N/A       N/A       N/A       0.00

Quality Bond Fund

     0.12     0.12     0.05     0.21     0.17     0.11     N/A       0.02     0.00

Short Duration Fund

     0.15     0.11     0.09     0.22     0.09     0.11     N/A       0.09     0.00

Strategic Income Fund

     0.15     0.11     0.06     0.20     0.17     0.10     0.00     0.04     0.00

Total Return Bond Fund

     0.12     0.19     0.05     0.22     0.17     0.10     0.00     0.06     0.00

World Bond Fund

     0.13     0.11     0.09     0.22     0.09     0.12     0.00     0.07     0.00

 

8.

Securities Lending:

The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (3313%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. Each of the Floating Rate Fund, the Floating Rate High Income Fund, and the High Yield Fund do not currently engage in securities lending.

 

 

  219  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

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

The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of April 30, 2020.

 

     Investment Securities on Loan, at market value,
Presented on the Statement of Assets and Liabilities(1)
     Collateral Posted by Borrower(2)     Net Amount(3)  

Emerging Markets Local Debt Fund

   $      $     $  

Inflation Plus Fund

                   

Municipal Income Fund

                   

Municipal Opportunities Fund

                   

Municipal Short Duration Fund

                   

Quality Bond Fund

                   

Short Duration Fund

     3,455,006        (3,455,006      

Strategic Income Fund

         27,169,666            (27,169,666      

Total Return Bond Fund

     6,821,132        (6,821,132      

World Bond Fund

     7,174,214        (7,174,214         —  

 

  (1) 

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

  (2) 

Collateral received in excess of the market value of securities on loan is not presented in this table.

  (3) 

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

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

 

Fund

   Cash
Collateral
     Non-Cash
Collateral
 

Emerging Markets Local Debt Fund

   $      $     —  

Inflation Plus Fund

             

Municipal Income Fund

             

Municipal Opportunities Fund

             

Municipal Short Duration Fund

             

Quality Bond Fund

             

Short Duration Fund

     3,532,577         

Strategic Income Fund

     27,958,209         

Total Return Bond Fund

     7,066,284         

World Bond Fund

     7,546,734         

 

9.

Secured Borrowings:

The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2020.

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Short Duration Fund                                   

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 3,532,577      $      $      $      $ 3,532,577  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 3,532,577      $      $      $      $ 3,532,577  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 3,532,577  
     

 

 

 

 

 

  220  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Strategic Income Fund                                   

Securities Lending Transactions(1)

              

Exchange-Traded Funds

   $ 27,958,209      $      $      $      $ 27,958,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     27,958,209      $      $      $      $     27,958,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 27,958,209  
     

 

 

 
Total Return Bond Fund                                   

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 1,382,667      $      $      $      $ 1,382,667  

Municipal Bonds

     5,683,617                             5,683,617  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 7,066,284      $      $      $      $ 7,066,284  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 7,066,284  
     

 

 

 
World Bond Fund                                   

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 7,546,734      $      $      $      $ 7,546,734  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     7,546,734      $     —      $     —      $     —      $ 7,546,734  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 7,546,734  
     

 

 

 

 

  (1) 

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

10.

Affiliate Holdings:

As of April 30, 2020, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                 100     25     25     N/A          

Municipal Opportunities Fund

                 N/A       N/A       N/A       N/A       %*     

Quality Bond Fund

                     100     68     N/A       4    

Short Duration Fund

                             88        

Strategic Income Fund

                             1        

Percentage of Fund by Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                 %*      %*      %*      N/A          

Municipal Opportunities Fund

                 N/A       N/A       N/A       N/A       %*     

Quality Bond Fund

                     %*      %*      N/A       %*     

Short Duration Fund

                             %*         

Strategic Income Fund

                             %*         

 

  *

Percentage rounds to zero.

As of April 30, 2020, affiliated funds of funds and certain 529 plans for which HFMC serves as the program manager (the “529 plans”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds and the 529 plans administered by HFMC. Affiliated funds of funds and the 529 plans owned shares in the Funds listed below as follows:

 

Funds

   Percentage
of Fund*
 

High Yield Fund

     2

Inflation Plus Fund

     30

Quality Bond Fund

     55

Strategic Income Fund

     16

Total Return Bond Fund

     5

World Bond Fund

     3

 

  *

As of April 30, 2020, affiliated funds of funds and the 529 plans invest in Class F shares.

 

 

  221  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

11.

Investment Transactions:

For the six-month period ended April 30, 2020, 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
     Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
     Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Local Debt Fund

   $ 53,181,277      $ 95,563,411      $      $      $ 53,181,277      $ 95,563,411  

Floating Rate Fund

     1,131,182,593        1,859,615,749                      1,131,182,593        1,859,615,749  

Floating Rate High Income Fund

     267,333,598        304,241,064                      267,333,598        304,241,064  

High Yield Fund

     95,509,115        105,839,668                      95,509,115        105,839,668  

Inflation Plus Fund

     93,723,234        8,720,556        67,796,694        156,148,556        161,519,928        164,869,112  

Municipal Income Fund

     24,689,376        5,611,698                      24,689,376        5,611,698  

Municipal Opportunities Fund

     340,481,856        220,996,142                      340,481,856        220,996,142  

Municipal Short Duration Fund

     5,285,917        2,780,454                      5,285,917        2,780,454  

Quality Bond Fund

     3,279,427        9,145,737        29,877,174        25,345,552        33,156,601        34,491,289  

Short Duration Fund

     313,588,202        263,990,524        25,502,607        64,460,721        339,090,809        328,451,245  

Strategic Income Fund

     444,288,505        136,952,278        31,842,207        78,884,356        476,130,712        215,836,634  

Total Return Bond Fund

     190,482,480        287,873,951        576,295,830        322,254,417        766,778,310        610,128,368  

World Bond Fund

     3,133,116,890        3,106,278,055        277,677,881        453,388,425        3,410,794,771        3,559,666,480  

 

12.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2020, and the year ended October 31, 2019:

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Emerging Markets Local Debt Fund                                    

Class A

                   

Shares Sold

       78,633        $ 456,207          207,670        $ 1,187,698  

Shares Issued for Reinvested Dividends

       21,511          117,136          73,897          415,304  

Shares Redeemed

       (172,290        (955,485        (542,516        (3,076,858
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (72,146        (382,142        (260,949        (1,473,856
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       103,948        $ 603,948          92,161        $ 529,014  

Shares Issued for Reinvested Dividends

       8,422          45,956          29,903          167,855  

Shares Redeemed

       (139,063        (772,201        (233,293        (1,334,888
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (26,693        (122,297        (111,229        (638,019
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,626,395        $ 9,398,562          6,908,616        $ 39,727,625  

Shares Issued for Reinvested Dividends

       126,598          705,483          704,194          3,951,546  

Shares Redeemed

       (6,608,092        (34,313,883        (12,019,899        (68,361,743
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,855,099        (24,209,838        (4,407,089            (24,682,572
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       1        $ 4          13        $ 72  

Shares Issued for Reinvested Dividends

       47          254          135          759  

Shares Redeemed

       (184        (1,057        (1        (3
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (136        (799        147          828  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       68        $ 400          366        $ 2,080  

Shares Issued for Reinvested Dividends

       190          1,033          580          3,256  

Shares Redeemed

       (776        (4,628        (3,434        (19,056
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (518        (3,195        (2,488        (13,720
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       6,181        $ 35,279                 $  

Shares Issued for Reinvested Dividends

       164          834          153          828  

Shares Redeemed

       (23        (120                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,322          35,993          153          828  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,247,857        $ 6,824,051          3,241,425        $ 18,407,270  

Shares Issued for Reinvested Dividends

       332,997          1,807,076          1,059,729          5,916,738  

Shares Redeemed

       (5,017,515        (26,615,036        (5,036,875        (28,581,454
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,436,661        (17,983,909        (735,721        (4,257,446
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  222  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Emerging Markets Local Debt Fund – (continued)                                    

Class F

                   

Shares Sold

       200,610        $ 1,164,929          407,377        $ 2,323,662  

Shares Issued for Reinvested Dividends

       19,136          104,073          66,901          375,779  

Shares Redeemed

       (306,668        (1,594,029        (602,556        (3,443,679
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (86,922        (325,027        (128,278        (744,238
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (8,471,853      $ (42,991,214        (5,645,454      $ (31,808,195
    

 

 

      

 

 

      

 

 

      

 

 

 
Floating Rate Fund                                    

Class A

                   

Shares Sold

       8,014,197        $ 64,562,956          20,753,076        $ 175,423,668  

Shares Issued for Reinvested Dividends

       1,573,765          12,704,941          4,878,024          40,858,137  

Shares Redeemed

       (20,946,674        (166,401,796        (39,378,555        (332,728,712
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (11,358,712        (89,133,899        (13,747,455        (116,446,907
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,373,154        $ 11,106,357          3,307,683        $ 28,109,231  

Shares Issued for Reinvested Dividends

       685,531          5,589,954          2,464,950          20,929,713  

Shares Redeemed

       (14,273,392        (115,073,736        (37,412,317        (318,381,886
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (12,214,707        (98,377,425        (31,639,684        (269,342,942
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       33,316,841        $ 264,589,805          64,163,143        $ 540,950,141  

Shares Issued for Reinvested Dividends

       2,181,451          17,651,463          7,879,027          65,898,623  

Shares Redeemed

       (80,989,465        (635,377,497        (133,638,228            (1,125,921,425
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (45,491,173        (353,136,229        (61,596,058        (519,072,661
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       33,158        $ 276,619          130,893        $ 1,112,124  

Shares Issued for Reinvested Dividends

       12,321          100,136          43,514          367,117  

Shares Redeemed

       (223,141        (1,846,680        (352,382        (2,980,006
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (177,662        (1,469,925        (177,975        (1,500,765
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       65,402        $ 546,178          434,340        $ 3,621,212  

Shares Issued for Reinvested Dividends

       4,935          39,703          27,979          232,831  

Shares Redeemed

       (89,199        (670,088        (795,583        (6,649,208
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (18,862        (84,207        (333,264        (2,795,165
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       6,454        $ 53,016          30,884        $ 259,785  

Shares Issued for Reinvested Dividends

       2,720          21,859          9,124          76,179  

Shares Redeemed

       (9,903        (82,238        (115,665        (977,036
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (729        (7,363        (75,657        (641,072
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,069,648        $ 8,745,026          19,589,034        $ 164,844,672  

Shares Issued for Reinvested Dividends

       142,105          1,148,299          628,372          5,237,776  

Shares Redeemed

       (3,591,523        (28,099,468        (66,904,529        (560,471,951
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,379,770        (18,206,143        (46,687,123        (390,389,503
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       9,897,834        $ 80,150,297          48,977,672        $ 411,193,434  

Shares Issued for Reinvested Dividends

       149,430          1,206,183          435,983          3,651,076  

Shares Redeemed

       (41,502,759        (321,177,826        (9,558,226        (80,946,153
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (31,455,495        (239,821,346        39,855,429          333,898,357  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (103,097,110      $ (800,236,537        (114,401,787      $     (966,290,658
    

 

 

      

 

 

      

 

 

      

 

 

 
Floating Rate High Income Fund                                    

Class A

                   

Shares Sold

       682,400        $ 6,407,073          1,864,346        $ 18,160,482  

Shares Issued for Reinvested Dividends

       176,885          1,641,341          585,584          5,641,921  

Shares Redeemed

       (2,477,095        (21,702,081        (5,397,730        (52,530,674
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,617,810        (13,653,667        (2,947,800        (28,728,271
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       286,689        $ 2,643,242          674,618        $ 6,591,425  

Shares Issued for Reinvested Dividends

       92,378          863,086          315,700          3,072,727  

Shares Redeemed

       (1,294,682        (11,930,284        (2,947,205        (28,816,410
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (915,615        (8,423,956        (1,956,887        (19,152,258
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  223  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Floating Rate High Income Fund – (continued)                                    

Class I

                   

Shares Sold

       9,215,060        $ 81,393,356          10,285,968        $ 99,879,666  

Shares Issued for Reinvested Dividends

       507,912          4,692,874          1,767,333          16,968,301  

Shares Redeemed

       (10,207,854        (89,680,030        (20,417,998        (197,530,809
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (484,882        (3,593,800        (8,364,697        (80,682,842
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       912        $ 8,524          3,285        $ 31,677  

Shares Issued for Reinvested Dividends

       230          2,147          732          7,065  

Shares Redeemed

       (8,217        (75,360        (7,256        (70,620
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (7,075        (64,689        (3,239        (31,878
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       2,720        $ 25,920          2,486        $ 23,942  

Shares Issued for Reinvested Dividends

       235          2,173          2,302          22,001  

Shares Redeemed

       (2,123        (20,870        (49,795        (482,019
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       832          7,223          (45,007        (436,076
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       87,675        $ 811,328          240,907        $ 2,332,856  

Shares Issued for Reinvested Dividends

       25,989          238,985          81,460          779,468  

Shares Redeemed

       (107,647        (967,803        (394,077        (3,780,192
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,017          82,510          (71,710        (667,868
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       872,784        $ 8,017,160          1,322,860        $ 12,758,253  

Shares Issued for Reinvested Dividends

       29,626          276,740          97,562          935,299  

Shares Redeemed

       (1,576,401        (14,131,430        (1,922,669        (18,699,869
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (673,991        (5,837,530        (502,247        (5,006,317
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       111,189        $ 1,049,421          1,459,684        $ 14,187,500  

Shares Issued for Reinvested Dividends

       44,234          410,026          208,411          2,000,389  

Shares Redeemed

       (819,135        (7,455,001        (2,569,133        (24,876,036
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (663,712        (5,995,554        (901,038        (8,688,147
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (4,356,236      $ (37,479,463        (14,792,625      $ (143,393,657
    

 

 

      

 

 

      

 

 

      

 

 

 
High Yield Fund                                    

Class A

                   

Shares Sold

       4,027,965        $ 28,638,244          6,506,518        $ 47,070,659  

Shares Issued for Reinvested Dividends

       718,109          5,101,835          1,489,506          10,755,927  

Shares Redeemed

       (4,654,809        (32,422,186        (6,778,790        (48,833,942
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       91,265          1,317,893          1,217,234          8,992,644  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       328,645        $ 2,350,281          742,272        $ 5,322,196  

Shares Issued for Reinvested Dividends

       80,170          568,966          198,845          1,430,853  

Shares Redeemed

       (934,535        (6,455,302        (1,913,506        (13,734,197
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (525,720        (3,536,055        (972,389        (6,981,148
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       850,897        $ 5,732,602          1,614,396        $ 11,725,807  

Shares Issued for Reinvested Dividends

       66,558          476,030          154,330          1,116,526  

Shares Redeemed

       (1,135,745        (7,774,610        (1,573,979        (11,453,644
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (218,290        (1,565,978        194,747          1,388,689  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       93,427        $ 682,500          36,667        $ 265,401  

Shares Issued for Reinvested Dividends

       6,068          43,091          11,614          83,821  

Shares Redeemed

       (35,411        (242,085        (119,170        (863,325
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       64,084          483,506          (70,889        (514,103
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       10,978        $ 78,351          38,581        $ 274,684  

Shares Issued for Reinvested Dividends

       3,215          22,872          8,100          58,529  

Shares Redeemed

       (9,639        (71,791        (69,466        (506,053
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,554          29,432          (22,785        (172,840
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  224  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
High Yield Fund – (continued)                                    

Class R5

                   

Shares Sold

       14,117        $ 102,803          45,044        $ 326,413  

Shares Issued for Reinvested Dividends

       2,706          19,235          5,132          36,874  

Shares Redeemed

       (25,741        (190,414        (29,909        (215,847
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (8,918        (68,376        20,267          147,440  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       2,632,729        $ 18,268,038          2,065,149        $ 15,033,370  

Shares Issued for Reinvested Dividends

       29,321          214,652          14,558          105,044  

Shares Redeemed

       (4,007,566        (28,219,290        (606,229        (4,378,192
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,345,516        (9,736,600        1,473,478          10,760,222  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,161,874        $ 8,359,022          2,197,653        $ 15,936,793  

Shares Issued for Reinvested Dividends

       220,105          1,567,252          443,529          3,198,162  

Shares Redeemed

       (1,152,897        (7,987,730        (1,766,862            (12,756,366
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       229,082          1,938,544          874,320          6,378,589  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,709,459      $ (11,137,634        2,713,983        $ 19,999,493  
    

 

 

      

 

 

      

 

 

      

 

 

 
Inflation Plus Fund                                    

Class A

                   

Shares Sold

       1,253,742        $ 13,054,778          2,232,260        $ 23,110,264  

Shares Issued for Reinvested Dividends

       284,425          2,969,394          656,721          6,527,807  

Shares Redeemed

       (1,936,207        (20,234,039        (4,019,980        (41,478,441
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (398,040        (4,209,867        (1,130,999        (11,840,370
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       93,636        $ 932,173          116,835        $ 1,154,546  

Shares Issued for Reinvested Dividends

       16,560          167,587          141,168          1,353,801  

Shares Redeemed

       (941,311        (9,484,216        (3,002,992        (29,831,832
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (831,115        (8,384,456        (2,744,989        (27,323,485
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       651,149        $ 6,945,273          1,585,718        $ 16,594,011  

Shares Issued for Reinvested Dividends

       93,581          994,771          195,357          1,975,060  

Shares Redeemed

       (1,579,190        (16,780,039        (1,824,142        (19,083,333
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (834,460        (8,839,995        (43,067        (514,262
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       244,098        $ 2,515,363          469,490        $ 4,742,188  

Shares Issued for Reinvested Dividends

       52,401          537,110          145,422          1,419,316  

Shares Redeemed

       (921,236        (9,277,568        (1,149,704            (11,609,420
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (624,737        (6,225,095        (534,792        (5,447,916
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       130,310        $ 1,347,977          169,799        $ 1,748,336  

Shares Issued for Reinvested Dividends

       11,266          117,726          30,895          307,095  

Shares Redeemed

       (271,655        (2,830,835        (398,957        (4,126,127
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (130,079        (1,365,132        (198,263        (2,070,696
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       44,502        $ 477,077          23,349        $ 245,370  

Shares Issued for Reinvested Dividends

       2,858          30,265          10,294          103,759  

Shares Redeemed

       (121,440        (1,277,080        (107,477        (1,136,991
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (74,080        (769,738        (73,834        (787,862
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       534,614        $ 5,727,389          79,148        $ 832,863  

Shares Issued for Reinvested Dividends

       40,716          433,627          97,698          989,682  

Shares Redeemed

       (160,794        (1,721,857        (586,430        (6,193,950
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       414,536          4,439,159          (409,584        (4,371,405
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,581,491        $ 16,906,297          2,574,612        $ 26,997,606  

Shares Issued for Reinvested Dividends

       298,328          3,168,243          571,737          5,780,258  

Shares Redeemed

       (2,343,724        (24,447,864        (2,837,448        (29,871,804
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (463,905        (4,373,324        308,901          2,906,060  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (2,941,880      $ (29,728,448        (4,826,627      $ (49,449,936
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  225  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Municipal Income Fund                                    

Class A

                   

Shares Sold

       1,104,794        $ 11,756,916          1,216,886        $ 12,665,314  

Shares Issued for Reinvested Dividends

       40,748          436,608          46,776          492,102  

Shares Redeemed

       (311,136        (3,296,506        (666,992        (7,009,368
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       834,406          8,897,018          596,670          6,148,048  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       220,073        $ 2,358,489          200,677        $ 2,115,638  

Shares Issued for Reinvested Dividends

       4,412          47,255          6,577          68,621  

Shares Redeemed

       (16,151        (167,261        (303,102        (3,209,692
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       208,334          2,238,483          (95,848        (1,025,433
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       820,765        $ 8,707,381          597,228        $ 6,324,802  

Shares Issued for Reinvested Dividends

       15,676          167,289          18,528          193,629  

Shares Redeemed

       (235,311        (2,402,980        (573,148        (6,083,302
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       601,130          6,471,690          42,608          435,129  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       317,526        $ 3,337,501          205,526        $ 2,162,030  

Shares Issued for Reinvested Dividends

       7,048          75,242          6,668          70,158  

Shares Redeemed

       (102,501        (1,052,365        (45,586        (474,072
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       222,073          2,360,378          166,608          1,758,116  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       1,865,943        $ 19,967,569          710,038        $ 7,315,860  
    

 

 

      

 

 

      

 

 

      

 

 

 
Municipal Opportunities Fund                                    

Class A

                   

Shares Sold

       8,947,667        $ 79,121,297          13,097,042        $ 113,644,055  

Shares Issued for Reinvested Dividends

       483,942          4,281,604          968,423          8,430,168  

Shares Redeemed

       (6,294,175        (54,786,038        (8,525,335        (73,509,669
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,137,434          28,616,863          5,540,130          48,564,554  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,306,272        $ 11,579,693          2,096,355        $ 18,292,641  

Shares Issued for Reinvested Dividends

       45,732          405,094          126,114          1,096,479  

Shares Redeemed

       (1,240,396        (10,884,451        (3,954,316        (34,304,671
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       111,608          1,100,336          (1,731,847        (14,915,551
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       25,082,794        $ 221,152,967          33,139,466        $ 287,763,424  

Shares Issued for Reinvested Dividends

       612,418          5,417,601          1,086,031          9,458,014  

Shares Redeemed

       (16,740,911        (146,373,985        (14,958,859            (129,739,392
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       8,954,301          80,196,583          19,266,638          167,482,046  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       175,470        $ 1,565,153          7,783        $ 67,807  

Shares Issued for Reinvested Dividends

       18,722          165,464          44,970          390,018  

Shares Redeemed

       (87,418        (769,054        (170,299        (1,471,492
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       106,774          961,563          (117,546        (1,013,667
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       4,626,659        $ 40,724,161          7,282,248        $ 63,411,974  

Shares Issued for Reinvested Dividends

       156,092          1,379,368          228,035          1,988,242  

Shares Redeemed

       (2,220,737        (19,235,374        (1,650,992        (14,267,074
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,562,014          22,868,155          5,859,291          51,133,142  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       14,872,131        $ 133,743,500          28,816,666        $ 251,250,524  
    

 

 

      

 

 

      

 

 

      

 

 

 
Municipal Short Duration Fund                                    

Class A

                   

Shares Sold

       807,967        $ 8,165,448          1,693,047        $ 16,925,384  

Shares Issued for Reinvested Dividends

       20,022          202,207          27,682          278,955  

Shares Redeemed

       (586,974        (5,868,295        (1,041,019        (10,485,930
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       241,015          2,499,360          679,710          6,718,409  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  226  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Municipal Short Duration Fund – (continued)                                    

Class C

                   

Shares Sold

       36,581        $ 364,322          96,178        $ 966,974  

Shares Issued for Reinvested Dividends

       1,015          10,248          3,876          38,851  

Shares Redeemed

       (26,700        (265,996        (285,558        (2,880,963
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,896          108,574          (185,504        (1,875,138
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       53,574        $ 539,590          71,701        $ 722,127  

Shares Issued for Reinvested Dividends

       2,803          28,269          10,600          106,305  

Shares Redeemed

       (33,990        (336,666        (551,449        (5,573,094
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       22,387          231,193          (469,148        (4,744,662
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       37,002        $ 368,260          91,777        $ 920,030  

Shares Issued for Reinvested Dividends

       2,156          21,772          2,936          29,612  

Shares Redeemed

       (39,356        (389,168        (26,384        (266,427
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (198        864          68,329          683,215  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       274,100        $ 2,839,991          93,387        $ 781,824  
    

 

 

      

 

 

      

 

 

      

 

 

 
Quality Bond Fund                                    

Class A

                   

Shares Sold

       1,006,787        $ 10,380,462          701,515        $ 6,964,513  

Shares Issued for Reinvested Dividends

       19,362          200,226          33,191          329,801  

Shares Redeemed

       (239,751        (2,477,660        (276,207        (2,726,234
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       786,398          8,103,028          458,499          4,568,080  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       393,777        $ 4,058,286          800,175        $ 7,974,257  

Shares Issued for Reinvested Dividends

       7,493          76,886          8,500          84,474  

Shares Redeemed

       (112,668        (1,142,502        (139,199        (1,377,561
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       288,602          2,992,670          669,476          6,681,170  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       2,121,546        $ 22,032,539          469,415        $ 4,714,425  

Shares Issued for Reinvested Dividends

       12,791          132,101          8,740          86,467  

Shares Redeemed

       (553,047        (5,648,518        (145,028        (1,441,422
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,581,290          16,516,122          333,127          3,359,470  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       1,641        $ 16,607          604        $ 5,975  

Shares Issued for Reinvested Dividends

       125          1,286          396          3,917  

Shares Redeemed

       (1,326        (13,858        (9,005        (90,772
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       440          4,035          (8,005        (80,880
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Issued for Reinvested Dividends

       15          152          37          362  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       15          152          37          362  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Issued for Reinvested Dividends

       31          322          101          1,000  

Shares Redeemed

       (1,587        (16,104                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,556        (15,782        101          1,000  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       21,879        $ 230,384          2,242        $ 23,120  

Shares Issued for Reinvested Dividends

       113          1,172          53          534  

Shares Redeemed

       (265        (2,706        (507        (4,968
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       21,727          228,850          1,788          18,686  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       766,002        $ 7,800,144          880,144        $ 8,652,338  

Shares Issued for Reinvested Dividends

       140,791          1,441,885          380,356          3,745,734  

Shares Redeemed

       (3,477,245        (36,270,709        (2,534,557        (25,106,580
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,570,452        (27,028,680        (1,274,057        (12,708,508
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       106,464        $ 800,395          180,966        $ 1,839,380  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  227  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Short Duration Fund                                    

Class A

                   

Shares Sold

       27,040,936        $ 263,497,409          36,524,678        $ 356,835,933  

Shares Issued for Reinvested Dividends

       793,991          7,790,999          1,559,506          15,297,872  

Shares Redeemed

       (20,989,360        (203,963,398        (25,531,979            (250,066,747
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,845,567          67,325,010          12,552,205          122,067,058  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       3,780,553        $ 36,736,332          5,619,975        $ 54,719,385  

Shares Issued for Reinvested Dividends

       66,159          649,292          142,653          1,399,052  

Shares Redeemed

       (3,233,356        (31,194,259        (4,994,595        (48,801,908
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       613,356          6,191,365          768,033          7,316,529  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       23,136,697        $ 228,132,828          35,786,507        $ 350,683,775  

Shares Issued for Reinvested Dividends

       488,388          4,794,675          746,757          7,316,650  

Shares Redeemed

       (27,889,895        (269,700,225        (19,101,058        (186,766,826
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,264,810        (36,772,722        17,432,206          171,233,599  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       15,238        $ 147,873          82,147        $ 806,429  

Shares Issued for Reinvested Dividends

       1,743          17,089          2,811          27,567  

Shares Redeemed

       (46,821        (443,397        (14,985        (144,595
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (29,840        (278,435        69,973          689,401  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       108,573        $ 1,078,184          867,429        $ 8,553,622  

Shares Issued for Reinvested Dividends

       8,812          85,207          6,194          61,143  

Shares Redeemed

       (395,134        (3,900,341        (156,595        (1,521,610
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (277,749        (2,736,950        717,028          7,093,155  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       44,213        $ 437,209          61,747        $ 604,217  

Shares Issued for Reinvested Dividends

       1,957          19,126          3,348          32,687  

Shares Redeemed

       (12,641        (123,713        (38,494        (374,732
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       33,529          332,622          26,601          262,172  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

                   

Shares Sold

       108        $ 1,050          1,070        $ 10,385  

Shares Issued for Reinvested Dividends

       18          176          21          206  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       126          1,226          1,091          10,591  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,085,838        $ 10,740,685          1,842,504        $ 18,049,511  

Shares Issued for Reinvested Dividends

       16,242          158,501          40,141          390,179  

Shares Redeemed

       (1,477,901        (14,214,905        (2,233,507        (21,812,368
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (375,821        (3,315,719        (350,862        (3,372,678
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       5,615,472        $ 54,785,957          12,459,292        $ 121,724,260  

Shares Issued for Reinvested Dividends

       369,102          3,620,379          733,802          7,182,031  

Shares Redeemed

       (5,468,942        (52,939,853        (8,008,432        (78,550,371
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       515,632          5,466,483          5,184,662          50,355,920  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       3,059,990        $ 36,212,880          36,400,937        $     355,655,747  
    

 

 

      

 

 

      

 

 

      

 

 

 
Strategic Income Fund                                    

Class A

                   

Shares Sold

       3,491,262        $ 29,991,432          5,337,834        $ 45,379,327  

Shares Issued for Reinvested Dividends

       502,442          4,281,572          1,249,248          10,365,012  

Shares Redeemed

       (3,061,801        (25,426,026        (3,785,319        (31,991,992
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       931,903          8,846,978          2,801,763          23,752,347  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,457,097        $ 12,477,179          2,302,354        $ 19,758,315  

Shares Issued for Reinvested Dividends

       105,497          905,427          290,056          2,410,006  

Shares Redeemed

       (1,220,010        (10,273,436        (2,444,655        (20,763,592
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       342,584          3,109,170          147,755          1,404,729  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  228  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Strategic Income Fund – (continued)                                    

Class I

                   

Shares Sold

       36,377,357        $ 310,690,578          30,910,117        $ 263,931,079  

Shares Issued for Reinvested Dividends

       830,583          7,044,000          959,173          8,069,620  

Shares Redeemed

       (16,746,825        (140,840,862        (11,878,785            (101,419,868
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       20,461,115          176,893,716          19,990,505          170,580,831  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       19,608        $ 167,144          37,478        $ 314,812  

Shares Issued for Reinvested Dividends

       1,697          14,410          2,869          23,881  

Shares Redeemed

       (547        (4,706        (3,280        (27,650
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       20,758          176,848          37,067          311,043  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       3,020        $ 25,399          5,506        $ 46,037  

Shares Issued for Reinvested Dividends

       551          4,687          1,621          13,396  

Shares Redeemed

       (1,918        (15,426        (49,613        (403,004
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,653          14,660          (42,486        (343,571
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       176,633        $ 1,514,311          560,488        $ 4,780,070  

Shares Issued for Reinvested Dividends

       20,688          176,200          30,744          256,415  

Shares Redeemed

       (213,144        (1,746,759        (161,396        (1,361,870
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (15,823        (56,248        429,836          3,674,615  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       127,685        $ 1,071,775          193,442        $ 1,648,990  

Shares Issued for Reinvested Dividends

       5,229          44,296          4,905          41,455  

Shares Redeemed

       (32,045        (270,573        (22,482        (193,024
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       100,869          845,498          175,865          1,497,421  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       3,593,267        $ 31,059,899          452,980        $ 3,846,433  

Shares Issued for Reinvested Dividends

       67,391          569,594          25,600          212,429  

Shares Redeemed

       (393,023        (3,147,619        (218,812        (1,852,341
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,267,635          28,481,874          259,768          2,206,521  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,438,501        $ 20,356,287          3,607,554        $ 30,670,566  

Shares Issued for Reinvested Dividends

       466,038          3,981,904          1,243,956          10,353,984  

Shares Redeemed

       (3,229,874        (27,163,215        (3,661,416            (31,099,334
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (325,335        (2,825,024        1,190,094          9,925,216  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       24,785,359        $ 215,487,472          24,990,167        $ 213,009,152  
    

 

 

      

 

 

      

 

 

      

 

 

 
Total Return Bond Fund                                    

Class A

                   

Shares Sold

       14,508,674        $ 154,645,790          19,025,222        $ 196,518,945  

Shares Issued for Reinvested Dividends

       1,159,063          12,419,574          2,778,685          28,504,805  

Shares Redeemed

       (7,850,341        (83,154,205        (11,677,288        (119,557,823
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,817,396          83,911,159          10,126,619          105,465,927  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       88,222        $ 950,406          371,687        $ 3,785,829  

Shares Issued for Reinvested Dividends

       18,257          197,878          58,484          608,239  

Shares Redeemed

       (476,502        (5,114,724        (977,330        (10,103,139
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (370,023        (3,966,440        (547,159        (5,709,071
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       7,583,407        $ 80,796,099          7,866,091        $ 81,958,506  

Shares Issued for Reinvested Dividends

       183,701          1,960,890          207,666          2,134,627  

Shares Redeemed

       (3,747,272        (39,704,270        (3,018,555        (30,996,244
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,019,836          43,052,719          5,055,202          53,096,889  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       61,028        $ 676,408          45,632        $ 479,293  

Shares Issued for Reinvested Dividends

       4,568          50,289          12,612          133,255  

Shares Redeemed

       (103,262        (1,115,860        (115,574        (1,223,922
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (37,666        (389,163        (57,330        (611,374
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  229  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Total Return Bond Fund – (continued)                                    

Class R4

                   

Shares Sold

       138,571        $ 1,512,754          267,881        $ 2,802,154  

Shares Issued for Reinvested Dividends

       11,461          125,103          36,574          381,854  

Shares Redeemed

       (307,792        (3,346,930        (352,304        (3,701,932
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (157,760        (1,709,073        (47,849        (517,924
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       150,741        $ 1,647,790          53,597        $ 567,359  

Shares Issued for Reinvested Dividends

       1,790          19,403          5,339          55,085  

Shares Redeemed

       (102,058        (1,107,241        (115,818        (1,222,982
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       50,473          559,952          (56,882        (600,538
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       2,063,790        $ 22,153,859          3,703,333        $ 39,420,388  

Shares Issued for Reinvested Dividends

       78,259          842,229          30,408          323,855  

Shares Redeemed

       (758,865        (8,108,050        (143,790        (1,526,282
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,383,184          14,888,038          3,589,951          38,217,961  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       4,978,093        $ 52,895,478          5,602,467        $ 57,814,471  

Shares Issued for Reinvested Dividends

       541,963          5,841,235          1,821,712          18,814,698  

Shares Redeemed

       (19,384,083        (206,536,067        (6,775,090        (70,516,335
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (13,864,027        (147,799,354        649,089          6,112,834  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       22,514,389        $ 238,118,102          17,383,270        $ 178,690,231  

Shares Issued for Reinvested Dividends

       1,130,774          11,997,882          2,026,031          20,609,541  

Shares Redeemed

       (7,070,311        (74,454,394        (34,857,787        (348,062,055
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       16,574,852          175,661,590          (15,448,486        (148,762,283
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       15,416,265        $ 164,209,428          3,263,155        $ 46,692,421  
    

 

 

      

 

 

      

 

 

      

 

 

 
World Bond Fund                                    

Class A

                   

Shares Sold

       6,780,377        $ 71,099,603          17,509,270        $ 186,484,889  

Shares Issued for Reinvested Dividends

       886,129          9,297,465          1,559,019          16,244,806  

Shares Redeemed

       (7,181,396        (74,643,885        (11,870,173        (125,798,446
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       485,110          5,753,183          7,198,116          76,931,249  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,114,158        $ 11,432,484          2,667,601        $ 27,699,556  

Shares Issued for Reinvested Dividends

       131,186          1,353,066          272,028          2,769,499  

Shares Redeemed

       (1,484,027        (15,197,919        (2,751,558        (28,652,862
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (238,683        (2,412,369        188,071          1,816,193  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       51,637,550        $ 546,299,863          109,021,517        $ 1,166,336,650  

Shares Issued for Reinvested Dividends

       4,399,956          46,477,616          8,330,170          87,483,275  

Shares Redeemed

       (70,765,203        (741,479,337        (93,337,615            (1,001,215,415
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (14,727,697        (148,701,858        24,014,072          252,604,510  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       76,535        $ 793,042          94,716        $ 992,361  

Shares Issued for Reinvested Dividends

       3,518          36,727          4,743          49,135  

Shares Redeemed

       (86,421        (877,254        (26,934        (283,813
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (6,368        (47,485        72,525          757,683  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       428,227        $ 4,430,090          950,496        $ 10,241,730  

Shares Issued for Reinvested Dividends

       23,437          245,772          6,012          63,589  

Shares Redeemed

       (48,273        (502,651        (45,874        (488,262
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       403,391          4,173,211          910,634          9,817,057  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       203,752        $ 2,132,447          496,165        $ 5,291,646  

Shares Issued for Reinvested Dividends

       13,645          144,102          19,966          210,139  

Shares Redeemed

       (132,576        (1,394,821        (283,234        (3,027,780
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       84,821          881,728          232,897          2,474,005  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  230  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
World Bond Fund – (continued)                                    

Class R6

                   

Shares Sold

       6,388,538        $ 67,033,589          1,340,006        $ 14,401,847  

Shares Issued for Reinvested Dividends

       51,673          544,539          58,237          614,774  

Shares Redeemed

       (1,583,524        (16,565,500        (743,966        (7,995,884
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,856,687          51,012,628          654,277          7,020,737  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       7,276,603        $ 77,226,329          27,191,768        $ 293,099,600  

Shares Issued for Reinvested Dividends

       1,077,266          11,417,691          3,098,339          32,602,956  

Shares Redeemed

       (20,620,998        (216,196,485        (44,597,814        (482,694,394
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (12,267,129        (127,552,465        (14,307,707        (156,991,838
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       33,692,044        $ 355,521,813          62,411,375        $ 669,170,519  

Shares Issued for Reinvested Dividends

       4,604,459          48,705,433          7,698,936          81,054,043  

Shares Redeemed

       (37,833,649        (395,156,542        (29,639,426        (318,087,074
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       462,854          9,070,704          40,470,885          432,137,488  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (20,947,014      $ (207,822,723        59,433,770        $ 626,567,084  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

  (1) 

Inception date was February 28, 2019.

 

13.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. 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 $350 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 ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended April 30, 2020, none of the Funds had borrowings under this facility.

 

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 each Fund, 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.

Recent Accounting Pronouncement:

The FASB issued ASU 2017-08 (the “ASU”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and will become effective for private entities one year later. Upon initial adoption, the impacted Funds adjusted the cost of their callable debt securities by the cumulative amount of amortization that would have been recognized had the amortization period initially extended only to the earliest call date, with a corresponding reclassification between interest income and net realized gain (loss) on investments or net unrealized appreciation (depreciation) of investments in the Statements of Operations. The adoption of the ASU does not affect the impacted Funds’ net asset values and the cumulative effect to the impacted Funds resulting from the adoption of amending the amortization period to the earliest call date for callable debt securities is as follows:

 

           For the Six Months Ended April 30, 2020  

Funds

   Cost of Investments
As of
November 1, 2019
    Interest
Income
    Net Unrealized
Appreciation
(Depreciation)
of Investments
    Net Realized
Gains (Loss)

on Investments
 

Emerging Markets Local Debt Fund

   $ 216     $ 2     $ 68     $ (70

Floating Rate Fund

     26,624       15,925       3,224       (19,149

Floating Rate High Income Fund

     6,753       3,162       4,193       (7,355

High Yield Fund

     171,005       9,237       53,793       (63,030

Municipal Income Fund

     (1,830     160       (160      

Municipal Short Duration Fund

     1,030       580       (580      

Municipal Opportunities Fund

     (3,510     328       (328      

Short Duration Fund

     8,128       (2,606     5,467       (2,861

Strategic Income Fund

     (74,024     (57,272     (1,535     58,807  

Total Return Bond Fund

     4,922       (2,493     (336     2,829  

World Bond Fund

     152,934       (353,160     271,103       82,057  

 

 

  231  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

 

16.

Change in Independent Registered Public Accounting Firm:

On November 6, 2019, the Company, on behalf of the Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.

On November 6, 2019, the Audit Committee of the Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the Funds for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).

 

17.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2020, events and transactions subsequent to April 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended October 31, 2020.

The affects to public health, business and market conditions resulting from the coronavirus (COVID-19) pandemic that escalated during the first quarter of 2020 and has extended into the second quarter of 2020 may have a significant negative impact on the performance of the Funds’ investments. The extent and duration of this impact is currently unclear.

After the close of business on or about July 24, 2020, the Quality Bond Fund is expected to be reorganized with and into the Total Return Bond Fund.

Effective as of the opening of business on June 5, 2020, Class I shares of the Total Return Bond Fund are no longer closed to new investors and are available for purchase by all eligible investors.

 

 

  232  

 


Hartford Fixed Income Funds

 

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

 

 

  233  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

 

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

 


 

 

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; 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 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 Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2020


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-FI20    06/20    217394    Printed in U.S.A.

 

LOGO


LOGO


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Multi-Strategy Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2019 through April 30, 2020.

Market Review

During the six months ended April 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.16%. The results for the period reflect the volatility and uncertainty

 

that continued to grip markets under the shadow of the ongoing coronavirus disease (COVID-19) pandemic, as global authorities grappled with rising infection rates, overwhelmed hospitals, and devastated economies shut down by social distancing.

Prior to the initial COVID-19 outbreak in China, “normal” macro events dominated the headlines. The new United States-Mexico-Canada Agreement signed in early 2020 was seen as a potential positive for North American trade. Tensions around the U.S.-China trade dispute subsided with the signing in January 2020 of a Phase One agreement on tariffs and trade reforms. In the U.S., investors appeared to take the impeachment trial of President Trump in stride.

But starting in March, the expanding coronavirus pandemic devastated the world’s economies, triggering a global recession, record U.S. unemployment, extreme of market volatility, and the end of the longest bull market in U.S. economic history.

Through March and April, global economic leaders, including the U.S. Federal Reserve (Fed), responded quickly. In adopting a vigorous “whatever-it-takes” rescue strategy, the Fed acted to inject liquidity into the markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of U.S. Treasuries, agency-backed securities, corporate bonds, and municipal fixed-income issues. On the fiscal side, the U.S. government unveiled a series of policy initiatives designed to reduce layoffs, assist small businesses, and stabilize stressed-out healthcare systems.

On March 27, 2020, the U.S. Congress enacted a $2 trillion economic stimulus package – the largest fiscal rescue package in U.S. history – providing some $350 billion in small-business loans to cover salaries, rent, paid leave, and other necessities. That loan package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.

By April 30, 2020, some state and local governments were carefully weighing the gradual lifting of the stay-at-home orders that had been put in place in an effort to control the spread of the virus.

Needless to say, it’s impossible to predict how or when the economic and social damages caused by this global pandemic will be fully repaired. In these uncertain times, it’s more important than ever to maintain a strong relationship with your financial professional.

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

 

LOGO

James Davey

President

Hartford Funds

 

1 

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

 

The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.


Hartford Multi-Strategy Funds

Table of Contents

 

Fund Overview

     2  

Benchmark Glossary

     13  

Expense Examples

     14  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Balanced Income Fund

     16  

Hartford AARP Balanced Retirement Fund (formerly, Hartford Multi-Asset Income Fund)

     40  

The Hartford Checks and Balances Fund

     54  

The Hartford Conservative Allocation Fund

     55  

The Hartford Global Real Asset Fund (consolidated)

     56  

The Hartford Growth Allocation Fund

     66  

Hartford Moderate Allocation Fund

     67  

Hartford Multi-Asset Income and Growth Fund (formerly, The Hartford Balanced Fund)

     68  

Glossary

     88  

Statements of Assets and Liabilities

     89  

Statements of Operations

     93  

Statements of Changes in Net Assets

     97  

Financial Highlights

     100  

Notes to Financial Statements

     110  

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

     143  

Quarterly Portfolio Holdings Information

     143  


The Hartford Balanced Income Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -3.31%        1.96%        5.21%        7.56%  

Class A3

     -8.63%        -3.65%        4.03%        6.95%  

Class C2

     -3.68%        1.21%        4.44%        6.77%  

Class C4

     -4.62%        0.23%        4.44%        6.77%  

Class I2

     -3.25%        2.22%        5.48%        7.83%  

Class R32

     -3.48%        1.63%        4.88%        7.24%  

Class R42

     -3.41%        1.85%        5.18%        7.55%  

Class R52

     -3.18%        2.20%        5.47%        7.84%  

Class R62

     -3.18%        2.34%        5.56%        7.97%  

Class Y2

     -3.23%        2.17%        5.52%        7.95%  

Class F2

     -3.15%        2.30%        5.55%        7.87%  

45% Russell 1000 Value Index/44% Bloomberg Barclays Corporate Index/ 5.5% JP Morgan Emerging Markets Bond Index Plus/ 5.5% Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index5

     -5.84%        -0.86%        4.36%        6.99%  

Russell 1000 Value Index

     -13.66%        -11.01%        3.90%        8.54%  

Bloomberg Barclays Corporate Index

     2.00%        9.88%        4.57%        5.26%  

JP Morgan Emerging Markets Bond Index Plus

     -5.14%        -1.54%        2.80%        4.79%  

Bloomberg Barclays U.S. Corporate High Yield 2% Issuer Cap Index

     -6.60%        -4.08%        3.45%        5.85%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

5 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, 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.

Classes R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     0.91%        0.91%  

Class C

     1.66%        1.66%  

Class I

     0.65%        0.65%  

Class R3

     1.27%        1.27%  

Class R4

     0.98%        0.98%  

Class R5

     0.67%        0.67%  

Class R6

     0.58%        0.58%  

Class Y

     0.69%        0.68%  

Class F

     0.58%        0.58%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     43.5

Escrows

     0.0

Preferred Stocks

     0.0
  

 

 

 

Total

     43.5
  

 

 

 

Fixed Income Securities

 

Convertible Bonds

     0.1

Corporate Bonds

     47.2  

Foreign Government Obligations

     3.7  

Municipal Bonds

     0.3  

Senior Floating Rate Interests

     0.1  

U.S. Government Securities

     0.3  
  

 

 

 

Total

     51.7
  

 

 

 

Short-Term Investments

     5.5  

Other Assets & Liabilities

     (0.7
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

 

 

  2  

 


Hartford AARP Balanced Retirement Fund (formerly, Hartford Multi-Asset Income Fund)

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 04/30/2014

Sub-advised by Wellington Management Company LLP

  Investment objective – The Fund seeks long-term total return while seeking to mitigate downside risk.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     -3.99%        -1.69%        2.49%        2.52%  

Class A4

     -8.31%        -6.12%        1.55%        1.73%  

Class C3

     -4.38%        -2.44%        1.77%        1.78%  

Class C5

     -5.33%        -3.40%        1.77%        1.78%  

Class I3

     -3.94%        -1.42%        2.68%        2.72%  

Class R33

     -4.29%        -1.73%        2.35%        2.35%  

Class R43

     -4.04%        -1.41%        2.54%        2.56%  

Class R53

     -3.99%        -1.48%        2.63%        2.67%  

Class R63

     -3.90%        -1.42%        2.73%        2.77%  

Class Y3

     -3.94%        -1.55%        2.71%        2.75%  

Class F3

     -3.90%        -1.44%        2.72%        2.75%  

Fund’s Current Benchmark

           

70% Bloomberg Barclays U.S. Aggregate Bond Index/ 30% MSCI ACWI Index (Net)6

     1.34%        6.42%        4.20%        4.41%  

Bloomberg Barclays U.S Aggregate Bond Index

     4.86%        10.84%        3.80%        3.91%  

MSCI ACWI Index (Net)

     -7.68%        -4.96%        4.37%        4.87%  

Fund’s Prior Benchmark

           

55% Bloomberg Barclays U.S. Aggregate Bond Index/ 45% S&P 500 Index6

     1.67%        6.93%        6.46%        6.77%  

S&P 500 Index

     -3.16%        0.86%        9.12%        9.76%  

 

1 

Not Annualized

2 

Inception: 04/30/2014

3 

Without sales charge

4 

Reflects maximum sales charge of 4.50%

5 

Reflects a contingent deferred sales charge of 1.00%

6 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/19. Performance prior to that date is that of the Fund’s Class Y shares.

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

Performance information prior to July 10, 2019 includes the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy.

Effective July 10, 2019, the Fund changed its benchmarks to Bloomberg Barclays U.S. Aggregate Bond Index and MSCI ACWI Index (Net), and changed its blended benchmark to 70% Bloomberg Barclays U.S. Aggregate Bond Index and 30% MSCI ACWI Index (Net). Prior to July 10, 2019, the Fund’s former blended benchmark was 55% Bloomberg Barclays U.S. Aggregate Bond Index and 45% S&P 500 Index. The Fund changed its benchmarks because Hartford Funds Management Company, LLC, the investment manager, believes that the new benchmarks better reflect the Fund’s investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.09%        0.96%  

Class C

     1.84%        1.71%  

Class I

     0.80%        0.66%  

Class R3

     1.42%        1.18%  

Class R4

     1.12%        0.88%  

Class R5

     0.82%        0.55%  

Class R6

     0.71%        0.45%  

Class Y

     0.81%        0.55%  

Class F

     0.71%        0.45%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses and are based on estimated amounts. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks.  Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Mortgage-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk.  Restricted securities may be more difficult to sell and price than other securities. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Investments in securities of other investment companies includes the risks that apply to such other investment companies’ strategies and holdings. 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.

 

 

 

  3  

 


Hartford AARP Balanced Retirement Fund (formerly, Hartford Multi-Asset Income Fund)

Fund Overview – (continued)

April 30, 2020 (Unaudited)

 

 

 

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Affiliated Mutual Funds and Affiliated Exchange-Traded Funds

     18.6

Common Stocks

     31.1  

Convertible Preferred Stocks

     0.0

Exchange-Traded Funds

     5.9  

Preferred Stocks

     0.0

Warrants

     0.0
  

 

 

 

Total

     55.6
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     4.1

Convertible Bonds

     0.1  

Corporate Bonds

     5.9  

Foreign Government Obligations

     8.4  

Municipal Bonds

     0.2  

U.S. Government Agencies(2)

     10.7  

U.S. Government Securities

     6.3  
  

 

 

 

Total

     35.7
  

 

 

 

Short-Term Investments

     21.7  

Purchased Options

     0.9  

Other Assets & Liabilities

     (13.9
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  4  

 


The Hartford Checks and Balances Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -3.98%        0.19%        5.52%        7.65%  

Class A3

     -9.26%        -5.32%        4.33%        7.05%  

Class C2

     -4.30%        -0.56%        4.72%        6.84%  

Class C4

     -5.20%        -1.49%        4.72%        6.84%  

Class I2

     -3.83%        0.49%        5.78%        7.92%  

Class R32

     -4.17%        -0.20%        5.13%        7.26%  

Class R42

     -4.02%        0.14%        5.45%        7.60%  

Class R52

     -3.82%        0.14%        5.73%        7.89%  

Class F2

     -3.80%        0.58%        5.85%        7.96%  

33.4% Russell 3000 Index/33.3% S&P 500 Index/ 33.3% Bloomberg Barclays U.S. Aggregate Bond Index5

     -0.49%        4.07%        7.35%        9.19%  

Russell 3000 Index

     -4.33%        -1.04%        8.33%        11.29%  

S&P 500 Index

     -3.16%        0.86%        9.12%        11.69%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.96%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

5 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares.

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

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     0.93%        0.93%  

Class C

     1.70%        1.70%  

Class I

     0.67%        0.67%  

Class R3

     1.29%        1.29%  

Class R4

     0.97%        0.97%  

Class R5

     0.70%        0.70%  

Class F

     0.58%        0.58%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Since the Fund is not actively managed, it may underperform actively managed funds during certain markets. 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 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 related- and asset-backed securities, and derivatives.

Asset Allocation(1)

as of April 30, 2020 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     67.3

Taxable Fixed Income Funds

     32.3  

Short-Term Investments

     0.3  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  5  

 


The Hartford Conservative Allocation Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -2.97%        -0.11%        2.27%        3.18%  

Class A3

     -8.31%        -5.60%        1.12%        2.59%  

Class C2

     -3.29%        -0.89%        1.49%        2.40%  

Class C4

     -4.25%        -1.86%        1.49%        2.40%  

Class I2

     -2.83%        0.13%        2.54%        3.44%  

Class R32

     -3.17%        -0.51%        1.96%        2.85%  

Class R42

     -2.95%        -0.09%        2.30%        3.17%  

Class R52

     -2.81%        0.13%        2.61%        3.48%  

Class F2

     -2.73%        0.32%        2.62%        3.48%  

65% Bloomberg Barclays U.S. Aggregate Bond Index/ 25% Russell 3000 Index/ 10% MSCI ACWI ex USA Index (Net)5

     1.06%        6.03%        4.80%        5.93%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.96%  

Russell 3000 Index

     -4.33%        -1.04%        8.33%        11.29%  

MSCI ACWI USA Index (Net)

     -13.22%        -11.51%        -0.17%        2.89%  

 

1 

Not Annualized

2

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

5 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 11/30/15, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.12%        1.12%  

Class C

     1.88%        1.88%  

Class I

     0.86%        0.86%  

Class R3

     1.47%        1.44%  

Class R4

     1.17%        1.14%  

Class R5

     0.87%        0.84%  

Class F

     0.76%        0.76%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. 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, 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 related- and asset-backed securities, and derivatives.

Asset Allocation(1)

as of April 30, 2020 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     24.8

International/Global Equity Funds

     7.3  

Multi-Strategy Funds

     1.5  

Taxable Fixed Income Funds

     66.0  

Short-Term Investments

     0.4  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

 

 

  6  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     -15.66%        -17.34%        -3.51%        -1.98%  

Class A4

     -20.30%        -21.89%        -4.59%        -2.54%  

Class C3

     -15.96%        -17.95%        -4.22%        -2.70%  

Class C5

     -16.78%        -18.76%        -4.22%        -2.70%  

Class I3

     -15.45%        -17.14%        -3.23%        -1.72%  

Class R33

     -15.68%        -17.54%        -3.74%        -2.21%  

Class R43

     -15.60%        -17.38%        -3.47%        -1.93%  

Class R53

     -15.46%        -17.06%        -3.19%        -1.68%  

Class Y3

     -15.55%        -17.14%        -3.17%        -1.64%  

Class F3

     -15.50%        -17.09%        -3.21%        -1.71%  

Fund’s Current Benchmarks

           

40% Bloomberg Barclays U.S. TIPS 1-10 Year Index/ 30% MSCI ACWI Commodity Producers Index (Net)/ 10% Bloomberg Commodity Index Total Return/ 10% MSCI World IMI Core Real Estate Index (Net)/ 10% MSCI ACWI Infrastructure Index (Net)6

     -11.76%        -11.06%        -1.09%        -1.31%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     3.08%        6.16%        2.41%        2.63%  

MSCI ACWI Commodity Producers Index (Net)

     -24.41%        -29.66%        -5.62%        -2.31%  

Bloomberg Commodity Index Total Return

     -22.70%        -23.18%        -9.07%        -6.45%  

MSCI World IMI Real Estate Index (Net)

     -22.64%        -15.43%        0.37%        6.57%  

MSCI ACWI Infrastructure Index (Net)

     -11.75%        -5.11%        0.68%        5.29%  

Fund’s Prior Benchmark

           

55% MSCI ACWI Commodity Producers Index (Net)/ 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index/ 10% Bloomberg Commodity Index Total Return6

     -14.51%        -16.82%        -2.69%        -0.54%  

 

1 

Not Annualized

2 

Inception: 05/28/2010

3

Without sales charge

4 

Reflects maximum sales charge of 5.50%

5 

Reflects a contingent deferred sales charge of 1.00%

6 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Effective April 30, 2020, the Fund changed its blended benchmark to 40% Bloomberg Barclays U.S. TIPS 1-10 Year Index/ 30% MSCI ACWI Commodity Producers Index (Net)/ 10% Bloomberg Commodity Index Total Return/ 10% MSCI World IMI Core Real Estate Index (Net)/ 10% MSCI ACWI Infrastructure Index (Net). The Fund changed its blended benchmark because Hartford Funds Management Company, LLC believes that the new blended benchmark better reflects the Fund’s revised investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.48%        1.27%  

Class C

     2.25%        2.02%  

Class I

     1.13%        1.02%  

Class R3

     1.76%        1.52%  

Class R4

     1.46%        1.22%  

Class R5

     1.16%        0.97%  

Class Y

     1.12%        0.92%  

Class F

     1.04%        0.92%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement or fee waiver arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. The expense reimbursement arrangement remains in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. The fee waiver remains in effect as long as the Fund remains invested in the subsidiary. Expenses shown include acquired fund fees and expenses and expenses of the Fund’s wholly-owned Cayman Islands subsidiary fund. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Investments in the commodities market and the natural-resource industry may increase the Fund’s liquidity risk, volatility and risk of loss if adverse developments occur. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of the underlying real estate of real estate related securities may go down due to various factors, including but not limited to, strength of the economy, amount of new construction, laws and regulations, costs of real estate, availability of mortgages and changes in interest rates. By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non-U.S. subsidiary and its investments.

 

 

 

  7  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Overview – (continued)

April 30, 2020 (Unaudited)

 

 

 

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     58.8

Exchange-Traded Funds

     3.1  

Preferred Stocks

     0.1  
  

 

 

 

Total

     62.0
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     0.1

Convertible Bonds

     0.0

Corporate Bonds

     0.5  

Foreign Government Obligations

     2.6  

U.S. Government Agencies(2)

     0.4  

U.S. Government Securities

     23.2  
  

 

 

 

Total

     26.8
  

 

 

 

Short-Term Investments

     12.5  

Purchased Options

     0.0

Other Assets & Liabilities

     (1.3
  

 

 

 

Total

     100.0
  

 

 

 

 

*

Percentage rounds to zero.

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  8  

 


The Hartford Growth Allocation Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -7.83%        -6.15%        2.47%        5.77%  

Class A3

     -12.90%        -11.31%        1.32%        5.17%  

Class C2

     -8.24%        -6.92%        1.70%        4.98%  

Class C4

     -9.13%        -7.82%        1.70%        4.98%  

Class I2

     -7.76%        -5.92%        2.79%        6.10%  

Class R32

     -7.94%        -6.44%        2.16%        5.44%  

Class R42

     -7.88%        -6.26%        2.45%        5.76%  

Class R52

     -7.73%        -5.97%        2.75%        6.08%  

Class F2

     -7.68%        -5.83%        2.86%        6.14%  

55% Russell 3000 Index/ 25% MSCI ACWI ex USA Index (Net)/ 20% Bloomberg Barclays U.S. Aggregate Bond Index5

     4.86%        10.84%        3.80%        3.96%  

Russell 3000 Index

     -4.33%        -1.04%        8.33%        11.29%  

MSCI ACWI ex USA Index (Net)

     -13.22%        -11.51%        -0.17%        2.89%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -4.54%        -1.07%        5.48%        7.90%  

 

1 

Not Annualized

2

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

5 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous subadvisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 5/31/14, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.11%        1.11%  

Class C

     1.89%        1.89%  

Class I

     0.80%        0.80%  

Class R3

     1.42%        1.42%  

Class R4

     1.13%        1.13%  

Class R5

     0.81%        0.81%  

Class F

     0.72%        0.72%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.  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, 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 related- and asset-backed securities, and derivatives.

Asset Allocation(1)

as of April 30, 2020 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     59.5

International/Global Equity Funds

     20.6  

Multi-Strategy Funds

     2.7  

Taxable Fixed Income Funds

     17.0  

Short-Term Investments

     0.3  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  9  

 


Hartford Moderate Allocation Fund

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -5.72%        -3.61%        2.52%        4.42%  

Class A3

     -10.91%        -8.91%        1.37%        3.83%  

Class C2

     -6.11%        -4.32%        1.76%        3.65%  

Class C4

     -7.03%        -5.25%        1.76%        3.65%  

Class I2

     -5.60%        -3.33%        2.82%        4.73%  

Class R32

     -5.87%        -3.90%        2.18%        4.07%  

Class R42

     -5.76%        -3.65%        2.47%        4.38%  

Class R52

     -5.69%        -3.42%        2.77%        4.69%  

Class F2

     -5.52%        -3.25%        2.87%        4.76%  

40% Bloomberg Barclays U.S. Aggregate Bond Index/ 40% Russell 3000 Index/ 20% MSCI ACWI ex USA Index (Net)5

     4.86%        10.84%        3.80%        3.96%  

Bloomberg Barclays US Aggregate Bond Index

     -4.33%        -1.04%        8.33%        11.29%  

Russell 3000 Index

     -2.15%        1.97%        5.10%        6.94%  

MSCI ACWI ex USA Index (Net)

     -13.22%        -11.51%        -0.17%        2.89%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

5 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous subadvisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 11/30/15, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

Operating Expenses*    Gross      Net  

Class A

     1.09%        1.09%  

Class C

     1.86%        1.86%  

Class I

     0.80%        0.80%  

Class R3

     1.42%        1.42%  

Class R4

     1.13%        1.13%  

Class R5

     0.81%        0.81%  

Class F

     0.72%        0.72%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. 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, 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 related- and asset-backed securities, and derivatives.

Asset Allocation(1)

as of April 30, 2020 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     42.1

International/Global Equity Funds

     15.5  

Multi-Strategy Funds

     2.3  

Taxable Fixed Income Funds

     39.9  

Short-Term Investments

     0.3  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

 

 

  10  

 


Hartford Multi-Asset Income and Growth Fund (formerly, The Hartford Balanced Fund)

Fund Overview

April 30, 2020 (Unaudited)

 

 

 

Inception 07/22/1996

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.

 

Average Annual Total Returns

for the Periods Ending 04/30/2020

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -6.28%        -3.50%        3.66%        6.74%  

Class A3

     -11.43%        -8.81%        2.49%        6.13%  

Class C2

     -6.60%        -4.17%        2.93%        5.98%  

Class C4

     -7.40%        -4.98%        2.93%        5.98%  

Class I2

     -6.12%        -3.18%        3.96%        6.90%  

Class R32

     -6.43%        -3.82%        3.37%        6.47%  

Class R42

     -6.27%        -3.50%        3.67%        6.78%  

Class R52

     -6.15%        -3.26%        3.98%        7.10%  

Class R62

     -6.13%        -3.19%        4.05%        7.17%  

Class Y2

     -6.10%        -3.16%        4.04%        7.17%  

Class F2

     -6.09%        -3.15%        4.02%        6.93%  

Fund’s Current Benchmark

           

55% Bloomberg Barclays U.S. Aggregate Bond Index/ 45% S&P 500 Index5

     1.67%        6.93%        6.46%        7.66%  

Bloomberg Barclays U.S. Aggregate Bond Index

     4.86%        10.84%        3.80%        3.96%  

S&P 500 Index

     -3.16%        0.86%        9.12%        11.69%  

Fund’s Prior Benchmark

           

60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US 3-Month Treasury Bill Index5

     0.42%        5.42%        7.23%        8.74%  

Bloomberg Barclays Government/Credit Bond Index

     5.36%        12.21%        4.11%        4.25%  

ICE BofAML US 3-Month Treasury Bill Index

     0.85%        2.07%        1.19%        0.64%  

 

1 

Not Annualized

2 

Without sales charge

3 

Reflects maximum sales charge of 5.50%

4 

Reflects a contingent deferred sales charge of 1.00%

5 

Calculated by Hartford Funds Management Company, LLC

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. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. 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 hartfordfunds.com.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/20, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information prior to May 1, 2019 includes the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy.

Effective May 1, 2019, the Fund changed its benchmarks to Bloomberg Barclays U.S. Aggregate Bond Index and the S&P 500 Index and its blended benchmark to 55% Bloomberg

Barclays U.S. Aggregate Bond Index/ 45% S&P 500 Index. The Fund’s former blended benchmark was the 60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US 3-Month Treasury Bill Index. The Fund changed its benchmarks because Hartford Funds Management Company, LLC, the investment manager, believes that the new benchmarks better reflect the Fund’s revised investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.02%        1.02%  

Class C

     1.73%        1.73%  

Class I

     0.69%        0.69%  

Class R3

     1.35%        1.35%  

Class R4

     1.04%        1.04%  

Class R5

     0.74%        0.74%  

Class R6

     0.63%        0.63%  

Class Y

     0.73%        0.71%  

Class F

     0.62%        0.62%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 2/28/21 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/20.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in Equity Linked Notes (ELNs) are subject to interest, credit, management, counterparty, liquidity, and market risks, and as applicable, foreign security and currency risks.  Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. 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. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.  Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Restricted securities may be more difficult to sell and price than other securities. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Investments in ETFs are subject to the risks that apply to the ETF’s strategies and portfolio holdings.

 

 

 

  11  

 


Hartford Multi-Asset Income and Growth Fund (formerly, The Hartford Balanced Fund)

Fund Overview – (continued)

April 30, 2020 (Unaudited)

 

 

 

Composition by Security Type(1)

as of April 30, 2020

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     23.7

Equity Linked Securities

     9.0  

Exchange-Traded Funds

     0.2  
  

 

 

 

Total

     32.9
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     15.9

Convertible Bonds

     0.6  

Corporate Bonds

     26.4  

Foreign Government Obligations

     2.6  

Municipal Bonds

     0.9  

Senior Floating Rate Interests

     6.5  

U.S. Government Agencies(2)

     2.9  

U.S. Government Securities

     9.3  
  

 

 

 

Total

     65.1
  

 

 

 

Short-Term Investments

     2.4  

Purchased Options

     0.6  

Other Assets & Liabilities

     (1.0
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

(2) 

All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage backed securities as of April 30, 2020.

 

 

 

  12  

 


Hartford Multi-Strategy Funds

Benchmark Glossary (Unaudited)

 

 

 

Bloomberg Barclays Corporate Index (reflects no deduction for fees, expenses or taxes) is the Corporate component of the U.S. Credit Index within the Bloomberg Barclays U.S. Aggregate Bond Index.

Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) is designed to measure the non-securitized component of the U.S. Aggregate Index. It includes investment grade, U.S. dollar-denominated, fixed-rate Treasuries, government-related and corporate securities.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are Securities and Exchange Commission 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.

Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index (reflects no deduction for fees, expenses or taxes) 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 non convertible debt registered with the Securities and Exchange Commission.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents U.S. Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years.

Bloomberg Commodity Index Total Return (reflects no deduction for fees, expenses or taxes) is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index (“BCOM”). This combines the returns of the BCOM with the returns on cash collateral invested in 13 week (3 Month) U.S. Treasury bills.

ICE BofAML US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date.

JP Morgan Emerging Markets Bond Index Plus (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets.

MSCI All Country World (ACWI) Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

MSCI All Country World (ACWI) Commodity Producers Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture the global opportunity set of commodity producers in the energy, metal and

agricultural sectors. Constituents are selected from the equity universe of MSCI ACWI Index, the parent index, which covers mid and large cap securities across developed market and emerging market countries.

MSCI All Country World (ACWI) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI All Country World (ACWI) Infrastructure Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture the global opportunity set of companies that are owners or operators of infrastructure assets.

MSCI World IMI Core Real Estate Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large, mid and small cap stocks across developed countries engaged in the ownership, development and management of specific core property type real estate.

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

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

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

Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.

BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

 

 

 

  13  

 


Hartford 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 November 1, 2019 through April 30, 2020. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The 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 (front-end sales loads and CDSC). Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford Balanced Income Fund

 

Class A

   $     1,000.00      $     966.90      $ 4.30      $     1,000.00      $     1,020.49      $     4.42        0.88

Class C

   $ 1,000.00      $ 963.20      $     8.01      $ 1,000.00      $ 1,016.71      $ 8.22        1.64

Class I

   $ 1,000.00      $ 967.50      $ 3.08      $ 1,000.00      $ 1,021.73      $ 3.17        0.63

Class R3

   $ 1,000.00      $ 965.20      $ 6.06      $ 1,000.00      $ 1,018.70      $ 6.22        1.24

Class R4

   $ 1,000.00      $ 965.90      $ 4.69      $ 1,000.00      $ 1,020.09      $ 4.82        0.96

Class R5

   $ 1,000.00      $ 968.20      $ 3.18      $ 1,000.00      $ 1,021.63      $ 3.27        0.65

Class R6

   $ 1,000.00      $ 968.20      $ 2.74      $ 1,000.00      $ 1,022.08      $ 2.82        0.56

Class Y

   $ 1,000.00      $ 967.70      $ 3.23      $ 1,000.00      $ 1,021.58      $ 3.32        0.66

Class F

   $ 1,000.00      $ 968.50      $ 2.74      $ 1,000.00      $ 1,022.08      $ 2.82        0.56

Hartford AARP Balanced Retirement Fund

 

                 

Class A

   $ 1,000.00      $ 960.10      $ 3.66      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class C

   $ 1,000.00      $ 956.20      $ 7.30      $ 1,000.00      $ 1,017.40      $ 7.52        1.50

Class I

   $ 1,000.00      $ 960.60      $ 2.34      $ 1,000.00      $ 1,022.48      $ 2.41        0.48

Class R3

   $ 1,000.00      $ 957.10      $ 5.21      $ 1,000.00      $ 1,019.54      $ 5.37        1.07

Class R4

   $ 1,000.00      $ 959.60      $ 3.75      $ 1,000.00      $ 1,021.03      $ 3.87        0.77

Class R5

   $ 1,000.00      $ 960.10      $ 2.14      $ 1,000.00      $ 1,022.68      $ 2.21        0.44

Class R6

   $ 1,000.00      $ 961.00      $ 1.80      $ 1,000.00      $ 1,023.02      $ 1.86        0.37

Class Y

   $ 1,000.00      $ 960.60      $ 2.19      $ 1,000.00      $ 1,022.63      $ 2.26        0.45

Class F

   $ 1,000.00      $ 961.00      $ 1.76      $ 1,000.00      $ 1,023.07      $ 1.81        0.36

The Hartford Checks and Balances Fund

 

                 

Class A

   $ 1,000.00      $ 960.20      $ 1.90      $ 1,000.00      $ 1,022.92      $ 1.96        0.39

Class C

   $ 1,000.00      $ 957.00      $ 5.69      $ 1,000.00      $ 1,019.05      $ 5.87        1.17

Class I

   $ 1,000.00      $ 961.70      $ 0.59      $ 1,000.00      $ 1,024.27      $ 0.60        0.12

Class R3

   $ 1,000.00      $ 958.30      $ 3.65      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class R4

   $ 1,000.00      $ 959.80      $ 2.19      $ 1,000.00      $ 1,022.63      $ 2.26        0.45

Class R5

   $ 1,000.00      $ 961.80      $ 0.78      $ 1,000.00      $ 1,024.07      $ 0.81        0.16

Class F

   $ 1,000.00      $ 962.00      $ 0.20      $ 1,000.00      $ 1,024.66      $ 0.20        0.04

 

 

  14  

 


Hartford Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Beginning
Account Value
November 1, 2019
     Ending
Account Value
April 30, 2020
     Expenses paid
during the period
November 1, 2019
through
April 30, 2020
     Annualized
expense
ratio
 

The Hartford Conservative Allocation Fund

 

                 

Class A

   $     1,000.00      $     970.30      $ 2.89      $ 1,000.00      $ 1,021.93      $ 2.97        0.59

Class C

   $ 1,000.00      $ 967.10      $     6.75      $     1,000.00      $ 1,018.00      $ 6.92        1.38

Class I

   $ 1,000.00      $ 971.70      $ 1.86      $ 1,000.00      $ 1,022.97      $ 1.91        0.38

Class R3

   $ 1,000.00      $ 968.30      $ 4.60      $ 1,000.00      $ 1,020.19      $ 4.72        0.94

Class R4

   $ 1,000.00      $ 970.50      $ 3.14      $ 1,000.00      $ 1,021.68      $ 3.22        0.64

Class R5

   $ 1,000.00      $ 971.90      $ 1.67      $ 1,000.00      $ 1,023.17      $ 1.71        0.34

Class F

   $ 1,000.00      $ 972.70      $ 1.08      $ 1,000.00      $ 1,023.77      $ 1.11        0.22

The Hartford Global Real Asset Fund (consolidated)

 

                 

Class A

   $ 1,000.00      $ 843.40      $ 5.73      $ 1,000.00      $ 1,018.65      $ 6.27        1.25

Class C

   $ 1,000.00      $ 840.40      $ 9.15      $ 1,000.00      $ 1,014.92      $     10.02        2.00

Class I

   $ 1,000.00      $ 845.50      $ 4.59      $ 1,000.00      $ 1,019.89      $ 5.02        1.00

Class R3

   $ 1,000.00      $ 843.20      $ 6.87      $ 1,000.00      $ 1,017.40      $ 7.52        1.50

Class R4

   $ 1,000.00      $ 844.00      $ 5.50      $ 1,000.00      $ 1,018.90      $ 6.02        1.20

Class R5

   $ 1,000.00      $ 845.40      $ 4.36      $ 1,000.00      $ 1,020.14      $ 4.77        0.95

Class Y

   $ 1,000.00      $ 844.50      $ 4.13      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

Class F

   $ 1,000.00      $ 845.00      $ 4.13      $ 1,000.00      $ 1,020.39      $ 4.52        0.90

The Hartford Growth Allocation Fund

 

                 

Class A

   $ 1,000.00      $ 921.70      $ 2.68      $ 1,000.00      $ 1,022.08      $ 2.82        0.56

Class C

   $ 1,000.00      $ 917.60      $ 6.48      $ 1,000.00      $ 1,018.10      $ 6.82        1.36

Class I

   $ 1,000.00      $ 922.40      $ 1.19      $ 1,000.00      $ 1,023.62      $ 1.26        0.25

Class R3

   $ 1,000.00      $ 920.60      $ 4.15      $ 1,000.00      $ 1,020.54      $ 4.37        0.87

Class R4

   $ 1,000.00      $ 921.20      $ 2.63      $ 1,000.00      $ 1,022.13      $ 2.77        0.55

Class R5

   $ 1,000.00      $ 922.70      $ 1.29      $ 1,000.00      $ 1,023.52      $ 1.36        0.27

Class F

   $ 1,000.00      $ 923.20      $ 0.77      $ 1,000.00      $ 1,024.07      $ 0.81        0.16

Hartford Moderate Allocation Fund

 

                 

Class A

   $ 1,000.00      $ 942.80      $ 2.61      $ 1,000.00      $ 1,022.18      $ 2.72        0.54

Class C

   $ 1,000.00      $ 938.90      $ 6.41      $ 1,000.00      $ 1,018.25      $ 6.67        1.33

Class I

   $ 1,000.00      $ 944.00      $ 1.26      $ 1,000.00      $ 1,023.57      $ 1.31        0.26

Class R3

   $ 1,000.00      $ 941.30      $ 4.25      $ 1,000.00      $ 1,020.49      $ 4.42        0.88

Class R4

   $ 1,000.00      $ 942.40      $ 2.70      $ 1,000.00      $ 1,022.08      $ 2.82        0.56

Class R5

   $ 1,000.00      $ 943.10      $ 1.35      $ 1,000.00      $ 1,023.47      $ 1.41        0.28

Class F

   $ 1,000.00      $ 944.80      $ 0.82      $ 1,000.00      $ 1,024.02      $ 0.86        0.17

Hartford Multi-Asset Income and Growth Fund

 

                 

Class A

   $ 1,000.00      $ 937.20      $ 4.96      $ 1,000.00      $ 1,019.74      $ 5.17        1.03

Class C

   $ 1,000.00      $ 934.00      $ 8.37      $ 1,000.00      $ 1,016.21      $ 8.72        1.74

Class I

   $ 1,000.00      $ 938.80      $ 3.37      $ 1,000.00      $ 1,021.38      $ 3.52        0.70

Class R3

   $ 1,000.00      $ 935.70      $ 6.11      $ 1,000.00      $ 1,018.55      $ 6.37        1.27

Class R4

   $ 1,000.00      $ 937.30      $ 5.01      $ 1,000.00      $ 1,019.69      $ 5.22        1.04

Class R5

   $ 1,000.00      $ 938.50      $ 3.61      $ 1,000.00      $ 1,021.13      $ 3.77        0.75

Class R6

   $ 1,000.00      $ 938.70      $ 3.04      $ 1,000.00      $     1,021.73      $ 3.17        0.63

Class Y

   $ 1,000.00      $ 939.00      $ 3.33      $ 1,000.00      $ 1,021.43      $ 3.47        0.69

Class F

   $ 1,000.00      $ 939.10      $ 3.04      $ 1,000.00      $ 1,021.73      $ 3.17        0.63

 

 

  15  

 


The Hartford Balanced Income Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 43.5%  
          Automobiles & Components - 0.3%  
    388,302    

Cie Generale des Etablissements Michelin SCA

  $ 37,518,139  
     

 

 

 
          Banks - 4.6%  
    7,277,577    

Bank of America Corp.

    175,025,727  
    2,445,728    

JP Morgan Chase & Co.

    234,202,913  
    504,194    

M&T Bank Corp.

    56,510,063  
    529,422    

PNC Financial Services Group, Inc.

    56,473,445  
    1,839,222    

Truist Financial Corp.

    68,639,765  
     

 

 

 
        590,851,913  
     

 

 

 
          Capital Goods - 4.9%  
    91,053    

3M Co.

    13,832,772  
    7,959,583    

BAE Systems plc

    50,769,657  
    812,374    

Caterpillar, Inc.

    94,544,086  
    1,434,725    

Eaton Corp. plc

    119,799,538  
    1,012,601    

Emerson Electric Co.

    57,748,635  
    640,121    

General Dynamics Corp.

    83,612,605  
    375,986    

Lockheed Martin Corp.

    146,281,113  
    608,528    

Vinci S.A.

    49,851,789  
     

 

 

 
        616,440,195  
     

 

 

 
          Consumer Durables & Apparel - 0.2%  
    493,600    

VF Corp.

    28,678,160  
     

 

 

 
          Consumer Services - 0.6%  
    379,569    

McDonald’s Corp.

    71,191,962  
     

 

 

 
          Diversified Financials - 0.5%  
    133,058    

BlackRock, Inc.

    66,800,438  
     

 

 

 
          Energy - 2.3%  
    1,127,345    

Chevron Corp.

    103,715,740  
    178,500    

ConocoPhillips

    7,514,850  
    3,207,818    

Kinder Morgan, Inc.

    48,855,068  
    398,398    

Phillips 66

    29,150,782  
    2,139,150    

TC Energy Corp.

    98,447,465  
     

 

 

 
        287,683,905  
     

 

 

 
          Food & Staples Retailing - 0.2%  
    347,763    

Sysco Corp.

    19,568,624  
     

 

 

 
          Food, Beverage & Tobacco - 3.6%  
    2,138,390    

Archer-Daniels-Midland Co.

    79,419,805  
    1,479,250    

Coca-Cola Co.

    67,882,782  
    42,800    

Diageo plc ADR

    5,934,220  
    261,200    

Kellogg Co.

    17,108,600  
    1,464,057    

Mondelez International, Inc. Class A

    75,311,092  
    543,487    

PepsiCo., Inc.

    71,897,895  
    1,923,805    

Philip Morris International, Inc.

    143,515,853  
     

 

 

 
        461,070,247  
     

 

 

 
          Health Care Equipment & Services - 1.7%  
    1,265,305    

CVS Health Corp.

    77,879,523  
    1,417,573    

Medtronic plc

    138,397,652  
     

 

 

 
        216,277,175  
     

 

 

 
          Household & Personal Products - 1.4%  
    856,013    

Procter & Gamble Co.

    100,898,252  
    1,650,463    

Unilever N.V.

    81,565,882  
     

 

 

 
        182,464,134  
     

 

 

 
          Insurance - 2.9%  
    590,738    

Chubb Ltd.

    63,805,611  
    3,066,010    

MetLife, Inc.

    110,621,641  
    572,234    

Principal Financial Group, Inc.

    20,835,040  
    1,705,990    

Progressive Corp.

    131,873,027  
    379,664    

Travelers Cos., Inc.

    38,425,794  
     

 

 

 
        365,561,113  
     

 

 

 
          Media & Entertainment - 1.2%  
    4,129,681    

Comcast Corp. Class A

    155,399,896  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 43.5% - (continued)  
          Pharmaceuticals, Biotechnology & Life Sciences - 6.8%  
    1,831,758    

AstraZeneca plc ADR

  $ 95,764,308  
    456,482    

Bristol-Myers Squibb Co.

    27,758,670  
    311,315    

Eli Lilly & Co.

