N-CSRS 1 d134299dncsrs.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, Esquire

Dechert LLP

One International Place, 40th Floor

100 Oliver Street

Boston, Massachusetts 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, 2021

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 Mutual Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2020 through April 30, 2021.

Market Review

During the six months ended April 30, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 28.85%. The strong returns for the period reflected a growing

 

consensus among investors that a strong economic recovery has finally begun to take hold and that the worst days of the coronavirus (COVID-19) pandemic should soon be behind us.

Optimism was often hard to come by during the difficult months of 2020. The six-month period covered in this report followed many months of high unemployment, business lockdowns, face-mask requirements, and social-distancing measures. Along the way, governments around the world, including here in the U.S., mounted a rescue effort with unprecedented levels of monetary and fiscal support.

November 2020 marked the resolution of a contentious U.S. presidential election, a positive for markets. Then came the pivotal announcements that safe and effective COVID-19 vaccines were ready for federal approval – providing hope that a significant corner in the battle against the virus had been turned.

In late December of 2020, the U.S. Congress passed a $900 billion pandemic relief bill. For its part, the U.S. Federal Reserve (Fed) continued to maintain its ongoing policy of near-zero interest rates.

A winter resurgence of COVID-19 infections touched off a wave of new hospitalizations and deaths – more than 542,000 U.S. lives lost by winter’s end.2 New viral variants took root in the U.S., threatening to prolong the pandemic. A horrific surge of new death counts gripped India.

By the end of the period, over 101.4 million U.S. individuals – 31% of the nation’s population – had been fully vaccinated.3 Meanwhile, in Washington, Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. A proposal for $2.3 trillion in new infrastructure spending soon followed.

As investors digested numerous new policy initiatives, rates on 10-year Treasuries rose to nearly 1.75% in mid-March, triggering a new round of market volatility and a fierce debate over a possible return of inflation. By period’s end, the question of inflation – how much and how persistent – remained unsettled, although the Fed provided assurances of a continued low-rate environment.

As we seek to move past the pandemic, it’s still vitally important to maintain a strong relationship with a financial professional, who can confidently guide you through shifting markets while helping you find a good fit within our family of funds.

Thank you again for investing in Hartford Mutual Funds. For the most up-to-date information on our complete selection of mutual funds and exchange-traded 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.

2 

Wall Street Journal, 3/21/2021.

3 

USAFacts.org, “What’s the nation’s progress on vaccinations?”.


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

     26  

The Hartford Equity Income Fund

     28  

The Hartford Growth Opportunities Fund

     30  

The Hartford Healthcare Fund

     33  

The Hartford MidCap Fund

     35  

The Hartford MidCap Value Fund

     38  

Hartford Quality Value Fund

     40  

The Hartford Small Cap Growth Fund

     42  

Hartford Small Cap Value Fund

     45  

The Hartford Small Company Fund

     47  

Glossary

     50  

Statements of Assets and Liabilities

     51  

Statements of Operations

     57  

Statements of Changes in Net Assets

     60  

Financial Highlights

     66  

Notes to Financial Statements

     81  

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

     107  

Quarterly Portfolio Holdings Information

     107  


The Hartford Capital Appreciation Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     28.96%        49.84%        16.07%        11.94%  

Class A3

     21.87%        41.60%        14.77%        11.31%  

Class C2

     28.43%        48.68%        15.20%        11.13%  

Class C4

     27.43%        47.68%        15.20%        11.13%  

Class I2

     29.11%        50.26%        16.39%        12.27%  

Class R32

     28.71%        49.30%        15.68%        11.59%  

Class R42

     28.89%        49.77%        16.03%        11.94%  

Class R52

     29.06%        50.18%        16.38%        12.27%  

Class R62

     29.15%        50.37%        16.50%        12.38%  

Class Y2

     29.10%        50.26%        16.46%        12.37%  

Class F2

     29.16%        50.35%        16.47%        12.31%  

Russell 3000 Index

     31.08%        50.92%        17.67%        14.03%  

S&P 500 Index

     28.85%        45.98%        17.42%        14.17%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.07%        1.07%  

Class C

     1.84%        1.84%  

Class I

     0.78%        0.78%  

Class R3

     1.41%        1.41%  

Class R4

     1.10%        1.10%  

Class R5

     0.80%        0.80%  

Class R6

     0.70%        0.70%  

Class Y

     0.80%        0.80%  

Class F

     0.70%        0.70%  

 

*

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 04/30/2021.

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, economic and regulatory developments. These risks are generally greater, and include additional risks, for investments in emerging markets. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of 04/30/2021

 

Sector

  

Percentage of
Net Assets

 

Equity Securities

 

Communication Services

     8.1

Consumer Discretionary

     17.0  

Consumer Staples

     7.6  

Energy

     0.6  

Financials

     10.9  

Health Care

     13.0  

Industrials

     13.2  

Information Technology

     19.3  

Materials

     3.2  

Real Estate

     4.1  

Utilities

     0.4  
  

 

 

 

Total

     97.4
  

 

 

 

Short-Term Investments

     2.2  

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.

 

 

 

  2  

 


Hartford Core Equity Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     26.16%        44.71%        17.00%        14.52%  

Class A3

     19.22%        36.75%        15.68%        13.87%  

Class C2

     25.70%        43.62%        16.13%        13.68%  

Class C4

     24.70%        42.62%        16.13%        13.68%  

Class I2

     26.29%        45.07%        17.29%        14.70%  

Class R32

     25.93%        44.20%        16.59%        14.20%  

Class R42

     26.15%        44.70%        16.97%        14.57%  

Class R52

     26.29%        45.03%        17.29%        14.89%  

Class R62

     26.36%        45.20%        17.40%        14.97%  

Class Y2

     26.30%        45.10%        17.36%        14.94%  

Class F2

     26.35%        45.21%        17.38%        14.74%  

S&P 500 Index

     28.85%        45.98%        17.42%        14.17%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class I shares commenced operations on 03/31/2015. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 03/31/2015 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares from 03/31/2015 through 02/27/2017 and Class A shares (excluding sales charges) prior to 03/31/2015.

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 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

     0.73%        0.73%  

Class C

     1.47%        1.47%  

Class I

     0.46%        0.46%  

Class R3

     1.07%        1.07%  

Class R4

     0.78%        0.78%  

Class R5

     0.48%        0.48%  

Class R6

     0.38%        0.38%  

Class Y

     0.48%        0.46%  

Class F

     0.38%        0.38%  

 

*

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 02/28/2022 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 04/30/2021.

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 04/30/2021

 

Sector

  

Percentage of
Net Assets

 

Equity Securities

 

Communication Services

     12.7

Consumer Discretionary

     10.8  

Consumer Staples

     6.6  

Energy

     1.2  

Financials

     12.0  

Health Care

     13.5  

Industrials

     10.0  

Information Technology

     25.8  

Materials

     1.4  

Real Estate

     1.7  

Utilities

     2.4  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     1.6  

Other Assets & Liabilities

     0.3  
  

 

 

 

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  

 


 

 

The Hartford Dividend and Growth Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     34.45%        45.02%        14.56%        11.86%  

Class A3

     27.05%        37.05%        13.27%        11.23%  

Class C2

     33.98%        43.92%        13.69%        11.02%  

Class C4

     32.98%        42.92%        13.69%        11.02%  

Class I2

     34.65%        45.45%        14.85%        12.13%  

Class R32

     34.20%        44.57%        14.16%        11.49%  

Class R42

     34.44%        45.01%        14.51%        11.83%  

Class R52

     34.61%        45.38%        14.85%        12.17%  

Class R62

     34.67%        45.51%        14.96%        12.27%  

Class Y2

     34.69%        45.50%        14.93%        12.26%  

Class F2

     34.73%        45.60%        14.94%        12.17%  

S&P 500 Index

     28.85%        45.98%        17.42%        14.17%  

Russell 1000 Value Index

     36.30%        45.92%        12.15%        11.13%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 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

     1.78%        1.78%  

Class I

     0.74%        0.74%  

Class R3

     1.36%        1.36%  

Class R4

     1.05%        1.05%  

Class R5

     0.75%        0.75%  

Class R6

     0.65%        0.65%  

Class Y

     0.74%        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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

Composition by Sector(1)

as of 04/30/2021

 

Sector

  

Percentage of
Net Assets

 

Equity Securities

 

Communication Services

     8.8

Consumer Discretionary

     6.3  

Consumer Staples

     5.0  

Energy

     4.2  

Financials

     20.0  

Health Care

     14.7  

Industrials

     9.3  

Information Technology

     17.9  

Materials

     3.9  

Real Estate

     2.3  

Utilities

     3.2  
  

 

 

 

Total

     95.6
  

 

 

 

Short-Term Investments

     4.0  

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.

 

 

 

  4  

 


The Hartford Equity Income Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     30.62%        38.68%        12.16%        11.19%  

Class A3

     23.44%        31.06%        10.90%        10.57%  

Class C2

     30.12%        37.63%        11.33%        10.37%  

Class C4

     29.12%        36.63%        11.33%        10.37%  

Class I2

     30.74%        39.06%        12.44%        11.48%  

Class R32

     30.32%        38.18%        11.76%        10.81%  

Class R42

     30.51%        38.58%        12.10%        11.14%  

Class R52

     30.78%        39.03%        12.44%        11.48%  

Class R62

     30.80%        39.10%        12.55%        11.59%  

Class Y2

     30.82%        39.08%        12.51%        11.57%  

Class F2

     30.80%        39.17%        12.53%        11.52%  

Russell 1000 Value Index

     36.30%        45.92%        12.15%        11.13%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.01%        1.01%  

Class C

     1.76%        1.76%  

Class I

     0.74%        0.74%  

Class R3

     1.36%        1.36%  

Class R4

     1.06%        1.06%  

Class R5

     0.77%        0.77%  

Class R6

     0.66%        0.66%  

Class Y

     0.76%        0.76%  

Class F

     0.66%        0.66%  

 

*

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 04/30/2021.

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, economic and regulatory developments. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of 04/30/2021

 

Sector

  

Percentage of
Net Assets

 

Equity Securities

 

Communication Services

     4.2

Consumer Discretionary

     4.8  

Consumer Staples

     10.4  

Energy

     4.5  

Financials

     20.4  

Health Care

     17.9  

Industrials

     14.1  

Information Technology

     9.0  

Materials

     3.0  

Real Estate

     2.7  

Utilities

     6.0  
  

 

 

 

Total

     97.0
  

 

 

 

Short-Term Investments

     2.8  

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.

 

 

 

  5  

 


The Hartford Growth Opportunities Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     23.90%        69.06%        24.50%        17.41%  

Class A3

     17.08%        59.77%        23.10%        16.74%  

Class C2

     23.44%        67.82%        23.57%        16.56%  

Class C4

     22.44%        66.82%        23.57%        16.56%  

Class I2

     24.03%        69.51%        24.81%        17.70%  

Class R32

     23.67%        68.47%        24.07%        17.04%  

Class R42

     23.84%        68.97%        24.44%        17.40%  

Class R52

     24.02%        69.46%        24.81%        17.75%  

Class R62

     24.08%        69.63%        24.94%        17.86%  

Class Y2

     24.05%        69.56%        24.90%        17.85%  

Class F2

     24.08%        69.63%        24.91%        17.75%  

Russell 3000 Growth Index

     25.08%        52.41%        22.59%        16.70%  

Russell 1000 Growth Index

     24.31%        51.41%        22.88%        17.02%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.10%        1.10%  

Class C

     1.85%        1.85%  

Class I

     0.82%        0.82%  

Class R3

     1.43%        1.43%  

Class R4

     1.13%        1.13%  

Class R5

     0.84%        0.84%  

Class R6

     0.74%        0.74%  

Class Y

     0.82%        0.82%  

Class F

     0.74%        0.74%  

 

*

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 04/30/2021.

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. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased 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, economic and regulatory developments. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Sector(1)

as of 04/30/2021

 

Sector

  

Percentage of
Net Assets

 

Equity Securities

 

Communication Services

     16.8

Consumer Discretionary

     30.9  

Consumer Staples

     1.8  

Financials

     3.3  

Health Care

     16.2  

Industrials

     5.7  

Information Technology

     25.2  

Real Estate

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

Short-Term Investments

     0.5  

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.

 

 

 

  6  

 


The Hartford Healthcare Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     17.45%        29.06%        15.25%        15.87%  

Class A3

     10.99%        21.96%        13.96%        15.21%  

Class C2

     17.05%        28.11%        14.40%        15.02%  

Class C4

     16.05%        27.11%        14.40%        15.02%  

Class I2

     17.63%        29.40%        15.57%        16.21%  

Class R32

     17.28%        28.64%        14.89%        15.53%  

Class R42

     17.45%        29.04%        15.23%        15.88%  

Class R52

     17.62%        29.40%        15.58%        16.22%  

Class R62

     17.68%        29.53%        15.68%        16.34%  

Class Y2

     17.65%        29.48%        15.66%        16.32%  

Class F2

     17.68%        29.54%        15.67%        16.25%  

S&P Composite 1500 Health Care Index

     21.04%        25.33%        14.36%        15.54%  

S&P 500 Index

     28.85%        45.98%        17.42%        14.17%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 02/28/2019. 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.27%        1.27%  

Class C

     2.04%        2.04%  

Class I

     0.99%        0.99%  

Class R3

     1.60%        1.60%  

Class R4

     1.30%        1.30%  

Class R5

     1.00%        1.00%  

Class R6

     0.90%        0.90%  

Class Y

     1.00%        1.00%  

Class F

     0.90%        0.90%  

 

*

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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets.

Composition by Subsector(1)

as of 04/30/2021

 

Subsector    Percentage of
Net Assets
 

Equity Securities

 

Biotechnology

     21.5

Consumer Finance

     0.1  

Diversified Telecommunication Services

     0.3  

Health Care Equipment & Supplies

     24.1  

Health Care Providers & Services

     17.8  

Insurance

     0.3  

Life Sciences Tools & Services

     11.9  

Pharmaceuticals

     23.0  
  

 

 

 

Total

     99.0
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     (3.4
  

 

 

 

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, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     35.48%        54.49%        17.76%        13.45%  

Class A3

     28.02%        45.99%        16.43%        12.81%  

Class C2

     35.02%        53.34%        16.88%        12.62%  

Class C4

     34.02%        52.34%        16.88%        12.62%  

Class I2

     35.65%        54.90%        18.04%        13.72%  

Class R32

     35.26%        53.92%        17.35%        13.08%  

Class R42

     35.48%        54.43%        17.72%        13.43%  

Class R52

     35.66%        54.91%        18.08%        13.77%  

Class R62

     35.74%        55.03%        18.18%        13.89%  

Class Y2

     35.73%        54.96%        18.15%        13.87%  

Class F2

     35.73%        55.01%        18.14%        13.77%  

S&P MidCap 400 Index

     44.34%        67.90%        15.10%        12.11%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 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

     0.88%        0.87%  

Class R3

     1.47%        1.47%  

Class R4

     1.17%        1.17%  

Class R5

     0.85%        0.85%  

Class R6

     0.75%        0.75%  

Class Y

     0.86%        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 if any. 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 02/28/2022 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 04/30/2021.

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. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     2.7

Consumer Discretionary

     11.2  

Consumer Staples

     2.3  

Energy

     0.1  

Financials

     11.6  

Health Care

     20.1  

Industrials

     14.8  

Information Technology

     25.7  

Materials

     2.2  

Real Estate

     6.1  

Utilities

     3.2  
  

 

 

 

Total

     100.0
  

 

 

 

Short-Term Investments

     1.2  

Other Assets & Liabilities

     (1.2
  

 

 

 

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.

 

 

 

  8  

 


The Hartford MidCap Value Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     45.05%        55.09%        10.78%        9.46%  

Class A3

     37.07%        46.56%        9.53%        8.84%  

Class C2

     44.41%        53.80%        9.95%        8.66%  

Class C4

     43.41%        52.80%        9.95%        8.66%  

Class I2

     45.24%        55.57%        11.09%        9.80%  

Class R32

     44.93%        54.63%        10.46%        9.17%  

Class R42

     45.12%        55.10%        10.81%        9.51%  

Class R52

     45.28%        55.58%        11.14%        9.83%  

Class Y2

     45.31%        55.71%        11.20%        9.92%  

Class F2

     45.40%        55.87%        11.22%        9.87%  

Russell Midcap Value Index

     41.41%        60.70%        12.18%        11.31%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.26%        1.26%  

Class C

     2.03%        2.03%  

Class I

     0.91%        0.91%  

Class R3

     1.54%        1.54%  

Class R4

     1.24%        1.24%  

Class R5

     0.92%        0.92%  

Class Y

     0.92%        0.92%  

Class F

     0.82%        0.82%  

 

*

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 04/30/2021.

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, economic and regulatory developments. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.8

Consumer Discretionary

     12.7  

Consumer Staples

     2.9  

Energy

     1.8  

Financials

     20.4  

Health Care

     9.3  

Industrials

     19.1  

Information Technology

     8.4  

Materials

     7.1  

Real Estate

     9.4  

Utilities

     5.2  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     1.3  

Other Assets & Liabilities

     0.6  
  

 

 

 

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.

 

 

 

  9  

 


Hartford Quality Value Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     34.98%        43.13%        11.86%        9.70%  

Class A3

     27.56%        35.26%        10.60%        9.08%  

Class C2

     34.42%        41.97%        11.01%        8.87%  

Class C4

     33.42%        40.97%        11.01%        8.87%  

Class I2

     35.20%        43.64%        12.22%        10.05%  

Class R32

     34.80%        42.80%        11.55%        9.41%  

Class R42

     35.02%        43.18%        11.89%        9.76%  

Class R52

     35.21%        43.61%        12.22%        10.07%  

Class R62

     35.27%        43.81%        12.34%        10.15%  

Class Y2

     35.18%        43.65%        12.26%        10.11%  

Class F2

     35.31%        43.79%        12.31%        10.09%  

Russell 1000 Value Index

     36.30%        45.92%        12.15%        11.13%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

The returns include the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy prior to 11/01/2017.

Class R6 shares commenced operations on 02/28/2018. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 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%        0.96%  

Class C

     1.82%        1.71%  

Class I

     0.67%        0.66%  

Class R3

     1.29%        1.18%  

Class R4

     0.98%        0.88%  

Class R5

     0.69%        0.63%  

Class R6

     0.58%        0.46%  

Class Y

     0.68%        0.57%  

Class F

     0.58%        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 02/28/2022 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 04/30/2021.

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. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     5.1

Consumer Discretionary

     7.4  

Consumer Staples

     5.6  

Energy

     5.6  

Financials

     22.8  

Health Care

     14.5  

Industrials

     13.4  

Information Technology

     9.4  

Materials

     4.2  

Real Estate

     4.3  

Utilities

     5.0  
  

 

 

 

Total

     97.3
  

 

 

 

Short-Term Investments

     1.5  

Other Assets & Liabilities

     1.2  
  

 

 

 

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, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     35.11%        65.04%        18.23%        12.97%  

Class A3

     27.68%        55.96%        16.90%        12.33%  

Class C2

     34.61%        63.92%        17.43%        12.19%  

Class C4

     33.61%        62.92%        17.43%        12.19%  

Class I2

     35.34%        65.65%        18.63%        13.34%  

Class R32

     34.91%        64.63%        17.92%        12.70%  

Class R42

     35.10%        65.09%        18.28%        13.04%  

Class R52

     35.32%        65.60%        18.64%        13.39%  

Class R62

     35.38%        65.78%        18.76%        13.48%  

Class Y2

     35.34%        65.70%        18.72%        13.48%  

Class F2

     35.38%        65.78%        18.73%        13.39%  

Russell 2000 Growth Index

     37.84%        69.15%        18.89%        12.86%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 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

     1.26%        1.26%  

Class C

     1.90%        1.90%  

Class I

     0.85%        0.85%  

Class R3

     1.49%        1.49%  

Class R4

     1.19%        1.19%  

Class R5

     0.89%        0.89%  

Class R6

     0.77%        0.77%  

Class Y

     0.88%        0.83%  

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 02/28/2022 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 04/30/2021.

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, including liquidity risk, 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. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.8

Consumer Discretionary

     15.3  

Consumer Staples

     3.6  

Financials

     5.0  

Health Care

     30.5  

Industrials

     15.6  

Information Technology

     21.8  

Materials

     2.2  

Real Estate

     4.0  
  

 

 

 

Total

     99.8
  

 

 

 

Short-Term Investments

     0.8  

Other Assets & Liabilities

     (0.6
  

 

 

 

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, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     66.02%        90.36%        13.37%        9.85%  

Class A3

     56.89%        79.89%        12.09%        9.23%  

Class C2

     65.43%        88.76%        12.53%        9.03%  

Class C4

     64.43%        87.76%        12.53%        9.03%  

Class I2

     66.37%        90.95%        13.75%        10.07%  

Class R32

     66.03%        90.10%        13.17%        9.68%  

Class R42

     66.06%        90.40%        13.44%        9.96%  

Class R52

     66.35%        91.05%        13.80%        10.29%  

Class R62

     66.51%        91.23%        13.88%        10.34%  

Class Y2

     66.27%        91.00%        13.84%        10.32%  

Class F2

     66.46%        91.06%        13.85%        10.12%  

Russell 2000 Value Index

     59.17%        78.96%        13.54%        10.10%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class I shares commenced operations on 03/31/2015. 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 09/30/2011. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares from 03/31/2015 through 02/27/2017 and Class A shares (excluding sales charges) prior to 03/31/2015. Class R6 shares commenced operations on 02/28/2018. 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 prior to 11/01/2018 reflects when the Fund pursued different strategies.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 06/04/2012, 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 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

     1.41%        1.30%  

Class C

     2.15%        2.05%  

Class I

     1.04%        1.00%  

Class R3

     1.63%        1.50%  

Class R4

     1.33%        1.20%  

Class R5

     1.03%        0.90%  

Class R6

     0.92%        0.80%  

Class Y

     1.02%        0.85%  

Class F

     0.91%        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 02/28/2022 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 04/30/2021.

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, including liquidity risk, 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. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased 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, economic and regulatory developments.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     1.7

Consumer Discretionary

     12.8  

Consumer Staples

     6.7  

Financials

     35.0  

Health Care

     6.1  

Industrials

     16.9  

Information Technology

     11.4  

Materials

     2.9  

Real Estate

     1.7  

Utilities

     3.4  
  

 

 

 

Total

     98.6
  

 

 

 

Short-Term Investments

     2.0  

Other Assets & Liabilities

     (0.6
  

 

 

 

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.

 

 

 

  12  

 


The Hartford Small Company Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     32.57%        83.82%        24.14%        13.46%  

Class A3

     25.28%        73.71%        22.74%        12.82%  

Class C2

     32.03%        82.24%        23.17%        12.62%  

Class C4

     31.03%        81.24%        23.17%        12.62%  

Class I2

     32.77%        84.33%        24.48%        13.75%  

Class R32

     32.37%        83.34%        23.87%        13.23%  

Class R42

     32.57%        83.86%        24.24%        13.57%  

Class R52

     32.81%        84.44%        24.62%        13.92%  

Class R62

     32.82%        84.59%        24.69%        14.00%  

Class Y2

     32.80%        84.45%        24.65%        13.99%  

Class F2

     32.85%        84.63%        24.63%        13.82%  

Russell 2000 Growth Index

     37.84%        69.15%        18.89%        12.86%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.32%        1.32%  

Class C

     2.14%        2.14%  

Class I

     1.00%        1.00%  

Class R3

     1.61%        1.61%  

Class R4

     1.30%        1.30%  

Class R5

     1.01%        1.01%  

Class R6

     0.90%        0.90%  

Class Y

     0.96%        0.96%  

Class F

     0.90%        0.90%  

 

*

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 04/30/2021.

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, including liquidity risk, 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, economic and regulatory developments. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     2.0

Consumer Discretionary

     22.2  

Consumer Staples

     1.2  

Financials

     3.2  

Health Care

     28.4  

Industrials

     14.7  

Information Technology

     21.5  

Real Estate

     3.7  
  

 

 

 

Total

     96.9
  

 

 

 

Short-Term Investments

     3.9  

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.

 

 

 

  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, 2020 through April 30, 2021. 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 181/365 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
    

Ending
Account Value

April 30, 2021

    

Expenses paid
during the period

November 1, 2020

through
April 30, 2021

     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period

November 1, 2020

through
April 30, 2021

     Annualized
expense
ratio
 

The Hartford Capital Appreciation Fund

 

Class A

   $     1,000.00      $     1,289.30      $ 5.90      $ 1,000.00      $ 1,019.64      $ 5.21        1.04

Class C

   $ 1,000.00      $ 1,284.30      $     10.36      $     1,000.00      $     1,015.72      $     9.15        1.83

Class I

   $ 1,000.00      $ 1,291.10      $ 4.37      $ 1,000.00      $ 1,020.98      $ 3.86        0.77

Class R3

   $ 1,000.00      $ 1,286.90      $ 7.94      $ 1,000.00      $ 1,017.85      $ 7.00        1.40

Class R4

   $ 1,000.00      $ 1,288.90      $ 6.24      $ 1,000.00      $ 1,019.34      $ 5.51        1.10

Class R5

   $ 1,000.00      $ 1,290.60      $ 4.54      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class R6

   $ 1,000.00      $ 1,291.50      $ 3.92      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Class Y

   $ 1,000.00      $ 1,291.00      $ 4.37      $ 1,000.00      $ 1,020.98      $ 3.86        0.77

Class F

   $ 1,000.00      $ 1,291.60      $ 3.92      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Hartford Core Equity Fund

 

                 

Class A

   $ 1,000.00      $ 1,261.60      $ 3.87      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Class C

   $ 1,000.00      $ 1,256.60      $ 8.11      $ 1,000.00      $ 1,017.60      $ 7.25        1.45

Class I

   $ 1,000.00      $ 1,262.90      $ 2.47      $ 1,000.00      $ 1,022.61      $ 2.21        0.44

Class R3

   $ 1,000.00      $ 1,259.30      $ 5.88      $ 1,000.00      $ 1,019.59      $ 5.26        1.05

Class R4

   $ 1,000.00      $ 1,261.50      $ 3.93      $ 1,000.00      $ 1,021.32      $ 3.51        0.70

Class R5

   $ 1,000.00      $ 1,262.90      $ 2.58      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

Class R6

   $ 1,000.00      $ 1,263.60      $ 2.02      $ 1,000.00      $ 1,023.01      $ 1.81        0.36

Class Y

   $ 1,000.00      $ 1,263.00      $ 2.47      $ 1,000.00      $ 1,022.61      $ 2.21        0.44

Class F

   $ 1,000.00      $ 1,263.50      $ 2.02      $ 1,000.00      $ 1,023.01      $ 1.81        0.36

 

 

  15  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
    

Ending
Account Value

April 30, 2021

    

Expenses paid
during the period

November 1, 2020

through
April 30, 2021

     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period

November 1, 2020

through
April 30, 2021

     Annualized
expense
ratio
 

The Hartford Dividend and Growth Fund

 

                 

Class A

   $     1,000.00      $     1,344.50      $ 5.64      $ 1,000.00      $ 1,019.98      $ 4.86        0.97

Class C

   $ 1,000.00      $ 1,339.80      $     10.21      $     1,000.00      $     1,016.07      $     8.80        1.76

Class I

   $ 1,000.00      $ 1,346.50      $ 4.13      $ 1,000.00      $ 1,021.27      $ 3.56        0.71

Class R3

   $ 1,000.00      $ 1,342.00      $ 7.72      $ 1,000.00      $ 1,018.20      $ 6.66        1.33

Class R4

   $ 1,000.00      $ 1,344.40      $ 6.05      $ 1,000.00      $ 1,019.64      $ 5.21        1.04

Class R5

   $ 1,000.00      $ 1,346.10      $ 4.19      $ 1,000.00      $ 1,021.22      $ 3.61        0.72

Class R6

   $ 1,000.00      $ 1,346.70      $ 3.67      $ 1,000.00      $ 1,021.67      $ 3.16        0.63

Class Y

   $ 1,000.00      $ 1,346.90      $ 3.90      $ 1,000.00      $ 1,021.47      $ 3.36        0.67

Class F

   $ 1,000.00      $ 1,347.30      $ 3.67      $ 1,000.00      $ 1,021.67      $ 3.16        0.63

The Hartford Equity Income Fund

 

                 

Class A

   $ 1,000.00      $ 1,306.20      $ 5.60      $ 1,000.00      $ 1,019.94      $ 4.91        0.98

Class C

   $ 1,000.00      $ 1,301.20      $ 9.99      $ 1,000.00      $ 1,016.12      $ 8.75        1.75

Class I

   $ 1,000.00      $ 1,307.40      $ 4.18      $ 1,000.00      $ 1,021.18      $ 3.66        0.73

Class R3

   $ 1,000.00      $ 1,303.20      $ 7.71      $ 1,000.00      $ 1,018.10      $ 6.76        1.35

Class R4

   $ 1,000.00      $ 1,305.10      $ 6.00      $ 1,000.00      $ 1,019.59      $ 5.26        1.05

Class R5

   $ 1,000.00      $ 1,307.80      $ 4.23      $ 1,000.00      $ 1,021.13      $ 3.71        0.74

Class R6

   $ 1,000.00      $ 1,308.00      $ 3.72      $ 1,000.00      $ 1,021.57      $ 3.26        0.65

Class Y

   $ 1,000.00      $ 1,308.20      $ 4.12      $ 1,000.00      $ 1,021.22      $ 3.61        0.72

Class F

   $ 1,000.00      $ 1,308.00      $ 3.72      $ 1,000.00      $ 1,021.57      $ 3.26        0.65

The Hartford Growth Opportunities Fund

 

                 

Class A

   $ 1,000.00      $ 1,239.00      $ 5.88      $ 1,000.00      $ 1,019.54      $ 5.31        1.06

Class C

   $ 1,000.00      $ 1,234.40      $ 10.14      $ 1,000.00      $ 1,015.72      $ 9.15        1.83

Class I

   $ 1,000.00      $ 1,240.30      $ 4.50      $ 1,000.00      $ 1,020.78      $ 4.06        0.81

Class R3

   $ 1,000.00      $ 1,236.70      $ 7.99      $ 1,000.00      $ 1,017.65      $ 7.20        1.44

Class R4

   $ 1,000.00      $ 1,238.40      $ 6.33      $ 1,000.00      $ 1,019.14      $ 5.71        1.14

Class R5

   $ 1,000.00      $ 1,240.40      $ 4.67      $ 1,000.00      $ 1,020.63      $ 4.21        0.84

Class R6

   $ 1,000.00      $ 1,240.90      $ 4.06      $ 1,000.00      $ 1,021.18      $ 3.66        0.73

Class Y

   $ 1,000.00      $ 1,240.50      $ 4.44      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class F

   $ 1,000.00      $ 1,240.80      $ 4.06      $ 1,000.00      $ 1,021.18      $ 3.66        0.73

The Hartford Healthcare Fund

 

                 

Class A

   $ 1,000.00      $ 1,174.50      $ 6.74      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class C

   $ 1,000.00      $ 1,170.50      $ 10.87      $ 1,000.00      $ 1,014.78      $ 10.09        2.02

Class I

   $ 1,000.00      $ 1,176.30      $ 5.29      $ 1,000.00      $ 1,019.94      $ 4.91        0.98

Class R3

   $ 1,000.00      $ 1,172.80      $ 8.62      $ 1,000.00      $ 1,016.86      $ 8.00        1.60

Class R4

   $ 1,000.00      $ 1,174.50      $ 6.96      $ 1,000.00      $ 1,018.40      $ 6.46        1.29

Class R5

   $ 1,000.00      $ 1,176.20      $ 5.34      $ 1,000.00      $ 1,019.89      $ 4.96        0.99

Class R6

   $ 1,000.00      $ 1,176.80      $ 4.80      $ 1,000.00      $ 1,020.38      $ 4.46        0.89

Class Y

   $ 1,000.00      $ 1,176.50      $ 5.18      $ 1,000.00      $ 1,020.03      $ 4.81        0.96

Class F

   $ 1,000.00      $ 1,176.80      $ 4.80      $ 1,000.00      $ 1,020.38      $ 4.46        0.89

The Hartford MidCap Fund

 

                 

Class A

   $ 1,000.00      $ 1,354.80      $ 6.31      $ 1,000.00      $ 1,019.44      $ 5.41        1.08

Class C

   $ 1,000.00      $ 1,350.20      $ 10.72      $ 1,000.00      $ 1,015.67      $ 9.20        1.84

Class I

   $ 1,000.00      $ 1,356.50      $ 4.91      $ 1,000.00      $ 1,020.63      $ 4.21        0.84

Class R3

   $ 1,000.00      $ 1,352.60      $ 8.40      $ 1,000.00      $ 1,017.65      $ 7.20        1.44

Class R4

   $ 1,000.00      $ 1,354.80      $ 6.54      $ 1,000.00      $ 1,019.24      $ 5.61        1.12

Class R5

   $ 1,000.00      $ 1,356.60      $ 4.85      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

Class R6

   $ 1,000.00      $ 1,357.40      $ 4.33      $ 1,000.00      $ 1,021.13      $ 3.71        0.74

Class Y

   $ 1,000.00      $ 1,357.30      $ 4.50      $ 1,000.00      $ 1,020.98      $ 3.86        0.77

Class F

   $ 1,000.00      $ 1,357.30      $ 4.33      $ 1,000.00      $ 1,021.13      $ 3.71        0.74

 

 

  16  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
    

Ending
Account Value

April 30, 2021

    

Expenses paid
during the period

November 1, 2020

through
April 30, 2021

     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period

November 1, 2020

through
April 30, 2021

     Annualized
expense
ratio
 

The Hartford MidCap Value Fund

 

                 

Class A

   $     1,000.00      $     1,450.50      $ 7.23      $ 1,000.00      $ 1,018.89      $ 5.96        1.19

Class C

   $ 1,000.00      $ 1,444.10      $     11.94      $     1,000.00      $     1,015.03      $     9.84        1.97

Class I

   $ 1,000.00      $ 1,452.40      $ 5.23      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class R3

   $ 1,000.00      $ 1,449.30      $ 8.99      $ 1,000.00      $ 1,017.46      $ 7.40        1.48

Class R4

   $ 1,000.00      $ 1,451.20      $ 7.23      $ 1,000.00      $ 1,018.89      $ 5.96        1.19

Class R5

   $ 1,000.00      $ 1,452.80      $ 5.35      $ 1,000.00      $ 1,020.43      $ 4.41        0.88

Class Y

   $ 1,000.00      $ 1,453.10      $ 5.23      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class F

   $ 1,000.00      $ 1,454.00      $ 4.75      $ 1,000.00      $ 1,020.93      $ 3.91        0.78

Hartford Quality Value Fund

 

                 

Class A

   $ 1,000.00      $ 1,349.80      $ 5.42      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class C

   $ 1,000.00      $ 1,344.20      $ 9.88      $ 1,000.00      $ 1,016.36      $ 8.50        1.70

Class I

   $ 1,000.00      $ 1,352.00      $ 3.50      $ 1,000.00      $ 1,021.82      $ 3.01        0.60

Class R3

   $ 1,000.00      $ 1,348.00      $ 6.75      $ 1,000.00      $ 1,019.04      $ 5.81        1.16

Class R4

   $ 1,000.00      $ 1,350.20      $ 5.07      $ 1,000.00      $ 1,020.48      $ 4.36        0.87

Class R5

   $ 1,000.00      $ 1,352.10      $ 3.50      $ 1,000.00      $ 1,021.82      $ 3.01        0.60

Class R6

   $ 1,000.00      $ 1,352.70      $ 2.68      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

Class Y

   $ 1,000.00      $ 1,351.80      $ 3.32      $ 1,000.00      $ 1,021.97      $ 2.86        0.57

Class F

   $ 1,000.00      $ 1,353.10      $ 2.68      $ 1,000.00      $ 1,022.51      $ 2.31        0.46

The Hartford Small Cap Growth Fund

 

                 

Class A

   $ 1,000.00      $ 1,350.90      $ 6.94      $ 1,000.00      $ 1,018.89      $ 5.96        1.19

Class C

   $ 1,000.00      $ 1,346.10      $ 11.17      $ 1,000.00      $ 1,015.27      $ 9.59        1.92

Class I

   $ 1,000.00      $ 1,353.20      $ 4.84      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

Class R3

   $ 1,000.00      $ 1,349.10      $ 8.50      $ 1,000.00      $ 1,017.56      $ 7.30        1.46

Class R4

   $ 1,000.00      $ 1,350.80      $ 6.88      $ 1,000.00      $ 1,018.94      $ 5.91        1.18

Class R5

   $ 1,000.00      $ 1,352.90      $ 4.96      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

Class R6

   $ 1,000.00      $ 1,353.80      $ 4.44      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class Y

   $ 1,000.00      $ 1,353.40      $ 4.73      $ 1,000.00      $ 1,020.78      $ 4.06        0.81

Class F

   $ 1,000.00      $ 1,353.80      $ 4.44      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Hartford Small Cap Value Fund

 

                 

Class A

   $ 1,000.00      $ 1,660.20      $ 8.44      $ 1,000.00      $ 1,018.45      $ 6.41        1.28

Class C

   $ 1,000.00      $ 1,654.30      $ 13.36      $ 1,000.00      $ 1,014.73      $ 10.14        2.03

Class I

   $ 1,000.00      $ 1,663.70      $ 6.01      $ 1,000.00      $ 1,020.28      $ 4.56        0.91

Class R3

   $ 1,000.00      $ 1,658.40      $ 8.77      $ 1,000.00      $ 1,018.20      $ 6.66        1.33

Class R4

   $ 1,000.00      $ 1,660.60      $ 7.85      $ 1,000.00      $ 1,018.89      $ 5.96        1.19

Class R5

   $ 1,000.00      $ 1,663.50      $ 5.94      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

Class R6

   $ 1,000.00      $ 1,665.10      $ 5.29      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class Y

   $ 1,000.00      $ 1,662.70      $ 5.61      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

Class F

   $ 1,000.00      $ 1,664.60      $ 5.29      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

The Hartford Small Company Fund

 

                 

Class A

   $ 1,000.00      $ 1,325.70      $ 6.98      $ 1,000.00      $ 1,018.79      $ 6.06        1.21

Class C

   $ 1,000.00      $ 1,320.30      $ 11.85      $ 1,000.00      $ 1,014.58      $ 10.29        2.06

Class I

   $ 1,000.00      $ 1,328.10      $ 5.37      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class R3

   $ 1,000.00      $ 1,323.70      $ 8.87      $ 1,000.00      $ 1,017.16      $ 7.70        1.54

Class R4

   $ 1,000.00      $ 1,325.70      $ 7.27      $ 1,000.00      $ 1,018.55      $ 6.31        1.26

Class R5

   $ 1,000.00      $ 1,328.10      $ 5.43      $ 1,000.00      $ 1,020.13      $ 4.71        0.94

Class R6

   $ 1,000.00      $ 1,328.50      $ 4.91      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

Class Y

   $ 1,000.00      $ 1,328.40      $ 5.20      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

Class F

   $ 1,000.00      $ 1,328.50      $ 4.91      $ 1,000.00      $ 1,020.58      $ 4.26        0.85

 

 

  17  

 


The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4%  
      Automobiles & Components - 0.3%  
  175,359    

Thor Industries, Inc.

  $ 24,829,081  
   

 

 

 
      Banks - 2.5%  
  1,866,355    

Bank of America Corp.

    75,643,368  
  165,890    

JP Morgan Chase & Co.

    25,515,541  
  470,382    

Western Alliance Bancorp

    49,423,037  
  791,239    

Zions Bancorp NA

    44,151,136  
   

 

 

 
      194,733,082  
   

 

 

 
      Capital Goods - 7.2%  
  503,398    

AerCap Holdings N.V.(1)

    29,322,934  
  125,280    

Caterpillar, Inc.

    28,577,621  
  783,668    

Colfax Corp.(1)

    35,413,957  
  358,597    

Emerson Electric Co.

    32,449,443  
  96,539    

General Dynamics Corp.

    18,364,614  
  806,800    

HF Global, Inc.(2)(3)

    16,337,700  
  482,345    

Ingersoll Rand, Inc.(1)

    23,832,666  
  861,121    

JELD-WEN Holding, Inc.(1)

    25,118,900  
  402,262    

Johnson Controls International plc

    25,077,013  
  543,450    

Kennametal, Inc.

    21,824,952  
  208,535    

Lockheed Martin Corp.

    79,360,080  
  200,101    

Middleby Corp.(1)

    36,282,313  
  239,826    

Northrop Grumman Corp.

    85,003,927  
  301,256    

Raytheon Technologies Corp.

    25,076,549  
  435,743    

SPX FLOW, Inc.

    29,016,126  
  591,273    

Westinghouse Air Brake Technologies Corp.

    48,525,775  
   

 

 

 
      559,584,570  
   

 

 

 
      Commercial & Professional Services - 2.2%  
  355,286    

Clean Harbors, Inc.(1)

    31,606,243  
  327,348    

Copart, Inc.(1)

    40,758,100  
  29,308    

CoStar Group, Inc.(1)

    25,041,634  
  448,558    

Leidos Holdings, Inc.

    45,429,954  
  218,951    

Waste Management, Inc.

    30,208,669  
   

 

 

 
      173,044,600  
   

 

 

 
      Consumer Durables & Apparel - 3.9%  
  211,010    

Carter’s, Inc.

    22,955,778  
  170,063    

Garmin Ltd.

    23,339,446  
  259,020    

Lennar Corp. Class A

    26,834,472  
  133,728    

Lululemon Athletica, Inc.(1)

    44,834,987  
  461,649    

NIKE, Inc. Class B

    61,223,890  
  4,739    

NVR, Inc.(1)

    23,780,776  
  223,961    

Polaris, Inc.

    31,361,259  
  595,224    

Steven Madden Ltd.

    24,207,760  
  551,823    

Under Armour, Inc. Class A(1)

    13,414,817  
  1,235,250    

Under Armour, Inc. Class C(1)

    24,593,828  
  101,582    

VF Corp.

    8,904,678  
   

 

 

 
      305,451,691  
   

 

 

 
      Consumer Services - 6.2%  
  757,666    

Aramark

    29,450,477  
  832,654    

Bloomin’ Brands, Inc.(1)

    26,311,866  
  31,502    

Booking Holdings, Inc.(1)

    77,686,452  
  190,720    

Chegg, Inc.(1)

    17,227,738  
  21,365    

Chipotle Mexican Grill, Inc.(1)

    31,877,221  
  615,662    

DraftKings, Inc. Class A(1)

    34,883,409  
  608,008    

Las Vegas Sands Corp.

    37,246,570  
  395,347    

McDonald’s Corp.

    93,333,520  
  413,947    

Penn National Gaming, Inc.(1)

    36,890,957  
  550,116    

Six Flags Entertainment Corp.(1)

    25,844,450  
  229,452    

Starbucks Corp.

    26,269,959  
  293,051    

Wyndham Hotels & Resorts, Inc.

    21,424,959  
  201,721    

Yum! Brands, Inc.

    24,109,694  
   

 

 

 
      482,557,272  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4% - (continued)  
      Diversified Financials - 3.8%  
  857,744    

American Express Co.

  $ 131,535,042  
  597,962    

Bank of New York Mellon Corp.

    29,826,345  
  30,434    

BlackRock, Inc.

    24,934,576  
  241,384    

Charles Schwab Corp.

    16,993,434  
  33,400    

Coinbase Global, Inc. Class A(1)

    9,941,176  
  414,235    

Synchrony Financial

    18,118,639  
  336,455    

Tradeweb Markets, Inc. Class A

    27,347,062  
  558,932    

Voya Financial, Inc.

    37,906,768  
   

 

 

 
      296,603,042  
   

 

 

 
      Energy - 0.6%  
  528,591    

Diamondback Energy, Inc.

    43,201,742  
   

 

 

 
      Food & Staples Retailing - 0.8%      
  833,166    

U.S. Foods Holding Corp.(1)

    34,543,063  
  183,896    

Walmart, Inc.

    25,728,889  
   

 

 

 
      60,271,952  
   

 

 

 
      Food, Beverage & Tobacco - 5.3%  
  422,029    

Altria Group, Inc.

    20,151,885  
  1,162,514    

Coca-Cola Co.

    62,752,506  
  252,133    

Constellation Brands, Inc. Class A

    60,592,602  
  1,847,077    

Diageo plc

    82,917,806  
  436,400    

General Mills, Inc.

    26,559,304  
  251,377    

Lamb Weston Holdings, Inc.

    20,235,848  
  491,023    

Mondelez International, Inc. Class A

    29,859,109  
  493,659    

PepsiCo., Inc.

    71,165,881  
  420,222    

Philip Morris International, Inc.

    39,921,090  
   

 

 

 
      414,156,031  
   

 

 

 
      Health Care Equipment & Services - 8.8%  
  63,770    

ABIOMED, Inc.(1)

    20,452,952  
  362,626    

Acadia Healthcare Co., Inc.(1)

    22,091,176  
  105,100    

agilon health, Inc.(1)

    3,313,803  
  72,686    

Align Technology, Inc.(1)

    43,286,694  
  592,054    

Baxter International, Inc.

    50,733,107  
  56,735    

Becton Dickinson and Co.

    14,116,235  
  375,598    

Boston Scientific Corp.(1)

    16,376,073  
  257,973    

Cerner Corp.

    19,360,874  
  192,792    

Danaher Corp.

    48,957,600  
  95,706    

DexCom, Inc.(1)

    36,952,087  
  385,115    

Encompass Health Corp.

    32,680,859  
  438,437    

GoodRx Holdings, Inc. Class A(1)(4)

    17,541,864  
  119,024    

Insulet Corp.(1)

    35,138,265  
  130,576    

Laboratory Corp. of America Holdings(1)

    34,716,241  
  662,768    

Medtronic plc

    86,769,587  
  124,563    

Molina Healthcare, Inc.(1)

    31,776,021  
  1,733,304    

Multiplan Corp.(1)(4)

    12,878,449  
  291,044    

Oak Street Health, Inc.(1)

    17,937,042  
  64,170    

Teleflex, Inc.

    27,110,542  
  220,985    

UnitedHealth Group, Inc.

    88,128,818  
  74,950    

Veeva Systems, Inc. Class A(1)

    21,169,627  
   

 

 

 
      681,487,916  
   

 

 

 
      Household & Personal Products - 1.5%  
  895,162    

Colgate-Palmolive Co.

    72,239,573  
  85,767    

Kimberly-Clark Corp.

    11,434,457  
  225,951    

Procter & Gamble Co.

    30,146,382  
   

 

 

 
      113,820,412  
   

 

 

 
      Insurance - 4.5%  
  995,025    

Aflac, Inc.

    53,462,693  
  32,368    

Alleghany Corp.(1)

    21,976,901  
  250,809    

Assurant, Inc.

    39,025,881  
  424,583    

Chubb Ltd.

    72,854,197  
  1,053,906    

CNO Financial Group, Inc.

    26,906,220  
  126,010    

Globe Life, Inc.

    12,914,765  
 

 

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

 

 

  18  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4% - (continued)  
      Insurance - 4.5% - (continued)  
  183,343    

Hanover Insurance Group, Inc.

  $ 25,358,170  
  693,205    

Marsh & McLennan Cos., Inc.

    94,067,919  
   

 

 

 
      346,566,746  
   

 

 

 
      Materials - 3.2%  
  336,804    

Barrick Gold Corp.

    7,157,085  
  222,542    

Celanese Corp.

    34,861,204  
  211,065    

Ecolab, Inc.

    47,303,888  
  464,668    

FMC Corp.

    54,942,344  
  351,500    

Linde plc

    100,472,760  
   

 

 

 
      244,737,281  
   

 

 

 
      Media & Entertainment - 7.9%  
  442,386    

Activision Blizzard, Inc.

    40,341,179  
  83,105    

Alphabet, Inc. Class A(1)

    195,587,618  
  313,007    

Facebook, Inc. Class A(1)

    101,752,316  
  150,677    

Match Group, Inc.(1)

    23,449,862  
  608,487    

Omnicom Group, Inc.

    50,054,141  
  292,112    

Pinterest, Inc. Class A(1)

    19,387,473  
  53,792    

Roku, Inc.(1)

    18,449,042  
  755,926    

Snap, Inc. Class A(1)

    46,731,345  
  133,368    

Spotify Technology S.A.(1)

    33,624,740  
  583,990    

Twitter, Inc.(1)

    32,247,928  
  254,905    

Walt Disney Co.(1)

    47,417,428  
   

 

 

 
      609,043,072  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 4.2%  
  190,871    

Allakos, Inc.(1)

    20,827,844  
  23,031    

Biogen, Inc.(1)

    6,156,877  
  468,453    

ChemoCentryx, Inc.(1)

    22,640,334  
  444,275    

Elanco Animal Health, Inc.(1)

    14,087,960  
  108,566    

Exact Sciences Corp.(1)

    14,311,170  
  313,491    

Heron Therapeutics, Inc.(1)

    5,479,823  
  67,186    

Illumina, Inc.(1)

    26,393,348  
  519,818    

Johnson & Johnson

    84,589,983  
  154,069    

Kodiak Sciences, Inc.(1)

    18,617,698  
  1,784,880    

Pfizer, Inc.

    68,985,612  
  442,653    

PTC Therapeutics, Inc.(1)

    18,241,730  
  51,565    

Reata Pharmaceuticals, Inc. Class A(1)

    5,228,691  
  11,100    

Sana Biotechnology, Inc.(1)

    238,650  
  98,307    

Vertex Pharmaceuticals, Inc.(1)

    21,450,587  
   

 

 

 
      327,250,307  
   

 

 

 
      Real Estate - 4.0%  
  102,496    

Alexandria Real Estate Equities, Inc. REIT

    18,562,026  
  90,657    

American Tower Corp. REIT

    23,096,684  
  687,782    

Americold Realty Trust REIT

    27,779,515  
  161,165    

Crown Castle International Corp. REIT

    30,469,855  
  693,863    

Gaming and Leisure Properties, Inc. REIT

    32,257,691  
  269,213    

Prologis, Inc. REIT

    31,371,391  
  121,690    

Public Storage REIT

    34,214,360  
  218,017    

Redfin Corp.(1)

    15,431,243  
  405,937    

Ryman Hospitality Properties, Inc. REIT

    31,926,945  
  804,108    

STORE Capital Corp. REIT

    28,779,025  
  1,268,019    

VICI Properties, Inc. REIT

    40,196,202  
   

 

 

 
      314,084,937  
   

 

 

 
      Retailing - 6.2%  
  89,572    

Alibaba Group Holding Ltd. ADR(1)

    20,686,653  
  43,121    

Amazon.com, Inc.(1)

    149,518,618  
  14,826    

AutoZone, Inc.(1)

    21,707,043  
  225,950    

Chewy, Inc. Class A(1)(4)

    18,012,734  
  129,123    

Dollar General Corp.

    27,729,164  
  84,995    

Etsy, Inc.(1)

    16,896,156  
  63,840    

Five Below, Inc.(1)

    12,849,077  
  10,615    

JAND, Inc. Class A(1)(2)(3)(5)

    242,341  
  115,559    

Lowe’s Cos., Inc.

    22,678,454  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4% - (continued)  
      Retailing - 6.2% - (continued)  
  82,731    

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

  $ 7,633,589  
  287,980    

Ross Stores, Inc.

    37,708,101  
  1,770,261    

TJX Cos., Inc.

    125,688,531  
  316,327    

Tory Burch LLC(1)(2)(3)(5)

    15,569,599  
   

 

 

 
      476,920,060  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.2%  
  803,135    

Advanced Micro Devices, Inc.(1)

    65,551,879  
  146,768    

First Solar, Inc.(1)

    11,232,155  
  665,332    

Marvell Technology, Inc.

    30,079,660  
  275,993    

MKS Instruments, Inc.

    49,433,106  
  24,350    

NVIDIA Corp.

    14,619,253  
  101,939    

Skyworks Solutions, Inc.

    18,484,599  
  52,747    

SolarEdge Technologies, Inc.(1)

    13,900,944  
  153,125    

Texas Instruments, Inc.

    27,640,594  
  73,481    

Universal Display Corp.

    16,436,965  
   

 

 

 
      247,379,155  
   

 

 

 
      Software & Services - 12.3%  
  151,069    

Accenture plc Class A

    43,805,478  
  227,699    

ANSYS, Inc.(1)

    83,260,416  
  102,940    

Avalara, Inc.(1)

    14,587,627  
  62,921    

Fair Isaac Corp.(1)

    32,807,639  
  223,032    

FleetCor Technologies, Inc.(1)

    64,170,767  
  606,671    

Genpact Ltd.

    28,835,073  
  214,834    

Global Payments, Inc.

    46,109,821  
  248,916    

GoDaddy, Inc. Class A(1)

    21,610,887  
  151,079    

Guidewire Software, Inc.(1)

    15,940,345  
  486,065    

International Business Machines Corp.

    68,962,902  
  150,933    

Mastercard, Inc. Class A

    57,665,462  
  415,617    

Medallia, Inc.(1)

    12,256,545  
  217,616    

Microsoft Corp.

    54,878,403  
  56,956    

MongoDB, Inc.(1)

    16,942,132  
  800,634    

Oracle Corp.

    60,680,051  
  71,667    

Paycom Software, Inc.(1)

    27,549,512  
  8,300    

Rapid7, Inc.(1)

    674,375  
  86,349    

RingCentral, Inc. Class A(1)

    27,541,014  
  274,553    

salesforce.com, Inc.(1)

    63,235,047  
  94,787    

Square, Inc. Class A(1)

    23,205,753  
  342,587    

Tenable Holdings, Inc.(1)

    12,845,300  
  250,671    

Varonis Systems, Inc.(1)

    13,273,029  
  148,629    

Visa, Inc. Class A

    34,713,789  
  1,024,950    

Western Union Co.

    26,402,712  
  127,631    

WEX, Inc.(1)

    26,191,158  
  291,779    

Workday, Inc. Class A(1)

    72,069,413  
   

 

 

 
      950,214,650  
   

 

 

 
      Technology Hardware & Equipment - 3.4%  
  89,766    

Arrow Electronics, Inc.(1)

    10,239,608  
  160,240    

CDW Corp.

    28,575,599  
  1,753,398    

Cisco Systems, Inc.

    89,265,492  
  134,507    

F5 Networks, Inc.(1)

    25,120,527  
  1,529,117    

Flex Ltd.(1)

    26,606,636  
  340,246    

II-VI, Inc.(1)

    22,844,117  
  393,548    

Lumentum Holdings, Inc.(1)

    33,471,257  
  121,157    

Rogers Corp.(1)

    23,727,387  
  70,186    

Vontier Corp.(1)

    2,199,629  
   

 

 

 
      262,050,252  
   

 

 

 
      Telecommunication Services - 0.2%  
  108,997    

T-Mobile U.S., Inc.(1)

    14,401,774  
   

 

 

 
      Transportation - 3.8%  
  374,375    

Canadian National Railway Co.

    40,305,124  
  190,170    

FedEx Corp.

    55,208,253  
  308,548    

J.B. Hunt Transport Services, Inc.

    52,672,229  
  65,292    

Southwest Airlines Co.

    4,099,032  
 

 

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

 

 

  19  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.4% - (continued)  
      Transportation - 3.8% - (continued)  
  599,840    

Uber Technologies, Inc.(1)

  $ 32,853,237  
  270,377    

Union Pacific Corp.

    60,048,028  
  246,596    

United Parcel Service, Inc. Class B

    50,271,060  
   

 

 

 
      295,456,963  
   

 

 

 
      Utilities - 0.4%  
  372,031    

CenterPoint Energy, Inc.

    9,111,039  
  222,617    

Duke Energy Corp.

    22,415,306  
   

 

 

 
      31,526,345  
   

 

 

 
 

Total Common Stocks
(cost $5,463,217,506)

  $ 7,469,372,933  
   

 

 

 
ESCROWS - 0.0%  
      Consumer Durables & Apparel - 0.0%      
  83,332    

One Kings Lane, Inc.(1)(2)(3)(5)

  $ 13,333  
   

 

 

 
      Software & Services - 0.0%      
  95,031    

Marklogic Corp.(1)(2)(3)(5)

    1,236  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 14,569  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 1.0%  
      Commercial & Professional Services - 0.0%      
  33,739    

Rubicon Global Holdings LLC Series C(1)(2)(3)(5)

  $ 554,669  
   

 

 

 
      Consumer Services - 0.1%  
  20,148    

Airbnb, Inc. Series E(1)(3)(7)

    3,443,535  
   

 

 

 
      Diversified Financials - 0.1%  
  348,919    

Social Finance, Inc. Series F(3)(5)

    10,517,466  
   

 

 

 
      Real Estate - 0.1%      
  326,184    

We Co. Series D1(1)(3)(5)

    2,972,515  
  599,094    

We Co. Series D2(1)(3)(5)

    5,459,543  
   

 

 

 
      8,432,058  
   

 

 

 
      Retailing - 0.3%  
  56,050    

Honest Co., Inc. Series C(1)(2)(3)(5)

    947,850  
  23,702    

JAND, Inc. Series D(1)(2)(3)(5)

    547,042  
  556,388    

Honest Co., Inc. Series E(1)(2)(3)(5)

    9,408,966  
  269,407    

Coupang LLC(1)(3)(7)

    10,889,162  
   

 

 

 
      21,793,020  
   

 

 

 
      Software & Services - 0.4%  
  566,622    

Essence Group Holdings Corp. Series 3(1)(2)(3)(5)

    1,382,558  
  47,064    

Sharecare, Inc. Series B2(3)(5)

    29,914,820  
  77,707    

Lookout, Inc. Series F(1)(2)(3)(5)

    717,235  
   

 

 

 
      32,014,613  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $50,664,388)

  $ 76,755,361  
   

 

 

 
 

Total Long-Term Investments
(cost $5,513,881,894)

  $ 7,546,142,863  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.2%  
      Repurchase Agreements - 1.8%      
  139,157,525    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $139,157,583; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $141,940,757

  $ 139,157,525  
   

 

 

 
      Securities Lending Collateral - 0.4%      
  3,621,537    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.00%(6)

    3,621,536  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.2% - (continued)  
      Securities Lending Collateral - 0.4% - (continued)  
  25,402,551    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.00%(6)

  $ 25,402,551  
   

 

 

 
      29,024,087  
   

 

 

 
 

Total Short-Term Investments
(cost $168,181,612)

  $ 168,181,612  
   

 

 

 
 

Total Investments
(cost $5,682,063,506)

    99.6    $ 7,714,324,475  
 

Other Assets and Liabilities

    0.4      34,750,020  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 7,749,074,495  
   

 

 

    

 

 

 

 

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.

 

(1) 

Non-income producing.

 

(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, 2021, the aggregate fair value of these securities was $108,919,570, which represented 1.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4) 

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

 

(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 $78,249,173 or 1.0% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  05/2014      Essence Group Holdings Corp. Series 3 Convertible Preferred      566,622      $     895,999      $     1,382,558  
  08/2014      Honest Co., Inc. Series C Convertible Preferred      56,050        758,281        947,850  
  08/2015      Honest Co., Inc. Series E Convertible Preferred      556,388            12,728,766        9,408,966  
 

 

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

 

 

  20  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  04/2015      JAND, Inc. Class A      10,615      $ 121,916      $ 242,341  
  04/2015      JAND, Inc. Series D Convertible Preferred      23,702        272,225        547,042  
  07/2014      Lookout, Inc. Series F Convertible Preferred      77,707        887,655        717,235  
  01/2021      Marklogic Corp.      95,031               1,236  
  01/2014      One Kings Lane, Inc.      83,332               13,333  
  09/2015      Rubicon Global Holdings LLC Series C Convertible Preferred      33,739        673,447        554,669  
  03/2015      Sharecare, Inc. Series B2 Convertible Preferred      47,064            11,759,882            29,914,820  
  09/2015      Social Finance, Inc. Series F Convertible Preferred      348,919        5,504,651        10,517,466  
  11/2013      Tory Burch LLC      316,327        24,792,580        15,569,599  
  12/2014      We Co. Series D1 Convertible Preferred      326,184        5,431,342        2,972,515  
Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  12/2014      We Co. Series D2 Convertible Preferred      599,094      $ 9,975,610      $ 5,459,543  
        

 

 

    

 

 

 
         $     73,802,354      $     78,249,173  
        

 

 

    

 

 

 

 

(6)

Current yield as of period end.

 

(7) 

Investment is temporarily subject to certain trading restrictions. At April 30, 2021, the value of such restricted securities amounted to $14,332,697 or 0.2% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  06/2015      Airbnb, Inc. Series E Convertible Preferred      20,148      $ 937,833      $ 3,443,535  
  11/2014      Coupang LLC Convertible Preferred      269,407        838,697        10,889,162  
        

 

 

    

 

 

 
               1,776,530            14,332,697  
        

 

 

    

 

 

 
 
Futures Contracts Outstanding at April 30, 2021  

Description

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

Nasdaq 100 E-MINI Future

     547        06/18/2021      $     151,519,000      $     1,469,584  
           

 

 

 

Total futures contracts

 

   $ 1,469,584  
           

 

 

 

 

 

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, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 24,829,081      $ 24,829,081      $      $  

Banks

     194,733,082        194,733,082                

Capital Goods

     559,584,570        543,246,870                   16,337,700  

Commercial & Professional Services

     173,044,600        173,044,600                

Consumer Durables & Apparel

     305,451,691        305,451,691                

Consumer Services

     482,557,272        482,557,272                

Diversified Financials

     296,603,042        296,603,042                

Energy

     43,201,742        43,201,742                

Food & Staples Retailing

     60,271,952        60,271,952                

Food, Beverage & Tobacco

         414,156,031            331,238,225            82,917,806         

Health Care Equipment & Services

     681,487,916        681,487,916                

Household & Personal Products

     113,820,412        113,820,412                

Insurance

     346,566,746        346,566,746                

Materials

     244,737,281        244,737,281                

Media & Entertainment

     609,043,072        609,043,072                

Pharmaceuticals, Biotechnology & Life Sciences

     327,250,307        327,250,307                

Real Estate

     314,084,937        314,084,937                

Retailing

     476,920,060        461,108,120               15,811,940  

Semiconductors & Semiconductor Equipment

     247,379,155        247,379,155                

Software & Services

     950,214,650        950,214,650                

Technology Hardware & Equipment

     262,050,252        262,050,252                

Telecommunication Services

     14,401,774        14,401,774                

Transportation

     295,456,963        295,456,963                

Utilities

     31,526,345        31,526,345                

Escrows

     14,569                      14,569  

Convertible Preferred Stocks

     76,755,361               63,197,041        13,558,320  

Short-Term Investments

     168,181,612        29,024,087        139,157,525         

Futures Contracts(2)

     1,469,584        1,469,584                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     7,715,794,059      $     7,384,799,158      $     285,272,372      $     45,722,529  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, investments valued at $29,414,732 were transferred out of Level 3 due to the corroboration of significant inputs with quoted market prices or observable market data 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, 2021 is not presented.