    48,141,752  
    1,343,318    

Johnson & Johnson

    201,551,433  
    879,843    

Merck & Co., Inc.

    69,806,744  
    938,124    

Novartis AG

    80,058,051  
    6,101,284    

Pfizer, Inc.

    234,045,254  
    311,813    

Roche Holding AG

    107,980,014  
     

 

 

 
        865,106,226  
     

 

 

 
          Real Estate - 1.3%  
    1,070,770    

Crown Castle International Corp. REIT

    170,712,861  
     

 

 

 
          Retailing - 1.0%  
    548,638    

Home Depot, Inc.

    120,607,091  
     

 

 

 
          Semiconductors & Semiconductor Equipment - 2.0%  
    169,231    

Analog Devices, Inc.

    18,547,717  
    2,310,512    

Intel Corp.

    138,584,510  
    289,946    

KLA Corp.

    47,577,239  
    473,641    

Texas Instruments, Inc.

    54,975,511  
     

 

 

 
        259,684,977  
     

 

 

 
          Technology Hardware & Equipment - 1.9%  
    3,960,987    

Cisco Systems, Inc.

    167,866,629  
    3,609,880    

Corning, Inc.

    79,453,459  
     

 

 

 
        247,320,088  
     

 

 

 
          Telecommunication Services - 1.6%  
    529,227    

BCE, Inc.

    21,401,766  
    3,052,680    

Verizon Communications, Inc.

    175,376,466  
     

 

 

 
        196,778,232  
     

 

 

 
          Transportation - 0.9%  
    719,424    

Union Pacific Corp.

    114,956,761  
     

 

 

 
          Utilities - 3.6%  
    800,458    

American Electric Power Co., Inc.

    66,526,064  
    1,502,079    

Dominion Energy, Inc.

    115,855,353  
    763,891    

Duke Energy Corp.

    64,671,012  
    683,174    

Eversource Energy

    55,132,142  
    1,937,132    

Exelon Corp.

    71,828,855  
    685,723    

Sempra Energy

    84,926,794  
     

 

 

 
        458,940,220  
     

 

 

 
   

Total Common Stocks
(cost $5,075,619,770)

  $ 5,533,612,357  
     

 

 

 
PREFERRED STOCKS - 0.0%  
          Diversified Financials - 0.0%  
    29,500    

GMAC Capital Trust Series 2, 7.48%(1)

  $ 665,225  
     

 

 

 
   

Total Preferred Stocks
(cost $773,012)

  $ 665,225  
     

 

 

 
CORPORATE BONDS - 47.2%      
          Advertising - 0.0%  
   

Lamar Media Corp.

 

$     345,000    

3.75%, 02/15/2028(2)

  $ 317,616  
    1,715,000    

5.75%, 02/01/2026

    1,744,326  
   

Outfront Media Capital LLC

 

    1,605,000    

4.63%, 03/15/2030(2)

    1,468,575  
    1,167,000    

5.00%, 08/15/2027(2)

    1,114,368  
     

 

 

 
        4,644,885  
     

 

 

 
          Aerospace/Defense - 1.3%  
    445,000    

Arconic, Inc. 5.95%, 02/01/2037

    417,173  
    2,455,000    

BAE Systems plc 3.40%, 04/15/2030(2)

    2,657,375  
 

 

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

 

 

  16  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Aerospace/Defense - 1.3% - (continued)  
   

Boeing Co.

 

$     7,000,000    

3.25%, 02/01/2035

  $ 5,797,949  
    4,430,000    

3.75%, 02/01/2050

    3,541,019  
    13,025,000    

5.04%, 05/01/2027

    13,025,000  
    10,835,000    

5.71%, 05/01/2040

    10,835,000  
    3,250,000    

5.93%, 05/01/2060

    3,250,000  
   

DAE Funding LLC

 

    670,000    

4.50%, 08/01/2022(2)

    596,300  
    1,365,000    

5.00%, 08/01/2024(2)

    1,208,025  
    880,000    

Embraer Overseas Ltd. 5.70%, 09/16/2023(3)

    789,800  
    425,000    

Howmet Aerospace, Inc. 6.88%, 05/01/2025

    433,400  
   

L3Harris Technologies, Inc.

 

    1,900,000    

2.90%, 12/15/2029

    1,939,611  
    29,890,000    

3.85%, 06/15/2023(2)

    31,321,714  
    7,545,000    

4.40%, 06/15/2028(2)

    8,520,703  
   

Lockheed Martin Corp.

 

    5,340,000    

3.60%, 03/01/2035

    6,366,329  
    6,025,000    

4.50%, 05/15/2036

    7,523,655  
   

Northrop Grumman Corp.

 

    10,830,000    

2.93%, 01/15/2025

    11,508,963  
    3,200,000    

3.25%, 01/15/2028

    3,474,495  
    4,000,000    

4.03%, 10/15/2047

    4,822,741  
   

TransDigm, Inc.

 

    2,700,000    

5.50%, 11/15/2027(2)

    2,281,500  
    5,370,000    

6.25%, 03/15/2026(2)

    5,255,887  
    505,000    

8.00%, 12/15/2025(2)

    525,200  
   

United Technologies Corp.

 

    5,000,000    

3.75%, 11/01/2046

    5,894,595  
    8,945,000    

3.95%, 08/16/2025

    10,082,752  
    1,925,000    

4.50%, 06/01/2042

    2,447,822  
    5,965,000    

4.63%, 11/16/2048

    7,995,190  
    5,300,000    

5.70%, 04/15/2040

    7,565,627  
    1,890,000    

6.13%, 07/15/2038

    2,805,569  
     

 

 

 
        162,883,394  
     

 

 

 
          Agriculture - 0.9%  
   

Altria Group, Inc.

 

    7,655,000    

3.80%, 02/14/2024

    8,196,703  
    12,330,000    

3.88%, 09/16/2046

    12,041,432  
    1,560,000    

4.25%, 08/09/2042

    1,543,432  
    2,590,000    

4.40%, 02/14/2026

    2,872,449  
    6,825,000    

4.80%, 02/14/2029

    7,639,199  
    15,655,000    

5.38%, 01/31/2044

    17,889,161  
    552,000    

5.95%, 02/14/2049

    692,408  
   

BAT Capital Corp.

 

    8,515,000    

3.22%, 09/06/2026

    8,755,139  
    16,795,000    

3.22%, 08/15/2024

    17,431,033  
    9,765,000    

3.46%, 09/06/2029

    9,967,903  
    1,655,000    

5.28%, 04/02/2050

    1,918,654  
    12,840,000    

Cargill, Inc. 2.13%, 04/23/2030(2)

    13,020,783  
   

Imperial Brands Finance plc

 

    6,455,000    

3.50%, 02/11/2023(2)

    6,536,181  
    5,360,000    

3.75%, 07/21/2022(2)

    5,430,794  
    445,000    

JBS Investments II GmbH 5.75%, 01/15/2028(3)

    433,875  
    490,000    

MHP Lux S.A. 6.25%, 09/19/2029(3)

    411,678  
 

Philip Morris International, Inc.

 

    1,230,000    

4.13%, 03/04/2043

    1,385,194  
    1,980,000    

4.25%, 11/10/2044

    2,297,378  
     

 

 

 
    118,463,396  
 

 

 

 
      Airlines - 0.1%  
 

Bombardier, Inc.

 

    4,845,000    

6.13%, 01/15/2023(2)

    3,464,175  
    3,240,000    

7.88%, 04/15/2027(2)

    2,097,900  
    981    

Continental Airlines, Inc. 6.90%, 10/19/2023

    915  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Airlines - 0.1% - (continued)  
$     1,000,000    

Delta Air Lines, Inc. 7.00%, 05/01/2025(2)

  $ 1,026,353  
     

 

 

 
    6,589,343  
 

 

 

 
      Apparel - 0.0%  
    4,675,000    

NIKE, Inc. 3.25%, 03/27/2040

    5,079,431  
    850,000    

VF Corp. 2.40%, 04/23/2025

    864,460  
     

 

 

 
    5,943,891  
 

 

 

 
      Auto Manufacturers - 0.3%  
 

Ford Motor Co.

 

    500,000    

4.35%, 12/08/2026

    396,250  
    1,100,000    

4.75%, 01/15/2043

    701,250  
    1,400,000    

8.50%, 04/21/2023

    1,380,750  
    1,400,000    

9.00%, 04/22/2025

    1,363,250  
    3,200,000    

Ford Motor Credit Co. LLC 4.54%, 08/01/2026

    2,744,000  
 

General Motors Co.

 

    9,235,000    

5.15%, 04/01/2038

    7,607,237  
    4,917,000    

5.20%, 04/01/2045

    3,941,688  
    1,325,000    

6.25%, 10/02/2043

    1,159,813  
 

General Motors Financial Co., Inc.

 

    950,000    

2.90%, 02/26/2025

    860,909  
    5,985,000    

3.50%, 11/07/2024

    5,522,346  
    4,245,000    

4.35%, 01/17/2027

    3,874,689  
    3,265,000    

Volkswagen Group of America Finance LLC 3.88%, 11/13/2020(2)

    3,270,304  
     

 

 

 
    32,822,486  
 

 

 

 
      Auto Parts & Equipment - 0.0%  
 

Adient Global Holdings Ltd.

 

EUR     1,930,000    

3.50%, 08/15/2024(3)

    1,646,173  
$     1,385,000    

4.88%, 08/15/2026(2)

    1,033,210  
    495,000    

Delphi Technologies plc 5.00%, 10/01/2025(2)

    462,825  
    1,375,000    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 8.50%, 05/15/2027(2)

    1,165,312  
     

 

 

 
    4,307,520  
 

 

 

 
      Beverages - 1.9%  
    810,000    

Anadolu Efes Biracilik Ve Malt Sanayii AS 3.38%, 11/01/2022(3)

    770,990  
 

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

 
    15,660,000    

3.65%, 02/01/2026

    17,063,025  
    20,055,000    

4.70%, 02/01/2036

    22,448,238  
    24,351,000    

4.90%, 02/01/2046

    28,095,956  
    71,000    

Anheuser-Busch InBev Finance, Inc. 4.00%, 01/17/2043

    72,666  
 

Anheuser-Busch InBev Worldwide, Inc.

 
    9,174,000    

3.75%, 07/15/2042

    9,376,608  
    8,930,000    

4.15%, 01/23/2025

    9,942,643  
    2,720,000    

4.35%, 06/01/2040

    2,976,148  
    7,095,000    

4.38%, 04/15/2038

    7,640,201  
    2,805,000    

4.50%, 06/01/2050

    3,139,291  
    7,750,000    

4.60%, 04/15/2048

    8,590,546  
    10,135,000    

4.75%, 04/15/2058

    11,403,490  
    1,429,000    

5.45%, 01/23/2039

    1,721,696  
    5,350,000    

5.55%, 01/23/2049

    6,688,915  
    5,365,000    

Bacardi Ltd. 5.15%, 05/15/2038(2)

    5,943,484  
   

Coca-Cola Co.

 
    14,755,000    

1.65%, 06/01/2030

    14,727,825  
    15,000,000    

2.50%, 06/01/2040

    14,948,288  
    405,000    

Coca-Cola Icecek AS 4.22%, 09/19/2024(3)

    396,778  
   

Constellation Brands, Inc.

 

    720,000    

2.88%, 05/01/2030

    731,917  
    1,585,000    

3.15%, 08/01/2029

    1,640,024  
    3,680,000    

3.20%, 02/15/2023

    3,833,192  
    430,000    

3.50%, 05/09/2027

    457,379  
 

 

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

 

 

  17  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Beverages - 1.9% - (continued)  
$     7,893,000    

3.60%, 02/15/2028

  $ 8,430,542  
    400,000    

3.70%, 12/06/2026

    425,453  
    22,750,000    

4.40%, 11/15/2025

    25,091,986  
    150,000    

4.65%, 11/15/2028

    172,414  
   

Diageo Capital plc

 

    900,000    

1.38%, 09/29/2025

    899,597  
    12,987,000    

2.00%, 04/29/2030

    12,959,374  
    330,000    

Embotelladora Andina S.A. 3.95%, 01/21/2050(3)

    317,216  
   

Keurig Dr Pepper, Inc.

 

    1,330,000    

3.20%, 05/01/2030

    1,416,912  
    750,000    

3.80%, 05/01/2050

    798,990  
    2,805,000    

Molson Coors Brewing Co. 3.00%, 07/15/2026

    2,783,702  
   

PepsiCo, Inc.

 

    6,290,000    

1.63%, 05/01/2030

    6,222,652  
    6,500,000    

3.38%, 07/29/2049

    7,415,726  
    1,700,000    

Philip Morris International, Inc. 1.50%, 05/01/2025

    1,698,649  
     

 

 

 
        241,242,513  
     

 

 

 
          Biotechnology - 0.3%  
   

Amgen, Inc.

 

    2,400,000    

1.90%, 02/21/2025

    2,456,224  
    4,745,000    

2.20%, 02/21/2027

    4,871,562  
    3,405,000    

3.15%, 02/21/2040

    3,544,545  
    9,525,000    

3.38%, 02/21/2050

    10,217,450  
    7,025,000    

4.40%, 05/01/2045

    8,609,400  
    1,905,000    

4.56%, 06/15/2048

    2,425,190  
     

 

 

 
        32,124,371  
     

 

 

 
          Chemicals - 0.6%  
   

Air Products and Chemicals, Inc.

 

    2,990,000    

1.50%, 10/15/2025

    3,016,591  
    4,840,000    

1.85%, 05/15/2027

    4,903,857  
   

Braskem Netherlands Finance B.V.

 

    1,365,000    

4.50%, 01/10/2028(3)

    1,160,250  
    1,155,000    

4.50%, 01/31/2030(2)

    935,550  
    660,000    

5.88%, 01/31/2050(2)

    506,550  
   

CF Industries, Inc.

 

    245,000    

4.95%, 06/01/2043

    250,358  
    1,361,000    

5.15%, 03/15/2034

    1,415,440  
    390,000    

5.38%, 03/15/2044

    403,650  
    9,415,000    

Dow Chemical Co. 4.55%, 11/30/2025

    10,261,843  
   

DuPont de Nemours, Inc.

 

    370,000    

4.49%, 11/15/2025

    407,478  
    8,300,000    

4.73%, 11/15/2028

    9,427,231  
    815,000    

Eastman Chemical Co. 3.80%, 03/15/2025

    853,116  
    590,000    

Ecolab, Inc. 4.80%, 03/24/2030

    725,686  
    450,000    

Huntsman International LLC 4.50%, 05/01/2029

    433,557  
    385,000    

LYB International Finance B.V. 4.00%, 07/15/2023

    400,008  
    8,055,000    

LYB International Finance LLC 2.88%, 05/01/2025

    8,148,720  
    1,342,000    

Methanex Corp. 5.65%, 12/01/2044

    918,196  
    495,000    

NOVA Chemicals Corp. 5.00%, 05/01/2025(2)

    418,077  
 

OCP S.A.

 

    3,919,000    

4.50%, 10/22/2025(3)

    4,043,389  
    340,000    

6.88%, 04/25/2044(3)

    402,050  
    455,000    

Olin Corp. 5.13%, 09/15/2027

    415,597  
 

Sherwin-Williams Co.

 

    1,041,000    

2.75%, 06/01/2022

    1,051,580  
    16,335,000    

2.95%, 08/15/2029

    16,937,808  
    385,000    

3.30%, 02/01/2025

    386,517  
    2,710,000    

3.30%, 05/15/2050

    2,773,122  
    1,740,000    

4.50%, 06/01/2047

    2,103,511  
    950,000    

4.55%, 08/01/2045

    1,094,043  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Chemicals - 0.6% - (continued)  
 

Syngenta Finance N.V.

 

$     3,000,000    

4.89%, 04/24/2025(2)

  $ 3,026,904  
    1,225,000    

5.18%, 04/24/2028(2)

    1,241,152  
    450,000    

Tallinna Sadam A.S. 6.63%, 05/15/2023

    420,750  
    465,000    

Westlake Chemical Corp. 4.38%, 11/15/2047

    407,717  
     

 

 

 
    78,890,298  
     

 

 

 
      Coal - 0.0%  
    3,405,000    

Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(2)(4)

    4,256  
     

 

 

 
      Commercial Banks - 8.8%  
EUR     1,600,000    

Banco de Sabadell S.A. 6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(3)(5)(6)

    1,262,419  
 

Banco do Brasil S.A.

 

$     845,000    

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(2)

    823,136  
    1,680,000    

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(2)

    1,646,484  
    210,000    

4.88%, 04/19/2023(2)

    210,000  
    425,000    

Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand 5.38%, 04/17/2025(2)

    436,156  
 

Bancolombia S.A.

 

    1,380,000    

3.00%, 01/29/2025

    1,277,369  
    835,000    

4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(6)

    720,188  
    610,000    

Bank Leumi Le-Israel BM 3.28%, 01/29/2031, (3.28% fixed rate until 01/29/2026; 5 year USD CMT + 1.631% thereafter)(2)(3)(6)

    563,793  
 

Bank of America Corp.

 

    8,185,000    

2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(6)

    8,371,406  
    40,135,000    

2.50%, 02/13/2031, (2.50% fixed rate until 02/13/2030; 3 mo. USD LIBOR + 0.990% thereafter)(6)

    40,635,203  
    7,090,000    

2.88%, 10/22/2030, (2.88% fixed rate until 10/22/2029; 3 mo. USD LIBOR + 1.190% thereafter)(6)

    7,386,980  
    3,733,000    

3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(6)

    3,857,876  
    15,270,000    

3.09%, 10/01/2025, (3.09% fixed rate until 10/01/2024; 3 mo. USD LIBOR + 1.090% thereafter)(6)

    16,005,410  
    7,500,000    

3.12%, 01/20/2023, (3.12% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.160% thereafter)(6)

    7,698,375  
    9,550,000    

3.82%, 01/20/2028, (3.82% fixed rate until 01/20/2027; 3 mo. USD LIBOR + 1.575% thereafter)(6)

    10,443,310  
    5,015,000    

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(6)

    5,347,019  
    15,235,000    

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(6)

    18,294,279  
    4,260,000    

4.10%, 07/24/2023

    4,609,432  
    3,225,000    

4.24%, 04/24/2038, (4.24% fixed rate until 04/24/2037; 3 mo. USD LIBOR + 1.814% thereafter)(6)

    3,766,030  
    13,375,000    

4.33%, 03/15/2050, (4.33% fixed rate until 03/15/2049; 3 mo. USD LIBOR + 1.520% thereafter)(6)

    16,669,508  
 

 

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

 

 

  18  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Commercial Banks - 8.8% - (continued)  
$     1,760,000    

5.00%, 01/21/2044

  $ 2,301,083  
    9,525,000    

7.75%, 05/14/2038

    14,994,675  
   

Bank of New York Mellon Corp.

 

    17,290,000    

2.10%, 10/24/2024

    17,776,908  
    15,380,000    

2.20%, 08/16/2023

    15,764,848  
   

BB&T Corp.

 

    15,195,000    

2.50%, 08/01/2024

    15,669,584  
    16,265,000    

3.05%, 06/20/2022

    16,803,265  
    17,800,000    

BNP Paribas S.A. 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(2)(6)

    17,943,307  
   

Citigroup, Inc.

 

    3,930,000    

2.67%, 01/29/2031, (2.67% fixed rate until 01/29/2030; 3 mo. USD SOFR + 1.146% thereafter)(6)

    3,953,873  
    11,755,000    

2.98%, 11/05/2030, (2.98% fixed rate until 11/05/2029; 3 mo. USD SOFR + 1.422% thereafter)(6)

    12,049,448  
    3,770,000    

3.20%, 10/21/2026

    3,971,297  
    24,410,000    

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(6)

    25,653,218  
    31,500,000    

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6)

    34,696,560  
    7,325,000    

4.30%, 11/20/2026

    7,959,357  
    5,180,000    

4.45%, 09/29/2027

    5,674,381  
    2,350,000    

4.60%, 03/09/2026

    2,590,943  
    410,000    

Cooperatieve Rabobank UA 3.75%, 07/21/2026

    431,401  
   

Credit Suisse Group AG

 

    9,580,000    

3.00%, 12/14/2023, (3.00% fixed rate until 12/14/2022; 3 mo. USD LIBOR + 1.200% thereafter)(2)(6)

    9,749,341  
    9,725,000    

4.21%, 06/12/2024, (4.21% fixed rate until 06/12/2023; 3 mo. USD LIBOR + 1.240% thereafter)(2)(6)

    10,213,653  
    3,855,000    

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(3)(5)(6)

    3,951,375  
    10,410,000    

Credit Suisse Group Funding Guernsey Ltd. 3.80%, 09/15/2022

    10,817,942  
   

Discover Bank

 

    1,470,000    

3.35%, 02/06/2023

    1,491,272  
    5,855,000    

4.20%, 08/08/2023

    6,104,736  
    19,000,000    

Fifth Third Bank 3.95%, 07/28/2025

    21,191,834  
   

Goldman Sachs Group, Inc.

 

    14,115,000    

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(6)

    14,451,568  
    28,540,000    

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(6)

    29,837,843  
    6,345,000    

3.50%, 01/23/2025

    6,710,488  
    9,820,000    

3.50%, 11/16/2026

    10,434,537  
    4,345,000    

4.00%, 03/03/2024

    4,668,658  
    23,347,000    

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(6)

    25,628,206  
    6,355,000    

4.80%, 07/08/2044

    7,737,182  
    1,835,000    

5.15%, 05/22/2045

    2,229,629  
    2,015,000    

Grupo Aval Ltd. 4.75%, 09/26/2022(3)

    1,989,813  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Commercial Banks - 8.8% - (continued)  
   

HSBC Holdings plc

 

$     10,575,000    

3.03%, 11/22/2023, (3.03% fixed rate until 11/22/2022; 3 mo. USD LIBOR + 0.923% thereafter)(6)

  $ 10,884,178  
    4,695,000    

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(6)

    4,814,282  
    13,270,000    

3.60%, 05/25/2023

    13,920,710  
    5,780,000    

3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(6)

    6,331,409  
    7,245,000    

4.25%, 03/14/2024

    7,686,603  
    6,755,000    

4.30%, 03/08/2026

    7,467,641  
    4,440,000    

6.80%, 06/01/2038

    6,304,471  
    1,205,000    

Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(3)

    1,323,524  
    425,000    

Intesa Sanpaolo S.p.A. 3.88%, 01/12/2028(2)(7)

    418,096  
    2,985,000    

Itau Unibanco Holding S.A. 2.90%, 01/24/2023(2)

    2,880,555  
   

JP Morgan Chase & Co.

 

    15,385,000    

2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6)

    15,705,057  
    15,585,000    

2.74%, 10/15/2030, (2.74% fixed rate until 10/15/2029; 3 mo. USD SOFR + 1.510% thereafter)(6)

    16,143,416  
    22,475,000    

2.97%, 01/15/2023

    23,120,210  
    3,860,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. SOFR + 2.460% thereafter)(6)

    4,006,005  
    5,455,000    

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(6)

    5,648,787  
    11,310,000    

3.21%, 04/01/2023, (3.21% fixed rate until 04/01/2022; 3 mo. USD LIBOR + 0.695% thereafter)(6)

    11,667,374  
    9,440,000    

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(6)

    9,940,626  
    19,950,000    

3.30%, 04/01/2026

    21,381,735  
    6,290,000    

3.88%, 07/24/2038, (3.88% fixed rate until 07/24/2037; 3 mo. USD LIBOR + 1.360% thereafter)(6)

    7,106,113  
    10,685,000    

3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(6)

    11,836,999  
    15,520,000    

3.96%, 11/15/2048, (3.96% fixed rate until 11/15/2047; 3 mo. USD LIBOR + 1.380% thereafter)(6)

    18,357,690  
    2,251,000    

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(6)

    2,436,582  
    4,055,000    

4.26%, 02/22/2048, (4.26% fixed rate until 02/22/2047; 3 mo. USD LIBOR + 1.580% thereafter)(6)

    4,963,850  
    6,000,000    

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(6)

    7,095,689  
    12,025,000    

KeyCorp. 2.55%, 10/01/2029

    11,591,284  
   

Morgan Stanley

 

    16,420,000    

0.73%, 01/20/2023, 3 mo. USD SOFR + 0.700%(1)

    15,832,403  
    4,505,000    

2.50%, 04/21/2021

    4,560,107  
    13,795,000    

2.63%, 11/17/2021

    14,014,439  
 

 

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

 

 

  19  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Commercial Banks - 8.8% - (continued)  
$     7,795,000    

2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(6)

  $ 8,022,701  
    10,625,000    

2.75%, 05/19/2022

    10,884,325  
    2,945,000    

3.13%, 01/23/2023

    3,063,197  
    8,665,000    

3.13%, 07/27/2026

    9,193,062  
    2,935,000    

3.70%, 10/23/2024

    3,166,661  
    6,880,000    

3.74%, 04/24/2024, (3.74% fixed rate until 04/24/2023; 3 mo. USD LIBOR + 0.847% thereafter)(6)

    7,295,242  
    9,690,000    

4.00%, 07/23/2025

    10,670,209  
    6,050,000    

4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(6)

    6,997,503  
    15,825,000    

4.46%, 04/22/2039, (4.46% fixed rate until 04/22/2038; 3 mo. USD LIBOR + 1.431% thereafter)(6)

    19,092,640  
    365,000    

5.00%, 11/24/2025

    412,335  
    5,000,000    

5.60%, 03/24/2051, (5.60% fixed rate until 03/24/2050; 3 mo. USD SOFR + 4.840% thereafter)(6)

    7,184,578  
    3,600,000    

PNC Bank NA 2.70%, 10/22/2029

    3,726,630  
   

PNC Financial Services Group, Inc.

 

    19,220,000    

3.45%, 04/23/2029

    21,133,207  
    9,310,000    

3.90%, 04/29/2024

    10,125,078  
   

Santander Holdings USA, Inc.

 

    6,970,000    

3.40%, 01/18/2023

    7,016,075  
    6,145,000    

3.70%, 03/28/2022

    6,223,410  
    8,700,000    

Santander UK Group Holdings plc 3.57%, 01/10/2023

    8,864,862  
   

State Street Corp.

 

    735,000    

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(2)(6)

    780,639  
    120,000    

3.15%, 03/30/2031, (3.15% fixed rate until 03/30/2030; 3 mo. USD SOFR + 2.650% thereafter)(2)(6)

    131,374  
    7,445,000    

3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770% thereafter)(6)

    8,061,868  
    13,085,000    

Truist Bank 2.25%, 03/11/2030

    12,733,883  
    4,005,000    

Truist Financial Corp. 2.20%, 03/16/2023

    4,096,420  
    13,325,000    

U.S. Bancorp 2.40%, 07/30/2024

    13,886,721  
    21,500,000    

UBS Group AG 2.65%, 02/01/2022(2)

    21,869,168  
    425,000    

UniCredit S.p.A. 3.75%, 04/12/2022(2)

    429,290  
    14,905,000    

US Bank NA 2.05%, 01/21/2025

    15,274,395  
    2,655,000    

Wachovia Corp. 5.50%, 08/01/2035

    3,320,126  
   

Wells Fargo & Co.

 

    19,030,000    

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(6)

    19,320,522  
    8,000,000    

2.57%, 02/11/2031, (2.57% fixed rate until 02/11/2030; 3 mo. USD LIBOR + 1.000% thereafter)(6)

    7,942,687  
    16,935,000    

2.88%, 10/30/2030, (2.88% fixed rate until 10/30/2029; 3 mo. USD LIBOR + 1.170% thereafter)(6)

    17,329,452  
    8,055,000    

3.07%, 01/24/2023

    8,253,407  
    9,965,000    

3.45%, 02/13/2023

    10,381,173  
    11,840,000    

3.75%, 01/24/2024

    12,636,979  
    880,000    

4.40%, 06/14/2046

    991,710  
    3,690,000    

4.65%, 11/04/2044

    4,327,241  
    2,655,000    

4.75%, 12/07/2046

    3,147,570  
    3,026,000    

4.90%, 11/17/2045

    3,630,124  
    1,475,000    

5.38%, 11/02/2043

    1,873,645  
    4,408,000    

5.61%, 01/15/2044

    5,778,155  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Commercial Banks - 8.8% - (continued)  
   

Wells Fargo Bank NA

 

$     10,000,000    

2.60%, 01/15/2021

  $ 10,108,608  
    12,920,000    

3.55%, 08/14/2023

    13,770,949  
     

 

 

 
    1,126,054,254  
     

 

 

 
      Commercial Services - 0.6%  
    715,000    

Aeropuerto Internacional de Tocumen S.A. 6.00%, 11/18/2048(2)

    722,150  
   

APX Group, Inc.

 

    4,340,000    

7.63%, 09/01/2023(7)

    3,385,200  
    1,523,000    

7.88%, 12/01/2022

    1,455,089  
    2,620,000    

Ashtead Capital, Inc. 4.00%, 05/01/2028(2)

    2,502,100  
    386,000    

Brand Industrial Services, Inc. 8.50%, 07/15/2025(2)

    285,640  
    190,000    

Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025(2)

    180,500  
   

Equifax, Inc.

 

    19,085,000    

2.60%, 12/01/2024

    19,358,408  
    425,000    

2.60%, 12/15/2025

    430,439  
    1,305,000    

3.10%, 05/15/2030

    1,316,692  
   

Global Payments, Inc.

 

    9,010,000    

2.65%, 02/15/2025

    9,267,468  
    255,000    

4.15%, 08/15/2049

    274,608  
    7,075,000    

4.45%, 06/01/2028

    7,909,523  
    2,570,000    

Herc Holdings, Inc. 5.50%, 07/15/2027(2)

    2,409,118  
   

IHS Markit Ltd.

 

    11,565,000    

4.13%, 08/01/2023

    12,379,754  
    760,000    

4.75%, 02/15/2025(2)

    822,616  
   

Moody’s Corp.

 

    11,195,000    

2.63%, 01/15/2023

    11,520,312  
    370,000    

3.75%, 03/24/2025

    399,581  
   

Service Corp. International

 

    775,000    

4.63%, 12/15/2027

    792,213  
    550,000    

5.13%, 06/01/2029

    572,000  
   

United Rentals North America, Inc.

 

    420,000    

3.88%, 11/15/2027

    410,550  
    2,035,000    

5.88%, 09/15/2026

    2,090,963  
     

 

 

 
    78,484,924  
     

 

 

 
      Construction Materials - 0.3%  
    555,000    

Builders FirstSource, Inc. 5.00%, 03/01/2030(2)

    476,246  
   

Carrier Global Corp.

 

    19,175,000    

2.49%, 02/15/2027(2)

    18,370,361  
    5,505,000    

2.72%, 02/15/2030(2)

    5,203,255  
    500,000    

Cemex S.A.B. de C.V. 5.45%, 11/19/2029(3)

    412,500  
   

Johnson Controls International plc

 

    985,000    

4.50%, 02/15/2047

    1,117,808  
    2,971,000    

4.63%, 07/02/2044

    3,314,667  
    2,869,000    

4.95%, 07/02/2064(8)

    3,191,204  
    1,280,000    

Norbord, Inc. 5.75%, 07/15/2027(2)

    1,164,800  
    3,925,000    

Standard Industries, Inc. 5.38%, 11/15/2024(2)

    3,934,812  
     

 

 

 
    37,185,653  
     

 

 

 
      Distribution/Wholesale - 0.0%  
    1,145,000    

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(2)

    1,086,399  
    2,750,000    

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%, 09/15/2024(2)(9)

    2,612,500  
    875,000    

Performance Food Group, Inc. 5.50%, 10/15/2027(2)

    831,267  
     

 

 

 
    4,530,166  
     

 

 

 
      Diversified Financial Services - 0.6%  
   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

 
    4,820,000    

3.88%, 01/23/2028

    4,054,756  
    695,000    

4.45%, 10/01/2025

    611,634  
    425,000    

Air Lease Corp. 2.30%, 02/01/2025

    368,105  
 

 

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

 

 

  20  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Diversified Financial Services - 0.6% - (continued)  
   

Ally Financial, Inc.

 

$     1,950,000    

3.88%, 05/21/2024

  $ 1,915,875  
    825,000    

5.80%, 05/01/2025

    879,574  
    10,955,000    

BlackRock, Inc. 1.90%, 01/28/2031

    10,951,673  
    2,675,000    

Capital One Financial Corp. 3.80%, 01/31/2028(7)

    2,721,919  
   

Credit Acceptance Corp.

 

    1,585,000    

5.13%, 12/31/2024(2)

    1,390,837  
    1,325,000    

6.63%, 03/15/2026

    1,192,500  
    390,000    

CSN Islands Corp. 6.75%, 01/28/2028(2)

    254,475  
    1,170,000    

Fly Leasing Ltd. 5.25%, 10/15/2024

    936,000  
    10,404,000    

GE Capital International Funding Co. 4.42%, 11/15/2035

    10,842,710  
    3,675,000    

goeasy Ltd. 5.38%, 12/01/2024(2)

    3,261,562  
    900,000    

Lukoil Securities B.V. 3.88%, 05/06/2030(2)

    898,200  
    625,000    

Minejesa Capital B.V. 5.63%, 08/10/2037(3)

    590,625  
   

Nasdaq, Inc.

 

    860,000    

3.25%, 04/28/2050

    862,677  
    1,805,000    

3.85%, 06/30/2026

    1,975,835  
    16,765,000    

4.25%, 06/01/2024

    18,164,532  
    9,690,000    

National Rural Utilities Cooperative Finance Corp. 3.70%, 03/15/2029

    10,889,400  
   

Navient Corp.

 

    505,000    

5.00%, 03/15/2027

    428,366  
    425,000    

5.50%, 01/25/2023

    394,187  
    1,666,000    

6.50%, 06/15/2022

    1,611,855  
    975,000    

Power Finance Corp. Ltd. 3.95%, 04/23/2030(3)

    845,672  
   

Springleaf Finance Corp.

 

    575,000    

6.13%, 03/15/2024

    537,447  
    255,000    

6.88%, 03/15/2025

    241,154  
    950,000    

7.13%, 03/15/2026

    895,375  
    890,000    

8.25%, 12/15/2020

    887,730  
    3,780,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(2)

    3,666,600  
     

 

 

 
        82,271,275  
     

 

 

 
          Electric - 3.5%  
   

Abu Dhabi National Energy Co. PJSC

 

    785,000    

3.63%, 01/12/2023(3)

    808,550  
    527,000    

5.88%, 12/13/2021(3)

    555,985  
    460,000    

Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(3)

    443,992  
    3,185,000    

AEP Texas, Inc. 3.80%, 10/01/2047

    3,568,850  
    9,630,000    

Appalachian Power Co. 4.50%, 03/01/2049

    11,880,863  
    15,710,000    

Berkshire Hathaway Energy Co. 3.25%, 04/15/2028

    17,252,973  
    420,000    

Calpine Corp. 4.50%, 02/15/2028(2)

    407,232  
   

Centrais Eletricas Brasileiras S.A.

 

    460,000    

3.63%, 02/04/2025(2)

    419,612  
    600,000    

4.63%, 02/04/2030(3)

    517,200  
    595,000    

4.63%, 02/04/2030(2)

    512,890  
    1,155,000    

5.75%, 10/27/2021(3)

    1,183,875  
    1,235,000    

Clearway Energy Operating LLC 4.75%, 03/15/2028(2)

    1,256,613  
   

Cleco Corporate Holdings LLC

 

    5,340,000    

3.38%, 09/15/2029(2)

    5,561,757  
    6,326,000    

3.74%, 05/01/2026

    6,386,955  
    525,000    

Colbun S.A. 3.15%, 03/06/2030(2)

    500,063  
    1,120,000    

Commonwealth Edison Co. 4.35%, 11/15/2045

    1,429,981  
   

Consolidated Edison Co. of New York, Inc.

 

    1,680,000    

3.35%, 04/01/2030

    1,847,783  
    1,865,000    

3.95%, 04/01/2050

    2,228,944  
    5,050,000    

4.50%, 05/15/2058(7)

    6,273,381  
    6,500,000    

Consumers Energy Co. 3.95%, 07/15/2047

    8,284,764  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Electric - 3.5% - (continued)  
$     1,930,000    

Dominion Energy South Carolina, Inc. 5.30%, 05/15/2033

  $ 2,496,795  
   

Dominion Energy, Inc.

 

    11,710,000    

3.90%, 10/01/2025

    12,814,433  
    8,512,000    

4.25%, 06/01/2028

    9,559,859  
    3,390,000    

7.00%, 06/15/2038(7)

    4,724,230  
   

Duke Energy Carolinas LLC

 

    12,985,000    

3.20%, 08/15/2049(7)

    14,602,972  
    3,270,000    

3.75%, 06/01/2045

    3,900,318  
    3,305,000    

3.88%, 03/15/2046

    3,999,391  
    3,000,000    

5.30%, 02/15/2040

    4,154,150  
    3,000,000    

Duke Energy Corp. 3.95%, 10/15/2023

    3,218,954  
   

Duke Energy Progress LLC

 

    2,060,000    

4.10%, 05/15/2042(7)

    2,495,885  
    1,940,000    

4.15%, 12/01/2044

    2,367,213  
    6,845,000    

4.20%, 08/15/2045

    8,496,085  
    2,730,000    

4.38%, 03/30/2044

    3,450,227  
    5,285,000    

Edison International 3.13%, 11/15/2022

    5,403,939  
    1,755,000    

Emera U.S. Finance L.P. 4.75%, 06/15/2046

    1,871,765  
    835,000    

Emera, Inc. 6.75%, 06/15/2076, (6.75% fixed rate until 06/15/2026; 3 mo. USD LIBOR + 5.440% thereafter)(6)

    882,599  
    560,000    

Engie Energia Chile S.A. 4.50%, 01/29/2025(3)

    585,980  
    1,930,000    

Entergy Corp. 2.95%, 09/01/2026

    2,026,294  
   

Evergy, Inc.

 

    5,000,000    

2.45%, 09/15/2024

    5,179,926  
    14,501,000    

2.90%, 09/15/2029

    14,866,714  
   

Eversource Energy

 

    2,775,000    

2.80%, 05/01/2023

    2,861,137  
    9,905,000    

3.80%, 12/01/2023

    10,693,416  
   

Exelon Corp.

 

    2,105,000    

3.40%, 04/15/2026

    2,286,811  
    2,245,000    

4.05%, 04/15/2030

    2,563,182  
    1,000,000    

4.70%, 04/15/2050

    1,286,469  
    6,525,000    

FirstEnergy Corp. 7.38%, 11/15/2031

    9,573,152  
   

FirstEnergy Transmission LLC

 

    7,260,000    

4.35%, 01/15/2025(2)

    8,030,226  
    2,790,000    

5.45%, 07/15/2044(2)

    3,485,573  
    4,372,000    

Fortis, Inc. 3.06%, 10/04/2026

    4,440,216  
   

Georgia Power Co.

 

    7,870,000    

2.10%, 07/30/2023

    8,118,757  
    9,850,000    

2.65%, 09/15/2029

    10,156,281  
    1,955,000    

3.70%, 01/30/2050

    2,211,947  
    970,000    

Infraestructura Energetica Nova S.A.B. de C.V. 3.75%, 01/14/2028(2)

    868,150  
    835,000    

Instituto Costarricense de Electricidad 6.95%, 11/10/2021(3)

    773,427  
   

IPALCO Enterprises, Inc.

 

    7,155,000    

3.70%, 09/01/2024

    7,492,555  
    440,000    

4.25%, 05/01/2030(2)

    466,658  
   

Israel Electric Corp. Ltd.

 

    6,240,000    

4.25%, 08/14/2028(2)(3)

    6,567,600  
    1,195,000    

5.00%, 11/12/2024(2)(3)

    1,302,562  
   

ITC Holdings Corp.

 

    7,280,000    

2.70%, 11/15/2022

    7,455,789  
    6,355,000    

3.25%, 06/30/2026

    6,763,150  
    1,085,000    

Lamar Funding Ltd. 3.96%, 05/07/2025(3)

    910,858  
    4,308,000    

Metropolitan Edison Co. 4.30%, 01/15/2029(2)

    4,999,356  
    6,590,000    

Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(2)

    7,294,968  
    2,598,000    

MidAmerican Energy Co. 4.40%, 10/15/2044

    3,363,468  
    1,135,000    

Minejesa Capital B.V. 4.63%, 08/10/2030(3)

    1,083,585  
   

Mong Duong Finance Holdings B.V.

 

    765,000    

5.13%, 05/07/2029(2)

    726,265  
    500,000    

5.13%, 05/07/2029(3)

    474,683  
 

 

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

 

 

  21  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Electric - 3.5% - (continued)  
$     1,845,000    

NextEra Energy Operating Partners L.P. 4.25%, 07/15/2024(2)

  $ 1,877,841  
    2,690,000    

Northern States Power Co. 3.60%, 09/15/2047

    3,190,917  
    830,000    

NRG Energy, Inc. 3.75%, 06/15/2024(2)

    847,632  
   

PacifiCorp.

 

    3,500,000    

4.10%, 02/01/2042

    4,217,130  
    9,280,000    

4.15%, 02/15/2050

    11,799,284  
    645,000    

Pampa Energia S.A. 7.38%, 07/21/2023(3)

    420,863  
    9,625,000    

PECO Energy Co. 3.90%, 03/01/2048

    11,917,387  
    7,975,000    

Pennsylvania Electric Co. 3.25%, 03/15/2028(2)

    8,458,870  
   

Perusahaan Listrik Negara PT

 

    3,045,000    

4.38%, 02/05/2050(3)

    2,801,400  
    2,670,000    

6.15%, 05/21/2048(3)

    2,910,300  
    2,700,000    

Potomac Electric Power Co. 4.15%, 03/15/2043

    3,301,887  
   

Public Service Co. of Colorado

 

    332,000    

3.80%, 06/15/2047

    414,088  
    90,000    

4.05%, 09/15/2049

    115,043  
    8,830,000    

Public Service Enterprise Group, Inc. 2.88%, 06/15/2024

    9,218,876  
    2,155,000    

San Diego Gas & Electric Co. 3.32%, 04/15/2050

    2,344,335  
    3,480,000    

Sempra Energy 4.00%, 02/01/2048

    3,936,689  
    9,647,000    

Sierra Pacific Power Co. 2.60%, 05/01/2026

    10,229,467  
   

Southern California Edison Co.

 

    5,085,000    

2.25%, 06/01/2030

    5,003,234  
    4,695,000    

2.85%, 08/01/2029

    4,838,820  
    4,565,000    

3.65%, 02/01/2050

    4,962,622  
    395,000    

3.70%, 08/01/2025

    430,169  
    4,585,000    

4.00%, 04/01/2047

    5,124,112  
    580,000    

4.65%, 10/01/2043

    681,896  
    595,000    

5.63%, 02/01/2036

    729,025  
    1,775,000    

5.95%, 02/01/2038

    2,286,734  
    67,000    

6.00%, 01/15/2034

    85,937  
   

Southern Co.

 

    7,665,000    

2.95%, 07/01/2023

    8,080,369  
    3,390,000    

3.25%, 07/01/2026

    3,616,785  
    25,040,000    

3.70%, 04/30/2030

    27,757,214  
    5,345,000    

4.40%, 07/01/2046

    6,431,087  
    544,200    

Star Energy Geothermal Wayang Windu Ltd. 6.75%, 04/24/2033(2)

    503,634  
    485,000    

Talen Energy Supply LLC 6.50%, 06/01/2025(7)

    334,650  
   

Termocandelaria Power Ltd.

 

    775,000    

7.88%, 01/30/2029(2)

    747,875  
    415,000    

7.88%, 01/30/2029(3)

    400,475  
    845,000    

Vistra Operations Co. LLC 3.55%, 07/15/2024(2)

    850,072  
     

 

 

 
        445,536,952  
     

 

 

 
          Electronics - 0.2%  
    20,386,000    

Fortive Corp. 3.15%, 06/15/2026

    20,720,409  
     

 

 

 
          Energy - Alternate Sources - 0.0%  
    800,000    

Azure Power Energy Ltd. 5.50%, 11/03/2022(3)

    768,000  
   

Greenko Dutch B.V.

 

    805,000    

5.25%, 07/24/2024(3)

    716,096  
    865,000    

5.25%, 07/24/2024(2)

    769,469  
     

 

 

 
        2,253,565  
     

 

 

 
          Engineering & Construction - 0.0%  
    200,000    

Aeropuerto Internacional de Tocumen S.A. 6.00%, 11/18/2048(3)

    202,000  
    704,375    

Aeropuertos Argentina S.A. 6.88%, 02/01/2027(3)

    439,460  
    2,845,000    

Bioceanico Sovereign Certificate Ltd. 0.00%, 06/05/2034(2)(10)

    1,815,110  
    390,000    

Fluor Corp. 3.50%, 12/15/2024(7)

    348,842  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Engineering & Construction - 0.0% - (continued)  
$     3,255,000    

Mexico City Airport Trust 4.25%, 10/31/2026(3)

  $ 2,931,127  
     

 

 

 
        5,736,539  
     

 

 

 
          Entertainment - 0.2%  
    3,225,000    

Caesars Resort Collection LLC / CRC Finco, Inc. 5.25%, 10/15/2025(2)

    2,532,593  
   

Eldorado Resorts, Inc.

 

    2,045,000    

6.00%, 04/01/2025

    1,963,200  
    405,000    

6.00%, 09/15/2026

    406,904  
   

GLP Capital L.P. / GLP Financing II, Inc.

 

    4,750,000    

5.30%, 01/15/2029

    4,557,150  
    425,000    

5.38%, 11/01/2023

    412,250  
    4,110,000    

Jacobs Entertainment, Inc. 7.88%, 02/01/2024(2)

    3,113,325  
    4,625,000    

Penn National Gaming, Inc. 5.63%, 01/15/2027(2)

    3,838,750  
    8,185,000    

Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. 5.13%, 10/01/2029(2)

    7,673,437  
     

 

 

 
        24,497,609  
     

 

 

 
          Environmental Control - 0.2%  
    2,042,000    

Clean Harbors, Inc. 4.88%, 07/15/2027(2)

    2,108,365  
    19,005,000    

Republic Services, Inc. 2.50%, 08/15/2024

    19,787,433  
    1,535,000    

Stericycle, Inc. 5.38%, 07/15/2024(2)

    1,539,405  
    3,910,000    

Tervita Corp. 7.63%, 12/01/2021(2)

    2,580,600  
    5,365,000    

Waste Management, Inc. 2.95%, 06/15/2024

    5,722,757  
     

 

 

 
        31,738,560  
     

 

 

 
          Food - 1.4%  
    2,900,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    2,932,132  
   

BRF S.A.

 

    1,030,000    

4.88%, 01/24/2030(2)

    887,603  
    875,000    

4.88%, 01/24/2030(3)

    754,031  
   

Conagra Brands, Inc.

 

    925,000    

4.30%, 05/01/2024

    1,006,904  
    21,165,000    

4.60%, 11/01/2025

    23,635,212  
    8,410,000    

5.30%, 11/01/2038

    10,544,787  
    1,545,000    

5.40%, 11/01/2048

    2,063,526  
    6,705,000    

Danone S.A. 2.59%, 11/02/2023(2)

    6,948,722  
   

General Mills, Inc.

 

    5,025,000    

2.88%, 04/15/2030

    5,375,873  
    7,710,000    

4.20%, 04/17/2028

    8,911,946  
    4,720,000    

Hershey Co. 3.13%, 11/15/2049

    5,139,859  
    14,840,000    

JM Smucker Co. 2.38%, 03/15/2030

    14,669,524  
   

Kraft Heinz Foods Co.

 

    4,115,000    

3.75%, 04/01/2030(2)

    4,216,752  
    3,500,000    

4.63%, 10/01/2039(2)

    3,448,419  
    1,870,000    

5.00%, 07/15/2035

    2,007,525  
   

Minerva Luxembourg S.A.

 

    880,000    

5.88%, 01/19/2028(3)

    809,600  
    265,000    

6.50%, 09/20/2026(2)

    253,287  
    205,000    

6.50%, 09/20/2026(3)

    195,939  
    5,020,000    

Mondelez International Holdings Netherlands B.V. 2.13%, 09/19/2022(2)

    5,099,609  
    1,320,000    

Mondelez International, Inc. 2.75%, 04/13/2030

    1,405,025  
   

Nestle Holdings, Inc.

 

    12,065,000    

3.35%, 09/24/2023(2)

    12,924,608  
    11,500,000    

3.90%, 09/24/2038(2)

    13,971,164  
    6,300,000    

4.00%, 09/24/2048(2)

    8,007,689  
    4,205,000    

Philip Morris International, Inc. 2.10%, 05/01/2030

    4,170,149  
   

Post Holdings, Inc.

 

    770,000    

4.63%, 04/15/2030(2)

    754,592  
    3,010,000    

5.00%, 08/15/2026(2)

    2,974,482  
    2,495,000    

5.63%, 01/15/2028(2)

    2,538,663  
    2,865,000    

5.75%, 03/01/2027(2)

    2,933,044  
 

 

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

 

 

  22  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Food - 1.4% - (continued)  
   

Sigma Alimentos S.A. de C.V.

 

$     840,000    

4.13%, 05/02/2026(2)

  $ 847,980  
    200,000    

4.13%, 05/02/2026(3)

    201,900  
   

Sysco Corp.

 

    435,000    

3.25%, 07/15/2027

    429,344  
    355,000    

5.65%, 04/01/2025

    398,092  
    2,565,000    

6.60%, 04/01/2050

    3,170,525  
   

TreeHouse Foods, Inc.

 

    2,340,000    

4.88%, 03/15/2022

    2,340,000  
    605,000    

6.00%, 02/15/2024(2)

    617,100  
   

Tyson Foods, Inc.

 

    5,000,000    

2.25%, 08/23/2021

    5,065,869  
    9,375,000    

4.00%, 03/01/2026

    10,358,657  
     

 

 

 
        172,010,133  
     

 

 

 
          Food Service - 0.0%  
   

Aramark Services, Inc.

 

    330,000    

5.00%, 04/01/2025(2)

    321,750  
    2,170,000    

5.00%, 02/01/2028(2)(7)

    2,110,325  
     

 

 

 
        2,432,075  
     

 

 

 
          Forest Products & Paper - 0.1%  
   

Celulosa Arauco y Constitucion S.A.

 

    335,000    

4.20%, 01/29/2030(2)

    318,250  
    870,000    

4.50%, 08/01/2024

    877,621  
    350,000    

5.15%, 01/29/2050(2)

    323,750  
    1,015,000    

5.15%, 01/29/2050(3)

    938,875  
    505,000    

5.50%, 04/30/2049(2)

    481,644  
    900,000    

Georgia-Pacific LLC 1.75%, 09/30/2025(2)

    902,108  
    645,000    

Inversiones CMPC S.A. 3.85%, 01/13/2030(2)

    622,425  
    1,450,000    

Schweitzer-Mauduit International, Inc. 6.88%, 10/01/2026(2)

    1,435,790  
   

Suzano Austria GmbH

 

    965,000    

5.00%, 01/15/2030

    914,685  
    655,000    

6.00%, 01/15/2029

    656,441  
     

 

 

 
        7,471,589  
     

 

 

 
          Gas - 0.5%  
   

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    1,517,000    

5.50%, 05/20/2025

    1,540,544  
    830,000    

5.75%, 05/20/2027

    844,525  
    2,738,000    

5.88%, 08/20/2026

    2,787,832  
    11,000,000    

Brooklyn Union Gas Co. 3.87%, 03/04/2029(2)

    12,339,171  
    17,105,000    

Dominion Energy Gas Holdings LLC 3.00%, 11/15/2029

    16,865,586  
   

NiSource, Inc.

 

    15,000,000    

2.65%, 11/17/2022

    15,429,615  
    2,260,000    

3.49%, 05/15/2027

    2,428,991  
   

Sempra Energy

 

    820,000    

3.25%, 06/15/2027

    857,323  
    3,938,000    

3.40%, 02/01/2028

    4,144,382  
    5,300,000    

3.80%, 02/01/2038

    5,634,302  
     

 

 

 
        62,872,271  
     

 

 

 
          Healthcare - Products - 0.8%  
   

Abbott Laboratories

 

    5,425,000    

3.40%, 11/30/2023

    5,884,788  
    6,550,000    

4.75%, 11/30/2036

    8,562,908  
   

Alcon Finance Corp.

 

    420,000    

2.75%, 09/23/2026(2)

    438,325  
    1,565,000    

3.00%, 09/23/2029(2)

    1,629,427  
    2,785,000    

3.80%, 09/23/2049(2)

    3,030,064  
    3,795,000    

Avantor, Inc. 6.00%, 10/01/2024(2)

    4,001,827  
   

Baxter International, Inc.

 

    425,000    

3.50%, 08/15/2046

    462,657  
    7,255,000    

3.95%, 04/01/2030(2)

    8,438,621  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Healthcare - Products - 0.8% - (continued)  
   

Becton Dickinson and Co.

 

$     18,345,000    

2.89%, 06/06/2022

  $ 18,810,182  
    16,790,000    

3.36%, 06/06/2024

    17,848,374  
   

Boston Scientific Corp.

 

    7,000,000    

3.38%, 05/15/2022

    7,294,804  
    395,000    

3.75%, 03/01/2026

    430,517  
    1,640,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(2)

    1,660,500  
    1,680,000    

Stryker Corp. 4.63%, 03/15/2046

    2,120,194  
    4,055,000    

Thermo Fisher Scientific, Inc. 3.00%, 04/15/2023

    4,260,636  
   

Zimmer Biomet Holdings, Inc.

 

    7,340,000    

3.05%, 01/15/2026

    7,416,410  
    9,350,000    

3.55%, 03/20/2030

    9,639,368  
     

 

 

 
        101,929,602  
     

 

 

 
          Healthcare - Services - 1.5%  
    10,065,000    

Aetna, Inc. 2.80%, 06/15/2023

    10,450,316  
   

Anthem, Inc.

 

    7,640,000    

2.25%, 05/15/2030

    7,611,350  
    3,405,000    

2.38%, 01/15/2025

    3,504,174  
    6,235,000    

3.13%, 05/15/2050

    6,219,288  
    3,235,000    

3.30%, 01/15/2023

    3,411,050  
    3,175,000    

3.50%, 08/15/2024

    3,414,475  
    15,420,000    

3.65%, 12/01/2027

    16,838,975  
    3,315,000    

4.63%, 05/15/2042

    4,036,296  
    415,000    

Catalent Pharma Solutions, Inc. 5.00%, 07/15/2027(2)

    423,300  
   

Centene Corp.

 

    1,715,000    

3.38%, 02/15/2030(2)

    1,727,863  
    755,000    

4.25%, 12/15/2027(2)

    789,919  
    790,000    

4.63%, 12/15/2029(2)

    865,050  
   

CHS/Community Health Systems, Inc.

 

    3,255,000    

6.63%, 02/15/2025(2)

    2,986,462  
    650,000    

6.88%, 02/01/2022(7)

    481,000  
    2,630,000    

8.13%, 06/30/2024(2)(7)

    1,788,400  
    2,840,000    

CommonSpirit Health 2.76%, 10/01/2024

    2,788,945  
   

HCA, Inc.

 

    3,825,000    

3.50%, 09/01/2030

    3,656,139  
    4,840,000    

5.13%, 06/15/2039

    5,644,867  
    780,000    

5.25%, 04/15/2025

    870,615  
    4,985,000    

5.38%, 02/01/2025

    5,359,573  
    1,500,000    

5.38%, 09/01/2026

    1,623,750  
    115,000    

5.63%, 09/01/2028

    127,429  
    2,125,000    

5.88%, 05/01/2023

    2,279,062  
    90,000    

5.88%, 02/01/2029

    103,122  
    1,627,000    

7.50%, 11/15/2095

    1,789,700  
   

Humana, Inc.

 

    3,555,000    

3.85%, 10/01/2024

    3,836,017  
    6,000,000    

3.95%, 03/15/2027

    6,576,143  
    385,000    

4.50%, 04/01/2025

    429,647  
   

Laboratory Corp. of America Holdings

 

    14,225,000    

2.30%, 12/01/2024

    14,642,997  
    14,200,000    

2.95%, 12/01/2029

    14,759,540  
    13,735,000    

Partners Healthcare System, Inc. 3.19%, 07/01/2049

    14,264,067  
    1,540,000    

Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030(2)

    1,303,302  
   

UnitedHealth Group, Inc.

 

    1,200,000    

3.50%, 08/15/2039

    1,340,728  
    6,925,000    

3.75%, 07/15/2025

    7,753,267  
    3,605,000    

3.88%, 08/15/2059

    4,390,380  
    5,720,000    

4.63%, 07/15/2035

    7,201,384  
    13,530,000    

5.80%, 03/15/2036

    18,473,428  
    1,981,000    

6.88%, 02/15/2038

    3,076,334  
     

 

 

 
        186,838,354  
     

 

 

 
 

 

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

 

 

  23  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Holding Companies - Diversified - 0.0%  
$     460,000    

Alfa S.A.B. de C.V. 6.88%, 03/25/2044(3)

  $ 449,328  
     

 

 

 
          Home Builders - 0.1%  
    455,000    

Adams Homes, Inc. 7.50%, 02/15/2025(2)

    414,050  
    2,990,000    

Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028(2)

    2,436,850  
   

KB Home

 

    640,000    

4.80%, 11/15/2029

    598,400  
    1,450,000    

7.00%, 12/15/2021(7)

    1,500,750  
   

M/I Homes, Inc.

 

    1,795,000    

4.95%, 02/01/2028(2)

    1,570,625  
    1,255,000    

5.63%, 08/01/2025

    1,155,479  
    2,735,000    

Taylor Morrison Communities, Inc. 5.75%, 01/15/2028(2)

    2,475,175  
     

 

 

 
        10,151,329  
     

 

 

 
          Household Products - 0.1%  
    8,625,000    

Estee Lauder Cos., Inc. 2.00%, 12/01/2024(7)

    8,896,561  
    1,320,000    

Revlon Consumer Products Corp. 6.25%, 08/01/2024

    244,200  
     

 

 

 
        9,140,761  
     

 

 

 
      Household Products/Wares - 0.1%  
EUR     3,980,000    

Diamond (BC) B.V. 5.63%, 08/15/2025(3)

    3,180,305  
$     635,000    

Kimberly-Clark Corp. 3.10%, 03/26/2030

    708,967  
    1,035,000    

Prestige Brands, Inc. 5.13%, 01/15/2028(2)

    1,046,903  
 

S.C. Johnson & Son, Inc.

 

    2,520,000    

4.00%, 05/15/2043(2)

    2,882,322  
    1,840,000    

4.75%, 10/15/2046(2)

    2,307,326  
     

 

 

 
    10,125,823  
 

 

 

 
      Insurance - 1.8%  
    1,470,000    

ACE Capital Trust II 9.70%, 04/01/2030

    2,051,635  
 

Acrisure LLC / Acrisure Finance, Inc.

 

    4,280,000    

7.00%, 11/15/2025(2)

    3,787,800  
    1,541,000    

8.13%, 02/15/2024(2)

    1,587,230  
    1,335,000    

10.13%, 08/01/2026(2)

    1,328,325  
 

American International Group, Inc.

 

    2,600,000    

3.30%, 03/01/2021

    2,637,824  
    3,875,000    

4.25%, 03/15/2029

    4,244,237  
    5,348,000    

4.70%, 07/10/2035

    6,172,607  
 

Aon plc

 

    4,775,000    

3.50%, 06/14/2024

    4,986,697  
    3,480,000    

3.88%, 12/15/2025

    3,776,795  
    2,300,000    

4.25%, 12/12/2042

    2,565,735  
    11,664,000    

4.75%, 05/15/2045

    14,285,905  
 

AXA Equitable Holdings, Inc.

 

    415,000    

3.90%, 04/20/2023

    431,286  
    365,000    

5.00%, 04/20/2048

    380,245  
 

Berkshire Hathaway Finance Corp.

 

    7,845,000    

4.20%, 08/15/2048

    9,879,810  
    3,460,000    

4.40%, 05/15/2042

    4,310,572  
    560,000    

Brighthouse Financial, Inc. 4.70%, 06/22/2047

    483,633  
    840,000    

CNO Financial Group, Inc. 5.25%, 05/30/2029

    882,223  
    21,965,000    

Equitable Holdings, Inc. 4.35%, 04/20/2028

    22,974,575  
 

Genworth Holdings, Inc.

 

    205,000    

4.80%, 02/15/2024

    173,225  
    1,070,000    

4.90%, 08/15/2023

    920,200  
    1,200,000    

6.50%, 06/15/2034

    990,000  
    770,000    

7.20%, 02/15/2021

    717,544  
    1,250,000    

7.63%, 09/24/2021(7)

    1,187,500  
 

Marsh & McLennan Cos., Inc.

 

    12,690,000    

3.88%, 03/15/2024

    13,803,937  
    3,900,000    

4.05%, 10/15/2023

    4,145,933  
    7,455,000    

4.75%, 03/15/2039

    9,313,501  
    1,625,000    

Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(2)

    1,649,588  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Insurance - 1.8% - (continued)  
$     10,000,000    

MassMutual Global Funding II 2.35%, 01/14/2027(2)

  $ 10,250,139  
    13,735,000    

Metropolitan Life Global Funding I 3.00%, 09/19/2027(2)

    14,421,532  
    700,000    

MGIC Investment Corp. 5.75%, 08/15/2023

    686,000  
    4,940,000    

Nationwide Mutual Insurance Co. 9.38%, 08/15/2039(2)

    8,227,405  
 

New York Life Global Funding

 

    14,915,000    

1.95%, 09/28/2020(2)

    14,975,909  
    14,205,000    

3.00%, 01/10/2028(2)

    15,040,470  
    2,775,000    

New York Life Insurance Co. 3.75%, 05/15/2050(2)

    3,148,145  
    820,000    

Peachtree Corners Funding Trust 3.98%, 02/15/2025(2)

    860,859  
    390,000    

Principal Financial Group, Inc. 3.40%, 05/15/2025

    413,147  
    4,715,000    

Trinity Acquisition plc 4.40%, 03/15/2026

    5,229,313  
   

Unum Group

 

    2,875,000    

4.00%, 06/15/2029

    2,922,977  
    4,475,000    

4.50%, 12/15/2049

    3,976,289  
    165,000    

Voya Financial, Inc. 4.80%, 06/15/2046

    189,810  
   

Willis North America, Inc.

 

    755,000    

2.95%, 09/15/2029

    767,243  
    11,435,000    

3.60%, 05/15/2024

    12,023,134  
    5,525,000    

3.88%, 09/15/2049

    6,019,589  
    6,752,000    

4.50%, 09/15/2028

    7,689,941  
     

 

 

 
        226,510,464  
     

 

 

 
          Internet - 0.6%  
    10,885,000    

Alibaba Group Holding Ltd. 4.00%, 12/06/2037

    12,455,163  
   

Amazon.com, Inc.

 

    13,385,000    

3.88%, 08/22/2037

    16,300,115  
    4,320,000    

4.25%, 08/22/2057

    5,911,471  
    5,535,000    

4.95%, 12/05/2044

    7,839,235  
   

Booking Holdings, Inc.

 

    1,480,000    

4.50%, 04/13/2027

    1,592,124  
    1,880,000    

4.63%, 04/13/2030

    2,087,115  
    860,000    

Netflix, Inc. 3.63%, 06/15/2025(2)

    870,750  
   

Tencent Holdings Ltd.

 

    22,630,000    

3.60%, 01/19/2028(2)

    24,374,529  
    10,000,000    

3.98%, 04/11/2029(2)

    11,250,543  
     

 

 

 
        82,681,045  
     

 

 

 
          Investment Company Security - 0.0%  
   

MDGH - GMTN B.V.

 

    700,000    

2.50%, 11/07/2024(3)

    700,000  
    260,000    

3.00%, 04/19/2024(3)

    265,330  
     

 

 

 
        965,330  
     

 

 

 
          Iron/Steel - 0.0%  
    1,020,000    

ABJA Investment Co. Pte Ltd. 5.45%, 01/24/2028(3)

    824,249  
    450,000    

ArcelorMittal S.A. 3.60%, 07/16/2024

    431,818  
    465,000    

Cleveland-Cliffs, Inc. 4.88%, 01/15/2024(2)

    397,761  
    1,025,000    

CSN Resources S.A. 7.63%, 04/17/2026(2)

    727,750  
   

Steel Dynamics, Inc.

 

    1,335,000    

2.80%, 12/15/2024

    1,305,835  
    385,000    

4.13%, 09/15/2025

    384,973  
    1,770,000    

5.50%, 10/01/2024

    1,809,024  
     

 

 

 
        5,881,410  
     

 

 

 
          IT Services - 1.0%  
   

Apple, Inc.

 

    8,545,000    

2.95%, 09/11/2049

    9,161,015  
    2,600,000    

3.75%, 11/13/2047

    3,151,559  
    1,300,000    

3.85%, 05/04/2043

    1,567,825  
    6,520,000    

3.85%, 08/04/2046

    7,967,554  
 

 

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

 

 

  24  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          IT Services - 1.0% - (continued)  
$     2,895,000    

4.25%, 02/09/2047

  $ 3,794,537  
    4,420,000    

4.38%, 05/13/2045

    5,766,335  
    1,120,000    

4.45%, 05/06/2044

    1,474,550  
    10,000,000    

4.65%, 02/23/2046

    13,556,950  
    815,000    

Hewlett Packard Enterprise Co. 4.65%, 10/01/2024

    865,549  
   

IBM Corp.

 

    9,445,000    

1.70%, 05/15/2027

    9,422,615  
    2,745,000    

2.85%, 05/15/2040

    2,727,569  
   

International Business Machines Corp.

 

    2,770,000    

2.85%, 05/13/2022

    2,880,191  
    15,235,000    

3.00%, 05/15/2024

    16,313,075  
    16,120,000    

3.50%, 05/15/2029

    18,202,158  
    12,435,000    

4.15%, 05/15/2039

    14,531,947  
    9,715,000    

4.25%, 05/15/2049

    11,939,622  
   

Presidio Holdings, Inc.

 

    1,650,000    

4.88%, 02/01/2027(2)

    1,625,250  
    1,775,000    

8.25%, 02/01/2028(2)

    1,751,570  
     

 

 

 
        126,699,871  
     

 

 

 
          Leisure Time - 0.0%  
    3,210,000    

Carnival Corp. 11.50%, 04/01/2023(2)

    3,353,947  
     

 

 

 
          Lodging - 0.3%  
   

Boyd Gaming Corp.

 

    995,000    

4.75%, 12/01/2027(2)

    857,193  
    3,455,000    

6.38%, 04/01/2026

    3,111,918  
    3,895,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    3,721,283  
   

Hilton Domestic Operating Co., Inc.

 

    3,267,000    

4.25%, 09/01/2024

    3,168,990  
    1,135,000    

5.38%, 05/01/2025(2)

    1,127,906  
    420,000    

Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp. 4.63%, 04/01/2025

    411,600  
    9,940,000    

Las Vegas Sands Corp. 3.50%, 08/18/2026

    9,458,810  
   

Marriott International, Inc.

 

    1,375,000    

2.13%, 10/03/2022

    1,296,926  
    930,000    

5.75%, 05/01/2025

    971,911  
    400,000    

MGM China Holdings Ltd. 5.38%, 05/15/2024(2)

    390,000  
    465,000    

MGM Resorts International 4.63%, 09/01/2026(7)

    416,175  
    3,105,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(2)

    2,642,200  
    11,380,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.50%, 03/01/2025(2)

    10,128,200  
     

 

 

 
        37,703,112  
     

 

 

 
          Machinery - Construction & Mining - 0.1%  
   

Caterpillar, Inc.

 

    6,715,000    

2.60%, 04/09/2030

    7,118,155  
    1,685,000    

3.25%, 09/19/2049

    1,808,836  
     

 

 

 
        8,926,991  
     

 

 

 
          Machinery - Diversified - 0.4%  
    31,890,000    

Otis Worldwide Corp. 2.29%, 04/05/2027(2)

    32,158,147  
    14,610,000    

Stanley Black & Decker, Inc. 3.40%, 03/01/2026

    15,692,315  
     

 

 

 
        47,850,462  
     

 

 

 
          Media - 2.7%  
   

Altice Financing S.A.

 

    4,960,000    

5.00%, 01/15/2028(2)

    4,836,000  
    2,380,000    

7.50%, 05/15/2026(2)

    2,481,150  
   

Cable Onda S.A.

 

    200,000    

4.50%, 01/30/2030(2)

    190,000  
    625,000    

4.50%, 01/30/2030(3)

    593,750  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Media - 2.7% - (continued)  
   

CBS Corp.

 

$     6,800,000    

3.38%, 03/01/2022

  $ 6,945,497  
    845,000    

3.70%, 08/15/2024

    861,334  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    1,270,000    

4.50%, 08/15/2030(2)

    1,286,256  
    1,480,000    

4.50%, 05/01/2032(2)

    1,470,287  
    2,280,000    

5.13%, 05/01/2023(2)

    2,309,207  
    4,075,000    

5.75%, 02/15/2026(2)

    4,248,187  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    4,780,000    

2.80%, 04/01/2031

    4,812,916  
    5,385,000    

4.46%, 07/23/2022

    5,672,889  
    13,843,000    

4.80%, 03/01/2050

    15,582,126  
    9,010,000    

4.91%, 07/23/2025

    10,169,163  
    6,230,000    

5.13%, 07/01/2049

    7,415,206  
    10,990,000    

5.38%, 05/01/2047

    13,225,250  
    4,595,000    

5.75%, 04/01/2048

    5,797,842  
    5,623,000    

6.48%, 10/23/2045

    7,350,628  
   

Comcast Corp.

 

    10,280,000    

3.20%, 07/15/2036

    11,198,530  
    2,810,000    

3.25%, 11/01/2039

    3,061,493  
    6,640,000    

3.40%, 07/15/2046

    7,345,437  
    2,465,000    

3.45%, 02/01/2050

    2,765,647  
    10,468,000    

4.05%, 11/01/2052

    12,777,737  
    4,530,000    

4.40%, 08/15/2035

    5,613,122  
    6,230,000    

4.60%, 10/15/2038

    7,829,977  
    5,000,000    

4.60%, 08/15/2045

    6,379,375  
    1,155,000    

4.70%, 10/15/2048

    1,207,092  
    1,095,000    

4.75%, 03/01/2044

    1,419,911  
    7,720,000    

4.95%, 10/15/2058

    10,949,625  
    446,000    

7.05%, 03/15/2033

    672,852  
   

Cox Communications, Inc.

 

    13,234,000    

3.15%, 08/15/2024(2)

    13,985,769  
    8,763,000    

4.50%, 06/30/2043(2)

    9,587,567  
    1,936,000    

4.70%, 12/15/2042(2)

    2,110,703  
    2,604,000    

6.45%, 12/01/2036(2)

    3,273,076  
   

CSC Holdings LLC

 

    5,360,000    

5.50%, 04/15/2027(2)

    5,572,725  
    3,480,000    

6.50%, 02/01/2029(2)

    3,801,552  
   

Discovery Communications LLC

 

    5,650,000    

2.95%, 03/20/2023

    5,813,685  
    8,132,000    

3.95%, 06/15/2025

    8,618,070  
    1,633,000    

4.88%, 04/01/2043

    1,767,579  
    13,920,000    

5.20%, 09/20/2047

    15,854,268  
    1,376,000    

5.30%, 05/15/2049

    1,595,261  
   

DISH DBS Corp.

 

    2,065,000    

5.00%, 03/15/2023

    1,961,750  
    1,225,000    

5.88%, 07/15/2022

    1,228,185  
    2,170,000    

5.88%, 11/15/2024

    2,087,193  
    2,535,000    

6.75%, 06/01/2021

    2,524,860  
    830,000    

7.75%, 07/01/2026

    817,550  
   

Fox Corp.

 

    5,895,000    

4.03%, 01/25/2024

    6,368,522  
    4,000,000    

5.48%, 01/25/2039

    5,049,112  
   

Globo Comunicacao e Participacoes S.A.

 

    225,000    

4.84%, 06/08/2025(3)

    207,846  
    210,000    

4.88%, 01/22/2030(3)

    186,900  
   

Gray Television, Inc.

 

    2,160,000    

5.13%, 10/15/2024(2)

    2,115,936  
    630,000    

5.88%, 07/15/2026(2)

    604,800  
    825,000    

Grupo Televisa S.A.B. 4.63%, 01/30/2026

    857,901  
   

iHeartCommunications, Inc.

 

    370,000    

4.75%, 01/15/2028(2)

    323,750  
    1,345,000    

5.25%, 08/15/2027(2)

    1,220,588  
    335,000    

Quebecor Media, Inc. 5.75%, 01/15/2023

    353,067  
 

 

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

 

 

  25  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Media - 2.7% - (continued)  
$     1,150,000    

Sinclair Television Group, Inc. 5.63%, 08/01/2024(2)

  $ 1,049,053  
    2,920,000    

Sirius XM Radio, Inc. 4.63%, 07/15/2024(2)

    2,977,232  
    2,305,000    

TEGNA, Inc. 4.88%, 09/15/2021(2)

    2,287,597  
   

Time Warner Cable LLC

 

    295,000    

4.00%, 09/01/2021

    300,564  
    1,875,000    

4.50%, 09/15/2042

    1,979,976  
    1,300,000    

5.50%, 09/01/2041

    1,519,012  
    10,340,000    

5.88%, 11/15/2040

    12,285,055  
    2,825,000    

6.75%, 06/15/2039

    3,605,069  
    1,565,000    

Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033

    2,276,625  
   

ViacomCBS, Inc.

 

    2,460,000    

4.25%, 09/01/2023

    2,584,820  
    9,057,000    

4.38%, 03/15/2043

    8,819,062  
    13,110,000    

4.95%, 01/15/2031

    13,975,598  
    5,110,000    

5.85%, 09/01/2043

    5,813,920  
    2,520,000    

Videotron Ltd. 5.00%, 07/15/2022

    2,589,300  
   

Walt Disney Co.

 

    1,580,000    

2.75%, 09/01/2049

    1,522,611  
    1,177,000    

5.40%, 10/01/2043

    1,628,418  
    2,440,000    

6.40%, 12/15/2035

    3,526,244  
    2,890,000    

WMG Acquisition Corp. 5.50%, 04/15/2026(2)

    2,958,637  
   

Ziggo B.V.

 

    850,000    

4.88%, 01/15/2030(2)

    840,055  
    3,931,000    

5.50%, 01/15/2027(2)

    3,998,613  
     

 

 

 
        340,894,162  
     

 

 

 
          Metal Fabricate/Hardware - 0.0%  
    470,000    

Advanced Drainage Systems, Inc. 5.00%, 09/30/2027(2)

    461,775  
   

Novelis Corp.

 

    1,790,000    

4.75%, 01/30/2030(2)

    1,571,799  
    1,045,000    

5.88%, 09/30/2026(2)

    1,016,053  
    630,000    

TriMas Corp. 4.88%, 10/15/2025(2)

    616,613  
     

 

 

 
        3,666,240  
     

 

 

 
          Mining - 0.2%  
   

Anglo American Capital plc

 

    4,340,000    

4.00%, 09/11/2027(2)

    4,333,606  
    4,740,000    

4.75%, 04/10/2027(2)

    4,890,968  
    4,100,000    

4.88%, 05/14/2025(2)

    4,319,428  
    4,160,000    

5.63%, 04/01/2030(2)

    4,593,593  
    2,640,000    

Constellium SE 5.88%, 02/15/2026(2)(7)

    2,435,400  
    490,000    

First Quantum Minerals Ltd. 7.25%, 04/01/2023(2)

    444,724  
    850,000    

Freeport-McMoRan, Inc. 4.55%, 11/14/2024

    852,125  
    700,000    

Minera Mexico S.A. de C.V. 4.50%, 01/26/2050(3)

    602,350  
    400,000    

MMC Norilsk Nickel OJSC Via MMC Finance DAC 6.63%, 10/14/2022(3)

    434,164  
    410,000    

Southern Copper Corp. 5.25%, 11/08/2042

    430,611  
    1,090,000    

Teck Resources Ltd. 5.20%, 03/01/2042

    924,403  
     

 

 

 
        24,261,372  
     

 

 

 
          Miscellaneous Manufacturing - 0.2%  
   

General Electric Co.

 

    6,080,000    

3.45%, 05/01/2027

    6,188,781  
    367,000    

4.13%, 10/09/2042

    355,431  
    13,030,000    

Ingersoll-Rand Global Holding Co., Ltd. 2.90%, 02/21/2021

    13,166,489  
    8,506,000    

Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049

    9,983,186  
     

 

 

 
        29,693,887  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Office/Business Equipment - 0.1%  
   

CDW LLC / CDW Finance Corp.

 

$     730,000    

4.13%, 05/01/2025

  $ 732,737  
    1,050,000    

4.25%, 04/01/2028

    1,054,830  
   

Xerox Corp.

 

    435,000    

3.80%, 05/15/2024

    420,863  
    4,050,000    

4.13%, 03/15/2023

    4,029,750  
    1,450,000    

4.50%, 05/15/2021

    1,453,915  
    615,000    

4.80%, 03/01/2035

    524,288  
    1,155,000    

6.75%, 12/15/2039(7)

    1,111,687  
     

 

 

 
        9,328,070  
     

 

 

 
          Oil & Gas - 1.2%  
   

BP Capital Markets America, Inc.

 

    7,905,000    

3.54%, 04/06/2027

    8,332,726  
    10,760,000    

3.63%, 04/06/2030

    11,597,919  
   

Canadian Natural Resources Ltd.

 

    1,538,000    

3.80%, 04/15/2024

    1,487,195  
    3,197,000    

3.90%, 02/01/2025

    3,049,483  
    1,620,000    

Centennial Resource Production LLC 5.38%, 01/15/2026(2)

    486,000  
    4,455,000    

Chesapeake Energy Corp. 11.50%, 01/01/2025(2)(7)

    133,650  
    3,610,000    

CNOOC Finance Ltd. 3.00%, 05/09/2023

    3,697,145  
    9,460,000    

Concho Resources, Inc. 4.30%, 08/15/2028

    9,619,807  
    3,155,000    

Continental Resources, Inc. 4.38%, 01/15/2028

    2,429,350  
   

Ecopetrol S.A.

 

    1,010,000    

5.88%, 09/18/2023

    1,037,270  
    1,970,000    

6.88%, 04/29/2030

    2,014,325  
    200,000    

Empresa Nacional del Petroleo 5.25%, 11/06/2029(3)

    209,087  
    2,055,000    

Energen Corp. 4.63%, 09/01/2021

    1,937,011  
    3,550,000    

EOG Resources, Inc. 4.38%, 04/15/2030

    3,941,377  
    2,915,000    

EQT Corp. 3.90%, 10/01/2027

    2,448,600  
   

Equinor ASA

 

    3,365,000    

3.63%, 04/06/2040

    3,638,785  
    2,055,000    

3.70%, 04/06/2050

    2,287,571  
   

Hess Corp.

 

    40,000    

5.60%, 02/15/2041

    34,990  
    1,445,000    

6.00%, 01/15/2040(7)

    1,283,431  
    1,980,000    

7.13%, 03/15/2033

    1,785,907  
    7,742,000    

7.30%, 08/15/2031

    7,275,009  
    2,960,000    

Jagged Peak Energy LLC 5.88%, 05/01/2026

    2,516,000  
   

Marathon Petroleum Corp.

 

    1,200,000    

4.50%, 04/01/2048

    1,025,915  
    15,965,000    

4.70%, 05/01/2025

    16,074,207  
    2,790,000    

Matador Resources Co. 5.88%, 09/15/2026

    1,395,000  
    1,365,000    

NAK Naftogaz Ukraine via Kondor Finance plc 7.63%, 11/08/2026(2)

    1,147,605  
   

Noble Energy, Inc.