 

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

 

 

  22  

 


Hartford Core Equity Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1%  
      Automobiles & Components - 0.4%  
  63,406    

Tesla, Inc.*

  $ 44,982,753  
   

 

 

 
      Banks - 6.0%  
  6,540,939    

Bank of America Corp.

    265,104,258  
  1,870,925    

JP Morgan Chase & Co.

    287,766,974  
  785,029    

PNC Financial Services Group, Inc.

    146,761,171  
   

 

 

 
      699,632,403  
   

 

 

 
      Capital Goods - 6.0%  
  1,007,808    

AMETEK, Inc.

    135,983,533  
  1,460,038    

Fortune Brands Home & Security, Inc.

    153,274,789  
  547,770    

IDEX Corp.

    122,810,034  
  626,197    

Illinois Tool Works, Inc.

    144,313,361  
  1,628,970    

Raytheon Technologies Corp.

    135,595,463  
   

 

 

 
      691,977,180  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  509,244    

Equifax, Inc.

    116,734,002  
  1,213,493    

Leidos Holdings, Inc.

    122,902,571  
  530,571    

Republic Services, Inc.

    56,399,697  
   

 

 

 
      296,036,270  
   

 

 

 
      Consumer Durables & Apparel - 2.2%  
  1,007,926    

NIKE, Inc. Class B

    133,671,146  
  1,421,137    

VF Corp.

    124,576,870  
   

 

 

 
      258,248,016  
   

 

 

 
      Consumer Services - 2.4%  
  200,328    

Airbnb, Inc. Class A*(1)

    34,598,649  
  38,316    

Booking Holdings, Inc.*

    94,490,321  
  639,955    

McDonald’s Corp.

    151,080,577  
   

 

 

 
      280,169,547  
   

 

 

 
      Diversified Financials - 5.1%  
  1,043,602    

American Express Co.

    160,036,367  
  161,168    

BlackRock, Inc.

    132,044,942  
  1,544,009    

Charles Schwab Corp.

    108,698,234  
  2,361,235    

Morgan Stanley

    194,919,949  
   

 

 

 
      595,699,492  
   

 

 

 
      Energy - 1.2%  
  1,830,293    

EOG Resources, Inc.

    134,782,777  
   

 

 

 
      Food & Staples Retailing - 1.3%  
  1,109,495    

Walmart, Inc.

    155,229,445  
   

 

 

 
      Food, Beverage & Tobacco - 2.4%  
  667,944    

Constellation Brands, Inc. Class A

    160,520,302  
  1,259,427    

Monster Beverage Corp.*

    122,227,390  
   

 

 

 
      282,747,692  
   

 

 

 
      Health Care Equipment & Services - 8.3%  
  911,149    

Abbott Laboratories

    109,410,772  
  29,968    

agilon health, Inc.*

    944,891  
  1,454,354    

Baxter International, Inc.

    124,623,594  
  482,675    

Becton Dickinson and Co.

    120,094,367  
  553,840    

Danaher Corp.

    140,642,130  
  1,478,019    

Hologic, Inc.*

    96,884,145  
  369,372    

Laboratory Corp. of America Holdings*

    98,204,934  
  678,234    

UnitedHealth Group, Inc.

    270,479,719  
   

 

 

 
      961,284,552  
   

 

 

 
      Household & Personal Products - 2.9%  
  1,419,455    

Colgate-Palmolive Co.

    114,550,019  
  1,703,919    

Procter & Gamble Co.

    227,336,873  
   

 

 

 
      341,886,892  
   

 

 

 
      Insurance - 0.9%  
  631,912    

Chubb Ltd.

    108,429,780  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1% - (continued)  
      Materials - 1.4%  
  938,456    

PPG Industries, Inc.

  $ 160,701,205  
   

 

 

 
      Media & Entertainment - 11.5%  
  255,088    

Alphabet, Inc. Class A*

    600,349,608  
  996,906    

Facebook, Inc. Class A*

    324,074,202  
  284,365    

Netflix, Inc.*

    146,012,897  
  1,454,719    

Walt Disney Co.*

    270,606,828  
   

 

 

 
      1,341,043,535  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.2%  
  972,984    

Eli Lilly & Co.

    177,832,286  
  2,459,852    

Merck & Co., Inc.

    183,258,974  
  186,549    

Regeneron Pharmaceuticals, Inc.*

    89,786,034  
  331,672    

Thermo Fisher Scientific, Inc.

    155,962,124  
   

 

 

 
      606,839,418  
   

 

 

 
      Real Estate - 1.7%  
  464,477    

American Tower Corp. REIT

    118,334,805  
  1,677,033    

Gaming and Leisure Properties, Inc. REIT

    77,965,264  
   

 

 

 
      196,300,069  
   

 

 

 
      Retailing - 5.8%  
  143,187    

Amazon.com, Inc.*

    496,489,468  
  2,479,775    

TJX Cos., Inc.

    176,064,025  
   

 

 

 
      672,553,493  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.8%  
  1,192,076    

Advanced Micro Devices, Inc.*

    97,297,243  
  307,018    

KLA Corp.

    96,818,126  
  814,518    

QUALCOMM, Inc.

    113,055,099  
  559,651    

Teradyne, Inc.

    70,001,147  
  1,003,300    

Texas Instruments, Inc.

    181,105,683  
   

 

 

 
      558,277,298  
   

 

 

 
      Software & Services - 12.0%  
  771,526    

Fidelity National Information Services, Inc.

    117,966,325  
  575,418    

Global Payments, Inc.

    123,501,965  
  931,438    

GoDaddy, Inc. Class A*

    80,867,447  
  526,297    

Mastercard, Inc. Class A

    201,077,032  
  2,195,575    

Microsoft Corp.

    553,680,104  
  717,178    

salesforce.com, Inc.*

    165,180,437  
  751,148    

SS&C Technologies Holdings, Inc.

    55,750,205  
  395,406    

Workday, Inc. Class A*

    97,665,282  
   

 

 

 
      1,395,688,797  
   

 

 

 
      Technology Hardware & Equipment - 9.0%  
  4,165,388    

Apple, Inc.

    547,581,906  
  648,636    

CDW Corp.

    115,671,258  
  3,416,709    

Corning, Inc.

    151,052,705  
  720,658    

Motorola Solutions, Inc.

    135,699,901  
  1,265,221    

NetApp, Inc.

    94,499,357  
   

 

 

 
      1,044,505,127  
   

 

 

 
      Telecommunication Services - 1.2%  
  2,382,342    

Verizon Communications, Inc.

    137,675,544  
   

 

 

 
      Transportation - 1.4%  
  563,667    

FedEx Corp.

    163,638,167  
   

 

 

 
      Utilities - 2.4%  
  1,535,596    

American Electric Power Co., Inc.

    136,222,721  
  1,869,911    

NextEra Energy, Inc.

    144,936,802  
   

 

 

 
      281,159,523  
   

 

 

 
 

Total Common Stocks
(cost $7,374,426,442)

  $ 11,409,488,975  
   

 

 

 
 

 

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

 

 

  23  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount     Market Value  
SHORT-TERM INVESTMENTS - 1.6%  
      Repurchase Agreements - 1.3%  
  153,278,482    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $153,278,546; collateralized by U.S. Treasury Inflation Index Note at 0.500%, maturing 01/15/2028, with a market value of $156,344,111

 

  $ 153,278,482  
     

 

 

 
      Securities Lending Collateral - 0.3%  
  4,084,206    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

 

    4,084,206  
  28,647,850    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(2)

 

    28,647,850  
     

 

 

 
        32,732,056  
     

 

 

 
 

Total Short-Term Investments
(cost $186,010,538)

 

   $ 186,010,538  
      

 

 

 
 

Total Investments
(cost $7,560,436,980)

    99.7    $ 11,595,499,513  
 

Other Assets and Liabilities

    0.3      31,694,471  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 11,627,193,984  
   

 

 

    

 

 

 
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.

 
Futures Contracts Outstanding at April 30, 2021  

Description

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

S&P 500 (E-Mini) Future

     280        06/18/2021      $     58,441,600      $     25,079  
           

 

 

 

Total futures contracts

 

   $ 25,079  
           

 

 

 

 

 

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.

 

 

  24  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 44,982,753      $ 44,982,753      $      $  

Banks

     699,632,403        699,632,403                

Capital Goods

     691,977,180        691,977,180                

Commercial & Professional Services

     296,036,270        296,036,270                

Consumer Durables & Apparel

     258,248,016        258,248,016                

Consumer Services

     280,169,547        280,169,547                

Diversified Financials

     595,699,492        595,699,492                

Energy

     134,782,777        134,782,777                

Food & Staples Retailing

     155,229,445        155,229,445                

Food, Beverage & Tobacco

     282,747,692        282,747,692                

Health Care Equipment & Services

     961,284,552        961,284,552                

Household & Personal Products

     341,886,892        341,886,892                

Insurance

     108,429,780        108,429,780                

Materials

     160,701,205        160,701,205                

Media & Entertainment

     1,341,043,535        1,341,043,535                

Pharmaceuticals, Biotechnology & Life Sciences

     606,839,418        606,839,418                

Real Estate

     196,300,069        196,300,069                

Retailing

     672,553,493        672,553,493                

Semiconductors & Semiconductor Equipment

     558,277,298        558,277,298                

Software & Services

         1,395,688,797            1,395,688,797            —            —  

Technology Hardware & Equipment

     1,044,505,127        1,044,505,127                

Telecommunication Services

     137,675,544        137,675,544                

Transportation

     163,638,167        163,638,167                

Utilities

     281,159,523        281,159,523                

Short-Term Investments

     186,010,538        32,732,056        153,278,482         

Futures Contracts(2)

     25,079        25,079                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     11,595,524,592      $     11,442,246,110      $     153,278,482      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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.

 

 

  25  

 


The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.6%  
      Banks - 7.9%  
  9,978,597    

Bank of America Corp.

  $ 404,432,536  
  2,621,783    

JP Morgan Chase & Co.

    403,256,443  
  1,032,803    

PNC Financial Services Group, Inc.

    193,082,521  
   

 

 

 
      1,000,771,500  
   

 

 

 
      Capital Goods - 7.9%  
  303,576    

Deere & Co.

    112,581,160  
  824,347    

General Dynamics Corp.

    156,815,530  
  2,172,732    

Ingersoll Rand, Inc.*

    107,354,688  
  1,956,595    

Johnson Controls International plc

    121,974,132  
  382,605    

Lockheed Martin Corp.

    145,604,159  
  2,050,793    

Otis Worldwide Corp.

    159,695,251  
  2,419,092    

Raytheon Technologies Corp.

    201,365,218  
   

 

 

 
      1,005,390,138  
   

 

 

 
      Commercial & Professional Services - 0.8%  
  748,425    

Waste Management, Inc.

    103,260,197  
   

 

 

 
      Consumer Services - 2.2%  
  1,259,021    

Hilton Worldwide Holdings, Inc.*

    162,036,003  
  478,776    

McDonald’s Corp.

    113,029,438  
   

 

 

 
      275,065,441  
   

 

 

 
      Diversified Financials - 6.2%  
  1,465,741    

American Express Co.

    224,771,383  
  171,417    

BlackRock, Inc.

    140,441,948  
  2,428,568    

Charles Schwab Corp.

    170,971,187  
  1,025,789    

Northern Trust Corp.

    116,734,788  
  343,731    

S&P Global, Inc.

    134,189,145  
   

 

 

 
      787,108,451  
   

 

 

 
      Energy - 4.2%  
  1,847,247    

Chevron Corp.

    190,395,748  
  2,906,103    

ConocoPhillips

    148,618,107  
  1,785,631    

Marathon Petroleum Corp.

    99,370,365  
  2,051,673    

Total S.A. ADR

    90,848,081  
   

 

 

 
      529,232,301  
   

 

 

 
      Food & Staples Retailing - 2.5%  
  1,693,703    

Sysco Corp.

    143,507,455  
  1,233,606    

Walmart, Inc.

    172,593,816  
   

 

 

 
      316,101,271  
   

 

 

 
      Food, Beverage & Tobacco - 2.5%  
  3,327,702    

Coca-Cola Co.

    179,629,354  
  2,192,382    

Mondelez International, Inc. Class A

    133,318,749  
   

 

 

 
      312,948,103  
   

 

 

 
      Health Care Equipment & Services - 7.6%  
  430,679    

Anthem, Inc.

    163,395,306  
  556,160    

Becton Dickinson and Co.

    138,378,169  
  883,232    

HCA Healthcare, Inc.

    177,582,626  
  1,591,613    

Medtronic plc

    208,373,974  
  696,004    

UnitedHealth Group, Inc.

    277,566,395  
   

 

 

 
      965,296,470  
   

 

 

 
      Insurance - 5.9%  
  3,232,805    

American International Group, Inc.

    156,629,402  
  1,245,380    

Chubb Ltd.

    213,694,754  
  2,030,836    

MetLife, Inc.

    129,222,095  
  1,070,294    

Principal Financial Group, Inc.

    68,359,678  
  1,871,963    

Prudential Financial, Inc.

    187,870,207  
   

 

 

 
      755,776,136  
   

 

 

 
      Materials - 3.9%  
  1,580,689    

Celanese Corp.

    247,614,932  
  784,270    

FMC Corp.

    92,732,085  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.6% - (continued)  
      Materials - 3.9% - (continued)  
  884,237    

PPG Industries, Inc.

  $ 151,416,744  
   

 

 

 
      491,763,761  
   

 

 

 
      Media & Entertainment - 6.3%  
  212,421    

Alphabet, Inc. Class A*

    499,932,824  
  5,240,249    

Comcast Corp. Class A

    294,239,981  
   

 

 

 
      794,172,805  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.1%  
  860,530    

Agilent Technologies, Inc.

    115,001,229  
  2,482,254    

AstraZeneca plc ADR(1)

    131,733,220  
  2,467,335    

Bristol-Myers Squibb Co.

    154,011,051  
  1,704,483    

Merck & Co., Inc.

    126,983,983  
  1,364,109    

Novartis AG ADR

    116,276,651  
  6,761,349    

Pfizer, Inc.

    261,326,139  
   

 

 

 
      905,332,273  
   

 

 

 
      Real Estate - 2.3%  
  369,998    

American Tower Corp. REIT

    94,264,390  
  5,037,230    

Host Hotels & Resorts, Inc. REIT*

    91,476,097  
  400,643    

Public Storage REIT

    112,644,786  
   

 

 

 
      298,385,273  
   

 

 

 
      Retailing - 4.1%  
  529,979    

Home Depot, Inc.

    171,538,303  
  968,303    

Lowe’s Cos., Inc.

    190,029,464  
  2,290,734    

TJX Cos., Inc.

    162,642,114  
   

 

 

 
      524,209,881  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.6%  
  408,288    

Broadcom, Inc.

    186,260,985  
  1,338,353    

Micron Technology, Inc.*

    115,192,043  
  829,312    

Texas Instruments, Inc.

    149,699,109  
   

 

 

 
      451,152,137  
   

 

 

 
      Software & Services - 6.7%  
  428,218    

Accenture plc Class A

    124,170,373  
  616,422    

Cognizant Technology Solutions Corp. Class A

    49,560,329  
  886,489    

Fidelity National Information Services, Inc.

    135,544,168  
  2,170,649    

Microsoft Corp.

    547,394,265  
   

 

 

 
      856,669,135  
   

 

 

 
      Technology Hardware & Equipment - 7.6%  
  2,433,017    

Apple, Inc.

    319,844,415  
  4,425,343    

Cisco Systems, Inc.

    225,294,212  
  3,712,141    

Corning, Inc.

    164,113,754  
  5,470,888    

HP, Inc.

    186,611,990  
  341,912    

Motorola Solutions, Inc.

    64,382,029  
   

 

 

 
      960,246,400  
   

 

 

 
      Telecommunication Services - 2.5%  
  5,539,123    

Verizon Communications, Inc.

    320,105,918  
   

 

 

 
      Transportation - 0.6%  
  371,395    

Union Pacific Corp.

    82,483,116  
   

 

 

 
      Utilities - 3.2%  
  1,889,163    

Dominion Energy, Inc.

    150,944,124  
  2,730,795    

Exelon Corp.

    122,721,927  
  993,839    

Sempra Energy

    136,722,431  
   

 

 

 
      410,388,482  
   

 

 

 
 

Total Common Stocks
(cost $7,383,102,491)

  $ 12,145,859,189  
   

 

 

 
 

 

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

 

 

  26  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.0%  
      Repurchase Agreements - 3.0%  
  380,416,036    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $380,416,195; collateralized by U.S. Treasury Note at 0.750%, maturing 01/31/2028, with a market value of $183,725,311, U.S. Treasury Inflation Index Note at 0.500%, maturing 01/15/2028, with a market value of $25,877,404, U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $178,421,681

  $ 380,416,036  
   

 

 

 
      Securities Lending Collateral - 1.0%  
  15,091,024    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

    15,091,024  
  105,852,990    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(2)

    105,852,990  
   

 

 

 
      120,944,014  
   

 

 

 
 

Total Short-Term Investments
(cost $501,360,050)

  $ 501,360,050  
   

 

 

 
 

Total Investments
(cost $7,884,462,541)

    99.6    $ 12,647,219,239  
 

Other Assets and Liabilities

    0.4      51,632,582  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 12,698,851,821  
   

 

 

    

 

 

 
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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 1,000,771,500      $ 1,000,771,500      $      $  

Capital Goods

     1,005,390,138        1,005,390,138                

Commercial & Professional Services

     103,260,197        103,260,197                

Consumer Services

     275,065,441        275,065,441                

Diversified Financials

     787,108,451        787,108,451                

Energy

     529,232,301        529,232,301                

Food & Staples Retailing

     316,101,271        316,101,271                

Food, Beverage & Tobacco

     312,948,103        312,948,103                

Health Care Equipment & Services

     965,296,470        965,296,470                

Insurance

     755,776,136        755,776,136                

Materials

     491,763,761        491,763,761                

Media & Entertainment

     794,172,805        794,172,805                

Pharmaceuticals, Biotechnology & Life Sciences

     905,332,273        905,332,273                

Real Estate

     298,385,273        298,385,273                

Retailing

     524,209,881        524,209,881                

Semiconductors & Semiconductor Equipment

     451,152,137        451,152,137                

Software & Services

     856,669,135        856,669,135                

Technology Hardware & Equipment

     960,246,400        960,246,400                

Telecommunication Services

     320,105,918        320,105,918                

Transportation

     82,483,116        82,483,116                

Utilities

     410,388,482        410,388,482                

Short-Term Investments

     501,360,050        120,944,014        380,416,036         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     12,647,219,239      $     12,266,803,203      $     380,416,036      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  27  

 


The Hartford Equity Income Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.0%  
      Banks - 9.2%  
  4,156,322    

Bank of America Corp.

  $ 168,455,731  
  830,369    

JP Morgan Chase & Co.

    127,719,056  
  303,802    

PNC Financial Services Group, Inc.

    56,795,784  
  1,281,131    

Truist Financial Corp.

    75,983,879  
   

 

 

 
      428,954,450  
   

 

 

 
      Capital Goods - 11.8%  
  299,705    

Caterpillar, Inc.

    68,365,708  
  94,362    

Deere & Co.

    34,994,148  
  705,152    

Eaton Corp. plc

    100,787,375  
  376,650    

General Dynamics Corp.

    71,650,129  
  346,396    

Honeywell International, Inc.

    77,260,164  
  926,651    

Johnson Controls International plc

    57,767,423  
  163,791    

Lockheed Martin Corp.

    62,332,303  
  908,145    

Raytheon Technologies Corp.

    75,593,990  
   

 

 

 
      548,751,240  
   

 

 

 
      Commercial & Professional Services - 0.5%  
  182,800    

Waste Management, Inc.

    25,220,916  
   

 

 

 
      Consumer Durables & Apparel - 0.3%  
  157,148    

VF Corp.

    13,775,594  
   

 

 

 
      Consumer Services - 0.9%  
  176,043    

McDonald’s Corp.

    41,560,231  
   

 

 

 
      Diversified Financials - 5.0%  
  106,034    

BlackRock, Inc.

    86,873,656  
  585,099    

Blackstone Group, Inc. Class A

    51,775,411  
  1,115,300    

Morgan Stanley

    92,068,015  
   

 

 

 
      230,717,082  
   

 

 

 
      Energy - 4.5%  
  1,107,061    

ConocoPhillips

    56,615,099  
  627,566    

Phillips 66

    50,776,365  
  339,072    

Pioneer Natural Resources Co.

    52,159,446  
  1,057,527    

TC Energy Corp.

    52,319,259  
   

 

 

 
      211,870,169  
   

 

 

 
      Food, Beverage & Tobacco - 8.1%  
  981,243    

Archer-Daniels-Midland Co.

    61,945,870  
  610,700    

Kellogg Co.

    38,119,894  
  1,542,696    

Mondelez International, Inc. Class A

    93,811,344  
  361,200    

Nestle S.A. ADR

    43,174,236  
  298,435    

PepsiCo., Inc.

    43,022,390  
  1,017,262    

Philip Morris International, Inc.

    96,639,890  
   

 

 

 
      376,713,624  
   

 

 

 
      Health Care Equipment & Services - 8.4%  
  124,697    

Anthem, Inc.

    47,308,795  
  533,300    

Baxter International, Inc.

    45,698,477  
  367,700    

Becton Dickinson and Co.

    91,487,437  
  510,875    

Medtronic plc

    66,883,755  
  354,798    

UnitedHealth Group, Inc.

    141,493,442  
   

 

 

 
      392,871,906  
   

 

 

 
      Household & Personal Products - 2.3%  
  451,818    

Procter & Gamble Co.

    60,281,558  
  809,668    

Unilever plc ADR

    47,543,705  
   

 

 

 
      107,825,263  
   

 

 

 
      Insurance - 6.2%  
  606,481    

Chubb Ltd.

    104,066,075  
  1,654,630    

MetLife, Inc.

    105,284,107  
  776,293    

Progressive Corp.

    78,203,757  
   

 

 

 
      287,553,939  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.0% - (continued)  
      Materials - 3.0%  
  396,690    

Celanese Corp.

  $ 62,141,489  
  459,638    

PPG Industries, Inc.

    78,708,411  
   

 

 

 
      140,849,900  
   

 

 

 
      Media & Entertainment - 3.0%  
  2,468,404    

Comcast Corp. Class A

    138,600,885  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 9.5%  
  840,078    

AstraZeneca plc ADR(1)

    44,582,939  
  296,019    

Eli Lilly & Co.

    54,103,393  
  848,992    

Johnson & Johnson

    138,156,468  
  417,875    

Merck & Co., Inc.

    31,131,688  
  423,853    

Novartis AG

    36,170,065  
  2,536,645    

Pfizer, Inc.

    98,041,329  
  130,633    

Roche Holding AG

    42,606,683  
   

 

 

 
      444,792,565  
   

 

 

 
      Real Estate - 2.7%  
  661,623    

Crown Castle International Corp. REIT

    125,086,444  
   

 

 

 
      Retailing - 3.6%  
  195,701    

Home Depot, Inc.

    63,342,542  
  298,119    

Lowe’s Cos., Inc.

    58,505,854  
  617,372    

TJX Cos., Inc.

    43,833,412  
   

 

 

 
      165,681,808  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 1.3%  
  383,990    

Analog Devices, Inc.

    58,811,908  
   

 

 

 
      Software & Services - 1.1%  
  286,987    

Automatic Data Processing, Inc.

    53,663,699  
   

 

 

 
      Technology Hardware & Equipment - 6.6%  
  2,783,870    

Cisco Systems, Inc.

    141,726,822  
  1,715,230    

Corning, Inc.

    75,830,318  
  655,841    

TE Connectivity Ltd.

    88,190,939  
   

 

 

 
      305,748,079  
   

 

 

 
      Telecommunication Services - 1.2%  
  937,047    

Verizon Communications, Inc.

    54,151,946  
   

 

 

 
      Transportation - 1.8%  
  380,564    

Union Pacific Corp.

    84,519,459  
   

 

 

 
      Utilities - 6.0%  
  506,595    

American Electric Power Co., Inc.

    44,940,042  
  757,500    

Dominion Energy, Inc.

    60,524,250  
  415,031    

Duke Energy Corp.

    41,789,471  
  1,238,821    

Exelon Corp.

    55,672,616  
  394,546    

Sempra Energy

    54,277,693  
  485,429    

UGI Corp.

    21,218,102  
   

 

 

 
      278,422,174  
   

 

 

 
 

Total Common Stocks
(cost $3,049,620,736)

  $ 4,516,143,281  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.8%  
      Repurchase Agreements - 1.9%  
  88,925,298    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $88,925,335; collateralized by U.S. Treasury Note at 0.625%, maturing 12/31/2027, with a market value of $16,714,722 and U.S. Treasury Bond at 1.750%, maturing 01/15/2028, with a market value of $73,989,148

  $ 88,925,298  
   

 

 

 
      Securities Lending Collateral - 0.9%  
  5,174,956    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

    5,174,956  
 

 

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

 

 

  28  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.8% - (continued)  
      Securities Lending Collateral - 0.9% - (continued)  
  36,298,700    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(2)

  $ 36,298,700  
   

 

 

 
      41,473,656  
   

 

 

 
 

Total Short-Term Investments
(cost $130,398,954)

  $ 130,398,954  
   

 

 

 
 

Total Investments
(cost $3,180,019,690)

    99.8    $ 4,646,542,235  
 

Other Assets and Liabilities

    0.2      9,658,845  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,656,201,080  
   

 

 

    

 

 

 

 

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) 

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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 428,954,450      $ 428,954,450      $      $  

Capital Goods

     548,751,240        548,751,240                

Commercial & Professional Services

     25,220,916        25,220,916                

Consumer Durables & Apparel

     13,775,594        13,775,594                

Consumer Services

     41,560,231        41,560,231                

Diversified Financials

     230,717,082        230,717,082                

Energy

     211,870,169        211,870,169                

Food, Beverage & Tobacco

     376,713,624        376,713,624                

Health Care Equipment & Services

     392,871,906        392,871,906                

Household & Personal Products

     107,825,263        107,825,263                

Insurance

     287,553,939        287,553,939                

Materials

     140,849,900        140,849,900                

Media & Entertainment

     138,600,885        138,600,885                

Pharmaceuticals, Biotechnology & Life Sciences

     444,792,565        366,015,817        78,776,748         

Real Estate

     125,086,444        125,086,444                

Retailing

     165,681,808        165,681,808                

Semiconductors & Semiconductor Equipment

     58,811,908        58,811,908                

Software & Services

     53,663,699        53,663,699                

Technology Hardware & Equipment

     305,748,079        305,748,079                

Telecommunication Services

     54,151,946        54,151,946                

Transportation

     84,519,459        84,519,459                

Utilities

     278,422,174        278,422,174                

Short-Term Investments

     130,398,954        41,473,656        88,925,298         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,646,542,235      $     4,478,840,189      $     167,702,046      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  29  

 


The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6%  
      Automobiles & Components - 1.4%  
  778,371    

Thor Industries, Inc.

  $ 110,209,550  
   

 

 

 
      Capital Goods - 1.0%  
  450,322    

Middleby Corp.*

    81,652,385  
   

 

 

 
      Commercial & Professional Services - 3.7%  
  603,830    

Copart, Inc.*

    75,182,873  
  148,443    

CoStar Group, Inc.*

    126,834,153  
  875,064    

Leidos Holdings, Inc.

    88,626,482  
   

 

 

 
      290,643,508  
   

 

 

 
      Consumer Durables & Apparel - 5.1%  
  877,162    

Lennar Corp. Class A

    90,873,983  
  667,786    

Lululemon Athletica, Inc.*

    223,888,612  
  566,561    

Polaris, Inc.

    79,335,537  
   

 

 

 
      394,098,132  
   

 

 

 
      Consumer Services - 10.1%  
  79,858    

Booking Holdings, Inc.*

    196,936,217  
  836,098    

Chegg, Inc.*

    75,524,732  
  102,479    

Chipotle Mexican Grill, Inc.*

    152,901,742  
  2,972,657    

DraftKings, Inc. Class A*

    168,430,746  
  916,314    

Penn National Gaming, Inc.*

    81,661,904  
  989,612    

Starbucks Corp.

    113,300,678  
   

 

 

 
      788,756,019  
   

 

 

 
      Diversified Financials - 2.3%  
  157,067    

Coinbase Global, Inc. Class A*

    46,749,422  
  1,602,302    

Tradeweb Markets, Inc. Class A

    130,235,106  
   

 

 

 
      176,984,528  
   

 

 

 
      Food, Beverage & Tobacco - 1.8%  
  581,263    

Constellation Brands, Inc. Class A

    139,689,124  
   

 

 

 
      Health Care Equipment & Services - 11.5%  
  272,887    

ABIOMED, Inc.*

    87,523,047  
  259,100    

agilon health, Inc.*

    8,169,423  
  338,140    

Align Technology, Inc.*

    201,372,514  
  464,397    

Danaher Corp.

    117,928,974  
  450,546    

DexCom, Inc.*

    173,955,811  
  2,065,194    

GoodRx Holdings, Inc. Class A(1)*

    82,628,412  
  308,176    

Insulet Corp.*

    90,979,719  
  7,292,874    

Multiplan Corp.(1)*

    54,186,054  
  1,347,906    

Oak Street Health, Inc.*

    83,071,447  
   

 

 

 
      899,815,401  
   

 

 

 
      Insurance - 0.5%  
  3,768,800    

Soaring Eagle Acquisition Corp. UNIT*

    40,740,728  
   

 

 

 
      Media & Entertainment - 16.8%  
  230,582    

Alphabet, Inc. Class A*

    542,674,737  
  554,029    

Facebook, Inc. Class A*

    180,103,747  
  648,250    

Match Group, Inc.*

    100,887,148  
  3,450,360    

Snap, Inc. Class A*

    213,301,255  
  598,043    

Spotify Technology S.A.*

    150,778,601  
  2,195,956    

Twitter, Inc.*

    121,260,690  
   

 

 

 
      1,309,006,178  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 4.7%  
  209,083    

Ascendis Pharma A/S ADR*

    30,310,762  
  2,093,739    

Elanco Animal Health, Inc.*

    66,392,464  
  551,728    

Exact Sciences Corp.*

    72,728,785  
  323,707    

Illumina, Inc.*

    127,165,058  
  178,650    

Kodiak Sciences, Inc.*

    21,588,066  
  135,988    

Novavax, Inc.*

    32,219,637  
  121,360    

Reata Pharmaceuticals, Inc. Class A*

    12,305,904  
   

 

 

 
      362,710,676  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.6% - (continued)  
      Retailing - 11.8%  
  203,748    

Amazon.com, Inc.*

  $ 706,479,890  
  162,061    

Five Below, Inc.*

    32,618,017  
  123,196    

JAND, Inc. Class A(2)(3)(4)*

    2,812,565  
  1,314,336    

Ross Stores, Inc.

    172,099,156  
  171,581    

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

    8,445,215  
   

 

 

 
      922,454,843  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 7.3%  
  2,640,743    

Advanced Micro Devices, Inc.*

    215,537,444  
  1,317,411    

Marvell Technology, Inc.

    59,560,151  
  475,971    

MKS Instruments, Inc.

    85,251,166  
  111,120    

NVIDIA Corp.

    66,714,226  
  244,174    

SolarEdge Technologies, Inc.*

    64,349,616  
  345,750    

Universal Display Corp.

    77,340,817  
   

 

 

 
      568,753,420  
   

 

 

 
      Software & Services - 17.5%  
  308,331    

Fair Isaac Corp.*

    160,766,867  
  729,119    

Guidewire Software, Inc.*

    76,929,346  
  733,965    

Mastercard, Inc. Class A

    280,418,668  
  267,051    

MongoDB, Inc.*

    79,436,990  
  330,572    

Paycom Software, Inc.*

    127,075,183  
  413,817    

RingCentral, Inc. Class A*

    131,986,932  
  831,968    

salesforce.com, Inc.*

    191,618,870  
  471,471    

Square, Inc. Class A*

    115,425,530  
  1,165,278    

Varonis Systems, Inc.*

    61,701,470  
  578,541    

Workday, Inc. Class A*

    142,899,627  
   

 

 

 
      1,368,259,483  
   

 

 

 
      Technology Hardware & Equipment - 0.1%  
  292,906    

Vontier Corp.*

    9,179,674  
   

 

 

 
      Transportation - 1.0%  
  266,369    

FedEx Corp.

    77,329,584  
   

 

 

 
 

Total Common Stocks
(cost $5,774,916,353)

  $ 7,540,283,233  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 2.9%  
      Commercial & Professional Services - 0.1%  
  470,535    

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

  $ 7,735,596  
   

 

 

 
      Real Estate - 0.1%  
  224,870    

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

    2,049,240  
  317,638    

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

    2,894,635  
   

 

 

 
      4,943,875  
   

 

 

 
      Retailing - 2.5%  
  544,064    

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

    9,200,557  
  275,096    

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

    6,349,216  
  4,434,460    

Coupang LLC(3)(7)*

    179,236,439  
   

 

 

 
      194,786,212  
   

 

 

 
      Software & Services - 0.2%  
  5,668,755    

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

    13,831,762  
  743,470    

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

    6,862,228  
   

 

 

 
      20,693,990  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $60,207,258)

  $ 228,159,673  
   

 

 

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

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

  $ 147,813  
   

 

 

 
 

 

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

 

 

  30  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ESCROWS - 0.0%(5) - (continued)  
      Software & Services - 0.0%  
  1,078,374    

Marklogic Corp.(2)(3)(4)*

  $ 14,019  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 161,832  
   

 

 

 
 

Total Long-Term Investments
(cost $5,835,123,611)

  $ 7,768,604,738  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.5%  
      Repurchase Agreements - 0.1%  
$ 1,924,574    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $1,924,575; collateralized by U.S. Treasury Inflation Index Government Bond at 1.750%, maturing 01/15/2028, with a market value of $1,963,101

  $ 1,924,574  
   

 

 

 
      Securities Lending Collateral - 0.4%  
  3,966,902    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(6)

    3,966,902  
      27,825,048    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(6)

    27,825,048  
   

 

 

 
      31,791,950  
   

 

 

 
 

Total Short-Term Investments
(cost $33,716,524)

  $ 33,716,524  
   

 

 

 
 

Total Investments
(cost $5,868,840,135)

    100.0    $ 7,802,321,262  
 

Other Assets and Liabilities

    0.0      597,982  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 7,802,919,244  
   

 

 

    

 

 

 

 

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) 

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, 2021, the aggregate fair value of these securities was $252,482,195, which represented 3.2% 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.

 

(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 $60,342,846 or 0.8% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  05/2014      Essence Group Holdings Corp. Series 3 Convertible Preferred      5,668,755      $ 8,964,002      $ 13,831,762  
  08/2014      Honest Co., Inc. Series C Convertible Preferred      544,064        7,360,452        9,200,557  
  04/2015      JAND, Inc. Class A      123,196        1,414,943        2,812,565  
  04/2015      JAND, Inc. Series D Convertible Preferred      275,096        3,159,560        6,349,216  
  07/2014      Lookout, Inc. Series F Convertible Preferred      743,470        8,492,732        6,862,228  
  01/2021      Marklogic Corp.      1,078,374               14,019  
  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        7,735,596  
  11/2013      Tory Burch LLC      171,581        13,447,917        8,445,215  
  12/2014      We Co. Series D1 Convertible Preferred      224,870        3,744,347        2,049,240  
  12/2014      We Co. Series D2 Convertible Preferred      317,638        5,289,041        2,894,635  
        

 

 

    

 

 

 
         $     61,265,108      $     60,342,846  
        

 

 

    

 

 

 

 

(5) 

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

 

(6) 

Current yield as of period end.

 

(7) 

Investment is temporarily subject to certain trading restrictions. At April 30, 2021, the value of such restricted securities amounted to $179,236,439 or 2.3% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  11/2014      Coupang LLC Convertible Preferred      4,434,460      $ 13,805,010      $ 179,236,439  
        

 

 

    

 

 

 
         $     13,805,010      $     179,236,439  
        

 

 

    

 

 

 
 
PIPE Purchase Commitments Outstanding as of April 30, 2021  
Period
Committed
    

Security Name

   Committed
Shares
     Committed
Cost
     Market Value      Unrealized
Appreciation
(Depreciation)
 
  02/2021      Churchill Capital Corp.(3)      3,555,931      $ 53,338,965      $ 67,495,126      $ 14,156,161  
  02/2021      FTAC Olympus Acquisition Corp.(3)      685,800        6,858,000        6,209,233        (648,767
  03/2021      Thomas Bravo Advantage Rights(3)      3,708,500        37,085,000        36,480,515        (604,485
        

 

 

    

 

 

    

 

 

 
         $     97,281,965      $     110,184,874      $     12,902,909  
        

 

 

    

 

 

    

 

 

 

 

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

 

 

  31  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Special purpose acquisition companies (“SPACs”) are collective investment structures that allow for private investments in public equity investments (“PIPE”). The Hartford Growth Opportunities Fund had contingent commitments outstanding of $97,281,965 to purchase restricted PIPE shares as of April 30, 2021.

The aggregate unrealized appreciation/depreciation of PIPE commitments represents 0.2% of net assets.

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 110,209,550     $ 110,209,550      $     $  

Capital Goods

     81,652,385       81,652,385               

Commercial & Professional Services

     290,643,508       290,643,508               

Consumer Durables & Apparel

     394,098,132       394,098,132               

Consumer Services

     788,756,019       788,756,019               

Diversified Financials

     176,984,528       176,984,528               

Food, Beverage & Tobacco

     139,689,124       139,689,124               

Health Care Equipment & Services

     899,815,401       899,815,401               

Insurance

     40,740,728       40,740,728               

Media & Entertainment

     1,309,006,178       1,309,006,178               

Pharmaceuticals, Biotechnology & Life Sciences

     362,710,676       362,710,676               

Retailing

     922,454,843       911,197,063              11,257,780  

Semiconductors & Semiconductor Equipment

     568,753,420       568,753,420               

Software & Services

     1,368,259,483       1,368,259,483               

Technology Hardware & Equipment

     9,179,674       9,179,674               

Transportation

     77,329,584       77,329,584               

Convertible Preferred Stocks

     228,159,673              184,180,314       43,979,359  

Escrows

     161,832                    161,832  

Short-Term Investments

     33,716,524       31,791,950        1,924,574        

PIPE Purchase Commitment

     14,156,161              14,156,161        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     7,816,477,423     $     7,560,817,403      $     200,261,049     $     55,398,971  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

PIPE Purchase Commitment

   $ (1,253,252   $      $ (1,253,252   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,253,252   $      $ (1,253,252   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, investments valued at $43,700,183 were transferred out of Level 3 due to the corroboration of significant inputs with quoted market prices or observable market data 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, 2021 is not presented.

 

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

 

 

  32  

 


The Hartford Healthcare Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.0%  
      Biotechnology - 21.5%  
  201,032    

89bio, Inc.*

  $ 5,285,131  
  143,785    

Akero Therapeutics, Inc.*(1)

    4,428,578  
  642,153    

Alkermes plc*

    14,130,577  
  90,203    

Alnylam Pharmaceuticals, Inc.*

    12,686,150  
  281,626    

Apellis Pharmaceuticals, Inc.*

    14,269,989  
  197,839    

Arena Pharmaceuticals, Inc.*

    13,577,691  
  12,686    

Argenx SE ADR*

    3,637,203  
  27,232    

Ascendis Pharma A/S ADR*

    3,947,823  
  423,200    

Aveanna Healthcare Holdings, Inc.*

    4,942,976  
  66,338    

Biogen, Inc.*

    17,734,138  
  91,130    

Biohaven Pharmaceutical Holding Co., Ltd.*

    6,843,863  
  40,794    

Black Diamond Therapeutics, Inc.*

    1,086,752  
  234,869    

Coherus Biosciences, Inc.*

    3,476,061  
  506,215    

Connect Biopharma Holdings Ltd. ADR*

    8,236,118  
  304,774    

Dyne Therapeutics, Inc.*

    5,997,952  
  700,775    

Everest Medicines Ltd.*(1)(2)

    6,185,211  
  68,649    

Exact Sciences Corp.*

    9,049,311  
  289,605    

Freeline Therapeutics Holdings plc ADR*

    3,185,655  
  581,340    

Gamida Cell Ltd.*

    4,290,289  
  51,337    

Generation Bio Co.*

    1,871,747  
  18,853    

Genmab A/S*

    6,918,336  
  129,956    

Genus plc

    9,127,041  
  389,181    

Gracell Biotechnologies, Inc. ADR*

    4,740,225  
  1,287,831    

ImmunoGen, Inc.*

    10,379,918  
  3,365,000    

InnoCare Pharma Ltd.*(2)

    10,639,053  
  806,691    

Ironwood Pharmaceuticals, Inc.*

    8,905,869  
  115,081    

Kodiak Sciences, Inc.*

    13,906,388  
  95,116    

Kymera Therapeutics, Inc.*(1)

    4,332,534  
  88,315    

Madrigal Pharmaceuticals, Inc.*

    12,019,672  
  299,963    

Merus N.V.*

    6,281,225  
  48,136    

Mirati Therapeutics, Inc.*

    8,001,166  
  203,484    

Myovant Sciences Ltd.*(1)

    4,252,816  
  49,569    

Novavax, Inc.*

    11,744,383  
  313,684    

Nurix Therapeutics, Inc.*

    10,922,477  
  209,732    

Oyster Point Pharma, Inc.*(1)

    4,330,966  
  1,801,809    

PhaseBio Pharmaceuticals, Inc.*(1)

    5,459,481  
  125,931    

Radius Health, Inc.*

    2,808,261  
  127,670    

Revolution Medicines, Inc.*

    4,237,367  
  47,015    

Sage Therapeutics, Inc.*

    3,702,901  
  115,893    

Seagen, Inc.*

    16,660,778  
  504,112    

Syndax Pharmaceuticals, Inc.*

    8,035,545  
  205,356    

UroGen Pharma Ltd.*(1)

    3,994,174  
  76,756    

Vertex Pharmaceuticals, Inc.*

    16,748,159  
  173,067    

Zai Lab Ltd. ADR*

    28,765,466  
  59,866    

Zealand Pharma A/S ADR*(1)

    1,973,183  
   

 

 

 
      363,750,599  
   

 

 

 
      Consumer Finance - 0.1%  
  113,693    

Orion Acquisition Corp. UNIT*

    1,136,930  
   

 

 

 
      Health Care Distributors - 0.8%  
  202,958    

AdaptHealth Corp.*

    5,897,960  
  229,382    

Owens & Minor, Inc.

    8,278,396  
   

 

 

 
      14,176,356  
   

 

 

 
      Health Care Equipment - 23.2%  
  433,105    

Abbott Laboratories

    52,007,248  
  280,383    

Baxter International, Inc.

    24,026,019  
  154,601    

Becton Dickinson and Co.

    38,466,275  
  1,270,981    

Boston Scientific Corp.*

    55,414,772  
  230,005    

Danaher Corp.

    58,407,470  
  455,168    

Edwards Lifesciences Corp.*

    43,477,647  
  208,014    

Hologic, Inc.*

    13,635,318  
  43,802    

Inari Medical, Inc.*

    5,006,131  
  46,164    

Insulet Corp.*

    13,628,536  
  116,039    

Integra LifeSciences Holdings Corp.*

    8,596,169  
  34,869    

Intuitive Surgical, Inc.*

    30,161,685  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.0% - (continued)  
      Health Care Equipment - 23.2% - (continued)  
  18,051    

Masimo Corp.*

  $ 4,199,926  
  117,705    

NuVasive, Inc.*

    8,410,022  
  524,728    

Smith & Nephew plc

    11,357,080  
  56,384    

Teleflex, Inc.

    23,821,112  
  209,000    

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

    1,849,602  
   

 

 

 
      392,465,012  
   

 

 

 
      Health Care Facilities - 3.1%  
  205,416    

Encompass Health Corp.

    17,431,602  
  172,356    

HCA Healthcare, Inc.

    34,653,897  
   

 

 

 
      52,085,499  
   

 

 

 
      Health Care Services - 1.9%  
  54,900    

agilon health, Inc.*

    1,730,997  
  85,959    

Innovage Holding Corp.*

    2,188,516  
  70,834    

Laboratory Corp. of America Holdings*

    18,832,636  
  42,393    

LHC Group, Inc.*

    8,829,190  
   

 

 

 
      31,581,339  
   

 

 

 
      Health Care Supplies - 0.9%  
  2,800,078    

ConvaTec Group plc(2)

    8,437,895  
  60,958    

Quidel Corp.*

    6,387,789  
  504,000    

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

    1,128,343  
   

 

 

 
      15,954,027  
   

 

 

 
      Integrated Telecommunication Services - 0.3%  
  369,983    

MedTech Acquisition Corp.*

    3,710,929  
  74,936    

Therapeutics Acquisition Corp. Class A*(1)

    750,859  
   

 

 

 
      4,461,788  
   

 

 

 
      Life & Health Insurance - 0.3%  
  243,052    

Oscar Health, Inc. Class A*(1)

    5,524,572  
   

 

 

 
      Life Sciences Tools & Services - 11.9%  
  20,690    

Bio-Techne Corp.

    8,844,768  
  86,475    

Illumina, Inc.*

    33,970,839  
  127,461    

NanoString Technologies, Inc.*

    10,154,818  
  175,110    

NeoGenomics, Inc.*

    8,578,639  
  447,718    

PPD, Inc.*

    20,684,572  
  309,780    

Syneos Health, Inc.*

    26,284,833  
  16,293    

Tecan Group AG

    7,939,343  
  139,180    

Thermo Fisher Scientific, Inc.

    65,446,611  
  379,263    

WuXi AppTec Co., Ltd. Class H(2)

    8,935,768  
  779,500    

Wuxi Biologics Cayman, Inc.*(2)

    10,942,460  
   

 

 

 
      201,782,651  
   

 

 

 
      Managed Health Care - 12.0%  
  229,477    

Centene Corp.*

    14,167,910  
  58,124    

Humana, Inc.

    25,879,130  
  39,492    

Molina Healthcare, Inc.*

    10,074,409  
  474,700    

Notre Dame Intermedica Participacoes S.A.

    7,102,083  
  363,734    

UnitedHealth Group, Inc.

    145,057,119  
   

 

 

 
      202,280,651  
   

 

 

 
      Pharmaceuticals - 23.0%  
  863,500    

Astellas Pharma, Inc.

    12,996,595  
  788,126    

AstraZeneca plc ADR(1)

    41,825,847  
  850,860    

Bristol-Myers Squibb Co.

    53,110,681  
  737,925    

Daiichi Sankyo Co., Ltd.

    18,846,908  
  204,895    

Eisai Co., Ltd.

    13,363,642  
  185,911    

Elanco Animal Health, Inc.*

    5,895,238  
  439,726    

Eli Lilly & Co.

    80,368,721  
  93,869    

Hikma Pharmaceuticals plc

    3,163,303  
  96,188    

Hutchison China MediTech Ltd. ADR*

    2,721,159  
  1,426,400    

Hypera S.A.

    9,101,357  
  137,400    

Kyowa Kirin Co., Ltd.

    4,182,195  
  65,053    

Laboratorios Farmaceuticos Rovi S.A.

    3,769,719  
 

 

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

 

 

  33  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.0% - (continued)  
      Pharmaceuticals - 23.0% - (continued)  
  60,600    

Nippon Shinyaku Co., Ltd.

  $ 4,087,684  
  99,878    

Novartis AG

    8,523,223  
  318,745    

Ono Pharmaceutical Co., Ltd.

    8,028,822  
  2,246,765    

Pfizer, Inc.

    86,837,467  
  251,600    

Revance Therapeutics, Inc.*

    7,326,592  
  172,903    

Theravance Biopharma, Inc.*

    3,413,105  
  107,684    

UCB S.A.

    9,971,325  
  822,398    

Viatris, Inc.*

    10,937,893  
   

 

 

 
      388,471,476  
   

 

 

 
 

Total Common Stocks
(cost $1,173,070,296)

  $ 1,673,670,900  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.4%  
      Repurchase Agreements - 1.1%  
  17,813,440    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $17,813,447; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $18,169,794

  $ 17,813,440  
   

 

 

 
      Securities Lending Collateral - 3.3%  
  7,050,939    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

    7,050,939  
  49,457,413    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(3)

    49,457,413  
   

 

 

 
      56,508,352  
   

 

 

 
 

Total Short-Term Investments
(cost $74,321,792)

  $ 74,321,792  
   

 

 

 
 

Total Investments
(cost $1,247,392,088)

    103.4    $ 1,747,992,692  
 

Other Assets and Liabilities

    (3.4 )%       (58,024,279
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,689,968,413  
   

 

 

    

 

 

 
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, 2021, the aggregate value of these securities was $46,989,989, representing 2.8% 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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Biotechnology

   $ 363,750,599      $ 330,880,958      $ 32,869,641      $     —  

Consumer Finance

     1,136,930        1,136,930                

Health Care Distributors

     14,176,356        14,176,356                

Health Care Equipment

     392,465,012        379,258,330        13,206,682         

Health Care Facilities

     52,085,499        52,085,499                

Health Care Services

     31,581,339        31,581,339                

Health Care Supplies

     15,954,027        14,825,684        1,128,343         

Integrated Telecommunication Services

     4,461,788        4,461,788                

Life & Health Insurance

     5,524,572        5,524,572                

Life Sciences Tools & Services

     201,782,651        173,965,080        27,817,571         

Managed Health Care

     202,280,651        202,280,651                

Pharmaceuticals

     388,471,476        305,307,779        83,163,697         

Short-Term Investments

     74,321,792        56,508,352        17,813,440         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,747,992,692      $     1,571,993,318      $     175,999,374      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  34  

 


The Hartford MidCap Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 100.0%  
      Banks - 5.6%  
  1,175,998    

Cullen/Frost Bankers, Inc.

  $ 141,190,320  
  222,765    

First Citizens BancShares, Inc. Class A

    193,239,727  
  941,588    

First Republic Bank

    172,536,585  
  1,112,394    

M&T Bank Corp.

    175,413,410  
  1,645,973    

Prosperity Bancshares, Inc.

    120,748,579  
  924,082    

South State Corp.

    77,918,594  
   

 

 

 
      881,047,215  
   

 

 

 
      Capital Goods - 8.2%  
  1,125,804    

Graco, Inc.

    86,461,747  
  1,121,779    

IDEX Corp.

    251,502,852  
  6,840,829    

Ingersoll Rand, Inc.*

    338,005,361  
  692,495    

Lennox International, Inc.

    232,221,273  
  1,317,041    

Lincoln Electric Holdings, Inc.

    168,647,100  
  509,183    

Middleby Corp.*

    92,325,062  
  394,758    

Watsco, Inc.

    115,608,828  
   

 

 

 
      1,284,772,223  
   

 

 

 
      Commercial & Professional Services - 3.0%  
  1,243,191    

Dun & Bradstreet Holdings, Inc.*

    29,538,218  
  5,309,329    

GFL Environmental, Inc.(1)

    174,836,204  
  2,553,642    

IAA, Inc.*

    160,394,254  
  7,875,447    

KAR Auction Services, Inc.(2)

    118,052,951  
   

 

 

 
      482,821,627  
   

 

 

 
      Consumer Durables & Apparel - 6.7%  
  1,405,464    

Carter’s, Inc.

    152,900,428  
  53,577    

NVR, Inc.*

    268,854,744  
  2,154,773    

PVH Corp.

    243,877,208  
  6,683,134    

Under Armour, Inc. Class C*

    133,061,198  
  2,949,892    

YETI Holdings, Inc.*

    251,979,775  
   

 

 

 
      1,050,673,353  
   

 

 

 
      Consumer Services - 1.8%  
  1,792,172    

Choice Hotels International, Inc.

    203,949,174  
  935,656    

Hyatt Hotels Corp. Class A*

    77,032,558  
   

 

 

 
      280,981,732  
   

 

 

 
      Diversified Financials - 1.7%  
  498,620    

Credit Acceptance Corp.*(1)

    196,850,190  
  814,631    

Hamilton Lane, Inc. Class A

    73,683,374  
   

 

 

 
      270,533,564  
   

 

 

 
      Energy - 0.1%  
  1,166,449    

Cabot Oil & Gas Corp.

    19,444,705  
   

 

 

 
      Food & Staples Retailing - 1.1%  
  2,861,457    

Performance Food Group Co.*

    167,967,526  
   

 

 

 
      Food, Beverage & Tobacco - 1.2%  
  2,302,231    

Lamb Weston Holdings, Inc.

    185,329,595  
   

 

 

 
      Health Care Equipment & Services - 9.5%  
  558,319    

Amedisys, Inc.*

    150,662,382  
  1,813,914    

Encompass Health Corp.

    153,928,742  
  2,301,985    

Hill-Rom Holdings, Inc.

    253,724,787  
  3,422,809    

Integra LifeSciences Holdings Corp.*

    253,561,691  
  776,665    

LHC Group, Inc.*

    161,756,019  
  632,930    

Molina Healthcare, Inc.*

    161,460,443  
  2,319,882    

NuVasive, Inc.*

    165,755,569  
  444,270    

Teleflex, Inc.

    187,695,190  
   

 

 

 
      1,488,544,823  
   

 

 

 
      Insurance - 4.3%  
  18,085    

Alleghany Corp.*

    12,279,172  
  255,129    

Erie Indemnity Co. Class A

    54,602,709  
  2,486,699    

Fidelity National Financial, Inc.

    113,443,208  
  963,924    

Globe Life, Inc.

    98,792,571  
  164,809    

Markel Corp.*

    193,884,604  
  99,021    

White Mountains Insurance Group Ltd.

    115,402,044  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 100.0% - (continued)  
      Insurance - 4.3% - (continued)  
  1,121,692    

WR Berkley Corp.

  $ 89,421,286  
   

 

 

 
      677,825,594  
   

 

 

 
      Materials - 2.2%  
  7,197,928    

Element Solutions, Inc.

    157,490,665  
  436,060    

Packaging Corp. of America

    64,384,259  
  2,255,874    

Silgan Holdings, Inc.

    95,130,206  
  456,876    

Steel Dynamics, Inc.

    24,771,817  
   

 

 

 
      341,776,947  
   

 

 

 
      Media & Entertainment - 2.7%  
  91,981    

Cable One, Inc.

    164,645,990  
  3,598,554    

Cargurus, Inc.*

    88,812,313  
  15,721,648    

Zynga, Inc. Class A*

    170,108,231  
   

 

 

 
      423,566,534  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 10.6%  
  1,071,902    

Allakos, Inc.*

    116,965,946  
  2,631,350    

Apellis Pharmaceuticals, Inc.*

    133,330,504  
  1,652,544    

Arena Pharmaceuticals, Inc.*

    113,414,095  
  2,677,160    

ChemoCentryx, Inc.*

    129,387,143  
  146,946    

ICON plc*(1)

    31,879,935  
  4,273,788    

Iovance Biotherapeutics, Inc.*

    134,367,895  
  972,866    

Jazz Pharmaceuticals plc*

    159,939,170  
  742,978    

Kodiak Sciences, Inc.*

    89,781,461  
  1,398,985    

PRA Health Sciences, Inc.*

    233,476,607  
  3,320,266    

PTC Therapeutics, Inc.*

    136,828,162  
  1,285,527    

Reata Pharmaceuticals, Inc. Class A*

    130,352,438  
  2,024,758    

Sage Therapeutics, Inc.*

    159,469,940  
  1,178,926    

Syneos Health, Inc.*

    100,031,871  
   

 

 

 
      1,669,225,167  
   

 

 

 
      Real Estate - 6.1%  
  2,152,972    

Douglas Emmett, Inc. REIT

    72,210,681  
  2,195,973    

Equity Commonwealth REIT

    63,244,022  
  2,438,461    

Life Storage, Inc. REIT

    234,238,564  
  352,914    

PS Business Parks, Inc. REIT

    57,302,646  
  2,097,745    

Redfin Corp.*

    148,478,391  
  3,110,406    

Rexford Industrial Realty, Inc. REIT

    172,783,053  
  6,070,931    

STORE Capital Corp. REIT

    217,278,621  
   

 

 

 
      965,535,978  
   

 

 

 
      Retailing - 2.7%  
  1,099,182    

CarMax, Inc.*

    146,455,009  
  1,411,663    

Etsy, Inc.*

    280,624,488  
   

 

 

 
      427,079,497  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.2%  
  2,798,670    

First Solar, Inc.*

    214,182,215  
  1,539,199    

MKS Instruments, Inc.

    275,685,933  
  1,216,823    

Silicon Laboratories, Inc.*

    171,511,202  
   

 

 

 
      661,379,350  
   

 

 

 
      Software & Services - 10.9%  
  826,562    

Aspen Technology, Inc.*

    108,147,372  
  775,696    

Black Knight, Inc.*

    56,175,904  
  7,287,833    

Genpact Ltd.

    346,390,702  
  1,372,378    

Guidewire Software, Inc.*

    144,799,603  
  1,651,630    

LiveRamp Holdings, Inc.*

    80,896,837  
  1,361,402    

Q2 Holdings, Inc.*

    141,613,036  
  1,620,843    

Science Applications International Corp.

    144,935,781  
  1,565,758    

Shift4 Payments, Inc. Class A*

    154,837,809  
  4,172,787    

Teradata Corp.*

    206,427,773  
  1,596,113    

WEX, Inc.*

    327,538,349  
   

 

 

 
      1,711,763,166  
   

 

 

 
      Technology Hardware & Equipment - 11.6%  
  1,235,682    

CDW Corp.

    220,359,171  
 

 

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

 

 

  35  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 100.0% - (continued)  
      Technology Hardware & Equipment - 11.6% - (continued)  
  729,288    

Coherent, Inc.*

  $ 189,607,587  
  15,212,958    

CommScope Holding Co., Inc.*(2)

    250,253,159  
  1,658,772    

F5 Networks, Inc.*

    309,792,259  
  13,058,839    

Flex Ltd.*

    227,223,799  
  4,643,231    

II-VI, Inc.*

    311,746,529  
  2,479,591    

Lumentum Holdings, Inc.*

    210,889,214  
  2,618,058    

National Instruments Corp.

    108,413,782  
   

 

 

 
      1,828,285,500  
   

 

 

 
      Transportation - 2.6%  
  277,269    

AMERCO

    165,427,004  
  5,142,301    

Knight-Swift Transportation Holdings, Inc.

    242,305,223  
   

 

 

 
      407,732,227  
   

 

 

 
      Utilities - 3.2%  
  1,484,681    

Black Hills Corp.

    102,413,295  
  2,381,144    

NiSource, Inc.

    61,957,367  
  1,205,733    

Pinnacle West Capital Corp.

    102,065,299  
  5,435,297    

UGI Corp.

    237,576,832  
   

 

 

 
      504,012,793  
   

 

 

 
 

Total Common Stocks
(cost $10,587,848,675)

  $ 15,730,299,116  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.2%  
      Repurchase Agreements - 0.1%  
  8,394,537    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $8,394,541; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $8,562,443

  $ 8,394,537  
   

 

 

 
      Securities Lending Collateral - 1.1%  
  21,775,217    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

    21,775,217  
  152,737,937    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(3)

    152,737,937  
   

 

 

 
      174,513,154  
   

 

 

 
 

Total Short-Term Investments
(cost $182,907,691)

  $ 182,907,691  
   

 

 

 
 

Total Investments
(cost $10,770,756,366)

    101.2    $ 15,913,206,807  
 

Other Assets and Liabilities

    (1.2 )%       (182,333,823
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 15,730,872,984  
   

 

 

    

 

 

 
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) 

Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.

 

(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.

 

 

  36  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 881,047,215      $ 881,047,215      $      $  

Capital Goods

     1,284,772,223        1,284,772,223                

Commercial & Professional Services

     482,821,627        482,821,627                

Consumer Durables & Apparel

     1,050,673,353        1,050,673,353                

Consumer Services

     280,981,732        280,981,732                

Diversified Financials

     270,533,564        270,533,564                

Energy

     19,444,705        19,444,705                

Food & Staples Retailing

     167,967,526        167,967,526                

Food, Beverage & Tobacco

     185,329,595        185,329,595                

Health Care Equipment & Services

         1,488,544,823            1,488,544,823            —            —  

Insurance

     677,825,594        677,825,594                

Materials

     341,776,947        341,776,947                

Media & Entertainment

     423,566,534        423,566,534                

Pharmaceuticals, Biotechnology & Life Sciences

     1,669,225,167        1,669,225,167                

Real Estate

     965,535,978        965,535,978                

Retailing

     427,079,497        427,079,497                

Semiconductors & Semiconductor Equipment

     661,379,350        661,379,350                

Software & Services

     1,711,763,166        1,711,763,166                

Technology Hardware & Equipment

     1,828,285,500        1,828,285,500                

Transportation

     407,732,227        407,732,227                

Utilities

     504,012,793        504,012,793                

Short-Term Investments

     182,907,691        174,513,154        8,394,537         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     15,913,206,807      $     15,904,812,270      $     8,394,537      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  37  

 


The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1%  
      Automobiles & Components - 2.1%  
  235,197    

Gentex Corp.

  $ 8,274,230  
  103,388    

Magna International, Inc.

    9,761,895  
   

 

 

 
      18,036,125  
   

 

 

 
      Banks - 9.6%  
  79,196    

M&T Bank Corp.

    12,488,417  
  613,127    

MGIC Investment Corp.

    9,344,056  
  162,235    

South State Corp.

    13,679,655  
  391,580    

Sterling Bancorp

    9,840,405  
  240,876    

Synovus Financial Corp.

    11,287,449  
  120,325    

Western Alliance Bancorp

    12,642,548  
  220,588    

Zions Bancorp NA

    12,308,811  
   

 

 

 
      81,591,341  
   

 

 

 
      Capital Goods - 14.9%  
  203,221    

AerCap Holdings N.V.*

    11,837,623  
  304,545    

Colfax Corp.*

    13,762,389  
  261,622    

Ingersoll Rand, Inc.*

    12,926,743  
  327,939    

JELD-WEN Holding, Inc.*

    9,565,981  
  260,638    

Johnson Controls International plc

    16,248,173  
  56,611    

L3Harris Technologies, Inc.

    11,844,720  
  66,032    

Middleby Corp.*

    11,972,922  
  262,567    

Rexnord Corp.

    13,109,970  
  127,417    

SPX FLOW, Inc.

    8,484,698  
  198,931    

Westinghouse Air Brake Technologies Corp.

    16,326,267  
   

 

 

 
      126,079,486  
   

 

 

 
      Commercial & Professional Services - 3.1%  
  150,799    

Clean Harbors, Inc.*

    13,415,079  
  125,531    

Leidos Holdings, Inc.

    12,713,780  
   

 

 

 
      26,128,859  
   

 

 

 
      Consumer Durables & Apparel - 4.1%  
  61,101    

Carter’s, Inc.

    6,647,177  
  41,298    

Columbia Sportswear Co.

    4,501,895  
  121,582    

Leggett & Platt, Inc.

    6,038,978  
  83,068    

Lennar Corp. Class A

    8,605,845  
  226,140    

Steven Madden Ltd.

    9,197,114  
   

 

 

 
      34,991,009  
   

 

 

 
      Consumer Services - 3.1%  
  117,553    

Boyd Gaming Corp.*

    7,776,131  
  194,266    

Six Flags Entertainment Corp.*

    9,126,617  
  126,558    

Wyndham Hotels & Resorts, Inc.

    9,252,655  
   

 

 

 
      26,155,403  
   

 

 

 
      Diversified Financials - 1.9%  
  242,583    

Voya Financial, Inc.

    16,451,979  
   

 

 

 
      Energy - 1.8%  
  183,866    

Delek U.S. Holdings, Inc.

    4,363,140  
  133,542    

Diamondback Energy, Inc.

    10,914,388  
   

 

 

 
      15,277,528  
   

 

 

 
      Food & Staples Retailing - 1.8%  
  371,547    

U.S. Foods Holding Corp.*

    15,404,339  
   

 

 

 
      Food, Beverage & Tobacco - 1.1%  
  255,708    

Keurig Dr Pepper, Inc.

    9,167,132  
   

 

 

 
      Health Care Equipment & Services - 7.6%  
  106,101    

Acadia Healthcare Co., Inc.*

    6,463,673  
  259,386    

Centene Corp.*

    16,014,492  
  99,537    

Dentsply Sirona, Inc.

    6,719,743  
  174,722    

Encompass Health Corp.

    14,826,909  
  75,093    

Hill-Rom Holdings, Inc.

    8,276,750  
  157,741    

Integra LifeSciences Holdings Corp.*

    11,685,453  
   

 

 

 
      63,987,020  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.1% - (continued)  
      Insurance - 8.9%  
  17,248    

Alleghany Corp.*

  $ 11,710,875  
  87,543    

Arthur J Gallagher & Co.

    12,689,358  
  120,630    

Assurant, Inc.

    18,770,028  
  331,479    

CNO Financial Group, Inc.

    8,462,659  
  95,719    

Hanover Insurance Group, Inc.

    13,238,895  
  136,891    

Kemper Corp.

    10,685,711  
   

 

 

 
      75,557,526  
   

 

 

 
      Materials - 7.1%  
  178,224    

Buzzi Unicem S.p.A.

    4,755,352  
  112,207    

Celanese Corp.

    17,577,227  
  130,536    

Crown Holdings, Inc.

    14,332,853  
  80,813    

FMC Corp.

    9,555,329  
  86,529    

Reliance Steel & Aluminum Co.

    13,871,464  
   

 

 

 
      60,092,225  
   

 

 

 
      Media & Entertainment - 1.8%  
  69,283    

Electronic Arts, Inc.

    9,843,729  
  280,705    

TEGNA, Inc.

    5,630,942  
   

 

 

 
      15,474,671  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 1.7%  
  174,258    

Syneos Health, Inc.*

    14,785,791  
   

 

 

 
      Real Estate - 9.4%  
  176,337    

American Campus Communities, Inc. REIT

    7,972,196  
  226,640    

Americold Realty Trust REIT

    9,153,989  
  422,704    

Essential Properties Realty Trust, Inc. REIT

    11,070,618  
  120,697    

First Industrial Realty Trust, Inc. REIT

    6,007,090  
  297,861    

Gaming and Leisure Properties, Inc. REIT

    13,847,558  
  605,849    

Host Hotels & Resorts, Inc. REIT*

    11,002,218  
  86,904    

Life Storage, Inc. REIT

    8,347,998  
  151,613    

Ryman Hospitality Properties, Inc. REIT

    11,924,362  
   

 

 

 
      79,326,029  
   

 

 

 
      Retailing - 3.4%  
  80,954    

CarMax, Inc.*

    10,786,311  
  86,708    

Dollar Tree, Inc.*

    9,962,749  
  64,041    

Ross Stores, Inc.

    8,385,529  
   

 

 

 
      29,134,589  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 1.2%  
  57,865    

MKS Instruments, Inc.

    10,364,200  
   

 

 

 
      Software & Services - 0.9%  
  100,770    

Amdocs Ltd.

    7,733,090  
   

 

 

 
      Technology Hardware & Equipment - 6.3%  
  140,389    

Ciena Corp.*

    7,085,433  
  68,674    

F5 Networks, Inc.*

    12,825,556  
  47,376    

II-VI, Inc.*

    3,180,825  
  191,269    

Lumentum Holdings, Inc.*

    16,267,428  
  39,143    

Rogers Corp.*

    7,665,765  
  88,808    

Western Digital Corp.*

    6,272,509  
   

 

 

 
      53,297,516  
   

 

 

 
      Transportation - 1.1%  
  441,693    

JetBlue Airways Corp.*

    8,992,869  
   

 

 

 
      Utilities - 5.2%  
  196,733    

Alliant Energy Corp.

    11,050,493  
  160,167    

Evergy, Inc.

    10,245,883  
  204,160    

Portland General Electric Co.

    10,383,577  
  92,306    

Sempra Energy

    12,698,536  
   

 

 

 
      44,378,489  
   

 

 

 
 

Total Common Stocks
(cost $596,506,382)

  $ 832,407,216  
   

 

 

 
 

 

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

 

 

  38  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.3%  
      Repurchase Agreements - 1.3%  
  10,859,604    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $10,859,609; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $11,076,866

  $ 10,859,604  
   

 

 

 
 

Total Short-Term Investments
(cost $10,859,604)

  $ 10,859,604  
   

 

 

 
 

Total Investments
(cost $607,365,986)

    99.4    $ 843,266,820  
 

Other Assets and Liabilities

    0.6      4,979,290  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     848,246,110  
   

 

 

    

 

 

 
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.

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 18,036,125      $ 18,036,125      $      $  

Banks

     81,591,341        81,591,341                

Capital Goods

     126,079,486        126,079,486                

Commercial & Professional Services

     26,128,859        26,128,859                

Consumer Durables & Apparel

     34,991,009        34,991,009                

Consumer Services

     26,155,403        26,155,403                

Diversified Financials

     16,451,979        16,451,979                

Energy

     15,277,528        15,277,528                

Food & Staples Retailing

     15,404,339        15,404,339                

Food, Beverage & Tobacco

     9,167,132        9,167,132                

Health Care Equipment & Services

     63,987,020        63,987,020                

Insurance

     75,557,526        75,557,526                

Materials

     60,092,225        55,336,873        4,755,352         

Media & Entertainment

     15,474,671        15,474,671                

Pharmaceuticals, Biotechnology & Life Sciences

     14,785,791        14,785,791                

Real Estate

     79,326,029        79,326,029                

Retailing

     29,134,589        29,134,589                

Semiconductors & Semiconductor Equipment

     10,364,200        10,364,200                

Software & Services

     7,733,090        7,733,090                

Technology Hardware & Equipment

     53,297,516        53,297,516                

Transportation

     8,992,869        8,992,869                

Utilities

     44,378,489        44,378,489                

Short-Term Investments

     10,859,604               10,859,604         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     843,266,820      $     827,651,864      $     15,614,956      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  39  

 


Hartford Quality Value Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.3%  
      Banks - 12.0%  
  228,900    

Bank of America Corp.

  $ 9,277,317  
  30,957    

Bank of Nova Scotia

    1,971,651  
  64,474    

JP Morgan Chase & Co.

    9,916,746  
  29,212    

PNC Financial Services Group, Inc.

    5,461,184  
   

 

 

 
      26,626,898  
   

 

 

 
      Capital Goods - 11.0%  
  8,991    

Deere & Co.

    3,334,312  
  15,218    

Eaton Corp. plc

    2,175,109  
  15,212    

Honeywell International, Inc.

    3,392,884  
  55,525    

Johnson Controls International plc

    3,461,428  
  8,142    

Lockheed Martin Corp.

    3,098,520  
  58,087    

Raytheon Technologies Corp.

    4,835,162  
  50,081    

Westinghouse Air Brake Technologies Corp.

    4,110,148  
   

 

 

 
      24,407,563  
   

 

 

 
      Commercial & Professional Services - 1.2%  
  18,694    

Waste Management, Inc.

    2,579,211  
   

 

 

 
      Consumer Services - 2.6%  
  16,946    

Hilton Worldwide Holdings, Inc.*

    2,180,950  
  15,290    

McDonald’s Corp.

    3,609,663  
   

 

 

 
      5,790,613  
   

 

 

 
      Diversified Financials - 2.9%  
  28,936    

American Express Co.

    4,437,335  
  1,037    

BlackRock, Inc.

    849,614  
  17,214    

Charles Schwab Corp.

    1,211,866  
   

 

 

 
      6,498,815  
   

 

 

 
      Energy - 5.6%  
  48,787    

Chevron Corp.

    5,028,476  
  44,529    

EOG Resources, Inc.

    3,279,115  
  19,999    

Exxon Mobil Corp.

    1,144,743  
  66,731    

Total S.A.”“Total S.A.“Total S.A. ADR

    2,954,849  
   

 

 

 
      12,407,183  
   

 

 

 
      Food & Staples Retailing - 1.4%  
  37,371    

Sysco Corp.

    3,166,445  
   

 

 

 
      Food, Beverage & Tobacco - 4.2%  
  31,664    

Coca-Cola Co.

    1,709,223  
  61,426    

Mondelez International, Inc. Class A

    3,735,315  
  40,728    

Philip Morris International, Inc.

    3,869,160  
   

 

 

 
      9,313,698  
   

 

 

 
      Health Care Equipment & Services - 9.3%  
  5,909    

Anthem, Inc.

    2,241,816  
  16,493    

Becton Dickinson and Co.

    4,103,623  
  21,184    

Hill-Rom Holdings, Inc.

    2,334,901  
  38,766    

Koninklijke Philips N.V. ADR*

    2,195,706  
  38,741    

Medtronic plc

    5,071,972  
  11,793    

UnitedHealth Group, Inc.

    4,703,048  
   

 

 

 
      20,651,066  
   

 

 

 
      Insurance - 7.9%  
  60,712    

American International Group, Inc.

    2,941,496  
  24,261    

Chubb Ltd.

    4,162,945  
  20,373    

Marsh & McLennan Cos., Inc.

    2,764,616  
  39,336    

MetLife, Inc.

    2,502,950  
  38,011    

Principal Financial Group, Inc.

    2,427,763  
  26,442    

Prudential Financial, Inc.

    2,653,719  
   

 

 

 
      17,453,489  
   

 

 

 
      Materials - 4.2%  
  26,136    

Celanese Corp.

    4,094,204  
  17,209    

FMC Corp.

    2,034,792  
  17,758    

PPG Industries, Inc.

    3,040,880  
   

 

 

 
      9,169,876  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.3% - (continued)  
      Media & Entertainment - 2.3%  
  88,553    

Comcast Corp. Class A

  $ 4,972,251  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.2%  
  43,299    

AstraZeneca plc ADR

    2,297,878  
  30,098    

Merck & Co., Inc.

    2,242,301  
  21,293    

Novartis AG ADR

    1,815,015  
  133,666    

Pfizer, Inc.

    5,166,191  
   

 

 

 
      11,521,385  
   

 

 

 
      Real Estate - 4.3%  
  6,793    

American Tower Corp. REIT

    1,730,652  
  135,744    

Host Hotels & Resorts, Inc. REIT*

    2,465,111  
  8,199    

Public Storage REIT

    2,305,231  
  95,121    

VICI Properties, Inc. REIT

    3,015,336  
   

 

 

 
      9,516,330  
   

 

 

 
      Retailing - 4.8%  
  571,800    

Allstar Co.(1)(2)

    700,455  
  16,000    

Lowe’s Cos., Inc.

    3,140,000  
  19,302    

Target Corp.

    4,000,533  
  39,075    

TJX Cos., Inc.

    2,774,325  
   

 

 

 
      10,615,313  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.5%  
  8,960    

Broadcom, Inc.

    4,087,552  
  45,564    

Intel Corp.

    2,621,297  
  17,643    

Texas Instruments, Inc.

    3,184,738  
   

 

 

 
      9,893,587  
   

 

 

 
      Software & Services - 3.2%  
  10,902    

Accenture plc Class A

    3,161,253  
  12,800    

Cognizant Technology Solutions Corp. Class A

    1,029,120  
  19,105    

Fidelity National Information Services, Inc.

    2,921,154  
   

 

 

 
      7,111,527  
   

 

 

 
      Technology Hardware & Equipment - 1.7%  
  75,289    

Cisco Systems, Inc.

    3,832,963  
   

 

 

 
      Telecommunication Services - 2.8%  
  106,717    

Verizon Communications, Inc.

    6,167,175  
   

 

 

 
      Transportation - 1.2%  
  15,694    

J.B. Hunt Transport Services, Inc.

    2,679,123  
   

 

 

 
      Utilities - 5.0%  
  43,029    

Alliant Energy Corp.

    2,416,939  
  39,817    

Avangrid, Inc.

    2,026,685  
  27,705    

Dominion Energy, Inc.

    2,213,630  
  26,194    

Eversource Energy

    2,258,447  
  16,313    

Sempra Energy

    2,244,179  
   

 

 

 
      11,159,880  
   

 

 

 
 

Total Common Stocks
(cost $159,871,634)

  $ 215,534,391  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.5%  
      Repurchase Agreements - 1.5%  
  3,245,427    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $3,245,428; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $3,310,372

  $ 3,245,427  
   

 

 

 
 

Total Short-Term Investments
(cost $3,245,427)

  $ 3,245,427  
   

 

 

 
 

Total Investments
(cost $163,117,061)

    98.8    $ 218,779,818  
 

Other Assets and Liabilities

    1.2      2,586,299  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     221,366,117  
   

 

 

    

 

 

 
 

 

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

 

 

  40  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2021 (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) 

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, 2021, the aggregate fair value of this security was $700,455, 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.

 

(2) 

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 $700,455 or 0.3% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  08/2011      Allstar Co.      571,800      $     —      $     700,455  

 

 

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

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 26,626,898      $ 26,626,898      $      $  

Capital Goods

     24,407,563        24,407,563                

Commercial & Professional Services

     2,579,211        2,579,211                

Consumer Services

     5,790,613        5,790,613                

Diversified Financials

     6,498,815        6,498,815                

Energy

     12,407,183        12,407,183                

Food & Staples Retailing

     3,166,445        3,166,445                

Food, Beverage & Tobacco

     9,313,698        9,313,698                

Health Care Equipment & Services

     20,651,066        20,651,066                

Insurance

     17,453,489        17,453,489                

Materials

     9,169,876        9,169,876                

Media & Entertainment

     4,972,251        4,972,251                

Pharmaceuticals, Biotechnology & Life Sciences

     11,521,385        11,521,385                

Real Estate

     9,516,330        9,516,330                

Retailing

     10,615,313        9,914,858        700,455         

Semiconductors & Semiconductor Equipment

     9,893,587        9,893,587                

Software & Services

     7,111,527        7,111,527                

Technology Hardware & Equipment

     3,832,963        3,832,963                

Telecommunication Services

     6,167,175        6,167,175                

Transportation

     2,679,123        2,679,123                

Utilities

     11,159,880        11,159,880                

Short-Term Investments

     3,245,427               3,245,427         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     218,779,818      $     214,833,936      $     3,945,882      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  41  

 


The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8%  
      Automobiles & Components - 2.9%  
  64,808    

Fox Factory Holding Corp.*

  $ 9,930,530  
  95,465    

Patrick Industries, Inc.

    8,553,664  
  63,462    

Thor Industries, Inc.

    8,985,584  
   

 

 

 
      27,469,778  
   

 

 

 
      Banks - 2.6%  
  430,927    

MGIC Investment Corp.

    6,567,328  
  122,383    

Synovus Financial Corp.

    5,734,867  
  78,795    

Triumph Bancorp, Inc.*

    6,983,601  
  49,035    

Western Alliance Bancorp

    5,152,107  
   

 

 

 
      24,437,903  
   

 

 

 
      Capital Goods - 10.1%  
  66,347    

Altra Industrial Motion Corp.

    3,915,137  
  75,729    

Applied Industrial Technologies, Inc.

    7,244,236  
  41,600    

Armstrong World Industries, Inc.

    4,311,840  
  97,597    

Boise Cascade Co.

    6,511,672  
  157,072    

Builders FirstSource, Inc.*

    7,644,694  
  96,990    

BWX Technologies, Inc.

    6,490,571  
  42,639    

Curtiss-Wright Corp.

    5,453,528  
  43,044    

EnerSys

    3,941,970  
  54,500    

Hydrofarm Holdings Group, Inc.*

    3,580,650  
  70,214    

ITT, Inc.

    6,621,882  
  61,496    

John Bean Technologies Corp.

    8,940,289  
  47,146    

Mercury Systems, Inc.*

    3,547,265  
  102,671    

Plug Power, Inc.*

    2,927,150  
  135,869    

Rexnord Corp.

    6,783,939  
  98,042    

SPX Corp.*

    5,947,228  
  95,421    

SPX FLOW, Inc.

    6,354,084  
  39,777    

Trex Co., Inc.*

    4,295,518  
   

 

 

 
      94,511,653  
   

 

 

 
      Commercial & Professional Services - 3.8%  
  87,805    

ASGN, Inc.*

    9,235,330  
  65,629    

Clean Harbors, Inc.*

    5,838,356  
  64,567    

Exponent, Inc.

    6,219,739  
  66,293    

Insperity, Inc.

    5,803,289  
  64,105    

Tetra Tech, Inc.

    8,181,721  
   

 

 

 
      35,278,435  
   

 

 

 
      Consumer Durables & Apparel - 5.0%  
  31,320    

Deckers Outdoor Corp.*

    10,592,424  
  78,808    

PVH Corp.

    8,919,489  
  58,377    

TopBuild Corp.*

    12,981,877  
  290,500    

Under Armour, Inc. Class C*

    5,783,855  
  102,078    

YETI Holdings, Inc.*

    8,719,503  
   

 

 

 
      46,997,148  
   

 

 

 
      Consumer Services - 4.1%  
  103,534    

BJ’s Restaurants, Inc.*

    6,314,539  
  40,610    

Churchill Downs, Inc.

    8,589,015  
  221,042    

GAN Ltd.*(1)

    4,076,014  
  98,340    

Penn National Gaming, Inc.*

    8,764,061  
  70,790    

Wingstop, Inc.

    11,213,844  
   

 

 

 
      38,957,473  
   

 

 

 
      Diversified Financials - 1.4%  
  111,793    

OneMain Holdings, Inc.

    6,357,668  
  101,250    

Stifel Financial Corp.

    7,005,487  
   

 

 

 
      13,363,155  
   

 

 

 
      Food & Staples Retailing - 1.0%  
  164,740    

Performance Food Group Co.*

    9,670,238  
   

 

 

 
      Food, Beverage & Tobacco - 2.2%  
  59,398    

Freshpet, Inc.*

    10,977,938  
  277,371    

Hostess Brands, Inc.*

    4,241,003  
  167,276    

Simply Good Foods Co.*

    5,779,386  
   

 

 

 
      20,998,327  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Health Care Equipment & Services - 12.1%  
  164,691    

AdaptHealth Corp.*

  $ 4,785,920  
  49,434    

Addus HomeCare Corp.*

    5,230,117  
  16,610    

Amedisys, Inc.*

    4,482,209  
  87,167    

AtriCure, Inc.*

    6,717,961  
  93,081    

Cardiovascular Systems, Inc.*

    3,753,026  
  135,400    

Covetrus, Inc.*

    3,879,210  
  58,089    

Glaukos Corp.*

    5,469,660  
  97,998    

Globus Medical, Inc. Class A*

    7,033,317  
  121,968    

Health Catalyst, Inc.*

    7,061,947  
  78,469    

Integer Holdings Corp.*

    7,366,670  
  120,036    

Integra LifeSciences Holdings Corp.*

    8,892,267  
  42,285    

LHC Group, Inc.*

    8,806,697  
  56,941    

ModivCare, Inc.*

    7,976,295  
  93,660    

Omnicell, Inc.*

    13,582,573  
  189,261    

OraSure Technologies, Inc.*

    1,731,738  
  422,219    

R1 RCM, Inc.*

    11,518,134  
  60,880    

Tandem Diabetes Care, Inc.*

    5,594,872  
   

 

 

 
      113,882,613  
   

 

 

 
      Household & Personal Products - 0.4%  
  143,527    

BellRing Brands, Inc. Class A*

    3,701,561  
   

 

 

 
      Insurance - 1.0%  
  107,191    

James River Group Holdings Ltd.

    5,049,768  
  56,483    

Kemper Corp.

    4,409,063  
   

 

 

 
      9,458,831  
   

 

 

 
      Materials - 2.2%  
  178,032    

Axalta Coating Systems Ltd.*

    5,677,440  
  62,420    

Ingevity Corp.*

    4,873,754  
  154,647    

Louisiana-Pacific Corp.

    10,188,144  
   

 

 

 
      20,739,338  
   

 

 

 
      Media & Entertainment - 1.4%  
  88,850    

Cardlytics, Inc.*(1)

    12,219,541  
  25,775    

Cargurus, Inc.*

    636,127  
   

 

 

 
      12,855,668  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 18.4%  
  44,368    

Allakos, Inc.*

    4,841,436  
  57,714    

ALX Oncology Holdings, Inc.*

    3,616,359  
  113,749    

Apellis Pharmaceuticals, Inc.*

    5,763,662  
  51,949    

Arena Pharmaceuticals, Inc.*

    3,565,260  
  59,937    

Arrowhead Pharmaceuticals, Inc.*

    4,361,016  
  48,185    

Arvinas, Inc.*

    3,321,874  
  65,159    

Biohaven Pharmaceutical Holding Co., Ltd.*

    4,893,441  
  140,862    

Celldex Therapeutics, Inc.*

    4,272,344  
  83,578    

ChemoCentryx, Inc.*

    4,039,325  
  121,074    

Constellation Pharmaceuticals, Inc.*

    2,617,620  
  166,237    

Dicerna Pharmaceuticals, Inc.*

    5,184,932  
  176,789    

Dyne Therapeutics, Inc.*

    3,479,208  
  30,333    

Fate Therapeutics, Inc.*

    2,650,801  
  236,497    

Heron Therapeutics, Inc.*

    4,133,968  
  268,125    

Homology Medicines, Inc.*

    1,815,206  
  451,688    

ImmunoGen, Inc.*

    3,640,605  
  73,107    

KalVista Pharmaceuticals, Inc.*

    1,825,482  
  22,370    

Karuna Therapeutics, Inc.*

    2,483,294  
  43,813    

Kodiak Sciences, Inc.*

    5,294,363  
  155,866    

Kura Oncology, Inc.*

    4,197,471  
  45,877    

Kymera Therapeutics, Inc.*(1)

    2,089,697  
  37,558    

Madrigal Pharmaceuticals, Inc.*

    5,111,644  
  252,225    

Mersana Therapeutics, Inc.*

    4,017,944  
  30,007    

Mirati Therapeutics, Inc.*

    4,987,764  
  86,092    

NanoString Technologies, Inc.*

    6,858,950  
  48,616    

Natera, Inc.*

    5,348,732  
  117,051    

NeoGenomics, Inc.*

    5,734,329  
  44,272    

Nkarta, Inc.*

    1,410,063  
  26,069    

Novavax, Inc.*

    6,176,528  
 

 

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

 

 

  42  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 18.4% - (continued)  
  89,488    

PTC Therapeutics, Inc.*

  $ 3,687,800  
  175,619    

Radius Health, Inc.*

    3,916,304  
  90,891    

RAPT Therapeutics, Inc.*

    1,994,149  
  33,725    

Reata Pharmaceuticals, Inc. Class A*

    3,419,715  
  147,293    

Revance Therapeutics, Inc.*

    4,289,172  
  56,915    

Revolution Medicines, Inc.*

    1,889,009  
  84,212    

Rocket Pharmaceuticals, Inc.*

    3,860,278  
  162,189    

Syndax Pharmaceuticals, Inc.*

    2,585,293  
  117,945    

TCR2 Therapeutics, Inc.*

    2,678,531  
  122,189    

TG Therapeutics, Inc.*

    5,463,070  
  195,032    

Theravance Biopharma, Inc.*

    3,849,932  
  50,897    

Turning Point Therapeutics, Inc.*

    3,879,878  
  44,622    

Ultragenyx Pharmaceutical, Inc.*

    4,981,600  
  99,675    

Veracyte, Inc.*

    4,958,831  
  109,120    

Y-mAbs Therapeutics, Inc.*

    3,281,238  
   

 

 

 
      172,468,118  
   

 

 

 
      Real Estate - 4.0%  
  243,887    

Essential Properties Realty Trust, Inc. REIT

    6,387,401  
  338,031    

Independence Realty Trust, Inc. REIT

    5,692,442  
  130,021    

JBG SMITH Properties REIT

    4,239,985  
  51,436    

PS Business Parks, Inc. REIT

    8,351,663  
  118,539    

Rexford Industrial Realty, Inc. REIT

    6,584,841  
  81,715    

Ryman Hospitality Properties, Inc. REIT

    6,426,885  
   

 

 

 
      37,683,217  
   

 

 

 
      Retailing - 3.3%  
  64,842    

Floor & Decor Holdings, Inc. Class A*

    7,192,275  
  131,178    

Foot Locker, Inc.

    7,736,878  
  17,455    

Lithia Motors, Inc. Class A

    6,709,353  
  46,961    

Ollie’s Bargain Outlet Holdings, Inc.*

    4,333,091  
  58,170    

Shutterstock, Inc.

    5,071,261  
   

 

 

 
      31,042,858  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.4%  
  117,599    

Axcelis Technologies, Inc.*

    4,883,887  
  61,475    

Cirrus Logic, Inc.*

    4,574,355  
  144,689    

FormFactor, Inc.*

    5,664,574  
  186,272    

Lattice Semiconductor Corp.*

    9,371,344  
  109,782    

Power Integrations, Inc.

    9,091,047  
  56,055    

Synaptics, Inc.*

    7,840,413  
   

 

 

 
      41,425,620  
   

 

 

 
      Software & Services - 16.4%  
  79,705    

Alarm.com Holdings, Inc.*

    7,154,321  
  71,353    

Blackbaud, Inc.*

    5,074,625  
  30,366    

CACI International, Inc. Class A*

    7,739,079  
  51,797    

Concentrix Corp.*

    8,048,218  
  115,974    

Digital Turbine, Inc.*

    8,747,919  
  39,711    

Everbridge, Inc.*

    5,270,047  
  94,234    

ExlService Holdings, Inc.*

    8,705,337  
  34,738    

Five9, Inc.*

    6,529,702  
  63,513    

j2 Global, Inc.*

    7,685,073  
  98,031    

LiveRamp Holdings, Inc.*

    4,801,558  
  49,318    

Manhattan Associates, Inc.*

    6,768,402  
  164,267    

Medallia, Inc.*

    4,844,234  
  96,626    

Mimecast Ltd.*

    4,195,501  
  20,240    

Paylocity Holding Corp.*

    3,911,178  
  137,724    

Perficient, Inc.*

    9,036,072  
  61,255    

Q2 Holdings, Inc.*

    6,371,745  
  102,090    

Rapid7, Inc.*

    8,294,812  
  244,238    

Repay Holdings Corp.*

    5,580,838  
  62,372    

Science Applications International Corp.

    5,577,304  
  104,756    

Sprout Social, Inc. Class A*

    6,944,275  
  170,287    

SVMK, Inc.*

    3,063,463  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Software & Services - 16.4% - (continued)  
  138,642    

Telos Corp.*

  $ 4,600,142  
  144,217    

Varonis Systems, Inc.*

    7,636,290  
  575,599    

Verra Mobility Corp.*

    7,736,051  
   

 

 

 
      154,316,186  
   

 

 

 
      Technology Hardware & Equipment - 2.4%  
  139,472    

II-VI, Inc.*

    9,364,150  
  70,180    

Insight Enterprises, Inc.*

    7,043,967  
  71,218    

Lumentum Holdings, Inc.*

    6,057,091  
   

 

 

 
      22,465,208  
   

 

 

 
      Telecommunication Services - 0.4%  
  77,283    

ArcLight Clean Transition Corp. Class A*(1)

    1,250,439  
  16,344    

Bandwidth, Inc. Class A*

    2,160,677  
   

 

 

 
      3,411,116  
   

 

 

 
      Transportation - 0.3%  
  159,923    

Marten Transport Ltd.

    2,673,913  
   

 

 

 
 

Total Common Stocks
(cost $593,975,153)

  $ 937,808,357  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.8%  
      Repurchase Agreements - 0.3%  
  2,996,724    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $2,996,725; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $3,056,726

  $ 2,996,724  
   

 

 

 
      Securities Lending Collateral - 0.5%  
  635,993    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

    635,993  
  4,461,049    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(2)

    4,461,049  
   

 

 

 
      5,097,042  
   

 

 

 
 

Total Short-Term Investments
(cost $8,093,766)

  $ 8,093,766  
   

 

 

 
 

Total Investments
(cost $602,068,919)

    100.6    $ 945,902,123  
 

Other Assets and Liabilities

    (0.6 )%       (6,085,760
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     939,816,363  
   

 

 

    

 

 

 

 

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.

 

 

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

 

 

  43  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 27,469,778      $ 27,469,778      $      $  

Banks

     24,437,903        24,437,903                

Capital Goods

     94,511,653        94,511,653                

Commercial & Professional Services

     35,278,435        35,278,435                

Consumer Durables & Apparel

     46,997,148        46,997,148                

Consumer Services

     38,957,473        38,957,473                

Diversified Financials

     13,363,155        13,363,155                

Food & Staples Retailing

     9,670,238        9,670,238                

Food, Beverage & Tobacco

     20,998,327        20,998,327                

Health Care Equipment & Services

     113,882,613        113,882,613                

Household & Personal Products

     3,701,561        3,701,561                

Insurance

     9,458,831        9,458,831                

Materials

     20,739,338        20,739,338                

Media & Entertainment

     12,855,668        12,855,668                

Pharmaceuticals, Biotechnology & Life Sciences

     172,468,118        172,468,118                

Real Estate

     37,683,217        37,683,217                

Retailing

     31,042,858        31,042,858                

Semiconductors & Semiconductor Equipment

     41,425,620        41,425,620                

Software & Services

     154,316,186        154,316,186                

Technology Hardware & Equipment

     22,465,208        22,465,208                

Telecommunication Services

     3,411,116        3,411,116                

Transportation

     2,673,913        2,673,913                

Short-Term Investments

     8,093,766        5,097,042        2,996,724         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     945,902,123      $     942,905,399      $     2,996,724      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  44  

 


Hartford Small Cap Value Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9%  
      Banks - 21.7%  
  57,943    

Bank OZK

  $ 2,375,083  
  115,864    

Cadence Bancorp

    2,577,974  
  21,764    

Federal Agricultural Mortgage Corp. Class C

    2,238,645  
  66,843    

First Hawaiian, Inc.

    1,835,509  
  39,497    

First Interstate BancSystem, Inc. Class A

    1,855,174  
  160,475    

FNB Corp.

    2,068,523  
  69,055    

Great Western Bancorp, Inc.

    2,282,268  
  95,310    

Home BancShares, Inc.

    2,652,477  
  56,800    

Pacific Premier Bancorp, Inc.

    2,500,904  
  96,052    

Radian Group, Inc.

    2,366,721  
  56,889    

Sandy Spring Bancorp, Inc.

    2,580,485  
  112,175    

Sterling Bancorp

    2,818,958  
  120,209    

Umpqua Holdings Corp.

    2,240,696  
   

 

 

 
      30,393,417  
   

 

 

 
      Capital Goods - 6.3%  
  22,632    

EnerSys

    2,072,638  
  54,848    

Kennametal, Inc.

    2,202,696  
  70,413    

nVent Electric plc

    2,144,076  
  129,693    

REV Group, Inc.

    2,365,600  
   

 

 

 
      8,785,010  
   

 

 

 
      Commercial & Professional Services - 9.8%  
  116,324    

BrightView Holdings, Inc.*

    2,085,689  
  65,329    

Deluxe Corp.

    2,875,783  
  59,174    

Herman Miller, Inc.

    2,455,721  
  39,222    

Kforce, Inc.

    2,198,001  
  56,013    

Loomis AB(1)

    1,834,282  
  25,193    

Science Applications International Corp.

    2,252,758  
   

 

 

 
      13,702,234  
   

 

 

 
      Consumer Durables & Apparel - 8.1%  
  23,441    

Carter’s, Inc.

    2,550,146  
  38,926    

Kontoor Brands, Inc.

    2,445,721  
  71,044    

Movado Group, Inc.

    2,228,650  
  62,256    

Steven Madden Ltd.

    2,531,952  
  25,178    

Sturm Ruger & Co., Inc.

    1,635,059  
   

 

 

 
      11,391,528  
   

 

 

 
      Consumer Services - 3.0%  
  58,507    

Adtalem Global Education, Inc.*

    2,007,375  
  102,094    

H&R Block, Inc.

    2,272,613  
   

 

 

 
      4,279,988  
   

 

 

 
      Diversified Financials - 5.1%  
  124,014    

Greenhill & Co., Inc.

    1,882,533  
  187,450    

Navient Corp.

    3,154,783  
  56,332    

PRA Group, Inc.*

    2,122,590  
   

 

 

 
      7,159,906  
   

 

 

 
      Food, Beverage & Tobacco - 1.7%  
  153,765    

Hostess Brands, Inc.*

    2,351,067  
   

 

 

 
      Health Care Equipment & Services - 6.1%  
  47,685    

Envista Holdings Corp.*

    2,063,807  
  92,177    

NextGen Healthcare, Inc.*

    1,687,761  
  34,969    

NuVasive, Inc.*

    2,498,535  
  63,889    

Premier, Inc. Class A

    2,258,476  
   

 

 

 
      8,508,579  
   

 

 

 
      Household & Personal Products - 5.0%  
  69,389    

Edgewell Personal Care Co.

    2,650,660  
  46,007    

Energizer Holdings, Inc.

    2,268,145  
  9,145    

Medifast, Inc.

    2,076,738  
   

 

 

 
      6,995,543  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Insurance - 4.5%  
  204,768    

Lancashire Holdings Ltd.

  $ 2,007,518  
  96,891    

ProAssurance Corp.

    2,422,275  
  179,144    

SiriusPoint Ltd.*

    1,895,343  
   

 

 

 
      6,325,136  
   

 

 

 
      Materials - 2.9%  
  31,844    

Compass Minerals International, Inc.

    2,162,844  
  42,570    

Schweitzer-Mauduit International, Inc.

    1,944,172  
   

 

 

 
      4,107,016  
   

 

 

 
      Media & Entertainment - 1.7%  
  119,182    

TEGNA, Inc.

    2,390,791  
   

 

 

 
      Real Estate - 2.4%  
  143,551    

CoreCivic, Inc. REIT

    1,115,391  
  97,195    

Pebblebrook Hotel Trust REIT

    2,321,017  
   

 

 

 
      3,436,408  
   

 

 

 
      Retailing - 1.7%  
  30,508    

Children’s Place, Inc.*

    2,390,302  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.1%  
  34,294    

Ichor Holdings Ltd.*

    1,912,576  
  99,927    

Rambus, Inc.*

    1,896,615  
  37,233    

Silicon Motion Technology Corp. ADR

    2,674,074  
  74,162    

Tower Semiconductor Ltd.*

    2,098,785  
   

 

 

 
      8,582,050  
   

 

 

 
      Software & Services - 4.0%  
  38,131    

CSG Systems International, Inc.

    1,753,644  
  29,357    

InterDigital, Inc.

    2,037,963  
  90,656    

Xperi Holding Corp.

    1,862,981  
   

 

 

 
      5,654,588  
   

 

 

 
      Technology Hardware & Equipment - 1.3%  
  47,373    

Plantronics, Inc.*

    1,894,446  
   

 

 

 
      Utilities - 3.4%  
  46,103    

Portland General Electric Co.

    2,344,799  
  96,854    

South Jersey Industries, Inc.

    2,397,136  
   

 

 

 
      4,741,935  
   

 

 

 
 

Total Common Stocks
(cost $94,929,862)

  $ 133,089,944  
   

 

 

 
EXCHANGE-TRADED FUNDS - 3.7%  
      Other Investment Pools & Funds - 3.7%  
  32,449    

iShares Russell 2000 Value ETF

  $ 5,269,069  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $5,108,767)

  $ 5,269,069  
   

 

 

 
 

Total Long-Term Investments
(cost $100,038,629)

  $ 138,359,013  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.0%  
      Repurchase Agreements - 0.7%  
  907,121    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $907,121; collateralized by U.S. Government Bond at 1.750%, maturing 01/15/2028, with a market value of $925,383

  $ 907,121  
   

 

 

 
 

 

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

 

 

  45  

 


Hartford Small Cap Value Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.0% - (continued)  
      Securities Lending Collateral - 1.3%  
  230,429    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

  $ 230,429  
  1,616,297    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(2)

    1,616,297  
   

 

 

 
      1,846,726  
   

 

 

 
 

Total Short-Term Investments
(cost $2,753,847)

  $ 2,753,847  
   

 

 

 
                                 
 

Total Investments
(cost $102,792,476)

    100.6    $ 141,112,860  
 

Other Assets and Liabilities

    (0.6 )%       (843,587
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $   140,269,273  
   

 

 

    

 

 

 

 

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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 30,393,417      $ 30,393,417      $      $  

Capital Goods

     8,785,010        8,785,010                

Commercial & Professional Services

     13,702,234        11,867,952        1,834,282         

Consumer Durables & Apparel

     11,391,528        11,391,528                

Consumer Services

     4,279,988        4,279,988                

Diversified Financials

     7,159,906        7,159,906                

Food, Beverage & Tobacco

     2,351,067        2,351,067                

Health Care Equipment & Services

     8,508,579        8,508,579                

Household & Personal Products

     6,995,543        6,995,543                

Insurance

     6,325,136        4,317,618        2,007,518         

Materials

     4,107,016        4,107,016                

Media & Entertainment

     2,390,791        2,390,791                

Real Estate

     3,436,408        3,436,408                

Retailing

     2,390,302        2,390,302                

Semiconductors & Semiconductor Equipment

     8,582,050        8,582,050                

Software & Services

     5,654,588        5,654,588                

Technology Hardware & Equipment

     1,894,446        1,894,446                

Utilities

     4,741,935        4,741,935                

Exchange-Traded Funds

     5,269,069        5,269,069                

Short-Term Investments

     2,753,847        1,846,726        907,121         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     141,112,860      $     136,363,939      $     4,748,921      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  46  

 


The Hartford Small Company Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7%  
      Automobiles & Components - 0.9%  
  65,156    

Thor Industries, Inc.

  $ 9,225,438  
   

 

 

 
      Banks - 2.1%  
  280,325    

Sterling Bancorp

    7,044,567  
  126,170    

Western Alliance Bancorp

    13,256,682  
   

 

 

 
      20,301,249  
   

 

 

 
      Capital Goods - 12.9%  
  185,746    

Altra Industrial Motion Corp.

    10,960,871  
  176,085    

Applied Industrial Technologies, Inc.

    16,844,291  
  224,348    

Builders FirstSource, Inc.*

    10,919,017  
  190,421    

Colfax Corp.*

    8,605,125  
  144,289    

Curtiss-Wright Corp.

    18,454,563  
  108,795    

Gibraltar Industries, Inc.*

    9,993,909  
  109,800    

Hydrofarm Holdings Group, Inc.*

    7,213,860  
  101,737    

ITT, Inc.

    9,594,817  
  127,977    

Kennametal, Inc.

    5,139,556  
  39,550    

Kornit Digital Ltd.*

    3,866,408  
  106,768    

Middleby Corp.*

    19,359,174  
  114,210    

Rush Enterprises, Inc. Class A

    5,637,406  
   

 

 

 
      126,588,997  
   

 

 

 
      Commercial & Professional Services - 1.2%  
  148,873    

TriNet Group, Inc.*

    11,717,794  
   

 

 

 
      Consumer Durables & Apparel - 6.1%  
  41,008    

Cavco Industries, Inc.*

    8,588,305  
  78,377    

Polaris, Inc.

    10,975,131  
  207,077    

Skyline Champion Corp.*

    9,200,431  
  394,500    

Wolverine World Wide, Inc.

    16,458,540  
  171,632    

YETI Holdings, Inc.*

    14,660,806  
   

 

 

 
      59,883,213  
   

 

 

 
      Consumer Services - 7.3%  
  194,988    

Boyd Gaming Corp.*

    12,898,456  
  192,199    

Chegg, Inc.*

    17,361,336  
  284,446    

GAN Ltd.*(1)

    5,245,184  
  62,230    

Penn National Gaming, Inc.*

    5,545,938  
  211,546    

Planet Fitness, Inc. Class A*

    17,767,748  
  80,556    

Wingstop, Inc.

    12,760,876  
   

 

 

 
      71,579,538  
   

 

 

 
      Diversified Financials - 1.1%  
  45,978    

Hamilton Lane, Inc. Class A

    4,158,710  
  117,424    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    6,153,018  
   

 

 

 
      10,311,728  
   

 

 

 
      Food, Beverage & Tobacco - 1.2%  
  9,846    

Boston Beer Co., Inc. Class A*

    11,977,560  
   

 

 

 
      Health Care Equipment & Services - 11.9%  
  223,953    

Accolade, Inc.*

    11,231,243  
  74,596    

Addus HomeCare Corp.*

    7,892,257  
  8,803    

agilon health, Inc.*

    277,559  
  111,590    

Globus Medical, Inc. Class A*

    8,008,814  
  206,001    

Health Catalyst, Inc.*

    11,927,458  
  91,539    

Hill-Rom Holdings, Inc.

    10,089,429  
  59,053    

Inari Medical, Inc.*

    6,749,167  
  25,147    

Insulet Corp.*

    7,423,897  
  148,793    

Integra LifeSciences Holdings Corp.*

    11,022,585  
  65,508    

LHC Group, Inc.*

    13,643,351  
  1,141,625    

Multiplan Corp.*(1)

    8,482,274  
  188,839    

Oak Street Health, Inc.*

    11,638,148  
  60,641    

Omnicell, Inc.*

    8,794,158  
   

 

 

 
      117,180,340  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7% - (continued)  
      Media & Entertainment - 1.5%  
  109,627    

Cardlytics, Inc.*

  $ 15,077,001  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 16.5%  
  30,969    

Acceleron Pharma, Inc.*

    3,870,196  
  58,464    

Allakos, Inc.*

    6,379,592  
  110,352    

ALX Oncology Holdings, Inc.*

    6,914,656  
  318,919    

Amicus Therapeutics, Inc.*

    3,138,163  
  94,362    

Apellis Pharmaceuticals, Inc.*

    4,781,323  
  98,913    

Arena Pharmaceuticals, Inc.*

    6,788,399  
  42,535    

Ascendis Pharma A/S ADR*

    6,166,299  
  73,666    

BioAtla, Inc.*

    3,653,097  
  52,715    

Blueprint Medicines Corp.*

    5,077,509  
  76,270    

ChemoCentryx, Inc.*

    3,686,129  
  251,340    

Constellation Pharmaceuticals, Inc.*

    5,433,971  
  139,745    

Freeline Therapeutics Holdings plc ADR*

    1,537,195  
  361,298    

Heron Therapeutics, Inc.*

    6,315,489  
  698,998    

ImmunoGen, Inc.*

    5,633,924  
  99,635    

Iovance Biotherapeutics, Inc.*

    3,132,524  
  139,910    

KalVista Pharmaceuticals, Inc.*

    3,493,553  
  85,805    

Kodiak Sciences, Inc.*

    10,368,676  
  94,494    

Kura Oncology, Inc.*

    2,544,723  
  24,800    

Medpace Holdings, Inc.*

    4,208,064  
  170,342    

Mersana Therapeutics, Inc.*

    2,713,548  
  31,575    

Mirati Therapeutics, Inc.*

    5,248,397  
  90,017    

NanoString Technologies, Inc.*

    7,171,654  
  154,421    

NeoGenomics, Inc.*

    7,565,085  
  20,851    

Novavax, Inc.*

    4,940,227  
  128,058    

PTC Therapeutics, Inc.*

    5,277,270  
  21,738    

Reata Pharmaceuticals, Inc. Class A*

    2,204,233  
  93,548    

Revolution Medicines, Inc.*

    3,104,858  
  79,520    

Rocket Pharmaceuticals, Inc.*

    3,645,197  
  224,803    

TCR2 Therapeutics, Inc.*

    5,105,276  
  191,296    

TG Therapeutics, Inc.*

    8,552,844  
  62,173    

Turning Point Therapeutics, Inc.*

    4,739,448  
  213,270    

UroGen Pharma Ltd.*(1)

    4,148,102  
  176,873    

Y-mAbs Therapeutics, Inc.*

    5,318,571  
   

 

 

 
      162,858,192  
   

 

 

 
      Real Estate - 3.7%  
  373,393    

Essential Properties Realty Trust, Inc. REIT

    9,779,163  
  124,554    

Redfin Corp.*

    8,815,932  
  118,262    

Ryman Hospitality Properties, Inc. REIT

    9,301,306  
  460,920    

Xenia Hotels & Resorts, Inc. REIT

    8,955,676  
   

 

 

 
      36,852,077  
   

 

 

 
      Retailing - 7.0%  
  3,136,600    

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

    3,842,335  
  68,005    

Five Below, Inc.*

    13,687,366  
  149,252    

Floor & Decor Holdings, Inc. Class A*

    16,555,032  
  199,124    

Ollie’s Bargain Outlet Holdings, Inc.*

    18,373,171  
  289,573    

Porch Group, Inc.*

    3,854,217  
  463,197    

RealReal, Inc.*

    11,473,390  
  26,907    

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

    1,324,385  
   

 

 

 
      69,109,896  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.6%  
  105,189    

ACM Research, Inc. Class A*

    8,304,672  
  189,383    

Maxeon Solar Technologies Ltd.*(1)

    3,408,894  
  44,402    

MKS Instruments, Inc.

    7,952,842  
  572,573    

Tower Semiconductor Ltd.*

    16,203,816  
   

 

 

 
      35,870,224  
   

 

 

 
      Software & Services - 14.0%  
  170,711    

2U, Inc.*

    6,700,407  
  166,631    

Digital Turbine, Inc.*

    12,568,976  
  125,717    

j2 Global, Inc.*

    15,211,757  
  179,431    

LiveRamp Holdings, Inc.*

    8,788,530  
 

 

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

 

 

  47  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.7% - (continued)  
      Software & Services - 14.0% - (continued)  
  110,808    

Manhattan Associates, Inc.*

  $ 15,207,290  
  143,782    

Mimecast Ltd.*

    6,243,014  
  228,890    

Perficient, Inc.*

    15,017,473  
  37,858    

Q2 Holdings, Inc.*

    3,937,989  
  214,499    

Rapid7, Inc.*

    17,428,044  
  479,176    

Repay Holdings Corp.*

    10,949,172  
  257,596    

Telos Corp.*

    8,547,035  
  168,741    

Varonis Systems, Inc.*

    8,934,836  
  645,786    

Verra Mobility Corp.*

    8,679,364  
   

 

 

 
      138,213,887  
   

 

 

 
      Technology Hardware & Equipment - 4.6%  
  247,856    

II-VI, Inc.*

    16,641,052  
  61,643    

Lumentum Holdings, Inc.*

    5,242,737  
  87,965    

Novanta, Inc.*

    11,585,870  
  142,470    

PAR Technology Corp.*

    11,702,486  
   

 

 

 
      45,172,145  
   

 

 

 
      Telecommunication Services - 0.5%  
  39,791    

Bandwidth, Inc. Class A*

    5,260,370  
   

 

 

 
      Transportation - 0.6%  
  25,045    

Saia, Inc.*

    5,873,052  
   

 

 

 
 

Total Common Stocks
(cost $730,636,452)

  $ 953,052,701  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.2%  
      Retailing - 0.2%  
  94,978    

Honest Co., Inc. Series E*(2)(3)(5)

  $ 1,606,154  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $2,172,859)

  $ 1,606,154  
   

 

 

 
ESCROWS - 0.0%(6)  
      Software & Services - 0.0%  
  263,189    

Marklogic Corp.*(2)(3)(5)

  $ 3,422  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 3,422  
   

 

 

 
 

Total Long-Term Investments
(cost $732,809,311)

  $ 954,662,277  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.9%  
      Repurchase Agreements - 2.8%  
  27,904,582    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $27,904,594; collateralized by U.S. Treasury Inflation Index Bond at 0.500%, maturing 01/15/2028, with a market value of $28,462,787

  $ 27,904,582  
   

 

 

 
      Securities Lending Collateral - 1.1%  
  1,319,664    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(7)

    1,319,664  
  9,256,523    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(7)

    9,256,523  
   

 

 

 
      10,576,187  
   

 

 

 
 

Total Short-Term Investments
(cost $38,480,769)

  $ 38,480,769  
   

 

 

 
 

Total Investments
(cost $771,290,080)

    100.8    $ 993,143,046  
 

Other Assets and Liabilities

    (0.8 )%       (7,826,891
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     985,316,155  
   

 

 

    

 

 

 
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, 2021, the aggregate fair value of these securities was $7,862,004, which represented 0.8% 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.

 

(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 $6,776,296 or 0.7% of net assets.

 

Period
Acquired
    

Security Name

  Shares/
Par Value
    Total Cost     Market Value  
  08/2011      Allstar Co.     3,136,600     $     $ 3,842,335  
  08/2015      Honest Co., Inc. Series E Convertible Preferred     94,978       2,172,859       1,606,154  
  01/2021      Marklogic Corp.     263,189             3,422  
  11/2013      Tory Burch LLC     26,907       2,108,912       1,324,385  
      

 

 

   

 

 

 
       $     4,281,771     $     6,776,296  
      

 

 

   

 

 

 

 

(4) 

Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.

 

(5) 

Investment valued using significant unobservable inputs.

 

(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.

 

 

  48  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

PIPE Purchase Commitments Outstanding as of April 30, 2021

 

Period
Committed
    

Security Name

   Committed
Shares
     Committed
Cost
     Market Value      Unrealized
Appreciation
(Depreciation)
 
  02/2021      Aone(2)      726,000      $ 7,260,000      $ 6,579,738      $ (680,262
  02/2021      Decarbonization Plus Acquisition Corp(2)      249,000        2,490,000        2,330,640        (159,360
  02/2021      FTAC Olympus Acquisition Corp. (2)      97,900        979,000        886,387        (92,613
  12/2020      TPG Pace Beneficial Finance Corp. (2)      481,900        4,819,000        7,281,990        2,462,990  
  01/2021      TS Innovation Acquisitions Corp. (2)      561,220        5,612,200        5,167,153        (445,047
        

 

 

    

 

 

    

 

 

 
         $     21,160,200      $     22,245,908      $     1,085,708  
        

 

 

    

 

 

    

 

 

 

Special purpose acquisition companies (“SPACs”) are collective investment structures that allow for private investments in public equity investments (“PIPE”). The Hartford Small Company Fund had contingent commitments outstanding of $21,160,200 to purchase restricted PIPE shares as of April 30, 2021.

The aggregate unrealized appreciation/depreciation of PIPE commitments represents 0.1% of net assets.

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 9,225,438     $ 9,225,438      $     $  

Banks

     20,301,249       20,301,249               

Capital Goods

     126,588,997       126,588,997               

Commercial & Professional Services

     11,717,794       11,717,794               

Consumer Durables & Apparel

     59,883,213       59,883,213               

Consumer Services

     71,579,538       71,579,538               

Diversified Financials

     10,311,728       10,311,728               

Food, Beverage & Tobacco

     11,977,560       11,977,560               

Health Care Equipment & Services

     117,180,340       117,180,340               

Media & Entertainment

     15,077,001       15,077,001               

Pharmaceuticals, Biotechnology & Life Sciences

     162,858,192       162,858,192               

Real Estate

     36,852,077       36,852,077               

Retailing

     69,109,896       63,943,176        3,842,335       1,324,385  

Semiconductors & Semiconductor Equipment

     35,870,224       35,870,224               

Software & Services

     138,213,887       138,213,887               

Technology Hardware & Equipment

     45,172,145       45,172,145               

Telecommunication Services

     5,260,370       5,260,370               

Transportation

     5,873,052       5,873,052               

Convertible Preferred Stocks

     1,606,154                    1,606,154  

Escrows

     3,422                    3,422  

Short-Term Investments

     38,480,769       10,576,187        27,904,582        

PIPE Purchase Commitment

     2,462,990              2,462,990        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     995,606,036     $     958,462,168      $     34,209,907     $     2,933,961  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

PIPE Purchase Commitment

   $ (1,377,282   $      $ (1,377,282   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,377,282   $      $ (1,377,282   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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 period ended April 30, 2021 is not presented.