 

    7,665,000    

6.00%, 03/01/2041

    6,099,072  
    2,020,000    

8.00%, 04/01/2027

    2,024,954  
    1,848,000    

Noble Holding International Ltd. 7.88%, 02/01/2026(2)

    429,660  
   

Occidental Petroleum Corp.

 

    545,000    

2.70%, 08/15/2022

    474,150  
    2,600,000    

4.20%, 03/15/2048(7)

    1,553,500  
   

Parsley Energy LLC / Parsley Finance Corp.

 

    1,194,000    

4.13%, 02/15/2028(2)

    979,080  
    503,000    

5.38%, 01/15/2025(2)

    451,443  
    455,000    

Pertamina Persero PT 4.15%, 02/25/2060(2)

    373,222  
   

Petrobras Global Finance B.V.

 

    220,000    

5.09%, 01/15/2030(3)

    200,750  
    2,521,000    

5.09%, 01/15/2030(2)

    2,300,412  
    525,000    

6.88%, 01/20/2040

    517,125  
    775,000    

7.38%, 01/17/2027

    817,237  
 

 

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

 

 

  26  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Oil & Gas - 1.2% - (continued)  
   

Petroleos de Venezuela S.A.

 

$     435,000    

6.00%, 05/16/2024(4)

  $ 16,313  
    190,000    

9.00%, 11/17/2021(4)

    7,125  
   

Petroleos Mexicanos

 

    75,000    

5.95%, 01/28/2031(3)

    54,323  
    300,000    

6.38%, 01/23/2045

    201,600  
    3,220,000    

6.50%, 01/23/2029

    2,535,428  
    50,000    

6.75%, 09/21/2047

    34,375  
    240,000    

6.84%, 01/23/2030(3)

    189,000  
    100,000    

7.69%, 01/23/2050(3)

    73,500  
   

Petronas Capital Ltd.

 

    880,000    

3.50%, 04/21/2030(2)

    921,579  
    1,250,000    

4.55%, 04/21/2050(2)

    1,354,340  
    370,000    

4.80%, 04/21/2060(2)

    427,664  
    415,000    

Phillips 66 3.85%, 04/09/2025

    434,632  
   

QEP Resources, Inc.

 

    3,985,000    

5.25%, 05/01/2023(7)

    1,334,975  
    1,575,000    

5.63%, 03/01/2026(7)

    504,000  
   

Saudi Arabian Oil Co.

 

    2,240,000    

2.75%, 04/16/2022(2)

    2,254,968  
    6,174,000    

2.88%, 04/16/2024(2)

    6,205,187  
    2,320,000    

Shell International Finance B.V. 4.55%, 08/12/2043

    2,754,545  
   

SM Energy Co.

 

    2,550,000    

5.00%, 01/15/2024

    804,270  
    700,000    

5.63%, 06/01/2025

    196,000  
    355,000    

6.13%, 11/15/2022(7)

    142,000  
    1,000,000    

6.63%, 01/15/2027(7)

    280,000  
    1,175,000    

6.75%, 09/15/2026(7)

    320,188  
    725,000    

State Oil Co. of the Azerbaijan Republic 4.75%, 03/13/2023(3)

    725,000  
    3,955,000    

Suncor Energy, Inc. 4.00%, 11/15/2047

    3,739,192  
   

Sunoco L.P. / Sunoco Finance Corp.

 

    1,425,000    

5.50%, 02/15/2026

    1,375,125  
    820,000    

6.00%, 04/15/2027

    799,500  
    6,365,000    

Transocean, Inc. 6.80%, 03/15/2038

    1,352,562  
   

Valero Energy Corp.

 

    870,000    

2.85%, 04/15/2025

    862,956  
    3,805,000    

4.00%, 04/01/2029(7)

    3,896,714  
    4,180,000    

4.35%, 06/01/2028

    4,296,057  
    1,920,000    

6.63%, 06/15/2037

    2,291,297  
    2,670,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(2)

    1,415,100  
    470,000    

Viper Energy Partners L.P. 5.38%, 11/01/2027(2)

    420,650  
   

WPX Energy, Inc.

 

    1,220,000    

5.25%, 09/15/2024

    1,095,340  
    410,000    

5.75%, 06/01/2026

    371,583  
    1,240,000    

8.25%, 08/01/2023

    1,190,400  
    1,580,000    

YPF S.A. 8.50%, 03/23/2021(3)

    991,466  
     

 

 

 
        152,974,924  
     

 

 

 
          Oil & Gas Services - 0.1%  
    8,480,000    

Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc. 4.49%, 05/01/2030

    8,703,826  
    2,000,000    

Halliburton Co. 2.92%, 03/01/2030(7)

    1,610,330  
     

 

 

 
        10,314,156  
     

 

 

 
          Packaging & Containers - 0.3%  
    3,225,000    

ARD Finance S.A. (6.50% Cash, 7.25% PIK) 6.50%, 06/30/2027(2)(9)

    2,993,445  
 

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
    1,040,000    

4.13%, 08/15/2026(2)

    1,014,000  
    870,000    

5.25%, 04/30/2025(2)

    893,908  
    3,135,000    

5.25%, 08/15/2027(2)

    3,044,869  
    725,000    

6.00%, 02/15/2025(2)

    725,631  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Packaging & Containers - 0.3% - (continued)  
 

Ball Corp.

 

EUR     1,670,000    

0.88%, 03/15/2024

  $ 1,747,716  
    1,435,000    

1.50%, 03/15/2027

    1,493,917  
$     1,410,000    

Berry Global, Inc. 5.63%, 07/15/2027(2)

    1,448,775  
    2,055,000    

Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026

    2,111,512  
    400,000    

Crown Americas LLC / Crown Americas Capital Corp. V 4.25%, 09/30/2026

    400,820  
    5,230,000    

Flex Acquisition Co., Inc. 6.88%, 01/15/2025(2)(7)

    5,064,993  
    500,000    

Mondelez International, Inc. 1.50%, 05/04/2025

    497,320  
    390,000    

OI European Group B.V. 4.00%, 03/15/2023(2)

    376,350  
 

Owens-Brockway Glass Container, Inc.

 

    2,960,000    

5.88%, 08/15/2023(2)

    2,989,600  
    2,710,000    

6.38%, 08/15/2025(2)(7)

    2,743,875  
 

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
    3,240,000    

5.13%, 07/15/2023(2)

    3,256,200  
    1,155,000    

7.00%, 07/15/2024(2)

    1,159,273  
EUR     1,255,000    

Silgan Holdings, Inc. 2.25%, 06/01/2028(2)

    1,330,594  
$     415,000    

Trivium Packaging Finance B.V. 5.50%, 08/15/2026(2)

    425,375  
     

 

 

 
        33,718,173  
     

 

 

 
          Pharmaceuticals - 2.7%  
 

AbbVie, Inc.

 

    7,100,000    

2.30%, 11/21/2022(2)

    7,276,632  
    15,320,000    

2.95%, 11/21/2026(2)

    16,169,417  
    7,400,000    

3.20%, 11/21/2029(2)

    7,862,181  
    9,055,000    

4.05%, 11/21/2039(2)

    10,043,281  
    16,100,000    

4.25%, 11/21/2049(2)

    18,562,596  
    4,000,000    

4.45%, 05/14/2046

    4,661,456  
    2,840,000    

Allergan Finance LLC 4.63%, 10/01/2042

    3,484,832  
 

Allergan Funding SCS

 

    19,545,000    

3.45%, 03/15/2022

    20,031,801  
    775,000    

3.80%, 03/15/2025

    827,290  
    2,500,000    

4.85%, 06/15/2044

    2,920,449  
    11,865,000    

AstraZeneca plc 3.38%, 11/16/2025

    13,135,567  
 

Bausch Health Cos., Inc.

 

    4,635,000    

5.00%, 01/30/2028(2)

    4,448,152  
    246,000    

5.50%, 03/01/2023(2)

    243,540  
    2,329,000    

5.88%, 05/15/2023(2)

    2,311,532  
    1,970,000    

6.13%, 04/15/2025(2)

    1,994,625  
    2,550,000    

7.00%, 01/15/2028(2)

    2,645,625  
    360,000    

9.00%, 12/15/2025(2)

    392,580  
    390,000    

Baxalta, Inc. 3.60%, 06/23/2022

    406,594  
   

Bayer U.S. Finance LLC

 

    2,900,000    

4.20%, 07/15/2034(2)

    3,183,220  
    7,820,000    

4.25%, 12/15/2025(2)

    8,666,012  
   

Bristol-Myers Squibb Co.

 

    10,000,000    

3.20%, 06/15/2026(2)

    11,035,562  
    9,306,000    

3.88%, 08/15/2025(2)

    10,602,156  
    405,000    

Cardinal Health, Inc. 3.75%, 09/15/2025

    433,294  
    535,000    

Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026(2)

    548,375  
   

Cigna Corp.

 

    390,000    

3.05%, 10/15/2027(2)

    407,744  
    5,155,000    

3.20%, 03/15/2040

    5,234,326  
    4,305,000    

3.25%, 04/15/2025(2)

    4,591,263  
    13,680,000    

4.13%, 11/15/2025

    15,337,714  
   

CVS Health Corp.

 

    3,280,000    

3.00%, 08/15/2026

    3,483,484  
    6,810,000    

3.25%, 08/15/2029

    7,284,976  
    13,725,000    

4.10%, 03/25/2025

    15,140,107  
    4,605,000    

4.13%, 04/01/2040

    5,167,547  
 

 

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

 

 

  27  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Pharmaceuticals - 2.7% - (continued)  
$     16,780,000    

4.78%, 03/25/2038

  $ 19,806,267  
    9,435,000    

5.13%, 07/20/2045

    11,793,211  
   

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

    2,234,000    

6.00%, 07/15/2023(2)

    1,674,606  
    5,580,000    

6.00%, 02/01/2025(2)(7)

    3,989,700  
    8,110,000    

GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025

    9,078,706  
    6,420,000    

Johnson & Johnson 3.63%, 03/03/2037

    7,685,458  
    200,000    

McKesson Corp. 3.65%, 11/30/2020

    202,567  
    16,485,000    

Merck & Co., Inc. 3.90%, 03/07/2039(7)

    20,354,278  
    415,000    

Mylan, Inc. 4.20%, 11/29/2023

    432,037  
    1,925,000    

Novartis Capital Corp. 2.75%, 08/14/2050

    2,087,525  
    420,000    

Perrigo Finance Unlimited Co. 3.90%, 12/15/2024

    432,099  
   

Pfizer, Inc.

 

    8,535,000    

2.63%, 04/01/2030

    9,269,188  
    4,525,000    

4.00%, 12/15/2036

    5,516,604  
    2,725,000    

4.00%, 03/15/2049

    3,525,122  
    18,890,000    

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

    19,174,932  
    855,000    

Teva Pharmaceutical Finance Co. B.V. 2.95%, 12/18/2022

    814,388  
   

Teva Pharmaceutical Finance Netherlands B.V.

 

    1,765,000    

2.80%, 07/21/2023

    1,621,594  
    12,340,000    

3.15%, 10/01/2026

    10,735,800  
    1,735,000    

6.75%, 03/01/2028(7)

    1,784,447  
     

 

 

 
        338,512,459  
     

 

 

 
          Pipelines - 1.7%  
    3,100,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(2)

    2,278,500  
   

Buckeye Partners L.P.

 

    1,005,000    

4.13%, 03/01/2025(2)

    929,625  
    470,000    

4.15%, 07/01/2023

    439,450  
    1,030,000    

4.50%, 03/01/2028(2)

    927,000  
   

Cheniere Corpus Christi Holdings LLC

 

    3,917,000    

5.13%, 06/30/2027

    3,909,718  
    485,000    

5.88%, 03/31/2025

    502,058  
    1,154,000    

Cheniere Energy Partners L.P. 4.50%, 10/01/2029(2)

    1,064,565  
   

DCP Midstream Operating L.P.

 

    3,725,000    

5.38%, 07/15/2025

    3,007,938  
    500,000    

5.60%, 04/01/2044

    260,000  
   

Enbridge, Inc.

 

    870,000    

2.50%, 01/15/2025

    857,262  
    1,380,000    

6.00%, 01/15/2077, (6.00% fixed rate until 01/15/2027; 3 mo. USD LIBOR + 3.890% thereafter)(6)

    1,235,100  
   

Energy Transfer Operating L.P.

 
    655,000    

2.90%, 05/15/2025

    609,686  
    12,970,000    

3.75%, 05/15/2030

    11,804,148  
    1,740,000    

4.05%, 03/15/2025

    1,708,213  
    70,000    

4.25%, 03/15/2023

    69,375  
    6,620,000    

4.50%, 04/15/2024

    6,537,876  
    2,275,000    

4.90%, 03/15/2035

    2,053,830  
    3,000,000    

4.95%, 06/15/2028

    2,936,280  
    1,190,000    

5.15%, 03/15/2045

    1,056,784  
    9,000,000    

5.25%, 04/15/2029

    9,037,310  
    5,958,000    

5.30%, 04/15/2047

    5,192,682  
    1,480,000    

5.50%, 06/01/2027

    1,502,122  
    940,000    

6.05%, 06/01/2041

    909,129  
    4,045,000    

6.13%, 12/15/2045

    3,886,815  
    4,485,000    

6.25%, 04/15/2049

    4,326,015  
   

Enterprise Products Operating LLC

 

    1,430,000    

4.20%, 01/31/2050

    1,418,341  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Pipelines - 1.7% - (continued)  
$     1,516,000    

4.85%, 08/15/2042

  $ 1,564,235  
    1,025,000    

5.10%, 02/15/2045

    1,120,824  
    1,500,000    

EQT Midstream Partners L.P. 6.50%, 07/15/2048

    1,203,750  
   

MPLX L.P.

 

    7,400,000    

4.00%, 02/15/2025

    7,034,460  
    10,925,000    

4.25%, 12/01/2027(2)

    10,504,572  
    4,850,000    

4.70%, 04/15/2048(7)

    4,325,472  
    6,900,000    

4.90%, 04/15/2058

    5,704,149  
    2,450,000    

5.20%, 03/01/2047

    2,285,946  
    4,780,000    

5.20%, 12/01/2047(2)

    4,362,713  
    1,250,000    

5.50%, 02/15/2049

    1,240,307  
   

ONEOK, Inc.

 

    5,515,000    

2.20%, 09/15/2025

    4,769,223  
    7,835,000    

3.40%, 09/01/2029

    6,509,802  
   

Phillips 66 Partners L.P.

 

    8,305,000    

3.15%, 12/15/2029

    7,510,512  
    420,000    

3.55%, 10/01/2026

    418,837  
   

Rockies Express Pipeline LLC

 

    8,665,000    

3.60%, 05/15/2025(2)

    7,820,163  
    5,100,000    

4.80%, 05/15/2030(2)

    4,360,500  
   

Sabine Pass Liquefaction LLC

 

    3,180,000    

5.00%, 03/15/2027

    3,259,753  
    4,000,000    

5.88%, 06/30/2026

    4,269,509  
   

Sunoco Logistics Partners Operations L.P.

 

    5,100,000    

5.30%, 04/01/2044

    4,429,588  
    1,065,000    

5.35%, 05/15/2045

    954,990  
   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.

 
    1,145,000    

4.75%, 10/01/2023(2)

    881,650  
    2,770,000    

6.00%, 03/01/2027(2)

    1,842,050  
   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

 
    495,000    

5.88%, 04/15/2026

    443,768  
    5,750,000    

6.50%, 07/15/2027(7)

    5,175,000  
    910,000    

Tennessee Gas Pipeline Co. LLC 2.90%, 03/01/2030(2)

    868,097  
   

TransCanada PipeLines Ltd.

 
    6,560,000    

4.10%, 04/15/2030

    7,104,308  
    5,840,000    

4.63%, 03/01/2034

    6,205,678  
    2,279,000    

4.88%, 05/15/2048

    2,550,356  
    11,905,000    

5.10%, 03/15/2049(7)

    13,847,065  
    1,355,000    

Transcanada Trust 5.88%, 08/15/2076, (5.88% fixed rate until 08/15/2026; 3 mo. USD LIBOR + 4.640% thereafter)(6)

    1,282,636  
    600,000    

Transportadora de Gas del Sur S.A. 6.75%, 05/02/2025(3)

    439,506  
    1,395,000    

Transportadora de Gas Internacional S.A. ESP 5.55%, 11/01/2028(2)

    1,457,789  
    2,870,000    

Valero Energy Partners L.P. 4.50%, 03/15/2028

    2,978,056  
    5,200,000    

Western Midstream Operating L.P. 4.05%, 02/01/2030

    4,745,000  
   

Williams Cos., Inc.

 

    371,000    

4.90%, 01/15/2045

    364,495  
    4,145,000    

5.10%, 09/15/2045

    4,328,618  
    4,100,000    

5.40%, 03/04/2044

    4,252,930  
    1,365,000    

5.80%, 11/15/2043

    1,471,432  
    5,344,000    

6.30%, 04/15/2040

    6,160,931  
     

 

 

 
        218,508,492  
     

 

 

 
          Real Estate - 0.1%  
    615,000    

Alpha Star Holding V Ltd. 6.63%, 04/18/2023(3)

    435,105  
   

Crown Castle International Corp.

 

    8,745,000    

3.20%, 09/01/2024

    9,282,273  
    1,990,000    

4.15%, 07/01/2050

    2,330,885  
 

 

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

 

 

  28  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Real Estate - 0.1% - (continued)  
$     760,000    

Realogy Group LLC / Realogy Co-Issuer Corp. 9.38%, 04/01/2027(2)(7)

  $ 532,000  
     

 

 

 
        12,580,263  
     

 

 

 
          Real Estate Investment Trusts - 0.5%  
   

American Tower Corp.

 

    4,295,000    

2.40%, 03/15/2025

    4,423,850  
    8,000,000    

3.30%, 02/15/2021

    8,092,645  
    815,000    

3.38%, 10/15/2026

    877,785  
    440,000    

Boston Properties L.P. 2.90%, 03/15/2030

    429,789  
    405,000    

Equinix, Inc. 2.90%, 11/18/2026

    414,291  
   

Iron Mountain, Inc.

 

    410,000    

4.88%, 09/15/2027(2)

    401,800  
    5,360,000    

4.88%, 09/15/2029(2)

    5,132,200  
   

National Retail Properties, Inc.

 

    13,200,000    

2.50%, 04/15/2030

    11,575,902  
    1,025,000    

3.10%, 04/15/2050

    786,834  
    2,395,000    

Simon Property Group L.P. 3.25%, 09/13/2049

    1,986,537  
    975,000    

VEREIT Operating Partnership L.P. 3.10%, 12/15/2029

    834,823  
   

VICI Properties L.P. / VICI Note Co., Inc.

 

    740,000    

3.50%, 02/15/2025(2)

    695,600  
    185,000    

3.75%, 02/15/2027(2)

    172,050  
    1,200,000    

4.25%, 12/01/2026(2)

    1,121,508  
    1,000,000    

4.63%, 12/01/2029(2)

    930,000  
   

Welltower, Inc.

 

    4,155,000    

2.70%, 02/15/2027

    4,027,055  
    18,460,000    

3.63%, 03/15/2024

    18,687,632  
    2,620,000    

4.00%, 06/01/2025

    2,692,970  
     

 

 

 
        63,283,271  
     

 

 

 
          Retail - 1.5%  
   

1011778 BC ULC / New Red Finance, Inc.

 

    455,000    

3.88%, 01/15/2028(2)

    441,309  
    4,020,000    

4.38%, 01/15/2028(2)

    3,887,139  
    5,230,000    

5.00%, 10/15/2025(2)

    5,256,150  
    2,470,000    

Alimentation Couche-Tard, Inc. 3.80%, 01/25/2050(2)

    2,317,927  
   

Asbury Automotive Group, Inc.

 
    176,000    

4.50%, 03/01/2028(2)

    147,787  
    179,000    

4.75%, 03/01/2030(2)

    149,975  
   

Beacon Roofing Supply, Inc.

 

    65,000    

4.50%, 11/15/2026(2)

    62,075  
    3,125,000    

4.88%, 11/01/2025(2)

    2,761,719  
    1,030,000    

Burlington Coat Factory Warehouse Corp. 6.25%, 04/15/2025(2)

    1,048,025  
   

CVS Health Corp.

 

    5,330,000    

2.75%, 12/01/2022

    5,515,082  
    4,217,000    

2.88%, 06/01/2026

    4,429,575  
   

CVS Pass-Through Trust

 

    10,991    

6.04%, 12/10/2028

    12,065  
    25,104    

6.94%, 01/10/2030

    28,709  
   

Home Depot, Inc.

 

    1,010,000    

3.30%, 04/15/2040

    1,103,528  
    860,000    

3.35%, 04/15/2050

    952,406  
    3,627,000    

3.50%, 09/15/2056

    4,105,094  
    7,710,000    

4.50%, 12/06/2048

    9,956,992  
    9,050,000    

5.88%, 12/16/2036

    12,900,974  
   

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 
    1,275,000    

4.75%, 06/01/2027(2)

    1,316,042  
    1,600,000    

5.25%, 06/01/2026(2)

    1,636,000  
    515,000    

Kohl’s Corp. 9.50%, 05/15/2025

    529,495  
    530,000    

L Brands, Inc. 5.63%, 10/15/2023

    431,950  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Retail - 1.5% - (continued)  
   

Lithia Motors, Inc.

 

$     735,000    

4.63%, 12/15/2027(2)

  $ 694,575  
    1,315,000    

5.25%, 08/01/2025(2)

    1,272,262  
   

Lowe’s Cos., Inc.

 

    11,540,000    

3.38%, 09/15/2025(7)

    12,544,515  
    11,870,000    

3.70%, 04/15/2046

    12,909,532  
    5,365,000    

4.05%, 05/03/2047

    6,028,003  
    800,000    

4.25%, 09/15/2044

    905,371  
    1,690,000    

4.55%, 04/05/2049

    2,053,056  
   

McDonald’s Corp.

 

    9,130,000    

1.45%, 09/01/2025

    9,113,560  
    2,500,000    

3.35%, 04/01/2023

    2,658,346  
    5,262,000    

3.38%, 05/26/2025

    5,765,706  
    7,545,000    

3.50%, 07/01/2027

    8,322,601  
    6,915,000    

3.63%, 09/01/2049

    7,568,509  
    550,000    

4.20%, 04/01/2050

    655,034  
    9,030,000    

4.60%, 05/26/2045

    10,826,344  
    5,000,000    

6.30%, 10/15/2037

    6,906,765  
    240,000    

Nordstrom, Inc. 8.75%, 05/15/2025(2)

    256,588  
   

O’Reilly Automotive, Inc.

 

    845,000    

3.55%, 03/15/2026

    882,207  
    7,340,000    

3.90%, 06/01/2029

    7,863,882  
    1,150,000    

4.20%, 04/01/2030

    1,251,666  
    1,330,000    

Party City Holdings, Inc. 6.63%, 08/01/2026(2)

    124,687  
    1,055,000    

PetSmart, Inc. 5.88%, 06/01/2025(2)

    1,062,912  
    1,755,000    

Staples, Inc. 7.50%, 04/15/2026(2)

    1,386,450  
   

Starbucks Corp.

 

    420,000    

2.45%, 06/15/2026

    431,637  
    6,685,000    

3.10%, 03/01/2023

    6,977,780  
    7,450,000    

3.85%, 10/01/2023

    7,964,016  
    4,915,000    

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

    4,925,813  
    2,600,000    

Walmart, Inc. 3.95%, 06/28/2038

    3,228,893  
   

Yum! Brands, Inc.

 

    1,110,000    

4.75%, 01/15/2030(2)

    1,132,200  
    220,000    

7.75%, 04/01/2025(2)

    240,872  
     

 

 

 
        184,943,800  
     

 

 

 
          Semiconductors - 1.4%  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

    7,030,000    

3.13%, 01/15/2025

    7,262,986  
    3,545,000    

3.50%, 01/15/2028

    3,590,899  
    20,145,000    

3.63%, 01/15/2024

    21,032,799  
    21,085,000    

3.88%, 01/15/2027

    21,980,660  
   

Broadcom, Inc.

 

    1,500,000    

4.25%, 04/15/2026(2)

    1,607,600  
    800,000    

4.70%, 04/15/2025(2)

    882,121  
    2,960,000    

Entegris, Inc. 4.63%, 02/10/2026(2)

    2,967,400  
   

Intel Corp.

 

    4,860,000    

3.10%, 02/15/2060

    5,198,685  
    5,035,000    

3.25%, 11/15/2049

    5,599,651  
    1,700,000    

4.10%, 05/19/2046

    2,140,216  
    4,930,000    

4.60%, 03/25/2040

    6,459,815  
    4,920,000    

Lam Research Corp. 1.90%, 06/15/2030

    4,916,581  
   

Marvell Technology Group Ltd.

 

    825,000    

4.20%, 06/22/2023

    853,805  
    390,000    

4.88%, 06/22/2028

    426,858  
    790,000    

Microchip Technology, Inc. 4.33%, 06/01/2023

    819,136  
   

Micron Technology, Inc.

 

    920,000    

4.64%, 02/06/2024

    988,720  
    415,000    

4.66%, 02/15/2030

    460,058  
    7,230,000    

4.98%, 02/06/2026

    7,965,746  
   

NVIDIA Corp.

 

    990,000    

3.50%, 04/01/2040

    1,112,761  
    4,740,000    

3.50%, 04/01/2050

    5,439,079  
    1,180,000    

3.70%, 04/01/2060

    1,380,654  
 

 

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

 

 

  29  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Semiconductors - 1.4% - (continued)  
   

NXP B.V. / NXP Funding LLC

 

$     9,163,000    

4.88%, 03/01/2024(2)

  $ 9,947,626  
    3,485,000    

5.35%, 03/01/2026(2)

    3,942,175  
    2,790,000    

5.55%, 12/01/2028(2)

    3,186,320  
   

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

    1,035,000    

2.70%, 05/01/2025(2)

    1,046,482  
    3,005,000    

3.15%, 05/01/2027(2)

    3,036,125  
    1,625,000    

3.88%, 06/18/2026(2)

    1,702,730  
    6,247,000    

4.30%, 06/18/2029(2)

    6,628,828  
   

Qorvo, Inc.

 

    2,010,000    

4.38%, 10/15/2029(2)

    2,002,463  
    2,810,000    

5.50%, 07/15/2026

    2,950,500  
   

QUALCOMM, Inc.

 

    18,420,000    

2.90%, 05/20/2024

    19,657,732  
    6,350,000    

3.45%, 05/20/2025

    6,974,313  
    5,092,000    

4.30%, 05/20/2047

    6,182,706  
    687,000    

4.65%, 05/20/2035

    875,853  
    3,676,000    

4.80%, 05/20/2045

    4,694,446  
   

Sensata Technologies B.V.

 

    1,020,000    

5.00%, 10/01/2025(2)

    1,014,492  
    1,475,000    

5.63%, 11/01/2024(2)

    1,497,125  
     

 

 

 
        178,426,146  
     

 

 

 
          Software - 1.7%  
   

CDK Global, Inc.

 

    500,000    

4.88%, 06/01/2027

    498,750  
    1,215,000    

5.25%, 05/15/2029(2)

    1,239,300  
    1,675,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(2)

    1,637,681  
 

Fidelity National Information Services, Inc.

 

    9,065,000    

3.00%, 08/15/2026

    9,624,076  
    12,090,000    

3.75%, 05/21/2029

    13,571,842  
 

Fiserv, Inc.

 

    11,730,000    

3.20%, 07/01/2026

    12,560,396  
    6,695,000    

3.50%, 07/01/2029

    7,340,561  
    15,015,000    

3.80%, 10/01/2023

    16,230,687  
    2,828,000    

Infor U.S., Inc. 6.50%, 05/15/2022

    2,830,545  
 

IQVIA, Inc.

 

EUR     820,000    

2.25%, 01/15/2028(2)

    871,639  
$     1,390,000    

5.00%, 05/15/2027(2)

    1,427,794  
 

Microsoft Corp.

 

    6,395,000    

3.45%, 08/08/2036

    7,451,309  
    3,805,000    

3.50%, 02/12/2035

    4,531,359  
    5,955,000    

3.95%, 08/08/2056

    7,829,554  
    20,215,000    

4.10%, 02/06/2037

    25,188,332  
    2,705,000    

4.25%, 02/06/2047

    3,624,721  
    2,815,000    

4.45%, 11/03/2045

    3,826,207  
 

MSCI, Inc.

 

    3,335,000    

4.00%, 11/15/2029(2)

    3,487,043  
    1,165,000    

4.75%, 08/01/2026(2)

    1,217,751  
    2,350,000    

Open Text Corp. 3.88%, 02/15/2028(2)

    2,303,000  
    1,625,000    

Open Text Holdings, Inc. 4.13%, 02/15/2030(2)

    1,580,637  
 

Oracle Corp.

 

    6,000,000    

2.65%, 07/15/2026

    6,387,379  
    16,315,000    

3.60%, 04/01/2040

    18,405,423  
    6,360,000    

3.60%, 04/01/2050

    7,224,508  
    2,100,000    

3.85%, 07/15/2036

    2,420,725  
    12,610,000    

3.85%, 04/01/2060

    14,610,047  
    14,500,000    

3.90%, 05/15/2035

    17,038,645  
    8,745,000    

4.00%, 11/15/2047

    10,427,368  
    4,300,000    

6.50%, 04/15/2038

    6,486,947  
 

PTC, Inc.

 

    400,000    

3.63%, 02/15/2025(2)

    393,800  
    440,000    

4.00%, 02/15/2028(2)

    431,200  
    4,095,000    

SS&C Technologies, Inc. 5.50%, 09/30/2027(2)

    4,197,375  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Software - 1.7% - (continued)  
$     1,293,000    

Western Digital Corp. 4.75%, 02/15/2026(7)

  $ 1,320,062  
     

 

 

 
    218,216,663  
 

 

 

 
      Telecommunications - 3.1%  
EUR     1,330,000    

Altice France S.A. 8.00%, 05/15/2027(2)

    1,478,707  
 

Altice France S.A.

 

$     660,000    

5.50%, 01/15/2028(2)

    664,686  
    4,020,000    

7.38%, 05/01/2026(2)

    4,200,900  
    4,075,000    

8.13%, 02/01/2027(2)

    4,390,812  
 

AT&T, Inc.

 

    7,380,000    

2.80%, 02/17/2021

    7,458,791  
    15,175,000    

3.60%, 07/15/2025

    16,285,813  
    5,545,000    

3.88%, 01/15/2026

    6,021,289  
    24,005,000    

4.10%, 02/15/2028

    26,517,676  
    3,335,000    

4.13%, 02/17/2026

    3,671,526  
    9,485,000    

4.25%, 03/01/2027

    10,452,815  
    15,395,000    

4.30%, 02/15/2030

    17,309,808  
    1,045,000    

4.30%, 12/15/2042

    1,136,275  
    1,870,000    

4.35%, 03/01/2029

    2,101,364  
    3,490,000    

4.35%, 06/15/2045

    3,825,780  
    905,000    

4.50%, 05/15/2035

    1,013,160  
    8,869,000    

4.50%, 03/09/2048

    10,146,047  
    3,905,000    

4.55%, 03/09/2049

    4,481,259  
    14,820,000    

4.85%, 03/01/2039

    17,139,653  
    315,000    

5.15%, 03/15/2042

    377,123  
    6,545,000    

5.35%, 12/15/2043

    8,008,343  
    1,085,000    

Bharti Airtel International Netherlands B.V. 5.35%, 05/20/2024(3)

    1,125,221  
    1,255,000    

Bharti Airtel Ltd. 4.38%, 06/10/2025(3)

    1,249,985  
   

CenturyLink, Inc.

 

    3,720,000    

4.00%, 02/15/2027(2)

    3,608,400  
    1,356,000    

5.63%, 04/01/2025

    1,356,000  
    240,000    

Digicel International Finance Ltd. / Digicel Holdings Bermuda Ltd. 8.75%, 05/25/2024(3)

    222,300  
    1,835,000    

Embarq Corp. 8.00%, 06/01/2036

    1,890,050  
    400,000    

Emirates Telecommunications Group Co. PJSC 3.50%, 06/18/2024(3)

    408,432  
   

Frontier Communications Corp.

 

    1,955,000    

6.88%, 01/15/2025

    527,870  
    2,765,000    

8.50%, 04/01/2026(2)(7)

    2,557,625  
    1,190,000    

10.50%, 09/15/2022

    365,568  
    600,000    

Intelsat Jackson Holdings S.A. 9.75%, 07/15/2025(2)

    339,000  
    670,000    

Millicom International Cellular S.A. 6.25%, 03/25/2029(2)

    656,600  
    425,000    

MTN Mauritius Investments Ltd. 5.37%, 02/13/2022(3)

    413,483  
    945,000    

Network i2i Ltd. 5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 year USD CMT + 4.274% thereafter)(3)(5)(6)

    836,325  
    200,000    

Ooredoo International Finance Ltd. 3.88%, 01/31/2028(3)

    210,550  
    995,000    

Oztel Holdings SPC Ltd. 5.63%, 10/24/2023(3)

    914,206  
    1,125,000    

Sprint Capital Corp. 8.75%, 03/15/2032

    1,580,625  
   

Sprint Corp.

 

    3,253,000    

7.13%, 06/15/2024

    3,651,558  
    790,000    

7.63%, 02/15/2025

    906,525  
    6,357,000    

7.88%, 09/15/2023

    7,144,314  
    12,555,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029(2)

    13,810,500  
   

T-Mobile USA, Inc.

 

    405,000    

3.50%, 04/15/2025(2)

    428,255  
    8,425,000    

3.88%, 04/15/2030(2)

    9,245,848  
    13,135,000    

4.38%, 04/15/2040(2)

    14,909,801  
    6,365,000    

4.50%, 04/15/2050(2)

    7,449,596  
 

 

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

 

 

  30  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
      Telecommunications - 3.1% - (continued)  
$     1,575,000    

Telecom Argentina S.A. 8.00%, 07/18/2026(3)

  $ 1,266,316  
    670,000    

Telecom Italia Capital S.A. 7.20%, 07/18/2036

    751,941  
    1,860,000    

Telecom Italia S.p.A. 5.30%, 05/30/2024(2)

    1,932,149  
    500,000    

Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(2)

    488,250  
   

Telefonica Emisiones S.A.

 

    1,150,000    

4.57%, 04/27/2023

    1,244,309  
    4,465,000    

4.67%, 03/06/2038

    4,978,251  
    6,145,000    

4.90%, 03/06/2048

    7,218,514  
    12,290,000    

5.21%, 03/08/2047

    14,737,962  
    3,590,000    

5.52%, 03/01/2049

    4,467,349  
    910,000    

Turkcell Iletisim Hizmetleri AS 5.75%, 10/15/2025(2)

    875,420  
    400,000    

VEON Holdings B.V. 4.00%, 04/09/2025(3)

    413,568  
   

Verizon Communications, Inc.

 

    9,585,000    

4.13%, 08/15/2046

    11,782,296  
    17,585,000    

4.50%, 08/10/2033

    21,877,005  
    6,063,000    

4.52%, 09/15/2048

    7,991,996  
    3,370,000    

4.67%, 03/15/2055

    4,544,845  
    4,790,000    

4.81%, 03/15/2039

    6,161,267  
    2,945,000    

5.01%, 08/21/2054

    4,248,225  
    9,155,000    

5.25%, 03/16/2037

    12,194,444  
    200,000    

VF Ukraine PAT via VFU Funding plc 6.20%, 02/11/2025(2)

    184,040  
   

Vodafone Group plc

 

    26,240,000    

3.75%, 01/16/2024

    28,315,339  
    6,500,000    

4.13%, 05/30/2025

    7,248,849  
    15,400,000    

4.25%, 09/17/2050

    16,753,097  
    6,355,000    

5.25%, 05/30/2048

    7,944,488  
     

 

 

 
        390,110,384  
     

 

 

 
          Toys/Games/Hobbies - 0.0%  
    435,000    

Hasbro, Inc. 3.55%, 11/19/2026

    425,817  
   

Mattel, Inc.

 

    1,040,000    

5.88%, 12/15/2027(2)

    1,012,128  
    2,570,000    

6.75%, 12/31/2025(2)

    2,608,550  
     

 

 

 
        4,046,495  
     

 

 

 
          Transportation - 1.0%  
   

Burlington Northern Santa Fe LLC

 

    2,020,000    

3.05%, 02/15/2051

    2,115,216  
    8,215,000    

4.55%, 09/01/2044

    10,286,780  
   

CSX Corp.

 

    6,315,000    

2.60%, 11/01/2026

    6,695,429  
    5,750,000    

3.35%, 09/15/2049

    6,144,050  
    1,000,000    

4.50%, 03/15/2049

    1,261,516  
    1,000,000    

4.75%, 05/30/2042

    1,250,245  
    565,000    

6.00%, 10/01/2036

    758,819  
   

FedEx Corp.

 

    7,000,000    

3.10%, 08/05/2029

    7,082,965  
    5,725,000    

3.80%, 05/15/2025

    6,132,221  
    5,000,000    

4.05%, 02/15/2048

    4,928,593  
    5,750,000    

4.25%, 05/15/2030

    6,278,301  
    4,730,000    

5.25%, 05/15/2050

    5,701,874  
    600,000    

Lima Metro Line 2 Finance Ltd. 4.35%, 04/05/2036(2)

    608,100  
   

Norfolk Southern Corp.

 

    3,420,000    

2.55%, 11/01/2029

    3,552,466  
    5,815,000    

3.05%, 05/15/2050

    5,801,335  
    3,734,000    

4.65%, 01/15/2046

    4,763,466  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 

    4,520,000    

3.45%, 07/01/2024(2)

    4,684,701  
    9,895,000    

4.88%, 07/11/2022(2)

    10,366,772  
   

Rumo Luxembourg S.a.r.l.

 

    566,000    

5.88%, 01/18/2025(2)

    560,283  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 47.2% - (continued)      
          Transportation - 1.0% - (continued)  
$     1,235,000    

5.88%, 01/18/2025(3)

  $ 1,222,526  
    320,000    

7.38%, 02/09/2024(3)

    327,603  
   

Russian Railways Via RZD Capital plc

 

    200,000    

4.38%, 03/01/2024(3)

    208,982  
    675,000    

5.70%, 04/05/2022(3)

    708,480  
   

Union Pacific Corp.

 

    4,455,000    

3.25%, 02/05/2050

    4,638,924  
    5,797,000    

3.55%, 08/15/2039

    6,272,305  
    10,385,000    

3.84%, 03/20/2060(2)

    11,537,857  
    6,203,000    

4.38%, 09/10/2038

    7,292,085  
    7,475,000    

4.38%, 11/15/2065

    8,841,417  
     

 

 

 
        130,023,311  
     

 

 

 
          Trucking & Leasing - 0.0%  
   

Avolon Holdings Funding Ltd.

 

    690,000    

3.95%, 07/01/2024(2)

    593,689  
    285,000    

4.38%, 05/01/2026(2)

    244,231  
    1,895,000    

5.25%, 05/15/2024(2)

    1,643,761  
     

 

 

 
    2,481,681  
 

 

 

 
      Water - 0.1%  
    390,000    

Aegea Finance S.a.r.l. 5.75%, 10/10/2024(3)

    380,406  
 

American Water Capital Corp.

 

    3,760,000    

2.80%, 05/01/2030

    4,018,720  
    1,690,000    

3.45%, 05/01/2050

    1,875,425  
    1,195,000    

3.75%, 09/01/2047

    1,360,326  
    1,675,000    

4.20%, 09/01/2048

    2,115,472  
     

 

 

 
    9,750,349  
 

 

 

 
 

Total Corporate Bonds
(cost $5,709,731,557)

  $ 6,006,654,454  
   

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 3.7%  
      Angola - 0.0%  
 

Angolan Government International Bond

 

    586,000    

8.25%, 05/09/2028(3)

  $ 254,932  
    233,000    

9.13%, 11/26/2049(2)

    98,805  
    925,000    

9.38%, 05/08/2048(3)

    394,267  
     

 

 

 
    748,004  
 

 

 

 
      Argentina - 0.2%  
 

Argentine Republic Government International Bond

 
    17,750,000    

3.75%, 12/31/2038(8)

    5,502,500  
    5,345,000    

4.63%, 01/11/2023

    1,496,653  
EUR     6,995,000    

5.25%, 01/15/2028(3)

    1,640,717  
$     1,055,000    

5.63%, 01/26/2022

    292,763  
    4,715,000    

5.88%, 01/11/2028

    1,185,870  
    375,000    

6.63%, 07/06/2028

    93,000  
    23,600,000    

6.88%, 01/26/2027

    5,900,236  
    7,045,000    

6.88%, 01/11/2048

    1,638,033  
    1,440,000    

7.13%, 07/06/2036

    345,614  
    8,950,000    

7.50%, 04/22/2026

    2,376,225  
EUR     1,527,475    

7.82%, 12/31/2033

    468,205  
$     2,986,341    

8.28%, 12/31/2033

    1,000,454  
 

Provincia de Cordoba

 

    425,000    

7.13%, 06/10/2021(2)

    191,254  
    1,630,000    

7.13%, 08/01/2027(3)

    603,116  
    1,675,000    

7.45%, 09/01/2024(3)

    653,267  
     

 

 

 
    23,387,907  
 

 

 

 
      Armenia - 0.0%  
 

Republic of Armenia International Bond

 

    240,000    

3.95%, 09/26/2029(3)

    222,343  
    715,000    

7.15%, 03/26/2025(3)

    757,828  
     

 

 

 
    980,171  
 

 

 

 
 

 

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

 

 

  31  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.7% - (continued)  
      Azerbaijan - 0.1%  
 

Republic of Azerbaijan International Bond

 

$     681,000    

3.50%, 09/01/2032(2)

  $ 606,090  
    4,775,000    

3.50%, 09/01/2032(3)

    4,249,750  
    565,000    

5.13%, 09/01/2029(3)

    554,423  
 

Southern Gas Corridor CJSC

 

    1,394,000    

6.88%, 03/24/2026(2)

    1,453,998  
    3,210,000    

6.88%, 03/24/2026(3)

    3,348,158  
     

 

 

 
    10,212,419  
 

 

 

 
      Bermuda - 0.0%  
    1,525,000    

Bermuda Government International Bond 4.75%, 02/15/2029(2)

    1,601,250  
     

 

 

 
      Brazil - 0.1%  
BRL     15,812,100    

Brazil Notas do Tesouro Nacional 10.00%, 01/01/2029

    3,329,508  
 

Brazilian Government International Bond

 

$     5,180,000    

4.75%, 01/14/2050

    4,636,100  
    2,849,000    

5.00%, 01/27/2045

    2,649,570  
    1,520,000    

5.63%, 02/21/2047

    1,523,800  
     

 

 

 
    12,138,978  
 

 

 

 
      Colombia - 0.1%  
 

Colombia Government International Bond

 

    9,000,000    

3.00%, 01/30/2030

    8,172,090  
    1,815,000    

3.88%, 04/25/2027

    1,792,313  
    405,000    

4.50%, 01/28/2026

    413,104  
    1,015,000    

4.50%, 03/15/2029

    1,025,160  
    6,340,000    

5.00%, 06/15/2045

    6,333,723  
     

 

 

 
    17,736,390  
 

 

 

 
      Costa Rica - 0.0%  
    570,000    

Costa Rica Government International Bond 9.20%, 02/21/2024(2)

    586,209  
     

 

 

 
      Croatia - 0.1%  
 

Croatia Government International Bond

 

EUR     4,015,000    

1.13%, 06/19/2029(3)

    4,081,922  
    420,000    

2.70%, 06/15/2028(3)

    486,169  
    182,000    

2.75%, 01/27/2030(3)

    211,436  
    1,925,000    

3.00%, 03/20/2027(3)

    2,254,535  
$     445,000    

5.50%, 04/04/2023(3)

    479,324  
    2,037,000    

6.00%, 01/26/2024(3)

    2,267,417  
    2,205,000    

6.38%, 03/24/2021(3)

    2,271,150  
     

 

 

 
    12,051,953  
 

 

 

 
      Dominican Republic - 0.0%  
 

Dominican Republic International Bond

 

    200,000    

5.50%, 01/27/2025(3)

    187,000  
    755,000    

5.95%, 01/25/2027(3)

    681,387  
    1,184,000    

6.00%, 07/19/2028(3)

    1,068,560  
    410,000    

6.40%, 06/05/2049(2)

    337,225  
    567,000    

7.45%, 04/30/2044(3)

    514,553  
     

 

 

 
    2,788,725  
 

 

 

 
      Ecuador - 0.0%  
 

Ecuador Government International Bond

 

    200,000    

7.88%, 01/23/2028(3)

    56,752  
    710,000    

8.88%, 10/23/2027(3)

    202,357  
    485,000    

9.50%, 03/27/2030(2)

    138,225  
     

 

 

 
    397,334  
 

 

 

 
      Egypt - 0.1%  
 

Egypt Government International Bond

 

EUR     250,000    

5.63%, 04/16/2030(2)

    224,649  
    240,000    

5.63%, 04/16/2030(3)

    215,663  
    145,000    

6.38%, 04/11/2031(3)

    132,909  
$     335,000    

6.88%, 04/30/2040(3)

    277,218  
    1,435,000    

7.05%, 01/15/2032(3)

    1,275,847  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.7% - (continued)  
      Egypt - 0.1% - (continued)  
$     310,000    

7.60%, 03/01/2029(2)

  $ 293,853  
    1,206,000    

7.60%, 03/01/2029(3)

    1,143,182  
    900,000    

7.90%, 02/21/2048(3)

    775,125  
    1,110,000    

8.70%, 03/01/2049(3)

    994,775  
     

 

 

 
    5,333,221  
 

 

 

 
      El Salvador - 0.0%  
 

El Salvador Government International Bond

 

    335,000    

6.38%, 01/18/2027(3)

    265,488  
    925,000    

7.13%, 01/20/2050(3)

    698,375  
     

 

 

 
    963,863  
 

 

 

 
      Ethiopia - 0.0%  
    2,323,000    

Ethiopia International Bond 6.63%, 12/11/2024(3)

    2,011,718  
     

 

 

 
      Gabon - 0.0%  
 

Gabon Government International Bond

 

    638,480    

6.38%, 12/12/2024(3)

    456,437  
    515,000    

6.63%, 02/06/2031(2)

    364,766  
    1,955,000    

6.95%, 06/16/2025(3)

    1,377,466  
     

 

 

 
    2,198,669  
 

 

 

 
      Ghana - 0.0%  
 

Ghana Government International Bond

 

    200,000    

6.38%, 02/11/2027(2)

    154,000  
    1,030,000    

7.63%, 05/16/2029(3)

    787,868  
    275,000    

7.88%, 02/11/2035(2)

    206,662  
    200,000    

7.88%, 02/11/2035(3)

    150,300  
    1,765,000    

8.13%, 01/18/2026(3)

    1,454,448  
    265,000    

8.13%, 03/26/2032(3)

    201,400  
     

 

 

 
    2,954,678  
 

 

 

 
      Guatemala - 0.0%  
 

Guatemala Government Bond

 

    440,000    

5.38%, 04/24/2032(2)

    454,300  
    665,000    

6.13%, 06/01/2050(2)

    693,928  
     

 

 

 
    1,148,228  
 

 

 

 
      Hungary - 0.1%  
 

Hungary Government International Bond

 

    5,544,000    

5.38%, 02/21/2023

    5,991,678  
    3,278,000    

5.75%, 11/22/2023

    3,644,841  
    2,266,000    

6.38%, 03/29/2021

    2,353,010  
     

 

 

 
    11,989,529  
 

 

 

 
      Indonesia - 0.3%  
 

Indonesia Government International Bond

 

    1,365,000    

3.38%, 04/15/2023(3)

    1,384,809  
    910,000    

3.85%, 07/18/2027(3)

    937,467  
    2,600,000    

4.45%, 04/15/2070

    2,563,315  
    4,715,000    

4.63%, 04/15/2043(3)

    5,021,340  
    4,442,000    

4.75%, 01/08/2026(3)

    4,800,341  
    1,325,000    

4.75%, 02/11/2029

    1,453,477  
    980,000    

4.75%, 07/18/2047(3)

    1,052,041  
    10,129,000    

5.13%, 01/15/2045(3)

    11,366,238  
    2,141,000    

5.25%, 01/08/2047(3)

    2,437,676  
 

Perusahaan Penerbit SBSN Indonesia III

 

    886,000    

4.15%, 03/29/2027(2)

    929,680  
    1,560,000    

4.15%, 03/29/2027(3)

    1,636,908  
    3,415,000    

4.33%, 05/28/2025(3)

    3,561,025  
     

 

 

 
    37,144,317  
 

 

 

 
      Israel - 0.0%  
    850,000    

Israel Government International Bond 2.75%, 07/03/2030

    892,500  
 

State of Israel

 

    2,055,000    

2.50%, 01/15/2030

    2,113,650  
 

 

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

 

 

  32  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.7% - (continued)  
      Israel - 0.0% - (continued)  
$     905,000    

3.88%, 07/03/2050

  $ 1,001,020  
     

 

 

 
    4,007,170  
 

 

 

 
      Ivory Coast - 0.0%  
 

Ivory Coast Government International Bond

 

EUR     1,196,000    

5.25%, 03/22/2030(2)

    1,068,168  
    670,000    

5.88%, 10/17/2031(2)

    595,610  
    355,000    

5.88%, 10/17/2031(3)

    315,585  
$     600,000    

6.13%, 06/15/2033(3)

    515,472  
EUR     295,000    

6.63%, 03/22/2048(3)

    257,069  
    570,000    

6.88%, 10/17/2040(3)

    509,202  
     

 

 

 
    3,261,106  
 

 

 

 
      Jamaica - 0.0%  
 

Jamaica Government International Bond

 

$     495,000    

6.75%, 04/28/2028

    492,525  
    1,025,000    

7.88%, 07/28/2045

    1,078,813  
     

 

 

 
    1,571,338  
 

 

 

 
      Jordan - 0.1%  
 

Jordan Government International Bond

 

    955,000    

5.75%, 01/31/2027(3)

    913,960  
    2,425,000    

6.13%, 01/29/2026(3)

    2,385,846  
    1,897,000    

7.38%, 10/10/2047(3)

    1,754,691  
     

 

 

 
    5,054,497  
 

 

 

 
      Kenya - 0.1%  
 

Kenya Government International Bond

 

    1,400,000    

6.88%, 06/24/2024(3)

    1,281,700  
    1,490,000    

7.00%, 05/22/2027(2)

    1,352,175  
    3,375,000    

7.00%, 05/22/2027(3)

    3,062,812  
    825,000    

8.00%, 05/22/2032(3)

    746,625  
    200,000    

8.25%, 02/28/2048(3)

    178,308  
     

 

 

 
    6,621,620  
 

 

 

 
      Macedonia - 0.0%  
EUR     3,465,000    

Former Yugoslav Republic of Macedonia 3.98%, 07/24/2021(3)

    3,842,996  
     

 

 

 
      Mexico - 0.4%  
 

Mexico Government International Bond

 

$     1,545,000    

3.25%, 04/16/2030

    1,399,785  
    1,525,000    

3.90%, 04/27/2025

    1,540,250  
    2,400,000    

4.50%, 04/22/2029

    2,414,424  
    30,583,000    

4.50%, 01/31/2050

    27,524,700  
    377,000    

4.60%, 01/23/2046

    340,947  
    8,315,000    

4.75%, 04/27/2032

    8,377,363  
    5,830,000    

5.00%, 04/27/2051

    5,582,225  
     

 

 

 
    47,179,694  
 

 

 

 
      Mongolia - 0.0%  
    2,165,000    

Mongolia Government International Bond 5.13%, 12/05/2022(3)

    1,926,815  
     

 

 

 
      Morocco - 0.0%  
 

Morocco Government International Bond

 

EUR     1,470,000    

1.50%, 11/27/2031(3)

    1,442,338  
$     2,015,000    

4.25%, 12/11/2022(3)

    2,094,584  
    570,000    

5.50%, 12/11/2042(3)

    645,525  
     

 

 

 
    4,182,447  
 

 

 

 
      Oman - 0.0%  
 

Oman Government International Bond

 

    745,000    

4.75%, 06/15/2026(3)

    566,832  
    1,100,000    

6.75%, 01/17/2048(3)

    772,288  
     

 

 

 
    1,339,120  
 

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.7% - (continued)  
      Pakistan - 0.0%  
 

Pakistan Government International Bond

 

$     400,000    

6.88%, 12/05/2027(3)

  $ 345,920  
    200,000    

8.25%, 04/15/2024(3)

    188,000  
    400,000    

8.25%, 09/30/2025(3)

    368,080  
     

 

 

 
    902,000  
 

 

 

 
      Panama - 0.2%  
 

Panama Government International Bond

 

    4,220,000    

3.16%, 01/23/2030

    4,304,442  
    2,755,000    

3.75%, 03/16/2025

    2,903,109  
    320,000    

3.87%, 07/23/2060

    332,000  
    1,220,000    

4.30%, 04/29/2053

    1,326,762  
    2,175,000    

4.50%, 04/16/2050

    2,436,022  
    5,860,000    

4.50%, 04/01/2056

    6,577,850  
    1,180,000    

7.13%, 01/29/2026

    1,417,782  
    4,365,000    

Panama Notas del Tesoro 3.75%, 04/17/2026(2)

    4,419,562  
     

 

 

 
    23,717,529  
 

 

 

 
      Paraguay - 0.1%  
 

Paraguay Government International Bond

 

    2,700,000    

4.63%, 01/25/2023(3)

    2,767,500  
    900,000    

4.95%, 04/28/2031(2)

    927,000  
    855,000    

5.00%, 04/15/2026(3)

    895,185  
    990,000    

5.40%, 03/30/2050(3)

    1,024,650  
    380,000    

5.60%, 03/13/2048(2)

    399,574  
    1,205,000    

5.60%, 03/13/2048(3)

    1,267,070  
    945,000    

6.10%, 08/11/2044(3)

    1,001,709  
     

 

 

 
    8,282,688  
 

 

 

 
      Peru - 0.0%  
    1,635,000    

Peruvian Government International Bond 2.39%, 01/23/2026

    1,667,700  
     

 

 

 
      Qatar - 0.2%  
 

Qatar Government International Bond

 

    1,210,000    

3.25%, 06/02/2026(3)

    1,278,063  
    590,000    

3.40%, 04/16/2025(2)

    627,660  
    6,850,000    

3.75%, 04/16/2030(2)

    7,478,556  
    575,000    

3.88%, 04/23/2023(3)

    609,081  
    890,000    

4.40%, 04/16/2050(2)

    1,011,983  
    8,125,000    

Qatari Diar Finance QSC 5.00%, 07/21/2020(3)

    8,158,686  
     

 

 

 
    19,164,029  
 

 

 

 
      Romania - 0.1%  
 

Romanian Government International Bond

 

EUR     335,000    

2.00%, 12/08/2026(3)

    351,274  
    445,000    

2.00%, 01/28/2032(2)

    411,937  
    2,235,000    

2.12%, 07/16/2031(2)

    2,117,844  
    2,200,000    

2.12%, 07/16/2031(3)

    2,084,679  
    2,355,000    

3.38%, 02/08/2038(3)

    2,416,273  
    2,712,000    

3.88%, 10/29/2035(3)

    2,952,329  
    538,000    

4.63%, 04/03/2049(2)

    594,578  
     

 

 

 
    10,928,914  
 

 

 

 
      Russia - 0.5%  
 

Russian Federal Bond - OFZ

 

RUB     29,740,000    

6.90%, 05/23/2029

    428,423  
    78,180,000    

7.65%, 04/10/2030

    1,179,797  
    65,100,000    

7.70%, 03/23/2033

    998,383  
    175,030,000    

7.95%, 10/07/2026

    2,639,217  
    10,380,000    

8.50%, 09/17/2031

    167,388  
 

Russian Foreign Bond - Eurobond

 

$     1,000,000    

4.25%, 06/23/2027(2)

    1,082,648  
    10,200,000    

4.25%, 06/23/2027(3)

    11,043,010  
    4,200,000    

4.38%, 03/21/2029(2)

    4,635,960  
    5,400,000    

4.38%, 03/21/2029(3)

    5,960,520  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.7% - (continued)  
      Russia - 0.5% - (continued)  
$     1,600,000    

4.75%, 05/27/2026(3)

  $ 1,772,000  
    1,400,000    

5.10%, 03/28/2035(2)

    1,641,500  
    13,800,000    

5.10%, 03/28/2035(3)

    16,180,500  
    11,000,000    

5.25%, 06/23/2047(3)

    13,615,910  
    1,200,000    

5.63%, 04/04/2042(3)

    1,525,224  
     

 

 

 
    62,870,480  
 

 

 

 
      Saudi Arabia - 0.0%  
    3,210,000    

Saudi Government International Bond 2.90%, 10/22/2025(2)

    3,250,125  
     

 

 

 
      Senegal - 0.1%  
 

Senegal Government International Bond

 

    600,000    

6.25%, 05/23/2033(3)

    525,420  
    973,000    

6.75%, 03/13/2048(2)

    807,590  
    3,540,000    

6.75%, 03/13/2048(3)

    2,938,200  
    1,460,000    

8.75%, 05/13/2021(3)

    1,408,900  
     

 

 

 
    5,680,110  
 

 

 

 
      Serbia - 0.0%  
 

Serbia International Bond

 

EUR     914,000    

1.50%, 06/26/2029(2)

    865,138  
    1,080,000    

1.50%, 06/26/2029(3)

    1,022,263  
     

 

 

 
    1,887,401  
 

 

 

 
      South Africa - 0.1%  
$     6,600,000    

Republic of South Africa Government International Bond 5.75%, 09/30/2049

    5,148,528  
     

 

 

 
      Supranational - 0.0%  
 

International Finance Corp.

 

MXN     154,000,000    

0.00%, 02/22/2038(10)

    1,867,732  
IDR     25,000,000,000    

8.00%, 10/09/2023

    1,729,916  
     

 

 

 
    3,597,648  
 

 

 

 
      Tunisia - 0.0%  
 

Banque Centrale de Tunisie International Bond

 
EUR     100,000    

5.63%, 02/17/2024(3)

    90,769  
    438,000    

6.38%, 07/15/2026(3)

    391,186  
    100,000    

6.75%, 10/31/2023(3)

    93,969  
     

 

 

 
    575,924  
 

 

 

 
      Turkey - 0.4%  
 

Turkey Government International Bond

 

$     450,000    

3.25%, 03/23/2023

    414,936  
    6,035,000    

4.88%, 10/09/2026

    5,290,679  
    8,600,000    

4.88%, 04/16/2043

    6,225,110  
    6,680,000    

5.13%, 02/17/2028

    5,793,564  
    13,660,000    

5.75%, 03/22/2024

    13,163,514  
    10,755,000    

5.75%, 05/11/2047

    8,170,961  
    8,350,000    

6.00%, 03/25/2027

    7,658,620  
    8,060,000    

6.00%, 01/14/2041

    6,448,000  
     

 

 

 
    53,165,384  
 

 

 

 
      Ukraine - 0.2%  
 

Ukraine Government International Bond

 

    455,000    

7.38%, 09/25/2032(2)

    402,675  
    7,320,000    

7.38%, 09/25/2032(3)

    6,478,200  
    7,350,000    

7.75%, 09/01/2022(3)

    7,000,875  
    1,250,000    

7.75%, 09/01/2026(3)

    1,153,085  
    620,000    

7.75%, 09/01/2026(2)

    571,930  
    5,755,000    

7.75%, 09/01/2027(3)

    5,262,015  
    2,510,000    

8.99%, 02/01/2024(3)

    2,444,058  
    695,000    

9.75%, 11/01/2028(3)

    679,029  
     

 

 

 
    23,991,867  
 

 

 

 
      United Arab Emirates - 0.1%  
 

Abu Dhabi Government International Bond

 

    2,860,000    

2.13%, 09/30/2024(2)

    2,895,750  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.7% - (continued)  
      United Arab Emirates - 0.1% - (continued)  
$     9,550,000    

3.13%, 04/16/2030(2)

  $ 10,148,785  
    850,000    

3.13%, 09/30/2049(3)

    814,300  
    1,710,000    

3.88%, 04/16/2050(2)

    1,821,492  
     

 

 

 
    15,680,327  
 

 

 

 
      Venezuela - 0.0%  
 

Venezuela Government International Bond

 

    345,000    

6.00%, 12/09/2020(4)

    27,600  
    1,015,000    

7.00%, 12/01/2018(4)

    81,200  
    3,170,000    

7.00%, 03/31/2038(4)

    253,600  
    4,085,000    

7.65%, 04/21/2025(4)

    326,800  
    4,765,000    

7.75%, 10/13/2019(4)

    381,200  
    11,205,000    

8.25%, 10/13/2024(4)

    896,400  
    11,937,200    

9.00%, 05/07/2023(4)

    954,976  
    12,825,000    

9.25%, 05/07/2028(4)

    1,026,000  
     

 

 

 
    3,947,776  
 

 

 

 
 

Total Foreign Government Obligations
(cost $546,158,062)

  $ 469,818,796  
   

 

 

 
MUNICIPAL BONDS - 0.3%  
          General Obligation - 0.1%  
   

California State, GO Taxable

 

    8,325,000    

3.05%, 04/01/2029

  $ 8,991,749  
    2,175,000    

7.55%, 04/01/2039(7)

    3,647,584  
     

 

 

 
        12,639,333  
     

 

 

 
          Higher Education - 0.1%  
    12,000,000    

Rutgers The State Univ. of New Jersey 3.92%, 05/01/2119

    14,639,160  
     

 

 

 
          Transportation - 0.1%  
    5,015,000    

New York State Thruway Auth Rev 2.90%, 01/01/2035

    4,920,367  
    1,510,000    

Port Auth of New York & New Jersey 4.46%, 10/01/2062(7)

    1,870,497  
     

 

 

 
        6,790,864  
     

 

 

 
   

Total Municipal Bonds
(cost $30,457,255)

  $ 34,069,357  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 0.1%(11)  
          Auto Parts & Equipment - 0.0%  
    1,587,025    

Panther BF Aggregator L.P. 3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

  $ 1,433,084  
     

 

 

 
          Commercial Services - 0.1%  
    1,537,613    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    1,306,971  
    4,460,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    4,158,950  
     

 

 

 
        5,465,921  
     

 

 

 
          Food Service - 0.0%  
   

Froneri International plc

 

    900,000    

2.65%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    830,628  
    125,000    

5.75%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    117,812  
     

 

 

 
        948,440  
     

 

 

 
          Household Products - 0.0%  
    840,650    

Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    721,387  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 0.1%(11) - (continued)  
          Insurance - 0.0%  
$     2,772,974    

Asurion LLC 3.40%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

  $ 2,638,789  
    1,675,163    

Hub International Ltd. 3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    1,565,892  
     

 

 

 
        4,204,681  
     

 

 

 
          Leisure Time - 0.0%  
    3,517,425    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    2,866,701  
     

 

 

 
          Media - 0.0%  
    1,566,491    

AVSC Holding Corp. 4.70%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    1,033,884  
     

 

 

 
          Office/Business Equipment - 0.0%  
    2,055,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    1,757,025  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $20,844,967)

  $ 18,431,123  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 0.3%  
          U.S. Treasury Bonds - 0.2%  
   

U.S. Treasury Bonds

 

$     7,090,000    

4.25%, 11/15/2040(12)

  $ 11,208,016  
    7,845,000    

4.38%, 02/15/2038(12)(13)(14)

    12,329,827  
          U.S. Treasury Notes - 0.1%  
    5,000,000    

1.38%, 10/31/2020

    5,031,641  
    2,105,000    

1.50%, 10/31/2024

    2,214,115  
    1,500,000    

2.38%, 03/15/2022

    1,560,820  
     

 

 

 
        8,806,576  
     

 

 

 
   

Total U.S. Government Securities
(cost $26,412,035)

  $ 32,344,419  
     

 

 

 
CONVERTIBLE BONDS - 0.1%  
      Engineering & Construction - 0.0%  
EUR     900,000    

Cellnex Telecom S.A. 1.50%, 01/16/2026(3)

  $ 1,501,825  
     

 

 

 
          Healthcare - Products - 0.0%  
$     1,105,000    

Integra LifeSciences Holdings Corp. 0.50%, 08/15/2025(2)

    1,037,903  
     

 

 

 
      Lodging - 0.0%  
    520,000    

Caesars Entertainment Corp. 5.00%, 10/01/2024

    737,889  
     

 

 

 
      Media - 0.0%  
    2,130,000    

Scripps Escrow, Inc. 5.88%, 07/15/2027(2)

    1,799,850  
     

 

 

 
      Semiconductors - 0.0%  
    980,000    

Microchip Technology, Inc. 2.25%, 02/15/2037

    1,196,336  
     

 

 

 
      Software - 0.1%  
    1,120,000    

Splunk, Inc. 1.13%, 09/15/2025

    1,310,637  
    2,226,000    

Western Digital Corp. 1.50%, 02/01/2024

    2,043,472  
    1,080,000    

Workday, Inc. 0.25%, 10/01/2022

    1,321,148  
     

 

 

 
    4,675,257  
 

 

 

 
 

Total Convertible Bonds
(cost $11,996,131)

  $ 10,949,060  
   

 

 

 
ESCROWS - 0.0%(15)  
      Telecommunication Services - 0.0%  
    3,930,000    

Nexstar Broadcasting, Inc.*(2)

  $ 3,753,150  
     

 

 

 
 

Total Escrows
(cost $4,035,470)

  $ 3,753,150  
   

 

 

 
 

Total Long-Term Investments
(cost $11,426,028,259)

  $ 12,110,297,941  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 5.5%  
      Other Investment Pools & Funds - 5.3%  
    671,020,374    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(16)

  $ 671,020,374  
     

 

 

 
      Securities Lending Collateral - 0.2%  
    1,542,447    

Citibank NA DDCA, 0.04%, 5/1/2020(16)

    1,542,447  
    14,179,760    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(16)

    14,179,760  
    8,615,464    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(16)

    8,615,464  
    6,450,112    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(16)

    6,450,112  
     

 

 

 
    30,787,783  
 

 

 

 
   

Total Short-Term Investments
(cost $701,808,157)

  $ 701,808,157  
   

 

 

 
   

Total Investments
(cost $12,127,836,416)

    100.7    $ 12,812,106,098  
   

Other Assets and Liabilities

    (0.7 )%       (88,001,277
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 12,724,104,821  
     

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $1,155,593,819, representing 9.1% of net assets.

 

(3) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $274,360,457, representing 2.2% of net assets.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(4) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(5) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(6) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(7) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(8) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(9) 

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(10) 

Security is a zero-coupon bond.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(12) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $11,679,520.

 

(13) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $9,115,742.

 

(14) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2020, the market value of securities pledged was $72,297.

 

(15) 

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

 

(16) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2020  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

Euro-BOBL Future

     4        06/08/2020      $ 595,923      $ 2,780  

U.S. Treasury 5-Year Note Future

     3,646        06/30/2020            457,516,032        3,461,698  

U.S. Treasury Long Bond Future

     329        06/19/2020        59,559,281        2,550,997  
           

 

 

 

Total

 

   $ 6,015,475  
           

 

 

 
Short position contracts:  

Euro-BUND Future

     113        06/08/2020      $ 21,599,842      $ 40,640  

Euro-BUXL 30-Year Bond Future

     13        06/08/2020        3,122,733        (32,297

U.S. Treasury 2-Year Note Future

     44        06/30/2020        9,698,906        (12,607

U.S. Treasury 10-Year Note Future

     2,287        06/19/2020        318,035,937        (1,216,899

U.S. Treasury 10-Year Ultra Future

     403        06/19/2020        63,283,594        (1,414,293

U.S. Treasury Ultra Bond Future

     167        06/19/2020        37,538,469        (60,441
           

 

 

 

Total

 

   $     (2,695,897
           

 

 

 

Total futures contracts

 

   $ 3,319,578  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counterparty    Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                          
Sell protection:                                                          

CDX.NA.HY.33.V1

   GSC    USD     1,515,000       5.00     12/20/24        Quarterly      $     —      $     (17,168   $     119,263      $     136,431  

CDX.NA.HY.33.V1

   GSC    USD 1,485,000       5.00     12/20/24        Quarterly               (16,828     116,901        133,729  
               

 

 

    

 

 

   

 

 

    

 

 

 

Total credit default swap contracts

             $      $ (33,996   $ 236,164      $ 270,160  
               

 

 

    

 

 

   

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020 – (continued)  

Reference Entity

   Counterparty      Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on single-name issues:

 

                 
Buy protection:                                                            

Deutsche Bank AG

     CBK      EUR     9,000,000       (1.00 %)      06/20/24        Quarterly      $ 364,097      $     $ 500,285      $ 136,188  

Deutsche Bank AG

     MSC      EUR 5,400,000       (1.00 %)      06/20/24        Quarterly        213,763              300,176        86,413  

Deutsche Bank AG

     HSBC      EUR 5,600,000       (1.00 %)      06/20/24        Quarterly        730,673              751,909        21,236  

Realogy Group LLC

     JPM      USD 760,000       (5.00 %)      12/20/24        Quarterly               (37,279     175,631        212,910  
               

 

 

    

 

 

   

 

 

    

 

 

 

Total

                $     1,308,533      $     (37,279   $     1,728,001      $     456,747  
               

 

 

    

 

 

   

 

 

    

 

 

 

Total single-name issues

 

             $ 1,308,533      $ (37,279   $ 1,728,001      $ 456,747  
               

 

 

    

 

 

   

 

 

    

 

 

 

Total OTC contracts

                $ 1,308,533      $ (71,275   $ 1,964,165      $ 726,907  
               

 

 

    

 

 

   

 

 

    

 

 

 

 

(a) 

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

CDX.NA.IG.34.V1

   USD     10,000,000       (1.00 %)      06/20/25        Quarterly      $ 246,694     $ (75,186   $ (321,880
              

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:  
Sell protection:  

CDX.NA.HY.33.V3

   USD     74,928,550       5.00     12/20/24        Quarterly      $ 2,262,202     $ (3,950,021   $ (6,212,223

CDX.NA.HY.34.V1

   USD     1,790,000       5.00     06/20/25        Quarterly        (95,766     (83,482     12,284  
              

 

 

   

 

 

   

 

 

 

Total

 

        $     2,166,436     $     (4,033,503   $     (6,199,939
              

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Buy protection:  

Republic of Turkey

   USD     1,025,000       (1.00 %)      06/20/25        Quarterly      $ 205,775     $ 211,231     $ 5,456  

Staples, Inc.

   USD     750,000       (5.00 %)      12/20/24        Quarterly        4,186       266,444       262,258  
              

 

 

   

 

 

   

 

 

 

Total

 

        $ 209,961     $ 477,675     $ 267,714  
              

 

 

   

 

 

   

 

 

 

Total

 

        $ 2,623,091     $ (3,631,014   $ (6,254,105
              

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  2,145,000      BRL      414,773      USD    JPM      06/02/20     $     $ (21,422
  5,630,000      BRL      1,073,342      USD    HSBC      06/02/20             (40,910
  9,835,000      BRL      2,107,395      USD    MSC      06/02/20                 (303,848
  918,700,000      CLP      1,091,093      USD    GSC      06/17/20       10,671        
  460,700,000      CLP      547,540      USD    BOA      06/17/20       4,961        
  2,900,200,000      COP      703,847      USD    MSC      06/17/20           25,561        
  2,016,000,000      COP      522,009      USD    BOA      06/17/20             (14,979
  4,281,800,000      COP      1,092,112      USD    DEUT      06/17/20             (15,228
  27,440,000      CZK      1,103,794      USD    BOA      06/17/20       6,472        
  13,030,000      CZK      534,213      USD    GSC      06/17/20             (6,998
  734,000      EUR      804,229      USD    BOA      05/29/20       585        
  688,000      EUR      734,800      USD    SCB      06/17/20       19,880        
  419,000      EUR      454,062      USD    SSG      06/17/20       5,547        
  351,000      EUR      379,916      USD    BCLY      06/17/20       5,103        
  875,000      EUR      957,780      USD    MSC      06/17/20       2,024        
  287,000      EUR      313,899      USD    HSBC      06/17/20       917        
  3,779,000      EUR      4,152,384      USD    GSC      06/17/20       19,806       (26,934

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
     Amount and Description of
Currency to be Sold
     Counterparty      Settlement
Date
    Appreciation     Depreciation  
  4,065,000        EUR        4,470,242        USD        JPM        06/17/20     $ 26,846     $ (38,113
  362,700,000        HUF        1,106,245        USD        BOA        06/17/20       20,552        
  173,000,000        HUF        540,372        USD        GSC        06/17/20             (2,914
  123,790,000        INR        1,601,848        USD        MSC        06/17/20       38,330        
  73,216,000        MXN        2,946,698        USD        BCLY        06/17/20       67,783        
  18,773,000        MXN        750,470        USD        BOA        06/17/20       22,460        
  8,525,000        MXN        337,764        USD        CBK        06/17/20       13,231        
  26,660,000        MXN        1,095,699        USD        SSG        06/17/20       1,958        
  31,992,000        MXN        1,325,022        USD        GSC        06/17/20             (7,833
  54,520,000        PHP        1,072,911        USD        BCLY        06/17/20       7,324        
  27,530,000        PHP        540,971        USD        UBS        06/17/20       4,496        
  4,555,000        PLN        1,096,454        USD        BOA        06/17/20       1,131        
  2,220,000        PLN        537,556        USD        GSC        06/17/20             (2,619
  82,010,000        RUB        1,077,508        USD        BOA        06/17/20       19,440        
  41,220,000        RUB        560,816        USD        GSC        06/17/20             (9,466
  2,355,000        SGD        1,656,366        USD        JPM        06/17/20       14,012        
  53,170,000        THB        1,625,563        USD        JPM        06/17/20       17,812        
  2,131,140        USD        9,640,000        BRL        HSBC        06/02/20       363,352        
  3,703,874        USD        18,850,000        BRL        MSC        06/02/20       247,153        
  33,160        USD        149,000        BRL        DEUT        06/02/20       5,836        
  9,830        USD        46,000        BRL        JPM        06/02/20       1,395        
  711,873        USD        2,900,171,000        COP        JPM        06/17/20             (17,528
  16,288,828        USD        15,025,000        EUR        MSC        05/29/20             (185,738
  41,089,536        USD        36,692,000        EUR        DEUT        06/17/20       841,392        
  619,920        USD        564,000        EUR        BCLY        06/17/20       1,476       (219
  1,132        USD        1,000        EUR        CBK        06/17/20       35        
  2,115,808        USD        1,929,000        EUR        JPM        06/17/20       1,959       (2,107
  844,415        USD        776,000        EUR        GSC        06/17/20             (6,794
  1,278,719        USD        1,177,000        EUR        SSG        06/17/20             (12,354
  3,598,097        USD        3,293,000        EUR        BOA        06/17/20             (14,056
  19,773        USD        16,000        GBP        BCLY        05/29/20             (381
  2,070,520        USD        45,920,000        MXN        DEUT        06/17/20       179,881        
  1,691,132        USD        38,640,000        MXN        JPM        06/17/20       100,229        
  752,174        USD        16,388,000        MXN        GSC        06/17/20       77,440        
  2,506,707        USD        60,522,000        MXN        BCLY        06/17/20       14,868        
  1,602,257        USD        82,050,000        PHP        JPM        06/17/20             (23,445
  438,615        USD        34,826,000        RUB        BOA        06/17/20             (27,210
  1,414,993        USD        112,487,000        RUB        JPM        06/17/20             (89,609
  3,232,233        USD        249,935,000        RUB        GSC        06/17/20             (110,844
                

 

 

   

 

 

 
  Total                    $     2,191,918     $     (981,549
                

 

 

   

 

 

 

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 37,518,139     $     $ 37,518,139     $     —  

Banks

     590,851,913           590,851,913              

Capital Goods

         616,440,195       515,818,749           100,621,446        

Consumer Durables & Apparel

     28,678,160       28,678,160              

Consumer Services

     71,191,962       71,191,962              

Diversified Financials

     66,800,438       66,800,438              

Energy

     287,683,905       287,683,905              

Food & Staples Retailing

     19,568,624       19,568,624              

Food, Beverage & Tobacco

     461,070,247       461,070,247              

Health Care Equipment & Services

     216,277,175       216,277,175              

Household & Personal Products

     182,464,134       182,464,134              

Insurance

     365,561,113       365,561,113              

Media & Entertainment

     155,399,896       155,399,896              

Pharmaceuticals, Biotechnology & Life Sciences

     865,106,226       677,068,161       188,038,065        

Real Estate

     170,712,861       170,712,861              

Retailing

     120,607,091       120,607,091              

Semiconductors & Semiconductor Equipment

     259,684,977       259,684,977              

Technology Hardware & Equipment

     247,320,088       247,320,088              

Telecommunication Services

     196,778,232       196,778,232              

Transportation

     114,956,761       114,956,761              

Utilities

     458,940,220       458,940,220              

Preferred Stocks

     665,225       665,225              

Corporate Bonds

     6,006,654,454             6,006,654,454        

Foreign Government Obligations

     469,818,796             469,818,796        

Municipal Bonds

     34,069,357             34,069,357        

Senior Floating Rate Interests

     18,431,123             18,431,123        

U.S. Government Securities

     32,344,419             32,344,419        

Convertible Bonds

     10,949,060             10,949,060        

Escrows

     3,753,150             3,753,150        

Short-Term Investments

     701,808,157       701,808,157              

Foreign Currency Contracts(2)

     2,191,918             2,191,918        

Futures Contracts(2)

     6,056,115       6,056,115              

Swaps - Credit Default(2)

     1,006,905             1,006,905        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     12,821,361,036     $     5,915,964,204     $     6,905,396,832     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (981,549   $     $ (981,549   $  

Futures Contracts(2)

     (2,736,537     (2,736,537            

Swaps - Credit Default(2)

     (6,534,103           (6,534,103      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (10,252,189   $ (2,736,537   $ (7,515,652   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1%  
          Asset-Backed - Automobile - 0.2%  
$     20,000    

AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025

  $ 19,053  
    15,000    

Drive Auto Receivables Trust 2.70%, 02/16/2027

    14,285  
   

Exeter Automobile Receivables Trust

 

    70,000    

2.58%, 09/15/2025(1)

    64,916  
    15,000    

2.73%, 12/15/2025(1)

    13,109  
    39,132    

First Investors Auto Owner Trust 2.21%, 09/16/2024(1)

    39,304  
    30,000    

Santander Drive Auto Receivables Trust 2.68%, 10/15/2025

    29,023  
    50,000    

Westlake Automobile Receivables Trust 2.72%, 11/15/2024(1)

    47,053  
     

 

 

 
        226,743  
     

 

 

 
          Asset-Backed - Finance & Insurance - 0.7%  
   

Domino’s Pizza Master Issuer LLC

 

    48,750    

3.08%, 07/25/2047(1)

    48,515  
    147,375    

4.12%, 07/25/2048(1)

    151,152  
    39,438    

GLS Auto Receivables Issuer Trust 2.47%, 11/15/2023(1)

    39,306  
    100,000    

Lendmark Funding Trust 2.78%, 04/20/2028(1)

    89,009  
    30,919    

Long Beach Mortgage Loan Trust 0.66%, 12/25/2036, 1 mo. USD LIBOR + 0.170%(2)

    13,926  
    4,649    

SoFi Consumer Loan Program LLC 3.05%, 12/26/2025(1)

    4,622  
    68,958    

SoFi Consumer Loan Program Trust 2.45%, 08/25/2028(1)

    68,439  
    100,000    

SPS Servicer Advance Receivables Trust
2.32%, 10/15/2052(1)

    97,783  
    219,882    

Symphony CLO Ltd. 2.26%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2)

    215,550  
    47,260    

Towd Point Mortgage Trust 2.75%, 10/25/2056(1)(3)

    47,514  
   

Vantage Data Centers Issuer LLC

 

    24,833    

3.19%, 07/15/2044(1)

    23,467  
    34,242    

4.07%, 02/16/2043(1)

    34,718  
     

 

 

 
        834,001  
     

 

 

 
          Asset-Backed - Home Equity - 0.2%  
    105,408    

GSAA Home Equity Trust 0.58%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)

    40,895  
    361,576    

Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(4)

    135,058  
    40,000    

Soundview Home Loan Trust 0.74%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)

    33,574  
     

 

 

 
        209,527  
     

 

 

 
          Commercial Mortgage - Backed Securities - 0.8%  
    961,472    

Benchmark Mortgage Trust 0.69%, 07/15/2051(3)(5)

    29,284  
    100,000    

Commercial Mortgage Trust 1.71%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2)

    90,477  
    1,594,704    

DBGS Mortgage Trust 0.34%, 10/15/2051(3)(5)

    22,551  
    40,000    

DBJPM 16-C1 Mortgage Trust 3.04%, 05/10/2049

    41,287  
   

GS Mortgage Securities Trust

 

    62,000    

2.78%, 10/10/2049

    63,580  
    46,000    

3.14%, 06/10/2046

    47,388  
    15,000    

JP Morgan Chase Commercial Mortgage Securities Trust 2.81%, 01/16/2037(1)

    15,061  
    65,000    

JPMDB Commercial Mortgage Securities Trust 2.99%, 12/15/2049

    67,532  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 

    40,000    

3.74%, 08/15/2047

    41,885  
    40,977    

3.77%, 11/15/2046

    42,551  
   

Morgan Stanley Capital Trust

 

    991,083    

1.00%, 07/15/2051(3)(5)

    48,446  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1% - (continued)  
          Commercial Mortgage - Backed Securities - 0.8% - (continued)  
$     307,911    

1.59%, 06/15/2050(3)(5)

  $ 20,019  
    40,000    

3.78%, 05/15/2048(3)

    42,274  
    60,000    

SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1)

    59,274  
   

Wells Fargo Bank N.A.