 

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

 

 

  49  

 


Hartford Domestic Equity Funds

Glossary (abbreviations used in the preceding Schedules of Investments)

 

 

 

Currency Abbreviations:

USD

   United States Dollar
Index Abbreviations:

S&P

   Standard & Poor’s
Other Abbreviations:

ADR

   American Depositary Receipt

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust
 

 

 

  50  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2021 (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)

   $     7,575,166,950      $     11,442,221,031      $     12,266,803,203      $     4,557,616,937  

Repurchase agreements

     139,157,525        153,278,482        380,416,036        88,925,298  

Cash

     62,056,963        68,349,067        169,190,817        39,653,264  

Cash collateral held for securities on loan

     1,527,813        1,722,999        6,366,431        2,183,152  

Foreign currency

     1,255                      636,298  

Receivables:

           

Investment securities sold

     41,277,628        2,429,705               5,309,726  

Fund shares sold

     1,196,954        25,038,852        27,663,813        5,106,358  

Dividends and interest

     2,979,001        7,425,929        9,982,688        4,210,748  

Securities lending income

     6,141        5,304        19,556        8,857  

Variation margin on futures contracts

     7,619,737        25,080                

Tax reclaims

     601,267               2,196,764        2,392,598  

Other assets

     106,710        295,678        230,742        109,043  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     7,831,697,944        11,700,792,127        12,862,870,050        4,706,152,279  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

           

Obligation to return securities lending collateral

     30,551,900        34,455,055        127,310,445        43,656,808  

Payables:

           

Investment securities purchased

     40,798,320        17,567,117        21,153,128         

Fund shares redeemed

     5,474,194        17,304,914        7,905,757        3,260,098  

Investment management fees

     4,178,823        3,092,696        6,114,077        2,310,856  

Transfer agent fees

     1,058,723        786,300        944,381        440,763  

Accounting services fees

     86,776        128,530        140,085        51,700  

Board of Directors’ fees

     30,022        30,216        36,372        16,956  

Distribution fees

     219,900        138,436        179,135        89,046  

Accrued expenses

     224,791        94,879        234,849        124,972  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     82,623,449        73,598,143        164,018,229        49,951,199  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 7,749,074,495      $ 11,627,193,984      $ 12,698,851,821      $ 4,656,201,080  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

           

Capital stock and paid-in-capital

   $ 5,000,207,086      $ 7,427,444,087      $ 7,464,079,216      $ 2,968,863,653  

Distributable earnings

     2,748,867,409        4,199,749,897        5,234,772,605        1,687,337,427  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 7,749,074,495      $ 11,627,193,984      $ 12,698,851,821      $ 4,656,201,080  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     1,540,000,000        825,000,000        1,175,000,000        675,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 47.10      $ 45.22      $ 31.73      $ 22.47  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 49.84      $ 47.85      $ 33.58      $ 23.78  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     121,619,508        33,854,169        139,522,676        78,816,957  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 5,728,880,757      $ 1,530,730,361      $ 4,427,094,696      $ 1,771,214,066  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 33.03      $ 40.99      $ 30.46      $ 22.35  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,889,674        13,349,155        5,038,180        8,158,021  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 161,501,154      $ 547,218,191      $ 153,450,475      $ 182,315,165  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 47.40      $ 45.32      $ 31.55      $ 22.32  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     15,220,542        94,908,447        80,415,503        57,009,082  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 721,384,660      $ 4,301,610,216      $ 2,537,270,187      $ 1,272,554,203  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 53.29      $ 45.89      $ 32.25      $ 22.51  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     904,028        1,286,659        2,139,788        1,676,762  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 48,180,026      $ 59,047,642      $ 69,009,279      $ 37,748,095  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 55.55      $ 46.69      $ 32.52      $ 22.55  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     665,662        4,842,791        2,950,229        2,090,627  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 36,975,633      $ 226,095,564      $ 95,930,769      $ 47,147,420  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 56.80      $ 45.69      $ 32.66      $ 22.68  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     691,675        4,736,801        7,496,802        3,817,138  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 39,290,377      $ 216,435,510      $ 244,865,932      $ 86,566,544  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  51  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

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

Class R6:  Net asset value per share

   $ 57.21      $ 45.90      $ 32.66      $ 22.74  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     286,303        21,431,303        11,815,719        3,372,391  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 16,378,948      $ 983,638,361      $ 385,959,206      $ 76,693,212  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 57.18      $ 45.88      $ 32.67      $ 22.75  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,053,215        18,893,134        31,224,064        4,906,615  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 117,404,523      $ 866,828,814      $ 1,020,104,901      $ 111,606,881  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 47.38      $ 45.35      $ 31.53      $ 22.32  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     18,552,271        63,845,598        119,431,947        47,954,475  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 879,078,417      $ 2,895,589,325      $ 3,765,166,376      $ 1,070,355,494  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     5,682,063,506      $     7,560,436,980      $     7,884,462,541      $     3,180,019,690  

Cost of foreign currency

   $ 1,242      $      $      $ 637,024  

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

   $ 29,314,155      $ 32,836,316      $ 128,813,149      $ 44,137,098  

 

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

 

 

  52  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (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)

   $ 7,800,396,688      $ 1,730,179,252      $ 15,536,506,160      $ 832,407,216  

Repurchase agreements

     1,924,574        17,813,440        8,394,537        10,859,604  

Investments in affiliated investments, at market value

                   368,306,110         

PIPE purchase commitments

     12,902,909                       

Cash

     891,922        7,976,314        3,745,494        4,841,898  

Cash collateral held for securities on loan

     1,673,512        2,974,571        9,186,283         

Foreign currency

     21        18                

Receivables:

           

Investment securities sold

     51,591,855        935,203        39,719,100        5,298,320  

Fund shares sold

     9,357,074        788,710        18,638,558        1,954,586  

Dividends and interest

     542,235        1,504,891        1,924,949        208,934  

Securities lending income

     14,450        27,108        44,038         

Tax reclaims

     408,642        258,154                

Other assets

     185,272        105,037        204,590        97,140  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

         7,879,889,154            1,762,562,698            15,986,669,819            855,667,698  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

           

Obligation to return securities lending collateral

     33,465,462        59,482,923        183,699,437         

Payables:

           

Investment securities purchased

     32,807,353        10,340,890        35,858,464        5,499,432  

Fund shares redeemed

     5,011,578        1,216,719        24,433,489        1,237,980  

Investment management fees

     4,479,191        1,155,239        9,098,612        485,534  

Transfer agent fees

     811,995        268,116        1,681,946        92,622  

Accounting services fees

     87,692        18,796        177,773        9,402  

Board of Directors’ fees

     24,252        6,826        60,496        2,468  

Distribution fees

     177,154        52,336        197,133        14,269  

Accrued expenses

     105,233        52,440        589,485        79,881  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     76,969,910        72,594,285        255,796,835        7,421,588  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 7,802,919,244      $ 1,689,968,413      $ 15,730,872,984      $ 848,246,110  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

           

Capital stock and paid-in-capital

   $ 4,703,951,075      $ 1,155,013,585      $ 9,560,216,274      $ 608,578,455  

Distributable earnings

     3,098,968,169        534,954,828        6,170,656,710        239,667,655  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 7,802,919,244      $ 1,689,968,413      $ 15,730,872,984      $ 848,246,110  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     19,850,000,000        485,000,000        1,105,000,000        475,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0001      $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 58.98      $ 42.60      $ 37.00      $ 17.66  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 62.41      $ 45.08      $ 39.15      $ 18.69  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     60,632,657        20,173,746        95,733,681        19,926,425  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,576,182,375      $ 859,473,841      $ 3,542,401,407      $ 351,874,509  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 23.97      $ 31.59      $ 22.98      $ 13.95  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     14,120,907        4,555,296        18,746,577        746,279  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 338,449,309      $ 143,894,223      $ 430,729,468      $ 10,413,652  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 63.83      $ 45.75      $ 38.73      $ 17.85  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     32,348,837        9,723,731        125,387,751        1,341,053  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,064,901,303      $ 444,907,786      $ 4,855,787,928      $ 23,938,937  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 58.57      $ 43.70      $ 42.01      $ 18.71  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     955,551        782,150        2,616,667        391,010  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 55,963,676      $ 34,176,275      $ 109,930,297      $ 7,314,648  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 64.08      $ 46.97      $ 44.52      $ 19.13  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,242,838        560,887        4,949,790        582,989  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 79,644,013      $ 26,342,318      $ 220,348,987      $ 11,151,126  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 69.02      $ 50.11      $ 46.48      $ 19.42  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     355,349        260,570        9,140,794        107,134  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 24,524,762      $ 13,056,896      $ 424,828,709      $ 2,080,637  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  53  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

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

Class R6:  Net asset value per share

   $ 70.69      $ 51.02      $ 47.20      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     900,685        113,414        42,067,548         
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 63,665,852      $ 5,786,387      $ 1,985,509,331      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 70.60      $ 50.96      $ 47.10      $ 19.46  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     7,960,639        2,377,428        24,999,698        977,336  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 562,017,022      $ 121,143,476      $ 1,177,395,413      $ 19,019,368  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 64.18      $ 45.97      $ 38.93      $ 17.85  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     16,166,466        895,919        76,644,343        23,672,431  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,037,570,932      $ 41,187,211      $ 2,983,941,444      $ 422,453,233  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     5,868,840,135      $     1,247,392,088      $     10,432,625,623      $     607,365,986  

Cost of investments in affiliated investments

   $      $      $ 338,130,743      $  

Cost of foreign currency

   $ 20      $ 18      $      $  

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

   $ 31,554,884      $ 59,222,156      $ 181,467,213      $  

 

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

 

 

  54  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (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)

   $ 215,534,391      $ 942,905,399      $ 140,205,739      $ 961,396,129  

Repurchase agreements

     3,245,427        2,996,724        907,121        27,904,582  

Investments in affiliated investments, at market value

                          3,842,335  

PIPE purchase commitments

                          1,085,708  

Cash

     1,467,678        1,357,765        405,690        12,451,354  

Cash collateral held for securities on loan

            268,306        97,211        556,725  

Foreign currency

     7                       

Receivables:

           

From affiliates

     1,589               1,273         

Investment securities sold

     1,090,425        6,022,375               16,134,712  

Fund shares sold

     360,330        922,027        772,886        2,050,527  

Dividends and interest

     202,848        6,669        32,339        58,120  

Securities lending income

            25,069        16        14,031  

Tax reclaims

     56,850                       

Other assets

     75,267        79,444        65,076        124,830  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     222,034,812        954,583,778        142,487,351        1,025,619,053  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

           

Obligation to return securities lending collateral

            5,365,348        1,943,937        11,132,913  

Payables:

           

Investment securities purchased

     436,459        8,279,570               27,530,368  

Fund shares redeemed

     67,259        339,165        166,228        799,915  

Investment management fees

     80,475        545,370        77,611        628,057  

Transfer agent fees

     52,636        144,074        13,747        114,639  

Accounting services fees

     2,459        10,493        1,524        10,950  

Board of Directors’ fees

     792        4,275        246        2,472  

Distribution fees

     6,794        12,210        2,221        20,833  

Accrued expenses

     21,821        66,910        12,564        62,751  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     668,695        14,767,415        2,218,078        40,302,898  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 221,366,117      $ 939,816,363      $ 140,269,273      $ 985,316,155  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

           

Capital stock and paid-in-capital

   $ 161,410,527      $ 497,906,713      $ 101,152,974      $ 586,807,076  

Distributable earnings

     59,955,590        441,909,650        39,116,299        398,509,079  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 221,366,117      $ 939,816,363      $ 140,269,273      $ 985,316,155  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

         22,100,000,000            22,100,000,000            860,000,000            525,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0001      $ 0.0001      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 24.61      $ 64.57      $ 13.64      $ 30.72  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 26.04      $ 68.33      $ 14.43      $ 32.51  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     7,404,537        4,027,104        4,288,290        16,832,938  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 182,218,265      $ 260,026,019      $ 58,479,590      $ 517,190,423  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 20.89      $ 41.28      $ 11.76      $ 18.01  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     166,482        319,023        244,369        570,810  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,478,338      $ 13,168,940      $ 2,872,844      $ 10,279,690  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 24.25      $ 68.58      $ 13.66      $ 33.18  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     641,182        1,735,328        1,062,096        1,746,451  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 15,547,102      $ 119,008,239      $ 14,504,427      $ 57,938,836  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 25.05      $ 63.30      $ 14.20      $ 34.01  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     44,755        165,723        55,274        533,748  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,121,031      $ 10,489,964      $ 785,043      $ 18,153,808  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 25.30      $ 67.66      $ 14.41      $ 36.98  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     210,078        376,139        3,610        431,653  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 5,315,093      $ 25,451,101      $ 52,032      $ 15,963,515  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 25.53      $ 72.45      $ 14.36      $ 39.85  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     11,721        1,296,935        1,230        165,168  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 299,209      $ 93,968,818      $ 17,666      $ 6,581,287  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  55  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (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

   $ 25.58      $ 73.81      $ 14.36      $ 40.91  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     25,891        1,310,156        21,512        111,210  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 662,384      $ 96,701,020      $ 308,829      $ 4,549,058  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 25.55      $ 73.79      $ 14.33      $ 40.84  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     19,217        4,017,186        96,959        1,203,017  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 491,040      $ 296,435,081      $ 1,389,827      $ 49,125,256  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 24.14      $ 68.95      $ 13.64      $ 33.43  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     506,810        356,298        4,534,314        9,140,751  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 12,233,655      $ 24,567,181      $ 61,859,015      $ 305,534,282  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     163,117,061      $     602,068,919      $     102,792,476      $     771,290,080  

Cost of foreign currency

   $ 7      $      $      $  

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

   $      $ 5,158,100      $ 1,801,074      $ 10,489,682  

 

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

 

 

  56  

 


Hartford Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

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

Investment Income:

 

Dividends

   $ 43,364,425     $ 64,691,947     $ 122,994,798     $ 60,430,962  

Interest

     41,017       56,953       76,625       22,523  

Securities lending

     72,628       9,883       27,551       15,720  

Less: Foreign tax withheld

     (61,549           (1,405,104     (795,445
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     43,416,521       64,758,783       121,693,870       59,673,760  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     24,091,821       17,117,495       33,276,589       13,146,498  

Transfer agent fees

 

Class A

     2,768,027       583,532       1,851,308       671,570  

Class C

     134,134       216,876       102,989       106,418  

Class I

     262,639       1,389,110       807,687       474,304  

Class R3

     50,500       51,891       64,185       35,431  

Class R4

     28,680       134,174       69,049       34,149  

Class R5

     20,283       102,679       96,983       34,509  

Class R6

           9,846       4,546       1,250  

Class Y

     61,183       356,108       404,846       44,654  

Class F

     2,730       6,720       10,970       4,522  

Distribution fees

 

Class A

     6,663,636       1,687,251       4,932,924       1,967,789  

Class C

     952,365       2,544,375       788,887       1,020,586  

Class R3

     117,852       134,549       157,636       88,736  

Class R4

     44,438       243,510       110,788       55,508  

Custodian fees

     9,931       13,227       12,633       7,167  

Registration and filing fees

     79,915       251,582       210,837       104,070  

Accounting services fees

     514,526       730,286       782,190       301,978  

Board of Directors’ fees

     92,086       126,935       134,308       53,271  

Audit and tax fees

     24,541       9,840       9,983       9,862  

Other expenses

     344,563       323,485       433,040       211,382  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     36,263,850       26,033,471       44,262,378       18,373,654  
  

 

 

   

 

 

   

 

 

   

 

 

 

Transfer agent fee waivers

     (17,901     (36,496     (220,339     (10,138

Distribution fee reimbursements

     (109,821     (52,486     (48,500     (7,359

Commission recapture

     (36,327     (5,321     (16,287     (2,946
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (164,049     (94,303     (285,126     (20,443
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     36,099,801       25,939,168       43,977,252       18,353,211  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     7,316,720       38,819,615       77,716,618       41,320,549  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Investments

     747,716,250       171,719,528       475,643,231       206,198,829  

Futures contracts

     20,266,367       25,403,411              

Other foreign currency transactions

     (25,620           (2,510     (8,426
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     767,956,997       197,122,939       475,640,721       206,190,403  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments

     1,025,802,643       2,084,488,099       2,649,116,097       872,914,328  

Futures contracts

     3,575,980       2,060,056              

Translation of other assets and liabilities in foreign currencies

     16,785                   13,887  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     1,029,395,408       2,086,548,155       2,649,116,097       872,928,215  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,797,352,405       2,283,671,094       3,124,756,818       1,079,118,618  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     1,804,669,125     $     2,322,490,709     $     3,202,473,436     $     1,120,439,167  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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, 2021 (Unaudited)

 

 

 

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

Investment Income:

 

Dividends

   $ 12,125,456     $ 7,868,673     $ 52,587,641     $ 5,185,423  

Interest

     30,679       8,845       5,012       771  

Securities lending

     209,035       103,133       233,109        

Less: Foreign tax withheld

           (134,281     (18,046     (28,908
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     12,365,170       7,846,370       52,807,716       5,157,286  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     25,817,421       6,893,639       53,637,351       2,675,885  

Transfer agent fees

 

Class A

     1,434,354       471,132       1,553,991       250,071  

Class C

     170,862       98,181       242,004       10,857  

Class I

     803,240       194,008       2,536,724       8,829  

Class R3

     56,675       35,404       113,201       6,610  

Class R4

     61,516       20,766       185,381       8,166  

Class R5

     13,575       6,679       204,070       965  

Class R6

     950       89       32,444        

Class Y

     221,361       60,522       675,407       7,635  

Class F

     3,317       713       14,349       3,108  

Distribution fees

 

Class A

     4,192,579       1,030,157       4,135,447       383,356  

Class C

     1,757,046       753,083       2,199,735       54,281  

Class R3

     134,870       83,654       268,531       16,476  

Class R4

     98,236       33,191       284,248       12,416  

Custodian fees

     14,122       11,185       28,520       1,733  

Registration and filing fees

     126,200       75,951       161,727       61,591  

Accounting services fees

     520,173       115,433       1,078,775       52,840  

Board of Directors’ fees

     92,349       21,036       192,230       8,933  

Audit and tax fees

     20,483       11,227       10,032       9,710  

Other expenses

     259,973       88,284       876,052       96,874  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     35,799,302       10,004,334       68,430,219       3,670,336  
  

 

 

   

 

 

   

 

 

   

 

 

 

Transfer agent fee waivers

     (48,828     (20,235     (427,084     (602

Distribution fee reimbursements

     (115,890     (14,135     (61,698     (3,604

Commission recapture

     (71,494     (805     (29,410     (10,212
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (236,212     (35,175     (518,192     (14,418
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     35,563,090       9,969,159       67,912,027       3,655,918  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     (23,197,920     (2,122,789     (15,104,311     1,501,368  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Investments

     1,183,639,670       40,950,904       1,224,813,058       45,613,008  

Investments in affiliated investments

                 (58,939,900      

Other foreign currency transactions

     (10,450     21,128             5,219  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,183,629,220       40,972,032       1,165,873,158       45,618,227  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments

     363,138,926       215,997,450       3,133,583,593       220,140,426  

Investments in affiliated investments

                 191,799,329        

Translation of other assets and liabilities in foreign currencies

     1,428       4,527              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     363,140,354       216,001,977       3,325,382,922       220,140,426  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,546,769,574       256,974,009       4,491,256,080       265,758,653  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     1,523,571,654     $     254,851,220     $     4,476,151,769     $     267,260,021  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  58  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

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

Investment Income:

 

Dividends

   $ 2,553,770     $ 2,602,769     $ 1,008,628     $ 872,203  

Interest

     858       1,073       172       4,375  

Securities lending

           64,577       1,563       108,517  

Less: Foreign tax withheld

     (35,398           (4,987      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     2,519,230       2,668,419       1,005,376       985,095  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     447,695       3,350,740       380,175       3,646,678  

Transfer agent fees

 

Class A

     145,996       222,508       48,035       302,671  

Class C

     4,970       11,357       2,861       12,212  

Class I

     6,172       39,542       2,364       20,400  

Class R3

     1,056       9,821       551       17,284  

Class R4

     3,607       23,977       30       12,809  

Class R5

     145       40,949       7       2,864  

Class R6

     11       1,171       6       39  

Class Y

     251       148,153       168       11,663  

Class F

     104       270       106       2,318  

Distribution fees

 

Class A

     205,063       308,216       57,008       608,353  

Class C

     20,178       73,341       13,538       55,647  

Class R3

     2,529       24,707       1,548       43,215  

Class R4

     5,733       35,967       54       19,682  

Custodian fees

     659       3,251       1,269       6,253  

Registration and filing fees

     57,510       61,452       57,385       69,691  

Accounting services fees

     14,078       66,524       7,672       65,321  

Board of Directors’ fees

     2,447       12,016       1,207       11,184  

Audit and tax fees

     13,956       9,652       9,820       17,874  

Other expenses

     19,849       77,480       11,740       82,743  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     952,009       4,521,094       595,544       5,008,901  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

     (58,273           (27,292      

Transfer agent fee waivers

           (80,197            

Distribution fee reimbursements

     (4,761     (9,665     (2,306     (11,272

Commission recapture

     (183     (8,130     (1,043     (9,151
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (63,217     (97,992     (30,641     (20,423
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     888,792       4,423,102       564,903       4,988,478  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,630,438       (1,754,683     440,473       (4,003,383
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions on:

 

Investments

     5,574,920       103,837,729       9,918,961       181,457,788  

Investments in affiliated investments

                       729,066  

Other foreign currency transactions

     168             669       184  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     5,575,088       103,837,729       9,919,630       182,187,038  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments of:

 

Investments

     51,087,061       170,818,987       41,177,015       52,552,806  

Investments in affiliated investments

                       2,572,070  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments

     51,087,061       170,818,987       41,177,015       55,124,876  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     56,662,149       274,656,716       51,096,645       237,311,914  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     58,292,587     $     272,902,033     $     51,537,118     $     233,308,531  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  59  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford
Capital Appreciation Fund
    Hartford
Core Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 7,316,720     $ 35,121,555     $ 38,819,615     $ 68,377,330  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     767,956,997       321,998,365       197,122,939       (54,681,104

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     1,029,395,408       174,640,236       2,086,548,155       762,997,999  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,804,669,125       531,760,156       2,322,490,709       776,694,225  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (256,626,339     (233,332,626     (7,166,565     (22,933,276

Class C

     (12,630,217     (16,172,531           (8,130,633

Class I

     (33,651,291     (33,414,797     (26,510,047     (50,034,683

Class R3

     (1,911,571     (1,922,241     (145,253     (766,121

Class R4

     (1,459,214     (1,528,792     (972,045     (3,662,366

Class R5

     (1,629,937     (1,654,005     (1,462,901     (6,433,518

Class R6

     (638,212     (3,567,961     (6,940,312     (7,619,916

Class Y

     (4,992,537     (8,300,069     (5,937,551     (10,460,626

Class F

     (42,410,230     (40,192,877     (21,751,271     (48,473,881
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (355,949,548     (340,085,899     (70,885,945     (158,515,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     211,891,922       393,860,254       2,194,064,961       4,431,360,869  

Issued on reinvestment of distributions

     343,958,325       327,641,306       67,490,064       151,792,918  

Redeemed

     (612,452,446         (1,497,856,000     (1,478,718,236     (2,300,491,319
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (56,602,199     (776,354,440     782,836,789       2,282,662,468  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,392,117,378       (584,680,183     3,034,441,553       2,900,841,673  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     6,356,957,117       6,941,637,300       8,592,752,431       5,691,910,758  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     7,749,074,495     $ 6,356,957,117     $     11,627,193,984     $     8,592,752,431  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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
Dividend and Growth Fund
    The Hartford
Equity Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 77,716,618     $ 159,576,823     $ 41,320,549     $ 76,499,402  

Net realized gain (loss) on investments and foreign currency transactions

     475,640,721       194,550,105       206,190,403       41,190,676  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     2,649,116,097       (496,987,234     872,928,215       (294,473,186
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     3,202,473,436       (142,860,306     1,120,439,167       (176,783,108
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (106,237,759     (160,312,321     (31,259,303     (123,227,802

Class C

     (3,922,621     (7,036,533     (3,436,275     (20,643,364

Class I

     (56,949,601     (56,365,416     (24,324,857     (79,079,559

Class R3

     (1,563,841     (2,526,370     (648,562     (3,167,178

Class R4

     (2,325,102     (4,441,817     (887,747     (4,104,853

Class R5

     (5,600,821     (8,627,986     (1,564,794     (6,408,419

Class R6

     (7,103,852     (6,208,413     (1,435,778     (4,420,613

Class Y

     (25,912,479     (32,073,450     (2,103,663     (8,372,101

Class F

     (93,600,914     (133,641,614     (22,072,795     (77,653,805
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (303,216,990     (411,233,920     (87,733,774     (327,077,694
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     1,672,982,570       2,466,834,298       438,353,718       870,782,771  

Issued on reinvestment of distributions

     291,771,317       395,743,447       84,588,198       313,924,345  

Redeemed

     (1,354,048,768     (2,162,912,714     (591,491,416     (1,064,410,832
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     610,705,119       699,665,031       (68,549,500     120,296,284  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     3,509,961,565       145,570,805       964,155,893       (383,564,518
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     9,188,890,256       9,043,319,451       3,692,045,187       4,075,609,705  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     12,698,851,821     $     9,188,890,256     $     4,656,201,080     $     3,692,045,187  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  61  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Growth Opportunities Fund
    The Hartford
Healthcare Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ (23,197,920   $ (29,916,479   $ (2,122,789   $ (4,395,168

Net realized gain (loss) on investments and foreign currency transactions

     1,183,629,220       1,058,626,660       40,972,032       203,398,936  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     363,140,354       1,003,071,867       216,001,977       73,940,755  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,523,571,654       2,031,782,048       254,851,220       272,944,523  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (423,668,933     (132,324,071     (93,880,300     (43,738,879

Class C

     (94,848,402     (33,402,683     (22,672,233     (11,289,417

Class I

     (234,064,363     (86,336,894     (44,908,247     (18,502,650

Class R3

     (7,102,825     (2,788,128     (3,747,673     (2,132,500

Class R4

     (9,398,655     (3,725,988     (2,881,694     (1,601,341

Class R5

     (2,988,256     (1,419,176     (1,201,964     (362,224

Class R6

     (5,296,402     (1,357,539     (438,736     (138,636

Class Y

     (53,966,607     (8,936,697     (10,597,239     (4,160,454

Class F

     (109,670,067     (31,543,831     (4,009,747     (1,805,276
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (941,004,510     (301,835,007     (184,337,833     (83,731,377
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     852,782,480       1,236,652,514       164,911,237       225,456,081  

Issued on reinvestment of distributions

     867,860,228       276,247,055       175,117,607       79,518,799  

Redeemed

     (895,397,836     (1,570,077,091     (186,242,406     (300,020,713
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     825,244,872       (57,177,522     153,786,438       4,954,167  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,407,812,016       1,672,769,519       224,299,825       194,167,313  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     6,395,107,228       4,722,337,709       1,465,668,588       1,271,501,275  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     7,802,919,244     $     6,395,107,228     $     1,689,968,413     $     1,465,668,588  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  62  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
MidCap Fund
    The Hartford
MidCap Value Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ (15,104,311   $ (10,215,371   $ 1,501,368     $ 4,875,802  

Net realized gain (loss) on investments and foreign currency transactions

     1,165,873,158       1,702,763,140       45,618,227       (39,228,979

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     3,325,382,922       (766,119,265     220,140,426       (52,936,953
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     4,476,151,769       926,428,504       267,260,021       (87,290,130
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (347,506,292     (150,147,304     (837,738     (9,305,290

Class C

     (72,065,078     (38,059,233           (469,443

Class I

     (475,898,575     (215,894,776     (113,371     (986,601

Class R3

     (10,341,121     (4,574,098           (194,286

Class R4

     (21,473,620     (11,938,522     (19,876     (330,164

Class R5

     (36,606,303     (21,826,289     (9,446     (46,111

Class R6

     (171,635,482     (75,768,819            

Class Y

     (114,448,304     (67,701,427     (91,721     (388,031

Class F

     (294,576,639     (117,154,616     (2,424,870     (10,736,193
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,544,551,414     (703,065,084     (3,497,022     (22,456,119
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     1,166,599,336       3,049,644,964       72,952,194       143,137,588  

Issued on reinvestment of distributions

     1,483,162,360       674,235,988       3,487,144       22,332,350  

Redeemed

     (2,818,649,379     (4,890,549,843     (91,734,009     (161,706,044
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (168,887,683     (1,166,668,891     (15,294,671     3,763,894  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     2,762,712,672       (943,305,471     248,468,328       (105,982,355
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     12,968,160,312       13,911,465,783       599,777,782       705,760,137  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     15,730,872,984     $     12,968,160,312     $     848,246,110     $     599,777,782  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  63  

 


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, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 1,630,438     $ 4,115,456     $ (1,754,683   $ (2,708,736

Net realized gain (loss) on investments and foreign currency transactions

     5,575,088       (2,408,260     103,837,729       76,991,681  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     51,087,061       (16,678,797     170,818,987       50,280,658  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     58,292,587       (14,971,601     272,902,033       124,563,603  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (3,241,327     (8,585,823     (16,552,797     (3,152,385

Class C

     (63,247     (334,835     (1,531,480     (371,513

Class I

     (300,872     (704,282     (7,507,522     (2,950,208

Class R3

     (17,729     (57,990     (683,476     (162,662

Class R4

     (91,734     (303,759     (2,012,020     (630,158

Class R5

     (5,775     (12,405     (5,481,575     (1,205,841

Class R6

     (13,682     (1,828     (6,037,685     (971,533

Class Y

     (10,318     (33,830     (17,719,809     (5,261,028

Class F

     (258,522     (650,547     (3,391,954     (693,277
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (4,003,206     (10,685,299     (60,918,318     (15,398,605
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     10,356,976       14,502,495       84,367,699       261,523,570  

Issued on reinvestment of distributions

     3,936,286       10,505,584       58,369,869       14,907,961  

Redeemed

     (16,773,762     (38,374,320     (214,925,871     (601,709,062
  

 

 

   

 

 

   

 

 

   

 

 

 

Net (decrease) from capital share transactions

     (2,480,500     (13,366,241     (72,188,303     (325,277,531
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     51,808,881       (39,023,141     139,795,412       (216,112,533
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     169,557,236       208,580,377       800,020,951           1,016,133,484  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     221,366,117     $     169,557,236     $     939,816,363     $ 800,020,951  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  64  

 


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, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 440,473     $ 1,079,397     $ (4,003,383   $ (3,224,456

Net realized gain (loss) on investments and foreign currency transactions

     9,919,630       (8,845,626     182,187,038       80,687,603  

Net changes in unrealized appreciation (depreciation) of investments

     41,177,015       (8,048,202     55,124,876       109,288,045  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     51,537,118       (15,814,431     233,308,531       186,751,192  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (363,877     (2,971,162     (42,313,503     (19,581,596

Class C

     (3,953     (232,432     (1,604,568     (922,638

Class I

     (54,057     (419,421     (3,566,682     (1,641,458

Class R3

     (3,498     (37,274     (1,394,855     (795,519

Class R4

     (362     (4,174     (1,251,521     (754,352

Class R5

     (148     (730     (377,953     (157,911

Class R6

     (3,866     (7,037     (128,962     (5,772

Class Y

     (3,913     (28,438     (1,778,231     (1,571,493

Class F

     (666,330     (3,318,166     (24,289,826     (11,316,929
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,100,004     (7,018,834     (76,706,101     (36,747,668
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     24,486,958       14,194,625       211,154,783       102,088,209  

Issued on reinvestment of distributions

     1,094,884       6,977,511       76,134,000       36,543,865  

Redeemed

     (15,113,957     (23,873,812     (188,791,471     (164,590,834
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     10,467,885       (2,701,676     98,497,312       (25,958,760
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     60,904,999       (25,534,941     255,099,742       124,044,764  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     79,364,274           104,899,215           730,216,413           606,171,649  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     140,269,273     $ 79,364,274     $ 985,316,155     $ 730,216,413  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  65  

 


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, 2021 (Unaudited)

 

A

  $   38.39     $   0.03     $   10.82     $   10.85     $   (0.15   $   (1.99   $   (2.14   $   47.10       28.93 %(4)    $   5,728,881       1.05 %(5)      1.04 %(5)      0.15 %(5)      38

C

    27.45       (0.10     7.67       7.57             (1.99     (1.99     33.03       28.43 (4)      161,501       1.83 (5)      1.83 (5)      (0.63 )(5)      38  

I

    38.66       0.09       10.90       10.99       (0.26     (1.99     (2.25     47.40       29.11 (4)      721,385       0.77 (5)      0.77 (5)      0.42 (5)      38  

R3

    43.14       (0.05     12.19       12.14             (1.99     (1.99     53.29       28.69 (4)      48,180       1.41 (5)      1.40 (5)      (0.20 )(5)      38  

R4

    44.91       0.03       12.70       12.73       (0.10     (1.99     (2.09     55.55       28.89 (4)      36,976       1.10 (5)      1.10 (5)      0.10 (5)      38  

R5

    45.94       0.10       12.99       13.09       (0.24     (1.99     (2.23     56.80       29.06 (4)      39,290       0.80 (5)      0.80 (5)      0.40 (5)      38  

R6

    46.27       0.13       13.08       13.21       (0.28     (1.99     (2.27     57.21       29.15 (4)      16,379       0.69 (5)      0.69 (5)      0.50 (5)      38  

Y

    46.24       0.11       13.08       13.19       (0.26     (1.99     (2.25     57.18       29.10 (4)      117,405       0.80 (5)      0.77 (5)      0.44 (5)      38  

F

    38.66       0.11       10.89       11.00       (0.29     (1.99     (2.28     47.38       29.16 (4)      879,078       0.69 (5)      0.69 (5)      0.50 (5)      38  

For the Year Ended October 31, 2020

 

A

  $ 37.12     $ 0.18     $ 2.90     $ 3.08     $ (0.17   $ (1.64   $ (1.81   $ 38.39       8.57   $ 4,645,677       1.07     1.07     0.48     84

C

    27.08       (0.07     2.08       2.01             (1.64     (1.64     27.45       7.78       177,309       1.85       1.85       (0.27     84  

I

    37.36       0.28       2.93       3.21       (0.27     (1.64     (1.91     38.66       8.88       584,048       0.79       0.79       0.77       84  

R3

    41.47       0.06       3.25       3.31             (1.64     (1.64     43.14       8.25       42,449       1.42       1.42       0.14       84  

R4

    43.06       0.20       3.39       3.59       (0.10     (1.64     (1.74     44.91       8.59       32,732       1.10       1.10       0.46       84  

R5

    44.04       0.33       3.47       3.80       (0.26     (1.64     (1.90     45.94       8.88       34,188       0.81       0.81       0.75       84  

R6

    44.34       0.43       3.44       3.87       (0.30     (1.64     (1.94     46.27       9.03       12,531       0.70       0.70       1.00       84  

Y

    44.32       0.36       3.49       3.85       (0.29     (1.64     (1.93     46.24       8.97       103,152       0.80       0.75       0.83       84  

F

    37.36       0.31       2.93       3.24       (0.30     (1.64     (1.94     38.66       9.00       724,872       0.70       0.70       0.85       84  

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 (6)(5)      0.71 (6)(5)      0.65 (5)      123  

 

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 Capital Appreciation Fund – (continued)  

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  
Hartford Core Equity Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 36.04     $ 0.12     $ 9.28     $ 9.40     $ (0.22   $     $ (0.22   $ 45.22       26.16 %(4)    $ 1,530,730       0.70 %(5)      0.69 %(5)      0.56 %(5)      9

C

    32.62       (0.04     8.41       8.37                         40.99       25.66 (4)      547,218       1.45 (5)      1.45 (5)      (0.19 )(5)      9  

I

    36.16       0.17       9.30       9.47       (0.31           (0.31     45.32       26.29 (4)      4,301,610       0.44 (5)      0.44 (5)      0.82 (5)      9  

R3

    36.54       0.04       9.42       9.46       (0.11           (0.11     45.89       25.93 (4)      59,048       1.05 (5)      1.05 (5)      0.20 (5)      9  

R4

    37.20       0.12       9.58       9.70       (0.21           (0.21     46.69       26.15 (4)      226,096       0.75 (5)      0.70 (5)      0.55 (5)      9  

R5

    36.44       0.17       9.38       9.55       (0.30           (0.30     45.69       26.29 (4)      216,436       0.46 (5)      0.46 (5)      0.80 (5)      9  

R6

    36.62       0.19       9.43       9.62       (0.34           (0.34     45.90       26.36 (4)      983,638       0.36 (5)      0.36 (5)      0.89 (5)      9  

Y

    36.60       0.17       9.42       9.59       (0.31           (0.31     45.88       26.30 (4)      866,829       0.45 (5)      0.44 (5)      0.82 (5)      9  

F

    36.19       0.19       9.31       9.50       (0.34           (0.34     45.35       26.35 (4)      2,895,589       0.36 (5)      0.36 (5)      0.90 (5)      9  

For the Year Ended October 31, 2020

 

A

  $ 33.40     $ 0.26     $ 3.23     $ 3.49     $ (0.23   $ (0.62   $ (0.85   $ 36.04       10.58   $ 1,140,994       0.73     0.72     0.77     22

C

    30.35       0.01       2.92       2.93       (0.04     (0.62     (0.66     32.62       9.74       443,989       1.47       1.47       0.03       22  

I

    33.50       0.35       3.24       3.59       (0.31     (0.62     (0.93     36.16       10.87       2,936,718       0.46       0.46       1.03       22  

R3

    33.86       0.15       3.26       3.41       (0.11     (0.62     (0.73     36.54       10.17       46,674       1.07       1.07       0.43       22  

R4

    34.44       0.27       3.33       3.60       (0.22     (0.62     (0.84     37.20       10.58       169,267       0.78       0.73       0.77       22  

R5

    33.75       0.36       3.25       3.61       (0.30     (0.62     (0.92     36.44       10.85       188,738       0.47       0.47       1.04       22  

R6

    33.91       0.38       3.29       3.67       (0.34     (0.62     (0.96     36.62       10.96       746,018       0.38       0.38       1.10       22  

Y

    33.90       0.36       3.28       3.64       (0.32     (0.62     (0.94     36.60       10.89       668,655       0.47       0.45       1.05       22  

F

    33.52       0.38       3.25       3.63       (0.34     (0.62     (0.96     36.19       10.97       2,251,700       0.38       0.38       1.12       22  

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  

 

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
 
Hartford Core Equity Fund – (continued)  

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  

For the Year Ended October 31, 2016

 

A

  $ 24.05     $ 0.15     $ 0.13     $ 0.28     $ (0.03   $ (0.43   $ (0.46   $ 23.87       1.21   $ 703,896       0.80     0.80 %(9)      0.64     29

B

    22.33       (0.02     0.11       0.09             (0.43     (0.43     21.99       0.43       766       1.96       1.55 (9)      (0.10     29  

C

    22.27       (0.03     0.13       0.10             (0.43     (0.43     21.94       0.47       281,383       1.55       1.55 (9)      (0.12     29  

I

    24.09       0.21       0.13       0.34       (0.07     (0.43     (0.50     23.93       1.47       749,824       0.55       0.55 (9)      0.88       29  

R3

    24.44       0.08       0.13       0.21       (0.04     (0.43     (0.47     24.18       0.89       36,012       1.14       1.10 (9)      0.33       29  

R4

    24.73       0.15       0.14       0.29       (0.05     (0.43     (0.48     24.54       1.21       144,490       0.83       0.80 (9)      0.63       29  

R5

    24.25       0.22       0.14       0.36       (0.08     (0.43     (0.51     24.10       1.52       121,871       0.53       0.50 (9)      0.93       29  

R6

    24.33       0.24       0.13       0.37       (0.08     (0.43     (0.51     24.19       1.55       32,059       0.43       0.43 (9)      1.00       29  

Y

    24.33       0.24       0.13       0.37       (0.07     (0.43     (0.50     24.20       1.58       281,692       0.43       0.43 (9)      0.99       29  
The Hartford Dividend and Growth Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 24.26     $ 0.17     $ 8.07     $ 8.24     $ (0.20   $ (0.57   $ (0.77   $ 31.73       34.45 %(4)    $   4,427,095       0.97 %(5)      0.97 %(5)      1.23 %(5)      14

C

    23.31       0.06       7.76       7.82       (0.10     (0.57     (0.67     30.46       33.98 (4)      153,450       1.76 (5)      1.76 (5)      0.46 (5)      14  

I

    24.12       0.21       8.03       8.24       (0.24     (0.57     (0.81     31.55       34.65 (4)      2,537,270       0.71 (5)      0.71 (5)      1.48 (5)      14  

R3

    24.65       0.13       8.19       8.32       (0.15     (0.57     (0.72     32.25       34.20 (4)      69,009       1.33 (5)      1.33 (5)      0.87 (5)      14  

R4

    24.84       0.17       8.27       8.44       (0.19     (0.57     (0.76     32.52       34.44 (4)      95,931       1.04 (5)      1.04 (5)      1.17 (5)      14  

R5

    24.95       0.22       8.30       8.52       (0.24     (0.57     (0.81     32.66       34.61 (4)      244,866       0.72 (5)      0.72 (5)      1.48 (5)      14  

R6

    24.95       0.23       8.30       8.53       (0.25     (0.57     (0.82     32.66       34.67 (4)      385,959       0.63 (5)      0.63 (5)      1.54 (5)      14  

Y

    24.95       0.23       8.31       8.54       (0.25     (0.57     (0.82     32.67       34.69 (4)      1,020,105       0.72 (5)      0.67 (5)      1.54 (5)      14  

F

    24.10       0.22       8.03       8.25       (0.25     (0.57     (0.82     31.53       34.73 (4)      3,765,166       0.63 (5)      0.63 (5)      1.57 (5)      14  

For the Year Ended October 31, 2020

 

A

  $ 25.93     $ 0.39     $   (0.94   $   (0.55   $ (0.37   $ (0.75   $ (1.12   $ 24.26       (2.20 )%    $ 3,385,907       1.00     1.00     1.61     28

C

    24.96       0.20       (0.92     (0.72     (0.18     (0.75     (0.93     23.31       (3.01     138,431       1.78       1.78       0.84       28  

I

    25.80       0.45       (0.94     (0.49     (0.44     (0.75     (1.19     24.12       (1.97     1,681,761       0.73       0.73       1.86       28  

R3

    26.32       0.31       (0.95     (0.64     (0.28     (0.75     (1.03     24.65       (2.54     54,642       1.35       1.35       1.26       28  

R4

    26.52       0.39       (0.97     (0.58     (0.35     (0.75     (1.10     24.84       (2.26     82,299       1.05       1.05       1.56       28  

R5

    26.64       0.47       (0.98     (0.51     (0.43     (0.75     (1.18     24.95       (1.97     177,851       0.74       0.74       1.86       28  

R6

    26.64       0.49       (0.97     (0.48     (0.46     (0.75     (1.21     24.95       (1.87     196,065       0.65       0.65       1.94       28  

Y

    26.64       0.48       (0.97     (0.49     (0.45     (0.75     (1.20     24.95       (1.91     735,618       0.73       0.68       1.92       28  

F

    25.78       0.48       (0.95     (0.47     (0.46     (0.75     (1.21     24.10       (1.89     2,736,317       0.64       0.64       1.96       28  

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  

 

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 Dividend and Growth Fund – (continued)  

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  

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 %(10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      1.95       22  
The Hartford Equity Income Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 17.55     $ 0.18     $ 5.15     $ 5.33     $ (0.21   $ (0.20   $ (0.41   $ 22.47       30.62 %(4)    $ 1,771,214       0.98 %(5)      0.98 %(5)      1.81 %(5)      13

C

    17.46       0.11       5.11       5.22       (0.13     (0.20     (0.33     22.35       30.12 (4)      182,315       1.75 (5)      1.75 (5)      1.07 (5)      13  

I

    17.44       0.21       5.10       5.31       (0.23     (0.20     (0.43     22.32       30.74 (4)      1,272,554       0.73 (5)      0.73 (5)      2.06 (5)      13  

R3

    17.59       0.15       5.14       5.29       (0.17     (0.20     (0.37     22.51       30.32 (4)      37,748       1.35 (5)      1.35 (5)      1.45 (5)      13  

R4

    17.62       0.18       5.15       5.33       (0.20     (0.20     (0.40     22.55       30.51 (4)      47,147       1.05 (5)      1.05 (5)      1.75 (5)      13  

R5

    17.71       0.21       5.19       5.40       (0.23     (0.20     (0.43     22.68       30.78 (4)      86,567       0.74 (5)      0.74 (5)      2.04 (5)      13  

R6

    17.76       0.22       5.20       5.42       (0.24     (0.20     (0.44     22.74       30.80 (4)      76,693       0.65 (5)      0.65 (5)      2.13 (5)      13  

Y

    17.76       0.21       5.21       5.42       (0.23     (0.20     (0.43     22.75       30.82 (4)      111,607       0.74 (5)      0.72 (5)      2.07 (5)      13  

F

    17.44       0.22       5.10       5.32       (0.24     (0.20     (0.44     22.32       30.80 (4)      1,070,355       0.65 (5)      0.65 (5)      2.16 (5)      13  

For the Year Ended October 31, 2020

 

A

  $ 19.99     $ 0.34     $   (1.21   $   (0.87   $ (0.31   $ (1.26   $ (1.57   $ 17.55       (4.68 )%    $ 1,365,895       1.00     1.00     1.89     31

C

    19.88       0.21       (1.20     (0.99     (0.17     (1.26     (1.43     17.46       (5.38     191,917       1.76       1.76       1.15       31  

I

    19.88       0.38       (1.20     (0.82     (0.36     (1.26     (1.62     17.44       (4.44     977,950       0.74       0.74       2.13       31  

R3

    20.02       0.28       (1.20     (0.92     (0.25     (1.26     (1.51     17.59       (4.97     31,778       1.36       1.36       1.55       31  

R4

    20.06       0.33       (1.21     (0.88     (0.30     (1.26     (1.56     17.62       (4.72     41,386       1.05       1.05       1.85       31  

R5

    20.16       0.39       (1.22     (0.83     (0.36     (1.26     (1.62     17.71       (4.46     56,329       0.77       0.77       2.14       31  

R6

    20.21       0.40       (1.21     (0.81     (0.38     (1.26     (1.64     17.76       (4.34     55,448       0.66       0.66       2.22       31  

Y

    20.22       0.40       (1.23     (0.83     (0.37     (1.26     (1.63     17.76       (4.40     81,615       0.76       0.71       2.20       31  

F

    19.87       0.40       (1.19     (0.79     (0.38     (1.26     (1.64     17.44       (4.31     889,727       0.66       0.66       2.23       31  

 

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 Equity Income Fund – (continued)  

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  

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  
The Hartford Growth Opportunities Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 54.65     $   (0.20   $ 12.44     $   12.24     $     $ (7.91   $ (7.91   $ 58.98       23.90 %(4)    $ 3,576,182       1.07 %(5)      1.06 %(5)      (0.72 )%(5)      57

C

    26.47       (0.18     5.59       5.41             (7.91     (7.91     23.97       23.44 (4)      338,449       1.83 (5)      1.83 (5)      (1.49 )(5)      57  

I

    58.51       (0.15     13.38       13.23             (7.91     (7.91     63.83       24.03 (4)      2,064,901       0.81 (5)      0.81 (5)      (0.47 )(5)      57  

R3

    54.41       (0.31     12.38       12.07             (7.91     (7.91     58.57       23.67 (4)      55,964       1.44 (5)      1.44 (5)      (1.09 )(5)      57  

R4

    58.79       (0.24     13.44       13.20             (7.91     (7.91     64.08       23.84 (4)      79,644       1.14 (5)      1.14 (5)      (0.80 )(5)      57  

R5

    62.69       (0.16     14.40       14.24             (7.91     (7.91     69.02       24.04 (4)      24,525       0.84 (5)      0.84 (5)      (0.50 )(5)      57  

R6

    64.01       (0.14     14.73       14.59             (7.91     (7.91     70.69       24.09 (4)      63,666       0.73 (5)      0.73 (5)      (0.41 )(5)      57  

Y

    63.96       (0.16     14.71       14.55             (7.91     (7.91     70.60       24.05 (4)      562,017       0.82 (5)      0.80 (5)      (0.46 )(5)      57  

F

    58.77       (0.12     13.44       13.32             (7.91     (7.91     64.18       24.08 (4)      1,037,571       0.73 (5)      0.73 (5)      (0.39 )(5)      57  

 

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 Growth Opportunities Fund – (continued)  

For the Year Ended October 31, 2020

 

A

  $   39.45     $   (0.30   $   18.03     $   17.73     $     $ (2.53   $ (2.53   $ 54.65       47.69   $   2,939,376       1.10     1.09     (0.66 )%      118

C

    20.50       (0.31     8.81       8.50             (2.53     (2.53     26.47       46.64       322,226       1.85       1.85       (1.41     118  

I

    41.95       (0.19     19.28       19.09             (2.53     (2.53     58.51       48.12       1,722,100       0.83       0.83       (0.39     118  

R3

    39.41       (0.44     17.97       17.53             (2.53     (2.53     54.41       47.21       47,880       1.44       1.43       (0.99     118  

R4

    42.26       (0.33     19.39       19.06             (2.53     (2.53     58.79       47.67       70,918       1.13       1.13       (0.69     118  

R5

    44.78       (0.20     20.64       20.44             (2.53     (2.53     62.69       48.09       23,170       0.85       0.85       (0.40     118  

R6

    45.63       (0.17     21.08       20.91             (2.53     (2.53     64.01       48.23       40,559       0.74       0.74       (0.31     118  

Y

    45.62       (0.20     21.07       20.87             (2.53     (2.53     63.96       48.15       433,672       0.83       0.78       (0.38     118  

F

    42.09       (0.15     19.36       19.21             (2.53     (2.53     58.77       48.25       795,206       0.74       0.74       (0.31     118  

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 %(11)      (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 (11)      (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 (11)      (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 (11)      (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 (11)      (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 (11)      (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 (11)      (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 (11)      (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 (11)      (0.19     117  

 

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 Healthcare Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   40.91     $   (0.06   $   6.92     $   6.86     $   —     $   (5.17   $   (5.17   $   42.60       17.45 %(4)    $   859,474       1.25 %(5)      1.25 %(5)      (0.28 )%(5)      21

C

    31.63       (0.16     5.29       5.13             (5.17     (5.17     31.59       17.05 (4)      143,894       2.02 (5)      2.02 (5)      (1.05 )(5)      21  

I

    43.53       0.00 (12)      7.39       7.39             (5.17     (5.17     45.75       17.63 (4)      444,908       0.98 (5)      0.98 (5)      (0.01 )(5)      21  

R3

    41.90       (0.14     7.11       6.97             (5.17     (5.17     43.70       17.28 (4)      34,176       1.60 (5)      1.60 (5)      (0.63 )(5)      21  

R4

    44.63       (0.08     7.59       7.51             (5.17     (5.17     46.97       17.45 (4)      26,342       1.29 (5)      1.29 (5)      (0.33 )(5)      21  

R5

    47.24       (0.01     8.05       8.04             (5.17     (5.17     50.11       17.62 (4)      13,057       0.99 (5)      0.99 (5)      (0.03 )(5)      21  

R6

    47.99       0.02       8.18       8.20             (5.17     (5.17     51.02       17.68 (4)      5,786       0.89 (5)      0.89 (5)      0.08 (5)      21  

Y

    47.95       0.00 (12)      8.18       8.18             (5.17     (5.17     50.96       17.65 (4)      121,143       0.99 (5)      0.96 (5)      0.01 (5)      21  

F

    43.70       0.02       7.42       7.44             (5.17     (5.17     45.97       17.68 (4)      41,187       0.89 (5)      0.89 (5)      0.08 (5)      21  

For the Year Ended October 31, 2020

 

A

  $ 35.63     $ (0.13   $ 7.77     $ 7.64     $     $ (2.36   $ (2.36   $ 40.91       22.17   $ 746,242       1.28     1.28     (0.33 )%      49

C

    28.24       (0.33     6.08       5.75             (2.36     (2.36     31.63       21.21       139,847       2.04       2.04       (1.09     49  

I

    37.68       (0.02     8.23       8.21             (2.36     (2.36     43.53       22.49       376,518       0.99       0.99       (0.05     49  

R3

    36.56       (0.26     7.96       7.70             (2.36     (2.36     41.90       21.74       31,090       1.61       1.61       (0.65     49  

R4

    38.69       (0.15     8.45       8.30             (2.36     (2.36     44.63       22.12       25,078       1.30       1.30       (0.35     49  

R5

    40.71       (0.03     8.92       8.89             (2.36     (2.36     47.24       22.48       10,937       1.01       1.01       (0.07     49  

R6

    41.28       0.02       9.05       9.07             (2.36     (2.36     47.99       22.61       3,885       0.90       0.90       0.04       49  

Y

    41.27       (0.01     9.05       9.04             (2.36     (2.36     47.95       22.55       97,263       1.00       0.95       (0.01     49  

F

    37.79       0.02       8.25       8.27             (2.36     (2.36     43.70       22.59       34,808       0.90       0.90       0.04       49  

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 (12)      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(13)

    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  

 

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 Healthcare Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   38.70     $   (0.12   $ (2.52   $ (2.64   $   (0.55   $   (4.55   $   (5.10   $   30.96       (8.11 )%    $ 757,038       1.33     1.33     (0.36 )%      35

B

    33.41       (0.36     (2.15     (2.51     (0.13     (4.55     (4.68     26.22       (8.94     2,056       2.24       2.22       (1.26     35  

C

    33.73       (0.31     (2.15     (2.46     (0.38     (4.55     (4.93     26.34       (8.78     254,009       2.06       2.06       (1.10     35  

I

    39.98       (0.03     (2.61     (2.64     (0.64     (4.55     (5.19     32.15       (7.86     228,463       1.07       1.07       (0.09     35  

R3

    39.69       (0.22     (2.61     (2.83     (0.44     (4.55     (4.99     31.87       (8.38     43,993       1.62       1.62       (0.66     35  

R4

    41.01       (0.13     (2.69     (2.82     (0.54     (4.55     (5.09     33.10       (8.09     38,273       1.32       1.32       (0.36     35  

R5

    42.22       (0.02     (2.79     (2.81     (0.63     (4.55     (5.18     34.23       (7.82     5,342       1.03       1.03       (0.06     35  

Y

    42.54       0.02       (2.80     (2.78     (0.67     (4.55     (5.22     34.54       (7.72     51,125       0.92       0.92       0.05       35  
The Hartford MidCap Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 30.63     $ (0.07   $   10.40     $   10.33     $     $ (3.96   $ (3.96   $ 37.00       35.48 %(4)    $   3,542,401       1.08 %(5)      1.08 %(5)      (0.38 )%(5)      15

C

    20.34       (0.13     6.73       6.60             (3.96     (3.96     22.98       35.02 (4)      430,729       1.84 (5)      1.84 (5)      (1.15 )(5)      15  

I

    31.87       (0.03     10.85       10.82             (3.96     (3.96     38.73       35.65 (4)      4,855,788       0.84 (5)      0.84 (5)      (0.15 )(5)      15  

R3

    34.38       (0.15     11.74       11.59             (3.96     (3.96     42.01       35.26 (4)      109,930       1.45 (5)      1.44 (5)      (0.75 )(5)      15  

R4

    36.18       (0.09     12.39       12.30             (3.96     (3.96     44.52       35.48 (4)      220,349       1.15 (5)      1.12 (5)      (0.43 )(5)      15  

R5

    37.58       (0.03     12.89       12.86             (3.96     (3.96     46.48       35.66 (4)      424,829       0.83 (5)      0.83 (5)      (0.14 )(5)      15  

R6

    38.09       (0.01     13.08       13.07             (3.96     (3.96     47.20       35.74 (4)      1,985,509       0.74 (5)      0.74 (5)      (0.04 )(5)      15  

Y

    38.02       (0.02     13.06       13.04             (3.96     (3.96     47.10       35.73 (4)      1,177,395       0.84 (5)      0.77 (5)      (0.08 )(5)      15  

F

    32.00       (0.01     10.90       10.89             (3.96     (3.96     38.93       35.73 (4)      2,983,941       0.74 (5)      0.74 (5)      (0.04 )(5)      15  

For the Year Ended October 31, 2020

 

A

  $ 30.34     $ (0.08   $ 2.00     $ 1.92     $     $ (1.63   $ (1.63   $ 30.63       6.48   $ 2,724,316       1.11     1.11     (0.27 )%      45

C

    20.83       (0.20     1.34       1.14             (1.63     (1.63     20.34       5.63       380,033       1.87       1.87       (1.02     45  

I

    31.43       (0.01     2.08       2.07             (1.63     (1.63     31.87       6.74       3,867,925       0.88       0.87       (0.04     45  

R3

    33.98       (0.21     2.24       2.03             (1.63     (1.63     34.38       6.09       92,023       1.47       1.47       (0.63     45  

R4

    35.57       (0.10     2.34       2.24             (1.63     (1.63     36.18       6.42       205,114       1.16       1.14       (0.30     45  

R5

    36.77       0.00 (12)      2.44       2.44             (1.63     (1.63     37.58       6.77       371,791       0.85       0.85       0.00 (14)      45  

R6

    37.22       0.03       2.47       2.50             (1.63     (1.63     38.09       6.85       1,759,581       0.75       0.75       0.08       45  

Y

    37.17       0.02       2.46       2.48             (1.63     (1.63     38.02       6.81       1,144,624       0.85       0.79       0.06       45  

F

    31.52       0.03       2.08       2.11             (1.63     (1.63     32.00       6.85       2,422,752       0.75       0.75       0.09       45  

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 (12)      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  

 

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
 
The Hartford MidCap Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   24.25     $   (0.11   $ 7.00     $ 6.89     $     $   (0.78   $   (0.78   $   30.36       29.02   $   2,482,275       1.13     1.12     (0.38 )%      30

C

    18.42       (0.23     5.26       5.03             (0.78     (0.78     22.67       28.07       717,521       1.87       1.87       (1.12     30  

I

    24.79       (0.05     7.16       7.11             (0.78     (0.78     31.12       29.28       2,996,705       1.02       0.89       (0.17     30  

R3

    26.88       (0.22     7.76       7.54             (0.78     (0.78     33.64       28.59       90,582       1.47       1.47       (0.73     30  

R4

    27.69       (0.14     8.01       7.87             (0.78     (0.78     34.78       28.95       263,236       1.16       1.16       (0.43     30  

R5

    28.24       (0.04     8.17       8.13             (0.78     (0.78     35.59       29.32       356,166       0.86       0.86       (0.14     30  

R6

    28.45       (0.05     8.28       8.23             (0.78     (0.78     35.90       29.45       431,183       0.76       0.76       (0.14     30  

Y

    28.44       (0.01     8.23       8.22             (0.78     (0.78     35.88       29.43       1,847,676       0.78       0.78       (0.04     30  

F(7)

    27.52       (0.03     3.66       3.63                         31.15       13.19 (4)      1,244,732       0.76 (5)      0.76 (5)      (0.15 )(5)      30  

For the Year Ended October 31, 2016

 

A

  $ 26.47     $ (0.07   $   (0.22   $   (0.29   $     $ (1.93   $ (1.93   $ 24.25       (0.79 )%    $ 2,041,826       1.17     1.17     (0.29 )%      31

B

    20.13       (0.21     (0.19     (0.40           (1.93     (1.93     17.80       (1.66     16,842       2.06       2.06       (1.16     31  

C

    20.73       (0.18     (0.20     (0.38           (1.93     (1.93     18.42       (1.50     611,311       1.89       1.89       (1.01     31  

I

    26.96       (0.04     (0.20     (0.24           (1.93     (1.93     24.79       (0.57     1,725,700       1.02       1.02       (0.18     31  

R3

    29.20       (0.16     (0.23     (0.39           (1.93     (1.93     26.88       (1.07     71,711       1.48       1.48       (0.59     31  

R4

    29.93       (0.08     (0.23     (0.31           (1.93     (1.93     27.69       (0.76     165,137       1.18       1.18       (0.30     31  

R5

    30.39             (0.22     (0.22           (1.93     (1.93     28.24       (0.47     193,533       0.87       0.87             31  

R6

    30.58             (0.20     (0.20           (1.93     (1.93     28.45       (0.36     26,352       0.77       0.77       0.01       31  

Y

    30.57       0.03       (0.23     (0.20           (1.93     (1.93     28.44       (0.36     1,490,965       0.77       0.77       0.10       31  
The Hartford MidCap Value Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 12.21     $ 0.01     $ 5.48     $ 5.49     $   (0.04   $     $ (0.04   $ 17.66       45.05 %(4)    $ 351,875       1.19 %(5)      1.19 %(5)      0.19 %(5)      31

C

    9.66       (0.04     4.33       4.29                         13.95       44.41 (4)      10,414       1.98 (5)      1.97 (5)      (0.58 )(5)      31  

I

    12.36       0.04       5.53       5.57       (0.08           (0.08     17.85       45.24 (4)      23,939       0.86 (5)      0.86 (5)      0.54 (5)      31  

R3

    12.91       (0.01     5.81       5.80                         18.71       44.93 (4)      7,315       1.48 (5)      1.48 (5)      (0.09 )(5)      31  

R4

    13.21       0.02       5.93       5.95       (0.03           (0.03     19.13       45.12 (4)      11,151       1.19 (5)      1.19 (5)      0.19 (5)      31  

R5

    13.44       0.04       6.03       6.07       (0.09           (0.09     19.42       45.28 (4)      2,081       0.88 (5)      0.88 (5)      0.50 (5)      31  

Y

    13.47       0.04       6.04       6.08       (0.09           (0.09     19.46       45.31 (4)      19,019       0.87 (5)      0.86 (5)      0.49 (5)      31  

F

    12.36       0.05       5.54       5.59       (0.10           (0.10     17.85       45.40 (4)      422,453       0.78 (5)      0.78 (5)      0.60 (5)      31  

For the Year Ended October 31, 2020

 

A

  $ 14.43     $ 0.07     $ (1.86   $ (1.79   $ (0.09   $ (0.34   $ (0.43   $ 12.21       (12.86 )%    $ 245,112       1.25     1.25     0.56     61

C

    11.51       (0.02     (1.49     (1.51     0.00 (12)      (0.34     (0.34     9.66       (13.55     9,533       2.03       2.03       (0.20     61  

I

    14.60       0.12       (1.88     (1.76     (0.14     (0.34     (0.48     12.36       (12.58     19,722       0.91       0.91       0.91       61  

R3

    15.22       0.04       (1.98     (1.94     (0.03     (0.34     (0.37     12.91       (13.12     5,317       1.53       1.53       0.30       61  

R4

    15.58       0.08       (2.02     (1.94     (0.09     (0.34     (0.43     13.21       (12.88     8,857       1.23       1.23       0.58       61  

R5

    15.82       0.12       (2.04     (1.92     (0.12     (0.34     (0.46     13.44       (12.60     1,423       0.92       0.92       0.88       61  

Y

    15.87       0.13       (2.05     (1.92     (0.14     (0.34     (0.48     13.47       (12.55     10,009       0.92       0.88       0.93       61  

F

    14.60       0.13       (1.88     (1.75     (0.15     (0.34     (0.49     12.36       (12.51     299,805       0.82       0.82       0.98       61  

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  

 

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 MidCap Value Fund – (continued)  

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  

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 %(15)      0.18     56

B

    13.15       (0.07     (0.03     (0.10           (1.11     (1.11     11.94       (0.57     637       2.42       2.12 (15)      (0.63     56  

C

    13.09       (0.06     (0.02     (0.08           (1.11     (1.11     11.90       (0.42     35,965       2.02       2.02 (15)      (0.54     56  

I

    15.22       0.05       (0.01     0.04       (0.06     (1.11     (1.17     14.09       0.48       83,155       1.06       1.06 (15)      0.39       56  

R3

    15.82       (0.01     (0.03     (0.04           (1.11     (1.11     14.67       (0.07     11,396       1.56       1.56 (15)      (0.07     56  

R4

    15.99       0.03       (0.02     0.01       (0.02     (1.11     (1.13     14.87       0.30       13,448       1.25       1.25 (15)      0.23       56  

R5

    16.15       0.08       (0.03     0.05       (0.06     (1.11     (1.17     15.03       0.54       9,831       0.95       0.95 (15)      0.52       56  

Y

    16.19       0.09       (0.03     0.06       (0.07     (1.11     (1.18     15.07       0.63       79,990       0.85       0.85 (15)      0.63       56  
Hartford Quality Value Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 18.61     $ 0.18     $ 6.26     $ 6.44     $ (0.44   $     $ (0.44   $ 24.61       34.98 %(4)    $ 182,218       0.99 %(5)      0.93 %(5)      1.61 %(5)      12

C

    15.78       0.08       5.31       5.39       (0.28           (0.28     20.89       34.42 (4)      3,478       1.81 (5)      1.70 (5)      0.86 (5)      12  

I

    18.37       0.21       6.17       6.38       (0.50           (0.50     24.25       35.20 (4)      15,547       0.65 (5)      0.60 (5)      1.92 (5)      12  

R3

    18.92       0.15       6.37       6.52       (0.39           (0.39     25.05       34.80 (4)      1,121       1.27 (5)      1.16 (5)      1.37 (5)      12  

R4

    19.13       0.19       6.43       6.62       (0.45           (0.45     25.30       35.02 (4)      5,315       0.97 (5)      0.87 (5)      1.65 (5)      12  

R5

    19.32       0.22       6.50       6.72       (0.51           (0.51     25.53       35.21 (4)      299       0.67 (5)      0.60 (5)      1.93 (5)      12  

R6

    19.38       0.24       6.50       6.74       (0.54           (0.54     25.58       35.27 (4)      662       0.56 (5)      0.46 (5)      2.07 (5)      12  

Y

    19.35       0.23       6.49       6.72       (0.52           (0.52     25.55       35.18 (4)      491       0.67 (5)      0.57 (5)      1.98 (5)      12  

F

    18.31       0.22       6.15       6.37       (0.54           (0.54     24.14       35.31 (4)      12,234       0.56 (5)      0.46 (5)      2.06 (5)      12  

For the Year Ended October 31, 2020

 

A

  $ 21.11     $ 0.42     $ (1.85   $ (1.43   $ (0.48   $ (0.59   $ (1.07   $ 18.61       (7.34 )%    $ 140,154       1.03     0.91     2.19     26

C

    18.05       0.23       (1.59     (1.36     (0.32     (0.59     (0.91     15.78       (8.09     3,673       1.82       1.71       1.38       26  

I

    20.85       0.48       (1.82     (1.34     (0.55     (0.59     (1.14     18.37       (7.02     10,927       0.67       0.56       2.53       26  

R3

    21.45       0.38       (1.89     (1.51     (0.43     (0.59     (1.02     18.92       (7.56     855       1.29       1.16       1.91       26  

R4

    21.68       0.44       (1.91     (1.47     (0.49     (0.59     (1.08     19.13       (7.34     3,887       0.98       0.87       2.21       26  

R5

    21.87       0.50       (1.92     (1.42     (0.54     (0.59     (1.13     19.32       (7.05     220       0.69       0.58       2.53       26  

R6

    21.93       0.50       (1.89     (1.39     (0.57     (0.59     (1.16     19.38       (6.92     485       0.58       0.46       2.53       26  

Y

    21.91       0.51       (1.93     (1.42     (0.55     (0.59     (1.14     19.35       (7.05     382       0.68       0.57       2.53       26  

F

    20.83       0.50       (1.82     (1.32     (0.61     (0.59     (1.20     18.31       (6.94     8,975       0.58       0.46       2.64       26  

 

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 Quality Value Fund – (continued)  

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  

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(16)

    20.99       0.28       (0.53 )(17)      (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 %(18)      0.93     41

B

    16.45       0.02       0.48       0.50       (0.01     (1.24     (1.25     15.70       3.75       695       2.41       2.11 (18)      0.11       41  