 

    966,326    

0.66%, 08/15/2061(3)(5)

    28,415  
    70,000    

3.18%, 09/15/2060

    74,628  
   

Wells Fargo Commercial Mortgage Trust

 

    65,000    

2.79%, 07/15/2048

    66,649  
    45,000    

3.15%, 05/15/2048

    47,028  
    15,000    

4.30%, 05/15/2048(3)

    10,634  
   

WF-RBS Commercial Mortgage Trust

 

    48,001    

2.87%, 11/15/2045

    48,528  
    39,000    

3.07%, 06/15/2046

    39,676  
     

 

 

 
        947,167  
     

 

 

 
          Diversified Financial Services - 0.2%  
    248,021    

Carlyle Global Market Strategies CLO Ltd. 2.04%, 07/27/2031, 3 mo. USD LIBOR + 1.050%(1)(2)

    238,795  
     

 

 

 
          Other Asset Backed Securities - 0.3%  
    250,000    

Dewolf Park CLO Ltd. 2.43%, 10/15/2030, 3 mo. USD LIBOR + 1.210%(1)(2)

    242,005  
    75,139    

Marlette Funding Trust 2.39%, 12/17/2029(1)

    73,339  
    100,000    

OnDeck Asset Securitization Trust LLC 2.65%, 11/18/2024(1)

    100,126  
    12,480    

Towd Point Mortgage Trust 3.00%, 11/25/2057(1)(3)

    12,502  
     

 

 

 
        427,972  
     

 

 

 
          Whole Loan Collateral CMO - 1.7%  
   

Alternative Loan Trust

 

    46,009    

0.63%, 04/25/2047, 1 mo. USD LIBOR + 0.140%(2)

    38,897  
    33,277    

0.94%, 03/01/2038, 1 mo. USD LIBOR + 0.450%(2)

    27,591  
    38,099    

3.22%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)

    31,401  
   

Angel Oak Mortgage Trust LLC

 

    57,341    

2.59%, 10/25/2049(1)(3)

    57,735  
    28,716    

3.65%, 09/25/2048(1)(3)

    28,705  
    80,579    

Arroyo Mortgage Trust 2.96%, 10/25/2048(1)(3)

    79,943  
    37,522    

Bear Stearns Alt-A Trust 0.81%, 08/25/2036, 1 mo. USD LIBOR + 0.320%(2)

    41,256  
    38,427    

Bunker Hill Loan Depositary Trust 2.88%, 07/25/2049(1)(4)

    37,870  
    11,021    

CHL Mortgage Pass-Through Trust 3.49%, 03/20/2036(3)

    9,605  
    96,911    

Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4)

    90,160  
   

COLT Mortgage Loan Trust

 

    28,085    

3.47%, 07/27/2048(1)(3)

    28,103  
    38,191    

3.69%, 10/26/2048(1)(3)

    38,507  
   

Fannie Mae Connecticut Avenue Securities

 

    106,443    

2.69%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(2)

    98,555  
    130,000    

3.49%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(2)

    122,991  
    46,466    

5.49%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(2)

    40,572  
    44,058    

6.04%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)

    44,501  
    75,743    

GCAT LLC 2.99%, 02/25/2059(1)(4)

    76,865  
    90,828    

GCAT Trust 2.65%, 10/25/2068(1)(3)

    90,177  
   

Mill City Mortgage Loan Trust

 

    53,887    

2.75%, 01/25/2061(1)(3)

    54,433  
    85,551    

3.25%, 10/25/2069(1)(3)

    87,927  
    77,948    

3.50%, 08/25/2058(1)(3)

    80,468  
   

New Residential Advance Receivables Trust

 

    100,000    

2.33%, 10/15/2051(1)

    97,867  
    110,000    

2.43%, 10/15/2051(1)

    108,560  
   

New Residential Mortgage Loan Trust

 

    66,092    

3.25%, 09/25/2056(1)(3)

    67,098  
    75,299    

3.50%, 12/25/2057(1)(3)

    77,876  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1% - (continued)  
          Whole Loan Collateral CMO - 1.7% - (continued)  
$     68,842    

3.60%, 04/25/2049(1)(3)

  $ 70,537  
    58,923    

3.68%, 01/25/2049(1)(3)

    58,403  
    54,512    

3.75%, 11/25/2056(1)(3)

    55,578  
    72,823    

Nomura Asset Acceptance Corp. Alternative Loan Trust 4.16%, 06/25/2036(3)

    60,402  
    42,047    

Residential Accredit Loans, Inc. 0.74%, 08/25/2037, 1 mo. USD LIBOR + 0.250%(2)

    35,928  
    33,454    

Residential Asset Securitization Trust 5.50%, 06/25/2035

    27,394  
   

Seasoned Credit Risk Transfer Trust

 

    34,146    

2.50%, 08/25/2059

    35,183  
    9,734    

3.50%, 10/25/2058

    10,837  
    92,610    

Towd Point Mortgage Trust 2.90%, 10/25/2059(1)(3)

    95,388  
    90,511    

Verus Securitization Trust 3.14%, 11/25/2059(1)(3)

    93,894  
     

 

 

 
        2,101,207  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $5,171,303)

  $ 4,985,412  
     

 

 

 
CORPORATE BONDS - 5.9%  
          Aerospace/Defense - 0.2%  
   

Boeing Co.

 
    10,000    

3.25%, 02/01/2035

  $ 8,283  
    165,000    

5.04%, 05/01/2027

    165,000  
    48,000    

L3Harris Technologies, Inc. 4.40%, 06/15/2028(1)

    54,207  
    10,000    

Lockheed Martin Corp. 3.80%, 03/01/2045

    12,050  
    25,000    

United Technologies Corp. 4.45%, 11/16/2038

    31,122  
     

 

 

 
        270,662  
     

 

 

 
          Agriculture - 0.1%  
   

Altria Group, Inc.

 
    45,000    

3.88%, 09/16/2046

    43,947  
    5,000    

4.80%, 02/14/2029

    5,596  
    10,000    

Archer-Daniels-Midland Co. 3.25%, 03/27/2030

    11,028  
    10,000    

BAT Capital Corp. 4.91%, 04/02/2030

    11,257  
    55,000    

Reynolds American, Inc. 4.85%, 09/15/2023

    59,725  
     

 

 

 
        131,553  
     

 

 

 
          Auto Manufacturers - 0.1%  
    120,000    

General Motors Co. 6.75%, 04/01/2046

    111,403  
     

 

 

 
          Beverages - 0.3%  
   

Anheuser-Busch InBev Worldwide, Inc.

 
    128,000    

3.75%, 07/15/2042

    130,827  
    25,000    

4.75%, 01/23/2029

    28,922  
    40,000    

Coca-Cola Co. 1.45%, 06/01/2027

    40,009  
   

Constellation Brands, Inc.

 

    5,000    

2.88%, 05/01/2030

    5,083  
    5,000    

3.15%, 08/01/2029

    5,174  
    30,000    

3.60%, 02/15/2028

    32,043  
    5,000    

Keurig Dr Pepper, Inc. 3.20%, 05/01/2030

    5,327  
    17,000    

Molson Coors Brewing Co. 3.00%, 07/15/2026

    16,871  
   

PepsiCo, Inc.

 

    75,000    

1.63%, 05/01/2030

    74,197  
    5,000    

2.63%, 03/19/2027(6)

    5,399  
     

 

 

 
        343,852  
     

 

 

 
          Biotechnology - 0.1%  
   

Amgen, Inc.

 

    10,000    

1.90%, 02/21/2025

    10,234  
    15,000    

2.20%, 02/21/2027

    15,400  
    20,000    

2.45%, 02/21/2030

    20,612  
    20,000    

2.65%, 05/11/2022

    20,566  
    40,000    

Gilead Sciences, Inc. 2.55%, 09/01/2020

    40,242  
     

 

 

 
        107,054  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Chemicals - 0.1%  
   

Air Products and Chemicals, Inc.

 

$     5,000    

1.50%, 10/15/2025

  $ 5,044  
    5,000    

1.85%, 05/15/2027

    5,066  
    5,000    

Dow Chemical Co. 4.80%, 05/15/2049

    5,720  
    30,000    

DuPont de Nemours, Inc. 4.21%, 11/15/2023

    32,433  
    5,000    

LYB International Finance LLC 2.88%, 05/01/2025

    5,058  
    10,000    

Methanex Corp. 5.65%, 12/01/2044

    6,842  
   

Sherwin-Williams Co.

 

    10,000    

2.30%, 05/15/2030

    9,872  
    5,000    

2.95%, 08/15/2029

    5,184  
    30,000    

3.13%, 06/01/2024

    31,470  
    10,000    

3.30%, 05/15/2050

    10,233  
    5,000    

4.50%, 06/01/2047

    6,045  
     

 

 

 
        122,967  
     

 

 

 
          Commercial Banks - 1.0%  
   

Bank of America Corp.

 

    130,000    

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(7)

    146,172  
    70,000    

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(7)

    84,056  
   

Bank of New York Mellon Corp.

 

    5,000    

1.95%, 08/23/2022

    5,090  
    10,000    

2.45%, 08/17/2026

    10,450  
    20,000    

2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634% thereafter)(7)

    20,547  
   

Citigroup, Inc.

 

    25,000    

3.20%, 10/21/2026

    26,335  
    80,000    

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(7)

    88,118  
    20,000    

Fifth Third Bancorp 2.38%, 01/28/2025

    20,311  
   

Goldman Sachs Group, Inc.

 

    95,000    

3.50%, 01/23/2025

    100,472  
    25,000    

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(7)

    27,443  
   

JP Morgan Chase & Co.

 

    40,000    

2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(7)

    40,832  
    115,000    

2.95%, 10/01/2026

    120,601  
    10,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. SOFR + 2.460% thereafter)(7)

    10,378  
    10,000    

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(7)

    10,355  
    30,000    

KeyCorp. 2.55%, 10/01/2029

    28,918  
    215,000    

Morgan Stanley 2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(7)

    221,280  
   

PNC Financial Services Group, Inc.

 

    45,000    

2.55%, 01/22/2030

    46,050  
    20,000    

3.45%, 04/23/2029

    21,991  
    35,000    

Santander Holdings USA, Inc. 3.40%, 01/18/2023

    35,231  
   

State Street Corp.

 

    30,000    

2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(2)(7)

    30,873  
    10,000    

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(7)

    10,621  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Commercial Banks - 1.0% - (continued)  
$     10,000    

3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770% thereafter)(7)

  $ 10,829  
   

Wells Fargo & Co.

 

    55,000    

3.00%, 02/19/2025

    57,594  
    50,000    

3.00%, 10/23/2026

    52,316  
    20,000    

4.75%, 12/07/2046

    23,711  
     

 

 

 
        1,250,574  
     

 

 

 
          Commercial Services - 0.0%  
   

Equifax, Inc.

 

    5,000    

2.60%, 12/15/2025

    5,064  
    5,000    

3.10%, 05/15/2030

    5,045  
    10,000    

ERAC USA Finance LLC 7.00%, 10/15/2037(1)

    12,849  
    10,000    

Global Payments, Inc. 3.20%, 08/15/2029

    10,295  
     

 

 

 
        33,253  
     

 

 

 
          Construction Materials - 0.0%  
    40,000    

Carrier Global Corp. 2.24%, 02/15/2025(1)

    39,706  
     

 

 

 
          Diversified Financial Services - 0.1%  
   

American Express Co.

 

    12,000    

3.63%, 12/05/2024

    12,754  
    20,000    

4.20%, 11/06/2025

    22,522  
    35,000    

BlackRock, Inc. 1.90%, 01/28/2031

    34,989  
     

 

 

 
        70,265  
     

 

 

 
          Electric - 0.4%  
    10,000    

Alabama Power Co. 4.15%, 08/15/2044

    12,077  
    10,000    

Cleco Corporate Holdings LLC 3.74%, 05/01/2026

    10,096  
    30,000    

Commonwealth Edison Co. 2.55%, 06/15/2026

    31,904  
    20,000    

Dominion Energy South Carolina, Inc. 5.10%, 06/01/2065

    28,609  
    35,000    

Duke Energy Florida LLC 3.40%, 10/01/2046

    39,124  
    15,000    

Duke Energy Indiana LLC 3.25%, 10/01/2049

    16,602  
    5,000    

Evergy, Inc. 2.45%, 09/15/2024

    5,180  
    15,000    

Exelon Corp. 2.45%, 04/15/2021

    15,114  
    5,000    

Fortis, Inc. 3.06%, 10/04/2026

    5,078  
    55,000    

Georgia Power Co. 2.10%, 07/30/2023

    56,739  
    5,000    

National Rural Utilities Cooperative Finance Corp. 3.40%, 02/07/2028

    5,487  
    30,000    

Oglethorpe Power Corp. 5.05%, 10/01/2048

    34,137  
    15,000    

Oncor Electric Delivery Co. LLC 2.95%, 04/01/2025

    16,141  
    5,000    

PacifiCorp 4.13%, 01/15/2049

    6,310  
    40,000    

Puget Energy, Inc. 3.65%, 05/15/2025

    40,056  
    5,000    

Sempra Energy 4.00%, 02/01/2048

    5,656  
    40,000    

Sierra Pacific Power Co. 2.60%, 05/01/2026

    42,415  
   

Southern California Edison Co.

 

    20,000    

2.25%, 06/01/2030

    19,678  
    5,000    

3.65%, 02/01/2050

    5,436  
    15,000    

4.13%, 03/01/2048

    17,170  
   

Southern Co.

 

    55,000    

3.25%, 07/01/2026

    58,679  
    20,000    

3.70%, 04/30/2030

    22,170  
    15,000    

Xcel Energy, Inc. 3.50%, 12/01/2049

    16,461  
     

 

 

 
        510,319  
     

 

 

 
          Entertainment - 0.0%  
    15,000    

GLP Capital L.P. / GLP Financing II, Inc. 5.30%, 01/15/2029

    14,391  
     

 

 

 
          Environmental Control - 0.0%  
   

Waste Management, Inc.

 

    15,000    

3.45%, 06/15/2029

    17,042  
    10,000    

4.15%, 07/15/2049

    12,717  
     

 

 

 
        29,759  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Food - 0.1%  
$     15,000    

Conagra Brands, Inc. 4.85%, 11/01/2028

  $ 17,579  
    15,000    

General Mills, Inc. 2.88%, 04/15/2030

    16,047  
    20,000    

Philip Morris International, Inc. 2.10%, 05/01/2030

    19,834  
    10,000    

Sysco Corp. 5.95%, 04/01/2030

    11,818  
     

 

 

 
        65,278  
     

 

 

 
          Gas - 0.1%  
    25,000    

Dominion Energy Gas Holdings LLC 2.50%, 11/15/2024

    25,947  
   

NiSource, Inc.

 

    15,000    

3.49%, 05/15/2027

    16,122  
    25,000    

3.60%, 05/01/2030

    27,893  
    25,000    

Sempra Energy 3.40%, 02/01/2028

    26,310  
     

 

 

 
        96,272  
     

 

 

 
          Healthcare - Products - 0.1%  
    10,000    

Baxter International, Inc. 3.95%, 04/01/2030(1)

    11,632  
    19,000    

Becton Dickinson and Co. 3.36%, 06/06/2024

    20,198  
    17,000    

Thermo Fisher Scientific, Inc. 2.95%, 09/19/2026

    18,394  
    15,000    

Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026

    15,156  
     

 

 

 
        65,380  
     

 

 

 
          Healthcare - Services - 0.1%  
   

Anthem, Inc.

 

    10,000    

2.25%, 05/15/2030

    9,962  
    45,000    

2.88%, 09/15/2029

    46,817  
    5,000    

4.38%, 12/01/2047

    5,924  
    15,000    

CommonSpirit Health 2.76%, 10/01/2024

    14,730  
   

UnitedHealth Group, Inc.

 

    15,000    

2.38%, 08/15/2024

    15,794  
    10,000    

2.88%, 08/15/2029

    10,839  
    10,000    

3.50%, 08/15/2039

    11,173  
    10,000    

4.75%, 07/15/2045

    13,262  
     

 

 

 
        128,501  
     

 

 

 
          Household Products - 0.0%  
    5,000    

Estee Lauder Cos., Inc. 2.60%, 04/15/2030

    5,212  
     

 

 

 
          Insurance - 0.1%  
    21,000    

Berkshire Hathaway Finance Corp. 4.20%, 08/15/2048

    26,447  
   

Marsh & McLennan Cos., Inc.

 

    73,000    

3.88%, 03/15/2024

    79,408  
    5,000    

4.75%, 03/15/2039

    6,247  
    3,000    

Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(1)

    3,046  
    5,000    

New York Life Insurance Co. 3.75%, 05/15/2050(1)

    5,672  
    15,000    

Progressive Corp. 3.20%, 03/26/2030

    16,755  
    20,000    

Willis North America, Inc. 2.95%, 09/15/2029

    20,324  
     

 

 

 
        157,899  
     

 

 

 
          Internet - 0.1%  
    75,000    

Amazon.com, Inc. 3.15%, 08/22/2027

    84,252  
     

 

 

 
          Iron/Steel - 0.0%  
    70,000    

United States Steel Corp. 6.25%, 03/15/2026(6)

    44,506  
     

 

 

 
          IT Services - 0.1%  
   

Apple, Inc.

 

    55,000    

2.20%, 09/11/2029

    58,483  
    5,000    

3.35%, 02/09/2027

    5,604  
    100,000    

International Business Machines Corp. 3.30%, 05/15/2026

    110,259  
     

 

 

 
        174,346  
     

 

 

 
          Machinery - Construction & Mining - 0.0%  
    20,000    

Caterpillar, Inc. 2.60%, 04/09/2030

    21,201  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Machinery - Diversified - 0.1%  
   

John Deere Capital Corp.

 

$     5,000    

1.20%, 04/06/2023

  $ 5,040  
    5,000    

1.75%, 03/09/2027

    5,014  
    70,000    

Otis Worldwide Corp. 2.57%, 02/15/2030(1)

    70,542  
     

 

 

 
        80,596  
     

 

 

 
          Media - 0.3%  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 

    15,000    

2.80%, 04/01/2031

    15,103  
    10,000    

5.13%, 07/01/2049

    11,902  
   

Comcast Corp.

 

    50,000    

3.20%, 07/15/2036

    54,468  
    10,000    

3.40%, 07/15/2046

    11,062  
    10,000    

4.70%, 10/15/2048

    13,114  
    5,000    

4.75%, 03/01/2044

    6,484  
    5,000    

4.95%, 10/15/2058

    7,092  
   

Cox Communications, Inc.

 

    7,000    

3.15%, 08/15/2024(1)

    7,398  
    35,000    

3.35%, 09/15/2026(1)

    37,237  
    6,000    

4.50%, 06/30/2043(1)

    6,565  
   

Discovery Communications LLC

 

    40,000    

3.95%, 03/20/2028

    42,088  
    15,000    

5.30%, 05/15/2049

    17,390  
    65,000    

Time Warner Cable LLC 4.50%, 09/15/2042

    68,639  
   

ViacomCBS, Inc.

 

    20,000    

4.25%, 09/01/2023

    21,015  
    50,000    

4.95%, 01/15/2031

    53,301  
     

 

 

 
        372,858  
     

 

 

 
          Miscellaneous Manufacturing - 0.0%  
    5,000    

3M Co. 3.05%, 04/15/2030

    5,459  
    20,000    

General Electric Co. 3.63%, 05/01/2030

    20,074  
    19,000    

Parker-Hannifin Corp. 2.70%, 06/14/2024

    19,416  
     

 

 

 
        44,949  
     

 

 

 
          Oil & Gas - 0.6%  
   

BP Capital Markets America, Inc.

 

    10,000    

3.54%, 04/06/2027

    10,541  
    10,000    

3.63%, 04/06/2030

    10,779  
   

Callon Petroleum Co.

 

    90,000    

6.25%, 04/15/2023

    18,675  
    5,000    

6.38%, 07/01/2026

    800  
    10,000    

Canadian Natural Resources Ltd. 6.50%, 02/15/2037

    9,882  
    145,000    

Centennial Resource Production LLC 5.38%, 01/15/2026(1)

    43,500  
    5,000    

EOG Resources, Inc. 4.38%, 04/15/2030

    5,551  
    70,000    

EQT Corp. 6.13%, 02/01/2025

    66,675  
   

Equinor ASA

 

    15,000    

3.63%, 04/06/2040

    16,220  
    10,000    

3.70%, 04/06/2050

    11,132  
   

Exxon Mobil Corp.

 

    25,000    

4.23%, 03/19/2040

    29,966  
    20,000    

4.33%, 03/19/2050

    24,479  
    5,000    

Hess Corp. 5.60%, 02/15/2041

    4,374  
    160,000    

Matador Resources Co. 5.88%, 09/15/2026

    80,000  
    225,000    

Nostrum Oil & Gas Finance B.V. 8.00%, 07/25/2022(8)

    51,795  
   

PDC Energy, Inc.

 

    120,000    

5.75%, 05/15/2026

    91,524  
    40,000    

6.13%, 09/15/2024

    31,400  
    5,000    

Phillips 66 3.85%, 04/09/2025

    5,237  
   

Southwestern Energy Co.

 

    65,000    

7.50%, 04/01/2026

    58,337  
    25,000    

7.75%, 10/01/2027(6)

    21,755  
    5,000    

Valero Energy Corp. 2.85%, 04/15/2025

    4,959  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Oil & Gas - 0.6% - (continued)  
$     85,000    

Viper Energy Partners L.P. 5.38%, 11/01/2027(1)

  $ 76,075  
     

 

 

 
        673,656  
     

 

 

 
          Pharmaceuticals - 0.4%  
    50,000    

AbbVie, Inc. 2.95%, 11/21/2026(1)

    52,772  
    5,000    

Allergan Funding SCS 4.55%, 03/15/2035

    5,773  
   

Bristol-Myers Squibb Co.

 

    15,000    

3.20%, 06/15/2026(1)

    16,553  
    10,000    

3.40%, 07/26/2029(1)

    11,443  
   

Cigna Corp.

 

    10,000    

2.40%, 03/15/2030

    10,108  
    29,000    

3.05%, 10/15/2027(1)

    30,320  
    30,000    

3.75%, 07/15/2023

    32,047  
   

CVS Health Corp.

 

    25,000    

3.00%, 08/15/2026

    26,551  
    35,000    

5.13%, 07/20/2045

    43,748  
    50,000    

GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025

    55,972  
    35,000    

Johnson & Johnson 2.45%, 03/01/2026

    37,753  
    26,000    

Merck & Co., Inc. 3.40%, 03/07/2029

    29,985  
   

Novartis Capital Corp.

 

    35,000    

2.00%, 02/14/2027

    37,064  
    25,000    

2.20%, 08/14/2030

    26,520  
    10,000    

Pfizer, Inc. 2.63%, 04/01/2030

    10,860  
    12,000    

Shire Acquisitions Investments Ireland DAC 2.88%, 09/23/2023

    12,478  
     

 

 

 
        439,947  
     

 

 

 
          Pipelines - 0.3%  
   

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.

 

    50,000    

5.38%, 09/15/2024

    39,000  
    140,000    

5.75%, 03/01/2027(1)

    103,600  
   

Energy Transfer Operating L.P.

 

    5,000    

3.75%, 05/15/2030

    4,551  
    40,000    

4.95%, 06/15/2028

    39,150  
    5,000    

6.13%, 12/15/2045

    4,804  
    40,000    

EnLink Midstream LLC 5.38%, 06/01/2029

    24,800  
    60,000    

EnLink Midstream Partners L.P. 4.85%, 07/15/2026

    36,600  
   

MPLX L.P.

 

    20,000    

4.00%, 03/15/2028

    18,964  
    15,000    

4.13%, 03/01/2027

    14,505  
    5,000    

5.20%, 03/01/2047

    4,665  
    5,000    

5.20%, 12/01/2047(1)

    4,564  
    5,000    

5.50%, 02/15/2049

    4,961  
    5,000    

Phillips 66 Partners L.P. 3.15%, 12/15/2029

    4,522  
   

Sunoco Logistics Partners Operations L.P.

 

    10,000    

5.30%, 04/01/2044

    8,685  
    10,000    

5.35%, 05/15/2045

    8,967  
    15,000    

Texas Eastern Transmission L.P. 2.80%, 10/15/2022(1)

    14,850  
   

TransCanada PipeLines Ltd.

 

    20,000    

4.10%, 04/15/2030

    21,660  
    25,000    

4.75%, 05/15/2038(6)

    26,608  
     

 

 

 
        385,456  
     

 

 

 
          Real Estate Investment Trusts - 0.1%  
    20,000    

American Tower Corp. 2.40%, 03/15/2025

    20,600  
    25,000    

SBA Tower Trust 2.84%, 01/15/2025(1)

    25,460  
    20,000    

Welltower, Inc. 2.70%, 02/15/2027

    19,384  
     

 

 

 
        65,444  
     

 

 

 
          Retail - 0.2%  
   

Alimentation Couche-Tard, Inc.

 

    5,000    

2.95%, 01/25/2030(1)

    4,894  
    5,000    

3.80%, 01/25/2050(1)

    4,692  
    20,000    

AutoZone, Inc. 3.63%, 04/15/2025

    21,422  
    30,000    

Costco Wholesale Corp. 1.60%, 04/20/2030

    29,774  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Retail - 0.2% - (continued)  
   

Home Depot, Inc.

 

$     10,000    

2.50%, 04/15/2027

  $ 10,576  
    15,000    

3.35%, 09/15/2025

    16,686  
    11,000    

3.50%, 09/15/2056

    12,450  
    10,000    

Lowe’s Cos., Inc. 3.70%, 04/15/2046

    10,876  
   

McDonald’s Corp.

 

    15,000    

3.35%, 04/01/2023

    15,950  
    15,000    

3.63%, 09/01/2049

    16,418  
    7,000    

3.70%, 02/15/2042

    7,595  
    15,000    

4.20%, 04/01/2050

    17,864  
    15,000    

Starbucks Corp. 3.80%, 08/15/2025

    16,402  
    20,000    

Walmart, Inc. 3.40%, 06/26/2023

    21,593  
     

 

 

 
        207,192  
     

 

 

 
          Semiconductors - 0.3%  
    70,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027

    72,974  
    65,000    

Broadcom, Inc. 5.00%, 04/15/2030(1)

    73,111  
   

Intel Corp.

 

    45,000    

2.45%, 11/15/2029

    47,671  
    15,000    

2.60%, 05/19/2026

    16,104  
    10,000    

Lam Research Corp. 1.90%, 06/15/2030

    9,993  
    20,000    

NVIDIA Corp. 2.85%, 04/01/2030

    21,792  
   

NXP B.V. / NXP Funding LLC

 

    40,000    

4.88%, 03/01/2024(1)

    43,425  
    5,000    

5.35%, 03/01/2026(1)

    5,656  
    5,000    

5.55%, 12/01/2028(1)

    5,710  
   

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

    5,000    

3.15%, 05/01/2027

    5,052  
    10,000    

4.30%, 06/18/2029(1)

    10,611  
     

 

 

 
        312,099  
     

 

 

 
          Software - 0.1%  
   

Fidelity National Information Services, Inc.

 

    15,000    

3.00%, 08/15/2026

    15,925  
    12,000    

3.75%, 05/21/2029

    13,471  
    25,000    

Fiserv, Inc. 3.20%, 07/01/2026

    26,770  
    25,000    

Microsoft Corp. 4.25%, 02/06/2047

    33,500  
   

Oracle Corp.

 

    25,000    

2.65%, 07/15/2026

    26,614  
    20,000    

3.80%, 11/15/2037

    22,773  
    10,000    

salesforce.com, Inc. 3.25%, 04/11/2023

    10,657  
     

 

 

 
        149,710  
     

 

 

 
          Telecommunications - 0.3%  
   

AT&T, Inc.

 
    10,000    

2.95%, 07/15/2026

    10,480  
    35,000    

4.35%, 06/15/2045

    38,367  
    160,000    

Nokia Oyj 6.63%, 05/15/2039

    170,800  
   

T-Mobile USA, Inc.

 
    30,000    

3.50%, 04/15/2025(1)

    31,723  
    35,000    

3.88%, 04/15/2030(1)

    38,410  
    10,000    

4.50%, 04/15/2050(1)

    11,704  
   

Verizon Communications, Inc.

 
    15,000    

3.15%, 03/22/2030

    16,630  
    5,000    

4.00%, 03/22/2050

    6,228  
    65,000    

4.13%, 08/15/2046

    79,901  
   

Vodafone Group plc

 

    10,000    

4.25%, 09/17/2050

    10,879  
    6,000    

4.38%, 02/19/2043

    6,761  
     

 

 

 
        421,883  
     

 

 

 
          Transportation - 0.1%  
   

CSX Corp.

 
    45,000    

2.40%, 02/15/2030

    46,271  
    20,000    

3.25%, 06/01/2027

    21,614  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 5.9% - (continued)  
          Transportation - 0.1% - (continued)  
   

FedEx Corp.

 
$     5,000    

3.30%, 03/15/2027

  $ 5,097  
    25,000    

3.80%, 05/15/2025

    26,778  
    25,000    

4.25%, 05/15/2030

    27,297  
    5,000    

Norfolk Southern Corp. 3.40%, 11/01/2049

    5,356  
    17,000    

Union Pacific Corp. 4.10%, 09/15/2067

    19,411  
     

 

 

 
    151,824  
     

 

 

 
          Water - 0.0%  
   

American Water Capital Corp.

 
    15,000    

3.75%, 09/01/2028

    16,941  
    10,000    

4.15%, 06/01/2049

    12,494  
     

 

 

 
    29,435  
 

 

 

 
 

Total Corporate Bonds
(cost $7,436,489)

  $ 7,213,654  
   

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 8.4%  
      Australia - 0.3%  
AUD     370,000    

Australia Government Bond 3.00%, 03/21/2047(8)

  $ 311,241  
     

 

 

 
      Canada - 0.8%  
 

Canadian Government Bond

 
CAD     250,000    

2.75%, 12/01/2048

    250,921  
    240,102    

3.00%, 12/01/2036(9)

    252,218  
 

Canadian Government Real Return Bond

 

    135,302    

4.00%, 12/01/2031(9)

    142,055  
    359,773    

4.25%, 12/01/2026(9)

    327,390  
     

 

 

 
    972,584  
 

 

 

 
      Germany - 2.1%  
EUR     1,058,813    

Deutsche Bundesrepublik Inflation Linked Bond 0.10%, 04/15/2026(8)(9)

    1,241,853  
    1,014,321    

0.50%, 04/15/2030(8)(9)

    1,295,170  
     

 

 

 
        2,537,023  
 

 

 

 
          Greece - 0.1%  
    50,935,000    

Hellenic Republic Government Bond 0.00%, 10/15/2042(3)

    146,799  
     

 

 

 
          Hungary - 0.0%  
$     6,000    

Hungary Government International Bond 6.38%, 03/29/2021

    6,230  
     

 

 

 
      Indonesia - 0.2%  
IDR     4,436,000,000    

Indonesia Treasury Bond 6.50%, 06/15/2025

    288,497  
     

 

 

 
      Italy - 0.1%  
EUR     103,910    

Italy Buoni Poliennali Del Tesoro 1.25%, 09/15/2032(1)(8)(9)

    109,685  
     

 

 

 
      Japan - 1.4%  
JPY     187,078,886    

Japanese Government CPI Linked Bond 0.10%, 03/10/2029(9)

    1,733,681  
     

 

 

 
      Mexico - 0.5%  
MXN     13,207,600    

Mexican Bonos 8.00%, 11/07/2047

    564,544  
     

 

 

 
      New Zealand - 0.3%  
NZD     590,000    

New Zealand Government Bond 3.00%, 04/20/2029

    432,560  
     

 

 

 
      Peru - 0.0%  
$     5,000    

Peruvian Government International Bond 2.39%, 01/23/2026

    5,100  
     

 

 

 
      Russia - 1.2%  
RUB     106,532,753    

Russian Federal Inflation Linked Bond - OFZ 2.50%, 02/02/2028(9)

    1,417,022  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 8.4% - (continued)  
      South Korea - 1.2%  
KRW     215,617,329    

Inflation Linked Korea Treasury Bond 1.75%, 06/10/2028(9)

  $ 183,180  
   

Korea Treasury Bond

 

    1,224,570,000    

1.38%, 12/10/2029

    990,614  
    412,850,000    

1.88%, 06/10/2029

    347,990  
     

 

 

 
    1,521,784  
 

 

 

 
      Spain - 0.1%  
EUR     100,000    

Spain Government Bond 2.70%, 10/31/2048(1)(8)

    140,904  
     

 

 

 
      Thailand - 0.1%  
THB     3,479,347    

Thailand Government Bond 1.25%, 03/12/2028(8)(9)

    95,833  
     

 

 

 
 

Total Foreign Government Obligations
(cost $10,920,260)

  $ 10,283,487  
   

 

 

 
MUNICIPAL BONDS - 0.2%  
      Development - 0.1%  
$     30,000    

California State, GO Taxable 7.30%, 10/01/2039

  $ 47,564  
    45,000    

New York Transportation Dev Corp. Rev 4.25%, 09/01/2035

    47,786  
     

 

 

 
    95,350  
 

 

 

 
      General - 0.1%  
    100,000    

County of Riverside, CA 2.86%, 02/15/2026(10)

    100,997  
    40,000    

Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028

    52,064  
     

 

 

 
    153,061  
 

 

 

 
      Transportation - 0.0%  
    15,000    

New York State Thruway Auth Rev 2.90%, 01/01/2035

    14,717  
     

 

 

 
 

Total Municipal Bonds
(cost $254,727)

  $ 263,128  
   

 

 

 
U.S. GOVERNMENT AGENCIES - 10.7%  
      FHLMC - 0.2%  
$     4,304,769    

0.20%, 10/25/2026(3)(5)

  $ 24,378  
    1,402,212    

0.38%, 11/25/2023(3)(5)

    11,696  
    745,602    

0.74%, 03/25/2027(3)(5)

    26,576  
    119,971    

1.13%, 01/25/2030(3)(5)

    10,465  
    28,418    

1.50%, 10/15/2042

    28,543  
    29,231    

1.70%, 10/15/2039

    29,639  
    16,253    

2.00%, 07/15/2031

    16,648  
    27,534    

2.00%, 09/15/2031

    28,286  
    46,934    

2.50%, 12/15/2042

    48,704  
     

 

 

 
        224,935  
     

 

 

 
          FNMA - 1.4%  
$     369,301    

1.33%, 06/25/2034(3)(5)

    39,246  
    31,934    

1.50%, 08/25/2041

    32,397  
    52,558    

1.50%, 06/25/2042

    53,306  
    19,488    

1.50%, 11/25/2042

    19,561  
    28,088    

1.70%, 06/25/2043

    28,505  
    34,393    

1.75%, 01/25/2040

    34,783  
    24,249    

2.00%, 06/25/2043

    24,730  
    40,613    

2.50%, 09/25/2049

    42,495  
    21,617    

2.50%, 03/25/2053

    22,406  
    24,061    

3.00%, 02/25/2049

    25,426  
    187,841    

3.50%, 06/01/2049

    198,229  
    469,817    

3.50%, 09/01/2049

    496,018  
    92,374    

3.50%, 04/25/2053

    97,587  
    76,114    

3.50%, 08/25/2058

    82,589  
    186,869    

4.00%, 09/01/2048

    198,855  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 10.7% - (continued)  
          FNMA - 1.4% - (continued)  
$     231,312    

4.00%, 08/01/2049

  $ 246,208  
    43,932    

4.00%, 07/25/2053

    46,146  
     

 

 

 
        1,688,487  
     

 

 

 
          GNMA - 2.3%  
$     46,100    

1.50%, 04/16/2040

    46,795  
    29,455    

1.70%, 10/20/2045

    29,848  
    905,000    

2.50%, 05/20/2050(11)

    955,482  
    400,000    

2.50%, 06/22/2050(11)

    421,250  
    450,000    

3.00%, 05/20/2050(11)

    479,032  
    475,000    

3.50%, 05/20/2050(11)

    502,906  
    390,586    

4.00%, 07/20/2049

    414,915  
     

 

 

 
        2,850,228  
     

 

 

 
          UMBS - 6.8%  
$     300,000    

2.50%, 05/18/2035(11)

    313,676  
    2,089,000    

2.50%, 05/13/2050(11)

    2,175,906  
    200,000    

3.00%, 05/18/2035(11)

    210,906  
    4,091,000    

3.00%, 05/13/2050(11)

    4,318,722  
    600,000    

3.50%, 05/13/2050(11)

    633,990  
    250,000    

4.00%, 05/13/2050(11)

    266,279  
    400,000    

4.50%, 05/13/2050(11)

    431,250  
     

 

 

 
        8,350,729  
     

 

 

 
   

Total U.S. Government Agencies
(cost $13,022,491)

  $ 13,114,379  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 6.3%  
          U.S. Treasury Securities - 6.3%  
          U.S. Treasury Bonds - 2.5%  
$     385,744    

0.88%, 02/15/2047(9)

  $ 491,754  
    20,978    

1.00%, 02/15/2048(9)

    27,661  
    146,000    

3.13%, 02/15/2043

    201,206  
    420,000    

3.13%, 08/15/2044(12)

    584,555  
    640,000    

3.63%, 08/15/2043

    950,825  
    540,000    

3.75%, 11/15/2043(13)

    818,395  
     

 

 

 
        3,074,396  
     

 

 

 
          U.S. Treasury Notes - 3.8%  
    115,158    

0.13%, 04/15/2025

    118,092  
    1,702,558    

0.63%, 04/15/2023(9)

    1,728,666  
    1,755,847    

0.63%, 01/15/2026(9)

    1,852,595  
    71,705    

0.88%, 01/15/2029(9)

    79,822  
    50,000    

2.00%, 08/15/2025

    54,190  
    624,000    

2.13%, 08/15/2021(13)

    639,624  
    187,000    

2.63%, 02/15/2029

    219,601  
     

 

 

 
        4,692,590  
     

 

 

 
   

Total U.S. Government Securities
(cost $6,955,853)

  $ 7,766,986  
     

 

 

 
COMMON STOCKS - 31.1%  
          Banks - 1.1%  
    16,556    

Bank of Nova Scotia

  $ 664,558  
    6,024    

PNC Financial Services Group, Inc.

    642,580  
     

 

 

 
        1,307,138  
     

 

 

 
          Capital Goods - 3.0%  
    750    

AGCO Corp.

    39,630  
    18,848    

Assa Abloy AB Class B

    337,415  
    52,638    

BAE Systems plc

    335,748  
    1,225    

Deere & Co.

    177,698  
    8,978    

Fortive Corp.

    574,592  
    8,452    

Kubota Corp.

    104,963  
    1,835    

Lockheed Martin Corp.

    713,925  
    3,548    

Otis Worldwide Corp.*

    180,629  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 31.1% - (continued)  
          Capital Goods - 3.0% - (continued)  
$     7,096    

Raytheon Technologies Corp.

  $ 459,892  
    9,287    

Vinci S.A.

    760,809  
     

 

 

 
        3,685,301  
     

 

 

 
          Commercial & Professional Services - 0.3%  
    10,502    

Experian plc

    315,379  
     

 

 

 
          Consumer Durables & Apparel - 0.5%  
    7,473    

NIKE, Inc. Class B

    651,496  
     

 

 

 
          Consumer Services - 1.4%  
    43,843    

Compass Group plc

    737,764  
    5,196    

McDonald’s Corp.

    974,562  
     

 

 

 
        1,712,326  
     

 

 

 
          Energy - 2.5%  
    44,900    

Ascent Resources - Marcellus LLC Class A*(14)(15)

    32,553  
    46,968    

BP plc

    185,073  
    1,745    

Cabot Oil & Gas Corp.

    37,727  
    1,322    

Chevron Corp.

    121,624  
    46,000    

CNOOC Ltd.

    50,859  
    706    

Concho Resources, Inc.

    40,044  
    2,334    

ConocoPhillips

    98,261  
    1,217    

Diamondback Energy, Inc.

    52,988  
    3,315    

Enbridge, Inc.

    101,573  
    5,977    

Eni S.p.A.

    56,939  
    959    

EOG Resources, Inc.

    45,562  
    3,798    

Equinor ASA

    52,590  
    1,525    

Exxon Mobil Corp.

    70,867  
    3,508    

Galp Energia SGPS S.A.

    40,486  
    9,130    

Gazprom PJSC ADR

    46,234  
    959    

Hess Corp.

    46,646  
    23,107    

Imperial Oil Ltd.

    373,344  
    1,020    

LUKOIL PJSC ADR

    66,542  
    657    

Lundin Petroleum AB

    16,904  
    2,798    

Marathon Petroleum Corp.

    89,760  
    1,780    

Noble Energy, Inc.

    17,462  
    620    

OMV AG

    20,244  
    1,908    

Parex Resources, Inc.*

    20,917  
    4,600    

Petroleo Brasileiro S.A.

    15,776  
    815    

Pioneer Natural Resources Co.

    72,788  
    3,072    

Reliance Industries Ltd.

    59,729  
    3,921    

Repsol S.A.

    35,590  
    9,115    

Royal Dutch Shell plc Class A

    150,072  
    3,075    

Schlumberger Ltd.

    51,722  
    1,967    

TC Energy Corp.

    90,525  
    5,319    

Tenaris S.A.

    36,365  
    21,331    

Total S.A.

    757,088  
    785    

Valero Energy Corp.

    49,730  
    1,097    

Viper Energy Partners L.P.

    10,180  
    3,120    

Williams Cos., Inc.

    60,434  
     

 

 

 
        3,075,198  
     

 

 

 
          Food, Beverage & Tobacco - 3.3%  
    4,500    

Archer-Daniels-Midland Co.

    167,130  
    1,300    

Bunge Ltd.

    51,571  
    500    

Cal-Maine Foods, Inc.

    20,755  
    13,109    

Coca-Cola Co.

    601,572  
    1,600    

Darling Ingredients, Inc.*

    32,944  
    15,436    

Diageo plc

    531,459  
    700    

Fresh Del Monte Produce, Inc.

    19,957  
    3,018    

Glanbia plc

    32,118  
    171,300    

Golden Agri-Resources Ltd.

    18,837  
    8,821    

Heineken N.V.(6)

    750,313  
    600    

Ingredion, Inc.

    48,720  
    63,100    

IOI Corp. Bhd

    59,415  
    11,100    

Kuala Lumpur Kepong Bhd

    53,943  
    1,425    

Lamb Weston Holdings, Inc.

    87,438  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 31.1% - (continued)  
          Food, Beverage & Tobacco - 3.3% - (continued)  
$     5,056    

Nestle S.A.

  $ 535,481  
    997    

NH Foods Ltd.

    35,390  
    4,259    

PepsiCo., Inc.

    563,423  
    2,450    

Pilgrim’s Pride Corp.*

    53,900  
    909    

Prima Meat Packers Ltd.

    20,611  
    225    

Sanderson Farms, Inc.

    30,631  
    4,787    

Tate & Lyle plc

    42,893  
    2,154    

Tiger Brands Ltd.

    20,975  
    2,000    

Tyson Foods, Inc. Class A

    124,380  
    56,100    

Wilmar International Ltd.

    141,276  
     

 

 

 
        4,045,132  
     

 

 

 
          Health Care Equipment & Services - 2.8%  
    6,556    

Baxter International, Inc.

    582,042  
    16,834    

Koninklijke Philips N.V.

    733,836  
    8,242    

Medtronic plc

    804,666  
    4,313    

Sysmex Corp.

    297,973  
    3,501    

UnitedHealth Group, Inc.

    1,023,938  
     

 

 

 
        3,442,455  
     

 

 

 
          Household & Personal Products - 2.2%  
    12,738    

Colgate-Palmolive Co.

    895,099  
    7,139    

Procter & Gamble Co.

    841,474  
    10,706    

Reckitt Benckiser Group plc

    891,807  
     

 

 

 
        2,628,380  
     

 

 

 
          Insurance - 1.5%  
    89,193    

AIA Group Ltd.

    818,593  
    24,727    

AXA S.A.

    439,559  
    5,307    

Chubb Ltd.

    573,209  
     

 

 

 
        1,831,361  
     

 

 

 
          Materials - 3.6%  
    140,000    

Angang Steel Co., Ltd. Class H

    37,741  
    8,420    

Anglo American plc

    149,750  
    7,963    

ArcelorMittal S.A.

    86,981  
    31,800    

Argonaut Gold, Inc.*

    33,126  
    167,055    

Aurelia Metals Ltd.

    34,673  
    58,600    

Baoshan Iron & Steel Co., Ltd. Class A

    40,169  
    1,200    

Barrick Gold Corp.

    30,864  
    33,598    

BHP Group plc

    563,942  
    7,898    

BlueScope Steel Ltd.

    51,549  
    3,376    

Boliden AB(6)

    68,051  
    16,047    

Centamin plc

    31,070  
    7,400    

Centerra Gold, Inc.

    59,170  
    2,100    

CF Industries Holdings, Inc.

    57,750  
    6,250    

Corteva, Inc.*

    163,688  
    6,900    

Dundee Precious Metals, Inc.

    32,171  
    600    

Endeavour Mining Corp.*(6)

    10,802  
    39,275    

Eregli Demir ve Celik Fabrikalari T.A.S.

    45,280  
    14,245    

Evraz plc

    47,205  
    1,100    

FMC Corp.

    101,090  
    12,054    

Fortescue Metals Group Ltd.

    92,120  
    9,400    

Golden Star Resources Ltd.*

    21,996  
    23,300    

Guyana Goldfields, Inc.*

    10,378  
    28,355    

Hindalco Industries Ltd.

    48,094  
    17,298    

Hochschild Mining plc

    30,179  
    65,000    

Hunan Valin Steel Co., Ltd. Class A*

    36,444  
    9,000    

IAMGOLD Corp.*

    31,488  
    13,256    

Israel Chemicals Ltd.

    46,251  
    150    

Korea Zinc Co., Ltd.

    47,675  
    2,411    

Kumba Iron Ore Ltd.

    45,377  
    3,508    

Linde plc

    645,437  
    130,000    

Maanshan Iron & Steel Co., Ltd. Class H

    42,160  
    6,250    

Magnitogorsk Iron & Steel Works PJSC GDR

    44,063  
    3,800    

Mosaic Co.

    43,738  
    82,000    

Nanjing Iron & Steel Co., Ltd. Class A

    36,850  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 31.1% - (continued)  
          Materials - 3.6% - (continued)  
$     2,800    

Novolipetsk Steel PJSC GDR

  $ 48,300  
    7,105    

Nufarm Ltd.*

    24,130  
    4,600    

Nutrien Ltd.

    164,278  
    47,400    

OceanaGold Corp.

    72,192  
    119,300    

Pangang Group Vanadium Titanium & Resources Co., Ltd. Class A*

    33,598  
    46,466    

Perseus Mining Ltd.*

    28,081  
    3,779    

PhosAgro PJSC GDR

    45,650  
    677    

POSCO

    102,298  
    81,585    

Ramelius Resources Ltd.

    69,324  
    10,083    

Regis Resources Ltd.

    28,831  
    9,751    

Rio Tinto plc

    452,628  
    35,000    

Sansteel Minguang Co., Ltd. Fujian Class A

    35,775  
    23,500    

SEMAFO, Inc.*

    59,090  
    4,310    

Severstal PAO GDR

    51,379  
    77,000    

Shanxi Taigang Stainless Steel Co., Ltd. Class A

    35,546  
    53,416    

South32 Ltd.

    67,179  
    2,900    

Steel Dynamics, Inc.

    70,383  
    41,984    

Vedanta Ltd.

    48,939  
    64,000    

Xinyu Iron & Steel Co., Ltd. Class A

    36,356  
    2,558    

Yara International ASA

    86,881  
     

 

 

 
        4,428,160  
     

 

 

 
          Pharmaceuticals, Biotechnology & Life Sciences - 3.0%  
    10,265    

AstraZeneca plc ADR

    536,654  
    683    

Genus plc

    29,343  
    6,964    

Johnson & Johnson

    1,044,879  
    6,786    

Merck & Co., Inc.

    538,401  
    9,370    

Novartis AG

    799,621  
    2,235    

Roche Holding AG

    773,975  
     

 

 

 
        3,722,873  
     

 

 

 
          Real Estate - 0.8%  
    1,300    

American Tower Corp. REIT

    309,400  
    3,315    

Public Storage REIT

    614,767  
     

 

 

 
        924,167  
     

 

 

 
          Retailing - 0.4%  
    8,288    

TJX Cos., Inc.

    406,526  
    1,100    

Tractor Supply Co.

    111,573  
     

 

 

 
        518,099  
     

 

 

 
          Software & Services - 2.5%  
    3,088    

Accenture plc Class A

    571,867  
    3,015    

Automatic Data Processing, Inc.

    442,270  
    8,237    

Capgemini SE

    774,367  
    4,506    

Microsoft Corp.

    807,520  
    2,421    

Visa, Inc. Class A

    432,681  
     

 

 

 
    3,028,705  
 

 

 

 
          Telecommunication Services - 0.5%  
    19,310    

KDDI Corp.

    559,300  
     

 

 

 
          Transportation - 0.9%  
    9,363    

Canadian National Railway Co.

    774,292  
    4,002    

United Parcel Service, Inc. Class B

    378,829  
     

 

 

 
    1,153,121  
 

 

 

 
          Utilities - 0.8%  
    733    

Avangrid, Inc.

    31,519  
    573    

Duke Energy Corp.

    48,510  
    159    

Edison International

    9,335  
    4,014    

Enel S.p.A.

    27,418  
    3,722    

Engie S.A.

    40,382  
    1,550    

ENN Energy Holdings Ltd.

    17,472  
    1,593    

Exelon Corp.

    59,069  
    4,418    

Iberdrola S.A.

    43,949  
    62,214    

National Grid plc

    729,070  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 31.1% - (continued)  
          Utilities - 0.8% - (continued)  
$     12,698    

Power Grid Corp. of India Ltd.

  $ 27,216  
     

 

 

 
    1,033,940  
     

 

 

 
 

Total Common Stocks
(cost $36,595,543)

  $ 38,062,531  
     

 

 

 
CONVERTIBLE BONDS - 0.1%  
      Oil & Gas - 0.0%  
    45,000    

Oasis Petroleum, Inc. 2.63%, 09/15/2023

  $ 5,399  
    85,000    

PDC Energy, Inc. 1.13%, 09/15/2021

    69,813  
     

 

 

 
    75,212  
     

 

 

 
      Oil & Gas Services - 0.1%  
EUR     100,000    

Fugro N.V. 4.00%, 10/26/2021(8)

    77,964  
     

 

 

 
 

Total Convertible Bonds
(cost $235,052)

  $ 153,176  
     

 

 

 
EXCHANGE-TRADED FUNDS - 5.9%  
      Other Investment Pools & Funds - 5.9%  
    21,500    

iShares iBoxx High Yield Corporate Bond ETF(6)

  $ 1,729,245  
    10,960    

iShares JP Morgan USD Emerging Markets Bond ETF(6)

    1,101,480  
    4,400    

SPDR Barclays Convertible Securities ETF

    234,212  
    72,300    

SPDR Blackstone(6)

    3,019,971  
    37,550    

VanEck Vectors JP Morgan EM Local Currency Bond ETF

    1,084,819  
     

 

 

 
    7,169,727  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $7,874,170)

  $ 7,169,727  
     

 

 

 
PREFERRED STOCKS - 0.0%  
          Materials - 0.0%      
    1,161    

Sociedad Quimica y Minera de Chile S.A. Series B

  $ 27,603  
     

 

 

 
   

Total Preferred Stocks
(cost $25,382)

  $ 27,603  
     

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.0%  
          Consumer Services - 0.0%      
    655    

Airbnb, Inc. Series E*(14)(15)(16)

  $ 55,850  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $60,977)

  $ 55,850  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%      
    11,625    

Ascent Resources - Marcellus LLC Expires 3/30/23*(14)(15)

  $ 58  
     

 

 

 
   

Total Warrants
(cost $930)

  $ 58  
     

 

 

 
AFFILIATED INVESTMENT COMPANIES - 18.6%  
          Domestic Equity Funds - 4.8%      
    201,220    

Hartford Multifactor US Equity ETF

  $ 5,829,343  
     

 

 

 
   

Total Domestic Equity Funds
(cost $6,401,109)

    5,829,343  
     

 

 

 
          International/Global Equity Funds - 7.2%      
    257,617    

Hartford Multifactor Developed Markets (ex-US) ETF

    6,041,119  
    156,493    

Hartford Multifactor Emerging Markets ETF

    2,798,095  
     

 

 

 
   

Total International/Global Equity Funds
(cost $10,339,464)

    8,839,214  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 18.6% - (continued)  
          Taxable Fixed Income Funds - 6.6%      
$     773,679    

The Hartford World Bond Fund, Class F

  $ 8,154,577  
     

 

 

 
   

Total Taxable Fixed Income Funds
(cost $8,331,357)

    8,154,577  
     

 

 

 
   

Total Affiliated Investment Companies
(cost $25,071,930)

  $ 22,823,134  
     

 

 

 
   

Total Long-Term Investments
(cost $113,625,107)

  $ 111,919,125  
     

 

 

 
SHORT-TERM INVESTMENTS - 21.7%  
          Other Investment Pools & Funds - 17.1%  
    20,992,538    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(17)

  $ 20,992,538  
     

 

 

 
          Securities Lending Collateral - 4.6%      
    278,562    

Citibank NA DDCA, 0.04%, 5/1/2020(17)

    278,562  
    2,560,823    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(17)

    2,560,823  
    1,555,928    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(17)

    1,555,928  
    1,164,871    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(17)

    1,164,871  
     

 

 

 
        5,560,184  
     

 

 

 
   

Total Short-Term Investments
(cost $26,552,722)

  $ 26,552,722  
     

 

 

 
                          

Total Investments Excluding Purchased Options
(cost $140,177,829)

    113.0    $ 138,471,847  
   

Total Purchased Options
(cost $662,833)

    0.9    $ 1,094,891  
     

 

 

    

 

 

 
   

Total Investments
(cost $140,840,662)

    113.9    $ 139,566,738  
   

Other Assets and Liabilities

    (13.9 )%       (16,985,685
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 122,581,053  
     

 

 

    

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions.

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $4,411,267, representing 3.6% of net assets.

 

(2) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(3) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5) 

Securities disclosed are interest-only strips.

 

(6) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(7) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(8) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $3,324,445, representing 2.7% of 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) 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $100,000 at April 30, 2020.

 

(11) 

Represents or includes a TBA transaction.

 

(12) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $46,625,195.

 

(13) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $1,336,776.

 

(14) 

Investment valued using significant unobservable inputs.

 

(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 April 30, 2020, the aggregate fair value of these securities was $88,461, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(16) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $55,850 or 0.0% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  06/2015      Airbnb, Inc. Series E Convertible Preferred      655      $     60,977      $     55,850  

 

(17) 

Current yield as of period end.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/Rate

   Expiration
Date
     Number of
Contracts
    

Notional
Amount

     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:                                                        
Puts                                                        

USD Put/CAD Call

   BOA    1.28 USD      07/20/20        800,000      USD     800,000      $ 195      $ 2,125      $ (1,930
                   

 

 

    

 

 

    

 

 

 

Total purchased OTC option contracts

              $     195      $     2,125      $     (1,930
                   

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/Rate

   Pay/
Receive
Floating
Rate
     Expiration
Date
    

Notional
Amount

     Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased swaption contracts:                                                          
Puts                                                               

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

   BOA    1.70%      Pay        11/23/20      USD     115,000        115,000      $ 149      $ 2,880      $ (2,731
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

                 $     149      $     2,880      $     (2,731
                      

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/Rate

   Pay/
Receive
Floating
Rate
     Expiration
Date
    

Notional
Amount

    Number of
Contracts
     Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Written swaption contracts:                                                       
Calls                                                            

CDX.NA.IG.34

   MSC    105.00%      Pay        05/20/20      USD     (875,000     875,000      $ (8,225   $ (6,213   $ (2,012

CDX.NA.IG.34

   MSC    95.00%      Pay        05/20/20      USD     (435,000     435,000        (2,377     (3,305     928  

CDX.NA.IG.34

   GSC    95.00%      Pay        05/20/20      USD     (435,000     435,000        (2,378     (2,023     (355
                     

 

 

   

 

 

   

 

 

 

Total Calls

 

   $ (12,980   $ (11,541   $     (1,439
                     

 

 

   

 

 

   

 

 

 
Written swaption contracts:                                                       
Puts                                                            

CDX.NA.IG.34

   MSC    105.00%      Receive        05/20/20      USD     (875,000     875,000      $ (973   $ (3,238   $ 2,265  

CDX.NA.IG.34

   MSC    95.00%      Receive        05/20/20      USD     (435,000     435,000        (913     (1,870     957  

CDX.NA.IG.34

   GSC    95.00%      Receive        05/20/20      USD     (435,000     435,000        (914     (1,066     152  
                     

 

 

   

 

 

   

 

 

 

Total Puts

 

   $ (2,800   $ (6,174   $ 3,374  
                     

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

                $     (15,780   $     (17,715   $     1,935  
                     

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2020         

Description

   Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:                                                       
Puts                                                       

S&P 500 Index Option

     2,725.00 USD        09/18/20        9        USD       2,452,500      $ 139,590      $ 104,385      $ 35,205  

iShares MSCI Emerging Markets Option

     37.73 USD        09/18/20        152        USD       573,496        51,680        31,666        20,014  

iShares MSCI EAFE ETF Option

     59.00 USD        09/18/20        238        USD       1,404,200        121,380        44,108        77,272  

S&P 500 Index Option

     2,875.00 USD        12/18/20        9        USD       2,587,500        237,060        94,629        142,431  

iShares MSCI Emerging Markets Option

     40.00 USD        12/18/20        152        USD       608,000        83,220        26,954        56,266  

iShares MSCI EAFE ETF Option

     62.00 USD        12/18/20        238        USD       1,475,600        188,734        43,394        145,340  

S&P 500 Index Option

     2,525.00 USD        03/19/21        9        USD       2,272,500        164,700        193,007        (28,307

iShares MSCI Emerging Markets Option

     32.00 USD        03/19/21        152        USD       486,400        36,783        38,690        (1,907

iShares MSCI EAFE ETF Option

     50.00 USD        03/19/21        238        USD       1,190,000        71,400        80,995        (9,595
                

 

 

    

 

 

    

 

 

 

Total Puts

 

   $ 1,094,547      $ 657,828      $ 436,719  
                

 

 

    

 

 

    

 

 

 

Total purchased exchange-traded option contracts

 

   $     1,094,547      $     657,828      $     436,719  
                

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

U.S. Treasury 2-Year Note Future

     17        06/30/2020      $ 3,747,305      $ 6,059  

U.S. Treasury 10-Year Ultra Future

     4        06/19/2020        628,125        5,868  
           

 

 

 

Total

 

   $ 11,927  
           

 

 

 
Short position contracts:  

Euro-BUND Future

     9        06/08/2020      $ 1,720,341      $ 6,125  

MSCI EAFE Index Future

     5        06/19/2020        409,575        (5,921

MSCI Emerging Market Index Future

     4        06/19/2020        181,180        (3,663

S&P 500 (E-Mini) Future

     5        06/19/2020        725,600        (26,410

U.S. Treasury 5-Year Note Future

     100        06/30/2020            12,548,438            (409,950

U.S. Treasury 10-Year Note Future

     10        06/19/2020        1,390,625        (16,393

U.S. Treasury Long Bond Future

     8        06/19/2020        1,448,250        (9,671
           

 

 

 

Total

 

   $ (465,883
           

 

 

 

Total futures contracts

 

   $ (453,956
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counter-
party
   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
   Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

CMBX.NA.AAA.10

   MSC      USD       360,000      (0.50%)      11/17/59        Monthly      $      $ (18   $ (898   $ (880

CMBX.NA.AAA.11

   MSC      USD       360,000      (0.50%)      11/18/54        Monthly        1,823              1,216       (607

CMBX.NA.AAA.12

   MSC      USD       245,000      (0.50%)      08/17/61        Monthly        1,860              2,518       658  

CMBX.NA.AAA.12

   MSC      USD       360,000      (0.50%)      08/17/61        Monthly        5,338              3,710       (1,628

CMBX.NA.AAA.13

   MSC      USD       360,000      (0.50%)      12/16/72        Monthly        8,890              6,876       (2,014

PrimeX.ARM.2 (14)

   MSC      USD       101,515      (4.58%)      12/25/37        Monthly               (212     (77     135  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

      $ 17,911      $ (230   $ 13,345     $ (4,336
                   

 

 

    

 

 

   

 

 

   

 

 

 
Sell protection:  

CDX.NA.HY.34.V1

   GSC      USD       240,000      5.00%      06/20/23        Quarterly      $      $ (8,914   $ (14,175   $ (5,261

CDX.NA.HY.34.V1

   GSC      USD       245,000      5.00%      06/20/23        Quarterly               (6,051     (14,471     (8,420

CDX.NA.HY.34.V1

   GSC      USD       490,000      5.00%      06/20/23        Quarterly               (12,092     (28,942     (16,850

PrimeX.ARM.2 (14)

   JPM      USD       101,515      4.58%      12/25/37        Monthly        3,523              78       (3,445
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

      $ 3,523      $ (27,057   $ (57,510   $ (33,976
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

         $ 21,434      $ (27,287   $ (44,165   $ (38,312
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:  

Republic of Malaysia

   JPM      USD       125,000      (1.00%)      12/20/24        Quarterly      $      $ (3,451   $ (355   $ 3,096  

Republic of Malaysia

   CBK      USD       925,000      (1.00%)      12/20/24        Quarterly        22,229              (2,621     (24,850
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

      $ 22,229      $ (3,451   $ (2,976   $ (21,754
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

   $     43,663      $     (30,738   $     (47,141   $     (60,066
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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.

 

 

  50  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

ITRAXX.XOVER.32.V1

   EUR      295,000       (5.00 %)      12/20/24        Quarterly      $ 12,570     $ (5,336   $ (17,906
               

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:  
Sell protection:  

CDX.NA.HY.33.V3

   USD      289,100       5.00     12/20/24        Quarterly      $ (17,561   $ (15,241   $ 2,320  

CDX.NA.HY.34.V1

   USD      6,694,000       5.00     06/20/25        Quarterly        (399,526     (312,195     87,331  

CDX.NA.IG.33.V1

   USD      5,015,000       1.00     12/20/24        Quarterly        (66,601     40,598       107,199  

ITRAXX.EUR.32.V1

   EUR      2,245,000       1.00     12/20/24        Quarterly        (37,711     25,111       62,822  
               

 

 

   

 

 

   

 

 

 

Total

 

        $ (521,399   $ (261,727   $ 259,672  
               

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Buy protection:  

Republic of Brazil

   USD      180,000       (1.00 %)      12/20/24        Quarterly      $ 18,797     $ 15,114     $ (3,683

Republic of China

   USD      415,000       (1.00 %)      12/20/24        Quarterly        (2,796     (11,911     (9,115

Republic of Colombia

   USD      200,000       (1.00 %)      12/20/24        Quarterly        16,906       11,051       (5,855

Republic of Indonesia

   USD      320,000       (1.00 %)      12/20/24        Quarterly        14,397       12,579       (1,818

Russian Federation

   USD      240,000       (1.00 %)      12/20/24        Quarterly        14,863       5,904       (8,959

Russian Federation

   USD      610,000       (1.00 %)      06/20/25        Quarterly        21,303       19,854       (1,449
               

 

 

   

 

 

   

 

 

 

Total single-name issues

 

        $ 83,470     $ 52,591     $ (30,879
               

 

 

   

 

 

   

 

 

 

Total

 

        $     (425,359   $     (214,472   $     210,887  
               

 

 

   

 

 

   

 

 

 

 

(a) 

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2020  

Counterparty

  

Payments made
by Fund

  

Payments received
by Fund

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value      Unrealized
Appreciation/
(Depreciation)
 

CBK

  

2.89% Fixed

  

7 Day CNY Repo Rate

     CNY       5,175,000        12/18/24        Quarterly      $     —      $     —      $     38,472      $     38,472  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2020  

Payments made
by Fund

  

Payments received
by Fund

  

Notional
Amount

     Expiration
Date
    

Periodic
Payment
Frequency

   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

1.50% Fixed

  

3 Mo. USD LIBOR

   USD     385,000        04/09/24      Semi-Annual    $      $      $ (16,987   $ (16,987

1.72% Fixed

  

3 Mo. USD LIBOR

   USD     85,000        10/29/29      Semi-Annual                    (9,142     (9,142

3 Mo. USD LIBOR

  

2.36% Fixed

   USD     143,000        04/09/24      Semi-Annual      699               (12,054     (12,753

3 Mo. USD LIBOR

  

0.84% Fixed

   USD     155,000        03/20/30      Semi-Annual                    (3,020     (3,020

1.79% Fixed

  

6 Mo. NOK NIBOR

   NOK     1,265,000        07/26/29      Annual                    11,480       11,480  
                

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     699      $     —      $     (29,723   $     (30,422
                

 

 

    

 

 

    

 

 

   

 

 

 

 

Bond Forward Contracts Outstanding at April 30, 2020  

Counterparty

    

Reference Obligation

     Notional Amount        Expiration Date        Unrealized
Appreciation/
(Depreciation)
 

GSC

     U.S. Treasury Bonds, 0.38%, 07/15/2025        USD       14,653,364          05/29/2020        $     1,168  
                     

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
     Amount and Description of
Currency to be Sold
     Counterparty      Settlement
Date
    Appreciation     Depreciation  
  1,273,000        AUD        811,238        USD        BMO        05/29/20     $ 18,398     $  
  2,838,000        BRL        522,941        USD        JPM        05/05/20             (1,240
  1,419,000        BRL        275,080        USD        MSC        05/05/20             (14,229
  989,000        BRL        182,799        USD        JPM        05/29/20             (1,399
  430,000        BRL        79,455        USD        JPM        06/02/20             (601
  671,000        CAD        477,891        USD        MSC        05/29/20       4,183        
  281,708,000        CLP        328,714        USD        JPM        05/29/20       8,940        
  435,132,000        COP        107,412        USD        CBK        05/29/20       2,176        
  391,145,000        COP        97,016        USD        BNP        05/29/20       1,494        
  600,000        EUR        650,469        USD        MSC        05/29/20       7,417        
  914,000        GBP        1,129,516        USD        BCLY        05/29/20       21,799        
  34,902,000        HUF        106,124        USD        BOA        05/29/20       2,330        
  1,126,809,068        IDR        73,382        USD        SSG        05/04/20       2,331        
  6,748,900,000        IDR        428,094        USD        MSC        05/29/20       23,823        
  234,756,000        JPY        2,193,520        USD        SSG        05/29/20             (5,104
  515,973,000        KRW        418,758        USD        JPM        05/29/20       4,836        
  24,520,000        KRW        20,049        USD        BOA        05/29/20       81        
  10,502,000        MXN        419,828        USD        CBK        05/29/20       13,753        
  2,774,000        NOK        260,976        USD        JPM        05/29/20       9,830        
  1,875,000        NOK        177,821        USD        GSC        05/29/20       5,223        
  479,000        NZD        291,041        USD        JPM        05/29/20       2,741        
  229,000        NZD        138,662        USD        MSC        05/29/20       1,789        
  22,025,000        PHP        434,101        USD        BNP        05/29/20       2,523        
  676,000        PLN        161,134        USD        CBK        05/29/20       1,758        
  6,822,000        RUB        91,194        USD        BOA        05/29/20       280        
  1,210,000        SEK        120,315        USD        JPM        05/29/20       3,748        
  955,000        SGD        669,752        USD        JPM        05/29/20       7,559        
  1,834,000        TRY        259,537        USD        GSC        05/29/20       1,357        
  743,000        TRY        105,135        USD        BCLY        05/29/20       560        
  455,000        TRY        64,457        USD        BOA        05/29/20       269        
  744,963        USD        1,169,000        AUD        BMO        05/29/20             (16,895
  262,778        USD        1,419,000        BRL        JPM        05/05/20       1,927        
  522,940        USD        2,838,000        BRL        MSC        05/05/20       1,240        
  319,384        USD        1,792,000        BRL        MSC        05/29/20             (9,301
  1,732,089        USD        2,432,000        CAD        MSC        05/29/20             (15,160
  394,413        USD        384,000        CHF        JPM        05/29/20             (3,735
  201,654        USD        1,431,000        CNH        BOA        05/29/20             (364
  49        USD        200,000        COP        CBK        05/29/20             (1
  426,839        USD        10,684,000        CZK        JPM        05/29/20             (5,358
  8,280,470        USD        7,638,000        EUR        MSC        05/29/20             (94,421
  84,510        USD        68,000        GBP        CBK        05/29/20             (1,146
  3,492,354        USD        2,826,000        GBP        BCLY        05/29/20             (67,401
  215,286        USD        3,230,795,000        IDR        MSC        05/29/20             (1,053
  72,980        USD        1,126,809,000        IDR        JPM        05/29/20             (2,473
  476,163        USD        1,675,000        ILS        BOA        05/28/20             (4,705
  78,130        USD        6,009,000        INR        DEUT        05/29/20             (1,639
  6,233,297        USD        667,103,000        JPY        SSG        05/29/20       14,505        
  1,500,640        USD        1,849,014,000        KRW        JPM        05/29/20             (17,330
  563,622        USD        14,099,000        MXN        CBK        05/29/20             (18,463
  112,895        USD        1,200,000        NOK        JPM        05/29/20             (4,252
  684,833        USD        1,131,000        NZD        MSC        05/29/20             (8,836
  195,595        USD        817,000        PLN        CBK        05/29/20             (1,272
  197,171        USD        885,000        RON        CBK        05/29/20             (2,418
  1,476,750        USD        110,472,000        RUB        BOA        05/29/20             (4,533
  17,401        USD        175,000        SEK        JPM        05/29/20             (542
  436,216        USD        622,000        SGD        JPM        05/29/20             (4,923
  343,628        USD        11,107,000        THB        BNP        05/29/20       343        
  25,641        USD        181,000        TRY        BOA        05/29/20             (107
  41,743        USD        295,000        TRY        BCLY        05/29/20             (222
  103,164        USD        729,000        TRY        GSC        05/29/20             (540
  502,247        USD        9,589,000        ZAR        BCLY        05/29/20             (13,409
  3,879,000        ZAR        207,317        USD        BOA        05/29/20       1,616       (337
                

 

 

   

 

 

 
  Total                    $     168,829     $     (323,409
 

 

 

   

 

 

 

 

 

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.

 

 

  52  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 4,985,412     $     $ 4,985,412     $  

Corporate Bonds

     7,213,654             7,213,654        

Foreign Government Obligations

     10,283,487             10,283,487        

Municipal Bonds

     263,128             263,128        

U.S. Government Agencies

     13,114,379             13,114,379        

U.S. Government Securities

     7,766,986             7,766,986        

Common Stocks

 

Banks

     1,307,138       1,307,138              

Capital Goods

     3,685,301       2,146,366       1,538,935        

Commercial & Professional Services

     315,379             315,379        

Consumer Durables & Apparel

     651,496       651,496              

Consumer Services

     1,712,326       974,562       737,764        

Energy

     3,075,198       1,467,930       1,574,715       32,553  

Food, Beverage & Tobacco

     4,045,132       2,552,734       1,492,398        

Health Care Equipment & Services

     3,442,455       2,410,646       1,031,809        

Household & Personal Products

     2,628,380       1,736,573       891,807        

Insurance

     1,831,361       573,209       1,258,152        

Materials

     4,428,160       1,745,654       2,682,506        

Pharmaceuticals, Biotechnology & Life Sciences

     3,722,873       2,119,934       1,602,939        

Real Estate

     924,167       924,167              

Retailing

     518,099       518,099              

Software & Services

     3,028,705       2,254,338       774,367        

Telecommunication Services

     559,300             559,300        

Transportation

     1,153,121       1,153,121              

Utilities

     1,033,940       148,433       885,507        

Convertible Bonds

     153,176             153,176        

Exchange-Traded Funds

     7,169,727       7,169,727              

Preferred Stocks

     27,603       27,603              

Convertible Preferred Stocks

     55,850                   55,850  

Warrants

     58                   58  

Affiliated Investment Companies

     22,823,134       22,823,134              

Short-Term Investments

     26,552,722       26,552,722              

Purchased Options

     1,094,891       1,094,547       344        

Bond Forward Contracts(2)

     1,168             1,168        

Foreign Currency Contracts(2)

     168,829             168,829        

Futures Contracts(2)

     18,052       18,052              

Swaps - Credit Default(2)

     263,561             263,426       135  

Swaps - Interest Rate(2)

     49,952             49,952        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     140,068,300     $     80,370,185     $     59,609,519     $     88,596  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (323,409   $     $ (323,409   $  

Futures Contracts(2)

     (472,008     (472,008            

Swaps - Credit Default(2)

     (112,740           (109,295     (3,445

Swaps - Interest Rate(2)

     (41,902           (41,902      

Written Options

     (15,780           (15,780      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (965,839   $ (472,008   $ (490,386   $ (3,445
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, investments valued at $146,982 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2020 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


The Hartford Checks and Balances Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.6%  
      Domestic Equity Funds - 67.3%  
  14,434,618    

The Hartford Capital Appreciation Fund, Class F

  $ 479,373,680  
  21,232,624    

The Hartford Dividend and Growth Fund, Class F

    477,521,710  
   

 

 

 
 

Total Domestic Equity Funds
(cost $1,033,474,622)

  $ 956,895,390  
   

 

 

 
      Taxable Fixed Income Funds - 32.3%  
  11,264,134    

Hartford Total Return Bond ETF

    460,477,798  
   

 

 

 
 

Total Taxable Fixed Income Funds (cost $435,319,480)

  $ 460,477,798  
   

 

 

 
 

Total Affiliated Investment Companies (cost $1,468,794,102)

  $     1,417,373,188  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.3%  
      Other Investment Pools & Funds - 0.3%  
  4,196,408    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(1)

    4,196,408  
   

 

 

 
 

Total Short-Term Investments
(cost $4,196,408)

  $ 4,196,408  
   

 

 

 
 

Total Investments
(cost $1,472,990,510)

    99.9    $ 1,421,569,596  
 

Other Assets and Liabilities

    0.1      769,903  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     1,422,339,499  
   

 

 

    

 

 

 
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. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 1,417,373,188      $ 1,417,373,188      $      $  

Short-Term Investments

     4,196,408        4,196,408                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,421,569,596      $     1,421,569,596      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


The Hartford Conservative Allocation Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.6%  
      Domestic Equity Funds - 24.8%  
  305,765    

Hartford Core Equity Fund, Class F

  $ 9,628,546  
  166,463    

Hartford Multifactor US Equity ETF

    4,822,433  
  263,254    

Hartford Small Cap Value Fund, Class F

    1,905,959  
  330,147    

The Hartford Equity Income Fund, Class F

    5,460,630  
  80,991    

The Hartford Growth Opportunities Fund, Class F

    3,481,794  
  101,682    

The Hartford MidCap Fund, Class F

    2,849,128  
  135,658    

The Hartford Small Company Fund, Class F

    2,683,316  
   

 

 

 
 

Total Domestic Equity Funds
(cost $31,666,760)

  $ 30,831,806  
   

 

 

 
      International/Global Equity Funds - 7.3%  
  126,376    

Hartford Emerging Markets Equity Fund, Class F

    954,142  
  140,453    

Hartford Multifactor Developed Markets (ex-US) ETF

    3,293,623  
  432,564    

Hartford Schroders International Multi-Cap Value Fund, Class F

    3,179,343  
  116,589    

The Hartford International Opportunities Fund, Class F

    1,582,112  
   

 

 

 
 

Total International/Global Equity Funds (cost $10,710,784)

  $ 9,009,220  
   

 

 

 
      Multi-Strategy Funds - 1.5%  
  265,770    

The Hartford Global Real Asset Fund, Class F

    1,924,174  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $2,307,848)

  $ 1,924,174  
   

 

 

 
      Taxable Fixed Income Funds - 66.0%  
  253,458    

Hartford Short Duration ETF

    10,049,610  
  387,143    

Hartford Total Return Bond ETF

    15,826,406  
  555,321    

The Hartford Inflation Plus Fund, Class F

    5,964,149  
  2,010,589    

The Hartford Quality Bond Fund, Class F

        21,070,973  
Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.6% - (continued)  
      Taxable Fixed Income Funds - 66.0% - (continued)  
  1,078,183    

The Hartford Strategic Income Fund, Class F

  $ 8,905,792  
  1,916,850    

The Hartford World Bond Fund, Class F

    20,203,594  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $80,733,572)

  $ 82,020,524  
   

 

 

 
 

Total Affiliated Investment Companies (cost $125,418,964)

  $     123,785,724  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.4%  
      Other Investment Pools & Funds - 0.4%  
  443,318    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(1)

    443,318  
   

 

 

 
 

Total Short-Term Investments
(cost $443,318)

  $ 443,318  
   

 

 

 
 

Total Investments
(cost $125,862,282)

    100.0    $ 124,229,042  
 

Other Assets and Liabilities

    0.0      13,902  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0%      $     124,242,944  
   

 

 

    

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 123,785,724      $ 123,785,724      $      $  

Short-Term Investments

     443,318        443,318                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     124,229,042      $     124,229,042      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8%  
          Automobiles & Components - 0.3%  
    1,728    

Aptiv plc

  $ 120,183  
    14,149    

NOK Corp.

    164,777  
    441    

Tesla, Inc.*

    344,809  
     

 

 

 
        629,769  
     

 

 

 
          Banks - 1.3%  
    21,504    

ABN Amro Bank N.V.(1)

    164,956  
    94,335    

AIB Group plc*

    130,542  
    67,163    

Bank of Ireland Group plc

    137,825  
    16,839    

BPER Banca

    41,632  
    102,803    

CaixaBank S.A.

    184,955  
    7,588    

KB Financial Group, Inc.

    217,103  
    66,653    

Mitsubishi UFJ Financial Group, Inc.

    269,278  
    58,100    

Resona Holdings, Inc.

    181,448  
    9,336    

Societe Generale S.A.

    146,473  
    39,544    

Standard Chartered plc

    202,057  
    9,604    

Sumitomo Mitsui Financial Group, Inc.

    252,559  
    6,960    

Sumitomo Mitsui Trust Holdings, Inc.

    202,652  
    135,623    

Unicaja Banco S.A.(1)

    73,383  
    23,552    

UniCredit S.p.A.*

    181,887  
     

 

 

 
        2,386,750  
     

 

 

 
          Capital Goods - 3.0%  
    10,993    

ABB Ltd.

    208,672  
    7,813    

Advanced Drainage Systems, Inc.

    316,739  
    1,631    

Altra Industrial Motion Corp.

    45,521  
    14,945    

Arcadis N.V.

    232,396  
    1,033    

Argan, Inc.

    38,779  
    14,631    

Chiyoda Corp.*

    32,949  
    23,246    

Cie de Saint-Gobain

    618,527  
    2,300    

Daikin Industries Ltd.

    295,161  
    2,131    

Deere & Co.

    309,123  
    2,850    

Eaton Corp. plc

    237,975  
    3,529    

Fortune Brands Home & Security, Inc.

    170,098  
    9,200    

Howmet Aerospace, Inc.

    120,244  
    1,894    

Hubbell, Inc.

    235,671  
    3,200    

Ingersoll Rand, Inc.*

    93,056  
    21,019    

JELD-WEN Holding, Inc.*

    266,941  
    15,425    

JGC Holdings Corp.

    148,956  
    4,709    

Kennametal, Inc.

    120,598  
    12,700    

Kyudenko Corp.

    356,070  
    10,395    

PGT Innovations, Inc.*

    107,484  
    1,317    

Rockwool International A/S Class B

    276,780  
    3,486    

Rush Enterprises, Inc. Class A

    130,725  
    3,070    

Siemens AG

    283,309  
    1,534    

SPX FLOW, Inc.*

    49,962  
    8,776    

Vinci S.A.

    718,947  
    4,310    

Xylem, Inc.

    309,889  
     

 

 

 
        5,724,572  
     

 

 

 
          Commercial & Professional Services - 1.0%  
    6,414    

Adecco Group AG

    280,681  
    33,126    

Calisen plc*

    77,186  
    396,000    

China Everbright International Ltd.

    229,005  
    6,431    

Clean Harbors, Inc.*

    343,608  
    8,107    

CoreLogic, Inc.

    311,471  
    93,095    

Hays plc

    126,835  
    22,102    

Pagegroup plc

    104,669  
    1,372    

Verisk Analytics, Inc.

    209,683  
    2,520    

Waste Management, Inc.

    252,050  
     

 

 

 
        1,935,188  
     

 

 

 
          Consumer Durables & Apparel - 1.4%  
    10,081    

American Outdoor Brands Corp.*

    95,417  
    3,427    

Berkeley Group Holdings plc

    179,894  
    1,752    

Cavco Industries, Inc.*

    270,999  
    7,078    

Century Communities, Inc.*

    151,611  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8% - (continued)  
          Consumer Durables & Apparel - 1.4% - (continued)  
    4,473    

D.R. Horton, Inc.

  $ 211,215  
    12,900    

Fujitsu General Ltd.

    213,574  
    8,043    

Kaufman & Broad S.A.

    290,670  
    897    

KB Home

    23,537  
    7,218    

Lennar Corp. Class A

    361,405  
    16,000    

Sekisui Chemical Co., Ltd.

    202,786  
    24,898    

Skyline Champion Corp.*

    490,740  
    728    

Sturm Ruger & Co., Inc.

    38,730  
    7,076    

TRI Pointe Group, Inc.*

    81,232  
     

 

 

 
        2,611,810  
     

 

 

 
          Consumer Services - 0.2%  
    1,575    

Hyatt Hotels Corp. Class A

    88,610  
    8,082    

Melia Hotels International S.A.

    37,152  
    1,000    

Oriental Land Co., Ltd.

    126,445  
    890    

Vail Resorts, Inc.

    152,190  
     

 

 

 
        404,397  
     

 

 

 
          Diversified Financials - 0.9%  
    3,120    

Berkshire Hathaway, Inc. Class B*

    584,563  
    6,636    

Brookfield Asset Management, Inc. Class A

    224,430  
    3,021    

Julius Baer Group Ltd.

    118,650  
    1,312    

Moody’s Corp.

    319,997  
    484    

S&P Global, Inc.

    141,754  
    28,771    

UBS Group AG

    308,065  
    20,798    

Uranium Participation Corp.*

    73,214  
     

 

 

 
        1,770,673  
     

 

 

 
          Energy - 18.7%  
    34,159    

Advantage Oil & Gas Ltd.*

    55,461  
    6,327    

Aker BP ASA

    103,873  
    36,207    

ARC Resources Ltd.(2)

    152,689  
    2,193    

Bharat Petroleum Corp. Ltd.

    10,729  
    318,305    

BP plc

    1,254,253  
    13,809    

BP plc ADR

    328,654  
    11,218    

Brigham Minerals, Inc. Class A

    144,600  
    35,883    

Cabot Oil & Gas Corp.

    775,790  
    2,662    

Caltex Australia Ltd.

    42,858  
    20,556    

Cameco Corp.

    204,386  
    14,551    

Canadian Natural Resources Ltd.

    243,675  
    30,017    

Chevron Corp.

    2,761,564  
    13,861    

China Oilfield Services Ltd. Class H

    10,797  
    1,359,678    

China Petroleum & Chemical Corp. Class H

    677,681  
    33,014    

China Shenhua Energy Co., Ltd. Class H

    58,487  
    32,027    

Cimarex Energy Co.

    814,126  
    438,084    

CNOOC Ltd.

    484,355  
    12,332    

Concho Resources, Inc.

    699,471  
    58,369    

ConocoPhillips

    2,457,335  
    9,100    

Cosan S.A.

    100,975  
    23,981    

Diamondback Energy, Inc.

    1,044,133  
    490    

Drilling Co.*

    11,529  
    8,600    

Ecopetrol S.A. ADR

    89,870  
    35,022    

Enbridge, Inc.

    1,073,107  
    75,220    

Eni S.p.A.

    716,570  
    21,122    

EOG Resources, Inc.

    1,003,506  
    14,422    

EQT Corp.

    210,417  
    27,614    

Equinor ASA

    382,366  
    11,400    

Equinor ASA ADR

    154,812  
    62,559    

Exxon Mobil Corp.

    2,907,117  
    38,000    

Formosa Petrochemical Corp.

    114,012  
    9,416    

Fugro N.V.*(2)

    35,271  
    22,400    

Galp Energia SGPS S.A.

    258,521  
    4,548    

Gazprom Neft PJSC ADR

    101,566  
    121,927    

Gazprom PJSC ADR

    617,433  
    6,159    

Grupa Lotos S.A.

    93,465  
    8,181    

GS Holdings Corp.

    257,418  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8% - (continued)  
          Energy - 18.7% - (continued)  
    20,697    

Headwater Exploration, Inc.*

  $ 18,586  
    4,300    

HollyFrontier Corp.

    142,072  
    8,200    

Imperial Oil Ltd.

    132,489  
    40,263    

Inpex Corp.

    259,901  
    3,390    

Japan Petroleum Exploration Co., Ltd.

    58,266  
    58,620    

JXTG Holdings, Inc.

    207,829  
    10,542    

LUKOIL PJSC ADR

    687,736  
    4,295    

Lundin Petroleum AB

    110,506  
    6,130    

Magnolia Oil & Gas Corp. Class A*

    39,661  
    48,801    

Marathon Petroleum Corp.

    1,565,536  
    15,419    

MOL Hungarian Oil & Gas plc

    97,615  
    5,730    

Motor Oil Hellas Corinth Refineries S.A.

    84,901  
    5,253    

Neste Oyj

    185,512  
    231,007    

Oil & Natural Gas Corp. Ltd.

    244,454  
    6,227    

OMV AG

    203,323  
    1    

Ovintiv, Inc.

    6  
    34,743    

Ovintiv, Inc.(2)

    217,152  
    8,981    

Parsley Energy, Inc. Class A

    84,870  
    1,372    

Petroleo Brasileiro S.A.

    4,705  
    33,633    

Petronet LNG Ltd.

    108,353  
    1,811    

Phillips 66

    132,511  
    8,121    

Pioneer Natural Resources Co.

    725,287  
    6,775    

Polski Koncern Naftowy ORLEN S.A.

    102,840  
    15,100    

PrairieSky Royalty Ltd.

    110,434  
    41,300    

PTT Exploration & Production PCL

    106,604  
    125,300    

PTT PCL

    136,810  
    10,407    

QEP Resources, Inc.

    10,261  
    20,196    

Range Resources Corp.

    117,743  
    12,231    

Reliance Industries Ltd.

    237,808  
    4,437    

Rosneft Oil Co. PJSC GDR

    19,887  
    1,217    

Royal Dutch Shell plc Class A

    20,037  
    25,296    

Royal Dutch Shell plc Class A ADR(2)

    838,057  
    88,128    

Royal Dutch Shell plc Class B

    1,410,809  
    41,163    

Saipem S.p.A.*(2)

    105,651  
    36,041    

Santos Ltd.

    114,603  
    10,616    

Schlumberger Ltd.

    178,561  
    44,507    

Southwestern Energy Co.*

    143,758  
    23,055    

Suncor Energy, Inc.

    411,298  
    67,887    

Surgutneftegas PJSC ADR

    337,617  
    3,035    

Tatneft PSJC ADR

    134,830  
    38,357    

TC Energy Corp.

    1,767,497  
    12,200    

TechnipFMC plc

    108,702  
    15,736    

Tenaris S.A.

    108,880  
    4,732    

Tenaris S.A. ADR

    64,734  
    65,388    

Total S.A.

    2,320,775  
    12,772    

Total S.A. ADR

    448,936  
    8,751    

Tourmaline Oil Corp.

    86,759  
    46,458    

Trican Well Service Ltd.*(2)

    19,358  
    3,400    

Valero Energy Corp.

    215,390  
    6,055    

Viper Energy Partners L.P.

    56,190  
    3,499    

WPX Energy, Inc.*(2)

    21,449  
    17,028    

YPF S.A. ADR

    65,388  
     

 

 

 
        35,585,809  
     

 

 

 
          Food & Staples Retailing - 0.1%  
    96,449    

J Sainsbury plc

    240,042  
     

 

 

 
          Food, Beverage & Tobacco - 0.5%  
    8,100    

Archer-Daniels-Midland Co.

    300,834  
    2,100    

Bunge Ltd.

    83,307  
    208,300    

Charoen Pokphand Indonesia Tbk PT

    64,051  
    1,000    

Ingredion, Inc.

    81,200  
    17,512    

Kuala Lumpur Kepong Bhd

    85,103  
    506,038    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    23,950  
    80,600    

Sime Darby Bhd

    92,501  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8% - (continued)  
          Food, Beverage & Tobacco - 0.5% - (continued)  
    56,000    

Wilmar International Ltd.

  $ 141,024  
     

 

 

 
        871,970  
     

 

 

 
          Insurance - 0.5%  
    8,120    

Assicurazioni Generali S.p.A.

    115,845  
    12,103    

Dai-ichi Life Holdings, Inc.

    151,677  
    1,282    

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    280,789  
    271,962    

Shin Kong Financial Holding Co., Ltd.

    77,424  
    32,968    

T&D Holdings, Inc.

    284,968  
    16,057    

Tongyang Life Insurance Co., Ltd.

    39,038  
     

 

 

 
        949,741  
     

 

 

 
          Materials - 11.9%  
    2,639    

Agnico Eagle Mines Ltd.

    154,194  
    10,337    

Alcoa Corp.*

    84,247  
    1,608    

Allegheny Technologies, Inc.*

    12,076  
    110,248    

Alrosa PJSC*

    92,732  
    1,011,751    

Angang Steel Co., Ltd. Class H

    272,747  
    655    

Anglo American Platinum Ltd.

    34,374  
    44,674    

Anglo American plc

    794,529  
    4,551    

AngloGold Ashanti Ltd.

    111,091  
    8,800    

ArcelorMittal S.A.(2)

    96,624  
    24,046    

ArcelorMittal S.A.

    262,659  
    2,325    

Arconic Corp.*

    20,274  
    436,623    

Baoshan Iron & Steel Co., Ltd. Class A

    299,297  
    51,947    

Barrick Gold Corp.

    1,337,161  
    40,534    

BHP Group Ltd.

    827,473  
    11,950    

BHP Group Ltd. ADR(2)

    486,126  
    58,300    

BHP Group plc

    978,564  
    18,150    

BHP Group plc ADR

    606,936  
    24,683    

BlueScope Steel Ltd.

    161,102  
    10,640    

Boliden AB(2)

    214,475  
    20,335    

Centerra Gold, Inc.

    162,598  
    3,100    

CF Industries Holdings, Inc.

    85,250  
    374,081    

China BlueChemical Ltd. Class H

    55,834  
    2,527    

Cia de Minas Buenaventura SAA ADR

    18,927  
    2,224    

Cleveland-Cliffs, Inc.(2)

    9,741  
    11,100    

Corteva, Inc.*

    290,709  
    11,027    

Eldorado Gold Corp.*

    104,426  
    24,413    

Empresas CMPC S.A.

    52,630  
    133,230    

Eregli Demir ve Celik Fabrikalari T.A.S.

    153,600  
    47,234    

Evraz plc

    156,524  
    3,700    

First Quantum Minerals Ltd.

    22,594  
    4,864    

FMC Corp.

    447,002  
    38,753    

Fortescue Metals Group Ltd.

    296,160  
    2,177    

Franco-Nevada Corp.

    288,025  
    10,400    

Freeport-McMoRan, Inc.

    91,832  
    393    

Fresnillo plc

    3,491  
    81,500    

Gerdau S.A. ADR

    175,225  
    34,073    

Gold Fields Ltd.

    253,626  
    30,545    

Harmony Gold Mining Co., Ltd.*

    112,413  
    100,929    

Hindalco Industries Ltd.

    171,190  
    483,400    

Hunan Valin Steel Co., Ltd. Class A*

    271,034  
    14,234    

IAMGOLD Corp.*

    49,961  
    2,946    

Imerys S.A.

    92,424  
    27,694    

Impala Platinum Holdings Ltd.

    165,174  
    1,901    

Industrias Penoles S.A.B. de C.V.

    14,553  
    9,459    

Israel Chemicals Ltd.

    33,003  
    7,545    

JSR Corp.

    141,929  
    49,455    

Kinross Gold Corp.*

    326,796  
    2,227    

Kirkland Lake Gold Ltd.

    92,059  
    1,182    

Korea Zinc Co., Ltd.

    375,680  
    7,614    

Kumba Iron Ore Ltd.

    143,301  
    8,926    

Kyoei Steel Ltd.

    113,424  
    7,518    

LafargeHolcim Ltd.*

    312,245  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8% - (continued)  
          Materials - 11.9% - (continued)  
    1,881    

Louisiana-Pacific Corp.

  $ 37,620  
    9,200    

Lundin Mining Corp.

    45,076  
    714,000    

Maanshan Iron & Steel Co., Ltd. Class H

    231,553  
    20,279    

Magnitogorsk Iron & Steel Works PJSC GDR

    142,967  
    144    

Martin Marietta Materials, Inc.

    27,393  
    12,501    

Mondi plc

    220,759  
    5,100    

Mosaic Co.

    58,701  
    613,000    

Nanjing Iron & Steel Co., Ltd. Class A

    275,478  
    8,778    

Newcrest Mining Ltd.

    159,087  
    3,643    

Newmont Corp.

    217,018  
    5,709    

Newmont Corp.

    339,571  
    102,300    

Nine Dragons Paper Holdings Ltd.

    97,873  
    6,390    

Norbord, Inc.

    103,658  
    88,617    

Norsk Hydro ASA

    224,809  
    3,859    

Northam Platinum Ltd.*

    19,127  
    9,026    

Novolipetsk Steel PJSC GDR

    155,698  
    4,750    

Nucor Corp.

    195,652  
    8,400    

Nutrien Ltd.

    299,985  
    24,100    

Oji Holdings Corp.

    122,368  
    3,693    

Pacific Metals Co., Ltd.

    56,933  
    881,000    

Pangang Group Vanadium Titanium & Resources Co., Ltd. Class A*

    248,114  
    2,237    

Polymetal International plc

    45,811  
    764    

Polyus PJSC GDR

    62,075  
    4,803    

POSCO

    725,759  
    88,766    

Resolute Mining Ltd.*

    52,886  
    4,783    

Rio Tinto Ltd.

    269,575  
    25,668    

Rio Tinto plc

    1,191,473  
    18,500    

Rio Tinto plc ADR

    854,515  
    8,064    

Salzgitter AG

    107,737  
    242,900    

Sansteel Minguang Co., Ltd. Fujian Class A

    248,279  
    41,857    

SEMAFO, Inc.*

    105,248  
    13,778    

Severstal PAO GDR

    164,246  
    587,300    

Shanxi Taigang Stainless Steel Co., Ltd. Class A

    271,117  
    25,440    

Sibanye Stillwater Ltd.*

    51,826  
    170,743    

South32 Ltd.

    214,711  
    10,797    

Southern Copper Corp.

    350,255  
    16,103    

Steel Dynamics, Inc.

    390,820  
    15,394    

Stora Enso Oyj Class R

    181,104  
    8,100    

Suzano S.A.*

    58,703  
    6,413    

Teck Resources Ltd. Class B

    56,530  
    600    

United States Steel Corp.(2)

    4,608  
    15,106    

UPL Ltd.

    83,592  
    14,323    

UPM-Kymmene Oyj

    392,811  
    37,800    

Vale S.A. ADR

    311,850  
    149,029    

Vedanta Ltd.

    173,716  
    2,585    

Vicat S.A.

    72,546  
    887    

Vulcan Materials Co.

    100,204  
    2,575    

Warrior Met Coal, Inc.

    32,316  
    1,797    

West Fraser Timber Co., Ltd.

    50,013  
    61,107    

Western Areas Ltd.

    86,137  
    5,010    

Wheaton Precious Metals Corp.

    190,365  
    475,800    

Xinyu Iron & Steel Co., Ltd. Class A

    270,282  
    6,834    

Yamato Kogyo Co., Ltd.

    134,115  
    4,480    

Yara International ASA

    152,161  
    13,327    

Zhaojin Mining Industry Co., Ltd. Class H

    14,973  
    83,990    

Zijin Mining Group Co., Ltd. Class H

    34,290  
     

 

 

 
        22,716,150  
     

 

 

 
          Media & Entertainment - 0.8%  
    1,409    

Charter Communications, Inc. Class A*

    697,779  
    20,481    

Comcast Corp. Class A

    770,700  
     

 

 

 
        1,468,479  
     

 

 

 
          Real Estate - 7.5%  
    1,088    

Aedifica S.A. REIT

    105,447  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8% - (continued)  
          Real Estate - 7.5% - (continued)  
    3,879    

Agree Realty Corp. REIT

  $ 252,562  
    3,039    

Alexandria Real Estate Equities, Inc. REIT

    477,397  
    8,042    

American Homes Rent Class A, REIT

    194,134  
    5,820    

American Tower Corp. REIT

    1,385,160  
    7,168    

Americold Realty Trust REIT

    219,269  
    209,700    

Ayala Land, Inc.

    130,920  
    2,950    

Boston Properties, Inc. REIT

    286,681  
    15,941    

British Land Co. plc REIT

    81,319  
    18,110    

Brixmor Property Group, Inc. REIT

    207,360  
    3,782    

CA Immobilien Anlagen AG

    120,654  
    2,611    

Camden Property Trust REIT

    229,951  
    22,202    

CK Asset Holdings Ltd.

    140,289  
    103    

Comforia Residential REIT, Inc. REIT

    305,826  
    2,107    

Crown Castle International Corp. REIT

    335,919  
    7,951    

Derwent London plc REIT

    310,679  
    5,187    

Digital Realty Trust, Inc. REIT

    775,405  
    6,875    

Douglas Emmett, Inc. REIT

    209,619  
    976    

Equinix, Inc. REIT

    658,995  
    6,971    

Equity LifeStyle Properties, Inc. REIT

    420,421  
    1,044    

Essex Property Trust, Inc. REIT

    254,840  
    7,907    

Five Point Holdings LLC Class A*

    44,595  
    28,571    

Goodman Group REIT

    243,346  
    66,814    

Grainger plc

    224,476  
    15,509    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    434,097  
    15,903    

Healthpeak Properties, Inc. REIT

    415,704  
    3,752    

Host Hotels & Resorts, Inc. REIT

    46,187  
    256    

Ichigo Office REIT Investment Corp. REIT

    161,384  
    23,322    

Independence Realty Trust, Inc. REIT

    234,853  
    9,000    

Katitas Co., Ltd.

    157,072  
    2,330    

Kilroy Realty Corp. REIT

    145,066  
    17,241    

Kojamo Oyj

    309,854  
    10,489    

Land Securities Group plc REIT

    87,468  
    212,400    

Mapletree Logistics Trust REIT

    269,053  
    31,401    

Medical Properties Trust, Inc. REIT

    538,213  
    9,349    

Mitsubishi Estate Co., Ltd.

    151,249  
    22,000    

Mitsui Fudosan Co., Ltd. REIT

    404,513  
    38    

Nippon Accommodations Fund, Inc. REIT

    225,690  
    8,648    

Prologis, Inc. REIT

    771,661  
    952    

PSP Swiss Property AG

    110,591  
    7,022    

Rexford Industrial Realty, Inc. REIT

    285,936  
    25,647    

Safestore Holdings plc REIT

    232,003  
    4,156    

STORE Capital Corp. REIT

    83,411  
    2,161    

Sun Communities, Inc. REIT

    290,438  
    16,500    

Tokyo Tatemono Co., Ltd.

    188,962  
    5,766    

UDR, Inc. REIT

    216,052  
    15,957    

VICI Properties, Inc. REIT

    277,971  
    8,630    

Vonovia SE

    426,743  
    12,973    

Weyerhaeuser Co., REIT

    283,720  
     

 

 

 
        14,363,155  
     

 

 

 
          Retailing - 0.1%  
    36,127    

Petrobras Distribuidora S.A.

    129,748  
    10,834    

Xebio Holdings Co., Ltd.

    89,581  
     

 

 

 
        219,329  
     

 

 

 
          Semiconductors & Semiconductor Equipment - 0.2%  
    7,564    

First Solar, Inc.*

    332,892  
     

 

 

 
          Software & Services - 0.2%  
    2,275    

Aspen Technology, Inc.*

    232,619  
    31,586    

NEXTDC Ltd.*

    180,254  
     

 

 

 
        412,873  
     

 

 

 
          Technology Hardware & Equipment - 0.7%  
    6,810    

Hexagon AB Class B

    334,180  
    4,314    

Itron, Inc.*

    301,204  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 58.8% - (continued)  
          Technology Hardware & Equipment - 0.7% - (continued)  
    69,446    

Smart Metering Systems plc

  $ 523,054  
    6,553    

Trimble, Inc.*

    226,930  
     

 

 

 
        1,385,368  
     

 

 

 
          Telecommunication Services - 1.6%  
    92,907    

BT Group plc

    135,414  
    7,206    

Cellnex Telecom S.A.(1)

    376,908  
    35,791    

China Mobile Ltd.

    287,726  
    665,149    

China Telecom Corp. Ltd. Class H

    229,743  
    3,188,000    

China Tower Corp. Ltd. Class H(1)

    709,471  
    350,676    

China Unicom Hong Kong Ltd.

    226,793  
    28,200    

KDDI Corp.

    816,792  
    6,510    

KT Corp.

    127,838  
    9,927    

KT Corp. ADR

    97,384  
    18,457    

MTN Group Ltd.

    48,502  
     

 

 

 
        3,056,571  
     

 

 

 
          Transportation - 1.0%  
    247    

AP Moller - Maersk A/S Class B

    245,827  
    8,312    

Canadian National Railway Co.

    687,377  
    8,779    

D/S Norden A/S*

    123,389  
    15,050    

Japan Airport Terminal Co., Ltd.

    610,312  
    648,162    

Pacific Basin Shipping Ltd.

    79,407  
    66,324    

PostNL N.V.

    114,280  
    831    

Ryder System, Inc.

    29,417  
     

 

 

 
        1,890,009  
     

 

 

 
          Utilities - 6.9%  
    15,557    

Atlantica Yield plc

    372,435  
    20,238    

Avangrid, Inc.(2)

    870,234  
    97,777    

Beijing Enterprises Holdings Ltd.

    346,384  
    2,610    

CenterPoint Energy, Inc.

    44,448  
    129,186    

Centrica plc

    64,613  
    1,796,146    

China Longyuan Power Group Corp. Ltd. Class H

    897,766  
    88,200    

Cia de Saneamento do Parana

    416,841  
    90,828    

CK Infrastructure Holdings Ltd.

    539,519  
    8,448    

Duke Energy Corp.

    715,208  
    71,970    

E.ON SE

    720,943  
    13,706    

Edison International

    804,679  
    102,563    

Enel S.p.A.

    700,551  
    89,432    

Engie S.A.

    970,298  
    39,999    

ENN Energy Holdings Ltd.

    450,887  
    5,107    

Eversource Energy

    412,135  
    19,319    

Exelon Corp.

    716,348  
    133,816    

Guangdong Investment Ltd.

    278,132  
    76,791    

Iberdrola S.A.

    763,900  
    108,657    

National Grid plc

    1,273,324  
    817    

Pinnacle West Capital Corp.

    62,901  
    5,226    

Sempra Energy

    647,240  
    8,124    

Severn Trent plc

    243,781  
    65,622    

Snam S.p.A.

    294,373  
    26,328    

Sunnova Energy International, Inc.*

    331,733  
    9,350    

UGI Corp.

    282,183  
     

 

 

 
        13,220,856  
     

 

 

 
   

Total Common Stocks
(cost $104,940,698)

  $ 112,176,403  
     

 

 

 
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.1%  
          Whole Loan Collateral CMO - 0.1%  
   

Fannie Mae Connecticut Avenue Securities

 

$     101,816    

2.69%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(3)

    94,270  
    110,000    

3.49%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(3)

    104,070  
     

 

 

 
        198,340  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $187,563)

  $ 198,340  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 0.5%  
          Aerospace/Defense - 0.1%  
$     125,000    

Boeing Co. 5.04%, 05/01/2027

  $ 125,000  
     

 

 

 
      Construction Materials - 0.1%  
    112,000    

Eagle Materials, Inc. 4.50%, 08/01/2026

    102,388  
     

 

 

 
      Iron/Steel - 0.0%  
    75,000    

United States Steel Corp. 6.65%, 06/01/2037

    46,613  
     

 

 

 
      Oil & Gas - 0.2%  
    80,000    

Callon Petroleum Co. 6.25%, 04/15/2023

    16,600  
    115,000    

Centennial Resource Production LLC 5.38%, 01/15/2026(1)

    34,500  
    50,000    

EQT Corp. 6.13%, 02/01/2025

    47,625  
    95,000    

Matador Resources Co. 5.88%, 09/15/2026

    47,500  
    75,000    

Noble Energy, Inc. 6.00%, 03/01/2041

    59,678  
    50,000    

Occidental Petroleum Corp. 4.40%, 04/15/2046

    30,250  
 

PDC Energy, Inc.

 

    105,000    

5.75%, 05/15/2026

    80,083  
    30,000    

6.13%, 09/15/2024

    23,550  
    110,000    

QEP Resources, Inc. 5.38%, 10/01/2022

    37,950  
 

Southwestern Energy Co.

 
    50,000    

7.50%, 04/01/2026

    44,875  
    30,000    

7.75%, 10/01/2027(2)

    26,106  
     

 

 

 
    448,717  
 

 

 

 
      Pipelines - 0.1%  
 

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.

 
    50,000    

5.38%, 09/15/2024

    39,000  
    130,000    

5.75%, 03/01/2027(1)

    96,200  
    35,000    

EnLink Midstream LLC 5.38%, 06/01/2029

    21,700  
    45,000    

EnLink Midstream Partners L.P. 4.85%, 07/15/2026

    27,450  
     

 

 

 
    184,350  
 

 

 

 
 

Total Corporate Bonds
(cost $1,290,855)

  $ 907,068  
   

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 2.6%  
      Argentina - 0.1%  
ARS     4,745,736    

Argentina Treasury Bond 1.20%, 03/18/2022(4)

    60,252  
 

Argentine Republic Government International Bond

 
EUR     100,000    

3.38%, 01/15/2023

    26,306  
    125,000    

5.00%, 01/15/2027(5)

    30,651  
     

 

 

 
    117,209  
 

 

 

 
      Canada - 0.1%  
CAD     250,277    

Canadian Government Real Return Bond 4.25%, 12/01/2026(4)

    227,749  
     

 

 

 
      Germany - 0.6%  
 

Deutsche Bundesrepublik Inflation Linked Bond

 
EUR     702,381    

0.10%, 04/15/2026(4)(5)

    823,804  
    204,966    

0.50%, 04/15/2030(4)(5)

    261,718  
     

 

 

 
    1,085,522  
 

 

 

 
      Greece - 0.0%  
    31,375,000    

Hellenic Republic Government Bond 0.00%, 10/15/2042(6)

    90,425  
     

 

 

 
      Indonesia - 0.3%  
IDR     8,933,000,000    

Indonesia Treasury Bond 8.38%, 03/15/2034

    607,144  
     

 

 

 
      Japan - 0.6%  
 

Japanese Government CPI Linked Bond

 
JPY     84,426,189    

0.10%, 03/10/2026(4)

    785,377  
    35,833,296    

0.10%, 03/10/2028(4)

    331,737  
     

 

 

 
    1,117,114  
 

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 2.6% - (continued)  
      Mexico - 0.2%  
MXN     3,655,300    

Mexican Bonos 8.00%, 11/07/2047

  $ 156,242  
    3,510,995    

Mexican Udibonos 4.00%, 11/08/2046(4)

    151,961  
     

 

 

 
    308,203  
 

 

 

 
      Nigeria - 0.1%  
$     200,000    

Nigeria Government International Bond 7.88%, 02/16/2032(5)

    151,000  
     

 

 

 
      Russia - 0.3%  
RUB     50,428,203    

Russian Federal Inflation Linked Bond - OFZ 2.50%, 02/02/2028(4)

    670,760  
     

 

 

 
      Saudi Arabia - 0.1%  
$     200,000    

Saudi Government International Bond 4.38%, 04/16/2029(5)

    222,760  
     

 

 

 
      South Korea - 0.2%  
KRW     472,434,711    

Inflation Linked Korea Treasury Bond 1.75%, 06/10/2028(4)

    401,362  
     

 

 

 
      Thailand - 0.0%  
THB     2,773,013    

Thailand Government Bond 1.25%, 03/12/2028(4)(5)

    76,378  
     

 

 

 
 

Total Foreign Government Obligations
(cost $5,748,834)

  $ 5,075,626  
   

 

 

 
U.S. GOVERNMENT AGENCIES - 0.4%  
      UMBS - 0.4%  
$     664,000    

2.50%, 05/13/2050(7)

  $ 691,623  
     

 

 

 
 

Total U.S. Government Agencies
(cost $687,577)

  $ 691,623  
   

 

 

 
U.S. GOVERNMENT SECURITIES - 23.2%  
      United States - 23.2%  
      U.S. Treasury Bonds - 3.8%  
$     216,151    

0.13%, 01/15/2030(4)

  $ 228,641  
    522,843    

0.75%, 02/15/2045(4)

    636,978  
    214,302    

0.88%, 02/15/2047(4)

    273,197  
    98,246    

1.00%, 02/15/2046(4)

    127,480  
    438,320    

1.75%, 01/15/2028(4)

    510,722  
    2,430,466    

2.00%, 01/15/2026(4)

    2,755,427  
    846,673    

2.38%, 01/15/2025(4)

    953,348  
    487,401    

2.38%, 01/15/2027(4)

    577,907  
    568,689    

3.63%, 04/15/2028(4)

    748,222  
    385,492    

3.88%, 04/15/2029(4)

    531,509  
     

 

 

 
    7,343,431  
 

 

 

 
      U.S. Treasury Notes - 19.4%  
$     463,833    

0.13%, 04/15/2021(4)

  $ 456,719  
    2,572,511    

0.13%, 01/15/2022(4)(8)

    2,551,659  
    2,639,041    

0.13%, 01/15/2023(4)(8)

    2,638,265  
    1,209,186    

0.13%, 07/15/2024(4)

    1,229,089  
    771,558    

0.13%, 07/15/2026(4)

    797,677  
    4,007,794    

0.25%, 01/15/2025(4)

    4,111,285  
    808,968    

0.25%, 07/15/2029(4)

    863,395  
    1,554,629    

0.38%, 07/15/2023(4)

    1,578,545  
    1,134,372    

0.38%, 07/15/2025(4)

    1,179,463  
    1,006,554    

0.38%, 01/15/2027(4)

    1,057,009  
    724,327    

0.38%, 07/15/2027(4)

    768,057  
    718,305    

0.50%, 01/15/2028(4)

    767,391  
    10,473,848    

0.63%, 07/15/2021(4)

    10,476,182  
    447,986    

0.63%, 04/15/2023(4)

    455,301  
    3,420,814    

0.63%, 01/15/2024(4)

    3,512,541  
    887,199    

0.63%, 01/15/2026(4)

    936,084  
    613,329    

0.75%, 07/15/2028(4)

    673,298  
    2,593,516    

0.88%, 01/15/2029(4)(8)

    2,887,091  
    23,723    

1.25%, 07/15/2020(4)

    23,523  
     

 

 

 
        36,962,574  
     

 

 

 
   

Total U.S. Government Securities
(cost $43,041,826)

  $ 44,306,005  
     

 

 

 
Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.0%  
          Oil & Gas - 0.0%  
    75,000    

PDC Energy, Inc. 1.13%, 09/15/2021

  $ 61,600  
    40,000    

Oasis Petroleum, Inc. 2.63%, 09/15/2023

    4,799  
     

 

 

 
        66,399  
     

 

 

 
   

Total Convertible Bonds
(cost $100,655)

  $ 66,399  
     

 

 

 
EXCHANGE-TRADED FUNDS - 3.1%  
          Other Investment Pools & Funds - 3.1%  
    47,347    

Invesco Senior Loan ETF(2)

    993,340  
    153,655    

VanEck Vectors Gold Miners ETF

    4,956,910  
     

 

 

 
        5,950,250  
     

 

 

 
   

Total Exchange-Traded Funds
(cost $5,301,048)

  $ 5,950,250  
     

 

 

 
PREFERRED STOCKS - 0.1%  
          Materials - 0.1%  
    4,142    

Sociedad Quimica y Minera de Chile S.A. Series B

    98,477  
     

 

 

 
   

Total Preferred Stocks
(cost $91,148)

  $ 98,477  
     

 

 

 
   

Total Long-Term Investments
(cost $161,390,204)

  $     169,470,191  
     

 

 

 
SHORT-TERM INVESTMENTS - 12.5%  
          Other Investment Pools & Funds - 10.1%  
    19,297,413    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(9)

    19,297,413  
     

 

 

 
          Securities Lending Collateral - 2.4%  
    228,563    

Citibank NA DDCA, 0.04%, 5/1/2020(9)

    228,563  
    2,101,187    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(9)

    2,101,187  
    1,276,658    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(9)

    1,276,658  
    955,791    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(9)

    955,791  
     

 

 

 
        4,562,199  
     

 

 

 
   

Total Short-Term Investments
(cost $23,859,612)

  $ 23,859,612  
     

 

 

 
                                 

Total Investments Excluding Purchased Options
(cost $185,249,816)

    101.3    $ 193,329,803  
   

Total Purchased Options
(cost $1,750)

    0.0    $ 160  
     

 

 

    

 

 

 
   

Total Investments
(cost $185,251,566)

    101.3    $ 193,329,963  
   

Other Assets and Liabilities

    (1.3 )%       (2,500,451
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     190,829,512  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

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 April 30, 2020, the Fund invested 17.0% of its total assets in the Subsidiary.

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to

  qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $1,455,418, representing 0.8% of net assets.

 

(2) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(3) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(4) 

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(5) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $1,566,311, representing 0.8% of net assets.

 

(6) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(7) 

Represents or includes a TBA transaction.

 

(8) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $3,444,430.

 

(9) 

Current yield as of period end.

 

 

OTC Option Contracts Outstanding at April 30, 2020  

Description

   Counter-
party
   Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:  
Puts  

USD Put/CAD Call

   BOA      1.28 per USD        07/20/20        659,000       USD        659,000      $ 160      $ 1,750      $ (1,590
                   

 

 

    

 

 

    

 

 

 

Total purchased OTC option contracts

 

   $     160      $     1,750      $     (1,590
                   

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

Brent Crude Oil Future

     7        07/31/2020      $ 208,460      $ (25,863

Brent Crude Oil Future

     39        10/30/2020            1,285,050        13,066  

Brent Crude Oil Future

     27        04/30/2021        982,260        33,211  

Brent Crude Oil Future

     25        10/29/2021        967,500        23,717  

Brent Crude Oil Future

     23        10/31/2022        974,050        18,829  

Copper Future

     16        07/29/2020        937,600        28,536  

Copper Future

     34        09/28/2020        1,999,625        5,372  

Cotton No. 2 Future

     17        12/08/2020        500,820        31,787  

Gasoline RBOB Future

     10        08/31/2020        351,330            (166,148

Gasoline RBOB Future

     3        11/30/2020        98,494        2,814  

Gasoline RBOB Future

     1        05/28/2021        42,567        880  

Gold 100oz Future

     25        08/27/2020        4,252,500        81,478  

LME Copper Future

     4        06/17/2020        517,900        (50,917

LME Nickel Future

     26        05/18/2020        1,893,528        (35,095

LME Nickel Future

     7        06/15/2020        510,720        (20,583

LME Nickel Future

     39        07/13/2020        2,850,822        (124,983

LME Nickel Future

     23        09/14/2020        1,687,326        46,290  

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2020 – (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts – (continued):  

LME Primary Aluminum Future

     101        05/18/2020      $ 3,703,544      $ (18,566

LME Primary Aluminum Future

     3        12/16/2020        115,013        (20,356

LME Zinc Future

     16        05/18/2020        773,996        (127,456

LME Zinc Future

     64        07/13/2020        3,101,600        (233,363

LME Zinc Future

     35        09/14/2020        1,701,000        12,858  

LME Zinc Future

     2        12/14/2020        97,700        (10,917

Live Cattle Future

     2        06/30/2020        68,760        (9,747

Live Cattle Future

     13        08/31/2020        478,920        (22,245

NY Harbor ULSD Future

     3        08/31/2020        121,136        (15,947

Platinum Future

     24        07/29/2020        975,600        161,966  

Platinum Future

     6        10/28/2020        243,180        19,991  

Soybean Future

     15        11/13/2020        643,312        (3,098

Soybean Meal Future

     10        07/14/2020        295,100        2,559  

Soybean Meal Future

     13        12/14/2020        387,270        (3,614

U.S. Treasury 5-Year Note Future

     8        06/30/2020        1,003,875        34,358  
           

 

 

 

Total

 

   $ (371,186
           

 

 

 
Short position contracts:  

10-Year Mini JGB Future

     1        06/12/2020      $ 142,338      $ 1,618  

Euro-BUND Future

     4        06/08/2020        764,596        2,722  

Japan 10-Year Bond Future

     1        06/15/2020        1,423,753        28,508  

LME Copper Future

     2        06/17/2020        258,950        4,420  

LME Nickel Future

     26        05/18/2020        1,893,528        7,192  

LME Nickel Future

     2        06/15/2020        145,920        (8,196

LME Nickel Future

     39        07/13/2020        2,850,822        (34,104

LME Nickel Future

     2        09/14/2020        146,724        (150

LME Primary Aluminum Future

     101        05/18/2020        3,703,544        167,843  

LME Primary Aluminum Future

     3        12/16/2020        115,012        27,254  

LME Zinc Future

     16        05/18/2020        773,996        104,029  

LME Zinc Future

     64        07/13/2020        3,101,600        48,861  

LME Zinc Future

     3        09/14/2020        145,800        (4,622

LME Zinc Future

     2        12/14/2020        97,700        27,729  

U.S. Treasury 10-Year Note Future

     120        06/19/2020            16,687,500        (712,924

U.S. Treasury Ultra Bond Future

     4        06/19/2020        899,125        (106,268

WTI Crude Future

     1        05/20/2021        33,010        2,684  
           

 

 

 

Total

 

   $ (443,404
           

 

 

 

Total futures contracts

 

   $     (814,590
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counter-
party
     Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

CMBX.NA.AAA.10

     MSC        USD        290,000       (0.50 %)      11/17/59        Monthly      $      $ (14   $ (723   $ (709

CMBX.NA.AAA.11

     MSC        USD        290,000       (0.50 %)      11/18/54        Monthly        1,468              979       (489

CMBX.NA.AAA.12

     MSC        USD        290,000       (0.50 %)      08/17/61        Monthly        4,300              2,989       (1,311

CMBX.NA.AAA.13

     MSC        USD        290,000       (0.50 %)      12/16/72        Monthly        7,148              5,525       (1,623
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

     $ 12,916      $ (14   $ 8,770     $ (4,132
                  

 

 

    

 

 

   

 

 

   

 

 

 
Sell protection:  

CDX.NA.HY.34.V1

     GSC        USD        90,000       5.00     06/20/23        Quarterly      $      $ (2,223   $ (5,316   $ (3,093

CDX.NA.HY.34.V1

     GSC        USD        235,000       5.00     06/20/23        Quarterly               (8,729     (13,880     (5,151

CDX.NA.HY.34.V1

     GSC        USD        460,000       5.00     06/20/23        Quarterly               (11,351     (27,170     (15,819
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

     $      $ (22,303   $ (46,366   $ (24,063
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

     $     12,916      $     (22,317   $     (37,596   $     (28,195
                  

 

 

    

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2020 – (continued)  

Reference Entity

   Counter-
party
     Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on single-name issues:  
Buy protection:  

Republic of Malaysia

     JPM        USD        250,000       (1.00 %)      12/20/24        Quarterly      $      $ (6,913   $ (715   $ 6,198  

Russian Federation

     GSC        USD        80,000       (1.00 %)      06/20/25        Quarterly        2,642              2,603       (39

Russian Federation

     JPM        USD        210,000       (1.00 %)      06/20/25        Quarterly        7,334              6,835       (499

Russian Federation

     HSBC        USD        220,000       (1.00 %)      06/20/25        Quarterly        7,943              7,160       (783
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

     $ 17,919      $ (6,913   $ 15,883     $ 4,877  
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

   $     30,835      $     (29,230   $     (21,713   $     (23,318
                  

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 Total Return Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Counter-
party
   Notional
Amount
     Payments
received (paid)
by the Fund
   Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Saudi Arabian Oil Co.

   GSC      USD       18,821      30.20%      03/31/21        Monthly      $      $      $ (10   $ (10

Saudi Arabian Oil Co.

   GSC      USD       71,720      8.00%      03/31/21        Monthly                      (39     (39

Saudi Arabian Oil Co.

   GSC      USD       128,581      8.00%      03/31/21        Monthly                      (70     (70

Saudi Arabian Oil Co.

   GSC      USD       187,439      8.00%      03/31/21        Monthly                      (102     (102

Saudi Arabian Oil Co.

   GSC      USD       15,214      8.50%      04/29/21        Monthly                      (8     (8
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC total return swap contracts

 

      $     —      $     —      $     (229   $     (229
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

Bond Forward Contracts Outstanding at April 30, 2020  

Counterparty

    

Reference Obligation

     Notional Amount        Expiration Date        Unrealized
Appreciation/
(Depreciation)
 

BOA

     U.S. Treasury Bonds, 0.75%, 07/15/2028        USD       10,464,988          05/29/2020        $     (49,505
                     

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  290,000      AUD      184,807      USD    BMO      05/29/20     $ 4,191     $  
  255,000      BRL      50,716      USD    MSC      05/05/20             (3,840
  10,970,000      BRL      2,021,375      USD    JPM      05/05/20             (4,793
  5,230,000      BRL      985,027      USD    GSC      05/05/20                 (23,612
  5,485,000      BRL      1,013,507      USD    JPM      06/02/20             (7,665
  60,000      CAD      42,739      USD    MSC      05/29/20       368        
  4,557,200,000      COP      1,125,096      USD    BNP      05/29/20           22,644        
  215,000      EUR      233,085      USD    MSC      05/29/20       2,658        
  182,000      EUR      197,240      USD    HSBC      05/29/20       2,319        
  27,151,000,000      IDR      1,722,233      USD    MSC      05/29/20       95,841        
  1,618,144,000      IDR      102,903      USD    JPM      05/29/20       5,451        
  21,074,000      JPY      196,355      USD    HSBC      05/29/20       99        
  120,695,000      JPY      1,127,753      USD    SSG      05/29/20             (2,624
  86,681,000      KRW      71,178      USD    BCLY      05/29/20             (17
  36,740,000      MXN      1,468,719      USD    CBK      05/29/20       48,113        
  1,316,000      MXN      52,767      USD    BOA      05/29/20       1,565        
  2,520,000      NOK      237,080      USD    JPM      05/29/20       8,930        
  190,000      NZD      115,047      USD    MSC      05/29/20       1,484        
  79,810,000      RUB      1,066,872      USD    BOA      05/29/20       3,275        
  8,858,000      RUB      118,383      USD    MSC      05/29/20       391        
  10,900,000      SEK      1,083,831      USD    JPM      05/29/20       33,765        
  1,015,741      USD      5,485,000      BRL    JPM      05/05/20       7,450        
  963,700      USD      5,230,000      BRL    GSC      05/05/20       2,285        
  46,987      USD      255,000      BRL    MSC      05/05/20       111        

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2020 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  272,776      USD      383,000      CAD    MSC      05/29/20     $     $ (2,387
  1,710,148      USD      1,665,000      CHF    JPM      05/29/20             (16,193
  165,861      USD      1,177,000      CNH    BOA      05/29/20             (300
  9,707,166      USD      8,954,000      EUR    MSC      05/29/20             (110,689
  516,540      USD      8,143,251,000      IDR    MSC      05/29/20             (28,745
  1,369,282      USD      146,544,000      JPY    SSG      05/29/20       3,186        
  476,952      USD      587,676,000      KRW    JPM      05/29/20             (5,508
  286,028      USD      7,155,000      MXN    CBK      05/29/20             (9,370
  161,749      USD      730,000      RON    BCLY      04/30/20              
  162,638      USD      730,000      RON    CBK      05/29/20             (1,995
  674,759      USD      50,477,000      RUB    BOA      05/29/20             (2,071
  84,492      USD      2,731,000      THB    BNP      05/29/20       84        
  284,743      USD      2,010,000      TRY    BOA      05/29/20             (1,188
  464,547      USD      3,283,000      TRY    BCLY      05/29/20             (2,473
  1,147,255      USD      8,107,000      TRY    GSC      05/29/20             (6,000
  347,681      USD      6,638,000      ZAR    BCLY      05/29/20             (9,282
  6,638,000      ZAR      354,790      USD    BOA      05/29/20       2,755       (581
                

 

 

   

 

 

 
 

Total foreign currency contracts

     $     246,965     $     (239,333
 

 

 

   

 

 

 

 

 

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.

 

 

  64  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

        

Automobiles & Components

   $ 629,769     $ 464,992     $ 164,777     $  

Banks

     2,386,750       164,956       2,221,794        

Capital Goods

     5,724,572       2,785,201       2,939,371        

Commercial & Professional Services

     1,935,188       1,298,667       636,521        

Consumer Durables & Apparel

     2,611,810       1,724,886       886,924        

Consumer Services

     404,397       277,952       126,445        

Diversified Financials

     1,770,673       1,343,958       426,715        

Energy

         35,585,809           23,103,795           12,482,014           —  

Food & Staples Retailing

     240,042             240,042        

Food, Beverage & Tobacco

     871,970       465,341       406,629        

Insurance

     949,741             949,741        

Materials

     22,716,150       9,210,558       13,505,592        

Media & Entertainment

     1,468,479       1,468,479              

Real Estate

     14,363,155       11,756,357       2,606,798        

Retailing

     219,329       129,748       89,581        

Semiconductors & Semiconductor Equipment

     332,892       332,892              

Software & Services

     412,873       412,873              

Technology Hardware & Equipment

     1,385,368       1,051,188       334,180        

Telecommunication Services

     3,056,571       97,384       2,959,187        

Transportation

     1,890,009       716,794       1,173,215        

Utilities

     13,220,856       5,676,385       7,544,471        

Asset & Commercial Mortgage-Backed Securities

     198,340             198,340        

Corporate Bonds

     907,068             907,068        

Foreign Government Obligations

     5,075,626             5,075,626        

U.S. Government Agencies

     691,623             691,623        

U.S. Government Securities

     44,306,005             44,306,005        

Convertible Bonds

     66,399             66,399        

Exchange-Traded Funds

     5,950,250       5,950,250              

Preferred Stocks

     98,477       98,477              

Short-Term Investments

     23,859,612       23,859,612              

Purchased Options

     160             160        

Foreign Currency Contracts(2)

     246,965             246,965        

Futures Contracts(2)

     940,572       940,572              

Swaps - Credit Default(2)

     6,198             6,198        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     194,523,698     $     93,331,317     $     101,192,381     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (49,505   $     $ (49,505   $  

Foreign Currency Contracts(2)

     (239,333           (239,333      

Futures Contracts(2)

     (1,755,162     (1,755,162            

Swaps - Credit Default(2)

     (29,516           (29,516      

Swaps - Total Return(2)

     (229           (229      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,073,745   $ (1,755,162   $ (318,583   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


The Hartford Growth Allocation Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8%  
      Domestic Equity Funds - 59.5%  
  2,983,534    

Hartford Core Equity Fund, Class F

  $ 93,951,471  
  1,725,209    

Hartford Multifactor US Equity ETF

    49,979,305  
  2,719,739    

Hartford Small Cap Value Fund, Class F

    19,690,910  
  3,460,756    

The Hartford Equity Income Fund, Class F

    57,240,904  
  800,826    

The Hartford Growth Opportunities Fund, Class F

    34,427,530  
  940,398    

The Hartford MidCap Fund, Class F

    26,349,946  
  1,325,131    

The Hartford Small Company Fund, Class F

    26,211,081  
   

 

 

 
 

Total Domestic Equity Funds
(cost $315,926,712)

  $     307,851,147  
   

 

 

 
      International/Global Equity Funds - 20.6%  
  1,253,742    

Hartford Emerging Markets Equity Fund, Class F

    9,465,754  
  1,564,823    

Hartford Multifactor Developed Markets (ex-US) ETF

    36,695,099  
  4,629,533    

Hartford Schroders International Multi-Cap Value Fund, Class F

    34,027,068  
  1,924,902    

The Hartford International Opportunities Fund, Class F

    26,120,922  
   

 

 

 
 

Total International/Global Equity Funds
(cost $128,035,709)

  $ 106,308,843  
   

 

 

 
      Multi-Strategy Funds - 2.7%  
  1,943,902    

The Hartford Global Real Asset Fund, Class F

    14,073,850  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $17,415,220)

  $ 14,073,850  
   

 

 

 
      Taxable Fixed Income Funds - 17.0%  
  439,354    

Hartford Short Duration ETF

    17,420,386  
  366,562    

Hartford Total Return Bond ETF

    14,985,054  
  2,076,633    

The Hartford Quality Bond Fund, Class F

    21,763,112  
Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8% - (continued)  
      Taxable Fixed Income Funds - 17.0% - (continued)  
  846,418    

The Hartford Strategic Income Fund, Class F

  $ 6,991,415  
  2,554,913    

The Hartford World Bond Fund, Class F

    26,928,782  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $86,687,434)

  $ 88,088,749  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $548,065,075)

  $     516,322,589  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.3%  
      Other Investment Pools & Funds - 0.3%  
  1,510,299    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(1)

    1,510,299  
   

 

 

 
 

Total Short-Term Investments
(cost $1,510,299)

  $ 1,510,299  
   

 

 

 
 

Total Investments
(cost $549,575,374)

    100.1    $ 517,832,888  
 

Other Assets and Liabilities

    (0.1 )%       (278,841
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     517,554,047  
   

 

 

    

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

  

See “Glossary” for abbreviation descriptions.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 516,322,589      $ 516,322,589      $      $  

Short-Term Investments

     1,510,299        1,510,299                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     517,832,888      $     517,832,888      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


Hartford Moderate Allocation Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8%  
      Domestic Equity Funds - 42.1%  
  1,451,123    

Hartford Core Equity Fund, Class F

  $ 45,695,868  
  732,046    

Hartford Multifactor US Equity ETF

    21,207,373  
  1,499,898    

Hartford Small Cap Value Fund, Class F

    10,859,263  
  1,719,350    

The Hartford Equity Income Fund, Class F

    28,438,047  
  390,262    

The Hartford Growth Opportunities Fund, Class F

    16,777,359  
  458,681    

The Hartford MidCap Fund, Class F

    12,852,249  
  642,544    

The Hartford Small Company Fund, Class F

    12,709,525  
   

 

 

 
 

Total Domestic Equity Funds
(cost $151,810,217)

  $ 148,539,684  
   

 

 

 
      International/Global Equity Funds - 15.5%  
  720,757    

Hartford Emerging Markets Equity Fund, Class F

    5,441,716  
  864,559    

Hartford Multifactor Developed Markets (ex-US) ETF

    20,273,909  
  2,236,997    

Hartford Schroders International Multi-Cap Value Fund, Class F

    16,441,931  
  928,155    

The Hartford International Opportunities Fund, Class F

    12,595,065  
   

 

 

 
 

Total International/Global Equity Funds
(cost $66,406,051)

  $ 54,752,621  
   

 

 

 
      Multi-Strategy Funds - 2.3%  
  1,134,563    

The Hartford Global Real Asset Fund, Class F

    8,214,234  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $10,156,685)

  $ 8,214,234  
   

 

 

 
      Taxable Fixed Income Funds - 39.9%  
  496,261    

Hartford Short Duration ETF

    19,676,749  
  513,376    

Hartford Total Return Bond ETF

    20,986,811  
  932,572    

The Hartford Inflation Plus Fund, Class F

    10,015,821  
  3,198,090    

The Hartford Quality Bond Fund, Class F

    33,515,980  
Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8% - (continued)  
      Taxable Fixed Income Funds - 39.9% - (continued)  
  1,830,159    

The Hartford Strategic Income Fund, Class F

  $ 15,117,118  
  3,924,799    

The Hartford World Bond Fund, Class F

    41,367,377  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $139,108,825)

  $ 140,679,856  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $367,481,778)

  $ 352,186,395  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.3%  
      Other Investment Pools & Funds - 0.3%  
  1,118,835    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.19%(1)

    1,118,835  
 

 

 

 
 

Total Short-Term Investments
(cost $1,118,835)

  $ 1,118,835  
 

 

 

 
 

Total Investments
(cost $368,600,613)

    100.1    $ 353,305,230  
 

Other Assets and Liabilities

    (0.1 )%       (190,212
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     353,115,018  
   

 

 

    

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions.

 

(1) 

Current yield as of period end.

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 352,186,395      $ 352,186,395      $      $  

Short-Term Investments

     1,118,835        1,118,835                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     353,305,230      $     353,305,230      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  67  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 23.7%  
          Automobiles & Components - 0.7%  
    15,136    

Bajaj Auto Ltd.

  $ 526,356  
    45,912    

Ford Motor Co.

    233,692  
    163,573    

Nissan Motor Co., Ltd.

    556,768  
    99,800    

SAIC Motor Corp. Ltd. Class A

    264,223  
    50,356    

Tofas Turk Otomobil Fabrikasi AS

    160,905  
    26,143    

Volkswagen AG

    3,637,306  
    332,000    

Xinyi Glass Holdings Ltd.

    384,508  
     

 

 

 
        5,763,758  
 

 

 

 
      Banks - 0.6%  
    558,000    

Agricultural Bank of China Ltd. Class H

    232,118  
    130,200    

Bangkok Bank PCL

    415,207  
    2,294,000    

Bank of China Ltd. Class H

    873,332  
    460,822    

Bank of Communications Co., Ltd. Class H

    292,026  
    9,448    

BNP Paribas S.A.

    296,821  
    269,000    

China CITIC Bank Corp. Ltd. Class H

    131,416  
    560,239    

China Minsheng Banking Corp. Ltd. Class H

    417,322  
    118,105    

Indiabulls Housing Finance Ltd.

    205,659  
    737,972    

Intesa Sanpaolo S.p.A.

    1,152,346  
    143,800    

Kiatnakin Bank PCL

    187,778  
    4,003    

Societe Generale S.A.

    62,803  
    463,900    

Thanachart Capital PCL

    526,915  
    103,939    

Tisco Financial Group PCL

    236,115  
     

 

 

 
        5,029,858  
 

 

 

 
      Capital Goods - 1.2%  
    10,072    

Alstom S.A.

    413,143  
    2,382    

Cummins, Inc.

    389,457  
    58,854    

Fortune Brands Home & Security, Inc.

    2,836,763  
    60,842    

ITOCHU Corp.

    1,192,814  
    80,869    

Marubeni Corp.

    389,452  
    20,389    

Mitsubishi Corp.

    432,410  
    15,576    

Mitsubishi Heavy Industries Ltd.

    399,425  
    105,365    

Mitsui & Co., Ltd.

    1,470,721  
    36,975    

PACCAR, Inc.

    2,559,779  
    57,476    

Sinotruk Hong Kong Ltd.

    116,535  
    34,724    

Sumitomo Corp.

    392,804  
     

 

 

 
        10,593,303  
 

 

 

 
      Commercial & Professional Services - 0.1%  
    76,538    

ADT, Inc.(1)

    438,563  
    21,489    

KAR Auction Services, Inc.

    321,905  
     

 

 

 
        760,468  
 

 

 

 
      Consumer Durables & Apparel - 3.1%  
    145,000    

ANTA Sports Products Ltd.

    1,234,824  
    65,410    

Barratt Developments plc

    426,431  
    66,507    

D.R. Horton, Inc.

    3,140,460  
    176,100    

Gree Electric Appliances, Inc. of Zhuhai Class A

    1,347,267  
    439,000    

Haier Electronics Group Co., Ltd.

    1,209,046  
    12,673    

Haseko Corp.

    137,586  
    111,453    

KB Home

    2,924,527  
    57,723    

Lennar Corp. Class A

    2,890,191  
    111,500    

Li Ning Co., Ltd.

    352,058  
    187,600    

Midea Group Co., Ltd. Class A

    1,405,766  
    950    

NVR, Inc.*

    2,945,000  
    4,823    

Persimmon plc

    133,627  
    88,718    

PulteGroup, Inc.

    2,508,058  
    28,200    

Shenzhou International Group Holdings Ltd.

    325,474  
    47,011    

Taylor Wimpey plc

    86,822  
    96,457    

Toll Brothers, Inc.

    2,316,897  
    237,383    

TRI Pointe Group, Inc.*

    2,725,157  
     

 

 

 
    26,109,191  
 

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 23.7% - (continued)  
      Consumer Services - 0.2%  
    5,100    

New Oriental Education & Technology Group, Inc. ADR*

  $ 651,066  
    12,600    

TAL Education Group ADR*

    682,794  
     

 

 

 
    1,333,860  
 

 

 

 
      Diversified Financials - 0.4%  
    50,663    

Invesco Ltd.

    436,715  
    19,183    

Janus Henderson Group plc

    343,376  
    20,925    

Navient Corp.

    159,449  
    122,587    

New Residential Investment Corp. REIT

    746,555  
    8,821    

OneMain Holdings, Inc.

    213,556  
    79,936    

ORIX Corp.

    940,646  
    207,040    

REC Ltd.

    261,241  
     

 

 

 
    3,101,538  
 

 

 

 
      Energy - 1.3%  
    63,072    

Chevron Corp.

    5,802,624  
    1,110,507    

China Petroleum & Chemical Corp. Class H

    553,491  
    603,301    

China Shenhua Energy Co., Ltd. Class H

    1,068,801  
    162,558    

CNOOC Ltd.

    179,727  
    10,929    

Exxaro Resources Ltd.

    63,445  
    23,954    

Qatar Fuel QSC

    105,190  
    147,275    

Suncor Energy, Inc.

    2,628,859  
    560,354    

Yanzhou Coal Mining Co., Ltd. Class H

    425,734  
     

 

 

 
    10,827,871  
 

 

 

 
      Food & Staples Retailing - 0.7%  
    61,100    

Dairy Farm International Holdings Ltd.

    292,805  
    1,597    

George Weston Ltd.

    113,285  
    48,740    

Kesko Oyj Class B

    794,174  
    41,311    

Koninklijke Ahold Delhaize N.V.

    1,003,045  
    5,013    

Loblaw Cos., Ltd.

    246,697  
    46,268    

Metro AG

    404,257  
    78,600    

Seven & i Holdings Co., Ltd.

    2,603,000  
    5,500    

Sundrug Co., Ltd.

    188,312  
     

 

 

 
    5,645,575  
 

 

 

 
      Food, Beverage & Tobacco - 2.2%  
    62,388    

Altria Group, Inc.

    2,448,729  
    3,262    

British American Tobacco plc

    125,731  
    7,523    

Campbell Soup Co.

    376,000  
    4,022    

Carlsberg A/S Class B

    507,387  
    296,000    

China Mengniu Dairy Co., Ltd.*

    1,048,168  
    10,088    

Coca-Cola European Partners plc

    399,888  
    24,027    

General Mills, Inc.

    1,438,977  
    250,640    

Inner Mongolia Yili Industrial Group Co., Ltd. Class A

    1,027,684  
    53,800    

Japan Tobacco, Inc.

    1,001,920  
    889    

JM Smucker Co.

    102,155  
    16,982    

Kweichow Moutai Co., Ltd. Class A

    3,025,239  
    62,292    

Orkla ASA

    562,676  
    27,974    

Philip Morris International, Inc.

    2,086,861  
    1,582,000    

WH Group Ltd.(2)

    1,508,836  
    165,175    

Wuliangye Yibin Co., Ltd. Class A

    3,142,472  
     

 

 

 
    18,802,723  
 

 

 

 
      Health Care Equipment & Services - 0.2%  
    6,062    

CVS Health Corp.

    373,116  
    7,700    

Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A

    275,875  
    516    

Sonova Holding AG

    93,197  
    20,231    

Telefonica Celular del Paraguay S.A.

    1,001,030  
     

 

 

 
    1,743,218  
 

 

 

 
      Household & Personal Products - 0.2%  
    12,200    

Kimberly-Clark Corp.

    1,689,456  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 23.7% - (continued)  
      Insurance - 0.6%  
    19,846    

Fidelity National Financial, Inc.

  $ 536,834  
    224,016    

Japan Post Holdings Co., Ltd.

    1,791,879  
    268,000    

Ping An Insurance Group Co., of China Ltd. Class H

    2,727,237  
     

 

 

 
    5,055,950  
 

 

 

 
      Materials - 0.7%  
    11,912    

African Rainbow Minerals Ltd.

    87,187  
    259,500    

Anhui Conch Cement Co., Ltd. Class H

    2,046,256  
    1,456,000    

Baoshan Iron & Steel Co., Ltd. Class A

    998,060  
    4,671    

Dow, Inc.*

    171,379  
    17,566    

JFE Holdings, Inc.

    116,568  
    98,102    

Kinross Gold Corp.*

    647,694  
    827,878    

Maanshan Iron & Steel Co., Ltd. Class H

    268,484  
    23,725    

MMC Norilsk Nickel PJSC ADR

    658,080  
    378,385    

National Aluminium Co., Ltd.

    158,606  
    173,435    

NMDC Ltd.

    183,888  
    815,650    

Sinopec Shanghai Petrochemical Co., Ltd. Class H

    221,450  
    8,599    

Ternium S.A. ADR(1)

    116,860  
     

 

 

 
    5,674,512  
 

 

 

 
      Media & Entertainment - 0.5%  
    963    

Charter Communications, Inc. Class A*

    476,907  
    36,900    

Tencent Holdings Ltd.

    1,939,812  
    55,321    

TripAdvisor, Inc.

    1,104,760  
    77,699    

Zynga, Inc. Class A*

    585,850  
     

 

 

 
    4,107,329  
 

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 1.9%  
    32,375    

AbbVie, Inc.

    2,661,225  
    4,591    

Amgen, Inc.

    1,098,259  
    2,823    

Bristol-Myers Squibb Co.

    171,666  
    148,104    

China Medical System Holdings Ltd.

    174,344  
    136,000    

CSPC Pharmaceutical Group Ltd.

    269,241  
    17,530    

Gilead Sciences, Inc.

    1,472,520  
    17,771    

Johnson & Johnson

    2,666,361  
    14,064    

Merck & Co., Inc.

    1,115,838  
    33,240    

Novartis AG

    2,836,650  
    3,369    

Pfizer, Inc.

    129,235  
    8,599    

Roche Holding AG

    2,977,811  
    99,000    

Sino Biopharmaceutical Ltd.

    144,302  
    198,000    

SSY Group Ltd.

    139,419  
    2,600    

Zai Lab Ltd. ADR*

    163,072  
     

 

 

 
    16,019,943  
 

 

 

 
      Real Estate - 3.5%  
    588,039    

Aldar Properties PJSC

    287,045  
    23,801    

American Tower Corp. REIT

    5,664,638  
    84,224    

Apple Hospitality, Inc. REIT

    815,288  
    53,766    

Brixmor Property Group, Inc. REIT

    615,621  
    156,111    

Castellum AB

    2,738,157  
    115,784    

Douglas Emmett, Inc. REIT

    3,530,254  
    6,849    

Equity Commonwealth REIT

    232,524  
    80,781    

Equity LifeStyle Properties, Inc. REIT

    4,871,902  
    318,504    

Fibra Uno Administracion S.A. de C.V. REIT

    264,440  
    15,158    

Gaming and Leisure Properties, Inc. REIT

    428,062  
    30,148    

Henderson Land Development Co., Ltd.

    122,871  
    52,659    

Klepierre S.A. REIT

    1,069,025  
    11,264    

Life Storage, Inc. REIT

    986,614  
    625,528    

Mapletree Commercial Trust REIT

    861,340  
    279,900    

Mapletree Industrial Trust REIT

    502,520  
    515,396    

Mapletree Logistics Trust REIT

    652,866  
    934    

Mid-America Apartment Communities, Inc. REIT

    104,533  
    8,136    

PSP Swiss Property AG

    945,138  
    20,784    

Public Storage REIT

    3,854,393  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 23.7% - (continued)  
      Real Estate - 3.5% - (continued)  
    58,348    

SITE Centers Corp. REIT

  $ 353,589  
    8,891    

Spirit Realty Capital, Inc. REIT

    273,487  
    3,924    

Swiss Prime Site AG

    373,590  
     

 

 

 
    29,547,897  
 

 

 

 
      Retailing - 0.6%  
    9,300    

Alibaba Group Holding Ltd. ADR*

    1,884,831  
    2,006,600    

Allstar Co.(3)(4)(5)

     
    40,770    

K’s Holdings Corp.

    444,171  
    115,200    

Meituan Dianping Class B*

    1,542,422  
    3,890    

Target Corp.

    426,889  
    13,296    

Tory Burch LLC*(3)(4)(5)

    518,544  
     

 

 

 
    4,816,857  
     

 

 

 
      Semiconductors & Semiconductor Equipment - 0.4%  
    28,516    

Intel Corp.

    1,710,390  
    1,690    

Lam Research Corp.

    431,423  
    98,650    

Radiant Opto-Electronics Corp.

    323,769  
    1,208,468    

United Microelectronics Corp.

    625,219  
     

 

 

 
    3,090,801  
     

 

 

 
      Software & Services - 1.5%  
    10,342    

Amdocs Ltd.

    666,438  
    8,647    

Booz Allen Hamilton Holding Corp.

    635,036  
    4,826    

CGI, Inc.*

    307,772  
    2,086    

Check Point Software Technologies Ltd.*

    220,574  
    4,500    

Fujitsu Ltd.

    437,168  
    23,292    

International Business Machines Corp.

    2,924,543  
    10,403    

Leidos Holdings, Inc.

    1,027,920  
    18,499    

Micro Focus International plc

    109,677  
    10,409    

Microsoft Corp.

    1,865,397  
    11,966    

Nihon Unisys Ltd.

    346,067  
    3,500    

Nomura Research Institute Ltd.

    85,684  
    14,299    

Nortonlifelock, Inc.

    304,140  
    14,666    

Open Text Corp.

    554,209  
    26,145    

Oracle Corp.

    1,384,901  
    12,600    

TIS, Inc.

    240,274  
    82,110    

Western Union Co.

    1,565,838  
     

 

 

 
    12,675,638  
     

 

 

 
      Technology Hardware & Equipment - 0.2%  
    118,274    

Foxconn Technology Co., Ltd.

    227,097  
    78,867    

Lite-On Technology Corp.

    122,555  
    12,565    

Seagate Technology plc

    627,622  
    65,661    

Tripod Technology Corp.

    232,006  
    36,900    

VTech Holdings Ltd.

    278,226  
    23,814    

Xerox Holdings Corp.*

    435,558  
     

 

 

 
    1,923,064  
     

 

 

 
      Telecommunication Services - 1.9%  
    86,943    

AT&T, Inc.

    2,649,153  
    131,981    

Bharti Infratel Ltd.

    305,353  
    37,500    

China Mobile Ltd.

    301,465  
    126,210    

Deutsche Telekom AG

    1,845,142  
    146,000    

HKT Trust & HKT Ltd.

    235,603  
    2,122,300    

Jasmine International PCL

    259,753  
    55,500    

KDDI Corp.

    1,607,517  
    76,114    

Mobile TeleSystems PJSC ADR

    652,297  
    96,459    

Ooredoo QSC

    168,747  
    220,329    

Orange S.A.

    2,676,784  
    522,000    

PCCW Ltd.

    319,769  
    4,121    

Swisscom AG

    2,141,238  
    132,372    

Telefonica Celular del Paraguay S.A.

    1,405,791  
    181,578    

Telefonica S.A.

    830,262  
    413,422    

VEON Ltd.

    706,952  
    2,955    

Verizon Communications, Inc.

    169,765  
     

 

 

 
    16,275,591  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 23.7% - (continued)  
      Transportation - 0.2%  
    112,684    

Royal Mail plc

  $ 235,155  
    144,720    

Shanghai International Airport Co., Ltd. Class A

    1,435,321  
     

 

 

 
    1,670,476  
     

 

 

 
      Utilities - 0.8%  
    2,716    

Avangrid, Inc.

    116,788  
    347,906    

Centrica plc

    174,007  
    1,517,000    

China Longyuan Power Group Corp. Ltd. Class H

    758,241  
    16,700    

Chubu Electric Power Co., Inc.

    225,850  
    65,738    

Endesa S.A.

    1,458,080  
    219,126    

Enel S.p.A.

    1,496,728  
    112,500    

ENN Energy Holdings Ltd.

    1,268,152  
    3,422    

Evergy, Inc.

    199,948  
    39,473    

Exelon Corp.

    1,463,659  
     

 

 

 
    7,161,453  
     

 

 

 
 

Total Common Stocks
(cost $218,320,381)

  $ 199,420,330  
   

 

 

 
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9%  
      Asset-Backed - Automobile - 0.3%  
 

ARI Fleet Lease Trust

 

$     7,187    

1.91%, 04/15/2026(2)

  $ 7,185  
    81,815    

2.55%, 10/15/2026(2)

    81,868  
    190,112    

3.22%, 08/16/2027(2)

    191,511  
 

Canadian Pacer Auto Receivables Trust

 

    7,237    

2.05%, 03/19/2021(2)

    7,236  
    25,110    

3.00%, 06/21/2021(2)

    25,145  
    45,000    

3.27%, 12/19/2022(2)

    45,770  
 

Chesapeake Funding LLC

 

    85,179    

1.26%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(2)(6)

    84,628  
    138,562    

1.91%, 08/15/2029(2)

    138,339  
    308,182    

3.23%, 08/15/2030(2)

    310,503  
 

Enterprise Fleet Financing LLC

 

    13,331    

1.97%, 01/20/2023(2)

    13,334  
    315,000    

2.06%, 05/20/2025(2)

    316,231  
    94,596    

2.13%, 05/22/2023(2)

    94,515  
    156,724    

2.98%, 10/20/2024(2)

    157,001  
    327,673    

3.38%, 05/20/2024(2)

    329,688  
    31,045    

First Investors Auto Owner Trust 3.41%, 04/18/2022(2)

    31,060  
    745,000    

OneMain Direct Auto Receivables Trust 3.43%, 12/16/2024(2)

    745,525  
    132,763    

Santander Retail Auto Lease Trust 2.72%, 01/20/2022(2)

    133,573  
    21,047    

Securitized Term Auto Receivables Trust 2.04%, 04/26/2021(2)

    21,064  
    86,082    

Westlake Automobile Receivables Trust 2.98%, 01/18/2022(2)

    86,187  
     

 

 

 
    2,820,363  
     

 

 

 
      Asset-Backed - Finance & Insurance - 6.6%  
    221,844    

Aaset Trust 3.84%, 05/15/2039(2)

    180,873  
    757,567    

Ajax Mortgage Loan Trust 3.16%, 09/25/2056(2)(7)

    750,915  
    630,000    

Allegany Park CLO Ltd. 3.63%, 01/20/2033, 3 mo. USD LIBOR + 1.800%(2)(6)

    593,722  
    590,000    

Apidos CLO 3.53%, 01/20/2033, 3 mo. USD LIBOR + 1.850%(2)(6)

    559,967  
    2,430,000    

Atlas Senior Loan Fund Ltd. 2.48%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(2)(6)

    2,335,483  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9% - (continued)  
      Asset-Backed - Finance & Insurance - 6.6% - (continued)  
$     350,000    

Avery Point CLO Ltd. 3.24%, 08/05/2027, 3 mo. USD LIBOR + 1.500%(2)(6)

  $ 330,061  
    1,085,000    

Ballyrock CLO Ltd. 3.15%, 11/20/2030, 3 mo. USD LIBOR + 1.250%(2)(6)

    1,043,828  
    1,000,000    

Barings CLO Ltd. 3.04%, 07/20/2029, 3 mo. USD LIBOR + 1.900%(2)(6)

    912,073  
    328,288    

Bayview Koitere Fund Trust 3.50%, 07/28/2057(2)(7)

    330,865  
    159,845    

Bayview Opportunity Master Fund Trust
3.50%, 01/28/2055(2)(7)

    160,579  
    217,790    

3.50%, 06/28/2057(2)(7)

    216,576  
    153,271    

4.00%, 11/28/2053(2)(7)

    154,705  
    193,443    

4.00%, 10/28/2064(2)(7)

    195,526  
   

BlueMountain CLO Ltd.

 
    1,400,000    

2.72%, 07/15/2031,
3 mo. USD LIBOR + 1.500%(2)(6)

    1,274,158  
    490,000    

2.99%, 04/20/2027, 3 mo. USD LIBOR + 1.850%(2)(6)

    437,219  
    1,200,000    

3.39%, 08/15/2031, 3 mo. USD LIBOR + 1.700%(2)(6)

    1,117,018  
    2,000,000    

3.47%, 07/30/2030, 3 mo. USD LIBOR + 1.700%(2)(6)

    1,837,558  
   

Carlyle Global Market Strategies CLO Ltd.

 
    1,000,000    

2.94%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(2)(6)

    863,328  
    560,000    

2.94%, 07/20/2032, 3 mo. USD LIBOR + 1.800%(2)(6)

    510,126  
    1,945,000    

3.19%, 05/15/2031, 3 mo. USD LIBOR + 1.500%(2)(6)

    1,764,255  
   

CIFC Funding Ltd.

 
    750,000    

2.07%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(2)(6)

    723,019  
    1,200,000    

2.90%, 10/22/2031, 3 mo. USD LIBOR + 1.800%(2)(6)

    1,108,158  
    1,540,000    

2.94%, 07/20/2030, 3 mo. USD LIBOR + 1.800%(2)(6)

    1,434,482  
    1,200,000    

2.94%, 04/20/2032, 3 mo. USD LIBOR + 1.800%(2)(6)

    1,120,758  
    1,200,000    

3.02%, 07/15/2032, 3 mo. USD LIBOR + 1.800%(2)(6)

    1,111,362  
    785,000    

3.08%, 01/16/2033, 3 mo. USD LIBOR + 1.900%(2)(6)

    722,420  
   

DB Master Finance LLC

 
    138,950    

3.79%, 05/20/2049(2)

    139,891  
    124,063    

4.02%, 05/20/2049(2)

    125,865  
   

Dryden Senior Loan Fund

 
    1,200,000    

2.67%, 04/15/2029, 3 mo. USD LIBOR + 1.450%(2)(6)

    1,120,022  
    500,000    

3.07%, 10/15/2027, 3 mo. USD LIBOR + 1.850%(2)(6)

    460,922  
    230,000    

Ford Credit Floorplan Master Owner Trust
2.44%, 09/15/2026

    221,449  
   

GreatAmerica Leasing Receivables Funding LLC

 
    214,365    

2.36%, 01/20/2023(2)

    214,395  
    99,658    

2.60%, 06/15/2021(2)

    100,035  
    160,000    

2.83%, 06/17/2024(2)

    161,102  
    1,000,000    

Highbridge Loan Management Ltd.
2.26%, 07/25/2030, 3 mo. USD LIBOR + 1.270%(2)(6)

    962,375  
    242,560    

Horizon Aircraft Finance Ltd.
3.43%, 11/15/2039(2)

    191,089  
   

KKR CLO Ltd.

 
    605,000    

2.39%, 01/20/2029, 3 mo. USD LIBOR + 1.250%(2)(6)

    585,337  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9% - (continued)  
      Asset-Backed - Finance & Insurance - 6.6% - (continued)  
$     2,500,000    

2.40%, 01/15/2031, 3 mo. USD LIBOR + 1.180%(2)(6)

  $ 2,365,072  
    1,055,000    

2.56%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(2)(6)

    1,017,696  
    250,000    

LCM L.P. 3.09%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(2)(6)

    226,976  
    1,200,000    

LCM XIV L.P. 2.72%, 07/20/2031, 3 mo. USD LIBOR + 1.580%(2)(6)

    1,097,015  
   

LCM XXV Ltd.

 
    1,473,000    

2.79%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(2)(6)

    1,362,986  
    931,334    

3.44%, 07/20/2030, 3 mo. USD LIBOR + 2.300%(2)(6)

    825,714  
   

Madison Park Funding Ltd.