C

    16.34       0.03       0.49       0.52       (0.10     (1.24     (1.34     15.52       3.93       22,223       1.97       1.97 (18)      0.21       41  

I

    18.47       0.21       0.57       0.78       (0.26     (1.24     (1.50     17.75       5.03       19,139       0.92       0.92 (18)      1.23       41  

R3

    18.83       0.11       0.58       0.69       (0.15     (1.24     (1.39     18.13       4.39       2,783       1.54       1.54 (18)      0.64       41  

R4

    19.03       0.17       0.59       0.76       (0.21     (1.24     (1.45     18.34       4.73       8,720       1.22       1.22 (18)      0.96       41  

R5

    19.19       0.22       0.59       0.81       (0.27     (1.24     (1.51     18.49       5.04       2,025       0.92       0.92 (18)      1.27       41  

Y

    19.24       0.26       0.58       0.84       (0.29     (1.24     (1.53     18.55       5.14       845       0.81       0.81 (18)      1.46       41  
The Hartford Small Cap Growth Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 51.35     $   (0.19   $   17.73     $   17.54     $     $ (4.32   $ (4.32   $ 64.57       35.09 %(4)    $ 260,026       1.19 %(5)      1.19 %(5)      (0.62 )%(5)      25

C

    34.22       (0.27     11.65       11.38             (4.32     (4.32     41.28       34.61 (4)      13,169       1.92 (5)      1.92 (5)      (1.35 )(5)      25  

I

    54.23       (0.09     18.76       18.67             (4.32     (4.32     68.58       35.32 (4)      119,008       0.83 (5)      0.83 (5)      (0.27 )(5)      25  

R3

    50.47       (0.27     17.42       17.15             (4.32     (4.32     63.30       34.91 (4)      10,490       1.46 (5)      1.46 (5)      (0.89 )(5)      25  

R4

    53.64       (0.19     18.53       18.34             (4.32     (4.32     67.66       35.08 (4)      25,451       1.18 (5)      1.18 (5)      (0.59 )(5)      25  

R5

    57.10       (0.10     19.77       19.67             (4.32     (4.32     72.45       35.29 (4)      93,969       0.85 (5)      0.85 (5)      (0.29 )(5)      25  

R6

    58.07       (0.07     20.13       20.06             (4.32     (4.32     73.81       35.38 (4)      96,701       0.76 (5)      0.76 (5)      (0.19 )(5)      25  

Y

    58.07       (0.08     20.12       20.04             (4.32     (4.32     73.79       35.34 (4)      296,435       0.86 (5)      0.81 (5)      (0.24 )(5)      25  

F

    54.48       (0.05     18.84       18.79             (4.32     (4.32     68.95       35.38 (4)      24,567       0.76 (5)      0.76 (5)      (0.16 )(5)      25  

 

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
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2020

 

A

  $   45.71     $   (0.28   $ 6.67     $ 6.39     $     $ (0.75   $ (0.75   $ 51.35       14.06   $ 198,430       1.26     1.25     (0.60 )%      58

C

    30.90       (0.39     4.46       4.07             (0.75     (0.75     34.22       13.31       12,323       1.91       1.91       (1.25     58  

I

    48.05       (0.09     7.02       6.93             (0.75     (0.75     54.23       14.50       98,673       0.85       0.85       (0.19     58  

R3

    45.05       (0.38     6.55       6.17             (0.75     (0.75     50.47       13.80       7,485       1.49       1.49       (0.83     58  

R4

    47.69       (0.26     6.96       6.70             (0.75     (0.75     53.64       14.13       31,169       1.19       1.19       (0.52     58  

R5

    50.57       (0.12     7.40       7.28             (0.75     (0.75     57.10       14.47       71,754       0.89       0.89       (0.23     58  

R6

    51.36       (0.06     7.52       7.46             (0.75     (0.75     58.07       14.62       80,327       0.78       0.78       (0.12     58  

Y

    51.39       (0.08     7.51       7.43             (0.75     (0.75     58.07       14.58       255,484       0.88       0.81       (0.16     58  

F

    48.23       (0.06     7.06       7.00             (0.75     (0.75     54.48       14.62       44,376       0.78       0.78       (0.13     58  

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 (12)      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 (17)    $ (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 (17)      (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 (17)      (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 (17)      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 (17)      (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 (17)      (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 (17)      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 (17)      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 (17)      0.15             (3.93     (3.93     48.00       0.50       290,401       0.79       0.79       0.01       45  

 

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
 
Hartford Small Cap Value Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 8.29     $   0.03     $ 5.41     $ 5.44     $ (0.09   $     $ (0.09   $   13.64       66.02 %(4)    $   58,480       1.32 %(5)      1.28 %(5)      0.58 %(5)      43

C

    7.12       (0.01     4.66       4.65       (0.01           (0.01     11.76       65.43 (4)      2,873       2.08 (5)      2.03 (5)      (0.15 )(5)      43  

I

    8.31       0.05       5.42       5.47       (0.12           (0.12     13.66       66.37 (4)      14,504       0.93 (5)      0.91 (5)      0.76 (5)      43  

R3

    8.62       0.03       5.62       5.65       (0.07           (0.07     14.20       65.84 (4)      785       1.54 (5)      1.33 (5)      0.56 (5)      43  

R4

    8.76       0.04       5.71       5.75       (0.10           (0.10     14.41       66.06 (4)      52       1.25 (5)      1.19 (5)      0.68 (5)      43  

R5

    8.74       0.06       5.69       5.75       (0.13           (0.13     14.36       66.35 (4)      18       0.96 (5)      0.90 (5)      0.92 (5)      43  

R6

    8.74       0.07       5.70       5.77       (0.15           (0.15     14.36       66.51 (4)      309       0.87 (5)      0.80 (5)      1.10 (5)      43  

Y

    8.73       0.05       5.69       5.74       (0.14           (0.14     14.33       66.27 (4)      1,390       0.92 (5)      0.85 (5)      0.87 (5)      43  

F

    8.31       0.06       5.42       5.48       (0.15           (0.15     13.64       66.46 (4)      61,859       0.86 (5)      0.80 (5)      1.07 (5)      43  

For the Year Ended October 31, 2020

 

A

  $   10.35     $ 0.09     $   (1.49   $   (1.40   $   (0.08   $   (0.58   $   (0.66   $ 8.29       (14.57 )%    $ 32,996       1.41     1.29     1.04     62

C

    8.96       0.02       (1.28     (1.26     0.00 (12)      (0.58     (0.58     7.12       (15.15     2,020       2.15       2.04       0.29       62  

I

    10.37       0.12       (1.48     (1.36     (0.12     (0.58     (0.70     8.31       (14.22     2,915       1.04       0.93       1.43       62  

R3

    10.73       0.08       (1.54     (1.46     (0.07     (0.58     (0.65     8.62       (14.62     457       1.63       1.42       0.92       62  

R4

    10.89       0.10       (1.56     (1.46     (0.09     (0.58     (0.67     8.76       (14.46     30       1.33       1.20       1.10       62  

R5

    10.87       0.13       (1.56     (1.43     (0.12     (0.58     (0.70     8.74       (14.21     10       1.03       0.90       1.51       62  

R6

    10.87       0.12       (1.54     (1.42     (0.13     (0.58     (0.71     8.74       (14.17     240       0.92       0.80       1.42       62  

Y

    10.86       0.13       (1.55     (1.42     (0.13     (0.58     (0.71     8.73       (14.18     250       1.02       0.85       1.50       62  

F

    10.38       0.13       (1.49     (1.36     (0.13     (0.58     (0.71     8.31       (14.22     40,447       0.91       0.80       1.53       62  

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(16)

    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  

 

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

 

 

  78  

 


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, 2016

 

A

  $   12.35     $ 0.10     $   (0.15 )(17)    $   (0.05   $   (0.02   $   (0.72   $   (0.74   $   11.56       (0.22 )%    $ 46,270       1.35     1.31 %(19)      0.85     94

B

    11.58       0.01       (0.14 )(17)      (0.13           (0.72     (0.72     10.73       (0.93     798       2.25       2.06 (19)      0.10       94  

C

    11.43       0.01       (0.14 )(17)      (0.13           (0.72     (0.72     10.58       (0.94     10,410       2.08       2.06 (19)      0.11       94  

I

    12.38       0.13       (0.15 )(17)      (0.02     (0.06     (0.72     (0.78     11.58       0.05       2,582       1.01       1.00 (19)      1.17       94  

R3

    12.67       0.08       (0.16 )(17)      (0.08           (0.72     (0.72     11.87       (0.43     734       1.61       1.51 (19)      0.65       94  

R4

    12.72       0.11       (0.15 )(17)      (0.04     (0.02     (0.72     (0.74     11.94       (0.09     267       1.30       1.21 (19)      0.96       94  

R5

    12.78       0.13       (0.14 )(17)      (0.01     (0.09     (0.72     (0.81     11.96       0.16       44       1.00       0.91 (19)      1.08       94  

Y

    12.77       0.16       (0.15 )(17)      0.01       (0.06     (0.72     (0.78     12.00       0.31       110,028       0.88       0.86 (19)      1.36       94  
The Hartford Small Company Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $ 25.50     $   (0.15   $ 8.15     $ 8.00     $     $ (2.78   $ (2.78   $ 30.72       32.57 %(4)    $   517,190       1.22 %(5)      1.21 %(5)      (1.00 )%(5)      70

C

    15.97       (0.16     4.98       4.82             (2.78     (2.78     18.01       32.03 (4)      10,280       2.06 (5)      2.06 (5)      (1.84 )(5)      70  

I

    27.31       (0.12     8.77       8.65             (2.78     (2.78     33.18       32.81 (4)      57,939       0.93 (5)      0.93 (5)      (0.75 )(5)      70  

R3

    28.02       (0.22     8.99       8.77             (2.78     (2.78     34.01       32.37 (4)      18,154       1.54 (5)      1.54 (5)      (1.32 )(5)      70  

R4

    30.22       (0.18     9.72       9.54             (2.78     (2.78     36.98       32.57 (4)      15,964       1.26 (5)      1.26 (5)      (1.02 )(5)      70  

R5

    32.33       (0.14     10.44       10.30             (2.78     (2.78     39.85       32.81 (4)      6,581       0.94 (5)      0.94 (5)      (0.75 )(5)      70  

R6

    33.12       (0.14     10.71       10.57             (2.78     (2.78     40.91       32.85 (4)      4,549       0.85 (5)      0.85 (5)      (0.72 )(5)      70  

Y

    33.07       (0.14     10.69       10.55             (2.78     (2.78     40.84       32.84 (4)      49,125       0.90 (5)      0.90 (5)      (0.72 )(5)      70  

F

    27.49       (0.10     8.82       8.72             (2.78     (2.78     33.43       32.85 (4)      305,534       0.85 (5)      0.85 (5)      (0.62 )(5)      70  

For the Year Ended October 31, 2020

 

A

  $ 20.35     $ (0.14   $ 6.57     $ 6.43     $     $ (1.28   $ (1.28   $ 25.50       33.21   $ 389,496       1.32     1.31     (0.66 )%      104

C

    13.30       (0.20     4.15       3.95             (1.28     (1.28     15.97       32.08       9,058       2.14       2.14       (1.50     104  

I

    21.65       (0.08     7.02       6.94             (1.28     (1.28     27.31       33.59       35,806       1.00       1.00       (0.35     104  

R3

    22.29       (0.21     7.22       7.01             (1.28     (1.28     28.02       32.91       14,013       1.61       1.55       (0.90     104  

R4

    23.88       (0.15     7.77       7.62             (1.28     (1.28     30.22       33.29       13,363       1.30       1.25       (0.60     104  

R5

    25.40       (0.08     8.29       8.21             (1.28     (1.28     32.33       33.64       3,936       1.01       0.95       (0.30     104  

R6

    25.97       (0.13     8.56       8.43             (1.28     (1.28     33.12       33.75       1,530       0.90       0.90       (0.42     104  

Y

    25.95       (0.08     8.48       8.40             (1.28     (1.28     33.07       33.65       19,956       0.96       0.95       (0.29     104  

F

    21.76       (0.06     7.07       7.01             (1.28     (1.28     27.49       33.75       243,057       0.90       0.90       (0.24     104  

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  

 

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

 

 

  79  

 


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, 2017

 

A

  $   15.74     $   (0.12   $ 4.72     $ 4.60     $     $     $     $ 20.34       29.16   $ 252,187       1.39     1.37     (0.64 )%      109

C

    11.60       (0.19     3.46       3.27                         14.87       28.19       26,529       2.12       2.10       (1.40     109  

I

    16.43       (0.10     4.94       4.84                         21.27       29.40       28,052       1.49       1.15       (0.51     109  

R3

    17.05       (0.17     5.10       4.93                         21.98       28.91       23,932       1.63       1.55       (0.84     109  

R4

    17.89       (0.11     5.36       5.25                         23.14       29.29       23,080       1.32       1.25       (0.53     109  

R5

    18.67       (0.04     5.58       5.54                         24.21       29.67       3,263       1.06       0.95       (0.20     109  

R6

    18.99       (0.09     5.74       5.65                         24.64       29.75       78       1.07       0.90       (0.38     109  

Y

    18.99       (0.02     5.67       5.65                         24.64       29.70       33,040       0.94       0.90       (0.08     109  

F(7)

    18.76       (0.05     2.59       2.54                         21.30       13.49 (4)      81,831       0.92 (5)      0.90 (5)      (0.38 )(5)      109  

For the Year Ended October 31, 2016

 

A

  $ 19.36     $ (0.14   $   (0.90   $   (1.04   $   —     $   (2.58   $   (2.58   $   15.74       (5.73 )%    $   262,618       1.45     1.43 %(20)      (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 (20)      (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 (20)      (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 (20)      (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 (20)      (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 (20)      (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 (20)      (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 (20)      (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 (20)      (0.33     81  

 

(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) 

Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

(10) 

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.

(11) 

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.

(12) 

Amount is less than $0.01 per share.

(13) 

Commenced operations on February 28, 2019.

(14) 

Amount is less than 0.01%.

(15) 

Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(16) 

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 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(19) 

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.

(20) 

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.

 

 

  80  

 


Hartford Domestic Equity Funds

Notes to Financial Statements

April 30, 2021 (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-six and fourteen series, respectively, as of April 30, 2021. 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 U.S. 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, 2021, 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 April 1, 2021, Class C shares automatically convert to Class A shares of the same Fund after eight years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least eight years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge.

 

2.

Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a)

Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that 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 NAV 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 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.

 

 

  81  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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, redeem or exchange 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.

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 established by the Board of Directors.

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

 

   

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

   

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

 

 

  82  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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 Value 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 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.

 

  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.

 

 

  83  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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:

 

  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)

Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company’s Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund’s Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2021.

 

  c)

Special Purpose Acquisition Companies – A Fund may invest in special purpose acquisition companies (“SPACs”) or similar special purpose entities. SPACs are collective investment structures that pool funds in order to seek potential acquisition opportunities. SPACs and similar entities may be blank check companies with no operating history or ongoing business other than to seek a potential acquisition. Because SPACs and similar entities have no operating history or ongoing business other than seeking acquisitions, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Some SPACs may pursue acquisitions only within certain industries or regions, which may increase the volatility of their securities’ prices. In addition, these securities, which are typically traded in the OTC market, may be considered illiquid and/or be subject to restrictions on resale. A Fund may enter into a contingent commitment with a SPAC to purchase shares of private investments in public equity investments (“PIPE”) if and when the SPAC completes its merger or acquisition; however if the commitment expires, then no shares are purchased. Purchased PIPE shares will be restricted from trading until the registration statement for the shares is declared effective. Upon registration, the shares can be freely sold; however, in certain circumstances, the issuer may have the right to temporarily suspend trading of the shares in the first year after the merger. The Growth Opportunities Fund and the Small Company Fund each had contingent commitments outstanding of approximately $97,281,965 and $21,160,200 respectively, to purchase PIPE shares as of April 30, 2021.

 

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

 

 

  84  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021, 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, 2021:

 

     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)

   $      $      $      $ 1,469,584      $      $      $ 1,469,584  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     1,469,584      $     —      $     —      $     1,469,584  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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.

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $      $      $      $ 20,266,367      $      $      $ 20,266,367  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 20,266,367      $      $      $ 20,266,367  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                    

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 3,575,980      $      $      $ 3,575,980  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     3,575,980      $     —      $     —      $     3,575,980  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     518  

Core Equity Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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)

   $      $      $      $ 25,079      $      $      $ 25,079  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     25,079      $     —      $     —      $     25,079  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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.

 

 

  85  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Core Equity Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $      $      $      $ 25,403,411      $      $      $ 25,403,411  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $     25,403,411      $      $      $     25,403,411  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                    

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 2,060,056      $      $      $ 2,060,056  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 2,060,056      $     —      $     —      $ 2,060,056  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     409  

 

  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, 2021:

Capital Appreciation Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 1,469,584     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,469,584        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,469,584      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $     —  
  

 

 

   

 

 

 

Core Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 25,079     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     25,079        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (25,079         —  
  

 

 

   

 

 

 

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

 

 

  86  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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. The current ongoing 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 the ongoing COVID-19 pandemic remains unclear. 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.

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. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.

Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.

 

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, 2021. 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)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2021 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

   $ 5,682,063,506      $ 2,096,985,622      $ (63,255,069   $ 2,033,730,553  

Core Equity Fund

     7,560,436,980        4,063,704,836        (28,617,224     4,035,087,612  

Dividend and Growth Fund

     7,884,462,541        4,787,313,278        (24,556,580     4,762,756,698  

Equity Income Fund

     3,180,019,690        1,473,407,561        (6,885,016     1,466,522,545  

Growth Opportunities Fund

     5,868,840,135        2,053,771,247        (120,290,120     1,933,481,127  

Healthcare Fund

     1,247,392,088        546,834,558        (46,233,954     500,600,604  

MidCap Fund

         10,770,756,366            5,387,475,021            (245,024,580         5,142,450,441  

MidCap Value Fund

     607,365,986        236,126,387        (225,553     235,900,834  

Quality Value Fund

     163,117,061        56,505,465        (842,708     55,662,757  

Small Cap Growth Fund

     602,068,919        368,188,865        (24,355,661     343,833,204  

Small Cap Value Fund

     102,792,476        39,448,108        (1,127,724     38,320,384  

Small Company Fund

     771,290,080        253,793,908        (31,940,942     221,852,966  

 

 

  87  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  c)

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, 2020 (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
 

Core Equity Fund

   $ 47,413,004      $  

MidCap Value Fund

         17,728,662            15,069,753  

Quality Value Fund

     2,509,529         

Small Cap Value Fund

     1,618,830        3,882,399  

The Capital Appreciation Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, Small Cap Growth Fund and Small Company Fund had no capital loss carryforwards for U.S. federal tax purposes as of October 31, 2020.

 

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, 2021; 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

 

 

  88  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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. As of April 30, 2021, HFMC received the following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services.

 

  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 expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2021, 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, 2022 (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

From November 1, 2020 through February 28, 2021, 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 the following Fund:

 

     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  

Small Company Fund

     1.40     2.15     1.15     1.55     1.25     0.95     0.90     0.95     0.90

 

 

  89  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021, 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

     1.04     1.83     0.77     1.40     1.10     0.80     0.69     0.77     0.69

Core Equity Fund

     0.69     1.44     0.44     1.05     0.70     0.46     0.36     0.44     0.36

Dividend and Growth Fund

     0.97     1.76     0.71     1.33     1.04     0.72     0.63     0.67     0.63

Equity Income Fund

     0.98     1.75     0.73     1.35     1.05     0.74     0.65     0.72     0.65

Growth Opportunities Fund

     1.06     1.83     0.81     1.43     1.14     0.84     0.73     0.79     0.73

Healthcare Fund

     1.25     2.02     0.98     1.60     1.29     0.99     0.89     0.96     0.89

MidCap Fund

     1.08     1.84     0.84     1.44     1.12     0.83     0.74     0.77     0.74

MidCap Value Fund

     1.19     1.97     0.86     1.48     1.19     0.88     N/A       0.86     0.78

Quality Value Fund

     0.93     1.70     0.60     1.16     0.87     0.60     0.46     0.57     0.46

Small Cap Growth Fund

     1.18     1.92     0.83     1.45     1.18     0.85     0.76     0.81     0.76

Small Cap Value Fund

     1.28     2.03     0.90     1.32     1.19     0.90     0.80     0.85     0.80

Small Company Fund

     1.21     2.06     0.93     1.54     1.26     0.94     0.85     0.90     0.84

 

  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, 2021, 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

   $ 909,464      $ 7,480  

Core Equity Fund

         1,566,438            27,643  

Dividend and Growth Fund

     1,586,140        16,432  

Equity Income Fund

     540,417        6,524  

Growth Opportunities Fund

     1,756,316        11,799  

Healthcare Fund

     594,857        3,562  

MidCap Fund

     1,203,411        12,453  

MidCap Value Fund

     218,857        76  

Quality Value Fund

     40,453         

Small Cap Growth Fund

     47,814        307  

Small Cap Value Fund

     44,708        104  

Small Company Fund

     339,951        1,776  

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 or all 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, 2021, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine. 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 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, 2021, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation

 

 

  90  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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
 

Capital Appreciation Fund

   $     3,490  

Core Equity Fund

     5,126  

Dividend and Growth Fund

     5,584  

Equity Income Fund

     2,084  

Growth Opportunities Fund

     3,543  

Healthcare Fund

     775  

MidCap Fund

     7,182  

MidCap Value Fund

     374  

Quality Value Fund

     99  

Small Cap Growth Fund

     430  

Small Cap Value Fund

     58  

Small Company Fund

     447  

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 March 1, 2021, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for the share classes of the Funds listed below through February 28, 2022, unless the Board of Directors approves its earlier termination:

 

Fund

   Class I     Class Y  

Core Equity Fund

     N/A       0.08

Dividend and Growth Fund

     N/A       0.04

MidCap Fund

     0.12     0.04

Small Cap Growth Fund

     N/A       0.06

From November 1, 2020 through February 28, 2021, 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       0.06

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

 

 

  91  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, 2021, 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

     0.10     0.14     0.08     0.21     0.16     0.10     0.00 %*      0.07     0.00 %* 

Core Equity Fund

     0.09     0.09     0.08     0.19     0.14     0.10     0.00 %*      0.08     0.00 %* 

Dividend and Growth Fund

     0.09     0.13     0.08     0.20     0.16     0.09     0.00 %*      0.04     0.00 %* 

Equity Income Fund

     0.09     0.10     0.08     0.20     0.15     0.09     0.00 %*      0.07     0.00 %* 

Growth Opportunities Fund

     0.09     0.10     0.08     0.21     0.16     0.11     0.00 %*      0.07     0.00 %* 

Healthcare Fund

     0.11     0.13     0.09     0.21     0.16     0.11     0.00 %*      0.07     0.00 %* 

MidCap Fund

     0.09     0.11     0.11     0.21     0.16     0.10     0.00 %*      0.04     0.00 %* 

MidCap Value Fund

     0.16     0.20     0.08     0.20     0.16     0.11     N/A       0.09     0.00 %* 

Quality Value Fund

     0.18     0.25     0.09     0.21     0.16     0.11     0.00 %*      0.11     0.00 %* 

Small Cap Growth Fund

     0.18     0.15     0.07     0.20     0.17     0.09     0.00 %*      0.05     0.00 %* 

Small Cap Value Fund

     0.21     0.21     0.07     0.18     0.14     0.10     0.00 %*      0.05     0.00 %* 

Small Company Fund

     0.12     0.22     0.09     0.20     0.16     0.10     0.00 %*      0.05     0.00 %* 

 

  *

Amount rounds to 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 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.

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, 2021.

 

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)
 

Capital Appreciation Fund

   $ 29,314,155      $ (29,314,155   $  

Core Equity Fund

     32,836,316        (32,836,316      

Dividend and Growth Fund

     128,813,149        (128,813,149      

Equity Income Fund

     44,137,098        (44,137,098      

Growth Opportunities Fund

     31,554,884        (31,554,884      

Healthcare Fund

     59,222,156        (59,222,156      

MidCap Fund

         181,467,213            (181,467,213         —  

MidCap Value Fund

                   

Quality Value Fund

                   

Small Cap Growth Fund

     5,158,100        (5,158,100      

 

 

  92  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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)
 

Small Cap Value Fund

   $ 1,801,074      $ (1,801,074   $  

Small Company Fund

         10,489,682            (10,489,682         —  

 

  (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

   $ 30,551,900      $  

Core Equity Fund

     34,455,055         

Dividend and Growth Fund

     127,310,445         

Equity Income Fund

     43,656,808         

Growth Opportunities Fund

     33,465,462         

Healthcare Fund

     59,482,923        1  

MidCap Fund

         183,699,437            —  

MidCap Value Fund

             

Quality Value Fund

             

Small Cap Growth Fund

     5,365,348         

Small Cap Value Fund

     1,943,937         

Small Company Fund

     11,132,913         

 

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, 2021.

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

   $ 30,551,900      $      $      $      $ 30,551,900  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 30,551,900      $      $      $      $ 30,551,900  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 30,551,900  
              

 

 

 
Core Equity Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 34,455,055      $      $      $      $ 34,455,055  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 34,455,055      $      $      $      $ 34,455,055  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 34,455,055  
              

 

 

 
Dividend and Growth Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 127,310,445      $      $      $      $ 127,310,445  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 127,310,445      $      $      $      $ 127,310,445  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     127,310,445  
              

 

 

 
Equity Income Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 43,656,808      $      $      $      $ 43,656,808  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 43,656,808      $      $      $      $ 43,656,808  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 43,656,808  
              

 

 

 
Growth Opportunities Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 33,465,462      $      $      $      $ 33,465,462  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     33,465,462      $     —      $     —      $     —      $ 33,465,462  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 33,465,462  
              

 

 

 

 

 

  93  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Healthcare Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 59,482,923      $      $      $      $ 59,482,923  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 59,482,923      $      $      $      $ 59,482,923  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 59,482,923  
              

 

 

 
MidCap Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 183,699,437      $      $      $      $ 183,699,437  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     183,699,437      $     —      $     —      $     —      $     183,699,437  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 183,699,437  
              

 

 

 
Small Cap Growth Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 5,365,348      $      $      $      $ 5,365,348  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 5,365,348      $      $      $      $ 5,365,348  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,365,348  
              

 

 

 
Small Cap Value Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 1,943,937      $      $      $      $ 1,943,937  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,943,937      $      $      $      $ 1,943,937  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,943,937  
              

 

 

 
Small Company Fund                                   

Securities Lending Transactions(1)

              

Common Stocks

   $ 11,132,913      $      $      $      $ 11,132,913  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 11,132,913      $      $      $      $ 11,132,913  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 11,132,913  
              

 

 

 

 

  (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, 2021, 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  

Small Cap Value Fund

                                        90                    

Percentage of Fund by Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6      Class Y      Class F  

Small Cap Value Fund

                                        0 %*                     

 

  *

Percentage rounds to zero.

As of April 30, 2021, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the “529 plan”) 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 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:

 

Funds

   Percentage
of Fund*
 

Capital Appreciation Fund

     7

Core Equity Fund

     3

Dividend and Growth Fund

     7

Equity Income Fund

     6

Growth Opportunities Fund

     2

 

 

  94  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Funds

   Percentage
of Fund*
 

MidCap Fund

     1

MidCap Value Fund

     2

Small Cap Growth Fund

     2

Small Cap Value Fund

     36

Small Company Fund

     6

 

  *

As of April 30, 2021, affiliated funds of funds and the 529 plan invest in Class F shares.

 

11.

Affiliated Security Transactions:

If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an “affiliate” of the Fund. As of and during the six-month period ended April 30, 2021, the MidCap Fund and Small Company Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below:

A summary of affiliate transactions for the MidCap Fund and Small Company Fund for the six-month period ended April 30, 2021 is as follows:

 

Affiliated
Investments

  Beginning
Value as of
November 1, 2020
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2021
    Shares as of
April 30, 2021
    Dividend
Income
    Capital Gain
Distributions
 
MidCap Fund                                                      

Coherent, Inc.*

  $ 187,569,718     $ 18,058,381     $ 221,253,938     $ 88,080,939     $ 117,152,487     $ 189,607,587       729,288     $     $  

CommScope Holding Co., Inc.

    137,679,930       33,541,928       46,443,175       (33,847,038     159,321,514       250,253,159       15,212,958              

II-VI, Inc.*

    281,918,456       38,227,882       153,472,960       66,620,449       78,452,702       311,746,529       4,643,231              

KAR Auction Services, Inc.

    166,382,725       2,968,202       58,682,929       (25,092,862     32,477,815       118,052,951       7,875,447              

NuVasive, Inc.*

    122,529,543       32,302,483       52,639,462       (10,134,128     73,697,133       165,755,569       2,319,882              

PTC Therapeutics, Inc.*

    185,643,379       12,463,678       26,262,740       88,170       (35,104,325     136,828,162       3,320,266              

Teradata Corp.*

    158,390,567       1,602,654       184,070,646       35,520,455       194,984,743       206,427,773       4,172,787              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     1,240,114,318     $     139,165,208     $     742,825,850     $     121,235,985     $     620,982,069     $     1,378,671,730       38,273,859     $     —     $     —  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

  *

Not an affiliate as of April 30, 2021.

 

Affiliated Investments

  Beginning
Value as of
November 1, 2020
    Purchases at
Cost
    Proceeds from
Sales
    Return of
Capital
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2021
    Shares as of
April 30, 2021
    Dividend
Income
    Capital Gain
Distributions
 
Small Company Fund                                                      

Allstar Co.

  $ 2,634,744     $     $     $ (1,364,479   $ 2,572,070     $ 3,842,335       3,136,600     $     $ 729,066  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     2,634,744     $     —     $     —     $     (1,364,479   $     2,572,070     $     3,842,335       3,136,600     $     —     $     729,066  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

12.

Investment Transactions:

For the six-month period ended April 30, 2021, 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

   $ 2,671,532,812      $ 3,150,660,365      $     —      $     —      $ 2,671,532,812      $ 3,150,660,365  

Core Equity Fund

     1,733,440,563        913,322,017                      1,733,440,563        913,322,017  

Dividend and Growth Fund

     1,567,843,983        1,447,923,547                      1,567,843,983        1,447,923,547  

Equity Income Fund

     521,488,625        718,019,515                      521,488,625        718,019,515  

Growth Opportunities Fund

     4,237,998,376        4,130,776,841                          4,237,998,376            4,130,776,841  

Healthcare Fund

     327,637,975        367,900,559                      327,637,975        367,900,559  

MidCap Fund

         2,258,918,530            4,000,163,967                      2,258,918,530        4,000,163,967  

MidCap Value Fund

     226,052,015        255,451,389                      226,052,015        255,451,389  

Quality Value Fund

     23,605,568        32,170,761                      23,605,568        32,170,761  

Small Cap Growth Fund

     228,999,083        361,850,046                      228,999,083        361,850,046  

Small Cap Value Fund

     53,482,347        45,431,878                      53,482,347        45,431,878  

Small Company Fund

     644,307,334        612,931,450                      644,307,334        612,931,450  

 

 

  95  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

13.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2021, and the year ended October 31, 2020:

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Capital Appreciation Fund                                    

Class A

                   

Shares Sold

       2,362,107        $ 105,570,318          4,936,646        $ 174,349,729  

Shares Issued for Reinvested Dividends

       5,909,806          249,120,366          6,205,381          227,070,199  

Shares Redeemed

       (7,649,560        (335,062,001        (20,320,300        (726,270,861
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       622,353          19,628,683          (9,178,273        (324,850,933
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       254,483        $ 7,811,075          646,385        $ 16,546,122  

Shares Issued for Reinvested Dividends

       423,352          12,493,106          576,523          15,076,069  

Shares Redeemed

       (2,247,678        (71,238,569        (5,045,288        (130,502,671
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,569,843        (50,934,388        (3,822,380        (98,880,480
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,132,504        $ 50,206,541          1,956,471        $ 70,731,684  

Shares Issued for Reinvested Dividends

       692,879          29,440,161          771,728          28,460,949  

Shares Redeemed

       (1,712,385        (75,136,504        (5,242,907        (186,790,433
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       112,998          4,510,198          (2,514,708        (87,597,800
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       57,303        $ 2,831,673          116,903        $ 4,540,361  

Shares Issued for Reinvested Dividends

       40,202          1,911,571          46,694          1,912,115  

Shares Redeemed

       (177,450        (8,820,922        (408,486        (16,587,839
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (79,945        (4,077,678        (244,889        (10,135,363
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       51,055        $ 2,652,952          102,404        $ 4,357,340  

Shares Issued for Reinvested Dividends

       28,656          1,422,120          34,702          1,480,745  

Shares Redeemed

       (142,917        (7,292,405        (305,424        (13,165,782
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (63,206        (3,217,333        (168,318        (7,327,697
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       24,693        $ 1,292,879          73,396        $ 3,082,937  

Shares Issued for Reinvested Dividends

       31,983          1,626,764          37,234          1,629,967  

Shares Redeemed

       (109,263        (5,863,299        (247,588        (10,879,629
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (52,587        (2,943,656        (136,958        (6,166,725
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       36,665        $ 1,950,363          154,746        $ 6,189,604  

Shares Issued for Reinvested Dividends

       11,975          613,867          80,778          3,562,525  

Shares Redeemed

       (33,188        (1,750,932        (1,780,995        (77,069,137
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       15,452          813,298          (1,545,471        (67,317,008
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       202,239        $ 10,758,496          406,425        $ 17,905,774  

Shares Issued for Reinvested Dividends

       97,100          4,973,187          187,899          8,281,321  

Shares Redeemed

       (476,906        (25,640,505        (2,600,260        (116,860,535
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (177,567        (9,908,822        (2,005,936        (90,673,440
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       655,533        $ 28,817,625          2,953,391        $ 96,156,703  

Shares Issued for Reinvested Dividends

       996,586          42,357,183          1,088,641          40,167,416  

Shares Redeemed

       (1,847,747        (81,647,309        (6,078,654        (219,729,113
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (195,628        (10,472,501        (2,036,622        (83,404,994
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,387,973      $ (56,602,199        (21,653,555      $ (776,354,440
    

 

 

      

 

 

      

 

 

      

 

 

 
Core Equity Fund                                    

Class A

                   

Shares Sold

       5,224,749        $ 217,688,361          12,000,329        $ 399,459,192  

Shares Issued for Reinvested Dividends

       170,767          6,957,062          652,243          22,377,578  

Shares Redeemed

       (3,200,634            (132,319,078        (7,386,228            (240,896,634
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,194,882          92,326,345          5,266,344          180,940,136  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  96  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Core Equity Fund – (continued)                                    

Class C

                   

Shares Sold

       1,551,185        $ 58,309,473          4,551,296        $ 137,663,560  

Shares Issued for Reinvested Dividends

                         247,606          7,653,796  

Shares Redeemed

       (1,814,211        (68,899,166        (3,263,520        (99,295,785
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (263,026        (10,589,693        1,535,382          46,021,571  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       25,949,155        $     1,090,468,981          55,251,441        $     1,824,328,535  

Shares Issued for Reinvested Dividends

       587,802          23,982,316          1,340,855          46,209,109  

Shares Redeemed

       (12,847,636        (539,483,973        (27,336,937        (896,498,720
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       13,689,321          574,967,324          29,255,359          974,038,924  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       173,578        $ 7,301,003          599,499        $ 20,904,257  

Shares Issued for Reinvested Dividends

       3,454          143,013          21,100          731,315  

Shares Redeemed

       (167,563        (7,023,046        (352,314        (11,904,251
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,469          420,970          268,285          9,731,321  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       861,339        $ 38,018,650          1,581,637        $ 56,055,128  

Shares Issued for Reinvested Dividends

       22,870          962,136          100,713          3,564,282  

Shares Redeemed

       (591,697        (25,453,162        (1,491,613        (51,795,823
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       292,512          13,527,624          190,737          7,823,587  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       382,196        $ 16,054,775          1,134,925        $ 38,804,050  

Shares Issued for Reinvested Dividends

       30,689          1,262,537          159,932          5,552,692  

Shares Redeemed

       (855,524        (36,103,890        (2,986,041        (101,176,396
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (442,639        (18,786,578        (1,691,184        (56,819,654
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       3,416,170        $ 144,322,536          16,027,389        $ 553,894,759  

Shares Issued for Reinvested Dividends

       161,700          6,679,826          209,189          7,302,091  

Shares Redeemed

       (2,517,963        (105,744,535        (3,524,239        (123,476,087
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,059,907          45,257,827          12,712,339          437,720,763  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       2,809,964        $ 118,327,259          11,888,408        $ 397,928,760  

Shares Issued for Reinvested Dividends

       139,865          5,777,841          285,662          9,972,693  

Shares Redeemed

       (2,325,912        (100,241,415        (4,866,025        (165,866,944
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       623,917          23,863,685          7,308,045          242,034,509  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       12,045,859        $ 503,573,923          29,798,828        $ 1,002,322,628  

Shares Issued for Reinvested Dividends

       532,223          21,725,333          1,403,840          48,429,362  

Shares Redeemed

       (10,950,419        (463,449,971        (18,375,875        (609,580,679
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,627,663          61,849,285          12,826,793          441,171,311  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       18,792,006        $ 782,836,789          67,672,100        $ 2,282,662,468  
    

 

 

      

 

 

      

 

 

      

 

 

 
Dividend and Growth Fund                                    

Class A

                   

Shares Sold

       5,826,693        $ 171,308,360          12,878,095        $ 307,347,699  

Shares Issued for Reinvested Dividends

       3,788,919          104,922,835          6,355,646          158,639,507  

Shares Redeemed

       (9,676,912        (275,312,770        (23,863,951        (575,703,006
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (61,300        918,425          (4,630,210        (109,715,800
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       654,431        $ 18,170,504          1,341,581        $ 31,800,923  

Shares Issued for Reinvested Dividends

       144,680          3,820,201          277,274          6,745,974  

Shares Redeemed

       (1,698,422        (48,587,828        (3,403,410        (78,986,558
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (899,311        (26,597,123        (1,784,555        (40,439,661
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       17,386,038        $ 503,400,687          44,546,101        $ 1,034,422,781  

Shares Issued for Reinvested Dividends

       1,975,493          54,573,897          2,167,389          53,242,132  

Shares Redeemed

       (8,664,182        (245,634,981        (18,862,040        (444,869,560
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,697,349          312,339,603          27,851,450          642,795,353  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  97  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Dividend and Growth Fund – (continued)                                    

Class R3

                   

Shares Sold

       157,259        $ 4,640,849          319,957        $ 7,867,244  

Shares Issued for Reinvested Dividends

       55,702          1,562,890          98,410          2,513,108  

Shares Redeemed

       (290,309        (8,490,649        (713,282        (17,768,056
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (77,348        (2,286,910        (294,915        (7,387,704
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       228,790        $ 6,783,372          646,555        $ 15,896,512  

Shares Issued for Reinvested Dividends

       66,870          1,894,797          137,823          3,531,150  

Shares Redeemed

       (658,564        (18,959,003        (1,673,250        (42,325,963
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (362,904        (10,280,834        (888,872        (22,898,301
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,379,093        $ 40,959,809          2,555,808        $ 63,782,124  

Shares Issued for Reinvested Dividends

       79,900          2,283,220          142,472          3,650,977  

Shares Redeemed

       (1,090,930        (31,709,065        (2,841,394        (70,963,602
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       368,063          11,533,964          (143,114        (3,530,501
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       4,881,442        $ 142,809,973          4,880,872        $ 113,525,683  

Shares Issued for Reinvested Dividends

       232,278          6,665,535          237,877          5,996,137  

Shares Redeemed

       (1,156,408        (33,895,676        (1,733,037        (42,798,399
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,957,312          115,579,832          3,385,712          76,723,421  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       9,583,023        $ 282,979,251          9,848,904        $ 247,712,473  

Shares Issued for Reinvested Dividends

       805,389          23,030,432          1,131,629          28,911,339  

Shares Redeemed

       (8,643,052            (260,056,471        (7,635,109            (181,522,018
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,745,360          45,953,212          3,345,424          95,101,794  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       17,452,127        $ 501,929,765          27,526,744        $ 644,478,859  

Shares Issued for Reinvested Dividends

       3,371,391          93,017,510          5,376,050          132,513,123  

Shares Redeemed

       (14,914,161        (431,402,325        (29,713,611        (707,975,552
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,909,357          163,544,950          3,189,183          69,016,430  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       21,276,578        $ 610,705,119          30,030,103        $ 699,665,031  
    

 

 

      

 

 

      

 

 

      

 

 

 
Equity Income Fund                                    

Class A

                   

Shares Sold

       5,140,320        $ 108,091,101          7,828,556        $ 136,913,278  

Shares Issued for Reinvested Dividends

       1,514,565          30,595,265          6,504,295          121,363,438  

Shares Redeemed

       (5,647,088        (115,153,780        (14,827,638        (260,683,783
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,007,797          23,532,586          (494,787        (2,407,067
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       336,246        $ 6,918,989          919,038        $ 16,271,303  

Shares Issued for Reinvested Dividends

       168,776          3,365,813          1,018,170          19,066,339  

Shares Redeemed

       (3,338,891        (70,377,450        (5,650,866        (99,286,782
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,833,869        (60,092,648        (3,713,658        (63,949,140
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       8,039,137        $ 163,764,774          24,304,724        $ 412,538,522  

Shares Issued for Reinvested Dividends

       1,139,977          22,914,659          3,968,707          73,365,491  

Shares Redeemed

       (8,250,339        (168,490,718        (20,447,146        (354,091,319
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       928,775          18,188,715          7,826,285          131,812,694  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       104,486        $ 2,187,083          271,229        $ 4,760,437  

Shares Issued for Reinvested Dividends

       32,024          645,810          167,445          3,145,148  

Shares Redeemed

       (266,800        (5,512,266        (802,663        (14,461,635
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (130,290        (2,679,373        (363,989        (6,556,050
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       188,634        $ 3,819,860          608,869        $ 10,607,139  

Shares Issued for Reinvested Dividends

       32,939          666,170          165,375          3,099,772  

Shares Redeemed

       (480,325        (9,662,891        (1,115,129        (20,177,582
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (258,752        (5,176,861        (340,885        (6,470,671
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  98  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Equity Income Fund – (continued)                                    

Class R5

                   

Shares Sold

       1,338,172        $ 27,153,687          802,326        $ 14,635,220  

Shares Issued for Reinvested Dividends

       70,190          1,434,331          278,873          5,250,372  

Shares Redeemed

       (771,559        (15,858,640        (1,956,200        (36,004,334
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       636,803          12,729,378          (875,001        (16,118,742
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       633,421        $ 13,025,631          1,617,179        $ 29,511,931  

Shares Issued for Reinvested Dividends

       62,415          1,278,353          215,494          4,044,046  

Shares Redeemed

       (445,658        (9,222,926        (1,293,116        (23,556,776
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       250,178          5,081,058          539,557          9,999,201  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       770,546        $ 15,800,728          2,226,330        $ 40,140,301  

Shares Issued for Reinvested Dividends

       87,067          1,782,374          392,940          7,398,398  

Shares Redeemed

       (545,473        (11,290,484        (3,219,621        (56,256,214
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       312,140          6,292,618          (600,351        (8,717,515
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       4,793,354        $ 97,591,865          11,762,717        $ 205,404,640  

Shares Issued for Reinvested Dividends

       1,091,114          21,905,423          4,181,434          77,191,341  

Shares Redeemed

       (8,954,553        (185,922,261        (11,310,899        (199,892,407
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,070,085        (66,424,973        4,633,252          82,703,574  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (3,157,303      $ (68,549,500        6,610,423        $ 120,296,284  
    

 

 

      

 

 

      

 

 

      

 

 

 
Growth Opportunities Fund                                    

Class A

                   

Shares Sold

       3,303,437        $ 189,050,269          5,812,021        $ 259,824,535  

Shares Issued for Reinvested Dividends

       7,642,030          408,390,102          3,358,472          128,192,872  

Shares Redeemed

       (4,093,486            (233,007,350        (8,349,301            (364,377,295
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,851,981          364,433,021          821,192          23,640,112  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,272,768        $ 29,815,826          2,155,278        $ 46,083,147  

Shares Issued for Reinvested Dividends

       4,008,709          87,309,675          1,561,881          29,066,389  

Shares Redeemed

       (3,332,243        (79,279,529        (5,277,715        (112,869,127
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,949,234          37,845,972          (1,560,556        (37,719,591
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       4,322,966        $ 265,505,025          8,087,671        $ 380,046,455  

Shares Issued for Reinvested Dividends

       3,207,164          185,309,937          1,712,981          69,821,119  

Shares Redeemed

       (4,615,770        (282,193,635        (16,144,778        (718,420,627
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,914,360          168,621,327          (6,344,126        (268,553,053
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       169,095        $ 9,636,659          183,888        $ 8,139,758  

Shares Issued for Reinvested Dividends

       133,397          7,088,738          70,480          2,685,999  

Shares Redeemed

       (226,900        (12,926,995        (510,198        (22,155,084
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       75,592          3,798,402          (255,830        (11,329,327
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       166,223        $ 10,302,367          248,241        $ 12,098,571  

Shares Issued for Reinvested Dividends

       149,375          8,675,642          84,663          3,477,115  

Shares Redeemed

       (278,997        (17,393,609        (714,482        (33,779,284
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       36,601          1,584,400          (381,578        (18,203,598
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       66,858        $ 4,459,935          145,107        $ 7,246,281  

Shares Issued for Reinvested Dividends

       44,659          2,790,306          30,971          1,353,114  

Shares Redeemed

       (125,739        (8,113,087        (373,606        (18,780,243
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (14,222        (862,846        (197,528        (10,180,848
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       298,774        $ 20,070,998          306,651        $ 16,060,946  

Shares Issued for Reinvested Dividends

       77,962          4,986,464          28,918          1,288,564  

Shares Redeemed

       (109,690        (7,449,039        (200,896        (10,416,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       267,046          17,608,423          134,673          6,932,979  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  99  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Growth Opportunities Fund – (continued)                                    

Class Y

                   

Shares Sold

       1,608,179        $ 109,240,433          4,986,167        $ 311,128,698  

Shares Issued for Reinvested Dividends

       841,194          53,752,317          199,027          8,864,641  

Shares Redeemed

       (1,269,428        (87,058,087        (2,009,071        (111,330,500
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,179,945          75,934,663          3,176,123          208,662,839  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       3,461,774        $ 214,700,968          3,945,706        $ 196,024,123  

Shares Issued for Reinvested Dividends

       1,886,638          109,557,047          769,915          31,497,242  

Shares Redeemed

       (2,713,709            (167,976,505        (3,691,002            (177,948,400
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,634,703          156,281,510          1,024,619          49,572,965  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       15,895,240        $ 825,244,872          (3,583,011      $ (57,177,522
    

 

 

      

 

 

      

 

 

      

 

 

 
Healthcare Fund                                    

Class A

                   

Shares Sold

       1,247,060        $ 52,608,979          1,358,922        $ 51,528,734  

Shares Issued for Reinvested Dividends

       2,232,980          90,190,081          1,142,449          42,179,219  

Shares Redeemed

       (1,549,452        (65,107,257        (2,954,883        (111,468,464
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,930,588          77,691,803          (453,512        (17,760,511
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       251,801        $ 7,919,023          416,479        $ 12,224,079  

Shares Issued for Reinvested Dividends

       743,990          22,349,458          382,047          10,983,839  

Shares Redeemed

       (861,163        (27,037,755        (1,283,408        (37,962,383
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       134,628          3,230,726          (484,882        (14,754,465
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,512,004        $ 68,143,933          2,595,432        $ 104,468,275  

Shares Issued for Reinvested Dividends

       924,714          40,077,121          416,322          16,319,822  

Shares Redeemed

       (1,361,843        (61,315,638        (2,244,715        (89,839,287
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,074,875          46,905,416          767,039          30,948,810  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       86,595        $ 3,748,055          197,480        $ 7,654,724  

Shares Issued for Reinvested Dividends

       90,203          3,742,540          55,830          2,117,618  

Shares Redeemed

       (136,651        (5,935,818        (439,877        (17,102,681
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       40,147          1,554,777          (186,567        (7,330,339
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       86,854        $ 4,014,415          200,061        $ 8,245,646  

Shares Issued for Reinvested Dividends

       58,738          2,616,195          36,845          1,484,498  

Shares Redeemed

       (146,649        (6,763,502        (365,083        (15,109,587
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,057        (132,892        (128,177        (5,379,443
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       59,261        $ 2,920,562          209,035        $ 9,163,668  

Shares Issued for Reinvested Dividends

       25,326          1,201,964          8,515          362,223  

Shares Redeemed

       (55,540        (2,733,062        (137,584        (5,877,478
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       29,047          1,389,464          79,966          3,648,413  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       29,492        $ 1,493,982          54,266        $ 2,377,216  

Shares Issued for Reinvested Dividends

       9,082          438,736          3,211          138,636  

Shares Redeemed

       (6,122        (303,429        (9,001        (390,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       32,452          1,629,289          48,476          2,125,321  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       324,624        $ 16,335,382          542,348        $ 23,900,470  

Shares Issued for Reinvested Dividends

       219,387          10,587,619          96,305          4,156,525  

Shares Redeemed

       (194,967        (9,767,311        (367,262        (16,122,522
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       349,044          17,155,690          271,391          11,934,473  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       169,426        $ 7,726,906          135,930        $ 5,893,269  

Shares Issued for Reinvested Dividends

       89,913          3,913,893          45,179          1,776,419  

Shares Redeemed

       (159,910        (7,278,634        (154,961        (6,147,780
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       99,429          4,362,165          26,148          1,521,908  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       3,689,153        $ 153,786,438          (60,118      $ 4,954,167  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  100  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
MidCap Fund                                    

Class A

                   

Shares Sold

       3,385,730        $ 120,376,730          7,479,560        $ 213,627,977  

Shares Issued for Reinvested Dividends

       10,539,048          343,678,363          4,994,716          148,592,803  

Shares Redeemed

       (7,141,999        (249,587,471        (16,503,575        (468,979,095
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,782,779          214,467,622          (4,029,299        (106,758,315
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       660,032        $ 14,605,107          1,573,527        $ 30,282,962  

Shares Issued for Reinvested Dividends

       3,497,780          71,039,908          1,866,822          37,149,763  

Shares Redeemed

       (4,092,642        (91,311,399        (8,672,532        (165,685,884
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       65,170          (5,666,384        (5,232,183        (98,253,159
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       10,590,735        $ 391,341,728          46,979,290        $ 1,323,608,186  

Shares Issued for Reinvested Dividends

       13,770,100          469,422,719          6,833,413          211,084,130  

Shares Redeemed

       (20,353,035        (746,834,855        (65,064,509        (1,964,863,323
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,007,800          113,929,592          (11,251,806        (430,171,007
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       210,704        $ 8,472,031          732,243        $ 22,709,563  

Shares Issued for Reinvested Dividends

       278,856          10,337,182          135,870          4,553,016  

Shares Redeemed

       (549,358        (21,914,819        (1,028,675        (33,458,482
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (59,798        (3,105,606        (160,562        (6,195,903
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       400,240        $ 16,857,236          1,188,661        $ 39,805,895  

Shares Issued for Reinvested Dividends

       530,397          20,812,764          324,499          11,409,397  

Shares Redeemed

       (1,650,043        (69,622,686        (3,333,796        (113,157,709
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (719,406        (31,952,686        (1,820,636        (61,942,417
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       1,245,904        $ 54,074,994          2,214,020        $ 77,371,989  

Shares Issued for Reinvested Dividends

       805,971          32,980,317          534,352          19,461,090  

Shares Redeemed

       (2,805,364        (122,979,186        (6,388,662        (229,431,554
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (753,489        (35,923,875        (3,640,290        (132,598,475
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       4,699,649        $ 208,175,159          13,129,081        $ 470,477,844  

Shares Issued for Reinvested Dividends

       3,932,733          163,365,732          1,978,533          72,988,070  

Shares Redeemed

       (12,757,587        (569,279,198        (15,444,055        (551,163,077
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,125,205        (197,738,307        (336,441        (7,697,163
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       2,708,639        $ 121,360,656          8,081,483        $ 279,248,651  

Shares Issued for Reinvested Dividends

       2,564,133          106,283,299          1,713,171          63,096,079  

Shares Redeemed

       (10,375,673        (464,402,439        (21,978,523        (783,693,402
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,102,901        (236,758,484        (12,183,869        (441,348,672
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       6,235,030        $ 231,335,695          20,067,998        $ 592,511,897  

Shares Issued for Reinvested Dividends

       7,742,034          265,242,076          3,417,284          105,901,640  

Shares Redeemed

       (13,038,647        (482,717,326        (19,463,971        (580,117,317
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       938,417          13,860,445          4,021,311          118,296,220  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       1,033,367        $     (168,887,683        (34,633,775      $     (1,166,668,891
    

 

 

      

 

 

      

 

 

      

 

 

 
MidCap Value Fund                                    

Class A

                   

Shares Sold

       1,285,988        $ 20,650,120          2,480,138        $ 30,751,925  

Shares Issued for Reinvested Dividends

       56,642          831,510          633,942          9,248,149  

Shares Redeemed

       (1,494,732        (23,041,600        (4,519,018        (55,158,666
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (152,102        (1,559,970        (1,404,938        (15,158,592
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       29,017        $ 377,272          121,039        $ 1,113,875  

Shares Issued for Reinvested Dividends

                         40,108          460,945  

Shares Redeemed

       (269,966        (3,447,353        (556,664        (5,538,552
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (240,949        (3,070,081        (395,517        (3,963,732
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  101  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
MidCap Value Fund – (continued)                                    

Class I

                   

Shares Sold

       196,854        $ 3,233,009          520,034        $ 6,756,443  

Shares Issued for Reinvested Dividends

       7,619          112,984          66,544          983,484  

Shares Redeemed

       (459,589        (6,936,621        (1,126,169        (13,885,918
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (255,116        (3,590,628        (539,591        (6,145,991
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       31,415        $ 540,136          83,482        $ 1,027,547  

Shares Issued for Reinvested Dividends

                         12,474          191,545  

Shares Redeemed

       (52,171        (885,959        (211,872        (2,849,232
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (20,756        (345,823        (115,916        (1,630,140
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       42,902        $ 746,234          112,090        $ 1,454,297  

Shares Issued for Reinvested Dividends

       1,122          17,850          19,234          303,476  

Shares Redeemed

       (131,329        (2,078,626        (222,635        (3,007,462
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (87,305        (1,314,542        (91,311        (1,249,689
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       6,060        $ 106,353          9,680        $ 139,991  

Shares Issued for Reinvested Dividends

       586          9,446          2,874          46,111  

Shares Redeemed

       (5,394        (96,977        (7,314        (94,084
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,252          18,822          5,240          92,018  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       385,447        $ 6,402,601          126,076        $ 1,744,448  

Shares Issued for Reinvested Dividends

       5,606          90,649          24,096          388,031  

Shares Redeemed

       (156,822        (2,792,327        (202,609        (2,806,695
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       234,231          3,700,923          (52,437        (674,216
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,574,966        $ 40,896,469          8,138,328        $     100,149,062  

Shares Issued for Reinvested Dividends

       163,610          2,424,705          724,542          10,710,609  

Shares Redeemed

       (3,321,397        (52,454,546        (6,157,364        (78,365,435
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (582,821        (9,133,372        2,705,506          32,494,236  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,103,566      $     (15,294,671        111,036        $ 3,763,894  
    

 

 

      

 

 

      

 

 

      

 

 

 
Quality Value Fund                                    

Class A

                   

Shares Sold

       256,795        $ 5,833,526          439,196        $ 8,293,523  

Shares Issued for Reinvested Dividends

       151,354          3,182,978          399,950          8,456,495  

Shares Redeemed

       (534,171        (11,788,432        (1,349,336        (25,330,604
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (126,022        (2,771,928        (510,190        (8,580,586
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       20,888        $ 403,385          27,218        $ 445,180  

Shares Issued for Reinvested Dividends

       3,530          63,188          16,808          302,140  

Shares Redeemed

       (90,698        (1,779,229        (189,929        (3,063,775
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (66,280        (1,312,656        (145,903        (2,316,455
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       92,610        $ 2,073,689          116,192        $ 2,216,237  

Shares Issued for Reinvested Dividends

       14,220          294,345          32,925          686,590  

Shares Redeemed

       (60,447        (1,320,486        (167,957        (3,198,931
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       46,383          1,047,548          (18,840        (296,104
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       2,758        $ 62,195          5,088        $ 93,854  

Shares Issued for Reinvested Dividends

       828          17,729          2,697          57,990  

Shares Redeemed

       (4,023        (90,051        (20,388        (402,055
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (437        (10,127        (12,603        (250,211
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       32,750        $ 755,681          42,840        $ 822,386  

Shares Issued for Reinvested Dividends

       4,243          91,734          13,979          303,759  

Shares Redeemed

       (30,047        (669,404        (131,128        (2,658,103
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,946          178,011          (74,309        (1,531,958
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  102  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Quality Value Fund – (continued)                                    

Class R5

                   

Shares Sold

       81        $ 1,879          510        $ 10,672  

Shares Issued for Reinvested Dividends

       265          5,775          566          12,405  

Shares Redeemed

       (22        (520        (173        (3,456
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       324          7,134          903          19,621  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

 

Shares Sold

       5,387        $ 122,962          25,758        $ 484,275  

Shares Issued for Reinvested Dividends

       536          11,697          83          1,828  

Shares Redeemed

       (5,056        (118,116        (2,382        (47,033
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       867          16,543          23,459          439,070  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

 

Shares Sold

       455        $ 10,224          7,651        $ 158,274  

Shares Issued for Reinvested Dividends

       473          10,318          1,541          33,830  

Shares Redeemed

       (1,455        (36,030        (17,842        (304,447
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (527        (15,488        (8,650        (112,343
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

 

Shares Sold

       49,797        $ 1,093,435          110,798        $ 1,978,094  

Shares Issued for Reinvested Dividends

       12,550          258,522          31,266          650,547  

Shares Redeemed

       (45,597        (971,494        (181,962        (3,365,916
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       16,750          380,463          (39,898        (737,275
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (121,996      $ (2,480,500        (786,031      $ (13,366,241
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Cap Growth Fund                                    

Class A

                   

Shares Sold

       112,097        $ 7,030,487          129,404        $ 5,969,147  

Shares Issued for Reinvested Dividends

       280,755          16,331,511          64,625          3,116,821  

Shares Redeemed

       (230,250            (14,278,385        (602,309        (27,705,360
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       162,602          9,083,613          (408,280        (18,619,392
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       9,137        $ 364,337          4,911        $ 150,801  

Shares Issued for Reinvested Dividends

       40,883          1,524,921          10,908          352,646  

Shares Redeemed

       (91,091        (3,684,102        (164,584        (5,078,582
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (41,071        (1,794,844        (148,765        (4,575,135
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       160,693        $ 10,700,632          1,191,528        $ 51,688,394  

Shares Issued for Reinvested Dividends

       118,956          7,339,599          57,456          2,916,489  

Shares Redeemed

       (363,924        (23,325,943        (3,414,260            (171,804,734
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (84,275        (5,285,712        (2,165,276        (117,199,851
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       25,415        $ 1,504,669          41,973        $ 1,789,694  

Shares Issued for Reinvested Dividends

       11,592          661,760          3,087          146,681  

Shares Redeemed

       (19,580        (1,206,037        (119,534        (5,504,341
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       17,427          960,392          (74,474        (3,567,966
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       49,582        $ 3,205,353          138,690        $ 6,582,259  

Shares Issued for Reinvested Dividends

       32,051          1,953,808          12,210          614,885  

Shares Redeemed

       (286,573        (18,474,332        (456,656        (20,953,685
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (204,940        (13,315,171        (305,756        (13,756,541
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       195,394        $ 13,326,689          720,572        $ 37,862,183  

Shares Issued for Reinvested Dividends

       80,046          5,219,014          21,655          1,157,694  

Shares Redeemed

       (235,220        (16,242,814        (1,119,362        (58,971,093
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       40,220          2,302,889          (377,135        (19,951,216
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       227,762        $ 16,058,482          1,797,542        $ 98,016,701  

Shares Issued for Reinvested Dividends

       90,910          6,035,522          17,777          965,664  

Shares Redeemed

       (391,717        (27,791,406        (1,722,133        (85,535,221
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (73,045        (5,697,402        93,186          13,447,144  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  103  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Small Cap Growth Fund – (continued)                                    

Class Y

                   

Shares Sold

       411,025        $ 29,221,871          1,010,537        $ 51,567,246  

Shares Issued for Reinvested Dividends

       243,023          16,134,292          92,203          5,010,332  

Shares Redeemed

       (1,036,257        (72,637,007        (3,823,424        (209,045,933
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (382,209        (27,280,844        (2,720,684        (152,468,355
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       44,715        $ 2,955,179          192,412        $ 7,897,145  

Shares Issued for Reinvested Dividends

       51,104          3,169,442          12,299          626,749  

Shares Redeemed

       (554,010        (37,285,845        (354,986        (17,110,113
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (458,191        (31,161,224        (150,275        (8,586,219
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,023,482      $     (72,188,303        (6,257,459      $     (325,277,531
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Cap Value Fund                                    

Class A

                   

Shares Sold

       622,564        $ 7,939,176          431,215        $ 3,396,385  

Shares Issued for Reinvested Dividends

       34,939          359,520          292,505          2,936,036  

Shares Redeemed

       (349,691        (4,021,179        (1,289,036        (10,577,661
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       307,812          4,277,517          (565,316        (4,245,240
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       47,524        $ 498,520          31,607        $ 222,855  

Shares Issued for Reinvested Dividends

       441          3,926          26,761          229,881  

Shares Redeemed

       (87,310        (941,065        (189,586        (1,389,193
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (39,345        (438,619        (131,218        (936,457
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       767,144        $ 9,610,614          295,467        $ 2,831,571  

Shares Issued for Reinvested Dividends

       5,247          53,996          41,551          418,405  

Shares Redeemed

       (61,072        (737,861        (405,903        (3,187,749
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       711,319          8,926,749          (68,885        62,227  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       12,418        $ 156,857          9,891        $ 82,868  

Shares Issued for Reinvested Dividends

       326          3,498          3,512          36,622  

Shares Redeemed

       (10,461        (123,790        (17,164        (139,499
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,283          36,565          (3,761        (20,009
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       214        $ 2,533          1,313        $ 11,330  

Shares Issued for Reinvested Dividends

       33          362          226          2,398  

Shares Redeemed

       (111        (1,329        (4,441        (42,520
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       136          1,566          (2,902        (28,792
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       117        $ 1,629          1,479        $ 10,000  

Shares Issued for Reinvested Dividends

       14          148          69          730  

Shares Redeemed

                         (1,479        (11,716
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       131          1,777          69          (986
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,154        $ 13,741          18,071        $ 163,710  

Shares Issued for Reinvested Dividends

       357          3,866          665          7,036  

Shares Redeemed

       (7,461        (88,549        (741        (7,349
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,950        (70,942        17,995          163,397  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       73,545        $ 966,174          842        $ 7,711  

Shares Issued for Reinvested Dividends

       342          3,688          2,671          28,235  

Shares Redeemed

       (5,554        (76,569        (27,529        (261,033
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       68,333          893,293          (24,016        (225,087
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  104  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Small Cap Value Fund – (continued)                                    

Class F

                   

Shares Sold

       448,825        $ 5,297,714          906,600        $ 7,468,195  

Shares Issued for Reinvested Dividends

       64,774          665,880          329,545          3,318,168  

Shares Redeemed

       (843,770        (9,123,615        (1,038,699        (8,257,092
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (330,171        (3,160,021        197,446          2,529,271  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       714,548        $ 10,467,885          (580,588      $ (2,701,676
    

 

 

      

 

 

      

 

 

      

 

 

 
Small Company Fund                                    

Class A

                   

Shares Sold

       1,123,980        $ 33,967,451          1,886,865        $ 39,854,997  

Shares Issued for Reinvested Dividends

       1,517,800          41,967,162          956,824          19,433,104  

Shares Redeemed

       (1,085,100            (32,411,398        (2,885,202        (59,241,409
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,556,680          43,523,215          (41,513        46,692  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       78,682        $ 1,400,568          116,822        $ 1,577,039  

Shares Issued for Reinvested Dividends

       98,681          1,604,546          70,385          901,628  

Shares Redeemed

       (173,857        (3,073,394        (366,573        (4,857,687
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,506          (68,280        (179,366        (2,379,020
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       511,995        $ 16,752,811          296,143        $ 6,816,692  

Shares Issued for Reinvested Dividends

       113,755          3,392,187          75,333          1,633,979  

Shares Redeemed

       (190,434        (6,035,089        (304,758        (6,628,138
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       435,316          14,109,909          66,718          1,822,533  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       106,998        $ 3,571,543          89,211        $ 1,943,559  

Shares Issued for Reinvested Dividends

       45,509          1,394,856          35,475          793,230  

Shares Redeemed

       (118,902        (3,895,831        (258,886        (5,812,439
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       33,605          1,070,568          (134,200        (3,075,650
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       87,712        $ 3,194,262          118,455        $ 2,883,625  

Shares Issued for Reinvested Dividends

       37,589          1,251,351          31,292          752,892  

Shares Redeemed

       (135,818        (4,891,112        (304,693        (7,836,433
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (10,517        (445,499        (154,946        (4,199,916
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       49,365        $ 1,887,333          44,314        $ 1,187,403  

Shares Issued for Reinvested Dividends

       10,551          377,953          6,152          157,911  

Shares Redeemed

       (16,488        (659,217        (56,252        (1,506,697
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       43,428          1,606,069          (5,786        (161,383
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       70,058        $ 2,771,260          43,328        $ 1,379,271  

Shares Issued for Reinvested Dividends

       3,508          128,962          220          5,772  

Shares Redeemed

       (8,556        (359,935        (5,289        (151,909
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       65,010          2,540,287          38,259          1,233,134  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       2,422,353        $ 104,907,379          236,078        $ 6,005,173  

Shares Issued for Reinvested Dividends

       47,078          1,728,226          58,965          1,548,420  

Shares Redeemed

       (1,869,844        (77,812,223        (943,050        (22,519,569
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       599,587          28,823,382          (648,007        (14,965,976
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,302,781        $ 42,702,176          1,838,858        $ 40,440,450  

Shares Issued for Reinvested Dividends

       808,547          24,288,757          518,887          11,316,929  

Shares Redeemed

       (1,813,451        (59,653,272        (2,396,511            (56,036,553
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       297,877          7,337,661          (38,766        (4,279,174
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       3,024,492        $ 98,497,312          (1,097,607      $ (25,958,760
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  105  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

14.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. 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 certain fees, such as an upfront fee and a commitment fee. From November 1, 2020 through March 4, 2021, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2021, none of the Funds had borrowings under this facility.