 
    855,000    

1.97%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(2)(6)

    821,697  
    500,000    

2.42%, 04/15/2029, 3 mo. USD LIBOR + 1.200%(2)(6)

    462,299  
    1,000,000    

2.54%, 07/27/2030, 3 mo. USD LIBOR + 1.550%(2)(6)

    925,648  
    1,000,000    

2.60%, 01/22/2028, 3 mo. USD LIBOR + 1.500%(2)(6)

    946,267  
    1,200,000    

2.64%, 04/19/2030, 3 mo. USD LIBOR + 1.500%(2)(6)

    1,119,290  
    1,200,000    

3.79%, 01/15/2033, 3 mo. USD LIBOR + 1.850%(2)(6)

    1,110,356  
    1,090,000    

Magnetite VII Ltd. 2.02%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(2)(6)

    1,060,313  
    618,000    

Magnetite XVI Ltd. 2.34%, 01/18/2028, 3 mo. USD LIBOR + 1.200%(2)(6)

    584,659  
    715,000    

Magnetite XVIII Ltd. 3.19%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(2)(6)

    673,924  
    305,000    

MKT Mortgage Trust
2.94%, 02/12/2040(2)(7)

    287,396  
   

MMAF Equipment Finance LLC

 
    147,550    

2.21%, 10/17/2022(2)

    147,706  
    295,000    

2.21%, 12/15/2032(2)

    285,545  
   

Octagon Investment Partners Ltd.

 
    1,682,420    

2.82%, 10/24/2030, 3 mo. USD LIBOR + 1.800%(2)(6)

    1,543,124  
    625,000    

2.92%, 07/15/2029, 3 mo. USD LIBOR + 1.700%(2)(6)

    580,784  
    75,846    

OneMain Financial Issuance Trust 2.37%, 09/14/2032(2)

    75,422  
    500,000    

Race Point CLO Ltd. 3.75%, 02/20/2030, 3 mo. USD LIBOR + 2.050%(2)(6)

    452,825  
    530,000    

RR Ltd. 2.82%, 10/15/2029, 3 mo. USD LIBOR + 1.600%(2)(6)

    505,021  
    1,200,000    

Sound Point CLO Ltd. 2.94%, 10/20/2031, 3 mo. USD LIBOR + 1.800%(2)(6)

    1,107,342  
    1,155,000    

Sound Point Clo XX Ltd. 2.09%, 07/26/2031, 3 mo. USD LIBOR + 1.100%(2)(6)

    1,097,624  
    23,868    

Springleaf Funding Trust
2.90%, 11/15/2029(2)

    23,844  
    159,108    

3.48%, 05/15/2028(2)

    155,459  
   

Towd Point Mortgage Trust

 
    248,113    

2.75%, 10/25/2056(2)(7)

    249,448  
    85,416    

2.75%, 04/25/2057(2)(7)

    85,643  
    312,967    

2.75%, 06/25/2057(2)(7)

    315,403  
    117,518    

3.00%, 01/25/2058(2)(7)

    119,565  
    1,195,000    

Treman Park CLO Ltd. 2.21%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(2)(6)

    1,165,197  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9% - (continued)  
      Asset-Backed - Finance & Insurance - 6.6% - (continued)  
$     422,167    

Vantage Data Centers Issuer LLC
3.19%, 07/15/2044(2)

  $ 398,943  
    322,850    

4.07%, 02/16/2043(2)

    327,340  
    7,785    

Volvo Financial Equipment LLC
1.92%, 03/15/2021(2)

    7,784  
   

Voya CLO Ltd.

 
    1,200,000    

2.39%, 01/18/2029, 3 mo. USD LIBOR + 1.250%(2)(6)

    1,127,639  
    1,200,000    

2.44%, 01/20/2031, 3 mo. USD LIBOR + 1.300%(2)(6)

    1,114,850  
    1,200,000    

2.44%, 04/19/2031, 3 mo. USD LIBOR + 1.300%(2)(6)

    1,114,559  
    990,000    

3.12%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(2)(6)

    868,255  
    800,000    

3.34%, 10/18/2031, 3 mo. USD LIBOR + 2.200%(2)(6)

    689,033  
    1,200,000    

3.40%, 07/14/2031, 3 mo. USD LIBOR + 2.090%(2)(6)

    1,084,206  
     

 

 

 
    55,601,385  
     

 

 

 
          Commercial Mortgage-Backed Securities - 4.3%  
    1,125,000    

1211 Avenue of the Americas Trust 4.28%, 08/10/2035(2)(7)

    1,184,473  
    1,250,000    

280 Park Avenue Mortgage Trust 2.35%, 09/15/2034, 1 mo. USD LIBOR + 1.537%(2)(6)

    1,161,446  
    365,000    

BAMLL Commercial Mortgage Securities Trust 4.23%, 08/10/2038(2)(7)

    385,892  
    1,000,000    

Banc of America Commercial Mortgage Trust 3.75%, 02/15/2050

    1,024,208  
   

Benchmark Mortgage Trust

 
    30,379,715    

0.64%, 07/15/2051(7)(8)

    907,679  
    22,978,922    

0.83%, 01/15/2052(7)(8)

    999,629  
    1,210,000    

BF NYT Mortgage Trust 2.51%, 12/15/2035, 1 mo. USD LIBOR + 1.700%(2)(6)

    1,121,628  
   

BX Commercial Mortgage Trust

 
    925,626    

1.91%, 11/15/2035, 1 mo. USD LIBOR + 1.100%(2)(6)

    883,927  
    345,000    

2.06%, 12/15/2036, 1 mo. USD LIBOR + 1.250%(2)(6)

    325,350  
    267,512    

2.81%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(2)(6)

    250,347  
    860,000    

BX Trust 2.26%, 11/25/2032, 1 mo. USD LIBOR + 1.450%(2)(6)

    753,109  
    1,190,000    

CAMB Commercial Mortgage Trust 2.56%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(2)(6)

    1,133,519  
    365,000    

CD Commercial Mortgage Trust 3.51%, 05/10/2050(7)

    396,460  
    1,000,000    

3.83%, 02/10/2050

    1,029,801  
    19,644,658    

CD Mortgage Trust 1.17%, 02/10/2050(7)(8)

    906,898  
    95,000    

Citigroup Commercial Mortgage Trust 3.82%, 11/10/2048

    102,277  
    944,000    

Commercial Mortgage Trust 4.46%, 12/10/2045(2)(7)

    871,152  
   

CSAIL Commercial Mortgage Trust

 
    20,481,703    

0.77%, 08/15/2051(7)(8)

    781,383  
    24,487,482    

0.86%, 11/15/2050(7)(8)

    970,196  
    785,000    

CSMC Trust 2.76%, 04/05/2033(2)

    779,858  
    335,000    

DC Office Trust
3.17%, 09/15/2045(2)(7)

    311,830  
    350,000    

ExteNet LLC
3.20%, 07/26/2049(2)

    331,006  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9% - (continued)  
          Commercial Mortgage-Backed Securities - 4.3% - (continued)  
   

FREMF Mortgage Trust

 
$     370,000    

3.54%, 02/25/2052(2)(7)

  $ 352,092  
    75,000    

3.62%, 11/25/2045(2)(7)

    76,707  
    390,000    

3.77%, 10/25/2052(2)(7)

    374,251  
    135,000    

3.81%, 01/25/2048(2)(7)

    139,816  
    75,000    

3.82%, 04/25/2048(2)(7)

    77,801  
    95,000    

3.91%, 10/25/2048(2)(7)

    99,154  
    80,000    

4.01%, 02/25/2050(2)(7)

    81,095  
    1,200,000    

4.12%, 05/25/2050(2)(7)

    1,100,612  
    1,160,000    

4.17%, 07/25/2027(2)(7)

    1,171,296  
    460,000    

4.22%, 09/25/2025(2)(7)

    468,661  
    120,000    

4.30%, 04/25/2049(2)(7)

    124,471  
   

GS Mortgage Securities Corp. Trust

 
    100,000    

2.11%, 07/15/2032, 1 mo. USD LIBOR + 1.300%(2)(6)

    95,707  
    1,190,000    

2.41%, 06/15/2036, 1 mo. USD LIBOR + 1.600%(2)(6)

    1,085,682  
   

GS Mortgage Securities Trust

 
    35,476,322    

0.59%, 03/10/2051(7)(8)

    989,442  
    15,281,886    

1.23%, 07/10/2052(7)(8)

    1,081,699  
    5,835,099    

1.30%, 05/10/2052(7)(8)

    392,695  
    1,250,000    

3.76%, 05/10/2049(7)

    1,181,944  
    469,000    

3.97%, 05/10/2052

    445,941  
    500,000    

Hudson Yards Mortgage Trust 3.08%, 08/10/2038(2)(7)

    455,963  
    1,190,000    

JP Morgan Chase Commercial Mortgage Securities Corp. 3.75%, 06/05/2039(2)(7)

    1,093,149  
    1,195,000    

JP Morgan Chase Commercial Mortgage Securities Trust 3.62%, 01/16/2037(2)

    1,137,946  
    920,000    

KNDL Mortgage Trust 2.16%, 05/15/2036, 1 mo. USD LIBOR + 1.350%(2)(6)

    855,104  
    1,314,000    

Morgan Stanley Bank of America Merrill Lynch Trust 4.11%, 11/15/2052(7)

    1,242,513  
    275,000    

Morgan Stanley Capital Trust 3.30%, 12/15/2036, 1 mo. USD LIBOR + 1.800%(2)(6)

    242,322  
    1,250,000    

MSCG Trust 2018-SELF 2.46%, 10/15/2037, 1 mo. USD LIBOR + 1.650%(2)(6)

    1,144,829  
    400,000    

SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(2)(7)

    393,171  
    1,000,000    

Wells Fargo Commercial Mortgage Trust 4.14%, 10/15/2045

    1,002,685  
   

Wells Fargo N.A.

 
    12,513,844    

0.82%, 12/15/2052(7)(8)

    606,107  
    4,900,755    

1.05%, 05/15/2062(7)(8)

    303,530  
    915,000    

WF-RBS Commercial Mortgage Trust 5.39%, 06/15/2044(2)(7)

    844,364  
    665,000    

WFRBS Commercial Mortgage Trust 5.85%, 11/15/2044(2)(7)

    631,794  
     

 

 

 
        35,904,611  
     

 

 

 
          Other Asset Backed Securities - 1.8%      
    479,217    

AASET U.S. Ltd. 4.45%, 11/18/2038(2)

    389,352  
    650,000    

Atlas Senior Loan Fund Ltd. 2.72%, 01/15/2031, 3 mo. USD LIBOR + 1.500%(2)(6)

    588,465  
    1,000,000    

Barings BDC Static CLO Ltd. 2.87%, 04/15/2027, 3 mo. USD LIBOR + 1.650%(2)(6)

    957,804  
    1,045,000    

Benefit Street Partners CLO Ltd. 3.88%, 01/15/2033, 3 mo. USD LIBOR + 2.000%(2)(6)

    967,950  
    545,000    

BlueMountain CLO Ltd. 3.15%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(2)(6)

    506,567  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9% - (continued)  
          Other Asset Backed Securities - 1.8% - (continued)  
 

Carlyle U.S. CLO Ltd.

 

$     1,980,000    

2.36%, 07/20/2031, 3 mo. USD
LIBOR + 1.220%(2)(6)

  $ 1,887,140  
    1,200,000    

2.59%, 10/20/2027, 3 mo. USD LIBOR + 1.450%(2)(6)

    1,117,236  
    1,105,000    

2.97%, 07/15/2032, 3 mo. USD LIBOR + 1.750%(2)(6)

    1,023,524  
    236,903    

Castlelake Aircraft Securitization Trust 3.97%, 04/15/2039(2)

    185,535  
    219,773    

Cloud Pass-Through Trust 3.55%, 12/05/2022(2)(7)

    221,942  
    80,459    

Daimler Trucks Retail Trust 2.77%, 04/15/2021(2)

    80,514  
    400,000    

Dewolf Park CLO Ltd. 3.37%, 10/15/2030, 3 mo. USD LIBOR + 2.150%(2)(6)

    367,244  
    1,000,000    

Eaton Vance CLO Ltd. 3.07%, 01/15/2028, 3 mo. USD LIBOR + 1.850%(2)(6)

    956,460  
    750,000    

Harbor Park CLO Ltd. 2.84%, 01/20/2031, 3 mo. USD LIBOR + 1.700%(2)(6)

    698,927  
    667,724    

Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033(2)

    647,601  
    500,000    

LCM XIII L.P. 2.28%, 07/19/2027, 3 mo. USD LIBOR + 1.140%(2)(6)

    485,297  
    700,000    

Neuberger Berman CLO Ltd. 2.82%, 01/15/2028, 3 mo. USD LIBOR + 1.600%(2)(6)

    641,504  
    1,250,000    

Neuberger Berman Loan Advisers CLO Ltd. 3.09%, 04/20/2031, 3 mo. USD LIBOR + 1.950%(2)(6)

    1,161,621  
    342,788    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(2)

    253,242  
    261,054    

SoFi Consumer Loan Program Trust 3.54%, 11/26/2027(2)

    259,851  
    703,825    

Sonic Capital LLC 3.85%, 01/20/2050(2)

    665,537  
    340,000    

Stack Infrastructure Issuer LLC 3.08%, 10/25/2044(2)

    332,747  
 

START Ireland

 

    675,234    

3.54%, 11/15/2044(2)

    510,364  
    212,751    

4.09%, 03/15/2044(2)

    165,893  
     

 

 

 
    15,072,317  
 

 

 

 
      Whole Loan Collateral CMO - 2.9%  
 

Angel Oak Mortgage Trust LLC

 

    249,248    

2.62%, 11/25/2059(2)(7)

    251,520  
    46,886    

2.71%, 11/25/2047(2)(7)

    46,486  
    445,578    

3.65%, 09/25/2048(2)(7)

    445,403  
 

Benchmark Mortgage Trust

 

    2,955,158    

1.20%, 05/15/2052(7)(8)

    207,710  
    12,810,351    

1.39%, 03/15/2062(7)(8)

    1,016,797  
    325,000    

3.84%, 12/15/2072(7)

    261,891  
    1,000,000    

3.96%, 05/15/2052(7)

    946,300  
    93,568    

COLT Mortgage Loan Trust 3.69%, 10/26/2048(2)(7)

    94,342  
 

Deephaven Residential Mortgage Trust

 

    76,797    

2.45%, 06/25/2047(2)(7)

    75,930  
    55,506    

2.58%, 10/25/2047(2)(7)

    56,227  
    23,596    

2.73%, 12/26/2046(2)(7)

    23,325  
    106,536    

2.98%, 12/25/2057(2)(7)

    106,637  
    779,755    

3.05%, 10/25/2059(2)(7)

    776,877  
    91,890    

3.56%, 04/25/2059(2)(7)

    91,288  
 

Fannie Mae Connecticut Avenue Securities

 

    326,718    

1.09%, 07/25/2030, 1 mo. USD LIBOR + 0.600%(6)

    325,717  
    1,068,380    

1.44%, 10/25/2029, 1 mo. USD LIBOR + 0.950%(6)

    1,063,467  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.9% - (continued)  
      Whole Loan Collateral CMO - 2.9% - (continued)  
$     500,000    

2.64%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(6)

  $ 448,557  
    437,181    

2.69%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(6)

    382,263  
    500,000    

2.74%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(6)

    436,033  
    475,716    

3.04%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(6)

    411,288  
    1,025,631    

3.14%, 02/25/2030, 1 mo. USD LIBOR + 2.650%(6)

    930,448  
    1,065,663    

4.04%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(6)

    1,022,715  
    741,342    

4.74%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(6)

    728,071  
    820,457    

4.84%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(6)

    804,212  
    998,154    

4.94%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(6)

    979,688  
    1,589,301    

5.49%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(6)

    1,187,595  
    1,136,558    

5.79%, 10/25/2028, 1 mo. USD LIBOR + 5.300%(6)

    1,152,270  
    831,402    

6.19%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(6)

    839,755  
    1,033,775    

6.39%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6)

    1,061,711  
    884,934    

6.49%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(6)

    900,457  
    860,687    

7.24%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(6)

    882,324  
    455,040    

7.44%, 08/25/2028, 1 mo. USD LIBOR + 6.950%(6)

    468,765  
    945,000    

FREMF Mortgage Trust
4.34%, 05/25/2052(2)(7)

    944,546  
    234,885    

MetLife Securitization Trust
3.00%, 04/25/2055(2)(7)

    238,698  
 

Mill City Mortgage Loan Trust

 

    58,184    

2.50%, 04/25/2057(2)(7)

    58,116  
    234,409    

2.75%, 01/25/2061(2)(7)

    236,783  
    281,426    

New Residential Mortgage Loan Trust 4.00%, 04/25/2057(2)(7)

    294,946  
 

Seasoned Credit Risk Transfer Trust

 

    333,648    

3.50%, 03/25/2058

    356,186  
    320,431    

3.50%, 07/25/2058

    342,445  
    471,001    

3.50%, 10/25/2058

    501,547  
    952,743    

Sequoia Mortgage Trust
3.75%, 02/25/2048(2)(7)

    898,452  
    144,600    

Towd Point Mortgage Trust
2.25%, 04/25/2056(2)(7)

    144,290  
    263,132    

Verus Securitization Trust
3.21%, 05/25/2059(2)(7)

    263,437  
    31,847,016    

Wells Fargo N.A.
1.10%, 08/15/2061(7)(8)

    2,145,661  
     

 

 

 
    24,851,176  
 

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $142,645,865)

  $ 134,249,852  
   

 

 

 
CORPORATE BONDS - 26.4%  
          Aerospace/Defense - 0.5%  
    600,000    

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(2)

  $ 649,949  
    200,000    

BAE Systems plc
3.40%, 04/15/2030(2)

    216,487  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
          Aerospace/Defense - 0.5% - (continued)  
 

Boeing Co.

 

$     245,000    

2.70%, 02/01/2027

  $ 217,427  
    132,000    

2.95%, 02/01/2030(1)

    112,646  
    603,000    

3.25%, 03/01/2028

    531,585  
    170,000    

3.45%, 11/01/2028

    151,294  
    200,000    

3.95%, 08/01/2059

    157,164  
 

Lockheed Martin Corp.

 

    300,000    

4.07%, 12/15/2042

    371,716  
    135,000    

4.85%, 09/15/2041(1)

    174,878  
 

United Technologies Corp.

 

    300,000    

3.95%, 08/16/2025

    338,158  
    900,000    

4.13%, 11/16/2028

    1,044,577  
     

 

 

 
    3,965,881  
 

 

 

 
      Agriculture - 0.7%  
 

Altria Group, Inc.

 

    1,150,000    

4.40%, 02/14/2026

    1,275,412  
    140,000    

4.50%, 05/02/2043

    142,111  
    420,000    

4.75%, 05/05/2021

    433,361  
    180,000    

5.80%, 02/14/2039

    214,894  
    1,755,000    

BAT Capital Corp. 3.56%, 08/15/2027

    1,802,900  
 

BAT International Finance plc

 

    565,000    

3.25%, 06/07/2022(2)

    579,874  
    65,000    

3.50%, 06/15/2022(2)

    66,634  
    1,250,000    

Imperial Brands Finance plc 3.75%, 07/21/2022(2)

    1,266,510  
 

Philip Morris International, Inc.

 

    300,000    

2.63%, 03/06/2023

    311,771  
    80,000    

4.88%, 11/15/2043

    96,967  
     

 

 

 
        6,190,434  
 

 

 

 
      Airlines - 0.1%  
    458,390    

Continental Airlines, Inc. 5.98%, 10/19/2023

    440,911  
    239,604    

Southwest Airlines Co. 6.15%, 02/01/2024

    239,933  
    60,981    

United Airlines Class B Pass -Through Trust 4.60%, 09/01/2027

    44,178  
     

 

 

 
    725,022  
 

 

 

 
      Apparel - 0.1%  
 

VF Corp.

 

    160,000    

2.80%, 04/23/2027

    164,039  
    410,000    

2.95%, 04/23/2030

    423,866  
     

 

 

 
        587,905  
 

 

 

 
      Auto Manufacturers - 0.5%  
 

Daimler Finance North America LLC

 

    600,000    

2.20%, 05/05/2020(2)

    600,012  
    580,000    

2.30%, 02/12/2021(2)

    574,414  
 

Ford Motor Credit Co. LLC

 

    600,000    

3.82%, 11/02/2027

    471,000  
    1,630,000    

4.27%, 01/09/2027

    1,385,500  
 

General Motors Financial Co., Inc.

 

    1,375,000    

3.70%, 05/09/2023

    1,319,261  
    335,000    

3.95%, 04/13/2024

    318,358  
     

 

 

 
    4,668,545  
 

 

 

 
      Auto Parts & Equipment - 0.1%  
    675,000    

Panther BF Aggregator L.P. / Panther Finance Co., Inc. 6.25%, 05/15/2026(2)

    679,388  
     

 

 

 
      Beverages - 0.6%  
 

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

 

    370,000    

3.65%, 02/01/2026

    403,149  
    105,000    

4.70%, 02/01/2036

    117,530  
    270,000    

4.90%, 02/01/2046

    311,523  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Beverages - 0.6% - (continued)  
 

Anheuser-Busch InBev Worldwide, Inc.

 

$     540,000    

3.50%, 01/12/2024

  $ 580,496  
    115,000    

3.75%, 07/15/2042

    117,540  
    105,000    

4.38%, 04/15/2038

    113,069  
    380,000    

4.60%, 04/15/2048

    421,214  
    985,000    

4.75%, 01/23/2029

    1,139,524  
    145,000    

Constellation Brands, Inc. 2.88%, 05/01/2030

    147,400  
    55,000    

Keurig Dr Pepper, Inc. 3.20%, 05/01/2030

    58,594  
 

Molson Coors Brewing Co.

 

    1,250,000    

3.00%, 07/15/2026

    1,240,509  
    180,000    

3.50%, 05/01/2022

    183,802  
     

 

 

 
    4,834,350  
 

 

 

 
      Biotechnology - 0.2%  
    1,425,000    

Amgen, Inc. 2.65%, 05/11/2022

    1,465,323  
    320,000    

Biogen, Inc. 2.90%, 09/15/2020

    320,980  
    120,000    

Gilead Sciences, Inc. 2.55%, 09/01/2020

    120,725  
     

 

 

 
    1,907,028  
 

 

 

 
      Chemicals - 0.5%  
    1,120,000    

CNAC HK Synbridge Co., Ltd. 5.00%, 05/05/2020

    1,120,000  
    725,000    

NOVA Chemicals Corp. 4.88%, 06/01/2024(2)

    650,687  
    725,000    

Olin Corp. 5.13%, 09/15/2027

    662,215  
    1,180,000    

Sherwin-Williams Co. 2.95%, 08/15/2029

    1,223,545  
    450,000    

Syngenta Finance N.V. 5.18%, 04/24/2028(2)

    455,934  
     

 

 

 
    4,112,381  
 

 

 

 
      Commercial Banks - 5.8%  
 

Bank of America Corp.

 

    740,000    

2.63%, 10/19/2020

    745,037  
    1,381,000    

3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(9)

    1,482,189  
    450,000    

3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(9)

    485,266  
    635,000    

4.00%, 04/01/2024

    687,733  
    750,000    

4.20%, 08/26/2024

    811,497  
    200,000    

Bank of New York Mellon Corp. 3.00%, 02/24/2025

    215,514  
    700,000    

Banque Federative du Credit Mutuel S.A. 2.75%, 10/15/2020(2)

    705,468  
 

Barclays plc

 

    815,000    

3.20%, 08/10/2021

    823,670  
    720,000    

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(9)

    750,241  
 

BNP Paribas S.A.

 

    390,000    

2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(2)(9)

    393,140  
    405,000    

3.38%, 01/09/2025(2)

    422,325  
 

BPCE S.A.

 

    800,000    

3.50%, 10/23/2027(2)

    838,206  
    425,000    

5.15%, 07/21/2024(2)

    455,019  
    1,200,000    

5.70%, 10/22/2023(2)

    1,297,770  
 

Capital One Financial Corp.

 

    615,000    

3.75%, 04/24/2024

    637,659  
    165,000    

4.20%, 10/29/2025

    169,194  
 

Citigroup, Inc.

 

    1,000,000    

2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950% thereafter)(9)

    1,023,685  
    925,000    

4.45%, 09/29/2027

    1,013,282  
    59,000    

8.13%, 07/15/2039

    97,348  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Commercial Banks - 5.8% - (continued)  
$     500,000    

Citizens Bank NA 2.55%, 05/13/2021

  $ 505,146  
 

Credit Agricole S.A.

 

    360,000    

3.25%, 10/04/2024(2)

    373,659  
    250,000    

3.75%, 04/24/2023(2)

    262,371  
    1,150,000    

4.13%, 01/10/2027(2)

    1,256,590  
    700,000    

4.38%, 03/17/2025(2)

    740,558  
 

Credit Suisse Group AG

 

    850,000    

3.57%, 01/09/2023(2)

    869,954  
    335,000    

3.63%, 09/09/2024

    359,357  
    250,000    

3.87%, 01/12/2029, (3.87% fixed rate until 01/12/2028; 3 mo. USD LIBOR + 1.410% thereafter)(2)(9)

    264,896  
 

Credit Suisse Group Funding Guernsey Ltd.

 

    950,000    

3.80%, 09/15/2022

    987,228  
    1,125,000    

4.55%, 04/17/2026

    1,247,522  
 

Danske Bank A/S

 

    485,000    

3.88%, 09/12/2023(2)

    500,302  
    200,000    

5.00%, 01/12/2022(2)

    206,760  
    250,000    

5.38%, 01/12/2024(2)

    270,061  
    670,000    

Deutsche Bank AG 4.25%, 10/14/2021

    674,374  
    250,000    

Discover Bank 3.10%, 06/04/2020

    250,043  
    440,000    

Fifth Third Bancorp 2.55%, 05/05/2027

    439,133  
    450,000    

Fifth Third Bank 2.88%, 10/01/2021

    458,828  
 

Goldman Sachs Group, Inc.

 

    2,330,000    

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(9)

    2,435,956  
    1,325,000    

4.25%, 10/21/2025

    1,422,352  
    300,000    

6.25%, 02/01/2041

    417,248  
 

HSBC Holdings plc

 

    290,000    

3.40%, 03/08/2021

    295,087  
    1,755,000    

3.60%, 05/25/2023

    1,841,058  
    200,000    

4.04%, 03/13/2028, (4.04% fixed rate until 03/13/2027; 3 mo. USD LIBOR + 1.546% thereafter)(9)

    215,981  
 

ING Groep N.V.

 

    720,000    

3.95%, 03/29/2027

    782,890  
    1,100,000    

4.63%, 01/06/2026(2)

    1,234,245  
 

JP Morgan Chase & Co.

 

    105,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. SOFR + 2.460% thereafter)(9)

    108,972  
    650,000    

3.25%, 09/23/2022

    680,194  
    180,000    

3.38%, 05/01/2023

    188,486  
    1,105,000    

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(9)

    1,221,868  
    550,000    

4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(9)

    635,419  
    230,000    

5.40%, 01/06/2042

    312,928  
    920,000    

Macquarie Group Ltd. 4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD LIBOR + 1.330% thereafter)(2)(9)

    967,640  
 

Morgan Stanley

 

    320,000    

3.13%, 07/27/2026

    339,501  
    750,000    

3.63%, 01/20/2027

    815,867  
    875,000    

3.70%, 10/23/2024

    944,064  
    575,000    

4.10%, 05/22/2023

    607,198  
    550,000    

5.75%, 01/25/2021

    567,959  
    1,795,000    

NBK SPC Ltd. 2.75%, 05/30/2022(2)

    1,796,292  
    625,000    

PNC Bank NA 3.10%, 10/25/2027

    668,885  
 

Santander Holdings USA, Inc.

 

    205,000    

3.40%, 01/18/2023

    206,355  
    1,095,000    

3.70%, 03/28/2022

    1,108,972  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Commercial Banks - 5.8% - (continued)  
$     1,125,000    

4.50%, 07/17/2025

  $ 1,158,509  
    410,000    

Synchrony Bank 3.65%, 05/24/2021

    409,527  
    695,000    

Truist Financial Corp. 3.20%, 09/03/2021

    710,801  
    165,000    

U.S. Bancorp 3.70%, 01/30/2024

    178,926  
    540,000    

UBS AG 2.20%, 06/08/2020(2)

    540,523  
 

UBS Group Funding Switzerland AG

 

    785,000    

2.95%, 09/24/2020(2)

    789,427  
    550,000    

3.00%, 04/15/2021(2)

    555,882  
    315,000    

3.13%, 08/13/2030, (3.13% fixed rate until 08/13/2029; 3 mo. USD LIBOR + 1.468% thereafter)(2)(9)

    328,445  
    1,794,000    

Wells Fargo & Co. 4.48%, 01/16/2024

    1,932,835  
     

 

 

 
    49,141,317  
 

 

 

 
      Commercial Services - 0.4%  
    260,000    

Ashtead Capital, Inc. 4.25%, 11/01/2029(2)

    249,020  
 

CommonSpirit Health

 

    597,000    

2.95%, 11/01/2022

    601,811  
    70,000    

4.35%, 11/01/2042

    69,816  
 

ERAC USA Finance LLC

 

    255,000    

3.30%, 12/01/2026(2)

    254,933  
    510,000    

4.50%, 08/16/2021(2)

    524,458  
    120,000    

4.50%, 02/15/2045(2)

    118,619  
    550,000    

5.63%, 03/15/2042(2)

    606,903  
    1,200,000    

IHS Markit Ltd. 3.63%, 05/01/2024

    1,233,576  
     

 

 

 
    3,659,136  
 

 

 

 
      Construction Materials - 0.2%  
    124,000    

Carrier Global Corp. 2.72%, 02/15/2030(2)

    117,203  
    956,000    

Jeld-Wen, Inc. 4.88%, 12/15/2027(1)(2)

    843,670  
    290,000    

Norbord, Inc. 5.75%, 07/15/2027(2)

    263,900  
    675,000    

Standard Industries, Inc. 6.00%, 10/15/2025(2)

    695,250  
     

 

 

 
    1,920,023  
 

 

 

 
      Diversified Financial Services - 0.3%  
    700,000    

Capital One Bank USA NA 3.38%, 02/15/2023

    710,967  
    635,000    

Charles Schwab Corp. 4.63%, 03/22/2030

    753,176  
    415,000    

Societe Generale S.A. 3.25%, 01/12/2022(2)

    422,179  
    491,000    

Synchrony Financial 4.50%, 07/23/2025

    482,205  
     

 

 

 
    2,368,527  
 

 

 

 
      Electric - 2.1%  
    910,000    

American Electric Power Co., Inc. 3.20%, 11/13/2027

    968,561  
 

Cleco Corporate Holdings LLC

 

    575,000    

3.38%, 09/15/2029(2)

    598,878  
    753,000    

3.74%, 05/01/2026

    760,256  
    425,000    

4.97%, 05/01/2046

    406,719  
    1,230,000    

Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(2)

    1,316,815  
    720,000    

CMS Energy Corp. 3.00%, 05/15/2026

    759,227  
 

Dominion Energy South Carolina, Inc.

 

    105,000    

4.60%, 06/15/2043

    132,097  
    370,000    

6.05%, 01/15/2038

    521,945  
    156,000    

6.63%, 02/01/2032

    218,707  
 

Dominion Energy, Inc.

 

    950,000    

2.45%, 01/15/2023(2)

    974,825  
    135,000    

2.72%, 08/15/2021(10)

    136,202  
    510,000    

4.10%, 04/01/2021(10)

    518,040  
    275,000    

Duke Energy Carolinas LLC 6.10%, 06/01/2037

    395,732  
 

Duke Energy Corp.

 

    105,000    

2.65%, 09/01/2026

    111,468  
    550,000    

3.05%, 08/15/2022

    568,412  
    120,000    

3.40%, 06/15/2029

    131,496  
    85,000    

Electricite de France S.A. 4.88%, 01/22/2044(2)

    102,804  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Electric - 2.1% - (continued)  
$     530,000    

Evergy, Inc. 2.90%, 09/15/2029

  $ 543,367  
    1,205,000    

Fortis, Inc. 3.06%, 10/04/2026

    1,223,802  
 

Georgia Power Co.

 

    165,000    

3.70%, 01/30/2050

    186,686  
    399,000    

4.30%, 03/15/2042

    464,103  
    140,000    

4.75%, 09/01/2040

    171,677  
    425,000    

Indianapolis Power and Light Co. 6.60%, 06/01/2037(2)

    609,973  
    205,000    

Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(2)

    170,458  
 

NextEra Energy Capital Holdings, Inc.

 

    100,000    

3.25%, 04/01/2026

    108,211  
    150,000    

3.50%, 04/01/2029

    167,422  
    490,000    

Niagara Mohawk Power Corp. 4.28%, 12/15/2028(2)

    565,409  
    550,000    

Oglethorpe Power Corp. 5.25%, 09/01/2050

    626,970  
    115,000    

Oncor Electric Delivery Co. LLC 2.95%, 04/01/2025

    123,747  
    175,000    

PacifiCorp 2.70%, 09/15/2030

    188,830  
    1,105,000    

PPL Capital Funding, Inc. 3.10%, 05/15/2026

    1,155,644  
 

Southern California Edison Co.

 

    220,000    

2.25%, 06/01/2030

    216,462  
    20,000    

3.65%, 02/01/2050

    21,742  
    750,000    

5.55%, 01/15/2037

    934,536  
 

Southern Co.

 

    575,000    

2.75%, 06/15/2020

    575,428  
    605,000    

2.95%, 07/01/2023

    637,785  
    245,000    

4.40%, 07/01/2046

    294,783  
     

 

 

 
    17,609,219  
 

 

 

 
      Electrical Components & Equipment - 0.1%  
    1,025,000    

WESCO Distribution, Inc. 5.38%, 06/15/2024

    948,125  
     

 

 

 
      Engineering & Construction - 0.1%  
 

SBA Tower Trust

 

    355,000    

2.88%, 07/15/2046(2)

    356,597  
    300,000    

3.45%, 03/15/2048(2)

    304,695  
     

 

 

 
    661,292  
 

 

 

 
      Environmental Control - 0.1%  
    445,000    

Republic Services, Inc. 2.30%, 03/01/2030

    448,566  
     

 

 

 
      Food - 0.4%  
 

Conagra Brands, Inc.

 

    1,325,000    

4.60%, 11/01/2025

    1,479,643  
    245,000    

5.30%, 11/01/2038

    307,191  
    35,000    

5.40%, 11/01/2048

    46,746  
    325,000    

Danone S.A. 2.95%, 11/02/2026(2)

    346,084  
    150,000    

McCormick & Co., Inc. 2.50%, 04/15/2030

    154,493  
    510,000    

Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(2)

    514,845  
    65,000    

Sysco Corp. 5.65%, 04/01/2025

    72,890  
    300,000    

Tyson Foods, Inc. 5.10%, 09/28/2048

    389,247  
     

 

 

 
    3,311,139  
 

 

 

 
      Forest Products & Paper - 0.1%  
    750,000    

International Paper Co. 3.65%, 06/15/2024

    801,037  
     

 

 

 
      Gas - 0.3%  
 

Boston Gas Co.

 

    165,000    

3.00%, 08/01/2029(2)

    173,328  
    125,000    

3.15%, 08/01/2027(2)

    132,559  
    560,000    

KeySpan Gas East Corp. 2.74%, 08/15/2026(2)

    590,072  
 

Sempra Energy

 

    1,075,000    

3.25%, 06/15/2027

    1,123,929  
    175,000    

3.40%, 02/01/2028

    184,171  
     

 

 

 
    2,204,059  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Healthcare - Products - 0.3%  
$     1,450,000    

Alcon Finance Corp. 3.00%, 09/23/2029(2)

  $ 1,509,693  
    60,000    

Boston Scientific Corp. 4.00%, 03/01/2029

    67,350  
    700,000    

DH Europe Finance S.a.r.l. 2.60%, 11/15/2029

    735,002  
    160,000    

Medtronic, Inc. 3.15%, 03/15/2022

    167,148  
     

 

 

 
    2,479,193  
     

 

 

 
      Healthcare - Services - 1.1%  
    495,000    

Aetna, Inc. 2.80%, 06/15/2023

    513,950  
 

Anthem, Inc.

 

    800,000    

2.25%, 05/15/2030

    797,000  
    631,000    

3.30%, 01/15/2023

    665,339  
    130,000    

4.10%, 03/01/2028

    145,460  
    125,000    

4.38%, 12/01/2047

    148,092  
    225,000    

4.65%, 08/15/2044

    275,830  
    245,000    

Centene Corp. 4.25%, 12/15/2027(2)

    256,331  
 

CommonSpirit Health

 

    195,000    

2.76%, 10/01/2024

    191,494  
    105,000    

4.19%, 10/01/2049

    102,622  
    305,000    

4.20%, 08/01/2023

    316,267  
    125,000    

Cottage Health Obligated Group 3.30%, 11/01/2049

    127,353  
 

Dignity Health

 

    214,000    

3.81%, 11/01/2024

    218,710  
    552,000    

4.50%, 11/01/2042

    537,853  
 

HCA, Inc.

 

    1,100,000    

5.25%, 06/15/2026

    1,226,460  
    375,000    

5.25%, 06/15/2049

    447,690  
    715,000    

Humana, Inc. 2.90%, 12/15/2022

    737,845  
 

Mercy Health

 

    565,000    

3.56%, 08/01/2027

    615,893  
    545,000    

4.30%, 07/01/2028

    629,959  
 

Toledo Hospital

 

    400,000    

5.33%, 11/15/2028

    413,904  
    150,000    

5.75%, 11/15/2038

    170,927  
 

UnitedHealth Group, Inc.

 

    220,000    

3.35%, 07/15/2022

    232,749  
    340,000    

3.75%, 07/15/2025

    380,666  
    5,000    

3.85%, 06/15/2028

    5,718  
     

 

 

 
    9,158,112  
     

 

 

 
      Household Products - 0.0%  
    286,704    

Procter & Gamble - Esop 9.36%, 01/01/2021

    294,505  
     

 

 

 
      Insurance - 1.3%  
    225,000    

AIA Group Ltd. 3.38%, 04/07/2030(2)

    242,384  
 

American International Group, Inc.

 

    560,000    

4.25%, 03/15/2029

    613,361  
    99,000    

4.50%, 07/16/2044

    109,360  
    65,000    

4.75%, 04/01/2048

    74,539  
    1,150,000    

Aon plc 3.88%, 12/15/2025

    1,248,079  
    415,000    

Berkshire Hathaway, Inc. 2.75%, 03/15/2023

    439,456  
 

Chubb INA Holdings, Inc.

 

    120,000    

2.30%, 11/03/2020

    120,628  
    185,000    

3.35%, 05/15/2024

    200,476  
    1,175,000    

Equitable Holdings, Inc. 4.35%, 04/20/2028

    1,229,006  
    115,000    

Five Corners Funding Trust 4.42%, 11/15/2023(2)

    126,485  
    515,000    

Jackson National Life Global Funding 3.25%, 01/30/2024(2)

    535,259  
 

Liberty Mutual Group, Inc.

 

    23,000    

4.25%, 06/15/2023(2)

    24,464  
    77,000    

4.57%, 02/01/2029(2)

    86,341  
    305,000    

Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029

    355,422  
    150,000    

Massachusetts Mutual Life Insurance Co. 3.38%, 04/15/2050(2)

    154,230  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Insurance - 1.3% - (continued)  
 

MetLife, Inc.

 

$     485,000    

3.60%, 04/10/2024

  $ 529,361  
    160,000    

4.88%, 11/13/2043

    206,793  
    60,000    

Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059(2)

    65,090  
 

Prudential Financial, Inc.

 

    200,000    

3.50%, 05/15/2024

    218,419  
    300,000    

4.50%, 11/15/2020

    305,486  
    460,000    

Prudential plc 3.13%, 04/14/2030

    474,590  
    100,000    

Teachers Insurance & Annuity Association of America 4.90%, 09/15/2044(2)

    127,786  
    645,000    

Trinity Acquisition plc 4.40%, 03/15/2026

    715,357  
    1,175,000    

Willis North America, Inc. 3.60%, 05/15/2024

    1,235,433  
    1,150,000    

XLIT Ltd. 4.45%, 03/31/2025

    1,264,325  
     

 

 

 
    10,702,130  
     

 

 

 
      Internet - 0.3%  
 

Alibaba Group Holding Ltd.

 

    370,000    

3.40%, 12/06/2027

    402,028  
    480,000    

3.60%, 11/28/2024

    518,303  
    530,000    

Amazon.com, Inc. 4.80%, 12/05/2034

    715,376  
    745,000    

Tencent Holdings Ltd. 3.60%, 01/19/2028(2)

    802,431  
     

 

 

 
    2,438,138  
     

 

 

 
      IT Services - 0.5%  
 

Apple, Inc.

 

    25,000    

2.45%, 08/04/2026

    26,857  
    225,000    

3.00%, 02/09/2024

    241,636  
    170,000    

3.25%, 02/23/2026

    188,882  
    270,000    

3.45%, 05/06/2024

    296,634  
    35,000    

4.45%, 05/06/2044

    46,080  
    1,125,000    

Hewlett Packard Enterprise Co. 4.90%, 10/15/2025

    1,219,665  
 

International Business Machines Corp.

 

    1,200,000    

1.95%, 05/15/2030

    1,194,846  
    750,000    

3.30%, 05/15/2026

    826,940  
     

 

 

 
    4,041,540  
     

 

 

 
      Leisure Time - 0.1%  
    725,000    

VOC Escrow Ltd. 5.00%, 02/15/2028(2)

    569,633  
     

 

 

 
      Machinery-Diversified - 0.1%  
 

Otis Worldwide Corp.

 

    70,000    

2.57%, 02/15/2030(2)

    70,542  
    130,000    

3.11%, 02/15/2040(2)

    128,159  
    245,000    

3.36%, 02/15/2050(1)(2)

    250,573  
     

 

 

 
    449,274  
     

 

 

 
      Media - 1.2%  
    1,125,000    

Charter Communications Operating LLC / Charter Communications Operating Capital 4.91%, 07/23/2025

    1,269,734  
 

Comcast Corp.

 

    400,000    

3.95%, 10/15/2025

    450,309  
    100,000    

4.05%, 11/01/2052

    122,065  
    575,000    

4.40%, 08/15/2035

    712,482  
    255,000    

4.60%, 10/15/2038

    320,489  
    34,000    

6.40%, 05/15/2038

    49,447  
 

Cox Communications, Inc.

 

    1,225,000    

3.35%, 09/15/2026(2)

    1,303,292  
    35,000    

4.60%, 08/15/2047(2)

    40,160  
    920,000    

4.80%, 02/01/2035(2)

    1,063,362  
    1,125,000    

Discovery Communications LLC 4.90%, 03/11/2026

    1,234,188  
    920,000    

Sky Ltd. 3.75%, 09/16/2024(2)

    1,009,216  
 

Time Warner Cable LLC

 

    80,000    

6.55%, 05/01/2037

    99,144  
    60,000    

7.30%, 07/01/2038

    79,334  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Media - 1.2% - (continued)  
$     30,000    

Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023

  $ 34,669  
    1,150,000    

ViacomCBS, Inc. 4.00%, 01/15/2026

    1,195,137  
 

Walt Disney Co.

 

    180,000    

4.00%, 10/01/2023

    196,234  
    220,000    

4.50%, 02/15/2021

    225,608  
    300,000    

4.75%, 09/15/2044

    381,202  
     

 

 

 
    9,786,072  
     

 

 

 
      Mining - 0.1%  
    725,000    

Glencore Finance Canada Ltd. 4.25%, 10/25/2022(2)

    743,053  
    600,000    

Kaiser Aluminum Corp. 6.50%, 05/01/2025(2)

    607,500  
     

 

 

 
    1,350,553  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
    850,000    

Siemens Financieringsmaatschappij N.V. 3.13%, 03/16/2024(2)

    904,908  
     

 

 

 
      Oil & Gas - 1.1%  
    2,460,000    

Aker BP ASA 3.75%, 01/15/2030(2)

    2,060,052  
    450,000    

BG Energy Capital plc 4.00%, 10/15/2021(2)

    465,091  
    130,000    

BP Capital Markets America, Inc. 3.25%, 05/06/2022

    133,826  
    570,000    

BP Capital Markets plc 3.81%, 02/10/2024

    605,857  
    949,000    

Cimarex Energy Co. 4.38%, 06/01/2024

    870,853  
    40,000    

ConocoPhillips Co. 4.95%, 03/15/2026

    45,897  
    1,175,000    

Continental Resources, Inc. 3.80%, 06/01/2024

    978,423  
 

Equinor ASA

 

    30,000    

2.45%, 01/17/2023

    30,788  
    30,000    

2.65%, 01/15/2024

    31,064  
    355,000    

2.90%, 11/08/2020

    357,922  
    1,355,000    

3.00%, 04/06/2027

    1,423,210  
    35,000    

3.25%, 11/10/2024

    37,668  
    5,000    

3.70%, 03/01/2024

    5,387  
    700,000    

Hess Corp. 7.30%, 08/15/2031

    657,777  
 

Occidental Petroleum Corp.

 

    395,000    

4.85%, 03/15/2021

    379,200  
    148,000    

7.50%, 05/01/2031

    113,590  
    775,000    

QEP Resources, Inc. 5.63%, 03/01/2026(1)

    248,000  
    355,000    

Saudi Arabian Oil Co. 3.50%, 04/16/2029(2)

    357,325  
    325,000    

Total Capital International S.A. 2.70%, 01/25/2023

    334,295  
     

 

 

 
    9,136,225  
     

 

 

 
      Oil & Gas Services - 0.0%  
    252,000    

Schlumberger Holdings Corp. 3.90%, 05/17/2028(2)

    242,358  
     

 

 

 
      Packaging & Containers - 0.2%  
    465,000    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(2)

    453,375  
    1,125,000    

WRKCo, Inc. 4.65%, 03/15/2026

    1,251,727  
     

 

 

 
    1,705,102  
     

 

 

 
      Pharmaceuticals - 1.1%  
 

AbbVie, Inc.

 

    230,000    

4.05%, 11/21/2039(2)

    255,103  
    405,000    

4.45%, 05/14/2046

    471,973  
 

Allergan Funding SCS

 

    450,000    

3.45%, 03/15/2022

    461,208  
    525,000    

3.80%, 03/15/2025

    560,422  
    275,000    

4.85%, 06/15/2044

    321,249  
 

Allergan Sales LLC

 

    121,000    

4.88%, 02/15/2021(2)

    125,232  
    225,000    

5.00%, 12/15/2021(2)

    235,696  
    805,000    

Bayer U.S. Finance LLC 3.38%, 10/08/2024(2)

    841,307  
    180,000    

Bristol-Myers Squibb Co. 3.55%, 08/15/2022(2)

    190,954  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Pharmaceuticals - 1.1% - (continued)  
 

Cigna Corp.

 

$     1,465,000    

2.40%, 03/15/2030

  $ 1,480,760  
    415,000    

4.38%, 10/15/2028

    475,126  
 

CVS Health Corp.

 

    450,000    

3.88%, 07/20/2025

    492,614  
    1,035,000    

4.10%, 03/25/2025

    1,141,713  
    361,000    

4.30%, 03/25/2028

    409,362  
    165,000    

5.13%, 07/20/2045

    206,241  
    705,000    

EMD Finance LLC 2.95%, 03/19/2022(2)

    715,653  
 

Merck & Co., Inc.

 

    430,000    

2.75%, 02/10/2025

    466,072  
    315,000    

2.80%, 05/18/2023

    335,878  
     

 

 

 
    9,186,563  
     

 

 

 
      Pipelines - 1.6%  
    400,000    

Columbia Pipeline Group, Inc. 4.50%, 06/01/2025

    425,532  
    1,200,000    

Enable Midstream Partners L.P. 4.40%, 03/15/2027

    929,941  
   

Energy Transfer Operating L.P.

 
    1,125,000    

4.75%, 01/15/2026

    1,118,207  
    60,000    

5.00%, 05/15/2050

    52,791  
    214,000    

7.60%, 02/01/2024

    226,679  
    340,000    

Energy Transfer Partners L.P. 4.50%, 11/01/2023

    341,862  
   

Enterprise Products Operating LLC

 
    95,000    

3.70%, 01/31/2051

    89,120  
    65,000    

3.95%, 01/31/2060

    59,818  
   

Kinder Morgan Energy Partners L.P.

 
    419,000    

4.25%, 09/01/2024

    445,590  
    275,000    

4.30%, 05/01/2024

    291,546  
   

MPLX L.P.

 
    255,000    

4.00%, 03/15/2028

    241,792  
    670,000    

4.13%, 03/01/2027

    647,909  
    1,100,000    

4.88%, 06/01/2025

    1,073,279  
    1,175,000    

ONEOK, Inc. 4.00%, 07/13/2027

    1,045,956  
    750,000    

Phillips 66 Partners L.P. 3.75%, 03/01/2028

    727,257  
    1,075,000    

Sabine Pass Liquefaction LLC 5.63%, 03/01/2025

    1,126,590  
   

Sunoco Logistics Partners Operations L.P.

 
    130,000    

4.40%, 04/01/2021

    129,649  
    650,000    

5.35%, 05/15/2045

    582,858  
    675,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 5.88%, 04/15/2026

    605,137  
    1,065,000    

Tennessee Gas Pipeline Co. LLC 2.90%, 03/01/2030(2)

    1,015,959  
   

TransCanada PipeLines Ltd.

 
    235,000    

4.10%, 04/15/2030

    254,499  
    1,100,000    

4.88%, 01/15/2026

    1,222,850  
    780,000    

Western Midstream Operating L.P. 4.00%, 07/01/2022

    754,650  
     

 

 

 
        13,409,471  
 

 

 

 
      Real Estate - 0.1%  
    830,000    

WEA Finance LLC 4.13%, 09/20/2028(2)

    801,164  
     

 

 

 
      Real Estate Investment Trusts - 0.6%  
 

American Tower Corp.

 

    450,000    

3.45%, 09/15/2021

    463,010  
    150,000    

4.40%, 02/15/2026

    169,039  
    85,000    

5.00%, 02/15/2024

    95,104  
    785,000    

Brandywine Operating Partnership L.P. 3.95%, 11/15/2027

    806,433  
    440,000    

Brixmor Operating Partnership L.P. 4.13%, 05/15/2029

    442,402  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
      Real Estate Investment Trusts - 0.6% - (continued)  
   

Healthpeak Properties, Inc.

 
$     455,000    

3.00%, 01/15/2030

  $ 438,891  
    670,000    

4.00%, 06/01/2025

    698,417  
    665,000    

SBA Tower Trust 2.84%, 01/15/2025(2)

    677,221  
    340,000    

Simon Property Group L.P. 2.45%, 09/13/2029

    305,844  
    1,150,000    

VEREIT Operating Partnership L.P. 4.63%, 11/01/2025

    1,134,903  
     

 

 

 
        5,231,264  
 

 

 

 
          Retail - 0.5%  
    825,000    

AutoZone, Inc. 3.13%, 04/21/2026

    854,120  
   

CVS Health Corp.

 
    695,000    

4.00%, 12/05/2023

    749,261  
    160,000    

4.88%, 07/20/2035

    195,532  
    800,000    

L Brands, Inc. 5.25%, 02/01/2028

    574,000  
    425,000    

Lowe’s Cos., Inc. 4.55%, 04/05/2049

    516,301  
    170,000    

McDonald’s Corp. 3.63%, 09/01/2049

    186,066  
    530,000    

O’Reilly Automotive, Inc. 4.20%, 04/01/2030

    576,855  
    155,000    

Starbucks Corp. 3.35%, 03/12/2050

    150,386  
    435,000    

TJX Cos., Inc. 3.88%, 04/15/2030

    486,411  
     

 

 

 
        4,288,932  
 

 

 

 
          Savings & Loans - 0.0%  
    245,000    

Nationwide Building Society 3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(2)(9)

    251,238  
     

 

 

 
          Semiconductors - 0.5%  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    870,000    

3.63%, 01/15/2024

    908,341  
    285,000    

3.88%, 01/15/2027

    297,106  
   

Broadcom, Inc.

 
    50,000    

4.25%, 04/15/2026(2)

    53,587  
    1,285,000    

4.70%, 04/15/2025(2)

    1,416,907  
    345,000    

Microchip Technology, Inc. 3.92%, 06/01/2021

    350,587  
    1,150,000    

Micron Technology, Inc. 4.98%, 02/06/2026

    1,267,028  
     

 

 

 
        4,293,556  
 

 

 

 
          Software - 0.5%  
    800,000    

Fiserv, Inc. 3.20%, 07/01/2026

    856,634  
   

Microsoft Corp.

 
    475,000    

2.40%, 08/08/2026

    512,669  
    610,000    

2.88%, 02/06/2024

    656,444  
    365,000    

3.70%, 08/08/2046

    448,862  
    915,000    

Oracle Corp. 3.25%, 11/15/2027

    1,007,551  
    825,000    

Western Digital Corp. 4.75%, 02/15/2026

    842,267  
     

 

 

 
        4,324,427  
 

 

 

 
          Telecommunications - 1.1%  
   

AT&T, Inc.

 

    950,000    

3.60%, 07/15/2025

    1,019,540  
    65,000    

3.95%, 01/15/2025

    70,414  
    500,000    

4.13%, 02/17/2026

    550,454  
    460,000    

4.45%, 04/01/2024

    502,474  
    136,000    

4.85%, 03/01/2039

    157,287  
    85,000    

4.90%, 08/15/2037

    98,419  
    600,000    

British Telecommunications plc 3.25%, 11/08/2029(2)

    608,232  
   

Deutsche Telekom International Finance B.V.

 
    150,000    

3.60%, 01/19/2027(2)

    163,161  
    320,000    

4.38%, 06/21/2028(2)

    367,000  
    165,000    

GTP Acquisition Partners LLC 2.35%, 06/15/2045(2)

    166,232  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.4% - (continued)  
          Telecommunications - 1.1% - (continued)  
   

Orange S.A.

 

$     650,000    

4.13%, 09/14/2021

  $ 679,749  
    200,000    

9.00%, 03/01/2031

    317,659  
    835,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(2)

    878,838  
    1,095,000    

T-Mobile USA, Inc. 3.88%, 04/15/2030(2)

    1,201,686  
    620,000    

Telefonica Emisiones S.A. 5.21%, 03/08/2047

    743,494  
   

Verizon Communications, Inc.

 
    450,000    

2.95%, 03/15/2022

    468,158  
    996,000    

4.52%, 09/15/2048

    1,312,886  
    130,000    

4.75%, 11/01/2041

    170,081  
    93,000    

4.81%, 03/15/2039

    119,624  
     

 

 

 
        9,595,388  
 

 

 

 
          Toys/Games/Hobbies - 0.1%  
    581,000    

Mattel, Inc. 6.75%, 12/31/2025(2)

    589,715  
     

 

 

 
          Transportation - 0.4%  
   

FedEx Corp.

 
    75,000    

4.10%, 02/01/2045

    72,593  
    100,000    

4.55%, 04/01/2046

    106,990  
    206,000    

4.75%, 11/15/2045

    223,400  
    193,000    

4.95%, 10/17/2048

    217,585  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    90,000    

2.70%, 11/01/2024(2)

    89,816  
    405,000    

3.20%, 07/15/2020(2)

    405,116  
    400,000    

3.38%, 02/01/2022(2)

    406,232  
    1,330,000    

3.95%, 03/10/2025(2)

    1,397,113  
 

Union Pacific Corp.

 
    460,000    

3.25%, 02/05/2050

    478,991  
    215,000    

3.75%, 02/05/2070

    230,344  
     

 

 

 
    3,628,180  
 

 

 

 
      Trucking & Leasing - 0.3%  
    1,250,000    

Aviation Capital Group LLC 3.50%, 11/01/2027(2)

    909,999  
    1,200,000    

Avolon Holdings Funding Ltd. 4.38%, 05/01/2026(2)

    1,028,340  
    455,000    

GATX Corp. 4.70%, 04/01/2029

    502,484  
     

 

 

 
    2,440,823  
 

 

 

 
      Water - 0.0%  
    240,000    

American Water Capital Corp. 2.95%, 09/01/2027

    254,942  
     

 

 

 
 

Total Corporate Bonds
(cost $216,192,732)

  $ 222,296,780  
   

 

 

 
EQUITY LINKED SECURITIES - 9.0%  
      Banks - 9.0%  
    26,207    

Accenture plc (Societe Generale S.A.) 12.00%, 06/24/2020(2)

  $ 4,881,976  
    2,115    

Amazon.com, Inc. (BNP Paribas Issuance B.V.) 12.00%, 06/24/2020(2)

    5,202,242  
    31,747    

Ameriprise Financial, Inc. (BNP Paribas Issuance B.V.) 12.00%, 05/20/2020(2)

    3,671,883  
    80,166    

Bristol-Myers Squibb Co. (BNP Paribas Issuance B.V.) 12.00%, 05/20/2020(2)

    4,922,786  
    89,497    

Cardinal Health, Inc. (BNP Paribas Issuance B.V.) 12.00%, 05/20/2020(2)

    4,481,455  
    113,581    

Comcast Corp. (Canadian Imperial Bank of Commerce) 12.00%, 05/20/2020(2)

    4,324,765  
    192,632    

Conagra Brands, Inc. (Bank of America Securities, Inc.) 12.00%, 06/24/2020(2)

    5,846,199  
    79,841    

Edison International (Bank of America Securities, Inc.) 12.00%, 06/24/2020(2)

    4,678,683  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
EQUITY LINKED SECURITIES - 9.0% - (continued)  
      Banks - 9.0% - (continued)  
$     112,042    

Metlife, Inc. (HSBC Bank plc) 12.00%, 06/24/2020(2)

  $ 4,088,603  
    28,889    

Microsoft Corp. (Barclays Bank plc) 12.00%, 06/24/2020(2)(7)

    5,182,638  
    58,855    

QUALCOMM, Inc. (HSBC Bank plc) 12.00%, 05/20/2020(2)

    4,687,249  
    56,446    

Starbucks Corp. (HSBC Bank plc) 12.00%, 05/20/2020(2)

    4,361,197  
    39,394    

T Rowe Price Group, Inc. (BNP Paribas Issuance B.V.) 12.00%, 05/20/2020(2)

    4,603,561  
    55,248    

T-Mobile U.S., Inc. (Barclays Bank plc) 12.00%, 06/24/2020(2)(7)

    4,893,290  
    17,918    

UnitedHealth Group, Inc. (BNP Paribas Issuance B.V.) 12.00%, 06/24/2020(2)

    5,261,515  
    43,415    

Walmart, Inc. (Canadian Imperial Bank of Commerce) 12.00%, 05/20/2020(2)

    5,101,874  
     

 

 

 
    76,189,916  
 

 

 

 
 

Total Equity Linked Securities
(cost $80,285,163)

  $ 76,189,916  
   

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 2.6%  
      Indonesia - 1.1%  
    4,900,000    

Indonesia Government International Bond 3.85%, 07/18/2027(11)

  $ 5,047,898  
IDR     75,000,000,000    

Indonesia Treasury Bond 7.00%, 09/15/2030

    4,752,113  
     

 

 

 
    9,800,011  
 

 

 

 
      Japan - 0.1%  
$     776,000    

Japan Bank for International Cooperation 2.13%, 07/21/2020

    778,064  
     

 

 

 
      Mexico - 0.3%  
MXN     57,500,000    

Mexican Bonos 8.50%, 05/31/2029

    2,693,322  
     

 

 

 
          Qatar - 0.5%  
   

Qatar Government International Bond

 
$     2,320,000    

2.38%, 06/02/2021(2)

    2,343,386  
    250,000    

3.38%, 03/14/2024(2)

    263,856  
    670,000    

3.75%, 04/16/2030(2)

    731,479  
    315,000    

3.88%, 04/23/2023(2)

    333,671  
    315,000    

4.00%, 03/14/2029(2)

    349,518  
     

 

 

 
        4,021,910  
 

 

 

 
      Saudi Arabia - 0.1%  
    460,000    

Saudi Government International Bond 2.88%, 03/04/2023(2)

    470,442  
     

 

 

 
      Tunisia - 0.5%  
EUR     4,450,000    

Banque Centrale de Tunisie International Bond 5.63%, 02/17/2024(11)

    4,039,230  
     

 

 

 
 

Total Foreign Government Obligations
(cost $23,669,923)

  $ 21,802,979  
   

 

 

 
MUNICIPAL BONDS - 0.9%  
      Airport - 0.0%  
$     90,000    

Broward County, FL, Airport System Rev 3.48%, 10/01/2043

  $ 88,146  
     

 

 

 
      Education - 0.0%  
    150,000    

Massachusetts School Building Auth 3.40%, 10/15/2040

    154,679  
     

 

 

 
      General - 0.4%  
   

Chicago, IL, Transit Auth

 
    250,000    

6.30%, 12/01/2021

    262,160  
    455,000    

6.90%, 12/01/2040

    579,262  
    140,000    

City of Sacramento, CA 6.42%, 08/01/2023

    158,470  
    250,000    

Kansas, Dev Finance Auth 5.37%, 05/01/2026

    277,688  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 0.9% - (continued)  
      General - 0.4% - (continued)  
$     165,000    

Metropolitan Transportation Auth, NY, Rev 6.67%, 11/15/2039

  $ 200,718  
    520,000    

New York State Urban Dev Corp. Rev 2.10%, 03/15/2022

    523,260  
    575,000    

Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028

    748,414  
    575,000    

Sales Tax Securitization Corp., IL 4.79%, 01/01/2048

    651,647  
     

 

 

 
    3,401,619  
 

 

 

 
          General Obligation - 0.1%  
   

California State, GO Taxable

 

    245,000    

7.35%, 11/01/2039

    390,819  
    30,000    

7.55%, 04/01/2039(1)

    50,311  
    130,000    

Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.72%, 12/01/2038

    174,849  
    550,000    

State of Illinois, GO 5.10%, 06/01/2033

    495,429  
     

 

 

 
    1,111,408  
 

 

 

 
      Power - 0.0%  
    100,000    

New York Utility Debt Securitization Auth 3.44%, 12/15/2025

    103,909  
     

 

 

 
      Transportation - 0.2%  
    210,000    

Bay Area Toll Auth, CA 2.57%, 04/01/2031

    218,973  
 

Foothill-Eastern Transportation Corridor Agency, CA

 
    335,000    

3.92%, 01/15/2053

    342,085  
    45,000    

4.09%, 01/15/2049

    45,293  
    350,000    

Illinois State Toll Highway Auth 6.18%, 01/01/2034

    460,180  
    20,000    

Metropolitan Transportation Auth. 6.20%, 11/15/2026

    22,279  
 

New York and New Jersey Port Auth, Taxable Rev

 
    40,000    

5.86%, 12/01/2024

    45,612  
    115,000    

6.04%, 12/01/2029

    147,796  
     

 

 

 
    1,282,218  
 

 

 

 
      Utility - Electric - 0.2%  
    375,000    

Illinois Municipal Electric Agency 6.83%, 02/01/2035

    493,249  
 

Municipal Electric Auth, GA

 
    817,000    

6.64%, 04/01/2057

    1,087,043  
    113,000    

6.66%, 04/01/2057

    153,368  
     

 

 

 
    1,733,660  
 

 

 

 
 

Total Municipal Bonds
(cost $7,261,033)

  $ 7,875,639  
   

 

 

 
SENIOR FLOATING RATE INTERESTS - 6.5%(12)  
      Advertising - 0.1%  
    691,525    

Clear Channel Outdoor Holdings, Inc. 4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500%

  $ 599,034  
     

 

 

 
      Aerospace/Defense - 0.1%  
    890,949    

TransDigm, Inc. 2.65%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    777,772  
     

 

 

 
      Airlines - 0.0%  
    374,063    

WestJet Airlines Ltd. 4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000%

    299,542  
     

 

 

 
      Auto Manufacturers - 0.1%  
    496,193    

Navistar International Corp. 4.22%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    446,886  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      Auto Parts & Equipment - 0.2%  
$     325,000    

Adient U.S. LLC 5.45%, 05/06/2024, 1 mo. USD LIBOR + 4.000%

  $ 291,486  
    456,262    

Altra Industrial Motion Corp. 2.40%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    428,886  
    169,313    

IAA, Inc. 2.69%, 06/28/2026, 1 mo. USD LIBOR + 2.250%

    159,577  
    497,500    

Panther BF Aggregator L.P. 3.90%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

    449,243  
     

 

 

 
    1,329,192  
 

 

 

 
      Beverages - 0.0%  
    123,750    

Sunshine Investments B.V. 4.95%, 03/28/2025, 1 mo. USD LIBOR + 3.250%

    118,336  
     

 

 

 
      Chemicals - 0.1%  
    432,598    

Axalta Coating Systems U.S. Holdings, Inc. 3.20%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    419,620  
    238,200    

Hexion, Inc. 4.94%, 07/01/2026, 1 mo. USD LIBOR + 3.500%

    226,440  
    482,327    

Starfruit Finco B.V. 3.86%, 10/01/2025, 1 mo. USD LIBOR + 3.000%

    436,506  
    99,750    

Univar, Inc. 3.45%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    94,856  
     

 

 

 
    1,177,422  
 

 

 

 
      Commercial Services - 0.6%  
    377,841    

Allied Universal Holdco LLC 4.65%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

    350,636  
    155,000    

Amentum Government Services Holdings LLC 4.40%, 02/01/2027, 1 mo. USD LIBOR + 4.000%

    147,638  
    478,800    

AVSC Holding Corp. 6.20%, 10/15/2026, 1 mo. USD LIBOR + 4.500%

    320,796  
    99,750    

Belron Finance U.S. LLC 3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500%

    93,765  
    989,924    

Blackhawk Network Holdings, Inc. 3.15%, 06/15/2025, 1 mo. USD LIBOR + 2.750%

    841,436  
    250,000    

BrightView Landscapes LLC 0.00%, 08/15/2025, 1 mo. USD LIBOR + 2.500%(13)

    235,833  
    440,000    

Deerfield Dakota Holding, LLC 0.00%, 04/09/2027(13)

    418,000  
    705,000    

Dun & Bradstreet Corp. 4.49%, 02/06/2026, 1 mo. USD LIBOR + 4.000%

    657,412  
    75,577    

Garda World Security Corp. 6.39%, 10/30/2026, 1 mo. USD LIBOR + 4.750%

    72,460  
    189,050    

KAR Auction Services, Inc. 2.88%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    171,090  
    498,750    

Quikrete Holdings, Inc. 2.90%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    461,109  
    742,366    

Tempo Acquisition LLC 3.15%, 05/01/2024,
1 mo. USD LIBOR + 2.750%

    695,508  
    481,887    

Trans Union LLC 2.15%, 11/16/2026,
1 mo. USD LIBOR + 1.750%

    460,882  
    159,600    

US Ecology, Inc. 2.90%, 11/01/2026,
1 mo. USD LIBOR + 2.500%

    154,812  
     

 

 

 
    5,081,377  
 

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      Construction Materials - 0.1%  
$     92,357    

Advanced Drainage Systems, Inc. 3.25%, 07/31/2026, 1 mo. USD LIBOR + 2.250%

  $ 89,471  
    197,780    

Brookfield WEC Holdings, Inc. 3.40%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    187,001  
    99,494    

Hamilton Holdco LLC 3.46%, 01/02/2027,
1 mo. USD LIBOR + 2.000%

    95,016  
    494,962    

NCI Building Systems, Inc. 4.58%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

    423,193  
     

 

 

 
    794,681  
 

 

 

 
      Distribution/Wholesale - 0.2%  
    746,250    

American Builders & Contractors Supply Co., Inc. 2.40%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    697,587  
    791,919    

Beacon Roofing Supply, Inc. 2.65%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    736,881  
    248,106    

SRS Distribution, Inc. 4.32%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    220,680  
     

 

 

 
    1,655,148  
 

 

 

 
      Diversified Financial Services - 0.3%  
 

AlixPartners LLP

 

EUR     148,500    

3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250%

    157,852  
$     643,367    

3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500%

    618,347  
    678,133    

Aretec Group, Inc. 4.65%, 10/01/2025,
3 mo. USD LIBOR + 4.250%

    549,288  
    775,889    

Crown Finance U.S., Inc. 3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

    486,227  
EUR     500,000    

Nets Holding A/S 3.25%, 02/06/2025,
3 mo. EURIBOR + 3.250%

    507,652  
$     114,113    

UFC Holdings LLC 4.25%, 04/29/2026,
1 mo. USD LIBOR + 3.250%

    106,410  
    448,691    

Victory Capital Holdings, Inc. 3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500%

    426,256  
     

 

 

 
    2,852,032  
 

 

 

 
      Energy - Alternate Sources - 0.1%  
    593,924    

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    409,808  
     

 

 

 
      Engineering & Construction - 0.1%  
    494,911    

Brand Energy & Infrastructure Services, Inc. 5.70%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    417,116  
     

 

 

 
      Entertainment - 0.1%  
    135,000    

Banijay Entertainment S.A.S 0.00%, 03/04/2025(13)

    123,862  
    494,911    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    434,626  
    246,839    

Scientific Games International, Inc. 3.61%, 08/14/2024, 2 mo. USD LIBOR + 2.750%

    203,437  
    494,898    

SeaWorld Parks & Entertainment, Inc. 3.75%, 03/31/2024, 1 mo. USD LIBOR + 3.000%

    412,963  
     

 

 

 
    1,174,888  
 

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      Food - 0.2%  
$     145,423    

Atkins Nutritionals Holdings, Inc. 4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

  $ 140,697  
    139,300    

B&G Foods, Inc. 2.90%, 10/10/2026,
1 mo. USD LIBOR + 2.500%

    134,338  
    200,000    

Froneri International plc 2.65%, 01/29/2027,
1 mo. USD LIBOR + 2.250%

    184,584  
    742,472    

Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250%

    707,672  
    293,525    

U.S. Foods, Inc. 3.07%, 09/13/2026,
1 mo. USD LIBOR + 2.000%

    260,260  
     

 

 

 
    1,427,551  
 

 

 

 
      Food Service - 0.0%  
    190,000    

Aramark Services, Inc. 2.15%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    177,650  
     

 

 

 
      Gas - 0.1%  
    594,000    

Messer Industries GmbH 3.95%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

    560,219  
     

 

 

 
      Healthcare - Products - 0.0%  
EUR     149,625    

Grifols S.A. 2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250%

    160,869  
     

 

 

 
      Healthcare - Services - 0.3%  
$     100,000    

CPI Holdco LLC 5.70%, 11/04/2026, 1 mo. USD LIBOR + 4.250%

    95,625  
    159,200    

Emerald TopCo, Inc. 4.26%, 07/24/2026, 1 mo. USD LIBOR + 3.500%

    149,170  
    99,500    

Ensemble RCM LLC 5.51%, 08/03/2026, 1 mo. USD LIBOR + 3.750%

    95,122  
    169,144    

Gentiva Health Services, Inc. 3.69%, 07/02/2025, 1 mo. USD LIBOR + 3.250%

    158,995  
    494,805    

Jaguar Holding Co. 2.90%, 08/18/2022,
3 mo. USD LIBOR + 2.500%

    484,404  
    500,000    

MPH Acquisition Holdings LLC 4.20%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    459,065  
    100,000    

Surf Holdings LLC 4.81%, 03/05/2027,
1 mo. USD LIBOR + 3.500%

    91,438  
    773,063    

Zelis Healthcare Corp. 5.15%, 09/30/2026,
1 mo. USD LIBOR + 4.750%

    740,401  
     

 

 

 
    2,274,220  
 

 

 

 
      Household Products - 0.0%  
    115,000    

Reynolds Consumer Products LLC 2.15%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    110,633  
     

 

 

 
      Insurance - 0.4%  
    694,670    

Acrisure LLC 5.21%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    636,783  
 

Asurion LLC

 

    494,783    

3.40%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    471,370  
    450,117    

4.00%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

    432,563  
    100,000    

6.90%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

    96,500  
    890,932    

Hub International Ltd. 3.87%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

    832,816  
    496,164    

NFP Corp. 3.65%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

    441,586  
    890,977    

Sedgwick Claims Management Services, Inc. 3.65%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    816,037  
     

 

 

 
    3,727,655  
 

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      IT Services - 0.0%  
$     345,000    

Science Applications International Corp. 2.65%, 03/12/2027, 1 mo. USD LIBOR + 2.250%

  $ 337,237  
     

 

 

 
      Leisure Time - 0.3%  
    742,405    

Caesars Resort Collection LLC 3.15%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    624,860  
    900,000    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024,
1 mo. USD LIBOR + 2.500%

    819,162  
    255,422    

Eldorado Resorts LLC 3.25%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

    240,896  
    850,000    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    692,750  
    168,656    

SRAM LLC 5.00%, 03/15/2024, 2 mo. USD LIBOR + 1.750%

    159,380  
     

 

 

 
    2,537,048  
 

 

 

 
      Lodging - 0.1%  
    339,626    

Boyd Gaming Corp. 2.39%, 09/15/2023, 1 Week USD LIBOR + 2.250%

    314,368  
    410,549    

Caesars Entertainment Operating Co. 2.40%, 10/07/2024, 1 mo. USD LIBOR + 2.000%

    395,412  
     

 

 

 
    709,780  
 

 

 

 
      Media - 0.5%  
    494,949    

AVSC Holding Corp. 4.95%, 03/03/2025, 3 mo. USD LIBOR + 3.250%

    326,667  
 

CSC Holdings LLC

 

    494,898    

3.06%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    470,074  
    364,088    

3.31%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    345,949  
    425,886    

Gray Television, Inc. 3.49%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

    399,979  
    172,813    

Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    150,779  
    608,692    

ION Media Networks, Inc. 3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000%

    551,883  
    593,939    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    546,240  
    103,798    

NASCAR Holdings, Inc. 3.38%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    95,921  
    662,831    

Nexstar Broadcasting, Inc. 3.74%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    620,576  
    284,286    

Sinclair Television Group, Inc. 3.32%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    262,964  
    304,238    

Terrier Media Buyer, Inc. 5.70%, 12/17/2026, 1 mo. USD LIBOR + 4.250%

    282,180  
    500,000    

Ziggo Financing Partnership 3.31%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    465,625  
     

 

 

 
    4,518,837  
 

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    428,056    

Circor International, Inc. 4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250%

    363,312  
     

 

 

 
      Miscellaneous Manufacturing - 0.2%  
    596,694    

Core & Main L.P. 3.77%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

    559,962  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      Miscellaneous Manufacturing - 0.2% - (continued)  
$     180,000    

Ingersoll-Rand Services Co. 2.15%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

  $ 170,460  
    283,575    

Tamko Building Products LLC 3.65%, 06/01/2026, 1 mo. USD LIBOR + 3.250%

    267,978  
    494,924    

USI, Inc. 3.40%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    465,021  
    247,455    

Wilsonart LLC 4.71%, 12/19/2023, 3 mo. USD LIBOR + 3.250%

    214,915  
     

 

 

 
    1,678,336  
 

 

 

 
      Office/Business Equipment - 0.0%  
    215,000    

Pitney Bowes, Inc. 5.91%, 01/17/2025, 1 mo. USD LIBOR + 5.500%

    183,825  
     

 

 

 
      Oil & Gas - 0.1%  
    494,975    

NorthRiver Midstream Finance L.P. 4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500%

    397,039  
    494,975    

Traverse Midstream Partners LLC 5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

    368,049  
     

 

 

 
    765,088  
 

 

 

 
      Oil & Gas Services - 0.2%  
    185,000    

Buckeye Partners L.P. 3.77%, 11/01/2026, 1 mo. USD LIBOR + 2.750%

    172,860  
    481,363    

Lower Cadence Holdings LLC 4.40%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    331,539  
    828,738    

UGI Energy Services LLC 4.15%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    740,336  
     

 

 

 
    1,244,735  
 

 

 

 
      Packaging & Containers - 0.3%  
    319,846    

Berlin Packaging LLC 3.99%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

    289,726  
    436,700    

Berry Global, Inc. 2.83%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    415,913  
    196,175    

Charter NEX U.S., Inc. 3.90%, 05/16/2024, 1 mo. USD LIBOR + 3.500%

    187,347  
 

Flex Acquisition Co., Inc.