 

15.

Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16.

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 years 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 Funds 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 period ended April 30, 2021, events and transactions subsequent to April 30, 2021, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund shall equal the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.

 

 

  106  

 


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 portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year 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.

 

 

  107  

 


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, Mail Drop: T 04.180, 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 February 2021), 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 BDM NV; 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 February 2021


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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-DE21     06/21    223137    Printed in U.S.A.

 

LOGO


LOGO


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Mutual Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2020 through April 30, 2021.

Market Review

During the six months ended April 30, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 28.85%. The strong returns for the period reflected a growing

 

consensus among investors that a strong economic recovery has finally begun to take hold and that the worst days of the coronavirus (COVID-19) pandemic should soon be behind us.

Optimism was often hard to come by during the difficult months of 2020. The six-month period covered in this report followed many months of high unemployment, business lockdowns, face-mask requirements, and social-distancing measures. Along the way, governments around the world, including here in the U.S., mounted a rescue effort with unprecedented levels of monetary and fiscal support.

November 2020 marked the resolution of a contentious U.S. presidential election, a positive for markets. Then came the pivotal announcements that safe and effective COVID-19 vaccines were ready for federal approval – providing hope that a significant corner in the battle against the virus had been turned.

In late December of 2020, the U.S. Congress passed a $900 billion pandemic relief bill. For its part, the U.S. Federal Reserve (Fed) continued to maintain its ongoing policy of near-zero interest rates.

A winter resurgence of COVID-19 infections touched off a wave of new hospitalizations and deaths – more than 542,000 U.S. lives lost by winter’s end.2 New viral variants took root in the U.S., threatening to prolong the pandemic. A horrific surge of new death counts gripped India.

By the end of the period, over 101.4 million U.S. individuals – 31% of the nation’s population – had been fully vaccinated.3 Meanwhile, in Washington, Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. A proposal for $2.3 trillion in new infrastructure spending soon followed.

As investors digested numerous new policy initiatives, rates on 10-year Treasuries rose to nearly 1.75% in mid-March, triggering a new round of market volatility and a fierce debate over a possible return of inflation. By period’s end, the question of inflation – how much and how persistent – remained unsettled, although the Fed provided assurances of a continued low-rate environment.

As we seek to move past the pandemic, it’s still vitally important to maintain a strong relationship with a financial professional, who can confidently guide you through shifting markets while helping you find a good fit within our family of funds.

Thank you again for investing in Hartford Mutual Funds. For the most up-to-date information on our complete selection of mutual funds and exchange-traded 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.

2 

Wall Street Journal, 3/21/2021.

3 

USAFacts.org, “What’s the nation’s progress on vaccinations?”.


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

     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

     29  

The Hartford International Value Fund

     32  

Glossary

     36  

Statements of Assets and Liabilities

     37  

Statements of Operations

     41  

Statements of Changes in Net Assets

     43  

Financial Highlights

     47  

Notes to Financial Statements

     56  

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

     77  

Quarterly Portfolio Holdings Information

     77  


Hartford Climate Opportunities Fund

Fund Overview

April 30, 2021 (Unaudited)

 

 

 

Inception 02/29/2016

Sub-advised by Wellington Management Company LLP (“Wellington Management”) 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 04/30/2021

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     32.64%        76.09%        16.46%        17.99%  

Class A4

     25.34%        66.41%        15.15%        16.70%  

Class C3

     32.15%        74.89%        16.12%        17.61%  

Class C5

     31.15%        73.89%        16.12%        17.61%  

Class I3

     32.80%        76.57%        16.81%        18.32%  

Class R33

     32.71%        76.31%        16.74%        18.24%  

Class R43

     32.76%        76.33%        16.62%        18.14%  

Class R53

     32.88%        76.67%        16.78%        18.30%  

Class R63

     32.92%        76.90%        16.92%        18.43%  

Class Y3

     32.82%        76.78%        16.86%        18.37%  

Class F3

     32.90%        76.81%        16.88%        18.39%  

MSCI ACWI Index (Net)

     28.29%        45.75%        13.85%        15.28%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 11/08/2019, 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 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

     1.49%        1.19%  

Class C

     2.33%        1.94%  

Class I

     1.21%        0.89%  

Class R3

     1.80%        1.41%  

Class R4

     1.50%        1.11%  

Class R5

     1.20%        0.81%  

Class R6

     1.08%        0.69%  

Class Y

     1.18%        0.79%  

Class F

     1.08%        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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets or if the Fund focuses in a particular geographic region or country. Focusing 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. The exclusion of certain issuers for reasons other than performance may negatively impact the Fund’s performance. 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 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     1.9

Consumer Discretionary

     10.0  

Consumer Staples

     3.0  

Financials

     5.7  

Health Care

     1.1  

Industrials

     33.7  

Information Technology

     13.4  

Materials

     7.2  

Real Estate

     1.7  

Utilities

     16.3  
  

 

 

 

Total

     94.0
  

 

 

 

Short-Term Investments

     4.1  

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.

 

 

 

  2  

 


Hartford Emerging Markets Equity Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

    25.19%        49.04%        11.92%        3.31%  

Class A4

    18.30%        40.84%        10.66%        2.73%  

Class C3

    24.75%        47.90%        11.06%        2.55%  

Class C5

    23.75%        46.90%        11.06%        2.55%  

Class I3

    25.55%        49.74%        12.28%        3.68%  

Class R33

    25.12%        48.73%        11.62%        3.05%  

Class R43

    25.26%        49.19%        11.99%        3.35%  

Class R53

    25.40%        49.48%        12.39%        3.60%  

Class R63

    25.44%        49.74%        12.41%        3.76%  

Class Y3

    25.49%        49.69%        12.33%        3.73%  

Class F3

    25.61%        49.74%        12.39%        3.74%  

MSCI Emerging Markets Index (Net)

    22.95%        48.71%        12.50%        3.90%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 02/28/2018. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 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 05/07/2015 reflects when the Fund pursued a modified investment strategy.

Operating Expenses*    Gross      Net  

Class A

     1.47%        1.45%  

Class C

     2.29%        2.20%  

Class I

     1.14%        1.14%  

Class R3

     1.76%        1.70%  

Class R4

     1.46%        1.45%  

Class R5

     1.16%        1.15%  

Class R6

     1.04%        0.98%  

Class Y

     1.14%        1.10%  

Class F

     1.04%        0.98%  

 

*

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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets or if the Fund focuses in a particular geographic region or country, such as China.  Risks associated with investments in China include currency fluctuation, political, economic, social, environmental, regulatory and other risks, including risks associated with differing legal standards. Small- and mid-cap securities can have greater risks and volatility than large-cap securities. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     9.9

Consumer Discretionary

     16.8  

Consumer Staples

     5.7  

Energy

     4.6  

Financials

     19.1  

Health Care

     2.9  

Industrials

     5.2  

Information Technology

     20.5  

Materials

     9.1  

Real Estate

     2.0  

Utilities

     2.1  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     1.2  

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.

 

 

 

  3  

 


Hartford Global Impact Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      Since
Inception2
 

Class A3

     27.31%        64.39%        17.33%  

Class A4

     20.31%        55.35%        15.75%  

Class C3

     26.75%        63.13%        16.60%  

Class C5

     25.75%        62.13%        16.60%  

Class I3

     27.50%        64.88%        17.78%  

Class R33

     27.10%        63.96%        17.29%  

Class R43

     27.30%        64.46%        17.48%  

Class R53

     27.51%        64.94%        17.73%  

Class R63

     27.64%        65.24%        17.86%  

Class Y3

     27.55%        65.37%        17.85%  

Class F3

     27.60%        65.18%        17.88%  

MSCI ACWI Index (Net)

     28.29%        45.75%        13.71%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Performance information prior to 10/07/2019 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 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

     1.49%        1.19%  

Class C

     2.23%        1.94%  

Class I

     1.11%        0.89%  

Class R3

     1.71%        1.41%  

Class R4

     1.39%        1.11%  

Class R5

     1.11%        0.81%  

Class R6

     1.02%        0.69%  

Class Y

     1.12%        0.79%  

Class F

     1.02%        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 02/28/2022 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 04/30/2021.

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- 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, economic and regulatory developments. These risks may be greater, and include additional risks, 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. The exclusion of certain issuers for reasons other than performance may negatively impact the Fund’s performance.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     4.6

Consumer Discretionary

     5.0  

Consumer Staples

     1.9  

Financials

     7.8  

Health Care

     21.7  

Industrials

     17.2  

Information Technology

     19.7  

Materials

     4.0  

Real Estate

     10.2  

Utilities

     3.2  
  

 

 

 

Total

     95.3
  

 

 

 

Short-Term Investments

     2.9  

Other Assets & Liabilities

     1.8  
  

 

 

 

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.

 

 

 

  4  

 


Hartford International Equity Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      10 Years  

Class A2

    27.32%        44.87%        9.16%        5.01%  

Class A3

    20.32%        36.90%        7.93%        4.41%  

Class C2

    26.86%        43.74%        8.33%        4.23%  

Class C4

    25.86%        42.74%        8.33%        4.23%  

Class I2

    27.55%        45.33%        9.52%        5.37%  

Class R32

    27.21%        44.57%        8.86%        4.73%  

Class R42

    27.40%        44.91%        9.17%        5.04%  

Class R52

    27.58%        45.46%        9.66%        5.35%  

Class R62

    27.62%        45.48%        9.74%        5.51%  

Class Y2

    27.54%        45.47%        9.62%        5.45%  

Class F2

    27.60%        45.59%        9.65%        5.44%  

MSCI ACWI ex USA Index (Net)

    27.40%        42.98%        9.83%        4.73%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 02/28/2018. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.

Performance information prior to 08/13/2015 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

     0.99%        0.99%  

Class C

     1.76%        1.76%  

Class I

     0.63%        0.63%  

Class R3

     1.24%        1.24%  

Class R4

     0.95%        0.95%  

Class R5

     0.66%        0.66%  

Class R6

     0.55%        0.55%  

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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     8.0

Consumer Discretionary

     14.2  

Consumer Staples

     11.9  

Energy

     3.5  

Financials

     14.4  

Health Care

     8.0  

Industrials

     14.9  

Information Technology

     11.4  

Materials

     5.9  

Real Estate

     2.1  

Utilities

     2.0  
  

 

 

 

Total

     96.3
  

 

 

 

Short-Term Investments

     4.7  

Other Assets & Liabilities

     (1.0
  

 

 

 

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, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      10 Years  

Class A2

    24.36%        50.32%        13.28%        7.51%  

Class A3

    17.52%        42.05%        12.01%        6.90%  

Class C2

    23.93%        49.22%        12.45%        6.71%  

Class C4

    22.93%        48.22%        12.45%        6.71%  

Class I2

    24.57%        50.83%        13.64%        7.86%  

Class R32

    24.29%        49.94%        12.97%        7.28%  

Class R42

    24.40%        50.38%        13.31%        7.62%  

Class R52

    24.59%        50.83%        13.65%        7.93%  

Class R62

    24.68%        50.96%        13.78%        8.03%  

Class Y2

    24.64%        50.90%        13.70%        7.99%  

Class F2

    24.71%        51.05%        13.76%        7.91%  

MSCI ACWI ex USA Growth Index (Net)

    20.15%        42.57%        12.51%        6.54%  

MSCI ACWI ex USA Index (Net)

    27.40%        42.98%        9.83%        4.73%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 02/28/2018. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance prior to that date is that of the Fund’s Class I shares.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect 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

     1.36%        1.30%  

Class C

     2.14%        2.05%  

Class I

     0.98%        0.98%  

Class R3

     1.62%        1.57%  

Class R4

     1.31%        1.27%  

Class R5

     1.00%        1.00%  

Class R6

     0.90%        0.85%  

Class Y

     1.01%        0.95%  

Class F

     0.90%        0.85%  

 

*

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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.  The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     10.7

Consumer Discretionary

     23.5  

Consumer Staples

     7.3  

Energy

     1.6  

Financials

     6.6  

Health Care

     7.2  

Industrials

     13.6  

Information Technology

     23.8  

Materials

     3.9  
  

 

 

 

Total

     98.2
  

 

 

 

Short-Term Investments

     4.8  

Other Assets & Liabilities

     (3.0
  

 

 

 

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, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      10 Years  

Class A2

    23.27%        50.34%        9.99%        5.96%  

Class A3

    16.49%        42.07%        8.75%        5.36%  

Class C2

    22.78%        49.12%        9.16%        5.17%  

Class C4

    21.78%        48.12%        9.16%        5.17%  

Class I2

    23.52%        50.82%        10.33%        6.31%  

Class R32

    23.11%        49.84%        9.67%        5.69%  

Class R42

    23.29%        50.37%        10.00%        6.01%  

Class R52

    23.46%        50.78%        10.33%        6.33%  

Class R62

    23.53%        50.98%        10.45%        6.43%  

Class Y2

    23.47%        50.79%        10.39%        6.42%  

Class F2

    23.53%        50.92%        10.43%        6.36%  

MSCI ACWI ex USA Index (Net)

    27.40%        42.98%        9.83%        4.73%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 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

     1.90%        1.90%  

Class I

     0.79%        0.79%  

Class R3

     1.42%        1.42%  

Class R4

     1.11%        1.11%  

Class R5

     0.81%        0.81%  

Class R6

     0.71%        0.71%  

Class Y

     0.80%        0.77%  

Class F

     0.70%        0.70%  

 

*

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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. Mid-cap securities can have greater risks and volatility than large-cap securities. To the extent the Fund focuses on one or more sectors, geographic regions or countries, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Communication Services

     4.4

Consumer Discretionary

     12.6  

Consumer Staples

     5.5  

Energy

     4.8  

Financials

     17.5  

Health Care

     6.9  

Industrials

     18.4  

Information Technology

     16.0  

Materials

     6.2  

Real Estate

     2.2  

Utilities

     3.7  
  

 

 

 

Total

     98.2
  

 

 

 

Short-Term Investments

     2.7  

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.

 

 

 

  7  

 


The Hartford International Value Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     41.57%        51.23%        7.52%        5.45%  

Class A3

     33.79%        42.92%        6.31%        4.85%  

Class C2

     40.93%        49.96%        6.74%        4.72%  

Class C4

     39.93%        48.96%        6.74%        4.72%  

Class I2

     41.73%        51.56%        7.86%        5.81%  

Class R32

     41.33%        50.76%        7.16%        5.16%  

Class R42

     41.42%        51.02%        7.49%        5.47%  

Class R52

     41.64%        51.58%        7.82%        5.80%  

Class R62

     41.74%        51.75%        7.94%        6.07%  

Class Y2

     41.70%        51.57%        7.89%        6.05%  

Class F2

     41.79%        51.76%        7.94%        5.85%  

MSCI EAFE Value Index (Net)

     36.00%        40.95%        6.15%        3.26%  

MSCI EAFE Index (Net)

     28.84%        39.88%        8.87%        5.22%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 02/28/2019. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 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

     1.99%        1.99%  

Class I

     0.93%        0.93%  

Class R3

     1.58%        1.58%  

Class R4

     1.28%        1.28%  

Class R5

     0.95%        0.95%  

Class R6

     0.86%        0.86%  

Class Y

     0.93%        0.92%  

Class F

     0.86%        0.86%  

 

*

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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. These risks may also be greater, and there may be additional risks, if the Fund focuses in a particular geographic region or country, such as Japan.  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. To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.

Composition by Sector(1)

as of 04/30/2021

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Communication Services

     9.6

Consumer Discretionary

     10.5  

Consumer Staples

     1.9  

Energy

     10.2  

Financials

     25.5  

Health Care

     2.8  

Industrials

     15.5  

Information Technology

     5.3  

Materials

     9.7  

Real Estate

     1.8  

Utilities

     1.8  
  

 

 

 

Total

     94.6
  

 

 

 

Short-Term Investments

     7.7  

Other Assets & Liabilities

     (2.3
  

 

 

 

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 ACWI (All Country World) 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 ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI ACWI (All Country World) 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.

 

 

 

 

  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, 2020 through April 30, 2021. 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 181/365 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period
November 1, 2020
through

April 30, 2021

     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period
November 1, 2020
through

April 30, 2021

     Annualized
expense
ratio
 

Hartford Climate Opportunities Fund

 

Class A

   $     1,000.00      $     1,326.40      $ 6.52      $     1,000.00      $ 1,019.19      $ 5.66        1.13

Class C

   $ 1,000.00      $ 1,321.50      $     11.05      $ 1,000.00      $     1,015.27      $ 9.59        1.92

Class I

   $ 1,000.00      $ 1,328.80      $ 4.97      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class R3

   $ 1,000.00      $ 1,327.10      $ 5.54      $ 1,000.00      $ 1,020.03      $ 4.81        0.96

Class R4

   $ 1,000.00      $ 1,327.60      $ 5.42      $ 1,000.00      $ 1,020.13      $ 4.71        0.94

Class R5

   $ 1,000.00      $ 1,328.80      $ 4.62      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class R6

   $ 1,000.00      $ 1,329.20      $ 3.98      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Class Y

   $ 1,000.00      $ 1,328.20      $ 4.50      $ 1,000.00      $ 1,020.93      $ 3.91        0.78

Class F

   $ 1,000.00      $ 1,329.80      $ 3.99      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Hartford Emerging Markets Equity Fund

 

                 

Class A

   $ 1,000.00      $ 1,251.90      $ 7.87      $ 1,000.00      $ 1,017.80      $ 7.05        1.41

Class C

   $ 1,000.00      $ 1,247.50      $ 12.26      $ 1,000.00      $ 1,013.89      $     10.99        2.20

Class I

   $ 1,000.00      $ 1,255.50      $ 6.10      $ 1,000.00      $ 1,019.39      $ 5.46        1.09

Class R3

   $ 1,000.00      $ 1,251.20      $ 9.38      $ 1,000.00      $ 1,016.46      $ 8.40        1.68

Class R4

   $ 1,000.00      $ 1,252.60      $ 7.76      $ 1,000.00      $ 1,017.90      $ 6.95        1.39

Class R5

   $ 1,000.00      $ 1,254.00      $ 6.15      $ 1,000.00      $ 1,019.34      $ 5.51        1.10

Class R6

   $ 1,000.00      $ 1,255.80      $ 5.48      $ 1,000.00      $ 1,019.94      $ 4.91        0.98

Class Y

   $ 1,000.00      $ 1,254.90      $ 6.09      $ 1,000.00      $ 1,019.39      $ 5.46        1.09

Class F

   $ 1,000.00      $ 1,256.10      $ 5.48      $ 1,000.00      $ 1,019.94      $ 4.91        0.98

 

 

  10  

 


Hartford International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period
November 1, 2020
through

April 30, 2021

     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
    

Expenses paid
during the period
November 1, 2020
through

April 30, 2021

     Annualized
expense
ratio
 

Hartford Global Impact Fund

 

Class A

   $     1,000.00      $ 1,273.10      $ 6.59      $     1,000.00      $ 1,018.99      $ 5.86        1.17

Class C

   $ 1,000.00      $ 1,267.50      $     10.79      $ 1,000.00      $     1,015.27      $ 9.59        1.92

Class I

   $ 1,000.00      $ 1,275.00      $ 4.74      $ 1,000.00      $ 1,020.63      $ 4.21        0.84

Class R3

   $ 1,000.00      $ 1,271.00      $ 7.88      $ 1,000.00      $ 1,017.85      $ 7.00        1.40

Class R4

   $ 1,000.00      $ 1,273.00      $ 6.20      $ 1,000.00      $ 1,019.34      $ 5.51        1.10

Class R5

   $ 1,000.00      $ 1,275.10      $ 4.51      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class R6

   $ 1,000.00      $ 1,276.40      $ 3.89      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Class Y

   $ 1,000.00      $ 1,275.50      $ 4.46      $ 1,000.00      $ 1,020.88      $ 3.96        0.79

Class F

   $ 1,000.00      $ 1,276.00      $ 3.89      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Hartford International Equity Fund

 

                 

Class A

   $ 1,000.00      $     1,273.20      $ 5.30      $ 1,000.00      $ 1,020.13      $ 4.71        0.94

Class C

   $ 1,000.00      $ 1,268.60      $ 9.79      $ 1,000.00      $ 1,016.17      $ 8.70        1.74

Class I

   $ 1,000.00      $ 1,275.50      $ 3.44      $ 1,000.00      $ 1,021.77      $ 3.06        0.61

Class R3

   $ 1,000.00      $ 1,272.10      $ 6.82      $ 1,000.00      $ 1,018.79      $ 6.06        1.21

Class R4

   $ 1,000.00      $ 1,274.00      $ 5.24      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class R5

   $ 1,000.00      $ 1,275.80      $ 3.55      $ 1,000.00      $ 1,021.67      $ 3.16        0.63

Class R6

   $ 1,000.00      $ 1,276.20      $ 2.99      $ 1,000.00      $ 1,022.17      $ 2.66        0.53

Class Y

   $ 1,000.00      $ 1,275.40      $ 3.55      $ 1,000.00      $ 1,021.67      $ 3.16        0.63

Class F

   $ 1,000.00      $ 1,276.00      $ 2.99      $ 1,000.00      $ 1,022.17      $ 2.66        0.53

The Hartford International Growth Fund

 

                 

Class A

   $ 1,000.00      $ 1,243.60      $ 6.95      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class C

   $ 1,000.00      $ 1,239.30      $ 11.38      $ 1,000.00      $ 1,014.63      $     10.24        2.05

Class I

   $ 1,000.00      $ 1,245.70      $ 5.57      $ 1,000.00      $ 1,019.84      $ 5.01        1.00

Class R3

   $ 1,000.00      $ 1,242.90      $ 8.45      $ 1,000.00      $ 1,017.26      $ 7.60        1.52

Class R4

   $ 1,000.00      $ 1,244.00      $ 6.90      $ 1,000.00      $ 1,018.65      $ 6.21        1.24

Class R5

   $ 1,000.00      $ 1,245.90      $ 5.18      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class R6

   $ 1,000.00      $ 1,246.80      $ 4.62      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

Class Y

   $ 1,000.00      $ 1,246.40      $ 5.18      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class F

   $ 1,000.00      $ 1,247.10      $ 4.62      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

The Hartford International Opportunities Fund

 

                 

Class A

   $ 1,000.00      $ 1,232.70      $ 5.98      $ 1,000.00      $ 1,019.44      $ 5.41        1.08

Class C

   $ 1,000.00      $ 1,227.80      $ 10.27      $ 1,000.00      $ 1,015.57      $ 9.30        1.86

Class I

   $ 1,000.00      $ 1,235.20      $ 4.21      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class R3

   $ 1,000.00      $ 1,231.10      $ 7.74      $ 1,000.00      $ 1,017.85      $ 7.00        1.40

Class R4

   $ 1,000.00      $ 1,232.90      $ 6.03      $ 1,000.00      $ 1,019.39      $ 5.46        1.09

Class R5

   $ 1,000.00      $ 1,234.60      $ 4.38      $ 1,000.00      $ 1,020.88      $ 3.96        0.79

Class R6

   $ 1,000.00      $ 1,235.30      $ 3.82      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Class Y

   $ 1,000.00      $ 1,234.70      $ 4.21      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class F

   $ 1,000.00      $ 1,235.90      $ 3.83      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

The Hartford International Value Fund

 

                 

Class A

   $ 1,000.00      $ 1,415.70      $ 7.43      $ 1,000.00      $ 1,018.65      $ 6.21        1.24

Class C

   $ 1,000.00      $ 1,409.30      $ 12.01      $ 1,000.00      $ 1,014.83      $ 10.04        2.01

Class I

   $ 1,000.00      $ 1,417.30      $ 5.87      $ 1,000.00      $ 1,019.94      $ 4.91        0.98

Class R3

   $ 1,000.00      $ 1,413.30      $ 9.04      $ 1,000.00      $ 1,017.31      $ 7.55        1.51

Class R4

   $ 1,000.00      $ 1,414.20      $ 7.54      $ 1,000.00      $ 1,018.55      $ 6.31        1.26

Class R5

   $ 1,000.00      $ 1,416.40      $ 5.63      $ 1,000.00      $ 1,020.13      $ 4.71        0.94

Class R6

   $ 1,000.00      $ 1,417.40      $ 5.15      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class Y

   $ 1,000.00      $ 1,417.00      $ 5.45      $ 1,000.00      $ 1,020.28      $ 4.56        0.91

Class F

   $ 1,000.00      $ 1,417.90      $ 5.16      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

 

 

  11  

 


Hartford Climate Opportunities Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.8%  
      Austria - 0.6%  
  5,142    

Lenzing AG*

  $ 678,788  
   

 

 

 
      Belgium - 0.8%  
  15,949    

Umicore S.A.

    969,102  
   

 

 

 
      Chile - 0.7%  
  35,241    

Antofagasta plc

    907,813  
   

 

 

 
      China - 2.0%  
  1,668,107    

China Longyuan Power Group Corp. Ltd. Class H

    2,453,002  
   

 

 

 
      Denmark - 1.5%  
  43,115    

Vestas Wind Systems A/S

    1,799,769  
   

 

 

 
      France - 5.8%  
  25,527    

Alstom S.A.*

    1,394,070  
  24,600    

Cie de Saint-Gobain*

    1,552,140  
  10,790    

Legrand S.A.

    1,050,297  
  7,573    

Schneider Electric SE

    1,208,316  
  60,020    

Veolia Environnement S.A.

    1,914,339  
   

 

 

 
      7,119,162  
   

 

 

 
      Germany - 5.4%  
  13,825    

Bayerische Motoren Werke AG

    1,385,406  
  20,942    

Infineon Technologies AG

    839,785  
  6,804    

Knorr-Bremse AG

    834,008  
  6,445    

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    1,862,179  
  10,465    

Siemens AG

    1,745,927  
   

 

 

 
      6,667,305  
   

 

 

 
      Ireland - 1.5%  
  8,168    

Kingspan Group plc

    726,503  
  6,535    

Trane Technologies plc

    1,135,979  
   

 

 

 
      1,862,482  
   

 

 

 
      Israel - 0.3%  
  1,263    

SolarEdge Technologies, Inc.*

    332,851  
   

 

 

 
      Italy - 1.7%  
  134,630    

Enel S.p.A.

    1,336,785  
  22,794    

Prysmian S.p.A.

    713,146  
   

 

 

 
      2,049,931  
   

 

 

 
      Japan - 7.9%  
  6,900    

Daifuku Co., Ltd.

    682,012  
  9,400    

Daikin Industries Ltd.

    1,896,118  
  26,528    

East Japan Railway Co.

    1,816,840  
  900    

Keyence Corp.

    432,047  
  42,300    

Kubota Corp.

    995,140  
  22,400    

Nabtesco Corp.

    1,007,989  
  2,500    

Nidec Corp.

    288,672  
  76,945    

Sekisui Chemical Co., Ltd.

    1,341,566  
  3,200    

Shimano, Inc.

    731,696  
  22,600    

Sumitomo Forestry Co., Ltd.

    521,835  
   

 

 

 
      9,713,915  
   

 

 

 
      Netherlands - 1.0%  
  15,630    

Aalberts N.V.

    844,425  
  5,168    

Alfen Beheer B.V.*(1)

    410,602  
   

 

 

 
      1,255,027  
   

 

 

 
      Norway - 2.0%  
  14,706    

Borregaard ASA

    323,617  
  34,967    

Marine Harvest ASA

    862,639  
  89,746    

NEL ASA*

    259,851  
  87,141    

Norsk Hydro ASA

    554,895  
  9,938    

Tomra Systems ASA

    496,477  
   

 

 

 
      2,497,479  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.8% - (continued)  
      South Korea - 1.6%  
  10,831    

Samsung Electronics Co., Ltd.

  $ 789,423  
  1,744    

Samsung SDI Co., Ltd.

    1,017,938  
  1,000    

SK IE Technology Co., Ltd.*(1)

    94,395  
   

 

 

 
      1,901,756  
   

 

 

 
      Spain - 4.4%  
  8,868    

Acciona S.A.

    1,541,631  
  33,556    

Atlantica Sustainable Infrastructure plc

    1,293,584  
  97,277    

Iberdrola S.A.

    1,314,596  
  24,463    

Siemens Gamesa Renewable Energy S.A.*

    883,599  
  28,302    

Soltec Power Holdings S.A.*(2)

    290,923  
   

 

 

 
      5,324,333  
   

 

 

 
      Sweden - 1.8%  
  17,658    

Hexagon AB Class B

    1,686,673  
  14,030    

Nibe Industrier AB Class B

    512,390  
   

 

 

 
      2,199,063  
   

 

 

 
      Switzerland - 1.9%  
  44,691    

ABB Ltd.

    1,451,660  
  9,797    

Swiss Re AG

    909,564  
   

 

 

 
      2,361,224  
   

 

 

 
      Taiwan - 1.0%  
  116,000    

Chroma ATE, Inc.

    801,594  
  29,000    

Giant Manufacturing Co., Ltd.

    368,266  
   

 

 

 
      1,169,860  
   

 

 

 
      United Kingdom - 8.3%  
  10,393    

Croda International plc

    970,913  
  46,956    

ITM Power plc*

    337,243  
  34,373    

Johnson Matthey plc

    1,542,467  
  192,139    

Kingfisher plc*

    948,525  
  260,931    

National Grid plc

    3,289,176  
  40,013    

Persimmon plc

    1,730,983  
  16,645    

Spectris plc

    747,692  
  101,843    

Trainline plc*(1)

    641,504  
   

 

 

 
      10,208,503  
   

 

 

 
      United States - 43.6%  
  5,217    

Acuity Brands, Inc.

    967,858  
  19,500    

AECOM*

    1,295,385  
  996    

Alphabet, Inc. Class A*

    2,344,086  
  589    

Amazon.com, Inc.*

    2,042,310  
  6,000    

Aptiv plc*

    863,340  
  4,675    

Array Technologies, Inc.*

    131,648  
  10,922    

Aspen Technology, Inc.*

    1,429,034  
  2,758    

Autodesk, Inc.*

    805,088  
  33,485    

Avangrid, Inc.

    1,704,386  
  7,098    

Ball Corp.

    664,657  
  3,938    

Beyond Meat, Inc.*(2)

    518,556  
  18,899    

Consolidated Edison, Inc.

    1,462,972  
  5,478    

Danaher Corp.

    1,391,083  
  18,995    

Darling Ingredients, Inc.*

    1,319,203  
  7,648    

Deere & Co.

    2,836,261  
  6,743    

Eaton Corp. plc

    963,777  
  2,844    

Ecolab, Inc.

    637,397  
  19,229    

Eversource Energy

    1,657,924  
  20,881    

First Solar, Inc.*

    1,598,023  
  12,915    

FMC Corp.

    1,527,070  
  28,186    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    1,476,946  
  4,571    

Hubbell, Inc.

    877,678  
  3,401    

IPG Photonics Corp.*

    738,391  
  3,851    

Itron, Inc.*

    346,359  
  25,433    

Kroger Co.

    929,322  
  4,302    

Lindsay Corp.

    713,186  
 

 

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

 

 

  12  

 


Hartford Climate Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.8% - (continued)  
      United States - 43.6% - (continued)  
  7,334    

Lowe’s Cos., Inc.

  $ 1,439,298  
  7,871    

Microsoft Corp.

    1,984,909  
  3,836    

Moody’s Corp.

    1,253,260  
  14,503    

NextEra Energy, Inc.

    1,124,128  
  12,135    

Owens Corning

    1,174,789  
  4,212    

S&P Global, Inc.

    1,644,323  
  16,832    

Sunnova Energy International, Inc.*

    594,506  
  7,391    

Texas Instruments, Inc.

    1,334,149  
  9,503    

TPI Composites, Inc.*

    505,084  
  15,322    

Trimble, Inc.*

    1,256,404  
  4,826    

Union Pacific Corp.

    1,071,806  
  8,427    

Verisk Analytics, Inc.

    1,585,961  
  12,696    

Waste Management, Inc.

    1,751,667  
  25,902    

Westinghouse Air Brake Technologies Corp.

    2,125,777  
  55,062    

Weyerhaeuser Co., REIT

    2,134,754  
  9,431    

Xylem, Inc.

    1,043,540  
   

 

 

 
      53,266,295  
   

 

 

 
 

Total Common Stocks
(cost $90,814,230)

  $ 114,737,660  
   

 

 

 
WARRANTS - 0.2%  
      Switzerland - 0.2%      
  5,281    

Beijing Sinohytec Co., Ltd.*

  $ 219,795  
   

 

 

 
 

Total Warrants
(cost $229,422)

  $ 219,795  
   

 

 

 
 

Total Long-Term Investments
(cost $91,043,652)

  $ 114,957,455  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.1%  
      Other Investment Pools & Funds - 1.6%      
  1,955,977    

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(3)

  $ 1,955,977  
   

 

 

 
      Repurchase Agreements - 2.2%      
  2,632,672    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $2,632,673; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $2,685,382

    2,632,672  
   

 

 

 
      Securities Lending Collateral - 0.3%      
  51,244    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

    51,244  
  359,446    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(3)

    359,446  
   

 

 

 
      410,690  
   

 

 

 
 

Total Short-Term Investments
(cost $4,999,339)

  $ 4,999,339  
   

 

 

 
 

Total Investments
(cost $96,042,991)

    98.1    $ 119,956,794  
 

Other Assets and Liabilities

    1.9      2,288,326  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 122,245,120  
   

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $1,146,501, representing 0.9% 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.

 

 

  13  

 


Hartford Climate Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Austria

   $ 678,788      $      $ 678,788      $  

Belgium

     969,102               969,102         

Chile

     907,813               907,813         

China

     2,453,002               2,453,002         

Denmark

     1,799,769        1,799,769                

France

     7,119,162               7,119,162         

Germany

     6,667,305               6,667,305         

Ireland

     1,862,482        1,135,979        726,503         

Israel

     332,851        332,851                

Italy

     2,049,931               2,049,931         

Japan

     9,713,915               9,713,915         

Netherlands

     1,255,027               1,255,027         

Norway

     2,497,479               2,497,479         

South Korea

     1,901,756               1,901,756         

Spain

     5,324,333        1,584,507        3,739,826         

Sweden

     2,199,063               2,199,063         

Switzerland

     2,361,224               2,361,224         

Taiwan

     1,169,860               1,169,860         

United Kingdom

     10,208,503               10,208,503         

United States

     53,266,295        53,266,295                

Warrants

     219,795        219,795                

Short-Term Investments

     4,999,339        2,366,667        2,632,672         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     119,956,794      $     60,705,863      $     59,250,931      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2%  
      Brazil - 3.1%  
  75,300    

Banco do Brasil S.A.

  $ 410,875  
  51,000    

Cia de Saneamento de Minas Gerais-COPASA

    157,824  
  273,300    

Cia Energetica de Minas Gerais

    696,325  
  25,700    

Cia Siderurgica Nacional S.A.

    232,727  
  358,800    

CPFL Energia S.A.

    1,938,638  
  164,400    

Even Construtora e Incorporadora S.A.

    292,358  
  288,324    

JBS S.A.

    1,598,719  
  206,100    

Marfrig Global Foods S.A.

    735,685  
  68,300    

Qualicorp Consultoria e Corretora de Seguros S.A.

    340,114  
  121,000    

Sao Martinho S.A.

    694,318  
  150,000    

SLC Agricola S.A.

    1,347,281  
  115,700    

Suzano S.A.*

    1,462,637  
  264,600    

Vale S.A.

    5,310,462  
   

 

 

 
      15,217,963  
   

 

 

 
      Cayman Islands - 0.4%  
  152,000    

Wuxi Biologics Cayman, Inc.*(1)

    2,133,745  
   

 

 

 
      Chile - 0.2%  
  294,522    

Cencosud S.A.

    611,438  
  16,806    

Empresas COPEC S.A.

    180,987  
   

 

 

 
      792,425  
   

 

 

 
      China - 35.4%  
  260,000    

Agile Group Holdings Ltd.

    406,165  
  7,064,131    

Agricultural Bank of China Ltd. Class H

    2,736,780  
  94,535    

Alibaba Group Holding Ltd. ADR*

    21,832,858  
  840,000    

Aluminum Corp. of China Ltd. Class H*

    434,058  
  440,821    

Anhui Conch Cement Co., Ltd. Class H

    2,631,107  
  94,000    

ANTA Sports Products Ltd.

    1,676,810  
  1,011,500    

BAIC Motor Corp. Ltd. Class H(1)

    365,701  
  22,521    

Baidu, Inc. ADR*

    4,736,842  
  22,901,205    

Bank of China Ltd. Class H

    9,086,006  
  6,206,224    

Bank of Communications Co., Ltd. Class H

    3,962,625  
  2,376,413    

Baoshan Iron & Steel Co., Ltd. Class A

    3,158,693  
  87,500    

BYD Co., Ltd. Class H

    1,819,520  
  4,158,345    

China Cinda Asset Management Co., Ltd. Class H

    817,386  
  5,685,137    

China CITIC Bank Corp. Ltd. Class H

    2,967,853  
  5,489,102    

China Construction Bank Corp. Class H

    4,332,776  
  1,081,000    

China Everbright Bank Co., Ltd. Class H

    451,402  
  583,000    

China Feihe Ltd.(1)

    1,656,539  
  1,321,500    

China Galaxy Securities Co., Ltd. Class H

    785,409  
  134,900    

China Jushi Co., Ltd. Class A

    373,548  
  44,000    

China Life Insurance Co., Ltd. Class H

    89,195  
  1,271,000    

China Medical System Holdings Ltd.

    2,935,671  
  114,000    

China Meidong Auto Holdings Ltd.

    568,474  
  492,000    

China Mengniu Dairy Co., Ltd.*

    2,633,232  
  642,000    

China National Building Material Co., Ltd. Class H

    927,107  
  556,000    

China Petroleum & Chemical Corp. Class H

    274,222  
  2,119,500    

China Railway Group Ltd. Class A

    1,762,829  
  1,338,000    

China Resources Pharmaceutical Group Ltd.(1)

    901,015  
  425,000    

China Shenhua Energy Co., Ltd. Class H

    885,230  
  28,034    

China Tourism Group Duty Free Corp. Ltd. Class A

    1,345,313  
  775,500    

COSCO Shipping Holdings Co., Ltd. Class H*

    1,381,612  
  105,000    

Country Garden Services Holdings Co., Ltd.

    1,099,964  
  83,000    

CSC Financial Co., Ltd. Class H(1)

    96,640  
  769,677    

Daqin Railway Co., Ltd. Class A

    817,613  
  5,145    

Daqo New Energy Corp. ADR*

    414,121  
  98,800    

ENN Energy Holdings Ltd.

    1,685,980  
  2,097,989    

Focus Media Information Technology Co., Ltd. Class A

    3,484,612  
  89,600    

Fuyao Glass Industry Group Co., Ltd. Class H(1)

    518,735  
  613,000    

GF Securities Co., Ltd.

    885,900  
  520,500    

Great Wall Motor Co., Ltd. Class H

    1,292,179  
  887,200    

Guangzhou R&F Properties Co., Ltd. Class H

    1,132,359  
  422,200    

Guotai Junan Securities Co., Ltd. Class H(1)

    599,428  
  152,000    

Haitian International Holdings Ltd.

    618,426  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      China - 35.4% - (continued)  
  1,966,400    

Hunan Valin Steel Co., Ltd. Class A

  $ 2,380,362  
  33,089    

JD.com, Inc. ADR*

    2,559,765  
  25,900    

Jiangsu Hengli Hydraulic Co., Ltd. Class A

    343,020  
  26,600    

JiuGui Liquor Co., Ltd. Class A

    812,543  
  226,000    

Jiumaojiu International Holdings Ltd.*(1)

    941,666  
  1,070    

JOYY, Inc.

    101,714  
  1,498,000    

Kaisa Group Holdings Ltd.*(2)

    650,175  
  3,350,000    

Lenovo Group Ltd.

    4,577,285  
  133,500    

Li Ning Co., Ltd.

    1,083,443  
  18,200    

LONGi Green Energy Technology Co., Ltd. Class A

    277,641  
  4,900    

Lufax Holding Ltd. ADR*

    58,310  
  30,500    

Luzhou Laojiao Co., Ltd. Class A

    1,198,560  
  174,700    

Meituan Dianping Class B*(1)

    6,686,517  
  2,298,600    

Metallurgical Corp. of China Ltd. Class A

    1,090,661  
  2,430    

NetEase, Inc. ADR

    272,306  
  434,529    

New China Life Insurance Co., Ltd. Class H

    1,669,335  
  87,892    

NIO, Inc. ADR*

    3,501,617  
  6,721,098    

People’s Insurance Co., Group of China Ltd. Class H

    2,297,612  
  4,322,000    

PetroChina Co., Ltd. Class A

    2,832,581  
  44,200    

Pharmaron Beijing Co., Ltd. Class H(1)

    912,584  
  20,407    

Pinduoduo, Inc. ADR*

    2,733,110  
  425,141    

Sany Heavy Industry Co., Ltd. Class A

    2,019,030  
  353,600    

Shaanxi Coal Industry Co., Ltd. Class A

    612,407  
  108,602    

Shandong Hualu Hengsheng Chemical Co., Ltd. Class A

    652,334  
  48,241    

Shanxi Xinghuacun Fen Wine Factory Co., Ltd. Class A

    3,040,198  
  218,400    

Sinopharm Group Co., Ltd. Class H

    673,621  
  941,749    

Sinotruk Hong Kong Ltd.

    2,313,981  
  7,000    

Smoore International Holdings Ltd.*(1)

    49,386  
  83,100    

Sungrow Power Supply Co., Ltd. Class A

    1,146,350  
  64,200    

Suofeiya Home Collection Co., Ltd. Class A

    288,191  
  292,080    

Tencent Holdings Ltd.

    23,299,803  
  146,000    

Tianneng Power International Ltd.

    267,701  
  146,000    

Tsingtao Brewery Co., Ltd. Class H

    1,322,262  
  550,000    

Uni-President China Holdings Ltd.

    668,121  
  63,200    

Vipshop Holdings Ltd. ADR*

    1,944,664  
  29,600    

Wanhua Chemical Group Co., Ltd. Class A

    468,049  
  530,000    

Yadea Group Holdings Ltd.(1)

    1,160,305  
  924,000    

Yanzhou Coal Mining Co., Ltd. Class H

    1,100,855  
  8,554    

Yum China Holdings, Inc.

    538,218  
  384,000    

Zhejiang Expressway Co., Ltd. Class H

    333,793  
  316,500    

Zhongsheng Group Holdings Ltd.

    2,393,986  
  775,200    

Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H

    1,071,571  
   

 

 

 
      172,927,568  
   

 

 

 
      Greece - 0.1%  
  30,205    

Hellenic Telecommunications Organization S.A.

    512,205  
   

 

 

 
      Hong Kong - 0.7%  
  190,000    

China Everbright Ltd.

    226,741  
  205,000    

Kingboard Holdings Ltd.

    1,210,619  
  95,500    

Kingboard Laminates Holdings Ltd.

    238,209  
  514,000    

TCL Electronics Holdings Ltd.*

    379,444  
  219,000    

Wharf Holdings Ltd.

    664,266  
  3,448,302    

Yuexiu Property Co., Ltd.

    797,190  
   

 

 

 
      3,516,469  
   

 

 

 
      Hungary - 0.3%  
  28,981    

OTP Bank Nyrt*

    1,302,836  
   

 

 

 
      India - 8.9%  
  41,698    

Adani Enterprises Ltd.

    650,912  
  23,836    

Adani Green Energy Ltd.*

    327,440  
  323,088    

Adani Ports & Special Economic Zone Ltd.

    3,177,574  
  81,930    

Balkrishna Industries Ltd.

    1,956,071  
 

 

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

 

 

  15  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      India - 8.9% - (continued)  
  577,973    

Bharat Electronics Ltd.

  $ 1,025,693  
  48,391    

Cipla Ltd.

    594,111  
  164,127    

Crompton Greaves Consumer Electricals Ltd.

    850,957  
  19,800    

Dixon Technologies India Ltd.

    1,121,036  
  20,701    

Dr Lal PathLabs Ltd.(1)

    818,295  
  20,373    

Eicher Motors Ltd.

    664,838  
  42,480    

Escorts Ltd.

    640,073  
  113,926    

Exide Industries Ltd.

    273,098  
  117,631    

Havells India Ltd.

    1,569,485  
  434,896    

HCL Technologies Ltd.

    5,269,394  
  275,182    

ICICI Bank Ltd.*

    2,229,103  
  37,752    

Infosys Ltd.

    686,093  
  81,823    

JSW Steel Ltd.

    790,541  
  23,424    

L&T Technology Services Ltd.(1)

    861,580  
  14,681    

Larsen & Toubro Infotech Ltd.(1)

    769,846  
  250,497    

Laurus Labs Ltd.(1)

    1,528,512  
  44,401    

Mindtree Ltd.

    1,260,730  
  405,364    

NBCC India Ltd.

    221,595  
  771,267    

Oil & Natural Gas Corp. Ltd.

    1,120,576  
  1,326    

Page Industries Ltd.

    530,335  
  85,081    

Petronet LNG Ltd.

    275,211  
  793,808    

Power Finance Corp. Ltd.

    1,159,551  
  575,754    

Power Grid Corp. of India Ltd.

    1,708,259  
  712,835    

State Bank of India*

    3,391,068  
  211,860    

Sun TV Network Ltd.

    1,550,678  
  29,145    

Tata Elxsi Ltd.

    1,367,436  
  99,812    

Tata Steel Ltd.

    1,388,356  
  168,359    

Vedanta Ltd.

    583,298  
  23,502    

Voltas Ltd.

    303,139  
  456,851    

Wipro Ltd.

    3,021,474  
   

 

 

 
      43,686,358  
   

 

 

 
      Indonesia - 0.0%  
  137,800    

United Tractors Tbk PT

    201,683  
   

 

 

 
      Malaysia - 1.4%  
  157,600    

Hartalega Holdings Bhd

    394,868  
  1,399,600    

Inari Amertron Bhd

    1,174,528  
  1,040,600    

Kossan Rubber Industries

    1,125,229  
  454,100    

Malayan Banking Bhd

    912,024  
  576,800    

Press Metal Aluminium Holdings Bhd

    731,657  
  266,100    

Supermax Corp. Bhd

    390,581  
  444,400    

Telekom Malaysia Bhd

    619,076  
  1,042,600    

Top Glove Corp. Bhd

    1,435,074  
   

 

 

 
      6,783,037  
   

 

 

 
      Mexico - 1.3%  
  1,065,612    

Fibra Uno Administracion S.A. de C.V. REIT

    1,315,116  
  332,400    

Grupo Bimbo S.A.B. de C.V. Class A

    663,586  
  986,900    

Grupo Mexico S.A.B. de C.V. Class B

    4,476,298  
   

 

 

 
      6,455,000  
   

 

 

 
      Poland - 0.9%  
  4,417    

Dino Polska S.A.*(1)

    286,570  
  64,089    

KGHM Polska Miedz S.A.*

    3,280,018  
  524,031    

Polskie Gornictwo Naftowe i Gazownictwo S.A.

    908,373  
   

 

 

 
      4,474,961  
   

 

 

 
      Qatar - 0.6%  
  1,234,504    

Barwa Real Estate Co.

    1,095,395  
  116,529    

Ooredoo QPSC

    226,693  
  54,186    

Qatar Electricity & Water Co. QSC

    255,973  
  545,168    

Qatar Gas Transport Co., Ltd.

    471,804  
  1,561,412    

United Development Co. QSC

    681,429  
   

 

 

 
      2,731,294  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      Russia - 3.1%  
  19,100    

LUKOIL PJSC ADR

  $ 1,461,862  
  16,706    

Magnit PJSC GDR

    235,304  
  46,000    

PhosAgro PJSC GDR

    845,020  
  468,200    

Sberbank of Russia PJSC ADR

    7,370,978  
  710,920    

Surgutneftegas PJSC ADR

    3,182,603  
  1,401,618    

VTB Bank PJSC GDR

    1,857,867  
   

 

 

 
      14,953,634  
   

 

 

 
      South Africa - 3.9%  
  86,711    

African Rainbow Minerals Ltd.

    1,618,599  
  19,015    

Anglo American Platinum Ltd.

    2,596,701  
  70,262    

Exxaro Resources Ltd.(2)

    738,835  
  41,577    

Impala Platinum Holdings Ltd.

    776,909  
  113,531    

Investec Ltd.

    431,649  
  37,221    

Kumba Iron Ore Ltd.

    1,686,750  
  99,910    

Mr. Price Group Ltd.

    1,249,863  
  337,606    

MTN Group Ltd.*

    2,135,936  
  137,731    

MultiChoice Group Ltd.

    1,185,313  
  17,433    

Naspers Ltd. Class N

    3,967,402  
  21,226    

Northam Platinum Ltd.*

    365,015  
  45,287    

Sasol Ltd.*

    761,863  
  152,378    

Shoprite Holdings Ltd.

    1,519,209  
   

 

 

 
      19,034,044  
   

 

 

 
      South Korea - 13.9%  
  137,511    

BNK Financial Group, Inc.

    947,369  
  1,982    

CJ CheilJedang Corp.

    703,505  
  263    

Daelim Industrial Co., Ltd.

    22,285  
  65,653    

Daewoo Engineering & Construction Co., Ltd.*

    434,230  
  197,663    

DGB Financial Group, Inc.

    1,572,473  
  21,769    

E-Mart, Inc.

    3,271,845  
  33,057    

Hana Financial Group, Inc.

    1,354,986  
  1,960    

Hyundai Mobis Co., Ltd.

    474,375  
  3,721    

Hyundai Motor Co.

    707,555  
  186,726    

Industrial Bank of Korea

    1,625,195  
  50,149    

Kakao Corp.

    5,106,510  
  122,300    

KB Financial Group, Inc.

    6,020,654  
  81,671    

Kia Motors Corp.

    5,664,894  
  1,933    

KIWOOM Securities Co., Ltd.

    228,878  
  8,113    

Korea Investment Holdings Co., Ltd.

    814,448  
  82,069    

KT Corp. ADR

    1,034,069  
  65,000    

KT Corp.

    1,654,174  
  2,719    

LG Chem Ltd.

    2,269,787  
  23,201    

LG Electronics, Inc.

    3,259,557  
  43,097    

Mirae Asset Daewoo Co., Ltd.

    386,094  
  955    

NAVER Corp.

    307,531  
  4,982    

POSCO

    1,628,190  
  18,940    

Samsung Electro-Mechanics Co., Ltd.

    3,026,809  
  267,290    

Samsung Electronics Co., Ltd.

    19,481,560  
  4,349    

Silicon Works Co., Ltd.

    371,968  
  23,619    

SK Hynix, Inc.

    2,694,486  
  9,671    

SK Telecom Co., Ltd.

    2,634,129  
  48,977    

Woori Financial Group, Inc.

    470,759  
   

 

 

 
      68,168,315  
   

 

 

 
      Taiwan - 16.1%  
  1,034,000    

Acer, Inc.

    1,263,749  
  99,000    

ASE Technology Holding, Co., Ltd.

    413,695  
  3,884,000    

Cathay Financial Holding Co., Ltd.

    7,250,785  
  45,000    

Eclat Textile Co., Ltd.

    861,627  
  456,000    

Elan Microelectronics Corp.

    3,460,744  
  661,000    

Evergreen Marine Corp. Taiwan Ltd.*

    1,859,612  
  3,794,000    

Fubon Financial Holding Co., Ltd.

    8,693,692  
  42,000    

Giant Manufacturing Co., Ltd.

    533,351  
  147,000    

Hon Hai Precision Industry Co., Ltd.

    604,324  
 

 

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

 

 

  16  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.2% - (continued)  
      Taiwan - 16.1% - (continued)  
  265,086    

Lite-On Technology Corp.

  $ 600,742  
  160,182    

Makalot Industrial Co., Ltd.

    1,404,954  
  141,959    

MediaTek, Inc.

    5,951,285  
  386,000    

Nantex Industry Co., Ltd.

    1,890,062  
  142,000    

Novatek Microelectronics Corp.

    3,132,910  
  36,000    

Phison Electronics Corp.

    770,536  
  1,054,000    

Quanta Computer, Inc.

    3,689,001  
  59,000    

Realtek Semiconductor Corp.

    1,113,029  
  117,000    

Taiwan Paiho Ltd.

    403,932  
  1,277,176    

Taiwan Semiconductor Manufacturing Co., Ltd.

    26,896,825  
  2,996,724    

United Microelectronics Corp.

    5,976,994  
  610,000    

USI Corp.

    900,634  
  279,000    

Wistron Corp.

    324,874  
  636,000    

Yuanta Financial Holding Co., Ltd.

    589,908  
   

 

 

 
      78,587,265  
   

 

 

 
      Thailand - 3.2%  
  1,761,800    

Charoen Pokphand Foods PCL

    1,640,857  
  467,400    

Com7 PCL

    1,107,049  
  697,400    

Kasikornbank PCL

    2,974,435  
  485,300    

Kiatnakin Bank PCL

    907,868  
  1,258,500    

Polyplex Thailand PCL

    1,141,794  
  612,000    

PTT Exploration & Production PCL

    2,338,916  
  497,000    

PTT PCL

    638,458  
  61,000    

Siam Commercial Bank PCL

    205,701  
  96,700    

Sri Trang Agro-Industry PCL

    146,739  
  415,100    

Thai Beverage PCL

    222,848  
  3,957,900    

Thai Union Group PCL Class F

    1,919,367  
  908,100    

Thai Vegetable Oil PCL

    1,035,329  
  447,700    

Tisco Financial Group PCL

    1,329,980  
   

 

 

 
      15,609,341  
   

 

 

 
      Turkey - 0.5%  
  296,367    

Arcelik A.S.

    1,230,493  
  109,992    

BIM Birlesik Magazalar A.S.

    863,594  
  33,077    

Migros Ticaret AS*

    145,142  
  94,731    

Turkcell Iletisim Hizmetleri AS

    169,809  
  208,704    

Turkiye Is Bankasi A.S. Class C

    123,251  
   

 

 

 
      2,532,289  
   

 

 

 
      United Arab Emirates - 2.2%  
  559,945    

Abu Dhabi Islamic Bank PJSC

    733,995  
  3,583,547    

Aldar Properties PJSC

    3,415,120  
  477,665    

Dubai Islamic Bank PJSC

    577,866  
  639,305    

Emirates NBD Bank PJSC

    2,165,998  
  1,041,919    

First Abu Dhabi Bank PJSC

    4,032,409  
   

 

 

 
      10,925,388  
   

 

 

 
 

Total Common Stocks
(cost $357,649,224)

  $ 470,545,820  
   

 

 

 
PREFERRED STOCKS - 1.7%  
      Brazil - 1.7%  
  273,300    

Cia de Transmissao de Energia Eletrica Paulista

  $ 1,358,437  
  2,080,000    

Cia Paranaense de Energia

    2,397,032  
  995,100    

Petroleo Brasileiro S.A.

    4,326,960  
   

 

 

 
      8,082,429  
   

 

 

 
 

Total Preferred Stocks
(cost $8,611,128)

  $ 8,082,429  
   

 

 

 
 

Total Long-Term Investments
(cost $366,260,352)

  $ 478,628,249  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.2%  
      Repurchase Agreements - 1.0%  
  5,049,456    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $5,049,458; collateralized by U.S. Treasury Note at 1.25%, maturing 03/31/2028, with a market value of $5,150,532

  $ 5,049,456  
   

 

 

 
      Securities Lending Collateral - 0.2%  
  97,000    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

    97,000  
  680,386    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class,
0.04%(3)

    680,386  
   

 

 

 
      777,386  
   

 

 

 
 

Total Short-Term Investments
(cost $5,826,842)

  $ 5,826,842  
   

 

 

 
 

Total Investments
(cost $372,087,194)

    99.1%      $ 484,455,091  
 

Other Assets and Liabilities

    0.9      4,529,149  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 488,984,240  
   

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $20,287,064, representing 4.1% 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.

 

 

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

 

 

  17  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

MSCI Emerging Market Index Future

     109        06/18/2021      $     7,284,470      $     (47,427
           

 

 

 

Total futures contracts

            $ (47,427
           

 

 

 

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Brazil

   $ 15,217,963     $ 15,217,963     $      $  

Cayman Islands

     2,133,745             2,133,745         

Chile

     792,425       792,425               

China

     172,927,568       38,693,525       134,234,043         

Greece

     512,205             512,205         

Hong Kong

     3,516,469             3,516,469         

Hungary

     1,302,836             1,302,836         

India

     43,686,358             43,686,358         

Indonesia

     201,683             201,683         

Malaysia

     6,783,037             6,783,037         

Mexico

     6,455,000       6,455,000               

Poland

     4,474,961             4,474,961         

Qatar

     2,731,294       937,402       1,793,892         

Russia

     14,953,634       1,080,324       13,873,310         

South Africa

     19,034,044       2,258,044       16,776,000         

South Korea

     68,168,315       1,034,069       67,134,246         

Taiwan

     78,587,265       1,404,954       77,182,311         

Thailand

     15,609,341       12,412,058       3,197,283         

Turkey

     2,532,289       1,033,403       1,498,886         

United Arab Emirates

     10,925,388             10,925,388         

Preferred Stocks

     8,082,429       8,082,429               

Short-Term Investments

     5,826,842       777,386       5,049,456         
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ 484,455,091     $ 90,178,982     $ 394,276,109      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (47,427   $ (47,427   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (47,427   $ (47,427   $      $     —  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3%  
      Australia - 1.0%  
  49,125    

SEEK Ltd.*

  $ 1,170,754  
   

 

 

 
      Bangladesh - 0.8%  
  226,114    

GrameenPhone Ltd.

    904,189  
   

 

 

 
      Brazil - 3.2%  
  356,600    

Hapvida Participacoes e Investimentos S.A.(1)

    947,948  
  27,248    

StoneCo Ltd. Class A*

    1,761,311  
  210,900    

YDUQS Participacoes S.A.

    1,136,023  
   

 

 

 
      3,845,282  
   

 

 

 
      Canada - 1.4%  
  42,622    

Brookfield Renewable Partners L.P.

    1,675,891  
   

 

 

 
      China - 1.6%  
  47,800    

Hangzhou Tigermed Consulting Co., Ltd. Class H*(1)

    936,650  
  26,975    

Niu Technologies ADR*

    1,007,786  
   

 

 

 
      1,944,436  
   

 

 

 
      Denmark - 0.8%  
  22,735    

Vestas Wind Systems A/S

    949,038  
   

 

 

 
      France - 3.9%  
  32,946    

Nexity S.A.

    1,785,465  
  17,733    

Schneider Electric SE

    2,829,402  
   

 

 

 
      4,614,867  
   

 

 

 
      Germany - 1.5%  
  26,888    

Vonovia SE

    1,766,668  
   

 

 

 
      India - 0.7%  
  48,256    

Shriram Transport Finance Co., Ltd.

    872,794  
   

 

 

 
      Indonesia - 1.3%  
  5,391,900    

Bank Rakyat Indonesia Persero Tbk PT

    1,508,842  
   

 

 

 
      Ireland - 1.9%  
  13,064    

Trane Technologies plc

    2,270,915  
   

 

 

 
      Israel - 1.5%  
  12,555    

CyberArk Software Ltd.*

    1,763,978  
   

 

 

 
      Japan - 1.8%  
  5,700    

Eisai Co., Ltd.

    371,765  
  57,948    

Katitas Co., Ltd.

    1,736,009  
   

 

 

 
      2,107,774  
   

 

 

 
      Kenya - 1.4%  
  4,501,200    

Safaricom plc

    1,684,037  
   

 

 

 
      Netherlands - 6.4%  
  13,512    

Koninklijke DSM N.V.

    2,422,701  
  45,711    

Koninklijke Philips N.V.*

    2,584,643  
  45,356    

Signify N.V.*(1)

    2,575,725  
   

 

 

 
      7,583,069  
   

 

 

 
      Puerto Rico - 0.9%  
  13,588    

Popular, Inc.

    1,004,968  
   

 

 

 
      South Africa - 2.6%  
  1,563,162    

Old Mutual Ltd.

    1,360,648  
  195,610    

Vodacom Group Ltd.

    1,695,833  
   

 

 

 
      3,056,481  
   

 

 

 
      South Korea - 1.3%  
  2,514    

Samsung SDI Co., Ltd.

    1,467,372  
  728    

SK IE Technology Co., Ltd.*(1)

    68,719  
   

 

 

 
      1,536,091  
   

 

 

 
      Spain - 1.8%  
  12,459    

Acciona S.A.

    2,165,898  
   

 

 

 
      Sweden - 0.6%  
  8,387    

MIPS AB

    678,445  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Switzerland - 1.3%  
  22,471    

Landis+Gyr Group AG*

  $ 1,557,665  
   

 

 

 
      Taiwan - 3.2%  
  175,000    

Chroma ATE, Inc.

    1,209,301  
  62,933    

MediaTek, Inc.

    2,638,312  
   

 

 

 
      3,847,613  
   

 

 

 
      United Kingdom - 4.7%  
  20,341    

Genus plc

    1,428,585  
  56,397    

Hikma Pharmaceuticals plc

    1,900,529  
  78,323    

Nomad Foods Ltd.*

    2,283,899  
   

 

 

 
      5,613,013  
   

 

 

 
      United States - 49.7%  
  10,076    

Advanced Drainage Systems, Inc.

    1,125,086  
  22,650    

Agilent Technologies, Inc.

    3,026,946  
  29,582    

agilon health, Inc.*

    932,720  
  12,495    

Alexandria Real Estate Equities, Inc. REIT

    2,262,845  
  6,091    

Amedisys, Inc.*

    1,643,656  
  23,465    

Ball Corp.

    2,197,263  
  28,139    

Baxter International, Inc.

    2,411,231  
  19,179    

Boston Properties, Inc. REIT

    2,097,224  
  56,022    

Boston Scientific Corp.*

    2,442,559  
  72,982    

Covanta Holding Corp.

    1,097,649  
  11,685    

Danaher Corp.

    2,967,289  
  9,230    

Etsy, Inc.*

    1,834,832  
  72,187    

Evoqua Water Technologies Corp.*

    2,063,104  
  13,821    

First Solar, Inc.*

    1,057,721  
  21,201    

Globe Life, Inc.

    2,172,890  
  22,619    

GoDaddy, Inc. Class A*

    1,963,782  
  2,774    

Illumina, Inc.*

    1,089,738  
  3,595    

Insulet Corp.*

    1,061,316  
  18,117    

Itron, Inc.*

    1,629,443  
  103,553    

Laureate Education, Inc. Class A*

    1,423,854  
  51,469    

Mimecast Ltd.*

    2,234,784  
  46,208    

Nuance Communications, Inc.*

    2,456,879  
  39,620    

OneMain Holdings, Inc.

    2,253,189  
  25,527    

Rapid7, Inc.*

    2,074,069  
  6,527    

Square, Inc. Class A*

    1,597,940  
  14,106    

Sun Communities, Inc. REIT

    2,353,304  
  11,811    

Tetra Tech, Inc.

    1,507,438  
  17,769    

Upwork, Inc.*

    818,440  
  11,783    

Watts Water Technologies, Inc. Class A

    1,467,573  
  25,695    

Westinghouse Air Brake Technologies Corp.

    2,108,789  
  15,237    

Xylem, Inc.

    1,685,974  
  10,753    

Zoetis, Inc.

    1,860,592  
   

 

 

 
      58,920,119  
   

 

 

 
 

Total Common Stocks
(cost $81,782,134)

  $ 113,042,827  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.9%  
      Repurchase Agreements - 2.9%      
  3,400,694    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $3,400,695; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $3,468,764

  $ 3,400,694  
   

 

 

 
 

Total Short-Term Investments
(cost $3,400,694)

  $ 3,400,694  
   

 

 

 
 

Total Investments
(cost $85,182,828)

    98.2    $ 116,443,521  
 

Other Assets and Liabilities

    1.8      2,125,535  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 118,569,056  
   

 

 

    

 

 

 

 

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.

 

 

  19  

 


Hartford Global Impact Fund

Schedule of Investments – (continued)

April 30, 2021 (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 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, 2021, the aggregate value of these securities was $4,529,042, representing 3.8% of net assets.

 

 

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

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 1,170,754      $      $ 1,170,754      $  

Bangladesh

     904,189        904,189                

Brazil

     3,845,282        3,845,282                

Canada

     1,675,891        1,675,891                

China

     1,944,436        1,007,786        936,650         

Denmark

     949,038        949,038                

France

     4,614,867               4,614,867         

Germany

     1,766,668               1,766,668         

India

     872,794               872,794         

Indonesia

     1,508,842               1,508,842         

Ireland

     2,270,915        2,270,915                

Israel

     1,763,978        1,763,978                

Japan

     2,107,774               2,107,774         

Kenya

     1,684,037        1,684,037                

Netherlands

     7,583,069               7,583,069         

Puerto Rico

     1,004,968        1,004,968                

South Africa

     3,056,481               3,056,481         

South Korea

     1,536,091               1,536,091         

Spain

     2,165,898               2,165,898         

Sweden

     678,445               678,445         

Switzerland

     1,557,665               1,557,665         

Taiwan

     3,847,613               3,847,613         

United Kingdom

     5,613,013        2,283,899        3,329,114         

United States

     58,920,119        58,920,119                

Short-Term Investments

     3,400,694               3,400,694         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     116,443,521      $     76,310,102      $     40,133,419      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9%  
      Argentina - 0.0%  
  45,091    

YPF S.A. ADR*

  $ 170,444  
   

 

 

 
      Australia - 1.2%  
  76,044    

BHP Group Ltd.

    2,767,689  
  39,645    

Commonwealth Bank of Australia

    2,713,961  
  9,047    

CSL Ltd.

    1,889,868  
  236,965    

OceanaGold Corp.*

    395,215  
  388,222    

Resolute Mining Ltd.*(1)

    144,368  
  73,304    

Wesfarmers Ltd.

    3,055,749  
  295,879    

Western Areas Ltd.

    523,470  
   

 

 

 
      11,490,320  
   

 

 

 
      Austria - 0.1%  
  23,279    

Erste Group Bank AG*

    827,388  
  45,735    

Zumtobel Group AG*

    463,523  
   

 

 

 
      1,290,911  
   

 

 

 
      Belgium - 0.7%  
  22,530    

Ageas S.A.

    1,362,611  
  82,672    

AGFA-Gevaert N.V.*

    407,013  
  70,007    

Anheuser-Busch InBev S.A.

    4,958,768  
  30,161    

bpost S.A.*

    320,543  
   

 

 

 
      7,048,935  
   

 

 

 
      Brazil - 1.7%  
  87,000    

B3 S.A. - Brasil Bolsa Balcao

    824,827  
  111,010    

Cia de Saneamento Basico do Estado de Sao Paulo

    874,257  
  139,500    

Localiza Rent a Car S.A.

    1,651,283  
  656,588    

Magazine Luiza S.A.

    2,421,086  
  77,037    

Pagseguro Digital Ltd. Class A*

    3,523,672  
  97,167    

Petroleo Brasileiro S.A. ADR

    823,976  
  299,993    

Vale S.A. ADR

    6,035,859  
   

 

 

 
      16,154,960  
   

 

 

 
      Canada - 5.1%  
  154,917    

Advantage Oil & Gas Ltd.*

    410,877  
  78,997    

ARC Resources Ltd.

    496,804  
  41,955    

Bank of Nova Scotia

    2,671,617  
  52,403    

Barrick Gold Corp.

    1,116,572  
  49,230    

Cameco Corp.

    827,476  
  72,446    

Canadian National Railway Co.

    7,799,519  
  46,894    

Centerra Gold, Inc.

    432,639  
  40,849    

Eldorado Gold Corp.*

    403,180  
  69,002    

Enbridge, Inc.

    2,661,502  
  75,804    

Fortis, Inc.

    3,381,470  
  64,526    

IAMGOLD Corp.*

    201,966  
  29,901    

Intact Financial Corp.

    3,974,474  
  92,838    

Kinross Gold Corp.

    653,579  
  14,306    

Lululemon Athletica, Inc.*

    4,796,373  
  36,232    

Royal Bank of Canada

    3,457,980  
  4,995    

Shopify, Inc. Class A*

    5,903,415  
  52,681    

Sun Life Financial, Inc.

    2,842,027  
  46,066    

Toronto-Dominion Bank

    3,166,885  
  24,283    

Tourmaline Oil Corp.

    523,927  
  221,529    

Trican Well Service Ltd.*(1)

    380,284  
  98,384    

Uranium Participation Corp.*

    429,827  
  46,038    

Wheaton Precious Metals Corp.

    1,909,838  
   

 

 

 
      48,442,231  
   

 

 

 
      China - 9.8%      
  62,722    

Alibaba Group Holding Ltd. ADR*

    14,485,646  
  174,176    

Anhui Conch Cement Co., Ltd. Class H

    1,039,596  
  45,600    

ANTA Sports Products Ltd.

    813,431  
  12,434    

Baidu, Inc. ADR*

    2,615,243  
  1,912,229    

China BlueChemical Ltd. Class H

    540,642  
  6,306,540    

China Construction Bank Corp. Class H

    4,978,014  
  1,031,033    

China Machinery Engineering Corp. Class H

    461,304  
  559,083    

China Merchants Bank Co., Ltd. Class H

    4,490,784  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      China - 9.8% - (continued)      
  7,511,130    

China Reinsurance Group Corp. Class H

  $ 782,313  
  861,263    

China Vanke Co., Ltd. Class H

    3,011,755  
  3,863,545    

CSPC Pharmaceutical Group Ltd.

    4,768,922  
  3,660,988    

Dongfeng Motor Group Co., Ltd. Class H

    3,181,752  
  85,030    

ENN Energy Holdings Ltd.

    1,451,000  
  261,027    

Haier Smart Home Co., Ltd. Class A

    1,332,663  
  168,345    

Jiangsu Hengrui Medicine Co., Ltd. Class A

    2,180,640  
  568,900    

Jinyu Bio-Technology Co., Ltd. Class A

    1,913,157  
  24,543    

JOYY, Inc.

    2,333,058  
  212,200    

Livzon Pharmaceutical Group, Inc. Class A

    1,538,972  
  175,657    

New Oriental Education & Technology Group, Inc. ADR*

    2,680,526  
  327,887    

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

    3,574,711  
  1,319,300    

Sansteel Minguang Co., Ltd. Fujian Class A

    1,665,331  
  1,016,874    

Shanghai Pharmaceuticals Holding Co., Ltd. Class H

    2,312,443  
  126,066    

Shenzhou International Group Holdings Ltd.

    2,773,325  
  5,089,500    

Sinopec Engineering Group Co., Ltd. Class H

    3,141,675  
  384,000    

Sunac China Holdings Ltd.

    1,489,444  
  155,824    

Tencent Holdings Ltd.

    12,430,391  
  34,137    

Trip.com Group Ltd. ADR*

    1,334,074  
  398,600    

Universal Scientific Industrial Shanghai Co., Ltd. Class A

    993,635  
  443,300    

Vatti Corp. Ltd. Class A

    495,909  
  175,968    

Vipshop Holdings Ltd. ADR*

    5,414,535  
  214,038    

Yatsen Holding Ltd. ADR*(1)

    2,230,276  
   

 

 

 
      92,455,167  
   

 

 

 
      Cyprus - 0.2%  
  27,946    

Ozon Holdings plc ADR*

    1,737,962  
   

 

 

 
      Denmark - 1.3%  
  465    

AP Moller - Maersk A/S Class B

    1,156,746  
  23,740    

Carlsberg A/S Class B

    4,164,946  
  38,978    

D/S Norden A/S

    1,005,090  
  2,419    

Drilling Co.*

    101,231  
  24,676    

DSV Panalpina A/S

    5,497,569  
   

 

 

 
      11,925,582  
   

 

 

 
      Finland - 0.2%  
  387,136    

Nokia Oyj*

    1,833,845  
   

 

 

 
      France - 8.8%      
  95,114    

Accor S.A.*

    3,829,877  
  44,397    

Airbus SE*

    5,339,168  
  188,432    

AXA S.A.(1)

    5,322,266  
  37,871    

BNP Paribas S.A.*

    2,428,201  
  88,914    

Bureau Veritas S.A.*

    2,659,167  
  14,577    

Capgemini SE

    2,671,189  
  45,224    

Cie de Saint-Gobain*

    2,853,414  
  24,347    

Criteo S.A. ADR*

    967,306  
  72,332    

Danone S.A.

    5,105,878  
  606    

Dassault Aviation S.A.*

    660,195  
  33,581    

Eiffage S.A.*

    3,678,378  
  122,952    

Engie S.A.*

    1,831,425  
  154,529    

Groupe Eurotunnel SE*

    2,458,152  
  15,100    

Imerys S.A.

    784,906  
  11,666    

L’Oreal S.A.

    4,776,876  
  2,301    

LVMH Moet Hennessy Louis Vuitton SE

    1,733,459  
  41,433    

Metropole Television S.A.*(1)

    920,541  
  112,834    

Orange S.A.

    1,405,146  
  31,993    

Quadient S.A.

    874,430  
  21,285    

Renault S.A.*

    857,962  
  58,143    

Rexel S.A.*

    1,142,931  
  50,375    

Schneider Electric SE

    8,037,621  
  25,573    

SCOR SE*(1)

    826,301  
  54,742    

Societe Generale S.A.*

    1,557,255  
  30,693    

Sodexo S.A.*

    3,070,780  
  1,546    

Sopra Steria Group*

    287,727  
 

 

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

 

 

  21  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      France - 8.8% - (continued)      
  108,756    

Television Francaise*(1)

  $ 1,073,035  
  126,028    

Total SE

    5,570,155  
  13,454    

Vicat S.A.

    676,223  
  45,003    

Vinci S.A.

    4,938,165  
  49,995    

Worldline S.A.*(2)

    4,908,419  
   

 

 

 
      83,246,548  
   

 

 

 
      Germany - 3.8%  
  39,618    

Brenntag SE

    3,556,693  
  110,074    

CECONOMY AG*

    644,860  
  4,030    

Continental AG*

    544,611  
  23,755    

Daimler AG

    2,114,165  
  22,326    

Deutsche Boerse AG

    3,847,334  
  37,572    

Fresenius Medical Care AG & Co. KGaA

    2,991,718  
  38,283    

Fresenius SE & Co. KGaA

    1,881,582  
  11,741    

Hamburger Hafen und Logistik AG

    289,159  
  121,059    

Infineon Technologies AG

    4,854,530  
  10,963    

Merck KGaA

    1,926,028  
  22,655    

Metro AG

    247,655  
  14,839    

Salzgitter AG*

    471,973  
  20,009    

Scout24 AG(2)

    1,663,562  
  22,227    

Volkswagen AG

    5,787,010  
  49,532    

Zalando SE*(2)

    5,151,257  
   

 

 

 
      35,972,137  
   

 

 

 
      Greece - 0.1%  
  48,448    

Hellenic Telecommunications Organization S.A.

    821,563  
   

 

 

 
      Hong Kong - 3.8%  
  437,862    

AIA Group Ltd.

    5,557,594  
  1,025,000    

Ausnutria Dairy Corp. Ltd.*

    1,514,457  
  1,840,000    

China Merchants Port Holdings Co., Ltd.

    2,943,729  
  1,836,178    

China Overseas Land & Investment Ltd.

    4,647,102  
  510,417    

China Resources Gas Group Ltd.

    2,761,651  
  192,922    

CK Asset Holdings Ltd.

    1,207,811  
  129,606    

Dah Sing Financial Holdings Ltd.

    418,583  
  12,675,357    

G-Resources Group Ltd.*

    78,424  
  772,346    

Henderson Land Development Co., Ltd.

    3,432,865  
  106,974    

iClick Interactive Asia Group Ltd. ADR*

    1,379,965  
  3,606,620    

Pacific Basin Shipping Ltd.*

    1,263,794  
  704,476    

PAX Global Technology Ltd.

    779,559  
  1,427,378    

Sands China Ltd.*

    6,754,437  
  1,892,745    

Sino Biopharmaceutical Ltd.

    2,031,138  
  156,500    

Swire Pacific Ltd. Class A

    1,260,799  
   

 

 

 
      36,031,908  
   

 

 

 
      Hungary - 0.1%  
  397,103    

Magyar Telekom Telecommunications plc

    549,713  
   

 

 

 
      India - 2.1%  
  244,451    

Bharti Airtel Ltd.

    1,767,931  
  188,412    

Canara Bank*

    351,731  
  389,378    

Dabur India Ltd.

    2,826,073  
  81,766    

Hindustan Unilever Ltd.

    2,593,417  
  140,557    

ICICI Bank Ltd. ADR*

    2,291,079  
  162,309    

Infosys Ltd.

    2,949,754  
  69,309    

NTPC Ltd.

    95,685  
  482,713    

Oil & Natural Gas Corp. Ltd.

    701,335  
  63,433    

Reliance Industries Ltd. GDR(2)

    3,431,725  
  62,957    

Tata Consultancy Services Ltd.

    2,576,424  
  146,622    

Zee Entertainment Enterprises Ltd.

    366,543  
   

 

 

 
      19,951,697  
   

 

 

 
      Indonesia - 0.4%  
  1,271,927    

Bank Central Asia Tbk PT

    2,815,741  
  735,295    

Bank Mandiri Persero Tbk PT

    313,060  
  2,426,281    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    218,841  
   

 

 

 
      3,347,642  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Ireland - 1.8%  
  481,394    

AIB Group plc*

  $ 1,406,374  
  305,317    

Bank of Ireland Group plc*

    1,789,105  
  76,871    

Experian plc

    2,963,495  
  25,751    

Flutter Entertainment plc*

    5,276,929  
  18,690    

Linde plc*

    5,342,294  
   

 

 

 
      16,778,197  
   

 

 

 
      Italy - 1.9%  
  77,140    

Assicurazioni Generali S.p.A.

    1,544,067  
  317,519    

BPER Banca*

    723,471  
  324,141    

Davide Campari-Milano N.V.(1)

    3,824,994  
  164,528    

Eni S.p.A.

    1,959,675  
  18,906    

Ferrari N.V.

    4,049,982  
  64,361    

Moncler S.p.A.*

    3,944,714  
  183,084    

Saipem S.p.A.(1)

    422,139  
  151,528    

UniCredit S.p.A.

    1,556,493  
   

 

 

 
      18,025,535  
   

 

 

 
      Japan - 12.7%  
  23,930    

Aeon Delight Co., Ltd.

    730,141  
  13,020    

Aisan Industry Co., Ltd.

    92,092  
  8,900    

Alps Electric Co., Ltd.

    107,820  
  66,966    

Asahi Group Holdings Ltd.

    2,800,052  
  326,790    

Astellas Pharma, Inc.

    4,918,538  
  4,460    

Benesse Holdings, Inc.

    98,485  
  86,482    

Bridgestone Corp.

    3,466,036  
  27,420    

Canon, Inc.

    652,051  
  72,590    

Chiyoda Corp.*

    337,703  
  15,435    

Chubu Steel Plate Co., Ltd.

    112,278  
  48,560    

Chugai Pharmaceutical Co., Ltd.

    1,822,695  
  182,620    

Citizen Watch Co., Ltd.

    614,478  
  15,700    

CMIC Holdings Co., Ltd.

    229,781  
  48,930    

Cosel Co., Ltd.

    475,430  
  69,740    

Dai-ichi Life Holdings, Inc.

    1,259,300  
  51,290    

DeNA Co., Ltd.

    1,049,358  
  48,639    

East Japan Railway Co.

    3,331,170  
  41,198    

Eisai Co., Ltd.

    2,687,012  
  4,030    

Enplas Corp.

    154,720  
  53,300    

EPS Holdings, Inc.

    570,945  
  29,180    

Exedy Corp.

    418,955  
  34,325    

Fuji Media Holdings, Inc.

    417,679  
  3,985    

Fujitsu Ltd.

    633,049  
  43,300    

Funai Electric Co., Ltd.*

    362,229  
  9,435    

Gendai Agency, Inc.*

    24,999  
  193,710    

Gree, Inc.

    1,013,404  
  130,420    

Hino Motors Ltd.

    1,094,628  
  31,050    

Hisaka Works Ltd.

    236,853  
  94,970    

Honda Motor Co., Ltd.

    2,831,987  
  46,960    

Ichiyoshi Securities Co., Ltd.

    266,417  
  146,920    

Inpex Corp.

    999,791  
  130,792    

Isuzu Motors Ltd.

    1,328,080  
  54,510    

Japan Airlines Co., Ltd.*

    1,167,715  
  14,140    

Japan Petroleum Exploration Co., Ltd.

    262,139  
  21,450    

Japan Steel Works Ltd.

    521,069  
  160,345    

Japan Tobacco, Inc.

    3,007,857  
  116,690    

JGC Holdings Corp.

    1,333,952  
  38,630    

Kamigumi Co., Ltd.

    752,667  
  68,065    

Kao Corp.

    4,376,140  
  162,260    

KDDI Corp.

    4,905,028  
  32,310    

Keio Corp.

    2,103,311  
  126,360    

Kirin Holdings Co., Ltd.

    2,372,944  
  45,670    

Kyoei Steel Ltd.

    639,015  
  29,780    

Maruichi Steel Tube Ltd.

    745,420  
  38,080    

Maxell Holdings Ltd.*

    448,827  
  23,470    

Miraial Co., Ltd.

    287,045  
  76,660    

Mitsubishi Estate Co., Ltd.

    1,261,738  
  18,031    

Mitsubishi Heavy Industries Ltd.

    536,753  
 

 

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

 

 

  22  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Japan - 12.7% - (continued)  
  101,030    

Mitsubishi Motors Corp.*(1)

  $ 273,727  
  441,830    

Mitsubishi UFJ Financial Group, Inc.

    2,350,578  
  59,970    

Nakayama Steel Works Ltd.

    237,018  
  24,030    

Neturen Co., Ltd.

    119,292  
  25,935    

Nichicon Corp.

    254,601  
  69,530    

Nikon Corp.

    654,697  
  37,870    

Nippon Chemi-Con Corp.*

    595,415  
  64,724    

Nippon Television Holdings, Inc.

    852,125  
  184,040    

Nissan Motor Co., Ltd.*

    923,871  
  13,929    

Nitori Holdings Co., Ltd.

    2,494,759  
  70,180    

NOK Corp.

    904,474  
  144,525    

Nomura Holdings, Inc.

    776,844  
  11,264    

Obic Co., Ltd.

    2,170,865  
  10,310    

OKUMA Corp.

    556,661  
  17,720    

Pacific Metals Co., Ltd.

    351,843  
  351,950    

Resona Holdings, Inc.

    1,448,851  
  22,250    

Sanyo Shokai Ltd.*(1)

    158,337  
  31,048    

Secom Co., Ltd.

    2,587,365  
  86,392    

Seven & i Holdings Co., Ltd.

    3,730,070  
  46,498    

SG Holdings Co., Ltd.

    1,055,929  
  11,280    

Shimamura Co., Ltd.

    1,115,927  
  21,367    

Shin-Etsu Chemical Co., Ltd.

    3,606,793  
  53,260    

Shiseido Co., Ltd.

    3,875,798  
  256,848    

Softbank Corp.

    3,310,865  
  47,250    

SoftBank Group Corp.

    4,257,726  
  31,250    

Sumitomo Heavy Industries Ltd.

    909,581  
  57,268    

Sumitomo Mitsui Financial Group, Inc.

    2,011,752  
  38,810    

Sumitomo Mitsui Trust Holdings, Inc.

    1,322,746  
  34,600    

Sumitomo Riko Co., Ltd.

    224,608  
  13,880    

Sysmex Corp.

    1,386,383  
  137,964    

T&D Holdings, Inc.

    1,693,129  
  34,600    

Tachi-S Co., Ltd.

    359,891  
  30,470    

Taiheiyo Cement Corp.

    765,002  
  57,060    

Takeda Pharmaceutical Co., Ltd.

    1,905,832  
  8,650    

Tamron Co., Ltd.

    187,573  
  21,740    

THK Co., Ltd.

    741,652  
  110,160    

Tochigi Bank Ltd.

    175,473  
  51,950    

Tokai Rika Co., Ltd.

    841,001  
  8,760    

Tokyo Seimitsu Co., Ltd.

    414,074  
  127,970    

Tokyo Steel Manufacturing Co., Ltd.

    1,242,569  
  47,260    

Toppan Forms Co., Ltd.

    498,949  
  36,820    

Toppan Printing Co., Ltd.

    628,798  
  4,976    

Toshiba Machine Co., Ltd.

    118,674  
  26,520    

Toyo Engineering Corp.*(1)

    169,983  
  52,800    

Toyota Boshoku Corp.

    985,065  
  15,411    

Tsuruha Holdings, Inc.

    1,781,486  
  32,870    

TV Asahi Holdings Corp.

    602,422  
  54,730    

Unipres Corp.

    525,352  
  63,600    

Ushio, Inc.

    842,328  
  55,770    

Xebio Holdings Co., Ltd.

    441,984  
  28,390    

Yamato Kogyo Co., Ltd.

    854,264  
  8,350    

Yodogawa Steel Works Ltd.

    184,258  
   

 

 

 
      120,339,036  
   

 

 

 
      Luxembourg - 0.1%  
  20,175    

RTL Group S.A.*

    1,186,151  
   

 

 

 
      Malaysia - 0.4%  
  704,647    

CIMB Group Holdings Bhd

    711,374  
  89,600    

Nestle Malaysia Bhd

    2,967,073  
   

 

 

 
      3,678,447  
   

 

 

 
      Mexico - 0.4%  
  81,633    

America Movil S.A.B. de C.V. Class L, ADR

    1,137,964  
  1,753,023    

Kimberly-Clark de Mexico S.A.B. de C.V. Class A

    3,038,389  
   

 

 

 
      4,176,353  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Monaco - 0.1%  
  23,248    

Endeavour Mining Corp.

  $ 484,006  
   

 

 

 
      Netherlands - 3.9%  
  95,079    

ABN Amro Bank N.V.*(2)

    1,227,672  
  1,616    

Adyen N.V.*(2)

    3,977,127  
  9,825    

ASML Holding N.V.

    6,377,815  
  42,339    

Fugro N.V.*(1)

    440,751  
  86,046    

Heineken N.V.

    9,981,289  
  213,423    

ING Groep N.V.

    2,726,475  
  70,900    

Koninklijke Philips N.V.*

    4,008,907  
  135,479    

PostNL N.V.

    707,665  
  40,506    

QIAGEN N.V.*

    1,974,809  
  208,421    

Royal Dutch Shell plc Class B

    3,729,413  
  77,663    

Royal Dutch Shell plc Class A

    1,461,327  
   

 

 

 
      36,613,250  
   

 

 

 
      Norway - 0.2%  
  262,128    

Norsk Hydro ASA

    1,669,174  
   

 

 

 
      Philippines - 0.3%  
  339,927    

BDO Unibank, Inc.

    726,990  
  3,320,605    

SM Prime Holdings, Inc.

    2,373,319  
   

 

 

 
      3,100,309  
   

 

 

 
      Portugal - 0.3%  
  153,346    

Jeronimo Martins SGPS S.A.

    2,800,431  
   

 

 

 
      Russia - 0.3%  
  145,682    

Gazprom PJSC ADR

    883,377  
  3,713    

LUKOIL PJSC ADR

    284,183  
  38,436    

Sberbank of Russia PJSC ADR

    605,107  
  158,114    

Surgutneftegas PJSC ADR

    707,835  
  357,751    

VEON Ltd.*

    643,952  
   

 

 

 
      3,124,454  
   

 

 

 
      South Africa - 0.4%  
  27,955    

Astral Foods Ltd.

    266,283  
  59,913    

Gold Fields Ltd.

    562,217  
  113,556    

Harmony Gold Mining Co., Ltd. ADR

    515,544  
  5,900    

Impala Platinum Holdings Ltd.

    110,247  
  86,832    

MTN Group Ltd.*

    549,361  
  577,664    

Nampak Ltd.*

    122,683  
  1,011,484    

Old Mutual Ltd.

    880,442  
  184,349    

Raubex Group Ltd.

    335,541  
   

 

 

 
      3,342,318  
   

 

 

 
      South Korea - 5.7%  
  10,492    

AfreecaTV Co., Ltd.

    839,463  
  11,077    

CJ CheilJedang Corp.

    3,931,748  
  22,627    

CJ ENM Co., Ltd.

    2,919,366  
  9,561    

CJ Logistics Corp.*

    1,470,367  
  92,393    

DGB Financial Group, Inc.

    735,016  
  9,369    

E-Mart, Inc.

    1,408,145  
  41,704    

Fila Holdings Corp.

    1,704,217  
  63,292    

Hana Financial Group, Inc.

    2,594,300  
  17,775    

Hankook Tire & Technology Co., Ltd.

    766,976  
  97,045    

KB Financial Group, Inc.

    4,777,387  
  88,849    

Kginicis Co., Ltd.

    1,594,223  
  53,778    

KT Corp.

    1,368,587  
  1,657    

LG Household & Health Care Ltd.

    2,288,529  
  8,961    

POSCO

    2,928,586  
  182,993    

Samsung Electronics Co., Ltd.

    13,337,532  
  42,907    

Shinhan Financial Group Co., Ltd.

    1,541,884  
  34,312    

SK Telecom Co., Ltd.

    9,345,697  
  83,267    

Tongyang Life Insurance Co., Ltd.

    355,921  
   

 

 

 
      53,907,944  
   

 

 

 
 

 

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

 

 

  23  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Spain - 2.6%  
  537,987    

CaixaBank S.A.

  $ 1,721,001  
  172,019    

Cellnex Telecom S.A.(2)

    9,730,093  
  254,605    

Iberdrola S.A.

    3,440,718  
  235,320    

Industria de Diseno Textil S.A.(1)

    8,372,847  
  220,257    

Prosegur Cia de Seguridad S.A.

    684,783  
  700,568    

Unicaja Banco S.A.(2)

    690,417  
   

 

 

 
      24,639,859  
   

 

 

 
      Sweden - 2.4%  
  296,507    

Assa Abloy AB Class B

    8,453,288  
  54,751    

Atlas Copco AB Class A

    3,320,103  
  58,645    

Atlas Copco AB Class B

    3,043,027  
  180,510    

Sandvik AB

    4,463,912  
  38,217    

Swedish Match AB

    3,128,615  
   

 

 

 
      22,408,945  
   

 

 

 
      Switzerland - 5.8%  
  33,961    

Adecco Group AG

    2,301,861  
  43,487    

GAM Holding AG*

    112,683  
  13,861    

Implenia AG*

    404,014  
  91,632    

Julius Baer Group Ltd.

    5,767,083  
  20,006    

Kuehne + Nagel International AG

    5,981,691  
  38,938    

LafargeHolcim Ltd.*

    2,402,774  
  6,284    

Lonza Group AG*

    3,994,828  
  36,226    

Nestle S.A.

    4,322,874  
  54,760    

Novartis AG

    4,673,018  
  3,675    

Partners Group Holding AG

    5,234,916  
  13,825    

Roche Holding AG

    4,509,101  
  18,333    

Schindler Holding AG

    5,216,909  
  1,437    

SGS S.A.

    4,251,941  
  184,400    

UBS Group AG

    2,815,898  
  18,545    

Vifor Pharma AG

    2,672,765  
   

 

 

 
      54,662,356  
   

 

 

 
      Taiwan - 5.5%  
  216,853    

Advantech Co., Ltd.

    2,743,809  
  705,801    

ASE Technology Holding, Co., Ltd.

    2,949,357  
  119,178    

Catcher Technology Co., Ltd.

    841,008  
  506,027    

Chailease Holding Co., Ltd.

    3,646,462  
  4,370,212    

CTBC Financial Holding Co., Ltd.

    3,556,660  
  292,156    

Foxconn Technology Co., Ltd.

    717,565  
  34,435    

Globalwafers Co., Ltd.

    1,055,399  
  51,762    

Hiwin Technologies Corp.

    780,933  
  972,371    

Hon Hai Precision Industry Co., Ltd.

    3,997,462  
  38,000    

Lotes Co., Ltd.

    733,982  
  249,434    

MediaTek, Inc.

    10,456,912  
  306,000    

Nanya Technology Corp.

    990,919  
  733,860    

Powerchip Semiconductor Manufacturing Corp.

    1,822,957  
  1,325,673    

Shin Kong Financial Holding Co., Ltd.

    477,824  
  140,000    

Simplo Technology Co., Ltd.

    1,864,196  
  433,917    

Taiwan Semiconductor Manufacturing Co., Ltd.

    9,138,122  
  1,247,746    

Uni-President Enterprises Corp.

    3,342,033  
  139,325    

Yageo Corp.

    2,683,371  
   

 

 

 
      51,798,971  
   

 

 

 
      Thailand - 1.0%  
  1,987,078    

CP ALL PCL*

    3,988,515  
  163,041    

Kasikornbank PCL NVDR

    690,105  
  388,724    

Kasikornbank PCL

    1,657,921  
  1,619,400    

PTT PCL

    2,080,321  
  2,512,306    

Thai Beverage PCL

    1,348,739  
   

 

 

 
      9,765,601  
   

 

 

 
      Turkey - 0.3%  
  240,450    

Anadolu Efes Biracilik Ve Malt Sanayii AS

    677,312  
  72,964    

Coca-Cola Icecek AS

    693,453  
  382,280    

KOC Holding AS

    847,707  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.9% - (continued)  
      Turkey - 0.3% - (continued)  
  671,238    

Turk Telekomunikasyon AS

  $ 516,477  
  233,034    

Turkcell Iletisim Hizmetleri AS

    417,723  
  24,344    

Ulker Biskuvi Sanayi AS*

    64,858  
   

 

 

 
      3,217,530  
   

 

 

 
      United Kingdom - 9.1%  
  158,005    

Anglo American plc

    6,699,479  
  76,460    

AstraZeneca plc

    8,138,698  
  411,487    

Auto Trader Group plc*(2)

    3,239,470  
  187,190    

Babcock International Group plc*

    745,044  
  828,964    

BAE Systems plc

    5,790,504  
  717,260    

BP plc

    3,002,698  
  89,145    

British Land Co. plc REIT

    638,828  
  545,141    

BT Group plc*

    1,243,435  
  718,452    

Centrica plc*

    562,359  
  150,359    

Compass Group plc*

    3,270,950  
  37,790    

Croda International plc

    3,530,338  
  113,083    

Diageo plc

    5,076,450  
  24,042    

Go-Ahead Group plc*

    405,743  
  15,011    

Halfords Group plc*

    78,156  
  463,033    

Hays plc*

    1,044,896  
  521,448    

J Sainsbury plc

    1,712,693  
  316,408    

Kingfisher plc*

    1,561,999  
  60,260    

Land Securities Group plc REIT

    600,494  
  269,250    

Marks & Spencer Group plc*

    587,382  
  330,072    

National Grid plc

    4,160,736  
  127,486    

Pagegroup plc*

    986,388  
  141,690    

Provident Financial plc*

    479,157  
  120,155    

Prudential plc

    2,544,195  
  53,841    

Reckitt Benckiser Group plc

    4,793,874  
  377,008    

Sage Group plc

    3,321,671  
  237,572    

SIG plc*

    162,321  
  423,906    

Smith & Nephew plc

    9,174,914  
  165,961    

Smiths Group plc

    3,727,205  
  232,387    

Standard Chartered plc

    1,667,130  
  83,655    

SThree plc*

    463,618  
  69,881    

Unilever plc

    4,081,420  
  150,785    

WPP plc

    2,032,901  
   

 

 

 
      85,525,146  
   

 

 

 
      United States - 0.3%      
  727,000    

Allstar Co.(3)(4)

    890,575  
  5,907    

JAND, Inc. Class A(3)(4)(5)

    134,857  
  29,297    

Ovintiv, Inc.

    700,515  
  16,188    

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

    796,767  
   

 

 

 
      2,522,714  
   

 

 

 
 

Total Common Stocks
(cost $716,565,497)

  $ 896,238,292  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.0%  
      Other Investment Pools & Funds - 0.0%      
  2,577    

iShares Core MSCI EAFE ETF

  $ 191,497  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $193,319)

  $ 191,497  
   

 

 

 
PREFERRED STOCKS - 0.4%  
      Brazil - 0.4%      
  1,543,620    

Itau S.A.

  $ 2,858,740  
  243,200    

Itau Unibanco Holding S.A.

    1,232,554  
   

 

 

 
      4,091,294  
   

 

 

 
 

Total Preferred Stocks
(cost $3,571,376)

  $ 4,091,294  
   

 

 

 
 

 

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

 

 

  24  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ESCROWS - 0.0%(6)  
      United States - 0.0%      
  51,890    

Marklogic Corp.(3)(4)(5)

  $ 675  
  46,766    

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

    7,482  
   

 

 

 
      8,157  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 8,157  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 1.0%  
      United States - 1.0%      
  11,296    

Airbnb, Inc. Series E*(4)(8)

  $ 1,930,622  
  135,133    

Coupang LLC *(4)(8)

    5,461,941  
  243,469    

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

    594,064  
  27,852    

Honest Co., Inc. Series C*(3)(4)(5)

    470,999  
  13,190    

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

    304,425  
  38,688    

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

    357,090  
  15,711    

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

    258,289  
  8,679    

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

    79,092  
  15,935    

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

    145,216  
   

 

 

 
      9,601,738  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $3,025,159)

  $ 9,601,738  
   

 

 

 
 

Total Long-Term Investments
(cost $723,355,351)

  $ 910,130,978  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.7%  
      Repurchase Agreements - 2.2%      
$ 20,982,451    

Fixed Income Clearing Corp. Repurchase Agreement dated 4/30/2021 at 0.050%, due on 05/03/2021 with a maturity value of $20,982,460; collateralized by U.S. Treasury Note at 0.500%, maturing 01/15/2028, with a market value of $5,233,428; collateralized by U.S. Government Bond at 1.750%, maturing 01/15/2028, with a market value of $16,168,795

  $ 20,982,451  
   

 

 

 
      Securities Lending Collateral - 2.5%      
  2,967,841    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(7)

    2,967,841  
  20,817,329    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(7)

    20,817,329  
   

 

 

 
      23,785,170  
   

 

 

 
 

Total Short-Term Investments
(cost $44,767,621)

  $ 44,767,621  
   

 

 

 
 

Total Investments
(cost $768,122,972)

    101.0    $ 954,898,599  
 

Other Assets and Liabilities

    (1.0 )%       (9,867,527
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 945,031,072  
   

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $34,019,742, representing 3.6% of net assets.

 

(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 $4,039,531 or 0.4% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  08/2011      Allstar Co.      727,000      $      $ 890,575  
  05/2014      Essence Group Holdings Corp. Series 3 Convertible Preferred      243,469        384,998        594,064  
  08/2014      Honest Co., Inc. Series C Convertible Preferred      27,852        376,800        470,999  
  04/2015      JAND, Inc. Class A      5,907        67,844        134,857  
  04/2015      JAND, Inc. Series D Convertible Preferred      13,190        151,491        304,425  
  07/2014      Lookout, Inc. Series F Convertible Preferred      38,688        441,937        357,090  
  10/2020      Marklogic Corp.      51,890               675  
  08/2014      One Kings Lane, Inc.      46,766               7,482  
  09/2015      Rubicon Global Holdings LLC Series C Convertible Preferred      15,711        313,599        258,289  
  11/2013      Tory Burch LLC      16,188        1,268,749        796,767  
  12/2014      We Co. Series D1 Convertible Preferred      8,679        144,516        79,092  
  12/2014      We Co. Series D2 Convertible Preferred      15,935        265,336        145,216  
        

 

 

    

 

 

 
         $     3,415,270      $     4,039,531  
        

 

 

    

 

 

 

 

(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, 2021, the aggregate fair value of these securities was $11,432,094, which represented 1.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(5)

Investment valued using significant unobservable inputs.

 

(6)

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

 

(7)

Current yield as of period end.

 

(8)

Investment is temporarily subject to certain trading restrictions. At April 30, 2021, the value of such restricted securities amounted to $7,392,563 or 0.8% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  06/2015      Airbnb, Inc. Series E Convertible Preferred      11,296      $ 525,797      $ 1,930,622  
  11/2014      Coupang LLC Convertible Preferred      135,133        420,686        5,461,941  
        

 

 

    

 

 

 
         $     946,483      $     7,392,563  
        

 

 

    

 

 

 
 

 

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

 

 

  25  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

SPI 200 Future

     170        06/17/2021      $     22,924,465      $ 452,066  
           

 

 

 

Total futures contracts

 

   $     452,066  
           

 

 

 

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 170,444      $ 170,444      $      $  

Australia

     11,490,320        395,215        11,095,105         

Austria

     1,290,911        463,523        827,388         

Belgium

     7,048,935               7,048,935         

Brazil

     16,154,960        16,154,960                

Canada

     48,442,231        48,442,231                

China

     92,455,167        31,093,358        61,361,809         

Cyprus

     1,737,962        1,737,962                

Denmark

     11,925,582               11,925,582         

Finland

     1,833,845               1,833,845         

France

     83,246,548        1,887,847        81,358,701         

Germany

     35,972,137               35,972,137         

Greece

     821,563               821,563         

Hong Kong

     36,031,908        1,379,965        34,651,943         

Hungary

     549,713               549,713         

India

     19,951,697        5,722,804        14,228,893         

Indonesia

     3,347,642               3,347,642         

Ireland

     16,778,197               16,778,197         

Italy

     18,025,535               18,025,535         

Japan

     120,339,036        220,098        120,118,938         

Luxembourg

     1,186,151               1,186,151         

Malaysia

     3,678,447               3,678,447         

Mexico

     4,176,353        4,176,353                

Monaco

     484,006        484,006                

Netherlands

     36,613,250               36,613,250         

Norway

     1,669,174               1,669,174         

Philippines

     3,100,309               3,100,309         

Portugal

     2,800,431        2,800,431                

Russia

     3,124,454        643,952        2,480,502         

South Africa

     3,342,318        638,227        2,704,091         

South Korea

     53,907,944               53,907,944         

Spain

     24,639,859        684,783        23,955,076         

Sweden

     22,408,945               22,408,945         

Switzerland

     54,662,356               54,662,356         

Taiwan

     51,798,971               51,798,971         

Thailand

     9,765,601        6,068,836        3,696,765         

Turkey

     3,217,530        1,611,512        1,606,018         

United Kingdom

     85,525,146        5,610,215        79,914,931         

United States

     2,522,714        700,515        890,575        931,624  

Exchange-Traded Funds

     191,497        191,497                

Preferred Stocks

     4,091,294        4,091,294                

Escrows

     8,157                      8,157  

Convertible Preferred Stocks

     9,601,738               7,616,871        1,984,867  

Short-Term Investments

     44,767,621        23,785,170        20,982,451         

Futures Contracts(2)

     452,066        452,066                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     955,350,665      $     159,607,264      $     792,818,753      $     2,924,648  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the six-month period ended April 30, 2021, investments valued at $1,897,730 were transferred out of Level 3 due to the corroboration of significant inputs with quoted market prices or observable market data 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, 2021 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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.2%  
      Brazil - 1.7%  
  242,212    

Pagseguro Digital Ltd. Class A*

  $ 11,078,777  
   

 

 

 
      Canada - 6.0%      
  110,169    

Canadian National Railway Co.

    11,860,769  
  44,871    

Lululemon Athletica, Inc.*

    15,043,900  
  10,886    

Shopify, Inc. Class A*

    12,872,804  
   

 

 

 
      39,777,473  
   

 

 

 
      China - 10.8%      
  111,075    

Alibaba Group Holding Ltd. ADR*

    25,652,771  
  1,024,552    

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

    11,169,936  
  339,538    

Tencent Holdings Ltd.

    27,085,623  
  671,829    

Yatsen Holding Ltd. ADR*(1)

    7,000,458  
   

 

 

 
      70,908,788  
   

 

 

 
      Denmark - 2.6%      
  77,601    

DSV Panalpina A/S

    17,288,736  
   

 

 

 
      France - 11.3%      
  292,011    

Accor S.A.*

    11,758,166  
  139,580    

Airbus SE*

    16,785,841  
  36,676    

L’Oreal S.A.(1)

    15,017,719  
  98,765    

Schneider Electric SE

    15,758,523  
  157,202    

Worldline S.A.*(2)

    15,433,811  
   

 

 

 
      74,754,060  
   

 

 

 
      Germany - 7.5%      
  380,699    

Infineon Technologies AG

    15,266,233  
  69,881    

Volkswagen AG

    18,194,179  
  155,725    

Zalando SE*(2)

    16,195,178  
   

 

 

 
      49,655,590  
   

 

 

 
      Hong Kong - 1.9%      
  2,643,976    

Sands China Ltd.*

    12,511,452  
   

 

 

 
      India - 1.6%      
  195,000    

Reliance Industries Ltd. GDR(2)

    10,549,500  
   

 

 

 
      Ireland - 2.5%      
  80,796    

Flutter Entertainment plc*

    16,556,822  
   

 

 

 
      Italy - 5.6%      
  1,019,080    

Davide Campari-Milano N.V.(1)

    12,025,553  
  59,440    

Ferrari N.V.

    12,725,873  
  202,349    

Moncler S.p.A.*

    12,402,060  
   

 

 

 
      37,153,486  
   

 

 

 
      Japan - 4.7%      
  101,155    

Eisai Co., Ltd.

    6,597,522  
  66,722    

Shin-Etsu Chemical Co., Ltd.

    11,262,811  
  148,005    

SoftBank Group Corp.

    13,336,820  
   

 

 

 
      31,197,153  
   

 

 

 
      Netherlands - 7.0%      
  5,081    

Adyen N.V.*(2)

    12,504,814  
  30,909    

ASML Holding N.V.

    20,064,314  
  118,322    

Heineken N.V.

    13,725,287  
   

 

 

 
      46,294,415  
   

 

 

 
      South Korea - 2.9%      
  261,445    

Samsung Electronics Co., Ltd.

    19,055,544  
   

 

 

 
      Spain - 6.7%      
  541,216    

Cellnex Telecom S.A.(2)

    30,613,374  
  379,756    

Industria de Diseno Textil S.A.(1)

    13,511,979  
   

 

 

 
      44,125,353  
   

 

 

 
      Sweden - 4.3%      
  506,614    

Assa Abloy AB Class B

    14,443,349  
  567,511    

Sandvik AB(1)

    14,034,232  
   

 

 

 
      28,477,581  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.2% - (continued)  
      Switzerland - 6.8%      
  252,956    

Julius Baer Group Ltd.

  $ 15,920,400  
  19,756    

Lonza Group AG*

    12,559,168  
  11,550    

Partners Group Holding AG

    16,452,593  
   

 

 

 
      44,932,161  
   

 

 

 
      Taiwan - 7.8%      
  545,420    

MediaTek, Inc.

    22,865,404  
  1,363,776    

Taiwan Semiconductor Manufacturing Co., Ltd.

    28,720,586  
   

 

 

 
      51,585,990  
   

 

 

 
      United Kingdom - 6.5%      
  337,215    

Anglo American plc

    14,298,059  
  145,634    

AstraZeneca plc

    15,501,847  
  611,057    

Smith & Nephew plc

    13,225,563  
   

 

 

 
      43,025,469  
   

 

 

 
 

Total Common Stocks
(cost $482,095,064)

  $ 648,928,350  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.8%  
      Repurchase Agreements - 1.0%      
  6,930,854    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $6,930,857; collateralized by U.S. Treasury Note at 0.625%, maturing 12/31/2027, with a market value of $7,069,528

  $ 6,930,854  
   

 

 

 
      Securities Lending Collateral - 3.8%      
  3,143,544    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

    3,143,544  
  22,049,767    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(3)

    22,049,767  
   

 

 

 
      25,193,311  
   

 

 

 
 

Total Short-Term Investments
(cost $32,124,165)

  $ 32,124,165  
   

 

 

 
 

Total Investments
(cost $514,219,229)

    103.0    $ 681,052,515  
 

Other Assets and Liabilities

    (3.0 )%       (19,955,685
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 661,096,830  
   

 

 

    

 

 

 

 

Note:

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

 

    

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

 

    

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.

 

 

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

 

 

  27  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

(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, 2021, the aggregate value of these securities was $85,296,677, representing 12.9% of net assets.

 

(3)

Current yield as of period end.

 

 

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

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Brazil

   $ 11,078,777      $ 11,078,777      $      $  

Canada

     39,777,473        39,777,473                

China

     70,908,788        32,653,229        38,255,559         

Denmark

     17,288,736               17,288,736         

France

     74,754,060               74,754,060         

Germany

     49,655,590               49,655,590         

Hong Kong

     12,511,452               12,511,452         

India

     10,549,500        10,549,500                

Ireland

     16,556,822               16,556,822         

Italy

     37,153,486        1,850,731        35,302,755         

Japan

     31,197,153               31,197,153         

Netherlands

     46,294,415               46,294,415         

South Korea

     19,055,544               19,055,544         

Spain

     44,125,353               44,125,353         

Sweden

     28,477,581               28,477,581         

Switzerland

     44,932,161               44,932,161         

Taiwan

     51,585,990               51,585,990         

United Kingdom

     43,025,469               43,025,469         

Short-Term Investments

     32,124,165        25,193,311        6,930,854         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     681,052,515      $     121,103,021      $     559,949,494      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  28  

 


The Hartford International Opportunities Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9%  
      Australia - 2.1%  
  3,536,270    

Goodman Group REIT

  $ 51,567,863  
  8,818,576    

Sydney Airport

    41,937,758  
   

 

 

 
      93,505,621  
   

 

 

 
      Belgium - 1.5%  
  861,067    

KBC Group N.V.

    66,808,924  
   

 

 

 
      Brazil - 2.5%  
  3,011,655    

Localiza Rent a Car S.A.

    35,649,417  
  475,204    

StoneCo Ltd. Class A

    30,717,187  
  1,172,082    

XP, Inc. Class A

    46,414,447  
   

 

 

 
      112,781,051  
   

 

 

 
      Canada - 7.0%  
  727,836    

Brookfield Asset Management, Inc. Class A

    33,177,929  
  764,213    

Canadian National Railway Co.

    82,274,992  
  43,474    

Constellation Software, Inc.

    63,803,484  
  355,730    

Ritchie Bros Auctioneers, Inc.

    22,629,076  
  17,194    

Shopify, Inc. Class A

    20,332,077  
  4,574,281    

Suncor Energy, Inc.

    97,838,219  
   

 

 

 
      320,055,777  
   

 

 

 
      Cayman Islands - 0.4%  
  1,289,914    

Wuxi Biologics Cayman, Inc.(1)

    18,107,546  
   

 

 

 
      China - 10.0%  
  280,600    

Alibaba Group Holding Ltd.

    8,111,499  
  454,952    

Alibaba Group Holding Ltd. ADR

    105,071,164  
  22,269,000    

China Longyuan Power Group Corp. Ltd. Class H

    32,747,246  
  504,400    

China Tourism Group Duty Free Corp. Ltd. Class A

    24,205,454  
  2,717,484    

ENN Energy Holdings Ltd.

    46,372,698  
  483,900    

Hangzhou Tigermed Consulting Co., Ltd. Class H(1)

    9,482,114  
  600,580    

Huazhu Group Ltd. ADR

    35,410,197  
  3,141,605    

Longfor Properties Co., Ltd.(1)

    19,513,977  
  298,266    

Meituan Dianping Class B(1)

    11,415,917  
  1,949,967    

New Oriental Education & Technology Group, Inc. ADR

    29,756,497  
  2,735,900    

Shandong Sinocera Functional Material Co., Ltd. Class A

    20,839,192  
  1,276,846    

Shanghai International Airport Co., Ltd. Class A

    9,674,495  
  880,157    

Tencent Holdings Ltd.

    70,211,876  
  1,050,062    

Tencent Music Entertainment Group ADR

    18,292,080  
  1,166,785    

Yifeng Pharmacy Chain Co., Ltd. Class A

    16,175,839  
   

 

 

 
      457,280,245  
   

 

 

 
      Denmark - 1.7%  
  140,641    

Ascendis Pharma A/S ADR

    20,388,726  
  155,292    

DSV Panalpina A/S

    34,597,523  
  66,695    

Genmab A/S

    24,474,534  
   

 

 

 
      79,460,783  
   

 

 

 
      France - 14.2%  
  2,342,092    

AXA S.A.(2)

    66,152,443  
  1,406,196    

BNP Paribas S.A.

    90,162,045  
  1,693,422    

Bureau Veritas S.A.

    50,645,483  
  757,274    

Cie de Saint-Gobain

    47,780,303  
  820,437    

Edenred

    46,511,768  
  43,364    

Hermes International

    54,426,578  
  208,293    

L’Oreal S.A.

    85,289,720  
  530,767    

Safran S.A.

    79,248,104  
  278,383    

Schneider Electric SE

    44,417,607  
  843,868    

Worldline S.A.(1)

    82,849,447  
   

 

 

 
      647,483,498  
   

 

 

 
      Germany - 4.2%  
  155,201    

Allianz SE

    40,292,792  
  521,078    

Commerzbank AG

    3,436,071  
  589,463    

Siemens AG

    98,342,988  
  473,511    

Zalando SE(1)

    49,244,467  
   

 

 

 
      191,316,318  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9% - (continued)  
      Hong Kong - 1.0%  
  2,641,161    

Techtronic Industries Co., Ltd.

  $ 47,923,235  
   

 

 

 
      India - 1.6%  
  1,940,955    

HDFC Bank Ltd.

    36,878,087  
  1,364,284    

Reliance Industries Ltd.

    36,653,121  
   

 

 

 
      73,531,208  
   

 

 

 
      Ireland - 1.9%  
  598,019    

CRH plc

    28,301,174  
  317,648    

Ryanair Holdings plc ADR

    37,117,169  
  374,777    

Smurfit Kappa Group plc

    19,158,698  
   

 

 

 
      84,577,041  
   

 

 

 
      Italy - 1.6%  
  333,590    

Ferrari N.V.

    71,460,568  
   

 

 

 
      Japan - 13.3%  
  534,500    

Bandai Namco Holdings, Inc.

    39,222,117  
  874,300    

Dai-ichi Life Holdings, Inc.

    15,787,290  
  222,900    

Daiichi Sankyo Co., Ltd.

    5,692,957  
  251,620    

Daikin Industries Ltd.

    50,755,444  
  556,300    

East Japan Railway Co.

    38,099,669  
  82,284    

Eisai Co., Ltd.

    5,366,719  
  12,700    

Fast Retailing Co., Ltd.

    10,419,481  
  189,900    

Hoya Corp.

    21,585,036  
  971,600    

Japan Airlines Co., Ltd.

    20,813,644  
  138,094    

Keyence Corp.

    66,292,397  
  9,267,600    

Mitsubishi UFJ Financial Group, Inc.

    49,304,524  
  26,100    

Nitori Holdings Co., Ltd.

    4,674,650  
  245,900    

Oriental Land Co., Ltd.

    34,858,994  
  1,114,670    

Recruit Holdings Co., Ltd.

    50,257,661  
  764,600    

Sony Corp.

    76,443,868  
  61,125    

Sysmex Corp.

    6,105,381  
  807,400    

T&D Holdings, Inc.

    9,908,619  
  1,254,844    

Tokio Marine Holdings, Inc.

    60,178,409  
  39,600    

Tokyo Electron Ltd.

    17,985,831  
  585,000    

Unicharm Corp.

    22,739,140  
   

 

 

 
      606,491,831  
   

 

 

 
      Luxembourg - 0.2%  
  281,877    

ArcelorMittal S.A.

    8,194,339  
   

 

 

 
      Netherlands - 6.0%  
  7,557    

Adyen N.V.(1)

    18,598,481  
  471,237    

AerCap Holdings N.V.

    27,449,555  
  81,758    

Argenx SE ADR

    23,440,836  
  120,731    

ASML Holding N.V.

    78,371,500  
  1,309,090    

Koninklijke Philips N.V.

    74,020,028  
  2,665,468    

Royal Dutch Shell plc Class A

    50,764,461  
   

 

 

 
      272,644,861  
   

 

 

 
      Norway - 0.7%  
  1,508,632    

Equinor ASA

    30,463,439  
   

 

 

 
      Russia - 0.9%  
  2,633,900    

Sberbank of Russia PJSC ADR

    41,466,083  
   

 

 

 
      Singapore - 0.6%  
  108,815    

Sea Ltd. ADR

    27,480,140  
   

 

 

 
      South Korea - 2.5%  
  1,556,894    

Samsung Electronics Co., Ltd.

    113,474,965  
  28,223    

SK IE Technology Co., Ltd.(1)

    2,664,103  
   

 

 

 
      116,139,068  
   

 

 

 
      Spain - 3.9%  
  1,539,452    

Cellnex Telecom S.A.(1)

    87,077,654  
  6,851,568    

Iberdrola S.A.

    92,591,729  
   

 

 

 
      179,669,383  
   

 

 

 
 

 

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

 

 

  29  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9% - (continued)  
      Sweden - 0.6%  
  1,069,416    

Sandvik AB(2)

  $ 26,446,063  
   

 

 

 
      Switzerland - 3.7%  
  18,141    

Lonza Group AG

    11,532,490  
  702,386    

Nestle S.A.

    83,816,207  
  8,464    

Partners Group Holding AG

    12,056,688  
  22,245    

Roche Holding AG

    7,255,331  
  406,209    

TE Connectivity Ltd.

    54,622,924  
   

 

 

 
      169,283,640  
   

 

 

 
      Taiwan - 3.1%  
  820,630    

MediaTek, Inc.

    34,402,912  
  5,071,440    

Taiwan Semiconductor Manufacturing Co., Ltd.