 

    181,700    

4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

    169,436  
    497,278    

4.68%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

    462,965  
    139,650    

Pregis TopCo Corp. 4.40%, 07/31/2026,
1 mo. USD LIBOR + 4.000%

    125,045  
    692,832    

Reynolds Group Holdings, Inc. 3.15%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    659,202  
     

 

 

 
    2,309,634  
 

 

 

 
      Pharmaceuticals - 0.3%  
    445,946    

Bausch Health Companies, Inc. 3.72%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    430,895  
    316,800    

Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

    309,539  
    460,000    

Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 2.250%(13)

    443,325  
    494,911    

Endo Luxembourg Finance Co., S.a r.l. 5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

    448,825  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      Pharmaceuticals - 0.3% - (continued)  
$     658,350    

Sunshine Luxembourg S.a.r.l. 5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250%

  $ 601,567  
     

 

 

 
    2,234,151  
 

 

 

 
      Real Estate - 0.1%  
    500,000    

VICI Properties LLC 2.42%, 12/20/2024,
1 mo. USD LIBOR + 1.750%

    462,625  
     

 

 

 
      Retail - 0.3%  
    454,990    

B.C. Unlimited Liability Co. 2.15%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    425,557  
    494,924    

Bass Pro Group LLC 6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

    415,736  
    247,494    

Belron Finance U.S. LLC 3.96%, 11/13/2025, 1 mo. USD LIBOR + 2.250%

    231,407  
    100,000    

Buzz Merger Sub Ltd. 3.15%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

    95,000  
    496,180    

Harbor Freight Tools USA, Inc. 3.25%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

    468,359  
    248,731    

IRB Holding Corp. 3.75%, 02/05/2025,
1 mo. USD LIBOR + 2.750%

    216,485  
    496,250    

Staples, Inc. 6.02%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    393,690  
    643,316    

U.S. Foods, Inc. 2.15%, 06/27/2023,
1 mo. USD LIBOR + 1.750%

    591,349  
     

 

 

 
    2,837,583  
 

 

 

 
      Semiconductors - 0.1%  
    500,000    

Microchip Technology, Inc. 2.41%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

    479,375  
     

 

 

 
      Software - 0.5%  
    100,000    

AI Convoy (Luxembourg) S.a.r.l. 4.65%, 01/17/2027, 1 mo. USD LIBOR + 3.500%

    94,167  
    494,911    

CCC Information Services, Inc. 3.75%, 04/29/2024, 1 mo. USD LIBOR + 2.750%

    468,928  
    373,062    

CDW LLC 2.16%, 10/13/2026, 3 mo. USD LIBOR + 1.750%

    367,156  
    388,914    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

    373,844  
    325,000    

DCert Buyer, Inc. 4.40%, 10/16/2026,
1 mo. USD LIBOR + 4.000%

    304,957  
    495,730    

Infor U.S., Inc. 3.75%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

    486,227  
    98,995    

McAfee LLC 4.19%, 09/30/2024, 1 mo. USD LIBOR + 3.750%

    94,485  
    390,000    

Navicure, Inc. 4.40%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    362,700  
    454,250    

Playtika Holding Corp. 7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000%

    448,572  
    377,889    

SS&C Technologies Holdings Europe S.a.r.l 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    362,815  
    269,650    

SS&C Technologies, Inc. 2.15%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    258,894  
    234,283    

Western Digital Corp. 2.77%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

    224,033  
    643,500    

WEX, Inc. 2.65%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

    603,603  
     

 

 

 
    4,450,381  
 

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 6.5%(12) - (continued)  
      Telecommunications - 0.3%  
$     494,924    

Altice France S.A. 4.50%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

  $ 455,756  
    418,950    

CenturyLink, Inc. 2.65%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    395,384  
    160,000    

LCPR Loan Financing LLC 5.81%, 10/15/2026, 1 mo. USD LIBOR + 5.000%

    156,400  
EUR     518,617    

Masmovil Holdphone S.A. 2.63%, 05/07/2026, 1 mo. EURIBOR + 2.625%

    547,582  
$     750,000    

Telenet Financing USD LLC 2.81%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    711,720  
    335,000    

Zayo Group Holdings, Inc. 3.40%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    313,965  
     

 

 

 
    2,580,807  
 

 

 

 
      Textiles - 0.0%  
    247,494    

ASP Unifrax Holdings, Inc. 4.82%, 12/12/2025, 3 mo. USD LIBOR + 3.750%

    184,724  
     

 

 

 
      Transportation - 0.1%  
    1,050,000    

Genesee & Wyoming, Inc. 3.45%, 12/30/2026, 1 mo. USD LIBOR + 2.000%

    1,013,628  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $59,792,537)

  $ 54,463,137  
   

 

 

 
U.S. GOVERNMENT AGENCIES - 2.9%  
      Mortgage-Backed Agencies - 2.9%  
      FHLMC - 2.3%  
$     661,618    

1.24%, 03/25/2030, 1 mo. USD LIBOR + 0.750%(6)

  $ 656,353  
    736,874    

1.69%, 10/25/2029, 1 mo. USD LIBOR + 1.200%(6)

    730,051  
    369,769    

1.79%, 04/25/2029, 1 mo. USD LIBOR + 1.300%(6)

    368,051  
    1,127,432    

2.15%, 07/25/2029, 1 mo. USD LIBOR + 1.200%(6)

    1,121,584  
    432,660    

2.16%, 05/25/2029

    456,257  
    260,000    

2.28%, 07/25/2026

    277,273  
    244,967    

2.50%, 12/01/2049

    255,249  
    1,100,000    

2.99%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(6)

    1,034,416  
    3,573,757    

3.50%, 08/01/2048

    3,778,003  
    350,000    

3.60%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(6)

    310,267  
    140,397    

3.75%, 05/25/2028, 1 mo. USD LIBOR + 2.800%(6)

    139,409  
    1,100,000    

3.94%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(6)

    1,054,858  
    24,463    

4.00%, 03/01/2041

    26,728  
    483,311    

4.04%, 08/25/2029, 1 mo. USD LIBOR + 3.550%(6)

    445,026  
    2,000,000    

4.25%, 10/25/2027, 1 mo. USD LIBOR + 3.300%(6)

    1,979,912  
    543,413    

5.24%, 10/25/2024, 1 mo. USD LIBOR + 4.750%(6)

    468,061  
    542,139    

5.50%, 10/25/2024, 1 mo. USD LIBOR + 4.550%(6)

    447,071  
    1,026,968    

5.65%, 03/25/2028, 1 mo. USD LIBOR + 4.700%(6)

    1,019,228  
    1,500,000    

5.65%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(6)

    1,499,998  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 2.9% - (continued)  
      Mortgage-Backed Agencies - 2.9% - (continued)  
      FHLMC - 2.3% - (continued)  
$     1,250,000    

6.04%, 07/25/2028, 1 mo. USD LIBOR + 5.550%(6)

  $ 1,256,282  
    1,190,000    

6.10%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(6)

    1,190,002  
    1,111,400    

7.30%, 09/25/2028, 1 mo. USD LIBOR + 6.350%(6)

    1,122,571  
     

 

 

 
    19,636,650  
 

 

 

 
      FNMA - 0.5%  
$     172,797    

2.06%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6)

  $ 171,918  
    770,476    

2.50%, 12/01/2049

    800,829  
    300,000    

2.78%, 06/01/2026

    327,913  
    1,330,493    

3.00%, 03/25/2053

    1,398,869  
    150,000    

3.07%, 02/01/2025

    162,839  
    1,386,132    

3.50%, 06/25/2059

    1,533,500  
    10,220    

4.50%, 04/01/2041

    11,349  
     

 

 

 
    4,407,217  
 

 

 

 
      GNMA - 0.1%  
$     394    

6.00%, 11/20/2023

  $ 431  
    570    

6.00%, 12/20/2023

    628  
    89    

6.00%, 01/20/2024

    97  
    456    

6.00%, 02/20/2024

    498  
    109    

6.00%, 02/20/2026

    119  
    561    

6.00%, 02/20/2027

    613  
    153    

6.00%, 01/20/2028

    167  
    3,897    

6.00%, 02/20/2028

    4,304  
    5,850    

6.00%, 04/20/2028

    6,547  
    2,352    

6.00%, 06/15/2028

    2,628  
    14,993    

6.00%, 07/20/2028

    16,780  
    13,843    

6.00%, 08/20/2028

    15,508  
    4,629    

6.00%, 10/15/2028

    5,134  
    18,480    

6.00%, 11/15/2028

    20,556  
    14,696    

6.00%, 03/20/2029

    16,450  
    16,125    

6.00%, 09/20/2029

    17,900  
    20,100    

6.00%, 04/20/2030

    22,002  
    2,769    

6.00%, 06/20/2030

    3,030  
    1,770    

6.00%, 08/15/2034

    1,975  
    23,611    

6.50%, 03/15/2028

    26,177  
    3,451    

6.50%, 05/15/2028

    3,831  
    4,219    

6.50%, 07/15/2028

    4,622  
    8,968    

6.50%, 10/15/2028

    9,937  
    752    

6.50%, 12/15/2028

    842  
    11,670    

6.50%, 01/15/2029

    12,858  
    9,652    

6.50%, 02/15/2029

    10,887  
    44,611    

6.50%, 03/15/2029

    49,126  
    10,541    

6.50%, 04/15/2029

    11,665  
    6,456    

6.50%, 05/15/2029

    7,294  
    7,990    

6.50%, 06/15/2029

    8,956  
    10,644    

6.50%, 02/15/2035

    12,500  
    20,765    

7.00%, 11/15/2031

    23,449  
    13,468    

7.00%, 03/15/2032

    15,233  
    132,433    

7.00%, 11/15/2032

    162,101  
    3,578    

7.00%, 01/15/2033

    4,267  
    12,217    

7.00%, 05/15/2033

    14,474  
    20,684    

7.00%, 07/15/2033

    24,149  
    33,753    

7.00%, 11/15/2033

    40,046  
    1,682    

8.00%, 12/15/2029

    1,707  
    1,465    

8.00%, 04/15/2030

    1,527  
    6,512    

8.00%, 05/15/2030

    6,617  
    195    

8.00%, 07/15/2030

    201  
    5,704    

8.00%, 08/15/2030

    6,013  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  83  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 2.9% - (continued)  
      Mortgage-Backed Agencies - 2.9% - (continued)  
      GNMA - 0.1% - (continued)  
$     12,129    

8.00%, 11/15/2030

  $ 12,968  
    68,875    

8.00%, 02/15/2031

    75,486  
     

 

 

 
    682,300  
 

 

 

 
 

Total U.S. Government Agencies
(cost $25,160,439)

  $ 24,726,167  
   

 

 

 
U.S. GOVERNMENT SECURITIES - 9.3%  
      U.S. Treasury Securities - 9.3%  
      U.S. Treasury Bonds - 5.0%  
$     1,110,000    

2.00%, 02/15/2050

  $ 1,309,323  
    4,105,000    

2.88%, 05/15/2043

    5,453,236  
    23,480,000    

3.00%, 08/15/2048(14)(15)

    33,115,054  
    1,167,500    

3.13%, 02/15/2043

    1,608,961  
    200,000    

3.13%, 08/15/2044

    278,360  
     

 

 

 
    41,764,934  
 

 

 

 
      U.S. Treasury Notes - 4.3%  
    1,230,000    

1.50%, 02/15/2030

    1,332,147  
    5,395,000    

1.63%, 10/31/2026

    5,786,770  
    170,000    

1.75%, 06/30/2024

    180,067  
    600,000    

1.75%, 12/31/2024

    639,094  
    2,715,000    

1.75%, 11/15/2029

    3,002,090  
    5,020,000    

2.13%, 03/31/2024

    5,375,714  
    840,000    

2.38%, 04/30/2026

    935,320  
    4,775,000    

2.38%, 05/15/2029

    5,521,467  
    3,950,000    

2.63%, 12/31/2023

    4,285,133  
    365,000    

2.63%, 02/15/2029

    428,632  
    3,350,000    

2.88%, 10/31/2023

    3,651,762  
    4,540,000    

2.88%, 08/15/2028

    5,386,994  
     

 

 

 
    36,525,190  
 

 

 

 
 

Total U.S. Government Securities
(cost $61,264,780)

  $ 78,290,124  
   

 

 

 
CONVERTIBLE BONDS - 0.6%  
      Internet - 0.3%  
    2,164,000    

Priceline Group, Inc. 0.90%, 09/15/2021

  $ 2,187,931  
     

 

 

 
      Semiconductors - 0.3%  
    1,436,000    

Microchip Technology, Inc. 1.63%, 02/15/2025

    2,620,071  
     

 

 

 
 

Total Convertible Bonds
(cost $4,586,365)

  $ 4,808,002  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.2%  
      Other Investment Pools & Funds - 0.2%  
    4,400    

SPDR S&P 500 ETF Trust(1)

  $ 1,278,112  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $1,228,073)

  $ 1,278,112  
   

 

 

 
 

Total Long-Term Investments
(cost $840,407,291)

  $ 825,401,038  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.4%  
      Other Investment Pools & Funds - 2.1%  
    17,388,332    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(16)

  $ 17,388,332  
     

 

 

 
      Securities Lending Collateral - 0.3%  
    142,166    

Citibank NA DDCA, 0.04%, 5/1/2020(16)

    142,166  
    1,306,934    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.19%(16)

    1,306,934  
Shares or Principal Amount         Market Value  
SHORT-TERM INVESTMENTS - 2.4% - (continued)  
      Securities Lending Collateral - 0.3% - (continued)  
    794,080    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.23%(16)

 

  $ 794,079  
    594,500    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(16)

 

    594,500  
     

 

 

 
        2,837,679  
   

 

 

 
   

Total Short-Term Investments
(cost $20,226,012)

    $ 20,226,011  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $860,633,303)

    100.4   $ 845,627,049  
   

Total Purchased Options
(cost $4,758,242)

    0.6   $ 4,938,173  
   

 

 

   

 

 

 
   

Total Investments
(cost $865,391,545)

    101.0   $     850,565,222  
   

Other Assets and Liabilities

    (1.0 )%      (8,153,229
     

 

 

   

 

 

 
   

Total Net Assets

    100.0%     $ 842,411,993  
     

 

 

   

 

 

 

 

Note:

Percentage of investments as shown is the ratio of the total market value to total net assets.

 

    

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

    

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

    

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

    

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

    

See “Glossary” for abbreviation descriptions.

 

*

Non-income producing.

 

(1) 

Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $242,704,040, representing 28.8% of net assets.

 

(3) 

Investment valued using significant unobservable inputs.

 

(4) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2020, the aggregate fair value of these securities was $518,544, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

(5) 

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $518,544 or 0.1% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  08/2011      Allstar Co.      2,006,600      $ 872,908      $  
  11/2013      Tory Burch LLC      13,296        1,042,090        518,544  
        

 

 

    

 

 

 
         $     1,914,998      $     518,544  
        

 

 

    

 

 

 

 

(6) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

 

(7) 

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(8) 

Securities disclosed are interest-only strips.

 

(9) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(10) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(11) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the

  United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $9,087,128, representing 1.1% of net assets.

 

(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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of April 30, 2020.

 

(13) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(14) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $9,223,699.

 

(15) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $1,128,281.

 

(16) 

Current yield as of period end.

 
OTC Option Contracts Outstanding at April 30, 2020  

Description

  

Counter-
party

  

Exercise Price/
FX Rate/Rate

   Expiration
Date
     Number of
Contracts
   

Notional
Amount

    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:  
Calls  

DAX Index Future Option

   MSC    11,250.00 EUR      05/15/20        7,213     EUR     7,213     $ 879,031     $ 696,647     $ 182,384  

S&P 500 Index Option

      3,030.00 USD      06/19/20        737     USD     73,700       4,059,142       4,061,595       (2,453
                 

 

 

   

 

 

   

 

 

 

Total Calls

 

  $     4,938,173     $     4,758,242     $     179,931  
                 

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

 

  $ 4,938,173     $ 4,758,242     $ 179,931  
                 

 

 

   

 

 

   

 

 

 
Written option contracts:  
Calls  

S&P 500 Index Option

      3,175.00 USD      06/19/20        (737   USD     (73,700   $ (1,047,574   $ (1,045,121   $ (2,453
                 

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

 

  $     (1,047,574   $     (1,045,121   $     (2,453
                 

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2020  

Description

   Number of
Contracts
     Expiration
Date
   Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 
Long position contracts:  

U.S. Treasury 5-Year Note Future

     92      06/30/2020    $ 11,544,562      $ 89,961  

U.S. Treasury 10-Year Ultra Future

     44      06/19/2020      6,909,375        (6,268
                          

 

 

 

Total

      $ 83,693  
                          

 

 

 
Short position contracts:  

S&P 500 (E-Mini) Future

     320      06/19/2020    $     46,438,400      $     (2,128,176
                          

 

 

 

Total futures contracts

      $ (2,044,483
                          

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  85  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2020  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

CDX.NA.IG.34.V1

   USD      5,675,000       (1.00 %)      06/20/25        Quarterly      $ 140,105     $ (42,668   $     (182,773
               

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:  
Sell protection:  

CDX.NA.HY.34.V1

   USD      8,850,000       5.00     06/20/25        Quarterly      $ (533,087   $ (412,747   $ 120,340  
               

 

 

   

 

 

   

 

 

 

Total

 

        $     (392,982   $     (455,415   $ (62,433
               

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2020  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  6,552,999      USD      6,380,000      CHF    JPM      05/29/20     $     $ (62,048
  13,390,988      USD      12,352,000      EUR    MSC      05/29/20             (152,695
  2,686,709      USD      27,020,000      SEK    JPM      05/29/20             (83,700
                

 

 

   

 

 

 
 

Total

    $     —     $     (298,443
 

 

 

   

 

 

 

 

 

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.

 

 

  86  

 


Hartford Multi-Asset Income and Growth Fund

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 5,763,758     $ 233,692     $ 5,530,066     $  

Banks

     5,029,858       950,808       4,079,050        

Capital Goods

     10,593,303       5,785,999       4,807,304        

Commercial & Professional Services

     760,468       760,468              

Consumer Durables & Apparel

     26,109,191       19,450,290       6,658,901        

Consumer Services

     1,333,860       1,333,860              

Diversified Financials

     3,101,538       1,899,651       1,201,887        

Energy

     10,827,871       8,431,483       2,396,388        

Food & Staples Retailing

     5,645,575       359,982       5,285,593        

Food, Beverage & Tobacco

     18,802,723       6,852,610       11,950,113        

Health Care Equipment & Services

     1,743,218       1,374,146       369,072        

Household & Personal Products

     1,689,456       1,689,456              

Insurance

     5,055,950       536,834       4,519,116        

Materials

     5,674,512       935,933       4,738,579        

Media & Entertainment

     4,107,329       2,167,517       1,939,812        

Pharmaceuticals, Biotechnology & Life Sciences

     16,019,943       9,478,176       6,541,767        

Real Estate

     29,547,897           21,995,345       7,552,552        

Retailing

     4,816,857       2,311,720       1,986,593           518,544  

Semiconductors & Semiconductor Equipment

     3,090,801       2,141,813       948,988        

Software & Services

     12,675,638       11,456,768       1,218,870        

Technology Hardware & Equipment

     1,923,064       1,063,180       859,884        

Telecommunication Services

     16,275,591       5,843,711       10,431,880        

Transportation

     1,670,476             1,670,476        

Utilities

     7,161,453       1,780,395       5,381,058        

Asset & Commercial Mortgage-Backed Securities

     134,249,852             134,249,852        

Corporate Bonds

         222,296,780                 222,296,780        

Equity Linked Securities

     76,189,916             76,189,916        

Foreign Government Obligations

     21,802,979             21,802,979        

Municipal Bonds

     7,875,639             7,875,639        

Senior Floating Rate Interests

     54,463,137             54,463,137        

U.S. Government Agencies

     24,726,167             24,726,167        

U.S. Government Securities

     78,290,124             78,290,124        

Convertible Bonds

     4,808,002             4,808,002        

Exchange-Traded Funds

     1,278,112       1,278,112              

Short-Term Investments

     20,226,011       20,226,011              

Purchased Options

     4,938,173       4,059,142       879,031        

Futures Contracts(2)

     89,961       89,961              

Swaps - Credit Default(2)

     120,340             120,340        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     850,775,523     $     134,487,063     $     715,769,916     $     518,544  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (298,443   $     $ (298,443   $  

Futures Contracts(2)

     (2,134,444     (2,134,444            

Swaps - Credit Default(2)

     (182,773           (182,773      

Written Options

     (1,047,574     (1,047,574            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (3,663,234   $ (3,182,018   $ (481,216   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2020, there were no transfers in and out of Level 3.

 

(2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended April 30, 2020 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


Hartford Multi-Strategy Funds

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

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

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

CZK

   Czech Koruna

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

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:

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

CMT

   Constant Maturity Treasury Index

CPI

   Consumer Price Index

DAX

   Deutscher Aktien Index

EAFE

   Europe, Australasia and Far East

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets

ICE

   Intercontinental Exchange, Inc.

ITRAXX.EUR

   Markit iTraxx - Europe

ITRAXX.XOV

   Markit iTraxx Index - Europe Crossover

MSCI

   Morgan Stanley Capital International

MTA

   Monthly Treasury Average Index

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

S&P

   Standard & Poor’s
Other Abbreviations:

ADR

   American Depositary Receipt

CD

   Certificate of Deposit

CJSC

   Closed Joint Stock Company

CLO

   Collateralized Loan Obligation
Other Abbreviations: – (continued)

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EM

   Emerging Markets

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

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

NIBOR

   Norwegian Interbank Offered Rate

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

PIK

   Payment-in-kind

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust

SOFR

   Secured Overnight Financing Rate

SPDR

   Standard & Poor’s Depositary Receipt

TBA

   To Be Announced

UMBS

   Uniform Mortgage-Backed Securities
Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue
 

 

 

  88  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
     Hartford AARP
Balanced
Retirement Fund
    The Hartford
Checks and
Balances Fund
    The Hartford
Conservative
Allocation Fund
    The Hartford
Global Real
Asset Fund
(consolidated)
 

Assets:

           

Investments in securities, at market value(1)

   $ 12,812,106,098      $ 116,743,604     $ 4,196,408     $ 443,318     $ 193,329,963  

Investments in affiliated investment companies, at market value

            22,823,134       1,417,373,188       123,785,724        

Cash

            1,049                   26,518  

Foreign currency

     1,058,116        2,512                   216,922  

Unrealized appreciation on OTC swap contracts

     726,907        42,361                   6,198  

Unrealized appreciation on foreign currency contracts

     2,191,918        168,829                   246,965  

Unrealized appreciation on bond forward contracts

            1,168                    

Receivables:

           

Investment securities sold

     68,103,154        935,248       93,490       6,616       35,448,216  

Fund shares sold

     30,606,723        1,060       783,252       56,123       61,533  

Dividends and interest

     66,276,622        267,374       1,157,046       70,300       420,349  

Securities lending income

     15,699        5,230                   7,288  

Variation margin on futures contracts

            5,295                   185,835  

Variation margin on centrally cleared swap contracts

     200,860                           

Tax reclaims

     2,327,146        87,946                   45,383  

OTC swap contracts premiums paid

     1,308,533        43,663                   30,835  

Other assets

     266,589        132,213       74,149       56,931       126,382  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total assets

     12,985,188,365        141,260,686       1,423,677,533       124,419,012       230,152,387  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

           

Unrealized depreciation on foreign currency contracts

     981,549        323,409                   239,333  

Unrealized depreciation on bond forward contracts

                              49,505  

Due to custodian

     1,288,526                    68,436        

Obligation to return securities lending collateral

     30,787,783        5,560,184                   4,562,199  

Unrealized depreciation on OTC swap contracts

            63,955                   29,745  

Cash collateral due to broker on futures contracts

            314,000                    

Cash collateral due to broker on swap contracts

     1,200,000                           

Unfunded loan commitments

                               

Payables:

           

Investment securities purchased

     204,339,161        12,018,954                   33,973,572  

Fund shares redeemed

     13,357,455        184,248       819,313       39,883       35,198  

Investment management fees

     5,362,515        31,746             9,906       145,223  

Transfer agent fees

     2,086,871        45,239       365,859       36,117       43,608  

Accounting services fees

     150,904        1,486       16,727       1,478       2,385  

Board of Directors’ fees

     39,686        832       5,915       428       1,328  

Variation margin on futures contracts

     291,258                           

Variation margin on centrally cleared swap contracts

            9,406                   699  

Foreign taxes

            53                    

Distribution fees

     448,534        5,334       48,312       4,324       558  

Written options

            15,780                    

Accrued expenses

     678,027        74,269       81,908       15,496       210,292  

OTC swap contracts premiums received

     71,275        30,738                   29,230  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total liabilities

     261,083,544        18,679,633       1,338,034       176,068       39,322,875  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 12,724,104,821      $ 122,581,053     $ 1,422,339,499     $ 124,242,944     $ 190,829,512  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

           

Capital stock and paid-in-capital

   $ 12,087,444,904      $ 155,634,525     $ 1,450,480,950     $ 129,118,055     $ 326,659,285  

Distributable earnings (loss)

     636,659,917        (33,053,472     (28,141,451     (4,875,111         (135,829,773
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $     12,724,104,821      $     122,581,053     $     1,422,339,499     $     124,242,944     $     190,829,512  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Shares authorized

     2,200,000,000        610,000,000       1,110,000,000       560,000,000       760,000,000  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010      $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 13.96      $ 8.72     $ 8.66     $ 10.25     $ 7.26  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

   $ 14.77      $ 9.13     $ 9.16     $ 10.85     $ 7.68  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     245,675,146        7,903,258       138,184,356       10,147,913       1,598,059  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 3,429,804,925      $ 68,886,991     $ 1,197,250,115     $ 104,036,456     $ 11,603,541  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 13.74      $ 8.73     $ 8.60     $ 10.20     $ 7.14  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     228,988,198        3,829,405       16,425,626       1,278,349       310,761  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 3,145,954,195      $ 33,432,880     $ 141,323,022     $ 13,044,198     $ 2,218,348  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
     Hartford AARP
Balanced
Retirement Fund
     The Hartford
Checks and
Balances Fund
     The Hartford
Conservative
Allocation Fund
     The Hartford
Global Real
Asset Fund
(consolidated)
 

Class I:  Net asset value per share

   $ 13.96      $ 8.71      $ 8.68      $ 10.26      $ 7.25  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     261,128,157        1,757,705        7,077,022        122,337        2,089,784  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,646,369,348      $ 15,303,399      $ 61,429,960      $ 1,255,323      $ 15,155,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 14.02      $ 8.72      $ 8.62      $ 10.28      $ 7.31  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     11,532,331        91,033        1,376,323        261,468        10,412  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 161,648,522      $ 793,991      $ 11,868,495      $ 2,689,098      $ 76,079  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 14.02      $ 8.68      $ 8.63      $ 10.27      $ 7.29  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     6,419,406        41,934        411,454        143,515        5,101  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 90,020,718      $ 364,006      $ 3,551,702      $ 1,473,685      $ 37,180  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 14.04      $ 8.68      $ 8.53      $ 10.29      $ 7.21  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,144,860        71,275        42,596        168,391        13,727  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 44,153,766      $ 618,950      $ 363,429      $ 1,732,912      $ 98,937  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 14.12      $ 8.70      $      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,841,224        1,165                       
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 153,105,569      $ 10,129      $      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 14.12      $ 8.66      $      $      $ 7.25  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,669,836        244,641                      8,935,041  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 150,694,648      $ 2,119,074      $      $      $ 64,742,054  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 13.97      $ 8.64      $ 8.68      $ 10.27      $ 7.25  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     136,174,286        121,669        754,981        1,098        13,373,338  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,902,353,130      $ 1,051,633      $ 6,552,776      $ 11,272      $ 96,897,550  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     12,127,836,416      $     115,768,732      $ 4,196,408      $ 443,318      $     185,251,566  

Cost of investments in affiliated investment companies

   $      $ 25,071,930      $     1,468,794,102      $     125,418,964      $  

Cost of foreign currency

   $ 1,060,937      $ 2,814      $      $      $ 219,166  

Proceeds of written option contracts

   $      $ 17,715      $      $      $  

(1) Includes Investment in securities on loan, at market value

   $ 29,631,444      $ 5,432,432      $      $      $ 4,530,917  

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income and
Growth Fund
 

Assets:

      

Investments in securities, at market value

   $ 1,510,299     $ 1,118,835     $ 850,565,222  

Investments in affiliated investment companies, at market value

     516,322,589       352,186,395        

Cash

                 152,223  

Foreign currency

                 38,681  

Unrealized appreciation on OTC swap contracts

                  

Unrealized appreciation on foreign currency contracts

                  

Unrealized appreciation on bond forward contracts

                  

Receivables:

 

Investment securities sold

     69,114       34,668       2,896,277  

Fund shares sold

     172,219       48,098       2,444,259  

Dividends and interest

     90,781       112,596       4,151,509  

Securities lending income

                 4,570  

Variation margin on futures contracts

                 1,382,089  

Variation margin on centrally cleared swap contracts

                 53,558  

Tax reclaims

                 311,017  

OTC swap contracts premiums paid

                  

Other assets

     62,231       61,529       84,887  
  

 

 

   

 

 

   

 

 

 

Total assets

     518,227,233       353,562,121       862,084,292  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

                 298,443  

Unrealized depreciation on bond forward contracts

                  

Due to custodian

     63,148       112,105        

Obligation to return securities lending collateral

                 2,837,679  

Unrealized depreciation on OTC swap contracts

                  

Cash collateral due to broker on futures contracts

                 52,998  

Cash collateral due to broker on swap contracts

                  

Unfunded loan commitments

                 468  

Payables:

      

Investment securities purchased

                 14,091,122  

Fund shares redeemed

     298,195       137,401       568,091  

Investment management fees

     40,368       27,887       385,289  

Transfer agent fees

     205,688       121,511       265,359  

Accounting services fees

     6,024       4,161       10,091  

Board of Directors’ fees

     2,550       1,686       3,845  

Variation margin on futures contracts

                  

Variation margin on centrally cleared swap contracts

                  

Foreign taxes

                  

Distribution fees

     16,489       11,507       24,753  

Written options

                 1,047,574  

Accrued expenses

     40,724       30,845       86,587  

OTC swap contracts premiums received

                  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     673,186       447,103       19,672,299  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 517,554,047     $ 353,115,018     $ 842,411,993  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $ 532,391,084     $ 361,505,129     $ 879,663,765  

Distributable earnings (loss)

     (14,837,037     (8,390,111     (37,251,772
  

 

 

   

 

 

   

 

 

 

Net assets

   $     517,554,047     $     353,115,018     $ 842,411,993  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     560,000,000       560,000,000           1,060,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 11.31     $ 10.81     $ 18.71  
  

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

   $ 11.97     $ 11.44     $ 19.80  
  

 

 

   

 

 

   

 

 

 

         Shares outstanding

     40,410,013       27,244,511       30,929,579  
  

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 456,846,900     $ 294,487,607     $ 578,640,349  
  

 

 

   

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 11.25     $ 10.72     $ 18.74  
  

 

 

   

 

 

   

 

 

 

         Shares outstanding

     3,500,506       2,657,010       4,604,991  
  

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 39,384,444     $ 28,475,602     $ 86,292,858  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  91  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Allocation Fund
     Hartford
Moderate
Allocation Fund
     Hartford
Multi-Asset
Income and
Growth Fund
 

Class I:  Net asset value per share

   $ 11.23      $ 10.85      $ 18.69  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     784,165        814,551        4,289,220  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 8,808,176      $ 8,835,533      $ 80,164,029  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 11.05      $ 10.65      $ 18.97  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     490,930        1,243,296        80,296  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 5,422,437      $ 13,238,026      $ 1,523,025  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 11.25      $ 10.83      $ 19.03  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     214,169        297,566        28,546  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,409,612      $ 3,222,723      $ 543,205  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 11.31      $ 10.85      $ 19.03  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     393,363        428,062        17,594  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,450,592      $ 4,646,579      $ 334,793  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $ 19.03  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   15,368  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 292,500  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $      $      $ 19.04  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   497,896  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 9,480,084  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 11.24      $ 10.85      $ 18.68  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     20,630        19,263        4,557,954  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 231,886      $ 208,948      $ 85,141,150  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 1,510,299      $ 1,118,835      $     865,391,545  

Cost of investments in affiliated investment companies

   $     548,065,075      $     367,481,778      $  

Cost of foreign currency

   $      $      $ 38,638  

Proceeds of written option contracts

   $      $      $ 1,045,121  

(1) Includes Investment in securities on loan, at market value

   $      $      $ 2,745,940  

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


Hartford Multi-Strategy Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
    Hartford AARP
Balanced
Retirement Fund
    The Hartford
Checks and
Balances Fund
    The Hartford
Conservative
Allocation Fund
    The Hartford
Global Real
Asset Fund
(consolidated)
 

Investment Income:

 

 

Dividends

   $ 92,878,204     $ 781,519     $     $     $ 3,004,290  

Dividends from affiliated investment companies

           477,866       18,759,278       2,000,467        

Interest

     134,693,810       668,543       19,926       1,606       817,210  

Securities lending

     150,158       15,840                   25,520  

Less: Foreign tax withheld

     (1,981,936     (33,245                 (184,140
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

         225,740,236           1,910,523           18,779,204           2,002,073           3,662,880  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

 

Investment management fees

     34,066,979       216,009             64,091       1,081,151  

Transfer agent fees

 

 

Class A

     1,372,149       55,589       628,731       60,756       14,647  

Class C

     1,322,540       25,765       100,421       11,077       3,305  

Class I

     1,368,658       12,515       27,056       955       16,292  

Class R3

     164,240       1,099       16,641       3,278       79  

Class R4

     75,963       305       4,313       1,678       43  

Class R5

     21,976       301       194       1,134       23  

Class R6

     3,114                          

Class Y

     84,319       1,202                   38,560  

Class F

     19,049       22       96             176  

Distribution fees

 

 

Class A

     4,400,344       94,792       1,583,734       132,458       16,668  

Class C

     16,491,893       183,633       786,769       69,786       13,314  

Class R3

     448,133       2,515       37,759       7,802       189  

Class R4

     121,089       449       6,697       2,498       66  

Custodian fees

     95,694       50,913       2,198       1,326       26,410  

Registration and filing fees

     204,757       105,357       62,089       46,817       52,457  

Accounting services fees

     1,023,188       12,093       109,393       9,251       18,801  

Board of Directors’ fees

     166,664       1,734       19,888       1,671       3,291  

Audit fees

     17,687       27,172       9,453       9,452       34,517  

Other expenses

     732,874       16,382       93,389       11,877       15,957  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     62,201,310       807,847       3,488,821       435,907       1,335,946  

Expense waivers

           (179,197           (165     (76,980

Management fee waivers

                             (140,730

Transfer agent fee waivers

     (7,110                        

Distribution fee reimbursements

     (6,383     (549     (6,357     (1,679     (68

Commission recapture

     (8,003     (12                 (1,144
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (21,496     (179,758     (6,357     (1,844     (218,922
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     62,179,814       628,089       3,482,464       434,063       1,117,024  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     163,560,422       1,282,434       15,296,740           1,568,010       2,545,856  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Capital gain distributions received from underlying funds

           62,536           50,809,910       1,813,213        

Net realized gain (loss) on investments

     (86,192,612         (3,601,070)                   (40,436,107

Less: Foreign taxes paid on realized capital gains

           1,591                   1,539  

Net realized gain (loss) on investments in affiliated investment companies

           (123,233     (8,621,350     (666,893      

Net realized gain (loss) on purchased options contracts

           14,863                   (9,628

Net realized gain (loss) on futures contracts

     5,034,669       (284,879                 (2,753,689

Net realized gain (loss) on written options contracts

           20,995                   6,543  

Net realized gain (loss) on swap contracts

     (2,635,544     (650,170                 172,337  

Net realized gain (loss) on bond forward contracts

           468,072                    

Net realized gain (loss) on foreign currency contracts

     898,472       1,194,399                   242,292  

Net realized gain (loss) on other foreign currency transactions

     (97,296     (9,908                 (36,503
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (82,992,311     (2,906,804     42,188,560       1,146,320       (42,813,216)  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  93  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
    Hartford AARP
Balanced
Retirement Fund
    The Hartford
Checks and
Balances Fund
    The Hartford
Conservative
Allocation Fund
    The Hartford
Global Real
Asset Fund
(consolidated)
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

          

Net unrealized appreciation (depreciation) of investments

   $ (588,784,644   $ (1,613,664   $     $     $ 2,617,211  

Net unrealized appreciation (depreciation) of investments in affiliated investment companies

           (2,463,236     (120,267,199     (6,635,456      

Net unrealized appreciation (depreciation) of purchased options contracts

           575,302                   5,156  

Net unrealized appreciation (depreciation) of futures contracts

     8,919,996       (481,653                 (756,104

Net unrealized appreciation (depreciation) of written options contracts

           1,935                   (687

Net unrealized appreciation (depreciation) of swap contracts

     (4,091,649     161,245                   55,618  

Net unrealized appreciation (depreciation) of bond forward contracts

           (57,015                 (49,505

Net unrealized appreciation (depreciation) of foreign currency contracts

     1,585,627       (77,093                 166,536  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     59,424       (13,024                 (33,230
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (582,311,246     (3,967,203         (120,267,199     (6,635,456     2,004,995  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (665,303,557     (6,874,007     (78,078,639     (5,489,136     (40,808,221
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (501,743,135   $     (5,591,573   $ (62,781,899   $     (3,921,126   $     (38,262,365
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $     $ (53   $     $     $ 3,184  

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income and
Growth Fund
 

Investment Income:

 

Dividends

   $     $     $ 10,783,568  

Dividends from affiliated investment companies

     7,252,592       5,355,331        

Interest

     7,314       4,738       10,413,348  

Securities lending

                 39,506  

Less: Foreign tax withheld

                 (246,985
  

 

 

   

 

 

   

 

 

 

Total investment income, net

         7,259,906           5,360,069           20,989,437  
  

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     283,339       189,677       2,580,770  

Transfer agent fees

 

Class A

     398,359       207,735       484,661  

Class C

     46,817       27,198       55,903  

Class I

     5,276       4,446       30,963  

Class R3

     6,846       15,457       1,806  

Class R4

     3,538       2,363       934  

Class R5

     2,924       3,091       207  

Class R6

                 3  

Class Y

                 7,119  

Class F

     3       5       1,262  

Distribution fees

 

Class A

     622,583       393,361       781,512  

Class C

     229,101       161,188       479,746  

Class R3

     15,673       35,301       4,122  

Class R4

     6,106       4,051       1,400  

Custodian fees

     1,689       1,551       33,703  

Registration and filing fees

     49,475       47,868       72,537  

Accounting services fees

     41,158       27,367       72,758  

Board of Directors’ fees

     7,603       5,024       12,379  

Audit fees

     9,452       11,157       20,400  

Other expenses

     42,090       27,815       83,834  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     1,772,032       1,164,655       4,726,019  

Expense waivers

                  

Management fee waivers

                  

Transfer agent fee waivers

                 (3,685

Distribution fee reimbursements

     (10,452     (6,975     (15,309

Commission recapture

                  
  

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (10,452     (6,975     (18,994
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     1,761,580       1,157,680       4,707,025  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     5,498,326       4,202,389       16,282,412  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Capital gain distributions received from underlying funds

     13,727,081       7,275,578        

Net realized gain (loss) on investments

                 (19,225,341

Less: Foreign taxes paid on realized capital gains

                 (53,384

Net realized gain (loss) on investments in affiliated investment companies

     (7,127     (335,916      

Net realized gain (loss) on purchased options contracts

                 4,816,673  

Net realized gain (loss) on futures contracts

                 2,870,750  

Net realized gain (loss) on written options contracts

                     (10,095,397

Net realized gain (loss) on swap contracts

                 (53,329

Net realized gain (loss) on bond forward contracts

                  

Net realized gain (loss) on foreign currency contracts

                 691,544  

Net realized gain (loss) on other foreign currency transactions

                 (15,973
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     13,719,954       6,939,662       (21,064,457
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  95  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

 

 

     The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income and
Growth Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments*

   $     $     $ (50,246,524

Net unrealized appreciation (depreciation) of investments in affiliated investment companies

     (64,613,351     (33,115,382      

Net unrealized appreciation (depreciation) of purchased options contracts

                 179,931  

Net unrealized appreciation (depreciation) of futures contracts

                 (2,012,967

Net unrealized appreciation (depreciation) of written options contracts

                 (2,453

Net unrealized appreciation (depreciation) of swap contracts

                 (70,058

Net unrealized appreciation (depreciation) of bond forward contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

                 59,442  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

                 (5,008
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (64,613,351     (33,115,382     (52,097,637
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (50,893,397     (26,175,720     (73,162,094
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (45,395,071   $     (21,973,331   $     (56,879,682
  

 

 

   

 

 

   

 

 

 

* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $     $     $ 19,149  

 

The accompanying notes are an integral part of these financial statements.

 

 

  96  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford
Balanced Income Fund
    Hartford
AARP Balanced Retirement Fund
    The Hartford
Checks and Balances Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

   

Net investment income (loss)

   $ 163,560,422     $ 317,063,765     $ 1,282,434     $ 3,035,068     $ 15,296,740     $ 23,701,487  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (82,992,311     125,189,429       (2,906,804     987,744       42,188,560       97,507,194  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (582,311,246     1,101,795,618       (3,967,203     2,018,265       (120,267,199     77,511,220  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (501,743,135     1,544,048,812       (5,591,573     6,041,077       (62,781,899     198,719,901  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (76,517,356     (207,094,162     (986,908     (1,052,429     (86,735,412     (118,347,376

Class C

     (60,434,197     (194,171,595     (325,614     (703,819     (10,454,884     (16,616,057

Class I

     (85,226,779     (213,576,656     (305,642     (1,183,385     (4,332,747     (6,115,188

Class R3

     (3,612,286     (11,863,024     (10,275     (140,237     (1,028,295     (1,452,359

Class R4

     (2,090,305     (7,778,548     (4,561     (139,944     (392,359     (503,671

Class R5

     (1,012,691     (3,121,782     (10,033     (146,932     (22,153     (42,828

Class R6

     (3,278,806     (7,718,458     (158     (252            

Class Y

     (3,469,019     (9,789,523     (35,892     (1,349,201            

Class F

     (43,978,024     (104,071,772     (17,569     (23,318     (376,314     (75,764
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (279,619,463     (759,185,520     (1,696,652     (4,739,517     (103,342,164     (143,153,243
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

   

Sold

     1,896,218,364       2,840,448,032       2,828,376       25,363,961       84,757,348       188,637,635  

Issued in merger

                       141,613,619              

Issued on reinvestment of distributions

     260,496,626       704,992,456       1,607,703       4,656,431       102,657,325       142,002,404  

Redeemed

     (1,701,098,048     (2,900,273,594     (32,835,947     (93,968,074     (172,528,487     (340,115,811
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     455,616,942       645,166,894       (28,399,868     77,665,937       14,886,186       (9,475,772
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (325,745,656     1,430,030,186       (35,688,093     78,967,497       (151,237,877     46,090,886  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

   

Beginning of period

     13,049,850,477       11,619,820,291       158,269,146       79,301,649       1,573,577,376       1,527,486,490  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     12,724,104,821     $     13,049,850,477     $     122,581,053     $     158,269,146     $     1,422,339,499     $     1,573,577,376  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  97  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Conservative Allocation Fund
    The Hartford
Global Real Asset Fund
(consolidated)
    The Hartford
Growth Allocation Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

Net investment income (loss)

   $ 1,568,010     $ 3,655,881     $ 2,545,856     $ 7,605,122     $ 5,498,326     $ 11,166,279  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,146,320       934,511       (42,813,216     (19,864,597     13,719,954       21,073,147  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (6,635,456     6,513,136       2,004,995       14,064,288       (64,613,351     26,377,718  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (3,921,126     11,103,528       (38,262,365     1,804,813       (45,395,071     58,617,144  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

            

Class A

     (2,715,202     (2,912,028     (392,987     (308,202     (22,821,777     (18,140,238

Class C

     (207,113     (296,093     (54,081     (45,411     (1,733,205     (1,133,563

Class I

     (35,559     (50,197     (1,091,737     (764,332     (509,475     (421,394

Class R3

     (65,407     (109,866     (1,983     (1,759     (270,958     (352,176

Class R4

     (51,541     (71,418     (1,563     (3,961     (249,170     (262,478

Class R5

     (55,546     (61,359     (1,553     (305     (246,703     (219,881

Class R6

                                    

Class Y

                 (2,745,947     (2,943,318            

Class F

     (329     (356     (3,429,830     (2,578,535     (11,831     (441
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (3,130,697     (3,501,317     (7,719,681     (6,645,823     (25,843,119     (20,530,171
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     12,614,642       43,104,618       26,597,970       37,302,534       22,218,925       55,433,148  

Issued in merger

                                    

Issued on reinvestment of distributions

     3,084,773       3,438,110       7,528,291       6,366,743       25,480,822       20,243,863  

Redeemed

     (13,772,666     (36,568,499     (60,552,438     (73,892,874     (61,408,715         (115,846,338
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     1,926,749       9,974,229       (26,426,177     (30,223,597     (13,708,968     (40,169,327
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (5,125,074     17,576,440       (72,408,223     (35,064,607     (84,947,158     (2,082,354
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     129,368,018       111,791,578           263,237,735       298,302,342       602,501,205       604,583,559  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     124,242,944     $     129,368,018     $ 190,829,512     $     263,237,735     $     517,554,047     $ 602,501,205  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  98  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Moderate Allocation Fund
    Hartford
Multi-Asset Income and
Growth Fund
 
     For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
    For the
Six-Month
Period Ended
April 30, 2020
(Unaudited)
    For the
Year Ended
October 31,
2019
 

Operations:

 

Net investment income (loss)

   $ 4,202,389     $ 9,779,573     $ 16,282,412     $ 27,493,842  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     6,939,662       8,068,733       (21,064,457     131,021,700  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (33,115,382     19,745,796       (52,097,637     (74,360,171
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (21,973,331     37,594,102       (56,879,682     84,155,371  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (11,455,327     (26,595,064     (97,072,642     (60,429,364

Class C

     (907,187     (2,965,479     (14,915,382     (9,204,112

Class I

     (372,727     (924,092     (15,022,642     (6,271,868

Class R3

     (458,386     (1,396,505     (242,477     (167,614

Class R4

     (106,872     (574,129     (185,395     (209,275

Class R5

     (222,153     (441,321     (51,941     (16,254

Class R6

                 (20,566     (138,508

Class Y

                 (1,961,994     (1,527,185

Class F

     (10,148     (924     (14,505,520     (9,459,307
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (13,532,800     (32,897,514     (143,978,559     (87,423,487
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     18,613,570       36,252,039       74,673,036       158,866,307  

Issued in merger

                        

Issued on reinvestment of distributions

     13,378,851       32,455,199       141,348,128       85,714,706  

Redeemed

     (41,526,194     (93,233,316     (164,930,458         (184,611,405
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (9,533,773     (24,526,078     51,090,706       59,969,608  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (45,039,904     (19,829,490         (149,767,535     56,701,492  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     398,154,922       417,984,412       992,179,528       935,478,036  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     353,115,018     $     398,154,922     $ 842,411,993     $ 992,179,528  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  99  

 


Hartford Multi-Strategy 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 Balanced Income Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   14.76     $   0.19 (21)    $   (0.67 )(21)    $   (0.48   $   (0.19   $   (0.13   $   —     $   (0.32   $   13.96       (3.31 )%(5)    $   3,429,805       0.88 %(6)      0.88 %(6)      2.57 %(6)(21)      39

C

    14.53       0.13 (21)      (0.65 )(21)      (0.52     (0.14     (0.13           (0.27     13.74       (3.68 )(5)      3,145,954       1.64 (6)      1.64 (6)      1.82 (6)(21)      39  

I

    14.77       0.20 (21)      (0.67 )(21)      (0.47     (0.21     (0.13           (0.34     13.96       (3.25 )(5)      3,646,369       0.63 (6)      0.63 (6)      2.83 (6)(21)      39  

R3

    14.82       0.16 (21)      (0.67 )(21)      (0.51     (0.16     (0.13           (0.29     14.02       (3.48 )(5)      161,649       1.24 (6)      1.24 (6)      2.22 (6)(21)      39  

R4

    14.83       0.18 (21)      (0.68 )(21)      (0.50     (0.18     (0.13           (0.31     14.02       (3.41 )(5)      90,021       0.96 (6)      0.96 (6)      2.49 (6)(21)      39  

R5

    14.85       0.20 (21)      (0.67 )(21)      (0.47     (0.21     (0.13           (0.34     14.04       (3.18 )(5)      44,154       0.65 (6)      0.65 (6)      2.81 (6)(21)      39  

R6

    14.93       0.21 (21)      (0.68 )(21)      (0.47     (0.21     (0.13           (0.34     14.12       (3.18 )(5)      153,106       0.56 (6)      0.56 (6)      2.92 (6)(21)      39  

Y

    14.93       0.20 (21)      (0.67 )(21)      (0.47     (0.21     (0.13           (0.34     14.12       (3.23 )(5)      150,695       0.67 (6)      0.66 (6)      2.80 (6)(21)      39  

F

    14.77       0.21 (21)      (0.67 )(21)      (0.46     (0.21     (0.13           (0.34     13.97       (3.15 )(5)      1,902,353       0.56 (6)      0.56 (6)      2.90 (6)(21)      39  

For the Year Ended October 31, 2019

 

A

  $ 13.86     $ 0.38     $ 1.43     $ 1.81     $ (0.38   $ (0.53   $     $ (0.91   $ 14.76       13.88   $ 3,517,691       0.90     0.90     2.73     54

C

    13.65       0.28       1.41       1.69       (0.28     (0.53           (0.81     14.53       13.08       3,365,430       1.65       1.65       1.99       54  

I

    13.86       0.42       1.44       1.86       (0.42     (0.53           (0.95     14.77       14.24       3,670,729       0.65       0.65       2.98       54  

R3

    13.90       0.34       1.44       1.78       (0.33     (0.53           (0.86     14.82       13.54       190,851       1.26       1.26       2.38       54  

R4

    13.91       0.38       1.44       1.82       (0.37     (0.53           (0.90     14.83       13.88       103,304       0.97       0.97       2.68       54  

R5

    13.93       0.42       1.45       1.87       (0.42     (0.53           (0.95     14.85       14.14       43,770       0.67       0.67       2.99       54  

R6

    14.01       0.43       1.45       1.88       (0.43     (0.53           (0.96     14.93       14.24       192,279       0.58       0.58       3.01       54  

Y

    14.01       0.43       1.44       1.87       (0.42     (0.53           (0.95     14.93       14.16       150,620       0.66       0.65       3.00       54  

F

    13.87       0.43       1.43       1.86       (0.43     (0.53           (0.96     14.77       14.24       1,815,178       0.57       0.57       3.06       54  

For the Year Ended October 31, 2018

 

A

  $ 14.80     $ 0.38     $ (0.53   $ (0.15   $ (0.36   $ (0.43   $     $ (0.79   $ 13.86       (1.14 )%    $ 3,127,224       0.91     0.91     2.64     48

C

    14.59       0.27       (0.52     (0.25     (0.26     (0.43           (0.69     13.65       (1.90     3,350,560       1.66       1.66       1.89       48  

I

    14.80       0.42       (0.53     (0.11     (0.40     (0.43           (0.83     13.86       (0.89     3,092,500       0.65       0.65       2.89       48  

R3

    14.84       0.33       (0.53     (0.20     (0.31     (0.43           (0.74     13.90       (1.49     196,578       1.28       1.27       2.28       48  

R4

    14.85       0.37       (0.53     (0.16     (0.35     (0.43           (0.78     13.91       (1.19     121,239       0.98       0.97       2.57       48  

R5

    14.87       0.41       (0.53     (0.12     (0.39     (0.43           (0.82     13.93       (0.91     52,640       0.68       0.68       2.86       48  

R6

    14.94       0.43       (0.52     (0.09     (0.41     (0.43           (0.84     14.01       (0.74     87,445       0.58       0.58       2.95       48  

Y

    14.94       0.42       (0.52     (0.10     (0.40     (0.43           (0.83     14.01       (0.79     146,051       0.63       0.63       2.92       48  

F

    14.80       0.43       (0.52     (0.09     (0.41     (0.43           (0.84     13.87       (0.75     1,445,583       0.58       0.58       2.96       48  

For the Year Ended October 31, 2017

 

A

  $ 13.80     $ 0.37     $ 1.14     $ 1.51     $ (0.36   $ (0.15   $     $ (0.51   $ 14.80       11.16   $ 3,297,181       0.92     0.92     2.63     39

C

    13.61       0.26       1.12       1.38       (0.25     (0.15           (0.40     14.59       10.37       3,657,126       1.66       1.66       1.89       39  

I

    13.80       0.41       1.13       1.54       (0.39     (0.15           (0.54     14.80       11.41       3,351,891       0.69       0.69       2.86       39  

R3

    13.84       0.33       1.13       1.46       (0.31     (0.15           (0.46     14.84       10.79       222,526       1.30       1.24       2.30       39  

R4

    13.85       0.37       1.13       1.50       (0.35     (0.15           (0.50     14.85       11.10       109,315       1.00       0.94       2.61       39  

R5

    13.86       0.41       1.14       1.55       (0.39     (0.15           (0.54     14.87       11.44       45,300       0.70       0.69       2.85       39  

R6

    13.93       0.42       1.14       1.56       (0.40     (0.15           (0.55     14.94       11.48       31,234       0.60       0.60       2.89       39  

Y

    13.93       0.42       1.14       1.56       (0.40     (0.15           (0.55     14.94       11.46       124,655       0.62       0.62       2.91       39  

F(7)

    14.20       0.24       0.66       0.90       (0.30                 (0.30     14.80       6.41 (5)      1,126,948       0.60 (6)      0.60 (6)      2.47 (6)      39  

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 %(8)      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 (8)      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 (8)      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 (8)      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 (8)      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 (8)      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 (8)      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 (8)      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 (8)      3.00       36  

 

The accompanying notes are an integral part of these financial statements.

 

 

  100  

 


Hartford 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
 
The Hartford Balanced Income Fund – (continued)  

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(9)

    13.90       0.33       (0.12     0.21       (0.37     (0.21           (0.58     13.53       1.65 (5)      6,072       0.67 (6)      0.64 (6)      2.50 (6)      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  
Hartford AARP Balanced Retirement Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 9.20     $ 0.09 (21)    $ (0.45 )(21)    $   (0.36   $ (0.12   $     $     $ (0.12   $ 8.72       (3.99 )%(5)    $ 68,887       1.01 %(6)      0.75 %(6)      1.98 %(6)(21)      101

C

    9.21       0.06 (21)      (0.46 )(21)      (0.40     (0.08                 (0.08     8.73       (4.38 )(5)      33,433       1.76 (6)      1.50 (6)      1.24 (6)(21)      101  

I

    9.20       0.10 (21)      (0.46 )(21)      (0.36     (0.13                 (0.13     8.71       (3.94 )(5)      15,303       0.74 (6)      0.48 (6)      2.28 (6)(21)      101  

R3

    9.21       0.07 (21)      (0.46 )(21)      (0.39     (0.10                 (0.10     8.72       (4.29 )(5)      794       1.33 (6)      1.07 (6)      1.63 (6)(21)      101  

R4

    9.16       0.09 (21)      (0.46 )(21)      (0.37     (0.11                 (0.11     8.68       (4.04 )(5)      364       1.04 (6)      0.77 (6)      1.95 (6)(21)      101  

R5

    9.17       0.10 (21)      (0.46 )(21)      (0.36     (0.13                 (0.13     8.68       (3.99 )(5)      619       0.70 (6)      0.44 (6)      2.30 (6)(21)      101  

R6

    9.19       0.11 (21)      (0.46 )(21)      (0.35     (0.14                 (0.14     8.70       (3.90 )(5)      10       0.62 (6)      0.37 (6)      2.37 (6)(21)      101  

Y

    9.14       0.10 (21)      (0.46 )(21)      (0.36     (0.12                 (0.12     8.66       (3.94 )(5)      2,119       0.70 (6)      0.45 (6)      2.32 (6)(21)      101  

F

    9.13       0.11 (21)      (0.46 )(21)      (0.35     (0.14                 (0.14     8.64       (3.90 )(5)      1,052       0.62 (6)      0.36 (6)      2.36 (6)(21)      101  

For the Year Ended October 31, 2019

 

A

  $ 9.08     $ 0.27     $ 0.40     $ 0.67     $ (0.55   $     $     $ (0.55   $ 9.20       7.95   $ 83,998       1.06     0.71     3.00     207

C

    9.08       0.23       0.38       0.61       (0.48                 (0.48     9.21       7.14       39,757       1.85       1.45       2.57       207  

I

    9.07       0.36       0.34       0.70       (0.57                 (0.57     9.20       8.16       26,433       0.86       0.61       3.99       207  

R3

    9.08       0.36       0.35       0.71       (0.58                 (0.58     9.21       8.24       1,279       1.31       0.55       4.02       207  

R4

    9.08       0.38       0.33       0.71       (0.63                 (0.63     9.16       8.35       349       1.05       0.54       4.16       207  

R5

    9.07       0.36       0.34       0.70       (0.60                 (0.60     9.17       8.28       806       0.79       0.54       3.93       207  

R6(10)

    8.93       0.21       0.27       0.48       (0.22                 (0.22     9.19       5.42       11       0.75       0.48       3.43       207  

Y

    9.07       0.38       0.31       0.69       (0.62                 (0.62     9.14       8.21       3,746       0.79       0.53       4.17       207  

F

    9.07       0.26       0.44       0.70       (0.64                 (0.64     9.13       8.27       1,889       0.73       0.44       3.02       207  

For the Year Ended October 31, 2018

 

A

  $ 9.46     $ 0.41     $ (0.28   $ 0.13     $ (0.51   $     $     $ (0.51   $ 9.08       1.26   $ 13,324       1.20     0.78     4.35     61

C

    9.47       0.35       (0.29     0.06       (0.45                 (0.45     9.08       0.55       11,686       1.98       1.47       3.71       61  

I

    9.46       0.42       (0.28     0.14       (0.53                 (0.53     9.07       1.40       20,780       0.98       0.68       4.51       61  

R3

    9.47       0.40       (0.28     0.12       (0.51                 (0.51     9.08       1.21       2,225       1.61       0.84       4.28       61  

R4

    9.46       0.41       (0.28     0.13       (0.51                 (0.51     9.08       1.27       2,241       1.31       0.78       4.34       61  

R5

    9.46       0.41       (0.28     0.13       (0.52                 (0.52     9.07       1.27       2,256       1.01       0.72       4.40       61  

Y

    9.46       0.42       (0.28     0.14       (0.53                 (0.53     9.07       1.37       26,398       0.89       0.61       4.51       61  

F

    9.46       0.42       (0.27     0.15       (0.54                 (0.54     9.07       1.39       391       0.89       0.61       4.50       61  

For the Year Ended October 31, 2017

 

A

  $ 9.04     $ 0.39     $ 0.41     $ 0.80     $ (0.38   $     $     $ (0.38   $ 9.46       9.06   $ 11,877       1.26     0.95     4.26     85

C

    9.04       0.34       0.41       0.75       (0.32                 (0.32     9.47       8.42       6,972       2.05       1.58       3.65       85  

I

    9.04       0.41       0.41       0.82       (0.40                 (0.40     9.46       9.22       13,310       1.07       0.83       4.40       85  

R3

    9.04       0.38       0.41       0.79       (0.36                 (0.36     9.47       8.95       2,197       1.68       1.12       4.11       85  

R4

    9.04       0.39       0.41       0.80       (0.38                 (0.38     9.46       9.00       2,211       1.38       1.00       4.22       85  

R5

    9.04       0.40       0.41       0.81       (0.39                 (0.39     9.46       9.18       2,225       1.08       0.87       4.36       85  

Y

    9.04       0.40       0.42       0.82       (0.40                 (0.40     9.46       9.29       25,587       0.98       0.79       4.40       85  

F(7)

    9.21       0.28       0.24       0.52       (0.27                 (0.27     9.46       5.72 (5)      419       0.97 (6)      0.66 (6)      4.48 (6)      85  

 

The accompanying notes are an integral part of these financial statements.

 

 

  101  

 


Hartford 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 AARP Balanced Retirement Fund – (continued)  

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 %(11)      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 (11)      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 (11)      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 (11)      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 (11)      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 (11)      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 (11)      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  
The Hartford Checks and Balances Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 9.64     $ 0.10     $ (0.45   $   (0.35   $ (0.17   $ (0.46   $     $ (0.63   $ 8.66       (3.98 )%(5)    $ 1,197,250       0.39 %(6)      0.39 %(6)      2.09 %(6)      11

C

    9.57       0.06       (0.43     (0.37     (0.14     (0.46           (0.60     8.60       (4.30 )(5)      141,323       1.17 (6)      1.17 (6)      1.31 (6)      11  

I

    9.66       0.10       (0.43     (0.33     (0.19     (0.46           (0.65     8.68       (3.83 )(5)      61,430       0.12 (6)      0.12 (6)      2.29 (6)      11  

R3

    9.60       0.08       (0.44     (0.36     (0.16     (0.46           (0.62     8.62       (4.17 )(5)      11,868       0.76 (6)      0.75 (6)      1.74 (6)      11  

R4

    9.61       0.10       (0.45     (0.35     (0.17     (0.46           (0.63     8.63       (4.02 )(5)      3,552       0.45 (6)      0.45 (6)      2.13 (6)      11  

R5

    9.50       0.10       (0.43     (0.33     (0.18     (0.46           (0.64     8.53       (3.82 )(5)      363       0.16 (6)      0.16 (6)      2.31 (6)      11  

F

    9.66       0.11       (0.44     (0.33     (0.19     (0.46           (0.65     8.68       (3.80 )(5)      6,553       0.04 (6)      0.04 (6)      2.33 (6)      11  

For the Year Ended October 31, 2019

 

A

  $ 9.36     $ 0.15     $ 1.01     $ 1.16     $ (0.32   $ (0.56   $     $ (0.88   $ 9.64       13.95   $ 1,311,955       0.39     0.39     1.63     28

C

    9.29       0.08       1.00       1.08       (0.24     (0.56           (0.80     9.57       13.06       166,663       1.16       1.16       0.85       28  

I

    9.37       0.17       1.03       1.20       (0.35     (0.56           (0.91     9.66       14.36       66,574       0.13       0.13       1.89       28  

R3

    9.32       0.12       1.01       1.13       (0.29     (0.56           (0.85     9.60       13.57       15,733       0.75       0.74       1.27       28  

R4

    9.33       0.15       1.01       1.16       (0.32     (0.56           (0.88     9.61       13.92       5,847       0.43       0.43       1.58       28  

R5

    9.37       0.12       1.04       1.16       (0.47     (0.56           (1.03     9.50       13.91       336       0.16       0.16       1.29       28  

F

    9.37       0.20       1.01       1.21       (0.36     (0.56           (0.92     9.66       14.47       6,470       0.04       0.04       2.07       28  

For the Year Ended October 31, 2018

 

A

  $   10.45     $   0.18     $   0.05     $   0.23     $   (0.37   $   (0.95   $   —     $   (1.32   $   9.36       2.17   $   1,246,869       0.38     0.38     1.87     28

C

    10.38       0.11       0.05       0.16       (0.30     (0.95           (1.25     9.29       1.39       195,591       1.15       1.15       1.12       28  

I

    10.47       0.20       0.05       0.25       (0.40     (0.95           (1.35     9.37       2.33       62,762       0.13       0.13       2.10       28  

R3

    10.41       0.15       0.05       0.20       (0.34     (0.95           (1.29     9.32       1.80       16,209       0.76       0.75       1.51       28  

R4

    10.42       0.17       0.06       0.23       (0.37     (0.95           (1.32     9.33       2.10       5,162       0.47       0.47       1.77       28  

R5

    10.47       0.21       0.03       0.24       (0.39     (0.95           (1.34     9.37       2.29       478       0.16       0.16       2.18       28  

F

    10.46       0.19       0.08       0.27       (0.41     (0.95           (1.36     9.37       2.51       417       0.04       0.04       1.96       28  

For the Year Ended October 31, 2017

 

A

  $ 9.85     $ 0.14     $ 1.28     $ 1.42     $ (0.13   $ (0.69   $     $ (0.82   $   10.45       15.27   $ 1,326,959       0.38     0.38     1.44     3

C

    9.78       0.07       1.27       1.34       (0.05     (0.69           (0.74     10.38       14.46       303,378       1.13       1.13       0.70       3  

I

    9.86       0.16       1.29       1.45       (0.15     (0.69           (0.84     10.47       15.63       58,494       0.16       0.16       1.63       3  

R3

    9.81       0.10       1.28       1.38       (0.09     (0.69           (0.78     10.41       14.89       18,645       0.75       0.75       1.04       3  

R4

    9.82       0.13       1.28       1.41       (0.12     (0.69           (0.81     10.42       15.24       5,372       0.45       0.45       1.35       3  

R5

    9.86       0.20       1.25       1.45       (0.15     (0.69           (0.84     10.47       15.66       2,082       0.14       0.14       1.99       3  

F(7)

    9.86       0.11       0.60       0.71       (0.11                 (0.11     10.46       7.27 (5)      1,441       0.04 (6)      0.04 (6)      1.57 (6)      3  

 

The accompanying notes are an integral part of these financial statements.

 

 

  102  

 


Hartford 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
 
The Hartford Checks and Balances Fund – (continued)  

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  
The Hartford Conservative Allocation Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   10.83     $   0.13     $   (0.44   $   (0.31   $   (0.27   $   —     $   —     $   (0.27   $   10.25       (2.97 )%(5)    $ 104,036       0.59 %(6)      0.59 %(6)      2.54 %(6)      8

C

    10.71       0.09       (0.44     (0.35     (0.16                 (0.16     10.20       (3.29 )(5)      13,044       1.38 (6)      1.38 (6)      1.72 (6)      8  

I

    10.85       0.15       (0.44     (0.29     (0.30                 (0.30     10.26       (2.83 )(5)      1,255       0.38 (6)      0.38 (6)      2.78 (6)      8  

R3

    10.83       0.12       (0.45     (0.33     (0.22                 (0.22     10.28       (3.17 )(5)      2,689       0.94 (6)      0.94 (6)      2.17 (6)      8  

R4

    10.84       0.13       (0.44     (0.31     (0.26                 (0.26     10.27       (2.95 )(5)      1,474       0.64 (6)      0.64 (6)      2.56 (6)      8  

R5

    10.88       0.15       (0.44     (0.29     (0.30                 (0.30     10.29       (2.81 )(5)      1,733       0.34 (6)      0.34 (6)      2.84 (6)      8  

F

    10.86       0.15       (0.43     (0.28     (0.31                 (0.31     10.27       (2.73 )(5)      11       0.22 (6)      0.22 (6)      2.88 (6)      8  

For the Year Ended October 31, 2019

 

A

  $ 10.23     $ 0.31     $ 0.60     $ 0.91     $ (0.31   $     $     $ (0.31   $ 10.83       9.28   $ 105,569       0.60     0.59     3.02     38

C

    10.05       0.22       0.62       0.84       (0.18                 (0.18     10.71       8.41       14,947       1.36       1.36       2.15       38  

I

    10.25       0.38       0.55       0.93       (0.33                 (0.33     10.85       9.49       1,253       0.34       0.34       3.63       38  

R3

    10.21       0.29       0.59       0.88       (0.26                 (0.26     10.83       8.89       3,481       0.95       0.93       2.81       38  

R4

    10.24       0.32       0.59       0.91       (0.31                 (0.31     10.84       9.22       2,094       0.65       0.63       3.06       38  

R5

    10.28       0.34       0.60       0.94       (0.34                 (0.34     10.88       9.56       2,013       0.35       0.33       3.28       38  

F

    10.26       0.31       0.64       0.95       (0.35                 (0.35     10.86       9.62       12       0.24       0.24       2.98       38  

For the Year Ended October 31, 2018

 

A

  $ 10.60     $ 0.31     $ (0.37   $ (0.06   $ (0.31   $     $     $ (0.31   $ 10.23       (0.59 )%    $ 84,379       0.61     0.60     2.91     32

C

    10.41       0.21       (0.35     (0.14     (0.22                 (0.22     10.05       (1.38     17,552       1.37       1.36       2.04       32  

I

    10.63       0.35       (0.38     (0.03     (0.35                 (0.35     10.25       (0.39     1,217       0.38       0.36       3.38       32  

R3

    10.57       0.29       (0.37     (0.08     (0.28                 (0.28     10.21       (0.80     4,327       0.96       0.86       2.80       32  

R4

    10.61       0.31       (0.36     (0.05     (0.32                 (0.32     10.24       (0.51     2,461       0.66       0.56       3.00       32  

R5

    10.66       0.33       (0.36     (0.03     (0.35                 (0.35     10.28       (0.32     1,845       0.36       0.26       3.13       32  

F

    10.63       0.34       (0.36     (0.02     (0.35                 (0.35     10.26       (0.23     11       0.24       0.24       3.19       32  

For the Year Ended October 31, 2017

 

A

  $ 9.81     $ 0.13     $ 0.79     $ 0.92     $ (0.13   $     $     $ (0.13   $ 10.60       9.51   $ 86,987       0.58     0.55     1.24     17 %(12) 

C

    9.62       0.05       0.79       0.84       (0.05                 (0.05     10.41       8.80       26,424       1.33       1.30       0.49       17  

I

    9.83       0.15       0.81       0.96       (0.16                 (0.16     10.63       9.92       1,835       0.29       0.27       1.47       17  

R3

    9.79       0.10       0.79       0.89       (0.11                 (0.11     10.57       9.21       7,135       0.94       0.80       1.02       17  

R4

    9.82       0.13       0.80       0.93       (0.14                 (0.14     10.61       9.57       2,693       0.64       0.50       1.25       17  

R5

    9.86       0.16       0.81       0.97       (0.17                 (0.17     10.66       9.99       2,251       0.34       0.20       1.58       17  

F(7)

    10.03       0.08       0.52       0.60                               10.63       5.98 (5)      11       0.23 (6)      0.20 (6)      1.22 (6)      17  

 

The accompanying notes are an integral part of these financial statements.

 

 

  103  

 


Hartford 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
 
The Hartford Conservative Allocation Fund – (continued)  

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  
The Hartford Global Real Asset Fund (consolidated)  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 8.84     $ 0.06 (21)    $ (1.40 )(21)    $ (1.34   $ (0.24   $     $     $ (0.24   $ 7.26       (15.66 )%(5)    $ 11,604       1.51 %(6)      1.25 %(6)      1.56 %(6)(21)      188

C

    8.64       0.03 (21)      (1.37 )(21)      (1.34     (0.16                 (0.16     7.14       (15.96 )(5)      2,218       2.29 (6)      2.00 (6)      0.80 (6)(21)      188  

I

    8.83       0.07 (21)      (1.38 )(21)      (1.31     (0.27                 (0.27     7.25       (15.45 )(5)      15,156       1.14 (6)      1.00 (6)      1.83 (6)(21)      188  

R3

    8.88       0.05 (21)      (1.40 )(21)      (1.35     (0.22                 (0.22     7.31       (15.68 )(5)      76       1.75 (6)      1.50 (6)      1.32 (6)(21)      188  

R4

    8.86       0.07 (21)      (1.41 )(21)      (1.34     (0.23                 (0.23     7.29       (15.60 )(5)      37       1.45 (6)      1.20 (6)      1.64 (6)(21)      188  

R5

    8.78       0.07 (21)      (1.38 )(21)      (1.31     (0.26                 (0.26     7.21       (15.46 )(5)      99       1.12 (6)      0.95 (6)      1.92 (6)(21)      188  

Y

    8.84       0.08 (21)      (1.39 )(21)      (1.31     (0.28                 (0.28     7.25       (15.55 )(5)      64,742       1.14 (6)      0.90 (6)      1.89 (6)(21)      188  

F

    8.83       0.08 (21)      (1.38 )(21)      (1.30     (0.28                 (0.28     7.25       (15.50 )(5)      96,898       1.04 (6)      0.90 (6)      1.93 (6)(21)      188  

For the Year Ended October 31, 2019

 

A

  $ 9.00     $ 0.20     $ (0.19   $ 0.01     $ (0.17   $     $     $ (0.17   $ 8.84       0.27   $ 14,360       1.51     1.25     2.32     201

C

    8.78       0.13       (0.18     (0.05     (0.09                 (0.09     8.64       (0.49     3,038       2.29       2.00       1.53       201  

I

    9.00       0.23       (0.20     0.03       (0.20                 (0.20     8.83       0.47       38,226       1.16       0.99       2.63       201  

R3

    9.04       0.18       (0.19     (0.01     (0.15                 (0.15     8.88       0.02       70       1.80       1.50       2.01       201  

R4

    9.02       0.20       (0.19     0.01       (0.17                 (0.17     8.86       0.27       59       1.49       1.20       2.29       201  

R5

    9.01       0.23       (0.20     0.03       (0.26                 (0.26     8.78       0.54       39       1.19       0.95       2.59       201  

Y

    9.00       0.24       (0.19     0.05       (0.21                 (0.21     8.84       0.67       96,453       1.14       0.90       2.68       201  

F

    9.00       0.24       (0.20     0.04       (0.21                 (0.21     8.83       0.55       110,993       1.08       0.90       2.67       201  

For the Year Ended October 31, 2018

 

A

  $ 9.38     $ 0.14     $ (0.22   $ (0.08   $ (0.30   $     $     $ (0.30   $ 9.00       (0.97 )%    $ 17,794       1.55     1.25     1.48     111

C

    9.15       0.07       (0.23     (0.16     (0.21                 (0.21     8.78       (1.71     4,622       2.31       2.00       0.73       111  

I

    9.38       0.17       (0.22     (0.05     (0.33                 (0.33     9.00       (0.68     35,607       1.17       0.95       1.77       111  

R3

    9.40       0.12       (0.23     (0.11     (0.25                 (0.25     9.04       (1.26     103       1.83       1.50       1.23       111  

R4

    9.39       0.15       (0.21     (0.06     (0.31                 (0.31     9.02       (0.82     207       1.53       1.20       1.59       111  

R5

    9.39       0.17       (0.22     (0.05     (0.33                 (0.33     9.01       (0.68     10       1.22       0.95       1.82       111  

Y

    9.39       0.17       (0.22     (0.05     (0.34                 (0.34     9.00       (0.67     128,897       1.16       0.90       1.83       111  

F

    9.38       0.17       (0.22     (0.05     (0.33                 (0.33     9.00       (0.64     111,062       1.11       0.90       1.82       111  

 

The accompanying notes are an integral part of these financial statements.

 

 

  104  

 


Hartford 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
 
The Hartford Global Real Asset Fund (consolidated) – (continued)  

For the Year Ended October 31, 2017

 

A

  $ 8.67     $ 0.11     $ 0.64     $ 0.75     $ (0.04   $     $     $ (0.04   $ 9.38       8.65   $ 16,990       1.55     1.25     1.20     103

C

    8.48       0.04       0.63       0.67                               9.15       7.90       7,138       2.25       2.00       0.44       103  

I

    8.67       0.13       0.64       0.77       (0.06                 (0.06     9.38       8.93       29,092       1.16       0.99       1.46       103  

R3

    8.69       0.08       0.65       0.73       (0.02                 (0.02     9.40       8.43       151       1.92       1.50       0.94       103  

R4

    8.67       0.11       0.64       0.75       (0.03                 (0.03     9.39       8.71       433       1.49       1.20       1.24       103  

R5

    8.68       0.14       0.64       0.78       (0.07                 (0.07     9.39       9.00       67       1.17       0.95       1.53       103  

Y

    8.68       0.13       0.65       0.78       (0.07                 (0.07     9.39       9.01       123,742       1.09       0.90       1.46       103  

F(7)

    8.93       0.11       0.34       0.45                               9.38       5.04 (5)      112,016       1.08 (6)      0.90 (6)      1.79 (6)      103  

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 %(13)      1.09     115

C

    7.97       0.03       0.48       0.51                               8.48       6.40       8,702       2.30       2.01 (13)      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 (13)      1.35       115  

R3

    8.17       0.07       0.49       0.56       (0.04                 (0.04     8.69       6.86       126       1.95       1.49 (13)      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 (13)      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 (13)      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 (13)      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  
The Hartford Growth Allocation Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   12.81     $   0.12     $   (1.06   $   (0.94   $   (0.19   $   (0.37   $   —     $   (0.56   $   11.31       (7.83 )%(5)    $   456,847       0.56 %(6)      0.56 %(6)      1.98 %(6)      5

C

    12.69       0.07       (1.06     (0.99     (0.08     (0.37           (0.45     11.25       (8.24 )(5)      39,384       1.36 (6)      1.36 (6)      1.19 (6)      5  

I

    12.75       0.14       (1.06     (0.92     (0.23     (0.37           (0.60     11.23       (7.76 )(5)      8,808       0.25 (6)      0.25 (6)      2.28 (6)      5  

R3

    12.48       0.10       (1.03     (0.93     (0.13     (0.37           (0.50     11.05       (7.94 )(5)      5,422       0.87 (6)      0.87 (6)      1.72 (6)      5  

R4

    12.74       0.14       (1.08     (0.94     (0.18     (0.37           (0.55     11.25       (7.88 )(5)      2,410       0.55 (6)      0.55 (6)      2.26 (6)      5  

R5

    12.83       0.14       (1.06     (0.92     (0.23     (0.37           (0.60     11.31       (7.73 )(5)      4,451       0.27 (6)      0.27 (6)      2.29 (6)      5  

F

    12.76       0.14       (1.05     (0.91     (0.24     (0.37           (0.61     11.24       (7.68 )(5)      232       0.16 (6)      0.16 (6)      2.32 (6)      5  

For the Year Ended October 31, 2019

 

A

  $ 12.07     $ 0.23     $ 0.94     $ 1.17     $ (0.29   $ (0.14   $     $ (0.43   $ 12.81       10.25   $ 522,271       0.55     0.54     1.90     25

C

    11.83       0.15       0.92       1.07       (0.07     (0.14           (0.21     12.69       9.33       50,463       1.33       1.32       1.22       25  

I

    12.02       0.26       0.93       1.19       (0.32     (0.14           (0.46     12.75       10.54       11,245       0.24       0.24       2.16       25  

R3

    11.77       0.21       0.88       1.09       (0.24     (0.14           (0.38     12.48       9.81       6,921       0.86       0.86       1.74       25  

R4

    12.00       0.24       0.91       1.15       (0.27     (0.14           (0.41     12.74       10.15       5,657       0.57       0.57       2.01       25  

R5

    12.10       0.27       0.92       1.19       (0.32     (0.14           (0.46     12.83       10.44       5,692       0.25       0.25       2.22       25  

F

    12.03       0.22       0.98       1.20       (0.33     (0.14           (0.47     12.76       10.65       252       0.15       0.15       1.77       25  

For the Year Ended October 31, 2018

 

A

  $ 12.32     $ 0.22     $ (0.18   $ 0.04     $ (0.29   $     $     $ (0.29   $ 12.07       0.28   $ 504,720       0.54     0.54     1.78     32

C

    12.07       0.13       (0.17     (0.04     (0.20                 (0.20     11.83       (0.41     64,208       1.30       1.29       1.09       32  

I

    12.27       0.26       (0.18     0.08       (0.33                 (0.33     12.02       0.60       11,033       0.24       0.24       2.05       32  

R3

    12.02       0.18       (0.18           (0.25                 (0.25     11.77       (0.06     10,776       0.86       0.86       1.43       32  

R4

    12.25       0.23       (0.19     0.04       (0.29                 (0.29     12.00       0.24       8,129       0.56       0.56       1.86       32  

R5

    12.35       0.24       (0.16     0.08       (0.33                 (0.33     12.10       0.55       5,706       0.26       0.26       1.93       32  

F

    12.28       0.27       (0.18     0.09       (0.34                 (0.34     12.03       0.66       11       0.15       0.15       2.12       32  

 

The accompanying notes are an integral part of these financial statements.

 

 

  105  

 


Hartford 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
 
The Hartford Growth Allocation Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $ 10.35     $ 0.07     $ 1.95     $ 2.02     $ (0.05   $     $     $ (0.05   $ 12.32       19.54   $ 503,042       0.53     0.52     0.63     11 %(14) 

C

    10.17       (0.01     1.91       1.90                               12.07       18.68       140,855       1.27       1.27       (0.10     11  

I

    10.31       0.10       1.94       2.04       (0.08                 (0.08     12.27       19.91       10,468       0.22       0.22       0.87       11  

R3

    10.09       0.03       1.91       1.94       (0.01                 (0.01     12.02       19.26       11,840       0.86       0.86       0.29       11  

R4

    10.29       0.07       1.94       2.01       (0.05                 (0.05     12.25       19.56       10,699       0.55       0.55       0.64       11  

R5

    10.37       0.10       1.96       2.06       (0.08                 (0.08     12.35       19.98       5,709       0.25       0.25       0.86       11  

F(7)

    11.07       0.04       1.17       1.21                               12.28       10.93 (5)      11       0.15 (6)      0.15 (6)      0.47 (6)      11  

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  
Hartford Moderate Allocation Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $ 11.87     $ 0.13     $ (0.77   $ (0.64   $ (0.24   $ (0.18   $     $ (0.42   $ 10.81       (5.72 )%(5)    $ 294,488       0.55 %(6)      0.54 %(6)      2.28 %(6)      7

C

    11.72       0.09       (0.78     (0.69     (0.13     (0.18           (0.31     10.72       (6.11 )(5)      28,476       1.33 (6)      1.33 (6)      1.51 (6)      7  

I

    11.93       0.15       (0.78     (0.63     (0.27     (0.18           (0.45     10.85       (5.60 )(5)      8,836       0.26 (6)      0.26 (6)      2.58 (6)      7  

R3

    11.67       0.11       (0.76     (0.65     (0.19     (0.18           (0.37     10.65       (5.87 )(5)      13,238       0.88 (6)      0.88 (6)      1.93 (6)      7  

R4

    11.86       0.13       (0.78     (0.65     (0.20     (0.18           (0.38     10.83       (5.76 )(5)      3,223       0.56 (6)      0.56 (6)      2.28 (6)      7  

R5

    11.94       0.15       (0.79     (0.64     (0.27     (0.18           (0.45     10.85       (5.69 )(5)      4,647       0.28 (6)      0.28 (6)      2.64 (6)      7  

F

    11.93       0.15       (0.77     (0.62     (0.28     (0.18           (0.46     10.85       (5.52 )(5)      209       0.17 (6)      0.17 (6)      2.69 (6)      7  

For the Year Ended October 31, 2019

 

A

  $   11.80     $   0.28     $   0.74     $ 1.02     $ (0.31   $ (0.64   $     $ (0.95   $ 11.87       9.72   $   328,639       0.54     0.53     2.46     25

C

    11.54       0.20       0.74       0.94       (0.12     (0.64           (0.76     11.72       8.96       35,454       1.31       1.30       1.79       25  

I

    11.85       0.33       0.73       1.06       (0.34     (0.64           (0.98     11.93       10.08       9,817       0.25       0.25       2.85       25  

R3

    11.60       0.25       0.72       0.97       (0.26     (0.64           (0.90     11.67       9.38       14,880       0.87       0.87       2.19       25  

R4

    11.79       0.31       0.70       1.01       (0.30     (0.64           (0.94     11.86       9.65       3,325       0.58       0.58       2.73       25  

R5

    11.85       0.30       0.76       1.06       (0.33     (0.64           (0.97     11.94       10.11       5,788       0.26       0.26       2.63       25  

F

    11.86       0.21       0.85       1.06       (0.35     (0.64           (0.99     11.93       10.08       252       0.17       0.17       1.81       25  

For the Year Ended October 31, 2018

 

A

  $ 12.42     $ 0.30     $   (0.32   $   (0.02   $   (0.33   $   (0.27   $   —     $   (0.60   $   11.80       (0.29 )%    $ 329,641       0.53     0.52     2.44     32

C

    12.16       0.21       (0.33     (0.12     (0.23     (0.27           (0.50     11.54       (1.08     46,067       1.28       1.28       1.74       32  

I

    12.48       0.31       (0.31           (0.36     (0.27           (0.63     11.85       (0.08     11,014       0.25       0.25       2.51       32  

R3

    12.23       0.26       (0.33     (0.07     (0.29     (0.27           (0.56     11.60       (0.72     17,865       0.87       0.87       2.15       32  

R4

    12.41       0.30       (0.33     (0.03     (0.32     (0.27           (0.59     11.79       (0.33     7,104       0.58       0.58       2.41       32  

R5

    12.48       0.33       (0.33           (0.36     (0.27           (0.63     11.85       (0.12     6,283       0.27       0.27       2.65       32  

F

    12.48       0.34       (0.32     0.02       (0.37     (0.27           (0.64     11.86       0.07       11       0.16       0.16       2.74       32  

 

The accompanying notes are an integral part of these financial statements.

 

 

  106  

 


Hartford 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 Moderate Allocation Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $ 10.90     $ 0.10     $ 1.52     $ 1.62     $ (0.10   $     $     $ (0.10   $ 12.42       15.02   $   333,803       0.52     0.51     0.89     14 %(15) 

C

    10.66       0.02       1.50       1.52       (0.02                 (0.02     12.16       14.25       96,532       1.26       1.25       0.17       14  

I

    10.95       0.13       1.54       1.67       (0.14                 (0.14     12.48       15.40       9,319       0.23       0.23       1.13       14  

R3

    10.73       0.06       1.51       1.57       (0.07                 (0.07     12.23       14.70       22,023       0.87       0.87       0.53       14  

R4

    10.89       0.09       1.53       1.62       (0.10                 (0.10     12.41       15.00       7,528       0.57       0.57       0.82       14  

R5

    10.95       0.13       1.54       1.67       (0.14                 (0.14     12.48       15.38       6,508       0.26       0.26       1.13       14  

F(7)

    11.48       0.06       0.94       1.00                               12.48       8.71 (5)      11       0.16 (6)      0.16 (6)      0.69 (6)      14  

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  
Hartford Multi-Asset Income and Growth Fund  

For the Six-Month Period Ended April 30, 2020 (Unaudited)

 

A

  $   23.33     $   0.36 (21)    $   (1.57 )(21)    $   (1.21   $   (0.42   $   (2.99   $   —     $   (3.41   $   18.71       (6.28 )%(5)    $ 578,640       1.03 %(6)      1.03 %(6)      3.55 %(6)(21)      37

C

    23.36       0.29 (21)      (1.59 )(21)      (1.30     (0.33     (2.99           (3.32     18.74       (6.60 )(5)      86,293       1.74 (6)      1.74 (6)      2.82 (6)(21)      37  

I

    23.32       0.40 (21)      (1.59 )(21)      (1.19     (0.45     (2.99           (3.44     18.69       (6.12 )(5)      80,164       0.70 (6)      0.70 (6)      3.87 (6)(21)      37  

R3

    23.61       0.34 (21)      (1.60 )(21)      (1.26     (0.39     (2.99           (3.38     18.97       (6.43 )(5)      1,523       1.35 (6)      1.27 (6)      3.30 (6)(21)      37  

R4

    23.67       0.37 (21)      (1.61 )(21)      (1.24     (0.41     (2.99           (3.40     19.03       (6.27 )(5)      543       1.04 (6)      1.04 (6)      3.51 (6)(21)      37  

R5

    23.67       0.40 (21)      (1.61 )(21)      (1.21     (0.44     (2.99           (3.43     19.03       (6.15 )(5)      335       0.75 (6)      0.75 (6)      3.84 (6)(21)      37  

R6

    23.68       0.41 (21)      (1.61 )(21)      (1.20     (0.46     (2.99           (3.45     19.03       (6.13 )(5)      293       0.63 (6)      0.63 (6)      4.01 (6)(21)      37  

Y

    23.69       0.40 (21)      (1.61 )(21)      (1.21     (0.45     (2.99           (3.44     19.04       (6.10 )(5)      9,480       0.75 (6)      0.69 (6)      3.85 (6)(21)      37  

F

    23.31       0.40 (21)      (1.58 )(21)      (1.18     (0.46     (2.99           (3.45     18.68       (6.09 )(5)      85,141       0.63 (6)      0.63 (6)      3.95 (6)(21)      37  

For the Year Ended October 31, 2019

 

A

  $ 23.62     $ 0.65     $ 1.23     $ 1.88     $ (0.77   $ (1.40   $     $ (2.17   $ 23.33       8.81   $ 666,684       1.02     1.01     2.85     83

C

    23.61       0.48       1.24       1.72       (0.57     (1.40           (1.97     23.36       8.08       106,874       1.73       1.73       2.11       83  

I

    23.61       0.75       1.21       1.96       (0.85     (1.40           (2.25     23.32       9.21       104,284       0.69       0.69       3.27       83  

R3

    23.86       0.59       1.25       1.84       (0.69     (1.40           (2.09     23.61       8.56       1,843       1.35       1.29       2.56       83  

R4

    23.91       0.59       1.32       1.91       (0.75     (1.40           (2.15     23.67       8.84       1,301       1.04       1.04       2.55       83  

R5

    23.94       0.80       1.17       1.97       (0.84     (1.40           (2.24     23.67       9.13       349       0.74       0.74       3.42       83  

R6

    23.95       0.70       1.30       2.00       (0.87     (1.40           (2.27     23.68       9.24       131       0.63       0.63       3.02       83  

Y

    23.95       0.74       1.25       1.99       (0.85     (1.40           (2.25     23.69       9.21       13,185       0.70       0.68       3.19       83  

F

    23.61       0.74       1.22       1.96       (0.86     (1.40           (2.26     23.31       9.29       97,529       0.62       0.62       3.23       83  

 

The accompanying notes are an integral part of these financial statements.

 

 

  107  

 


Hartford 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 and Growth Fund – (continued)  

For the Year Ended October 31, 2018

 

A

  $ 23.53     $ 0.36     $ 0.05     $ 0.41     $ (0.32   $     $     $ (0.32   $ 23.62       1.76   $ 650,813       1.05     1.04     1.48     65

C

    23.53       0.19       0.04       0.23       (0.15                 (0.15     23.61       0.99       109,060       1.77       1.76       0.77       65  

I

    23.53       0.43       0.05       0.48       (0.40                 (0.40     23.61       2.05       56,280       0.73       0.73       1.79       65  

R3

    23.77       0.29       0.05       0.34       (0.25                 (0.25     23.86       1.45       1,794       1.38       1.33       1.19       65  

R4

    23.82       0.36       0.05       0.41       (0.32                 (0.32     23.91       1.73       2,669       1.07       1.06       1.44       65  

R5

    23.85       0.43       0.05       0.48       (0.39                 (0.39     23.94       2.03       134       0.78       0.76       1.75       65  

R6(16)

    24.62       0.27       (0.62 )(17)      (0.35     (0.32                 (0.32     23.95       (1.40 )(5)      1,586       0.63 (6)      0.63 (6)      1.65 (6)      65  

Y

    23.86       0.45       0.05       0.50       (0.41                 (0.41     23.95       2.10       15,367       0.70       0.70       1.82       65  

F

    23.52       0.45       0.06       0.51       (0.42                 (0.42     23.61       2.12       97,776       0.65       0.65       1.87       65  

For the Year Ended October 31, 2017

 

A

  $   20.76     $   0.31     $   2.74     $ 3.05     $ (0.28   $     $     $ (0.28   $ 23.53       14.76   $ 628,048       1.11     1.10     1.37     34

C

    20.76       0.15       2.74       2.89       (0.12                 (0.12     23.53       13.95       168,686       1.82       1.81       0.67       34  

I

    20.76       0.36       2.74       3.10       (0.33                 (0.33     23.53       15.02       52,216       0.88       0.88       1.61       34  

R3

    20.97       0.25       2.76       3.01       (0.21                 (0.21     23.77       14.40       2,412       1.45       1.40       1.11       34  

R4

    21.02       0.30       2.78       3.08       (0.28                 (0.28     23.82       14.75       1,464       1.15       1.10       1.32       34  

R5

    21.04       0.38       2.77       3.15       (0.34                 (0.34     23.85       15.09       139       0.87       0.80       1.71       34  

Y

    21.05       0.38       2.79       3.17       (0.36                 (0.36     23.86       15.16       12,753       0.75       0.75       1.68       34  

F(7)

    22.21       0.20       1.39       1.59       (0.28                 (0.28     23.52       7.23 (5)      69,874       0.72 (6)      0.72 (6)      1.25 (6)      34  

For the Year Ended October 31, 2016

 

A

  $ 20.87     $ 0.30     $   (0.01 )(17)    $   0.29     $   (0.40   $   —     $   —     $   (0.40   $   20.76       1.43   $   601,415       1.15     1.15 %(18)      1.43     26

B

    20.78       0.12       (0.02 )(17)      0.10       (0.20                 (0.20     20.68       0.50       2,228       2.39       2.05 (18)      0.59       26  

C

    20.87       0.15       (19)      0.15       (0.26                 (0.26     20.76       0.74       161,160       1.85       1.85 (18)      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 (18)      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 (18)      1.13       26  

R4

    21.13       0.31       (19)      0.31       (0.42                 (0.42     21.02       1.47       683       1.18       1.11 (18)      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 (18)      1.74       26  

Y

    21.15       0.39       (19)      0.39       (0.49                 (0.49     21.05       1.87       7,044       0.75       0.75 (18)      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(20)

    21.08       0.19       (0.24     (0.05     (0.17                 (0.17     20.86       (0.19 )(5)      7,436       0.86 (6)      0.86 (6)      1.59 (6)      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  

 

(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) 

Not annualized.

(6) 

Annualized.

(7) 

Commenced operations on February 28, 2017.

(8) 

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.

(9) 

Commenced operations on November 7, 2014.

(10) 

Commenced operations on February 28, 2019.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

(11) 

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.

(12) 

Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 115%, for the year ended October 31, 2017.

(13) 

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.

(14) 

Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 110%, for the year ended October 31, 2017.

(15) 

Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 113%, for the year ended October 31, 2017.

(16) 

Commenced operations on February 28, 2018.

(17) 

Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

(18) 

Excluding the expenses not subject to cap, the ratios would have been 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.

(19) 

Per share amount is less than $0.005.

(20) 

Commenced operations on March 31, 2015.

(21) 

FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective November 1, 2019, the Fund amended its amortization policy and the effect of this change for the six months ended April 30, 2020 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and an increase to ratio of net investment income to average net assets for less than 0.005% for each class of shares. Per share data and ratios for periods prior to April 30, 2020 have not been restated to reflect this change in presentation.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements

April 30, 2020 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of thirty-seven series, as of April 30, 2020. 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 Income Fund (the “Balanced Income Fund”)

Hartford AARP Balanced Retirement Fund (the “Balanced Retirement Fund”) (formerly, Hartford Multi-Asset 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 Real Asset Fund (the “Global Real Asset Fund”)

The Hartford Growth Allocation Fund (the “Growth Allocation Fund”)

Hartford Moderate Allocation Fund (the “Moderate Allocation Fund”)

Hartford Multi-Asset Income and Growth Fund (the “Multi-Asset Income and Growth Fund”) (formerly, The Hartford Balanced 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 standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class F shares. Balanced Income Fund, Balanced Retirement Fund, and Multi-Asset Income and Growth Fund have registered for sale Class R6 shares. Also, each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, has registered for sale Class Y shares. Class A shares of each Fund, except Balanced Retirement Fund, are sold with a front-end sales charge of up to 5.50%. Balanced Retirement Fund’s Class A shares are sold with a front-end sales charge of up to 4.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge.

Each of the Balanced Retirement Fund, Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund invested in affiliated mutual funds and affiliated exchange-traded funds (“Affiliated Investment Companies” or “Underlying Funds”) during the period ended April 30, 2020.

Hartford Funds Management Company, LLC (“HFMC” or “Investment Manager”) serves as the investment manager to each Fund.

The Investment Manager and The Hartford Mutual Funds, Inc. have entered into a licensing arrangement with AARP, Inc. (“AARP”) under which AARP receives a royalty from the Investment Manager out of its own resources for licensing its brand to the Hartford AARP Balanced Retirement Fund. Hartford AARP Balanced Retirement Fund is managed by the Investment Manager, an investment adviser registered with the SEC, and distributed by Hartford Funds Distributors, LLC, a broker-dealer registered with the SEC and an affiliate of the Investment Manager. The Investment Manager and its affiliates are not affiliated with AARP and its affiliates. AARP and its affiliates are not broker-dealers or investment advisers and are not acting in any such capacity with respect to Hartford AARP Balanced Retirement Fund. AARP and its affiliates do not offer, recommend, or endorse the Investment Manager or any of its affiliates and are not making any recommendations regarding an investment in Hartford AARP Balanced Retirement Fund.

 

2.

Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for each class of shares of each Fund is determined by dividing the value of the Fund’s net assets attributable to a class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value MeasurementsFor purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally

 

 

  110  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. 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

 

 

  111  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

 

   

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-advisor(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

 

  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.

The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The 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.

Please refer to Note 8 for Securities Lending information.

 

  d)

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized 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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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  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 class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each of 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 each of Conservative Allocation Fund, Global Real 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 each of Balanced Retirement Fund and Multi-Asset Income and Growth 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.

 

  h)

Basis for Consolidations – 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)

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

 

  b)

Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2020.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2020.

 

 

  113  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  c)

Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2020.

 

  d)

Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2020.

 

  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 payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2020.

 

  f)

Equity Linked Securities – Certain Funds may invest in equity linked 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. Since equity linked securities are in note form, equity linked securities are also subject to certain debt securities risks. Investments in equity linked securities are also subject to liquidity risk, which may make equity linked securities difficult to sell and value. See each Fund’s Schedule of Investments, if applicable, for equity linked securities as of April 30, 2020.

 

4.

Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  a)

Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2020, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income and Growth Fund had used Foreign Currency Contracts.

 

  b)

Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2020, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income and Growth Fund had used Futures Contracts.

 

  c)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter (“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, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2020, each of Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income and Growth Fund had used Options Contracts.

 

  d)

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of

 

 

  115  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  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 in accordance with the Valuation Procedures. 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 swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2020, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income and Growth Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a

 

 

  116  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2020, each of Balanced Retirement Fund and Multi-Asset Income and Growth Fund had used Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2020, each of Balanced Retirement Fund and Global Real Asset Fund had used Total Return Swap Contracts.

 

  e)

Additional Derivative Instrument Information:

Balanced Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 6,056,115      $      $      $      $      $      $ 6,056,115  

Unrealized appreciation on foreign currency contracts

            2,191,918                                    2,191,918  

Unrealized appreciation on swap contracts(2)

                   1,006,905                             1,006,905  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 6,056,115      $     2,191,918      $     1,006,905      $      $      $      $ 9,254,938  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 2,736,537      $      $      $      $      $      $ 2,736,537  

Unrealized depreciation on foreign currency contracts

            981,549                                    981,549  

Unrealized depreciation on swap contracts(2)

                   6,534,103                             6,534,103  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,736,537      $ 981,549      $ 6,534,103      $     —      $     —      $     —      $     10,252,189  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
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

   $ 5,034,669      $      $     $      $      $      $ 5,034,669  

Net realized gain (loss) on swap contracts

                   (2,635,544                              (2,635,544

Net realized gain (loss) on foreign currency contracts

            898,472                                   898,472  
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,034,669      $     898,472      $     (2,635,544   $     —      $     —      $     —      $ 3,297,597  
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  117  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Balanced Income Fund – (continued)

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $ 8,919,996      $      $     $      $      $      $ 8,919,996  

Net change in unrealized appreciation (depreciation) of swap contracts

                   (4,091,649                              (4,091,649

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            1,585,627                                   1,585,627  
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,919,996      $     1,585,627      $     (4,091,649   $     —      $     —      $     —      $ 6,413,974  
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts or
Face Amount
 

Futures Contracts Long at Number of Contracts

     3,418  

Futures Contracts Short at Number of Contracts

     (3,191

Swap Contracts at Notional Amount

   $     108,157,150  

Foreign Currency Contracts Purchased at Contract Amount

   $ 40,529,967  

Foreign Currency Contracts Sold at Contract Amount

   $ 97,152,696  

Balanced Retirement Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 149      $ 195      $      $ 1,094,547      $      $      $ 1,094,891  

Unrealized appreciation on futures contracts(1)

     18,052                                           18,052  

Unrealized appreciation on bond forward contracts

     1,168                                           1,168  

Unrealized appreciation on foreign currency contracts

            168,829                                    168,829  

Unrealized appreciation on swap contracts(2)

     49,952               263,561                             313,513  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 69,321      $     169,024      $     263,561      $     1,094,547      $      $      $     1,596,453  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $     436,014      $      $      $ 35,994      $     —      $     —      $ 472,008  

Unrealized depreciation on foreign currency contracts

            323,409                                    323,409  

Written options, market value

     15,780                                           15,780  

Unrealized depreciation on swap contracts(2)

     41,552               113,090                             154,642  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 493,346      $ 323,409      $ 113,090      $ 35,994      $      $      $ 965,839  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $     $ (4,102   $     $     18,965      $     —      $     —      $ 14,863  

Net realized gain (loss) on futures contracts

         (284,879                                      (284,879

Net realized gain (loss) on written options contracts

                       20,995                      20,995  

Net realized gain (loss) on swap contracts

     17,538             (667,708                          (650,170

Net realized gain (loss) on bond forward contracts

     468,072                                        468,072  

Net realized gain (loss) on foreign currency contracts

           1,194,399                                      1,194,399  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 200,731     $     1,190,297     $     (667,708   $ 39,960      $      $      $ 763,280  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  118  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Balanced Retirement Fund – (continued)

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $ (2,732   $ (308   $      $ 578,342     $      $      $ 575,302  

Net change in unrealized appreciation (depreciation) of futures contracts

     (445,659                  (35,994                       (481,653

Net change in unrealized appreciation (depreciation) of written options contracts

                        1,935                     1,935  

Net change in unrealized appreciation (depreciation) of swap contracts

     63,704             97,541                            161,245  

Net change in unrealized appreciation (depreciation) of bond forward contracts

     (57,015                                      (57,015

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (77,093                                (77,093
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (441,702   $     (77,401   $     97,541      $     544,283     $     —      $     —      $ 122,721  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     916,260  

Futures Contracts Long at Number of Contracts

     30  

Futures Contracts Short at Number of Contracts

     (152

Written Options Contracts at Number of Contracts

     (2,825,052

Swap Contracts at Notional Amount

   $ 25,942,354  

Foreign Currency Contracts Purchased at Contract Amount

   $     10,416,105  

Foreign Currency Contracts Sold at Contract Amount

   $ 30,828,838  

Bond Forward Contracts at Contract Amount

   $ 15,844,531  

Global Real Asset Fund (consolidated)

The Effect of Derivative Instruments on the (consolidated) Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $     160      $     —      $     —      $      $     —      $ 160  

Unrealized appreciation on futures contracts(1)

         67,206                                 873,366                   940,572  

Unrealized appreciation on foreign currency contracts

            246,965                                    246,965  

Unrealized appreciation on swap contracts(2)

                   6,198                             6,198  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 67,206      $ 247,125      $ 6,198      $      $ 873,366      $      $ 1,193,895  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 819,192      $      $      $      $ 935,970      $      $ 1,755,162  

Unrealized depreciation on bond forward contracts

     49,505                                           49,505  

Unrealized depreciation on foreign currency contracts

            239,333                                    239,333  

Unrealized depreciation on swap contracts(2)

                   29,516        229                      29,745  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     868,697      $     239,333      $     29,516      $     229      $     935,970      $     —      $     2,073,745  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  119  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)

 

The Effect of Derivative Instruments on the (consolidated) Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $     $ (3,379   $      $     $ (6,249   $      $ (9,628

Net realized gain (loss) on futures contracts

     (584,965                        (2,168,724            (2,753,689

Net realized gain (loss) on written options contracts

                              6,543              6,543  

Net realized gain (loss) on swap contracts

     79,455             93,961        (1,079                  172,337  

Net realized gain (loss) on foreign currency contracts

           242,292                                 242,292  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     (505,510   $     238,913     $     93,961      $     (1,079   $     (2,168,430   $     —      $     (2,342,145
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

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

   $     $ (254   $      $     $ 5,409     $      $ 5,155  

Net change in unrealized appreciation (depreciation) of futures contracts

     (833,307                        77,203              (756,104

Net change in unrealized appreciation (depreciation) of written options contracts

                              (687            (687

Net change in unrealized appreciation (depreciation) of swap contracts

                 47,666        7,952                    55,618  

Net change in unrealized appreciation (depreciation) of bond forward contracts

     (49,505                                     (49,505

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           166,536                                 166,536  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (882,812   $ 166,282     $ 47,666      $ 7,952     $ 81,925     $      $ (578,987
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     659,000  

Futures Contracts Long at Number of Contracts

     376  

Futures Contracts Short at Number of Contracts

     (267

Written Options Contracts at Number of Contracts

     (5

Swap Contracts at Notional Amount

   $ 6,739,339  

Foreign Currency Contracts Purchased at Contract Amount

   $ 19,832,328  

Foreign Currency Contracts Sold at Contract Amount

   $     29,608,246  

Bond Forward Contracts at Contract Amount

   $ 11,159,261  

Multi-Asset Income and Growth Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $      $      $      $ 4,938,173      $      $      $ 4,938,173  

Unrealized appreciation on futures contracts(1)

     89,961                                           89,961  

Unrealized appreciation on swap contracts(2)

                   120,340                             120,340  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     89,961      $     —      $     120,340      $     4,938,173      $     —      $     —      $     5,148,474  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  120  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Multi-Asset Income and Growth Fund – (continued)

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Currency
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 6,268      $      $      $ 2,128,176      $      $      $ 2,134,444  

Unrealized depreciation on foreign currency contracts

            298,443                                    298,443  

Written options, market value

                          1,047,574                      1,047,574  

Unrealized depreciation on swap contracts(2)

                   182,773                             182,773  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     6,268      $     298,443      $     182,773      $     3,175,750      $     —      $     —      $     3,663,234  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2020:

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Currency
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

   $     $      $     $ 4,816,673     $      $      $ 4,816,673  

Net realized gain (loss) on futures contracts

     2,719,448                    151,302                     2,870,750  

Net realized gain (loss) on written options contracts

                            (10,095,397                       (10,095,397

Net realized gain (loss) on swap contracts

     (8,318            (45,011                         (53,329

Net realized gain (loss) on foreign currency contracts

           691,544                                  691,544  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     2,711,130     $     691,544      $     (45,011   $ (5,127,422   $     —      $     —      $ (1,769,759
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

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

   $     $      $     $ 179,931     $      $      $ 179,931  

Net change in unrealized appreciation (depreciation) of futures contracts

     115,209                    (2,128,176                   (2,012,967

Net change in unrealized appreciation (depreciation) of written options contracts

                        (2,453                   (2,453

Net change in unrealized appreciation (depreciation) of swap contracts

     (7,625            (62,433                         (70,058

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           59,442                                  59,442  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 107,584     $ 59,442      $ (62,433   $ (1,950,698   $      $      $ (1,846,105
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts or
Face Amount
 

Purchased Options Contracts at Number of Contracts

     4,394  

Futures Contracts Long at Number of Contracts

     120  

Futures Contracts Short at Number of Contracts

     (655

Written Options Contracts at Number of Contracts

     (511

Swap Contracts at Notional Amount

   $ 9,905,000  

Foreign Currency Contracts Purchased at Contract Amount

   $ 6,113,178  

Foreign Currency Contracts Sold at Contract Amount

   $     33,445,550  

 

  (1) 

Amount represents the cumulative appreciation and 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 Statement of Assets and Liabilities.

  (2) 

Amount represents the cumulative appreciation and 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 and 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 a Fund, against any liabilities or payment obligations of a

 

 

  121  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  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 a Fund’s 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 a Fund as of April 30, 2020:

Balanced Income Fund

 

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,191,918     $ (981,549

Futures contracts

     6,056,115           (2,736,537

Swap contracts

     1,006,905       (6,534,103
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     9,254,938       (10,252,189
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (6,336,113     9,270,640  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 2,918,825     $ (981,549
  

 

 

   

 

 

 

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

   $ 75,601     $ (56,245   $      $      $ 19,356  

Barclays

     96,554       (600                   95,954  

Citibank NA

     149,454                           149,454  

Deutsche Bank Securities, Inc.

     1,027,109       (15,228                   1,011,881  

Goldman Sachs & Co.

     378,077       (174,402                   203,675  

HSBC Bank USA

     385,505       (40,910                   344,595  

JP Morgan Chase & Co.

     375,163       (192,224                   182,939  

Morgan Stanley

     399,481       (399,481                    

Standard Chartered Bank

     19,880                           19,880  

State Street Global Markets LLC

     7,505       (7,505                    

UBS AG

     4,496                           4,496  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 2,918,825     $ (886,595   $      $      $ 2,032,230  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

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

   $ (56,245   $ 56,245     $      $      $  

Barclays

     (600     600                      

Deutsche Bank Securities, Inc.

     (15,228     15,228                      

Goldman Sachs & Co.

     (174,402     174,402                      

HSBC Bank USA

     (40,910     40,910                      

JP Morgan Chase & Co.

     (192,224     192,224                      

Morgan Stanley

     (489,586     399,481                     (90,105

State Street Global Markets LLC

     (12,354     7,505                     (4,849
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (981,549   $     886,595     $     —      $     —      $     (94,954
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  122  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Balanced Retirement Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $ 1,168     $  

Foreign currency contracts

     168,829       (323,409

Futures contracts

     18,052       (472,008

Purchased options

     1,094,891        

Swap contracts

     313,513       (154,642

Written options

           (15,779
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,596,453       (965,838
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,383,751     562,695  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 212,702     $     (403,143
  

 

 

   

 

 

 

 

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

   $ 4,920     $ (4,920   $      $      $  

Bank of Montreal

     18,398       (16,895                   1,503  

Barclays

     22,359       (22,359                    

BNP Paribas Securities Services

     4,360                           4,360  

Citibank NA

     56,159       (48,150                   8,009  

Goldman Sachs & Co.

     7,748       (7,748                    

JP Morgan Chase & Co.

     42,677       (42,677                    

Morgan Stanley

     39,245       (39,245                    

State Street Global Markets LLC

     16,836       (5,104                   11,732  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     212,702     $     (187,098   $     —      $     —      $     25,604  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (10,046   $ 4,920     $      $      $ (5,126

Bank of Montreal

     (16,895     16,895                      

Barclays

     (81,032     22,359                     (58,673

Citibank NA

     (48,150     48,150                      

Deutsche Bank Securities, Inc.

     (1,639                         (1,639

Goldman Sachs & Co.

     (34,363     7,748                     (26,615

JP Morgan Chase & Co.

     (45,298     42,677                     (2,621

Morgan Stanley

     (160,616     39,245                     (121,371

State Street Global Markets LLC

     (5,104     5,104                      
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (403,143   $     187,098     $     —      $     —      $ (216,045
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Global Real Asset Fund (consolidated)

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $     $ (49,505

Foreign currency contracts

     246,965       (239,333

Futures contracts

     940,572       (1,755,162

Purchased options

     160        

Swap contracts

     6,198       (29,745
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         1,193,895           (2,073,745
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (940,572     1,755,162  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 253,323     $ (318,583
  

 

 

   

 

 

 

 

 

  123  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

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
 

Banc of America Securities LLC

   $ 7,755      $ (7,755   $      $      $  

Bank of Montreal

     4,191                            4,191  

BNP Paribas Securities Services

     22,728                            22,728  

Citibank NA

     48,113        (11,365                   36,748  

Goldman Sachs & Co.

     2,285        (2,285                    

HSBC Bank USA

     2,418        (783                   1,635  

JP Morgan Chase & Co.

     61,794        (34,658                   27,136  

Morgan Stanley

     100,853        (100,853                    

State Street Global Markets LLC

     3,186        (2,624                   562  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     253,323      $     (160,323   $     —      $         —      $     93,000  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

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

   $ (53,645   $ 7,755      $      $      $ (45,890

Barclays

     (11,772                          (11,772

Citibank NA

     (11,365     11,365                       

Goldman Sachs & Co.

     (53,943     2,285                      (51,658

HSBC Bank USA

     (783     783                       

JP Morgan Chase & Co.

     (34,658     34,658                       

Morgan Stanley

     (149,793     100,853                      (48,940

State Street Global Markets LLC

     (2,624     2,624                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (318,583   $     160,323      $     —      $     —      $     (158,260
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Multi-Asset Income and Growth Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     $ (298,443

Futures contracts

     89,961       (2,134,444

Purchased options

     4,938,173        

Swap contracts

     120,340       (182,773

Written options

           (1,047,574
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         5,148,474           (3,663,234
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (210,301     2,317,217  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 4,938,173     $ (1,346,017
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Morgan Stanley

   $ 879,031     $     (152,695   $      $      $ 726,336  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

JP Morgan Chase & Co.

   $ (145,748   $     $      $      $ (145,748

Morgan Stanley

     (152,695     152,695                      
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (298,443   $ 152,695     $     —      $     —      $     (145,748
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  124  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

5.

Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.

A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.

Certain Funds are exposed to the risks of the Underlying Funds and/or other investment companies in direct proportion to the amount of assets those Funds allocate to each Underlying Fund and/or other investment companies. The market values of the Underlying Funds and/or other investment companies may decline due to general market conditions which are not specifically related to a particular company in which the Underlying Fund and/or other investment companies 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 other investment companies 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.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6.

Federal Income Taxes:

 

  a)

Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2020. 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.

 

 

  125  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  b)

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.

At October 31, 2019 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund

   Short-Term
Capital Loss
Carryforward
with No Expiration
    Long-Term
Capital Loss
Carryforward
with No Expiration
 

Balanced Retirement Fund

   $     22,341,993   $ 5,712,250

Conservative Allocation Fund

           3,967,047  

Global Real Asset Fund (consolidated)

     11,230,513           77,916,795  

 

  *

Future utilization of losses are subject to limitation under current tax laws.

The Balanced Income Fund, Checks and Balances Fund, Growth Allocation Fund, Moderate Allocation Fund and Multi-Asset Income and Growth Fund had no capital loss carryforwards for U.S. federal income tax purposes at October 31, 2019.

During the year ended October 31, 2019, Balanced Retirement Fund and Conservative Allocation Fund utilized $6,332,697 and $819,191 of prior capital loss carryforwards, respectively.

During the year ended October 31, 2019, Global Real Asset Fund had expired $6,682,380 of prior year capital loss carryforwards.

 

  c)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2020 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
(Depreciation)
    Net Unrealized
Appreciation
(Depreciation)
 

Balanced Income Fund

   $     12,127,836,416      $     1,152,823,391      $     (469,550,960   $     683,272,431  

Balanced Retirement Fund

     140,840,662        5,486,007        (7,206,493     (1,720,486

Checks and Balances Fund

     1,472,990,510        25,158,318        (76,579,232     (51,420,914

Conservative Allocation Fund

     125,862,282        3,188,999        (4,822,239     (1,633,240

Global Real Asset Fund (consolidated)

     185,251,566        15,866,672        (8,668,285     7,198,387  

Growth Allocation Fund

     549,575,374        19,273,339        (51,015,825     (31,742,486

Moderate Allocation Fund

     368,600,613        11,699,208        (26,994,591     (15,295,383

Multi-Asset Income and Growth Fund

     865,391,545        41,365,235        (58,599,369     (17,234,134

 

7.

Expenses:

 

  a)

Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund, and Multi-Asset Income and Growth 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 each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income and Growth 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 April 30, 2020; 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 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;

  

0.4500% on next $2 billion and;

  

0.3900% over $12 billion

 

 

  126  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Balanced Retirement Fund (Excluding Assets Invested in
investment companies for which HFMC or its affiliates
serves as investment manager (“Affiliated Funds”))

  

0.3900% on first $1 billion and;

  

0.3800% on next $4 billion and;

  

0.3750% over $5 billion

Balanced Retirement Fund (Invested in Affiliated Funds)

  

0.0000% on all assets invested in Affiliated Funds

Checks and Balances Fund

  

N/A

Conservative Allocation Fund, Growth Allocation Fund and
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

Global Real Asset Fund

  

0.7950% on first $500 million and;

  

0.7600% on next $500 million and;

  

0.7300% on next $1.5 billion and;

  

0.7000% on next $2.5 billion and;

  

0.6600% over $5 billion

Multi-Asset Income and Growth Fund

  

0.5900% on first $500 million and;

  

0.5500% on next $250 million and;

  

0.5000% on next $250 million and;

  

0.4750% on next $4 billion and;

  

0.4725% on next $5 billion and;

  

0.4700% over $10 billion

From November 1, 2019 to February 27, 2020, the Global Real Asset Fund’s Cayman Subsidiary paid HFMC a management fee at the annual rate of 0.71% of average daily net assets attributable to the Cayman Subsidiary. From February 28, 2020 through April 30, 2020, the Global Real Asset Fund’s Cayman Subsidiary paid HFMC a management fee at the annual rate of 0.66% 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 Cayman Subsidiary. This waiver will remain in effect for as long as the Global Real Asset Fund remains invested in the Cayman Subsidiary.

 

  b)

Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of its Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. Effective January 1, 2020, the fund accounting agreement was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services.

From November 1, 2019 to December 31, 2019, the accounting services fees for each Fund were accrued daily and paid monthly at the rates below.

 

Balanced Income Fund and Balanced Retirement Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.022%  

next $3.5 billion and

     0.018%  

Amount over $7 billion

     0.015%  
 
Multi-Asset Income and Growth Fund and Global Real Asset Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.018%  

next $3.5 billion and

     0.014%  

Amount over $7 billion

     0.010%  
 
Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund, and Moderate Allocation Fund  
Average Daily Net Assets    Annual Fees  

first $3.5 billion and;

     0.014%  

next $3.5 billion and

     0.012%  

Amount over $7 billion

     0.010%  

 

 

  127  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

  c)

Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2020, HFMC contractually agreed to limit the total operating expenses of each of the following Funds through February 28, 2021, as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Retirement Fund(1)

     0.96     1.71     0.66     1.18     0.88     0.55     0.45     0.55     0.45

Conservative Allocation Fund(2)

     1.19     1.94     0.94     1.44     1.14     0.84     N/A       N/A       0.84

Global Real Asset Fund(3)

     1.25     2.00     1.00     1.50     1.20     0.95     N/A       0.90     0.90

 

  (1) 

HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions, acquired fund fees and expenses resulting from the Fund’s investments in investment companies other than Affiliated Funds, and extraordinary expenses to the extent necessary to limit total annual fund operating expenses as provided in the table.

  (2)

HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions and extraordinary expenses to the extent necessary to limit total annual fund operating expenses as provided in the table.

  (3)

HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses to the extent necessary to limit total annual fund operating expenses as provided in the table.

 

  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. For the six-month period ended April 30, 2020, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Income Fund

     0.88     1.64     0.63     1.24     0.96     0.65     0.56     0.66     0.56

Balanced Retirement Fund

     0.75     1.50     0.48     1.07     0.77     0.44     0.37     0.45     0.36

Checks and Balances Fund

     0.39     1.17     0.12     0.75     0.45     0.16     N/A       N/A       0.04

Conservative Allocation Fund

     0.59     1.38     0.38     0.94     0.64     0.34     N/A       N/A       0.22

Global Real Asset Fund (consolidated)

     1.25     2.00     1.00     1.50     1.20     0.95     N/A       0.90     0.90

Growth Allocation Fund

     0.56     1.36     0.25     0.87     0.55     0.27     N/A       N/A       0.16

Moderate Allocation Fund

     0.54     1.33     0.26     0.88     0.56     0.28     N/A       N/A       0.17

Multi-Asset Income and Growth Fund

     1.03     1.74     0.70     1.27     1.04     0.75     0.63     0.69     0.63

 

  e)

Sales Charges and 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 six-month period ended April 30, 2020, 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 Income Fund

   $     5,370,210      $     204,491  

Balanced Retirement Fund

     5,301        2,012  

Checks and Balances Fund

     805,883        8,254  

Conservative Allocation Fund

     82,947        821  

Global Real Asset Fund (consolidated)

     27,316        0  

Growth Allocation Fund

     262,750        5,571  

Moderate Allocation Fund

     162,437        2,495  

Multi-Asset Income and Growth Fund

     284,863        18,269  

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, 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. Any 12b-1 fees attributable to assets held in an account held directly with the Funds’ transfer agent for which there is not a third-party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation)

 

 

  128  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statements of Operations.

 

  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 six-month period ended April 30, 2020, 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 Income Fund

   $     7,352  

Balanced Retirement Fund

     74  

Checks and Balances Fund

     858  

Conservative Allocation Fund

     71  

Global Real Asset Fund (consolidated)

     131  

Growth Allocation Fund

     323  

Moderate Allocation Fund

     211  

Multi-Asset Income and Growth Fund

     497  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.11

Class R3

     0.22

Class R4

     0.17

Class R5

     0.12

Class R6

     0.004

Class F

     0.004

Effective February 28, 2020, HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Funds listed below to the extent necessary to limit the transfer agency fees as follows through February 28, 2021, unless the Board of Directors approves its earlier termination:

 

Fund

   Class Y  

Balanced Income Fund

     0.10

Multi-Asset Income and Growth Fund

     0.09 %* 

 

  *

HASCO has contractually agreed to waive and/or reimburse a portion of the transfer agency fee to the extent necessary to limit the transfer agency fee for Class Y shares of Multi-Asset Income and Growth Fund as follows though May 1, 2020: 0.06%. For periods where multiple transfer agency caps are in effect, the lower cap will apply.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

  129  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

For the six-month period ended April 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Income Fund

     0.08     0.08     0.07     0.18     0.16     0.10     0.00     0.10     0.00

Balanced Retirement Fund

     0.15     0.14     0.12     0.22     0.17     0.09     N/A       0.09     0.00

Checks and Balances Fund

     0.10     0.13     0.08     0.22     0.16     0.12     N/A       N/A       0.00

Conservative Allocation Fund

     0.11     0.16     0.16     0.21     0.17     0.12     N/A       N/A       N/A  

Global Real Asset Fund (consolidated)

     0.22     0.25     0.10     0.21     0.16     0.07     N/A       0.09     0.00

Growth Allocation Fund

     0.16     0.20     0.10     0.22     0.14     0.12     N/A       N/A       0.00

Moderate Allocation Fund

     0.13     0.17     0.09     0.22     0.15     0.11     N/A       N/A       0.00

Multi-Asset Income and Growth Fund

     0.16     0.12     0.07     0.22     0.17     0.12     0.00     0.06     0.00

 

8.

Securities Lending:

The Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. Each of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund, and Moderate Allocation Fund do not currently engage in securities lending.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

The Funds retain loan fees and the interest on cash collateral investments but are required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.

The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of April 30, 2020.

 

Fund

   Investment Securities
on Loan, at market
value, Presented on
the Statements of
Assets and
Liabilities(1)
     Collateral Posted
by Borrower(2)
    Net
Amount(3)
 

Balanced Income Fund

   $     29,631,444      $     (29,631,444   $     —  

Balanced Retirement Fund

     5,432,432        (5,432,432      

Global Real Asset Fund (consolidated)

     4,530,917        (4,530,917      

Multi-Asset Income and Growth Fund

     2,745,940        (2,745,940      

 

  (1) 

It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

  (2) 

Collateral received in excess of the market value of securities on loan is not presented in this table.

  (3) 

Net amount represents the net amount receivable due from the counterparty in the event of default.

 

 

  130  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:

 

Fund

   Cash
Collateral
     Non-Cash
Collateral
 

Balanced Income Fund

   $     30,787,783      $  

Balanced Retirement Fund

     5,560,184        12,185  

Global Real Asset Fund (consolidated)

     4,562,199            412,165  

Multi-Asset Income and Growth Fund

     2,837,679         

 

9.

Secured Borrowings:

The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2020.

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Balanced Income Fund                                   

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 23,594,871      $      $      $      $ 23,594,871  

Municipal Bonds

     7,192,912                             7,192,912  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     30,787,783      $     —      $     —      $     —      $     30,787,783  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 30,787,783      $      $      $      $ 30,787,783  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     30,787,783  
              

 

 

 
Balanced Retirement Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 29,744      $      $      $      $ 29,744  

Corporate Bonds

     919                             919  

Exchange-Traded Funds

     5,529,521                             5,529,521  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 5,560,184      $      $      $      $     5,560,184  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     5,560,184      $     —      $     —      $     —      $ 5,560,184  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,560,184  
              

 

 

 
Global Real Asset Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $     3,809,712      $     —      $     —      $     —      $     3,809,712  

Corporate Bonds

     463                             463  

Exchange-Traded Funds

     752,024                             752,024  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,562,199      $      $      $      $ 4,562,199  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     4,562,199      $     —      $     —      $     —      $ 4,562,199  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $     4,562,199  
              

 

 

 
Multi-Asset Income and Growth Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 29,614      $      $      $      $ 29,614  

Corporate Bonds

     6,403                             6,403  

Exchange-Traded Funds

     2,801,109                             2,801,109  

Municipal Bonds

     553                             553  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,837,679      $     —      $     —      $     —      $     2,837,679  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,837,679      $      $      $      $ 2,837,679  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,837,679  
              

 

 

 

 

 

  131  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

10.

Affiliate Holdings:

As of April 30, 2020, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A      Class C      Class I      Class R3     Class R4     Class R5     Class R6     Class Y      Class F  

Balanced Retirement Fund

                          1     3           100            1

Conservative Allocation Fund

                                            N/A       N/A        100

Global Real Asset Fund

                                      8     N/A               

Moderate Allocation Fund

                                            N/A       N/A        5

Multi-Asset Income and Growth Fund

                                            %*              

Percentage of Fund by Class:

 

Fund

   Class A      Class C      Class I      Class R3     Class R4     Class R5     Class R6     Class Y      Class F  

Balanced Retirement Fund

                          %*      %*            %*             %* 

Conservative Allocation Fund

                                            N/A       N/A        %* 

Global Real Asset Fund

                                      %*      N/A               

Moderate Allocation Fund

                                            N/A       N/A        %* 

Multi-Asset Income and Growth Fund

                                            %*              

 

  *

Percentage rounds to zero.

As of April 30, 2020, affiliated funds of funds and certain 529 plans for which HFMC serves as the program manager (the “529 plans”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds and the 529 plans administered by HFMC. Affiliated funds of funds and the 529 plans owned shares in the Funds listed below as follows:

 

Fund

   Percentage
of Fund(1)
 

Balanced Income Fund

     %* 

Global Real Asset Fund (consolidated)

     50

 

  (1) 

As of April 30, 2020, the affiliated funds of funds and the 529 plans administered by HFMC were invested in Class F shares.

  *

Percentage rounds to zero.

 

11.

Affiliate Fund Transactions:

A summary of affiliate fund transactions for the Balanced Retirement Fund, Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund for the period ended April 30, 2020 follows:

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31, 2019
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2020
    Shares as of
April 30, 2020
    Dividend
Income
    Capital Gain
Distributions
 
Balanced Retirement Fund                                                      

Hartford Multifactor Developed Markets (ex-US) ETF

  $ 9,071,863     $ 606,725     $ 2,592,761     $ 89,755     $ (1,134,463   $ 6,041,119       257,617     $ 82,398     $  

Hartford Multifactor Emerging Markets ETF

    3,180,779       720,141       602,677       (9,794     (490,354     2,798,095       156,493       64,071        

Hartford Multifactor US Equity ETF

    8,176,331       371,195       2,165,095       79,103       (632,191     5,829,343       201,220       74,553        

The Hartford World Bond Fund, Class F

    14,973,164       319,380       6,649,442       (282,297     (206,228     8,154,577       773,679       256,844       62,536  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 35,402,137     $ 2,017,441     $ 12,009,975     $ (123,233   $ (2,463,236   $ 22,823,134       1,389,009     $ 477,866     $ 62,536  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Checks and Balances Fund                                                      

Hartford Total Return Bond ETF

  $ 528,084,554     $ 24,758,279     $ 82,321,975     $ 2,097,196     $ (12,140,256   $ 460,477,798       11,264,134     $ 9,116,561     $ 13,372,123  

The Hartford Capital Appreciation Fund, Class F

    520,694,501       78,063,346       65,690,830       (8,549,870     (45,143,467     479,373,680       14,434,618       4,300,468       22,538,804  

The Hartford Dividend and Growth Fund, Class F

    520,415,316       61,076,416       38,817,870       (2,168,676     (62,983,476     477,521,710       21,232,624       5,342,249       14,898,983  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 1,569,194,371     $ 163,898,041     $ 186,830,675     $ (8,621,350   $ (120,267,199   $ 1,417,373,188       46,931,376     $ 18,759,278     $ 50,809,910  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  132  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31, 2019
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2020
    Shares as of
April 30, 2020
    Dividend
Income
    Capital Gain
Distributions
 
Conservative Allocation Fund  

Hartford Core Equity Fund, Class F

  $ 10,310,202     $ 801,615     $ 898,160     $ 237,864     $ (822,975   $ 9,628,546       305,765     $ 102,996     $ 189,152  

Hartford Emerging Markets Equity Fund, Class F

    1,264,652       181,308       284,008       (25,586     (182,224     954,142       126,376       31,783        

Hartford Multifactor Developed Markets (ex-US) ETF

    4,014,147                         (720,524     3,293,623       140,453       49,118        

Hartford Multifactor US Equity ETF

    5,575,855             175,348       16,961       (595,035     4,822,433       166,463       65,436        

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

    4,149,996       39,643       3,955,003       (384,812     150,176                   39,643        

Hartford Schroders International Multi-Cap Value Fund, Class F

    3,484,564       545,744       191,684       (7,589     (651,692     3,179,343       432,564       62,376        

Hartford Short Duration ETF

    10,355,052                         (305,442     10,049,610       253,458       172,922        

Hartford Small Cap Value Fund, Class F

    2,743,649       692,100       520,101       (313,042     (696,647     1,905,959       263,254       37,171       157,968  

Hartford Total Return Bond ETF

    16,076,113                         (249,707     15,826,406       387,143       284,880       407,078  

The Hartford Equity Income Fund, Class F

    6,797,184       919,001       1,066,018       (75,655     (1,113,882     5,460,630       330,147       79,679       439,055  

The Hartford Global Real Asset Fund, Class F

    2,529,530       457,326       548,989       (148,514     (365,179     1,924,174       265,770       80,135        

The Hartford Growth Opportunities Fund, Class F

    3,530,941       258,028       404,191       28,917       68,099       3,481,794       80,991             208,578  

The Hartford Inflation Plus Fund, Class F

    5,421,619       595,849       49,085       (2,623     (1,611     5,964,149       555,321       111,329        

The Hartford International Opportunities Fund, Class F

    1,907,936       173,711       248,432       (47,531     (203,572     1,582,112       116,589       33,732        

The Hartford MidCap Fund, Class F

    3,194,332       238,443       235,488       32,691       (380,850     2,849,128       101,682             165,320  

The Hartford Quality Bond Fund, Class F

    18,638,584       2,427,674       651,754       24,769       631,700       21,070,973       2,010,589       283,529        

The Hartford Small Company Fund, Class F

    2,885,464       296,145       277,363       12,996       (233,926     2,683,316       135,658             165,374  

The Hartford Strategic Income Fund, Class F

    8,942,797       580,534       171,584       (10,250     (435,705     8,905,792       1,078,183       218,151        

The Hartford World Bond Fund, Class F

    17,267,157       3,844,491       376,105       (5,489     (526,460     20,203,594       1,916,850       347,587       80,688  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 129,089,774     $ 12,051,612     $ 10,053,313     $ (666,893   $ (6,635,456   $ 123,785,724       8,667,256     $ 2,000,467     $ 1,813,213  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Growth Allocation Fund  

Hartford Core Equity Fund, Class F

  $ 108,412,702     $ 2,954,513     $ 11,754,620     $ 3,025,316     $ (8,686,440   $ 93,951,471       2,983,534     $ 1,046,388     $ 1,908,126  

Hartford Emerging Markets Equity Fund, Class F

    10,882,745       303,933       13,436       (2,840     (1,704,648     9,465,754       1,253,742       274,392        

Hartford Multifactor Developed Markets (ex-US) ETF

    44,722,641                         (8,027,542     36,695,099       1,564,823       547,239        

Hartford Multifactor US Equity ETF

    56,086,544                         (6,107,239     49,979,305       1,725,209       665,361        

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

    7,323,042       46,921       7,457,744       (495,801     583,582                   46,922        

Hartford Schroders International Multi-Cap Value Fund, Class F

    42,479,432       729,272       1,259,333       (110,924     (7,811,379     34,027,068       4,629,533       729,273        

Hartford Short Duration ETF

    17,949,852                         (529,466     17,420,386       439,354       299,750        

Hartford Small Cap Value Fund, Class F

    29,128,231       2,445,628       2,467,048       (1,859,499     (7,556,402     19,690,910       2,719,739       380,685       1,603,717  

Hartford Total Return Bond ETF

    15,221,487                         (236,433     14,985,054       366,562       269,736       385,437  

The Hartford Equity Income Fund, Class F

    70,446,841       5,219,027       6,564,661       (377,099     (11,483,204     57,240,904       3,460,756       802,745       4,416,282  

The Hartford Global Real Asset Fund, Class F

    21,074,317       652,416       3,444,155       (1,167,432     (3,041,296     14,073,850       1,943,902       652,416        

The Hartford Growth Opportunities Fund, Class F

    34,570,991       2,075,201       3,220,897       299,776       702,459       34,427,530       800,826             2,075,201  

 

 

  133  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31, 2019
    Purchases
at Cost
    Proceeds
from Sales
    Net
Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2020
    Shares as of
April 30, 2020
    Dividend
Income
    Capital Gain
Distributions
 
Growth Allocation Fund – (continued)  

The Hartford International Opportunities Fund, Class F

  $ 30,479,845     $ 528,326     $ 916,135     $ 41,599     $ (4,012,713   $ 26,120,922       1,924,902     $ 528,326     $  

The Hartford MidCap Fund, Class F

    29,952,499       1,526,349       1,915,785       321,189       (3,534,306     26,349,946       940,398             1,526,349  

The Hartford Quality Bond Fund, Class F

    23,085,726       1,181,964       3,228,130       137,427       586,125       21,763,112       2,076,633       331,162        

The Hartford Small Company Fund, Class F

    29,425,393       1,697,202       2,421,430       126,148       (2,616,232     26,211,081       1,325,131             1,697,202  

The Hartford Strategic Income Fund, Class F

    7,257,145       425,164       363,429       (576     (326,889     6,991,415       846,418       170,659        

The Hartford World Bond Fund Class F

    23,051,295       7,994,435       3,361,209       55,589       (811,328     26,928,782       2,554,913       507,538       114,767  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 601,550,728     $ 27,780,351     $ 48,388,012     $ (7,127   $ (64,613,351   $ 516,322,589       31,556,375     $ 7,252,592     $ 13,727,081  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Moderate Allocation Fund  

Hartford Core Equity Fund, Class F

  $ 52,089,597     $ 2,254,046     $ 5,997,546     $ 1,530,410     $ (4,180,639   $ 45,695,868       1,451,123     $ 495,622     $ 917,436  

Hartford Emerging Markets Equity Fund, Class F

    6,749,485       167,453       421,851       (59,131     (994,240     5,441,716       720,757       167,455        

Hartford Multifactor Developed Markets (ex-US) ETF

    24,709,096                         (4,435,187     20,273,909       864,559       302,348        

Hartford Multifactor US Equity ETF

    24,881,691             1,156,796       111,893       (2,629,415     21,207,373       732,046       290,481        

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

    11,596,952       88,790       11,210,257       (1,474,074     998,589                   88,790        

Hartford Schroders International Multi-Cap Value Fund, Class F

    20,825,649       511,921       1,076,399       (85,119     (3,734,121     16,441,931       2,236,997       352,197        

Hartford Short Duration ETF

    20,943,387             671,606       15,533       (610,565     19,676,749       496,261       342,820        

Hartford Small Cap Value Fund, Class F

    14,578,782       1,554,066       780,328       (327,142     (4,166,115     10,859,263       1,499,898       187,177       804,277  

Hartford Total Return Bond ETF

    21,317,938                         (331,127     20,986,811       513,376       377,769       539,811  

The Hartford Equity Income Fund, Class F

    35,481,250       2,620,805       3,762,217       (177,198     (5,724,593     28,438,047       1,719,350       399,289       2,221,516  

The Hartford Global Real Asset Fund, Class F

    11,809,248       369,815       1,706,924       (479,590     (1,778,315     8,214,234       1,134,563       360,386        

The Hartford Growth Opportunities Fund, Class F

    17,253,062       1,035,653       2,015,349       174,290       329,703       16,777,359       390,262             1,035,654  

The Hartford Inflation Plus Fund, Class F

    9,553,947       479,320       11,481       (460     (5,505     10,015,821       932,572       190,443        

The Hartford International Opportunities Fund, Class F

    14,942,793       254,652       697,297       36,381       (1,941,464     12,595,065       928,155       254,653        

The Hartford MidCap Fund, Class F

    14,906,449       755,111       1,247,928       206,742       (1,768,125     12,852,249       458,681             755,111  

The Hartford Quality Bond Fund, Class F

    32,357,749       2,332,257       2,239,697       99,318       966,353       33,515,980       3,198,090       467,265        

The Hartford Small Company Fund, Class F

    14,730,928       840,425       1,661,674       68,703       (1,268,857     12,709,525       642,544             840,425  

The Hartford Strategic Income Fund, Class F

    15,326,918       556,599       18,955       (632     (746,812     15,117,118       1,830,159       365,404        

The Hartford World Bond Fund, Class F

    33,373,158       11,374,255       2,309,249       24,160       (1,094,947     41,367,377       3,924,799       713,232       161,348  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 397,428,079     $ 25,195,168     $ 36,985,554     $ (335,916   $ (33,115,382   $ 352,186,395       23,674,192     $ 5,355,331     $ 7,275,578  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  134  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

12.

Investment Transactions:

For the six-month period ended April 30, 2020, 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
     Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
     Total Cost of
Purchases
     Total Sales
Proceeds
 

Balanced Income Fund

   $     4,624,148,514      $     4,121,212,785      $     571,890,524      $     753,201,693      $     5,196,039,038      $     4,874,414,478  

Balanced Retirement Fund

     130,942,330        147,832,703        7,035,192        21,084,713        137,977,522        168,917,416  

Checks and Balances Fund

     163,898,041        186,830,675                      163,898,041        186,830,675  

Conservative Allocation Fund

     12,051,612        10,053,313                      12,051,612        10,053,313  

Global Real Asset Fund (consolidated)

     356,583,928        367,192,346        59,018,638        68,080,632        415,602,566        435,272,978  

Growth Allocation Fund

     27,780,351        48,388,012                      27,780,351        48,388,012  

Moderate Allocation Fund

     25,195,168        36,985,554                      25,195,168        36,985,554  

Multi-Asset Income and Growth Fund

     239,174,952        260,523,174        49,284,078        69,914,422        288,459,030        330,437,596  

 

13.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2020, and the year ended October 31, 2019:

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Balanced Income Fund                                    

Class A

                   

Shares Sold

       26,140,375        $      379,469,118          39,786,869        $      562,588,329  

Shares Issued for Reinvested Dividends

       5,246,749          74,757,856          15,019,995          202,396,974  

Shares Redeemed

       (24,004,164        (336,631,973        (42,150,227        (587,900,551
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,382,960          117,595,001          12,656,637          177,084,752  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       20,988,261        $ 301,692,856          32,397,092        $ 450,357,714  

Shares Issued for Reinvested Dividends

       3,974,075          56,094,245          13,704,425          180,788,912  

Shares Redeemed

       (27,604,228        (382,971,524        (59,869,644        (824,655,550
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,641,892        (25,184,423        (13,768,127        (193,508,924
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       53,444,683        $ 771,979,563          81,403,185        $ 1,144,106,675  

Shares Issued for Reinvested Dividends

       5,117,941          72,827,247          13,234,390          178,757,422  

Shares Redeemed

       (46,021,301        (633,628,671        (69,135,494        (957,096,008
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,541,323          211,178,139          25,502,081          365,768,089  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       643,798        $ 9,354,427          1,730,192        $ 24,442,308  

Shares Issued for Reinvested Dividends

       250,085          3,595,502          874,989          11,790,845  

Shares Redeemed

       (2,240,971        (31,704,156        (3,864,290        (54,339,667
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,347,088        (18,754,227        (1,259,109        (18,106,514
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       924,738        $ 13,307,997          1,296,517        $ 18,280,215  

Shares Issued for Reinvested Dividends

       142,168          2,041,016          567,014          7,654,873  

Shares Redeemed

       (1,615,441        (23,274,076        (3,609,955        (51,596,525
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (548,535        (7,925,063        (1,746,424        (25,661,437
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       646,904        $ 9,682,037          1,200,444        $ 16,827,628  

Shares Issued for Reinvested Dividends

       51,665          736,243          165,696          2,241,276  

Shares Redeemed

       (502,123        (6,996,123        (2,196,220        (30,638,295
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       196,446          3,422,157          (830,080        (11,569,391
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       3,652,837        $ 53,434,447          7,695,203        $ 110,180,521  

Shares Issued for Reinvested Dividends

       222,015          3,183,943          554,460          7,617,276  

Shares Redeemed

       (5,912,808        (87,998,149        (1,614,041        (23,035,790
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,037,956        (31,379,759        6,635,622          94,762,007  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  135  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Balanced Income Fund – (continued)                                    

Class Y

                   

Shares Sold

       2,094,158        $ 30,734,343          4,850,971        $ 68,796,757  

Shares Issued for Reinvested Dividends

       240,512          3,459,968          717,008          9,766,888  

Shares Redeemed

       (1,752,803        (24,969,799        (5,906,978        (83,140,688
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       581,867          9,224,512          (338,999        (4,577,043
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       22,512,161        $ 326,563,576          31,513,101        $ 444,867,885  

Shares Issued for Reinvested Dividends

       3,082,499          43,800,606          7,684,924          103,977,990  

Shares Redeemed

       (12,294,204        (172,923,577        (20,562,273        (287,870,520
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       13,300,456          197,440,605          18,635,752          260,975,355  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       27,427,581        $      455,616,942               45,487,353        $      645,166,894  
    

 

 

      

 

 

      

 

 

      

 

 

 
Balanced Retirement Fund                                    

Class A

                   

Shares Sold

       109,420        $ 1,000,158          488,930        $ 4,373,737  

Issued in Merger

                         8,844,589          81,509,965  

Shares Issued for Reinvested Dividends

       106,106          967,722          116,679          1,033,298  

Shares Redeemed

       (1,438,042        (12,982,649        (1,792,469        (16,443,674
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,222,516        (11,014,769        7,657,729          70,473,326  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       59,755        $ 555,353          400,059        $ 3,581,279  

Issued in Merger

                         3,247,905          29,964,519  

Shares Issued for Reinvested Dividends

       31,362          287,959          77,520          681,239  

Shares Redeemed

       (576,218        (5,220,245        (697,276        (6,349,694
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (485,101        (4,376,933        3,028,208          27,877,343  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       96,243        $ 849,143          1,684,136        $ 15,081,197  

Issued in Merger

                         2,434,728          22,421,164  

Shares Issued for Reinvested Dividends

       30,931          282,257          132,337          1,168,376  

Shares Redeemed

       (1,243,841        (11,279,081        (3,667,186        (33,469,031
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,116,667        (10,147,681        584,015          5,201,706  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       5,801        $ 52,507          5,561        $ 51,117  

Issued in Merger

                         138,704          1,280,088  

Shares Issued for Reinvested Dividends

       1,123          10,275          15,940          140,237  

Shares Redeemed

       (54,880        (503,565        (266,176        (2,456,178
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (47,956        (440,783        (105,971        (984,736
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       3,472        $ 31,331          2,312        $ 21,197  

Issued in Merger

                         35,529          327,621  

Shares Issued for Reinvested Dividends

       450          4,079          15,884          139,591  

Shares Redeemed

       (119        (1,052        (262,362        (2,419,256
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,803          34,358          (208,637        (1,930,847
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       721        $ 6,206          89,217        $ 823,482  

Issued in Merger

                         11,670          107,486  

Shares Issued for Reinvested Dividends

       1,102          10,021          16,713          146,932  

Shares Redeemed

       (18,439        (169,053        (278,363        (2,563,435
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (16,616        (152,826        (160,763        (1,485,535
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

 

Shares Sold

              $          8        $ (226

Issued in Reorganization

                         1,111          10,226  

Shares Issued for Reinvested Dividends

       18          158          28          252  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       18          158          1,147          10,252  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

 

Shares Sold

       26,260        $ 242,354          156,012        $ 1,418,711  

Issued in Merger

                         313,061          2,881,352  

Shares Issued for Reinvested Dividends

       3,048          27,663          152,845          1,340,124  

Shares Redeemed

       (194,461        (1,788,053        (3,122,882        (28,639,263
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (165,153        (1,518,036        (2,500,964        (22,999,076
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  136  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Balanced Retirement Fund – (continued)                                    

Class F

 

Shares Sold

       10,285        $ 91,324          1,454        $ 13,467  

Issued in Merger

                         340,301          3,111,198  

Shares Issued for Reinvested Dividends

       1,945          17,569          699          6,382  

Shares Redeemed

       (97,439        (892,249        (178,744        (1,627,543
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (85,209        (783,356        163,710          1,503,504  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (3,135,397      $ (28,399,868        8,458,474        $       77,665,937  
    

 

 

      

 

 

      

 

 

      

 

 

 
Checks and Balances Fund                                    

Class A

                   

Shares Sold

       5,944,059        $ 53,053,290          13,034,796        $ 118,501,810  

Shares Issued for Reinvested Dividends

       9,180,791          86,149,581          13,736,642          117,435,304  

Shares Redeemed

       (13,048,447        (116,155,076        (23,888,289        (218,089,065
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,076,403          23,047,795          2,883,149          17,848,049  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,279,165        $ 11,613,933          2,590,443        $ 23,587,069  

Shares Issued for Reinvested Dividends

       1,109,198          10,378,962          1,953,996          16,461,099  

Shares Redeemed

       (3,372,581        (29,933,967        (8,185,799        (74,336,948
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (984,218        (7,941,072        (3,641,360        (34,288,780
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,838,440        $ 17,087,987          3,604,755        $ 33,326,470  

Shares Issued for Reinvested Dividends

       459,468          4,311,183          703,189          6,031,379  

Shares Redeemed

       (2,115,909        (18,620,298        (4,108,288        (37,503,349
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       181,999          2,778,872          199,656          1,854,500  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       87,959        $ 803,786          182,353        $ 1,660,427  

Shares Issued for Reinvested Dividends

       109,894          1,028,295          171,251          1,452,360  

Shares Redeemed

       (461,006        (3,961,766        (453,526        (4,139,863
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (263,153        (2,129,685        (99,922        (1,027,076
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       23,732        $ 212,318          45,433        $ 412,333  

Shares Issued for Reinvested Dividends

       41,938          392,359          59,117          503,670  

Shares Redeemed

       (262,793        (2,159,950        (49,246        (455,037
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (197,123        (1,555,273        55,304          460,966  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       8,559        $ 74,985          531,448        $ 4,827,979  

Shares Issued for Reinvested Dividends

       2,402          22,152          4,961          42,828  

Shares Redeemed

       (3,672        (34,955        (552,055        (5,010,915
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,289          62,182          (15,646        (140,108
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       221,384        $ 1,911,049          678,348        $ 6,321,547  

Shares Issued for Reinvested Dividends

       40,021          374,793          8,437          75,764  

Shares Redeemed

       (176,386        (1,662,475        (61,275        (580,634
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       85,019          623,367          625,510          5,816,677  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       906,216        $ 14,886,186          6,691        $ (9,475,772
    

 

 

      

 

 

      

 

 

      

 

 

 
Conservative Allocation Fund                                    

Class A

                   

Shares Sold

       963,508        $ 10,105,335          3,066,833        $ 31,594,596  

Shares Issued for Reinvested Dividends

       247,687          2,675,018          295,078          2,859,303  

Shares Redeemed

       (814,166        (8,434,053        (1,858,637        (19,164,980
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       397,029                4,346,300          1,503,274                15,288,919  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       141,593        $ 1,485,399          895,618        $ 9,222,202  

Shares Issued for Reinvested Dividends

       18,786          202,330          29,699          286,600  

Shares Redeemed

       (278,257        (2,911,802        (1,274,867        (13,255,571
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (117,878        (1,224,073        (349,550        (3,746,769
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  137  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Conservative Allocation Fund – (continued)                                    

Class I

                   

Shares Sold

       22,235        $ 225,434          98,629        $ 1,005,747  

Shares Issued for Reinvested Dividends

       3,272          35,338          5,150          49,958  

Shares Redeemed

       (18,610        (192,125        (107,025        (1,107,930
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,897          68,647          (3,246        (52,225
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       19,630        $ 208,655          80,009        $ 836,343  

Shares Issued for Reinvested Dividends

       6,034          65,407          11,303          109,866  

Shares Redeemed

       (85,778        (926,618        (193,650        (2,019,808
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (60,114        (652,556        (102,338        (1,073,599
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       44,726        $ 479,304          26,838        $ 278,658  

Shares Issued for Reinvested Dividends

       4,695          50,805          7,278          70,668  

Shares Redeemed

       (99,078        (972,920        (81,313        (848,402
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (49,657        (442,811        (47,197        (499,076
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       10,247        $ 110,515          11,041        $ 116,542  

Shares Issued for Reinvested Dividends

       5,129          55,546          6,313          61,359  

Shares Redeemed

       (31,998        (335,148        (11,764        (121,008
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (16,622        (169,087        5,590          56,893  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

              $          4,694        $ 50,530  

Shares Issued for Reinvested Dividends

       31          329          37          356  

Shares Redeemed

                         (4,695        (50,800
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       31          329          36          86  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       159,686        $ 1,926,749          1,006,569        $ 9,974,229  
    

 

 

      

 

 

      

 

 

      

 

 

 
Global Real Asset Fund (consolidated)                                    

Class A

                   

Shares Sold

       133,856        $ 1,046,422          205,230        $ 1,804,259  

Shares Issued for Reinvested Dividends

       43,022          388,488          36,782          304,188  

Shares Redeemed

       (204,030            (1,588,537        (594,513        (5,156,678
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (27,152        (153,627        (352,501        (3,048,231
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       3,460        $ 27,015          8,079        $ 69,940  

Shares Issued for Reinvested Dividends

       5,829          51,874          5,384          43,879  

Shares Redeemed

       (49,922        (398,702        (188,218        (1,634,670
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (40,633        (319,813        (174,755        (1,520,851
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       562,193        $ 4,247,725          1,550,315        $ 13,600,849  

Shares Issued for Reinvested Dividends

       121,069          1,089,622          92,428          762,529  

Shares Redeemed

       (2,920,971        (21,455,546        (1,272,120        (11,275,190
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,237,709        (16,118,199        370,623          3,088,188  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       2,291        $ 18,908          954        $ 8,610  

Shares Issued for Reinvested Dividends

       218          1,983          211          1,759  

Shares Redeemed

       (11        (77        (4,608        (41,599
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,498          20,814          (3,443        (31,230
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       147        $ 1,238          6,335        $ 57,030  

Shares Issued for Reinvested Dividends

       146          1,324          457          3,789  

Shares Redeemed

       (1,852        (11,690        (23,086        (200,486
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,559        (9,128        (16,294        (139,667
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       9,296        $ 73,320          3,499        $ 30,370  

Shares Issued for Reinvested Dividends

       174          1,553          37          305  

Shares Redeemed

       (141        (1,202        (281        (2,465
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,329          73,671          3,255          28,210  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  138  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Global Real Asset Fund (consolidated) – (continued)                                    

Class Y

                   

Shares Sold

       637,992        $ 4,949,413          955,801        $        8,339,899  

Shares Issued for Reinvested Dividends

       284,846          2,563,617          323,850          2,671,759  

Shares Redeemed

       (2,901,629        (23,460,981        (4,681,597        (41,222,354
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,978,791        (15,947,951        (3,401,946        (30,210,696
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,279,367        $ 16,233,929          1,533,466        $ 13,391,577  

Shares Issued for Reinvested Dividends

       381,092          3,429,830          312,549          2,578,535  

Shares Redeemed

       (1,853,463        (13,635,703        (1,622,972        (14,359,432
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       806,996          6,028,056          223,043          1,610,680  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (3,467,021      $ (26,426,177        (3,352,018      $ (30,223,597
    

 

 

      

 

 

      

 

 

      

 

 

 
Growth Allocation Fund                                    

Class A

                   

Shares Sold

       1,567,954        $      18,413,519          3,737,082        $ 45,135,018  

Shares Issued for Reinvested Dividends

       1,739,403          22,480,250          1,611,562          17,870,124  

Shares Redeemed

       (3,676,274        (44,218,183        (6,370,770        (77,501,282
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (368,917        (3,324,414        (1,022,126        (14,496,140
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       150,595        $ 1,761,228          395,504        $ 4,737,574  

Shares Issued for Reinvested Dividends

       133,984          1,718,571          101,375          1,122,616  

Shares Redeemed

       (761,060        (9,124,053        (1,947,917        (23,616,044
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (476,481        (5,644,254        (1,451,038        (17,755,854
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       114,347        $ 1,441,736          290,719        $ 3,500,562  

Shares Issued for Reinvested Dividends

       39,326          505,226          37,928          417,489  

Shares Redeemed

       (251,754        (2,930,468        (364,358        (4,382,780
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (98,081        (983,506        (35,711        (464,729
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       15,070        $ 180,412          62,207        $ 736,961  

Shares Issued for Reinvested Dividends

       21,335          269,072          32,369          350,833  

Shares Redeemed

       (99,954        (1,179,850        (455,805        (5,491,552
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (63,549        (730,366        (361,229        (4,403,758
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       16,877        $ 203,535          45,022        $ 543,667  

Shares Issued for Reinvested Dividends

       19,377          249,170          23,777          262,479  

Shares Redeemed

       (266,088        (2,865,649        (302,126        (3,727,153
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (229,834        (2,412,944        (233,327        (2,921,007
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       14,487        $ 176,447          40,358        $ 493,212  

Shares Issued for Reinvested Dividends

       19,070          246,703          19,837          219,881  

Shares Redeemed

       (83,739        (1,048,706        (88,384        (1,075,193
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (50,182        (625,556        (28,189        (362,100
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       3,240        $ 42,048          22,870        $ 286,154  

Shares Issued for Reinvested Dividends

       920          11,830          40          441  

Shares Redeemed

       (3,252        (41,806        (4,116        (52,334
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       908          12,072          18,794          234,261  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,286,136      $ (13,708,968        (3,112,826      $ (40,169,327
    

 

 

      

 

 

      

 

 

      

 

 

 
Moderate Allocation Fund                                    

Class A

                   

Shares Sold

       1,315,174        $ 14,685,782          2,307,920        $ 26,152,391  

Shares Issued for Reinvested Dividends

       946,724          11,319,607          2,465,078          26,238,562  

Shares Redeemed

       (2,700,453        (30,601,901        (5,030,209        (57,327,287
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (438,555        (4,596,512        (257,211        (4,936,334
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  139  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Moderate Allocation Fund – (continued)                                    

Class C

                   

Shares Sold

       109,020        $ 1,225,200          304,777        $ 3,455,339  

Shares Issued for Reinvested Dividends

       75,547          895,700          277,874          2,915,470  

Shares Redeemed

       (553,312        (6,229,851        (1,548,103        (17,427,939
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (368,745        (4,108,951        (965,452        (11,057,130
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       101,763        $ 1,150,845          197,185        $ 2,279,391  

Shares Issued for Reinvested Dividends

       30,578          366,848          83,253          889,378  

Shares Redeemed

       (140,748        (1,592,499        (386,956        (4,370,137
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (8,407        (74,806        (106,518        (1,201,368
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       88,424        $ 994,008          216,807        $ 2,451,322  

Shares Issued for Reinvested Dividends

       38,859          457,905          133,124          1,395,413  

Shares Redeemed

       (158,984        (1,757,120        (614,892        (6,961,176
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (31,701        (305,207        (264,961        (3,114,441
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       31,037        $ 330,601          71,806        $ 797,617  

Shares Issued for Reinvested Dividends

       8,928          106,871          53,988          574,129  

Shares Redeemed

       (22,733        (263,652        (448,267        (5,233,886
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       17,232          173,820          (322,473        (3,862,140
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       19,070        $ 217,010          62,443        $ 717,825  

Shares Issued for Reinvested Dividends

       18,509          222,154          41,304          441,322  

Shares Redeemed

       (94,404        (1,042,001        (148,828        (1,740,124
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (56,825        (602,837        (45,081        (580,977
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       829        $ 10,124          34,915        $ 398,154  

Shares Issued for Reinvested Dividends

       814          9,766          87          925  

Shares Redeemed

       (3,483        (39,170        (14,816        (172,767
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,840        (19,280        20,186          226,312  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (888,841      $ (9,533,773        (1,941,510      $ (24,526,078
    

 

 

      

 

 

      

 

 

      

 

 

 
Multi-Asset Income and Growth Fund                                    

Class A

                   

Shares Sold

       1,233,713        $ 24,692,425          2,587,153        $ 57,948,852  

Shares Issued for Reinvested Dividends

       4,662,882          95,366,845          2,721,019          59,304,234  

Shares Redeemed

       (3,537,503        (72,157,613        (4,290,554        (97,480,858
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,359,092          47,901,657          1,017,618          19,772,228  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       408,401        $ 8,093,231          994,975        $ 22,046,989  

Shares Issued for Reinvested Dividends

       697,786          14,294,831          403,790          8,768,408  

Shares Redeemed

       (1,076,472        (21,863,877        (1,442,000        (32,777,945
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       29,715          524,185          (43,235        (1,962,548
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,467,999        $ 28,875,813          2,644,887        $ 58,887,498  

Shares Issued for Reinvested Dividends

       730,720          14,942,514          279,242          6,137,078  

Shares Redeemed

       (2,381,737        (47,872,887        (835,315        (18,884,866
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (183,018        (4,054,560        2,088,814               46,139,710  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       7,089        $ 142,715          27,657        $ 633,822  

Shares Issued for Reinvested Dividends

       11,357          235,371          7,276          160,087  

Shares Redeemed

       (16,222        (357,204        (32,044        (733,113
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,224          20,882          2,889          60,796  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       3,293        $ 65,643          5,752        $ 132,291  

Shares Issued for Reinvested Dividends

       8,591          178,845          9,377          205,180  

Shares Redeemed

       (38,293        (706,099        (71,798        (1,612,256
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (26,409        (461,611        (56,669        (1,274,785
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  140  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2020
       For the Year Ended
October 31, 2019
 
       Shares        Amount        Shares        Amount  
Multi-Asset Income and Growth Fund – (continued)                                    

Class R5

                   

Shares Sold

       347        $ 7,229          9,610        $ 224,826  

Shares Issued for Reinvested Dividends

       2,499          51,941          725          16,255  

Shares Redeemed

       (10        (198        (1,158        (26,324
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,836          58,972          9,177          214,757  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       8,859        $ 170,023          8,205        $ 188,895  

Shares Issued for Reinvested Dividends

       992          20,566          6,292          138,509  

Shares Redeemed

       (13        (259        (75,178        (1,758,783
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,838          190,330          (60,681        (1,431,379
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       201,537        $ 4,050,349          200,131        $ 4,661,660  

Shares Issued for Reinvested Dividends

       85,705          1,785,033          68,965          1,527,184  

Shares Redeemed

       (345,941        (6,670,106        (354,110        (8,236,472
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (58,699        (834,724        (85,014        (2,047,628
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       427,598        $ 8,575,608          623,204        $ 14,141,474  

Shares Issued for Reinvested Dividends

       708,569          14,472,182          433,589          9,457,771  

Shares Redeemed

       (762,620        (15,302,215        (1,014,416        (23,100,788
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       373,547          7,745,575          42,377          498,457  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,509,127        $ 51,090,706          2,915,276        $      59,969,608  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

  (1) 

Inception date was February 28, 2019.

 

14.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. 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 $350 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 ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended April 30, 2020, none of the Funds had borrowings under this facility.

 

15.

Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16.

Recent Accounting Pronouncement:

The FASB recently issued ASU 2017-08 (the “ASU”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and will become effective for private entities one year later. Upon initial adoption, the impacted Funds adjusted the cost of their callable debt securities by the cumulative amount of amortization that would have been recognized had the amortization period to the earliest call date been in effect from the purchase date of each holding with a corresponding reclassification between unrealized appreciation on investments and undistributed income. Adoption of these accounting principles does not affect the Funds’ net asset value or distributions, but changes the classification of certain amounts between interest income and realized and unrealized gain/loss in the Statements of Operations. The cumulative effect to the Funds resulting from the adoption of amending the amortization period to the earliest call date for callable debt securities is as follows:

 

     As of
November 1, 2019
     Six-Month Period Ended April 30, 2020  

Fund

   Cost of
Investments
     Interest
Income
     Net Unrealized
Appreciation
(Depreciation) of
Investments
     Net Realized
Gain (Loss)
on Investments
 

Balanced Income Fund

   $     222,922      $     27,648      $     47,112      $     (74,760

Balanced Retirement Fund

     18        61        2        (63

Global Real Asset Fund

     72        29        43        (72

Multi-Asset Income and Growth Fund

     9,177        2,986        2,639        (5,625

 

 

  141  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2020 (Unaudited)

 

 

 

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The ASU introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

 

17.

Change in Independent Registered Public Accounting Firm:

On November 6, 2019, the Company, on behalf of each of the Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended October 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended October 31, 2018 and October 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on October 31, 2018 and October 31, 2019 and through December 30, 2019 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.

On November 6, 2019, the Audit Committee of the Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for each of the Funds for the fiscal year ended October 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).

 

18.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2020, events and transactions subsequent to April 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended October 31, 2020.

The affects to public health, business and market conditions resulting from the coronavirus (COVID-19) pandemic that escalated during the first quarter of 2020 and has extended into the second quarter of 2020 may have a significant negative impact on the performance of the Funds’ investments. The extent and duration of this impact is currently unclear.

 

 

  142  

 


Hartford Multi-Strategy 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 its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

 

 

  143  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

 

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

 


 

 

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; 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 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 Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2020


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Hartford Balanced Income Fund, Hartford AARP Balanced Retirement Fund (formerly, Hartford Multi-Asset Income Fund), The Hartford Global Real Asset Fund and Hartford Multi-Asset Income and Growth Fund (formerly, The Hartford Balanced Fund) are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFSAR-MS20    06/20    217393    Printed in U.S.A.

 

LOGO


Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

  (a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.

  (b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by


 

Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

 

 


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: July 6, 2020

   

By:

 

/s/ James E. Davey

     

James E. Davey

     

President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: July 6, 2020

   

By:

 

/s/ James E. Davey

     

James E. Davey

     

President and Chief Executive Officer

Date: July 6, 2020

   

By:

 

/s/ Amy N. Furlong

     

Amy N. Furlong

     

Treasurer

      (Principal Financial Officer and Principal Accounting Officer)