    106,802,533  
   

 

 

 
      141,205,445  
   

 

 

 
      Thailand - 0.6%  
  6,752,900    

Kasikornbank PCL

    28,801,348  
   

 

 

 
      United Kingdom - 11.1%  
  2,290,200    

Anglo American plc

    97,105,452  
  850,727    

AstraZeneca plc

    90,554,676  
  196,357    

Berkeley Group Holdings plc

    12,548,883  
  906,659    

Diageo plc

    40,701,159  
  1,719,871    

Intermediate Capital Group plc

    51,922,617  
  292,221    

London Stock Exchange Group plc

    29,855,703  
  2,604,100    

Prudential plc

    55,139,932  
  1,165,724    

Rio Tinto plc

    97,637,734  
  2,098,019    

Segro plc REIT

    29,146,889  
   

 

 

 
      504,613,045  
   

 

 

 
 

Total Common Stocks
(cost $3,417,755,583)

  $ 4,417,190,500  
   

 

 

 
EXCHANGE-TRADED FUNDS - 1.3%  
      Other Investment Pools & Funds - 1.3%  
  1,038,216    

iShares MSCI ACWI ex U.S. ETF

  $ 58,752,644  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $57,040,081)

  $ 58,752,644  
   

 

 

 
 

Total Long-Term Investments
(cost $3,474,795,664)

  $ 4,475,943,144  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.7%  
      Repurchase Agreements - 1.0%  
  44,818,345    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $44,818,364; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $45,714,738

  $ 44,818,345  
   

 

 

 
      Securities Lending Collateral - 1.7%  
  9,579,137    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

    9,579,137  
  67,190,950    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(3)

    67,190,950  
   

 

 

 
      76,770,087  
   

 

 

 
 

Total Short-Term Investments
(cost $121,588,432)

  $ 121,588,432  
   

 

 

 
 

Total Investments
(cost $3,596,384,096)

    100.9    $ 4,597,531,576  
 

Other Assets and Liabilities

    (0.9 )%       (42,745,936
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,554,785,640  
   

 

 

    

 

 

 
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, 2021, the aggregate value of these securities was $298,953,706, representing 6.6% 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.

 

 

  30  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 93,505,621      $      $ 93,505,621      $  

Belgium

     66,808,924               66,808,924         

Brazil

     112,781,051        112,781,051                

Canada

     320,055,777        320,055,777                

Cayman Islands

     18,107,546               18,107,546         

China

     457,280,245        188,529,938        268,750,307         

Denmark

     79,460,783        20,388,726        59,072,057         

France

     647,483,498               647,483,498         

Germany

     191,316,318               191,316,318         

Hong Kong

     47,923,235               47,923,235         

India

     73,531,208               73,531,208         

Ireland

     84,577,041        37,117,169        47,459,872         

Italy

     71,460,568               71,460,568         

Japan

     606,491,831               606,491,831         

Luxembourg

     8,194,339               8,194,339         

Netherlands

     272,644,861        50,890,391        221,754,470         

Norway

     30,463,439               30,463,439         

Russia

     41,466,083               41,466,083         

Singapore

     27,480,140        27,480,140                

South Korea

     116,139,068               116,139,068         

Spain

     179,669,383               179,669,383         

Sweden

     26,446,063               26,446,063         

Switzerland

     169,283,640        54,622,924        114,660,716         

Taiwan

     141,205,445               141,205,445         

Thailand

     28,801,348               28,801,348         

United Kingdom

     504,613,045               504,613,045         

Exchange-Traded Funds

     58,752,644        58,752,644                

Short-Term Investments

     121,588,432        76,770,087        44,818,345         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,597,531,576      $     947,388,847      $     3,650,142,729      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  31  

 


The Hartford International Value Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6%  
      Argentina - 0.1%  
  396,708    

YPF S.A. ADR

  $ 1,499,556  
   

 

 

 
      Australia - 0.5%  
  2,090,890    

OceanaGold Corp.

    3,487,227  
  3,415,357    

Resolute Mining Ltd.(1)

    1,270,067  
  2,605,920    

Western Areas Ltd.

    4,610,402  
   

 

 

 
      9,367,696  
   

 

 

 
      Austria - 0.6%  
  204,918    

Erste Group Bank AG

    7,283,247  
  373,870    

Zumtobel Group AG

    3,789,159  
   

 

 

 
      11,072,406  
   

 

 

 
      Belgium - 1.0%  
  198,252    

Ageas S.A.

    11,990,249  
  717,929    

AGFA-Gevaert N.V.

    3,534,531  
  260,664    

bpost S.A.

    2,770,264  
   

 

 

 
      18,295,044  
   

 

 

 
      Brazil - 0.5%  
  1,003,852    

Cia de Saneamento Basico do Estado de Sao Paulo

    7,905,816  
   

 

 

 
      Canada - 2.9%  
  1,359,341    

Advantage Oil & Gas Ltd.(1)

    3,605,298  
  688,172    

ARC Resources Ltd.

    4,327,844  
  464,983    

Barrick Gold Corp.

    9,907,582  
  433,088    

Cameco Corp.

    7,279,500  
  410,279    

Centerra Gold, Inc.

    3,785,188  
  365,254    

Eldorado Gold Corp.

    3,605,057  
  567,748    

IAMGOLD Corp.

    1,777,051  
  816,043    

Kinross Gold Corp.

    5,744,943  
  211,288    

Tourmaline Oil Corp.

    4,558,726  
  1,879,188    

Trican Well Service Ltd.(1)

    3,225,877  
  865,520    

Uranium Participation Corp.

    3,781,347  
   

 

 

 
      51,598,413  
   

 

 

 
      China - 1.5%  
  17,120,206    

China BlueChemical Ltd. Class H

    4,840,372  
  8,783,832    

China Machinery Engineering Corp. Class H

    3,930,056  
  69,231,699    

China Reinsurance Group Corp. Class H

    7,210,747  
  10,973,894    

Dongfeng Motor Group Co., Ltd. Class H

    9,537,372  
   

 

 

 
      25,518,547  
   

 

 

 
      Denmark - 1.2%  
  4,200    

AP Moller - Maersk A/S Class B(1)

    10,448,034  
  345,193    

D/S Norden A/S

    8,901,172  
  21,364    

Drilling Co.

    894,045  
   

 

 

 
      20,243,251  
   

 

 

 
      Finland - 0.9%  
  3,480,074    

Nokia Oyj

    16,484,950  
   

 

 

 
      France - 12.6%  
  723,456    

AXA S.A.(1)

    20,434,031  
  349,053    

BNP Paribas S.A.

    22,380,473  
  409,211    

Cie de Saint-Gobain

    25,819,222  
  220,009    

Criteo S.A. ADR

    8,740,957  
  5,245    

Dassault Aviation S.A.

    5,714,060  
  1,079,319    

Engie S.A.

    16,076,936  
  134,191    

Imerys S.A.

    6,975,321  
  364,533    

Metropole Television S.A.(1)

    8,099,039  
  1,014,582    

Orange S.A.

    12,634,806  
  279,306    

Quadient S.A.

    7,633,967  
  192,411    

Renault S.A.

    7,755,757  
  522,659    

Rexel S.A.(1)

    10,274,038  
  223,316    

SCOR SE(1)

    7,215,664  
  480,745    

Societe Generale S.A.

    13,675,837  
  13,745    

Sopra Steria Group

    2,558,091  
  956,754    

Television Francaise(1)

    9,439,757  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6% - (continued)  
      France - 12.6% - (continued)  
  678,771    

Total SE

  $ 30,000,155  
  118,478    

Vicat S.A.

    5,954,926  
   

 

 

 
      221,383,037  
   

 

 

 
      Germany - 3.1%  
  968,481    

CECONOMY AG

    5,673,775  
  35,913    

Continental AG

    4,853,258  
  211,669    

Daimler AG

    18,838,270  
  343,387    

Fresenius SE & Co. KGaA

    16,877,228  
  103,353    

Hamburger Hafen und Logistik AG

    2,545,391  
  199,419    

Metro AG

    2,179,962  
  130,280    

Salzgitter AG

    4,143,718  
   

 

 

 
      55,111,602  
   

 

 

 
      Greece - 0.4%  
  426,246    

Hellenic Telecommunications Organization S.A.

    7,228,117  
   

 

 

 
      Hong Kong - 1.8%  
  1,696,450    

CK Asset Holdings Ltd.

    10,620,822  
  1,141,414    

Dah Sing Financial Holdings Ltd.

    3,686,377  
  105,647,178    

G-Resources Group Ltd.

    653,652  
  31,259,535    

Pacific Basin Shipping Ltd.

    10,953,640  
  5,821,257    

PAX Global Technology Ltd.

    6,441,690  
   

 

 

 
      32,356,181  
   

 

 

 
      Hungary - 0.3%  
  3,493,534    

Magyar Telekom Telecommunications plc

    4,836,124  
   

 

 

 
      India - 0.8%  
  1,657,523    

Canara Bank

    3,094,298  
  609,822    

NTPC Ltd.

    841,896  
  4,205,538    

Oil & Natural Gas Corp. Ltd.

    6,110,240  
  1,290,015    

Zee Entertainment Enterprises Ltd.

    3,224,928  
   

 

 

 
      13,271,362  
   

 

 

 
      Indonesia - 0.3%  
  6,462,047    

Bank Mandiri Persero Tbk PT

    2,751,287  
  21,342,768    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    1,925,037  
   

 

 

 
      4,676,324  
   

 

 

 
      Ireland - 1.6%  
  4,172,611    

AIB Group plc

    12,190,124  
  2,814,174    

Bank of Ireland Group plc

    16,490,573  
   

 

 

 
      28,680,697  
   

 

 

 
      Italy - 3.2%  
  696,893    

Assicurazioni Generali S.p.A.

    13,949,307  
  2,854,592    

BPER Banca

    6,504,225  
  1,447,771    

Eni S.p.A.

    17,244,244  
  1,610,730    

Saipem S.p.A.(1)

    3,713,879  
  1,396,667    

UniCredit S.p.A.

    14,346,539  
   

 

 

 
      55,758,194  
   

 

 

 
      Japan - 27.3%  
  216,720    

Aeon Delight Co., Ltd.

    6,612,455  
  114,039    

Aisan Industry Co., Ltd.

    806,614  
  81,390    

Alps Electric Co., Ltd.

    986,004  
  36,663    

Benesse Holdings, Inc.

    809,586  
  239,907    

Canon, Inc.

    5,705,022  
  625,510    

Chiyoda Corp.

    2,909,995  
  135,787    

Chubu Steel Plate Co., Ltd.

    987,745  
  1,606,767    

Citizen Watch Co., Ltd.

    5,406,436  
  135,408    

CMIC Holdings Co., Ltd.

    1,981,795  
  349,354    

Cosel Co., Ltd.

    3,394,511  
  615,603    

Dai-ichi Life Holdings, Inc.

    11,115,982  
  451,743    

DeNA Co., Ltd.

    9,242,354  
  73,890    

Eisai Co., Ltd.

    4,819,246  
  34,526    

Enplas Corp.

    1,325,523  
 

 

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

 

 

  32  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6% - (continued)  
      Japan - 27.3% - (continued)  
  313,190    

EPS Holdings, Inc.

  $ 3,354,866  
  258,749    

Exedy Corp.

    3,715,020  
  301,614    

Fuji Media Holdings, Inc.

    3,670,147  
  35,082    

Fujitsu Ltd.

    5,573,057  
  338,606    

Funai Electric Co., Ltd.

    2,832,633  
  78,674    

Gendai Agency, Inc.

    208,452  
  1,704,520    

Gree, Inc.

    8,917,285  
  1,137,826    

Hino Motors Ltd.

    9,549,889  
  267,232    

Hisaka Works Ltd.

    2,038,480  
  836,704    

Honda Motor Co., Ltd.

    24,950,351  
  399,476    

Ichiyoshi Securities Co., Ltd.

    2,266,336  
  1,294,397    

Inpex Corp.

    8,808,375  
  1,183,098    

Isuzu Motors Ltd.

    12,013,343  
  493,700    

Japan Airlines Co., Ltd.

    10,576,056  
  140,959    

Japan Petroleum Exploration Co., Ltd.

    2,613,212  
  190,608    

Japan Steel Works Ltd.

    4,630,295  
  1,036,127    

JGC Holdings Corp.

    11,844,575  
  349,970    

Kamigumi Co., Ltd.

    6,818,818  
  402,471    

Kyoei Steel Ltd.

    5,631,377  
  267,460    

Maruichi Steel Tube Ltd.

    6,694,762  
  325,893    

Maxell Holdings Ltd.

    3,841,111  
  193,623    

Miraial Co., Ltd.

    2,368,066  
  681,371    

Mitsubishi Estate Co., Ltd.

    11,214,604  
  158,509    

Mitsubishi Heavy Industries Ltd.

    4,718,552  
  876,013    

Mitsubishi Motors Corp.(1)

    2,373,439  
  3,859,897    

Mitsubishi UFJ Financial Group, Inc.

    20,535,024  
  506,567    

Nakayama Steel Works Ltd.

    2,002,089  
  194,683    

Neturen Co., Ltd.

    966,467  
  215,308    

Nichicon Corp.

    2,113,652  
  610,070    

Nikon Corp.

    5,744,440  
  328,185    

Nippon Chemi-Con Corp.

    5,159,927  
  571,295    

Nippon Television Holdings, Inc.

    7,521,391  
  1,620,324    

Nissan Motor Co., Ltd.

    8,133,940  
  616,356    

NOK Corp.

    7,943,546  
  1,218,770    

Nomura Holdings, Inc.

    6,551,076  
  93,579    

OKUMA Corp.

    5,052,547  
  154,842    

Pacific Metals Co., Ltd.

    3,074,493  
  3,105,653    

Resona Holdings, Inc.

    12,784,851  
  185,391    

Sanyo Shokai Ltd.

    1,319,290  
  102,205    

Shimamura Co., Ltd.

    10,111,109  
  283,700    

Sumitomo Heavy Industries Ltd.

    8,257,539  
  500,256    

Sumitomo Mitsui Financial Group, Inc.

    17,573,353  
  335,501    

Sumitomo Mitsui Trust Holdings, Inc.

    11,434,749  
  331,679    

Sumitomo Riko Co., Ltd.

    2,153,119  
  1,188,585    

T&D Holdings, Inc.

    14,586,619  
  300,713    

Tachi-S Co., Ltd.

    3,127,855  
  269,210    

Taiheiyo Cement Corp.

    6,758,981  
  504,966    

Takeda Pharmaceutical Co., Ltd.

    16,866,112  
  75,110    

Tamron Co., Ltd.

    1,628,739  
  187,976    

THK Co., Ltd.

    6,412,735  
  936,711    

Tochigi Bank Ltd.

    1,492,082  
  451,761    

Tokai Rika Co., Ltd.

    7,313,404  
  79,139    

Tokyo Seimitsu Co., Ltd.

    3,740,799  
  1,131,662    

Tokyo Steel Manufacturing Co., Ltd.

    10,988,262  
  415,288    

Toppan Forms Co., Ltd.

    4,384,421  
  331,970    

Toppan Printing Co., Ltd.

    5,669,257  
  41,840    

Toshiba Machine Co., Ltd.

    997,854  
  225,610    

Toyo Engineering Corp.(1)

    1,446,076  
  466,023    

Toyota Boshoku Corp.

    8,694,374  
  285,999    

TV Asahi Holdings Corp.

    5,241,622  
  464,806    

Unipres Corp.

    4,461,666  
  576,864    

Ushio, Inc.

    7,640,070  
  474,166    

Xebio Holdings Co., Ltd.

    3,757,824  
  243,201    

Yamato Kogyo Co., Ltd.

    7,317,991  
  77,050    

Yodogawa Steel Works Ltd.

    1,700,248  
   

 

 

 
      479,985,962  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6% - (continued)  
      Luxembourg - 0.6%  
  176,970    

RTL Group S.A.

  $ 10,404,617  
   

 

 

 
      Malaysia - 0.4%  
  6,203,142    

CIMB Group Holdings Bhd

    6,262,363  
   

 

 

 
      Mexico - 0.6%  
  733,822    

America Movil S.A.B. de C.V. Class L, ADR

    10,229,479  
   

 

 

 
      Monaco - 0.2%  
  203,528    

Endeavour Mining Corp.

    4,237,303  
   

 

 

 
      Netherlands - 4.4%  
  823,067    

ABN Amro Bank N.V.(2)

    10,627,545  
  373,436    

Fugro N.V.(1)

    3,887,490  
  1,854,488    

ING Groep N.V.

    23,691,047  
  1,215,623    

PostNL N.V.(1)

    6,349,718  
  1,813,591    

Royal Dutch Shell plc Class B

    32,451,772  
   

 

 

 
      77,007,572  
   

 

 

 
      Norway - 0.8%  
  2,338,712    

Norsk Hydro ASA

    14,892,406  
   

 

 

 
      Russia - 1.5%  
  1,281,719    

Gazprom PJSC ADR

    7,772,010  
  32,957    

LUKOIL PJSC ADR

    2,522,440  
  309,892    

Sberbank of Russia PJSC ADR

    4,878,700  
  1,408,879    

Surgutneftegas PJSC ADR

    6,307,182  
  3,147,318    

VEON Ltd.

    5,665,172  
   

 

 

 
      27,145,504  
   

 

 

 
      South Africa - 1.7%  
  256,426    

Astral Foods Ltd.

    2,442,562  
  522,704    

Gold Fields Ltd.

    4,904,998  
  989,785    

Harmony Gold Mining Co., Ltd. ADR

    4,493,624  
  53,033    

Impala Platinum Holdings Ltd.

    990,977  
  763,972    

MTN Group Ltd.

    4,833,430  
  4,814,749    

Nampak Ltd.

    1,022,543  
  9,323,072    

Old Mutual Ltd.

    8,115,227  
  1,536,526    

Raubex Group Ltd.

    2,796,693  
   

 

 

 
      29,600,054  
   

 

 

 
      South Korea - 3.3%  
  812,875    

DGB Financial Group, Inc.

    6,466,682  
  146,583    

Hankook Tire & Technology Co., Ltd.

    6,324,933  
  325,219    

KB Financial Group, Inc.

    16,010,068  
  473,165    

KT Corp.

    12,041,499  
  374,752    

Shinhan Financial Group Co., Ltd.

    13,466,896  
  719,512    

Tongyang Life Insurance Co., Ltd.

    3,075,520  
   

 

 

 
      57,385,598  
   

 

 

 
      Spain - 1.6%  
  4,733,038    

CaixaBank S.A.

    15,140,818  
  1,974,043    

Prosegur Cia de Seguridad S.A.

    6,137,334  
  6,163,353    

Unicaja Banco S.A.(1)(2)

    6,074,049  
   

 

 

 
      27,352,201  
   

 

 

 
      Switzerland - 4.3%      
  294,636    

Adecco Group AG

    19,970,296  
  377,569    

GAM Holding AG

    978,353  
  86,018    

Implenia AG

    2,507,211  
  100,447    

Julius Baer Group Ltd.

    6,321,876  
  339,216    

LafargeHolcim Ltd.

    20,932,238  
  1,624,328    

UBS Group AG

    24,804,459  
   

 

 

 
      75,514,433  
   

 

 

 
      Taiwan - 1.6%      
  1,053,798    

Catcher Technology Co., Ltd.

    7,436,376  
  2,652,077    

Foxconn Technology Co., Ltd.

    6,513,771  
  2,335,114    

Hon Hai Precision Industry Co., Ltd.

    9,599,761  
  11,480,564    

Shin Kong Financial Holding Co., Ltd.

    4,138,044  
   

 

 

 
      27,687,952  
   

 

 

 
 

 

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

 

 

  33  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6% - (continued)  
      Thailand - 0.6%      
  1,377,019    

Kasikornbank PCL NVDR

  $ 5,828,519  
  1,221,777    

Kasikornbank PCL

    5,210,920  
   

 

 

 
      11,039,439  
   

 

 

 
      Turkey - 1.2%      
  2,120,370    

Anadolu Efes Biracilik Ve Malt Sanayii AS

    5,972,765  
  641,899    

Coca-Cola Icecek AS

    6,100,634  
  6,071,320    

Turk Telekomunikasyon AS

    4,671,516  
  2,111,565    

Turkcell Iletisim Hizmetleri AS

    3,785,067  
  218,598    

Ulker Biskuvi Sanayi AS

    582,395  
   

 

 

 
      21,112,377  
   

 

 

 
      United Kingdom - 10.8%      
  422,387    

Anglo American plc

    17,909,388  
  1,641,884    

Babcock International Group plc

    6,534,940  
  1,983,347    

BAE Systems plc

    13,854,134  
  6,510,603    

BP plc

    27,255,630  
  784,394    

British Land Co. plc REIT

    5,621,099  
  4,795,840    

BT Group plc

    10,939,037  
  6,320,616    

Centrica plc

    4,947,383  
  200,826    

Go-Ahead Group plc

    3,389,225  
  135,370    

Halfords Group plc

    704,812  
  4,063,486    

Hays plc

    9,169,804  
  4,594,124    

J Sainsbury plc

    15,089,370  
  2,785,305    

Kingfisher plc

    13,750,106  
  530,181    

Land Securities Group plc REIT

    5,283,284  
  2,368,659    

Marks & Spencer Group plc

    5,167,345  
  1,132,763    

Pagegroup plc

    8,764,447  
  1,246,927    

Provident Financial plc

    4,216,764  
  1,977,737    

SIG plc

    1,351,288  
  2,019,289    

Standard Chartered plc

    14,486,253  
  735,991    

SThree plc

    4,078,876  
  1,334,499    

WPP plc

    17,991,869  
   

 

 

 
      190,505,054  
   

 

 

 
      United States - 0.4%      
  256,509    

Ovintiv, Inc.

    6,133,344  
   

 

 

 
 

Total Common Stocks
(cost $1,467,717,074)

  $ 1,661,782,975  
   

 

 

 
SHORT-TERM INVESTMENTS - 7.7%  
      Repurchase Agreements - 4.0%  
  69,696,794    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $69,696,823; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $71,090,768

  $ 69,696,794  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 7.7% - (continued)  
      Securities Lending Collateral - 3.7%      
  8,239,430    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

  $ 8,239,430  
  57,793,842    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(3)

    57,793,842  
   

 

 

 
      66,033,272  
   

 

 

 
 

Total Short-Term Investments
(cost $135,730,066)

  $ 135,730,066  
   

 

 

 
 

Total Investments
(cost $1,603,447,140)

    102.3    $ 1,797,513,041  
 

Other Assets and Liabilities

    (2.3 )%       (40,396,989
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,757,116,052  
   

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $16,701,594, representing 1.0% of net assets.

 

(3)

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2021  

Description

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

MSCI EAFE Index Future

     370        06/18/2021      $ 41,760,050      $ (426,006
           

 

 

 

Total futures contracts

 

   $ (426,006
           

 

 

 

 

 

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.

 

 

  34  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 1,499,556     $ 1,499,556     $      $  

Australia

     9,367,696       3,487,227       5,880,469         

Austria

     11,072,406       3,789,159       7,283,247         

Belgium

     18,295,044             18,295,044         

Brazil

     7,905,816       7,905,816               

Canada

     51,598,413       51,598,413               

China

     25,518,547             25,518,547         

Denmark

     20,243,251             20,243,251         

Finland

     16,484,950             16,484,950         

France

     221,383,037       16,839,996       204,543,041         

Germany

     55,111,602             55,111,602         

Greece

     7,228,117             7,228,117         

Hong Kong

     32,356,181             32,356,181         

Hungary

     4,836,124             4,836,124         

India

     13,271,362             13,271,362         

Indonesia

     4,676,324             4,676,324         

Ireland

     28,680,697             28,680,697         

Italy

     55,758,194             55,758,194         

Japan

     479,985,962       1,973,749       478,012,213         

Luxembourg

     10,404,617             10,404,617         

Malaysia

     6,262,363             6,262,363         

Mexico

     10,229,479       10,229,479               

Monaco

     4,237,303       4,237,303               

Netherlands

     77,007,572             77,007,572         

Norway

     14,892,406             14,892,406         

Russia

     27,145,504       5,665,172       21,480,332         

South Africa

     29,600,054       5,516,167       24,083,887         

South Korea

     57,385,598             57,385,598         

Spain

     27,352,201       6,137,334       21,214,867         

Switzerland

     75,514,433             75,514,433         

Taiwan

     27,687,952             27,687,952         

Thailand

     11,039,439             11,039,439         

Turkey

     21,112,377       14,429,348       6,683,029         

United Kingdom

     190,505,054       13,263,841       177,241,213         

United States

     6,133,344       6,133,344               

Short-Term Investments

     135,730,066       66,033,272       69,696,794         
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     1,797,513,041     $     218,739,176     $     1,578,773,865      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (426,006   $ (426,006   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (426,006   $ (426,006   $      $     —  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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.

 

 

  35  

 


Hartford International/Global Equity Funds

Glossary (abbreviations used in the preceding Schedules of Investments)

 

 

 

Other Abbreviations:

ACWI

   All Country World Index

ADR

   American Depositary Receipt

ETF

   Exchange-Traded Fund

GDR

   Global Depositary Receipt

MSCI

   Morgan Stanley Capital International

NVDR

   Non-Voting Depositary Receipt

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust
 

 

 

  36  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities

April 30, 2021 (Unaudited)

 

 

 

     Hartford
Climate
Opportunities
Fund
     Hartford
Emerging
Markets Equity
Fund
     Hartford
Global Impact
Fund
     Hartford
International
Equity Fund
 

Assets:

 

  

Investments in securities, at market value(1)

   $     117,324,122      $     479,405,635      $     113,042,827      $     933,916,148  

Repurchase agreements

     2,632,672        5,049,456        3,400,694        20,982,451  

Cash

     1,173,320        2,257,501        1,528,486        9,422,104  

Cash collateral held for securities on loan

     21,619        40,921               1,252,039  

Foreign currency

     97,355        2,944,386        31,670        361,977  

Receivables:

 

  

From affiliates

     5,690        2,683        9,073         

Investment securities sold

     118,680        15,420,426        173,312        677,257  

Fund shares sold

     1,592,946        850,352        1,134,182        220,407  

Dividends and interest

     158,509        1,019,072        135,728        2,234,617  

Securities lending income

     140        2,372               5,680  

Variation margin on futures contracts

            340,983               1,535,138  

Tax reclaims

     84,344        3,694        91,185        1,503,138  

Other assets

     101,391        101,647        87,240        75,011  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     123,310,788        507,439,128        119,634,397        972,185,967  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

  

Obligation to return securities lending collateral

     432,309        818,307               25,037,209  

Payables:

 

  

Investment securities purchased

     489,986        16,153,697        904,326        765,852  

Fund shares redeemed

     62,958        142,630        48,748        448,827  

Investment management fees

     60,095        358,693        58,529        356,330  

Transfer agent fees

     1,368        52,058        23,859        209,642  

Accounting services fees

     1,333        5,480        1,298        10,651  

Board of Directors’ fees

     64        1,428        303        4,006  

Foreign taxes

            797,938        11,018        184,922  

Distribution fees

     1,086        1,759        2,452        31,120  

Accrued expenses

     16,469        122,898        14,808        106,336  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     1,065,668        18,454,888        1,065,341        27,154,895  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 122,245,120      $ 488,984,240      $ 118,569,056      $ 945,031,072  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

  

Capital stock and paid-in-capital

   $ 92,120,802      $ 406,745,976      $ 107,679,950      $ 784,741,161  

Distributable earnings (loss)

     30,124,318        82,238,264        10,889,106        160,289,911  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 122,245,120      $ 488,984,240      $ 118,569,056      $ 945,031,072  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     175,000,000        660,000,000        225,000,000        560,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 17.22      $ 11.24      $ 16.36      $ 12.90  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 18.22      $ 11.89      $ 17.31      $ 13.65  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,559,103        3,859,922        3,272,875        52,249,341  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 26,854,913      $ 43,395,244      $ 53,542,712      $ 674,143,164  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 16.97      $ 11.06      $ 15.97      $ 12.73  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     79,354        194,593        145,008        1,622,141  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,346,560      $ 2,152,338      $ 2,316,448      $ 20,653,033  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 16.96      $ 11.22      $ 16.31      $ 13.06  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     978,986        3,221,272        2,281,793        5,328,918  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 16,600,786      $ 36,126,585      $ 37,213,429      $ 69,613,171  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 16.95      $ 11.20      $ 16.09      $ 12.82  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     12,651        40,347        402,084        1,087,632  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 214,497      $ 452,006      $ 6,470,654      $ 13,947,126  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 16.93      $ 11.46      $ 16.32      $ 12.93  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     19,762        33,154        64,115        583,201  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 334,635      $ 379,836      $ 1,046,437      $ 7,539,834  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  37  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     Hartford
Climate
Opportunities
Fund
     Hartford
Emerging
Markets Equity
Fund
     Hartford
Global Impact
Fund
     Hartford
International
Equity Fund
 

Class R5:  Net asset value per share

   $ 16.84      $ 11.15      $ 16.17      $ 11.34  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,897        4,702        27,133        974,347  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 183,509      $ 52,409      $ 438,863      $ 11,046,538  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 16.77      $ 11.21      $ 16.18      $ 13.12  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     19,884        10,736        463,020        3,687,927  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 333,473      $ 120,389      $ 7,491,189      $ 48,396,351  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 17.20      $ 11.19      $ 16.21      $ 13.07  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     511,580        26,610,549        121,832        1,043,397  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 8,799,844      $ 297,819,572      $ 1,975,071      $ 13,636,765  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 17.39      $ 11.15      $ 16.29      $ 13.13  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,886,610        9,733,530        495,636        6,554,779  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 67,576,903      $ 108,485,861      $ 8,074,253      $ 86,055,090  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     96,042,991      $     372,087,194      $     85,182,828      $     768,122,972  

Cost of foreign currency

   $ 97,365      $ 2,944,567      $ 31,701      $ 362,143  

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

   $ 417,112      $ 1,327,132      $      $ 18,488,061  

 

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, 2021 (Unaudited)

 

 

 

     The Hartford
International
Growth Fund
     The Hartford
International
Opportunities
Fund
     The Hartford
International
Value Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     674,121,661      $     4,552,713,231      $     1,727,816,247  

Repurchase agreements

     6,930,854        44,818,345        69,696,794  

Cash

     2,746,449        19,984,892        31,077,816  

Cash collateral held for securities on loan

     1,326,164        4,041,138        3,475,958  

Foreign currency

     130,069        736,402        6,051  

Receivables:

        

From affiliates

     6,292                

Investment securities sold

     676        24,362,369        2,955,337  

Fund shares sold

     1,267,048        7,200,898        5,401,753  

Dividends and interest

     1,536,899        8,913,434        7,060,612  

Securities lending income

     7,599        53,195        17,960  

Variation margin on futures contracts

                   1,990,830  

Tax reclaims

     589,909        4,282,258        1,669,611  

Other assets

     114,141        125,759        163,049  
  

 

 

    

 

 

    

 

 

 

Total assets

     688,777,761        4,667,231,921        1,851,332,018  
  

 

 

    

 

 

    

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     26,519,475        80,811,225        69,509,230  

Payables:

 

Investment securities purchased

            22,417,685        22,359,292  

Fund shares redeemed

     615,946        5,894,883        884,850  

Investment management fees

     407,709        2,413,673        1,110,486  

Transfer agent fees

     111,271        398,669        209,385  

Accounting services fees

     7,403        50,974        19,229  

Board of Directors’ fees

     878        16,566        5,969  

Foreign taxes

            223,774         

Distribution fees

     6,676        29,761        2,645  

Accrued expenses

     11,573        189,071        114,880  
  

 

 

    

 

 

    

 

 

 

Total liabilities

     27,680,931        112,446,281        94,215,966  
  

 

 

    

 

 

    

 

 

 

Net assets

   $ 661,096,830      $ 4,554,785,640      $ 1,757,116,052  
  

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 482,805,640      $ 3,373,874,307      $ 1,999,808,277  

Distributable earnings (loss)

     178,291,190        1,180,911,333        (242,692,225
  

 

 

    

 

 

    

 

 

 

Net assets

   $ 661,096,830      $ 4,554,785,640      $ 1,757,116,052  
  

 

 

    

 

 

    

 

 

 

Shares authorized

     485,000,000        825,000,000        730,000,000  
  

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 19.39      $ 20.46      $ 15.77  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 20.52      $ 21.65      $ 16.69  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     8,768,617        26,796,488        2,826,931  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 170,062,122      $ 548,267,677      $ 44,576,075  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 17.50      $ 17.73      $ 15.55  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     330,245        1,650,179        454,763  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 5,777,946      $ 29,259,930      $ 7,072,833  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 19.23      $ 20.33      $ 15.82  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     11,623,722        22,567,575        69,397,560  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 223,537,572      $ 458,847,258      $ 1,097,797,307  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 19.64      $ 20.84      $ 15.81  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     49,438        1,922,461        48,827  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 970,840      $ 40,063,772      $ 771,866  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 20.03      $ 21.22      $ 15.72  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     147,374        5,657,724        245,152  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,951,822      $ 120,067,193      $ 3,854,610  
  

 

 

    

 

 

    

 

 

 

 

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, 2021 (Unaudited)

 

 

 

     The Hartford
International
Growth Fund
     The Hartford
International
Opportunities
Fund
     The Hartford
International
Value Fund
 

Class R5:  Net asset value per share

   $ 20.18      $ 21.40      $ 15.87  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,862,056        16,972,439        2,243,233  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 37,577,307      $ 363,280,414      $ 35,610,124  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 20.29      $ 21.53      $ 16.21  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     383,136        45,784,692        1,332,718  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 7,773,628      $ 985,812,423      $ 21,601,403  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 20.24      $ 21.53      $ 16.20  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     770,590        59,884,815        22,123,343  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 15,597,864      $ 1,289,345,914      $ 358,406,758  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 19.26      $ 20.34      $ 15.83  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,222,254        35,398,796        11,841,179  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 196,847,729      $ 719,841,059      $ 187,425,076  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     514,219,229      $     3,596,384,096      $     1,603,447,140  

Cost of foreign currency

   $ 131,223      $ 742,894      $ 6,000  

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

   $ 40,030,846      $ 91,657,897      $ 56,088,464  

 

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

 

 

  40  

 


Hartford International/Global Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

     Hartford
Climate
Opportunities
Fund
    Hartford
Emerging
Markets Equity
Fund
    Hartford
Global Impact
Fund
    Hartford
International
Equity Fund
 

Investment Income:

        

Dividends

   $ 704,587     $ 4,976,330     $ 545,615     $ 8,400,765  

Interest

     645       2,047       1,138       2,529  

Securities lending

     3,495       35,668       4,283       33,599  

Less: Foreign tax withheld

     (55,838     (571,332     (71,672     (934,112
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     652,889       4,442,713       479,364       7,502,781  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     275,510       2,044,309       320,481       2,081,383  

Transfer agent fees

        

Class A

     8,914       34,901       57,064       564,427  

Class C

     625       2,588       2,891       28,461  

Class I

     2,980       15,093       14,787       27,499  

Class R3

     162       344       6,123       13,113  

Class R4

     222       304       826       6,031  

Class R5

     93       374       182       5,400  

Class R6

     3       16       81       859  

Class Y

     1,277       136,926       980       6,950  

Class F

     161       170       100       619  

Distribution fees

        

Class A

     22,752       52,171       61,486       804,088  

Class C

     4,313       10,555       12,400       133,170  

Class R3

     429       922       15,240       33,681  

Class R4

     368       471       1,293       9,265  

Custodian fees

     7,042       54,749       6,209       38,460  

Registration and filing fees

     62,152       61,593       64,285       60,113  

Accounting services fees

     6,270       32,143       7,313       64,056  

Board of Directors’ fees

     945       5,490       1,236       11,470  

Audit and tax fees

     13,095       32,097       24,759       35,665  

Other expenses

     9,776       40,406       13,279       79,918  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     417,089       2,525,622       611,015       4,004,628  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

     (53,256     (23,441     (70,107      

Distribution fee reimbursements

     (803     (171     (2,774     (15,418

Commission recapture

     (74           (344     (300
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (54,133     (23,612     (73,225     (15,718
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     362,956       2,502,010       537,790       3,988,910  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     289,933       1,940,703       (58,426     3,513,871  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Investments

     6,127,672       23,543,389       7,069,075       35,427,773  

Less: Foreign taxes paid on realized capital gains

           (92,361     (2,847     (15,123

Futures contracts

           987,988             1,834,145  

Other foreign currency transactions

     (3,522     (140,938     (447     (145,210
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     6,124,150       24,298,078       7,065,781       37,101,585  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments*

     14,364,262       71,555,159       16,622,020       170,308,188  

Futures contracts

           (100,500           626,091  

Translation of other assets and liabilities in foreign currencies

     410       955       6,661       21,279  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     14,364,672       71,455,614       16,628,681       170,955,558  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     20,488,822       95,753,692       23,694,462       208,057,143  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $      20,778,755     $      97,694,395     $      23,636,036     $     211,571,014  
  

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $     $ (796,447   $ (11,018   $ (184,922

 

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

 

 

  41  

 


Hartford International/Global Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

     The Hartford
International
Growth Fund
    The Hartford
International
Opportunities
Fund
    The Hartford
International
Value Fund
 

Investment Income:

      

Dividends

   $ 4,141,080     $ 32,111,951     $ 19,211,209  

Interest

     1,111       11,018       10,114  

Securities lending

     10,456       77,430       160,748  

Less: Foreign tax withheld

     (486,630     (2,682,258     (2,090,240
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     3,666,017       29,518,141       17,291,831  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     2,372,915       14,108,111       5,835,400  

Transfer agent fees

      

Class A

     140,658       380,697       24,617  

Class C

     7,320       26,417       5,450  

Class I

     198,293       156,353       541,756  

Class R3

     883       44,425       463  

Class R4

     1,966       91,894       2,667  

Class R5

     17,231       175,232       14,109  

Class R6

     110       13,744       449  

Class Y

     7,436       617,998       87,526  

Class F

     808       3,128       500  

Distribution fees

      

Class A

     200,274       653,643       45,953  

Class C

     30,402       153,845       35,723  

Class R3

     2,225       101,506       1,459  

Class R4

     3,104       144,760       4,284  

Custodian fees

     17,991       53,299       49,017  

Registration and filing fees

     82,823       84,943       85,823  

Accounting services fees

     44,226       306,481       102,969  

Board of Directors’ fees

     7,048       54,682       17,404  

Audit and tax fees

     18,756       19,820       26,749  

Other expenses

     49,941       222,741       116,068  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     3,204,410       17,413,719       6,998,386  
  

 

 

   

 

 

   

 

 

 

Expense waivers

     (17,577            

Transfer agent fee waivers

           (184,633      

Distribution fee reimbursements

     (2,411     (6,558     (175

Commission recapture

     (10     (19,902     (1,903
  

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (19,998     (211,093     (2,078
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     3,184,412       17,202,626       6,996,308  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     481,605       12,315,515       10,295,523  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

      

Investments

     12,612,001       580,091,517       33,695,499  

Less: Foreign taxes paid on realized capital gains

           (135,787      

Futures contracts

                 6,118,635  

Foreign currency contracts

                 (399,578

Other foreign currency transactions

     (26,862     (803,017     (189,389
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     12,585,139       579,152,713       39,225,167  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

      

Investments*

     118,928,693       273,161,367       397,526,364  

Futures contracts

                 (375,915

Translation of other assets and liabilities in foreign currencies

     (4,163     (35,628     22,881  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     118,924,530       273,125,739       397,173,330  
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     131,509,669       852,278,452       436,398,497  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $      131,991,274     $      864,593,967     $      446,694,020  
  

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $     $ (223,774   $  

 

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

 

 

  42  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets

 

 

 

     Hartford
Climate Opportunities Fund
    Hartford
Emerging Markets Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

        

Net investment income (loss)

   $ 289,933     $ 395,048     $ 1,940,703     $ 5,178,680  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     6,124,150       593,517       24,298,078       (19,765,512

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     14,364,672       8,324,588       71,455,614       30,885,392  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     20,778,755       9,313,153       97,694,395       16,298,560  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (145,874     (119,368     (357,708     (930,952

Class C

     (4,889     (8,961     (3,128     (30,884

Class I

     (70,488     (68,860     (339,224     (551,883

Class R3

     (1,589     (6,294     (2,122     (8,081

Class R4

     (3,274     (5,823     (3,221     (2,567

Class R5

     (2,495     (5,744     (10,847     (16,899

Class R6

     (2,724     (6,463     (16,072     (25,806

Class Y

     (37,648     (26,904     (3,485,488     (5,358,106

Class F

     (791,120     (749,220     (1,212,609     (781,456
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,060,101     (997,637     (5,430,419     (7,706,634
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     51,410,275       31,639,136       92,092,994       130,581,792  

Issued on reinvestment of distributions

     986,447       915,805       4,185,193       7,403,318  

Redeemed

     (6,095,919     (4,714,571     (68,814,452     (87,080,919
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     46,300,803       27,840,370       27,463,735       50,904,191  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     66,019,457       36,155,886       119,727,711       59,496,117  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     56,225,663       20,069,777       369,256,529       309,760,412  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     122,245,120     $     56,225,663     $     488,984,240     $     369,256,529  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  43  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Global Impact Fund
    Hartford
International Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

        

Net investment income (loss)

   $ (58,426   $ 585,903     $ 3,513,871     $ 9,393,391  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     7,065,781       1,395,787       37,101,585       (18,252,535

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     16,628,681       9,103,263       170,955,558       (22,357,263
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     23,636,036       11,084,953       211,571,014       (31,216,407
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (189,333     (147,652     (6,835,200     (15,148,861

Class C

           (7,654     (42,167     (514,273

Class I

     (202,896     (132,781     (876,767     (2,054,436

Class R3

     (9,943     (22,549     (108,861     (307,228

Class R4

     (4,869     (9,729     (80,094     (182,968

Class R5

     (2,640     (2,372     (158,409     (50,469

Class R6

     (44,105     (7,185     (637,579     (709,639

Class Y

     (15,334     (59,070     (159,071     (845,813

Class F

     (48,506     (256,406     (1,171,764     (1,982,075
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (517,626     (645,398     (10,069,912     (21,795,762
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     26,928,875       20,511,763       34,783,761       91,228,401  

Issued in merger

           82,415,575              

Issued on reinvestment of distributions

     507,891       635,509       9,906,402       21,151,248  

Redeemed

     (16,388,806     (76,012,743     (85,382,093     (241,036,381
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     11,047,960       27,550,104       (40,691,930     (128,656,732
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     34,166,370       37,989,659       160,809,172       (181,668,901
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     84,402,686       46,413,027       784,221,900       965,890,801  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     118,569,056     $     84,402,686     $     945,031,072     $     784,221,900  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  44  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
International Growth Fund
    The Hartford
International Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

        

Net investment income (loss)

   $ 481,605     $ 889,888     $ 12,315,515     $ 21,462,687  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     12,585,139       31,658,605       579,152,713       (182,390,963

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     118,924,530       3,020,790       273,125,739       423,056,540  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     131,991,274       35,569,283       864,593,967       262,128,264  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (4,940,476     (721,736     (1,966,312     (6,181,796

Class C

     (211,392                 (261,125

Class I

     (7,211,221     (400,088     (2,750,046     (5,982,588

Class R3

     (25,942     (1,745     (5,791     (460,064

Class R4

     (74,700     (16,976     (401,758     (1,494,778

Class R5

     (1,118,622     (263,929     (2,159,841     (4,277,258

Class R6

     (178,938     (34,507     (6,004,017     (11,152,699

Class Y

     (453,767     (158,669     (7,984,680     (16,953,720

Class F

     (6,315,669     (1,145,422     (5,346,154     (11,446,722
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (20,530,727     (2,743,072     (26,618,599     (58,210,750
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     62,536,818       261,096,819       548,514,909       851,693,324  

Issued on reinvestment of distributions

     20,462,011       2,715,341       25,801,993       55,781,632  

Redeemed

     (75,449,283     (91,978,214     (565,431,554     (985,954,816
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     7,549,546       171,833,946       8,885,348       (78,479,860
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     119,010,093       204,660,157       846,860,716       125,437,654  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     542,086,737       337,426,580       3,707,924,924       3,582,487,270  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     661,096,830     $     542,086,737     $     4,554,785,640     $     3,707,924,924  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

    

Net investment income (loss)

   $ 10,295,523     $ 24,980,789  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     39,225,167       (359,750,646

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     397,173,330       (118,477,641
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     446,694,020       (453,247,498
  

 

 

   

 

 

 

Distributions to Shareholders:

    

Class A

     (394,527     (5,897,568

Class C

     (57,733     (306,110

Class I

     (16,322,708     (31,692,857

Class R3

     (6,595     (11,482

Class R4

     (59,329     (87,974

Class R5

     (657,545     (1,052,666

Class R6

     (661,246     (5,419,824

Class Y

     (5,652,207     (17,970,437

Class F

     (4,332,925     (9,066,373
  

 

 

   

 

 

 

Total distributions

     (28,144,815     (71,505,291
  

 

 

   

 

 

 

Capital Share Transactions:

    

Sold

     679,761,249       551,353,898  

Issued on reinvestment of distributions

     27,765,432       68,483,557  

Redeemed

     (327,251,473     (1,470,688,737
  

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     380,275,208       (850,851,282
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     798,824,413       (1,375,604,071
  

 

 

   

 

 

 

Net Assets:

    

Beginning of period

     958,291,639       2,333,895,710  
  

 

 

   

 

 

 

End of period

   $     1,757,116,052     $     958,291,639  
  

 

 

   

 

 

 

 

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, 2021 (Unaudited)

 

A

  $   13.13     $   0.03     $   4.23     $   4.26     $   (0.02   $   (0.15   $   (0.17   $   17.22       32.64 %(4)    $   26,855       1.19 %(5)      1.13 %(5)      0.35 %(5)      26

C

    12.97       (0.03     4.18       4.15             (0.15     (0.15     16.97       32.15 (4)      1,347       1.99 (5)      1.92 (5)      (0.42 )(5)      26  

I

    12.95       0.05       4.18       4.23       (0.07     (0.15     (0.22     16.96       32.88 (4)      16,601       0.91 (5)      0.86 (5)      0.68 (5)      26  

R3

    12.90       0.04       4.16       4.20             (0.15     (0.15     16.95       32.71 (4)      214       1.53 (5)      0.96 (5)      0.47 (5)      26  

R4

    12.91       0.04       4.17       4.21       (0.04     (0.15     (0.19     16.93       32.76 (4)      335       1.24 (5)      0.94 (5)      0.50 (5)      26  

R5

    12.87       0.05       4.15       4.20       (0.08     (0.15     (0.23     16.84       32.88 (4)      184       0.95 (5)      0.80 (5)      0.62 (5)      26  

R6

    12.83       0.07       4.12       4.19       (0.10     (0.15     (0.25     16.77       32.92 (4)      333       0.85 (5)      0.69 (5)      0.88 (5)      26  

Y

    13.15       0.06       4.23       4.29       (0.09     (0.15     (0.24     17.20       32.82 (4)      8,800       0.89 (5)      0.78 (5)      0.76 (5)      26  

F

    13.29       0.06       4.29       4.35       (0.10     (0.15     (0.25     17.39       32.98 (4)      67,577       0.84 (5)      0.69 (5)      0.76 (5)      26  

For the Year Ended October 31, 2020

 

A

  $   10.92     $   0.07     $   2.42     $   2.49     $   (0.05   $   (0.23   $   (0.28   $   13.13       23.27   $   9,476       1.49     1.10     0.58     36

C

    10.93       (0.03     2.40       2.37       (0.10     (0.23     (0.33     12.97       22.24       403       2.33       1.94       (0.26     36  

I

    10.78       0.10       2.39       2.49       (0.09     (0.23     (0.32     12.95       23.58       3,649       1.21       0.83       0.86       36  

R3

    11.02       0.08       2.41       2.49       (0.38     (0.23     (0.61     12.90       23.51       139       1.80       0.93       0.74       36  

R4

    10.93       0.09       2.39       2.48       (0.27     (0.23     (0.50     12.91       23.48       229       1.50       0.93       0.76       36  

R5

    10.94       0.10       2.39       2.49       (0.33     (0.23     (0.56     12.87       23.58       138       1.20       0.81       0.85       36  

R6

    10.96       0.11       2.39       2.50       (0.40     (0.23     (0.63     12.83       23.73       139       1.08       0.69       0.97       36  

Y

    10.94       0.10       2.43       2.53       (0.09     (0.23     (0.32     13.15       23.66       1,663       1.18       0.79       0.90       36  

F

    11.01       0.11       2.45       2.56       (0.05     (0.23     (0.28     13.29       23.76       40,390       1.08       0.69       1.00       36  

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  

 

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 Climate Opportunities Fund – (continued)  

For the Year 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) 
Hartford Emerging Markets Equity Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   9.06     $   0.03     $   2.24     $   2.27     $   (0.09   $   —     $   (0.09   $   11.24       25.19 %(4)    $   43,395       1.42 %(5)      1.41 %(5)      0.53 %(5)      53

C

    8.88       (0.01     2.21       2.20       (0.02           (0.02     11.06       24.75 (4)      2,152       2.24 (5)      2.20 (5)      (0.23 )(5)      53  

I

    9.04       0.05       2.25       2.30       (0.12           (0.12     11.22       25.55 (4)      36,127       1.09 (5)      1.09 (5)      0.89 (5)      53  

R3

    9.01       0.02       2.24       2.26       (0.07           (0.07     11.20       25.12 (4)      452       1.69 (5)      1.68 (5)      0.35 (5)      53  

R4

    9.23       0.03       2.29       2.32       (0.09           (0.09     11.46       25.26 (4)      380       1.41 (5)      1.39 (5)      0.55 (5)      53  

R5

    9.00       0.03       2.24       2.27       (0.12           (0.12     11.15       25.40 (4)      52       1.11 (5)      1.10 (5)      0.66 (5)      53  

R6

    9.05       0.03       2.27       2.30       (0.14           (0.14     11.21       25.58 (4)      120       1.00 (5)      0.98 (5)      0.66 (5)      53  

Y

    9.03       0.04       2.25       2.29       (0.13           (0.13     11.19       25.49 (4)      297,820       1.10 (5)      1.09 (5)      0.86 (5)      53  

F

    9.00       0.05       2.24       2.29       (0.14           (0.14     11.15       25.61 (4)      108,486       1.00 (5)      0.98 (5)      1.01 (5)      53  

For the Year Ended October 31, 2020

 

A

  $   8.96     $   0.11     $   0.18     $   0.29     $   (0.19   $   —     $   (0.19   $   9.06       3.12   $   36,749       1.47     1.41     1.27     104

C

    8.78       0.04       0.16       0.20       (0.10           (0.10     8.88       2.26       1,669       2.29       2.20       0.45       104  

I

    8.94       0.14       0.18       0.32       (0.22           (0.22     9.04       3.45       26,381       1.14       1.08       1.61       104  

R3

    8.95       0.09       0.16       0.25       (0.19           (0.19     9.01       2.68       284       1.76       1.70       1.04       104  

R4

    9.01       0.12       0.16       0.28       (0.06           (0.06     9.23       3.12       328       1.46       1.39       1.34       104  

R5

    8.90       0.14       0.18       0.32       (0.22           (0.22     9.00       3.46       791       1.16       1.10       1.58       104  

R6

    8.96       0.15       0.17       0.32       (0.23           (0.23     9.05       3.43       1,065       1.04       0.98       1.71       104  

Y

    8.93       0.14       0.18       0.32       (0.22           (0.22     9.03       3.47       244,884       1.14       1.08       1.62       104  

F

    8.90       0.15       0.17       0.32       (0.22           (0.22     9.00       3.55       57,105       1.04       0.98       1.73       104  

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(8)

    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  

 

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, 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 (5)      98  

For the Year Ended October 31, 2016

 

A

  $   7.30     $   0.08     $   0.50 (9)    $   0.58     $   (0.13   $   (0.10   $   (0.23   $   7.65       8.52   $   10,848       1.94     1.76 %(10)      1.12     97

C

    7.15       0.03       0.49 (9)      0.52       (0.08     (0.10     (0.18     7.49       7.69       1,520       2.61       2.51 (10)      0.46       97  

I

    7.30       0.10       0.51 (9)      0.61       (0.17     (0.10     (0.27     7.64       8.94       2,665       1.42       1.36 (10)      1.52       97  

R3

    7.24             0.56 (9)      0.56       (0.12     (0.10     (0.22     7.58       8.30       165       2.09       1.96 (10)      (0.01     97  

R4

    7.28       0.01       0.57 (9)      0.58       (0.15     (0.10     (0.25     7.61       8.44       40       1.78       1.66 (10)      0.11       97  

R5

    7.30       0.02       0.54 (9)      0.56       (0.17     (0.10     (0.27     7.59       8.22       13       1.47       1.36 (10)      0.35       97  

Y

    7.29       0.09       0.53 (9)      0.62       (0.17     (0.10     (0.27     7.64       9.16       65,378       1.37       1.31 (10)      1.33       97  
Hartford Global Impact Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   12.90     $   (0.02   $   3.54     $   3.52     $   (0.06   $   —     $   (0.06   $   16.36       27.31 %(4)    $   53,543       1.33 %(5)      1.17 %(5)      (0.25 )%(5)      21

C

    12.60       (0.08     3.45       3.37                         15.97       26.75 (4)      2,316       2.08 (5)      1.92 (5)      (1.01 )(5)      21  

I

    12.88       0.01       3.53       3.54       (0.11           (0.11     16.31       27.50 (4)      37,213       0.94 (5)      0.84 (5)      0.10 (5)      21  

R3

    12.68       (0.04     3.48       3.44       (0.03           (0.03     16.09       27.10 (4)      6,471       1.55 (5)      1.40 (5)      (0.48 )(5)      21  

R4

    12.88       (0.01     3.52       3.51       (0.07           (0.07     16.32       27.30 (4)      1,046       1.26 (5)      1.10 (5)      (0.19 )(5)      21  

R5

    12.78       0.01       3.50       3.51       (0.12           (0.12     16.17       27.51 (4)      439       0.94 (5)      0.80 (5)      0.12 (5)      21  

R6

    12.79       0.02       3.51       3.53       (0.14           (0.14     16.18       27.64 (4)      7,491       0.85 (5)      0.69 (5)      0.26 (5)      21  

Y

    12.81       0.01       3.51       3.52       (0.12           (0.12     16.21       27.55 (4)      1,975       0.94 (5)      0.79 (5)      0.14 (5)      21  

F

    12.88       0.02       3.53       3.55       (0.14           (0.14     16.29       27.60 (4)      8,074       0.85 (5)      0.69 (5)      0.27 (5)      21  

For the Year Ended October 31, 2020

 

A

  $   11.32     $   0.06     $   1.56     $   1.62     $   (0.04   $   —     $   (0.04   $   12.90       14.37   $   41,474       1.50     1.02     0.56     85

C

    11.12       (0.02     1.53       1.51       (0.03           (0.03     12.60       13.63       2,132       2.23       1.75       (0.17     85  

I

    11.30       0.10       1.56       1.66       (0.08           (0.08     12.88       14.79       24,403       1.12       0.66       0.90       85  

R3

    11.14       0.04       1.54       1.58       (0.04           (0.04     12.68       14.21       5,327       1.72       1.22       0.36       85  

R4

    11.28       0.08       1.56       1.64       (0.04           (0.04     12.88       14.59       894       1.38       0.87       0.73       85  

R5

    11.18       0.11       1.54       1.65       (0.05           (0.05     12.78       14.77       253       1.10       0.60       0.95       85  

R6

    11.21       0.10       1.56       1.66       (0.08           (0.08     12.79       14.87       3,111       1.04       0.59       0.88       85  

Y

    11.17       0.14       1.55       1.69       (0.05           (0.05     12.81       15.15       2,958       0.93       0.43       1.27       85  

F

    11.36       0.12       1.57       1.69       (0.17           (0.17     12.88       15.05       3,850       0.98       0.41       1.01       85  

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 %(11)      1.10 %(11)      1.17     5 %(12) 

C

    10.93       0.07       1.45       1.52       (0.03     (1.30     (1.33     11.12       16.45       38       2.74 (11)      1.60 (11)      0.63       5 (12) 

I

    11.05       0.17       1.46       1.63       (0.08     (1.30     (1.38     11.30       17.47       13,351       1.54 (11)      0.73 (11)      1.60       5 (12) 

R3

    10.98       0.08       1.48       1.56       (0.10     (1.30     (1.40     11.14       16.94       282       2.07 (11)      1.19 (11)      0.79       5 (12) 

R4

    11.08       0.13       1.46       1.59       (0.09     (1.30     (1.39     11.28       17.11       27       1.91 (11)      0.95 (11)      1.25       5 (12) 

R5

    11.00       0.15       1.44       1.59       (0.11     (1.30     (1.41     11.18       17.45       13       1.61 (11)      0.76 (11)      1.43       5 (12) 

R6

    11.01       0.20       1.41       1.61       (0.11     (1.30     (1.41     11.21       17.45       897       1.43 (11)      0.63 (11)      1.81       5 (12) 

Y

    10.99       0.23       1.37       1.60       (0.12     (1.30     (1.42     11.17       17.42       300       1.54 (11)      0.67 (11)      2.11       5 (12) 

F

    11.16       0.16       1.47       1.63       (0.13     (1.30     (1.43     11.36       17.43       30,632       1.49 (11)      0.66 (11)      1.54       5 (12) 

 

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 Global Impact Fund – (continued)  

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 %(11)      1.20 %(11)      0.78     79 %(13) 

C

    11.57       0.03       (0.27     (0.24     (0.05     (0.35     (0.40     10.93       (2.25     40       3.12 (11)      1.64 (11)      0.28       79 (13) 

I

    11.66       0.13       (0.26     (0.13     (0.13     (0.35     (0.48     11.05       (1.34     2,588       1.91 (11)      0.79 (11)      1.12       79 (13) 

R3

    11.63       0.10       (0.25     (0.15     (0.15     (0.35     (0.50     10.98       (1.54     11       2.60 (11)      0.98 (11)      0.85       79 (13) 

R4

    11.64       0.10       (0.26     (0.16     (0.05     (0.35     (0.40     11.08       (1.58     23       2.30 (11)      1.03 (11)      0.88       79 (13) 

R5

    11.65       0.12       (0.25     (0.13     (0.17     (0.35     (0.52     11.00       (1.40     11       1.99 (11)      0.85 (11)      1.00       79 (13) 

R6

    11.66       0.13       (0.25     (0.12     (0.18     (0.35     (0.53     11.01       (1.23     12       1.88 (11)      0.74 (11)      1.10       79 (13) 

Y

    11.65       0.14       (0.27     (0.13     (0.18     (0.35     (0.53     10.99       (1.31     22       1.93 (11)      0.79 (11)      1.15       79 (13) 

F

    11.66       0.13       (0.26     (0.13     (0.02     (0.35     (0.37     11.16       (1.26     26,117       1.88 (11)      0.74 (11)      1.10       79 (13) 

For the Period Ended October 31, 2017(6)

 

A

  $   10.00     $   0.06     $   1.57     $   1.63     $   —     $   —     $   —     $   11.63       16.30 %(4)    $   140       5.13 %(5)(11)      1.19 %(5)(11)      0.76 %(5)      50 %(13) 

C

    10.00       0.01       1.56       1.57                         11.57       15.70 (4)      16       5.94 (5)(11)      2.00 (5)(11)      0.11 (5)      50 (13) 

I

    10.00       0.09       1.57       1.66                         11.66       16.60 (4)      1,214       4.76 (5)(11)      0.86 (5)(11)      1.26 (5)      50 (13) 

R3

    10.00       0.07       1.56       1.63                         11.63       16.30 (4)      12       5.54 (5)(11)      1.22 (5)(11)      0.93 (5)      50 (13) 

R4

    10.00       0.07       1.57       1.64                         11.64       16.40 (4)      12       5.24 (5)(11)      1.12 (5)(11)      1.01 (5)      50 (13) 

R5

    10.00       0.09       1.56       1.65                         11.65       16.50 (4)      12       4.94 (5)(11)      0.95 (5)(11)      1.19 (5)      50 (13) 

R6

    10.00       0.09       1.57       1.66                         11.66       16.60 (4)      12       4.84 (5)(11)      0.85 (5)(11)      1.29 (5)      50 (13) 

Y

    10.00       0.12       1.53       1.65                         11.65       16.50 (4)      12       4.79 (5)(11)      0.90 (5)(11)      1.63 (5)      50 (13) 

F

    10.00       0.10       1.56       1.66                         11.66       16.50 (4)      26,456       4.74 (5)(11)      0.85 (5)(11)      1.28 (5)      50 (13) 
Hartford International Equity Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   10.24     $   0.04     $   2.75     $   2.79     $   (0.13   $   —     $   (0.13   $   12.90       27.32 %(4)    $   674,143       0.95 %(5)      0.94 %(5)      0.71 %(5)      21

C

    10.05       (0.01     2.71       2.70       (0.02           (0.02     12.73       26.86 (4)      20,653       1.74 (5)      1.74 (5)      (0.13 )(5)      21  

I

    10.38       0.06       2.79       2.85       (0.17           (0.17     13.06       27.55 (4)      69,613       0.61 (5)      0.61 (5)      1.06 (5)      21  

R3

    10.16       0.03       2.73       2.76       (0.10           (0.10     12.82       27.21 (4)      13,947       1.22 (5)      1.21 (5)      0.45 (5)      21  

R4

    10.26       0.04       2.76       2.80       (0.13           (0.13     12.93       27.40 (4)      7,540       0.94 (5)      0.93 (5)      0.71 (5)      21  

R5

    9.03       0.06       2.42       2.48       (0.17           (0.17     11.34       27.58 (4)      11,047       0.63 (5)      0.63 (5)      1.04 (5)      21  

R6

    10.43       0.07       2.80       2.87       (0.18           (0.18     13.12       27.62 (4)      48,396       0.53 (5)      0.53 (5)      1.13 (5)      21  

Y

    10.38       0.06       2.79       2.85       (0.16           (0.16     13.07       27.54 (4)      13,637       0.63 (5)      0.63 (5)      1.03 (5)      21  

F

    10.44       0.07       2.80       2.87       (0.18           (0.18     13.13       27.60 (4)      86,055       0.53 (5)      0.53 (5)      1.14 (5)      21  

For the Year Ended October 31, 2020

 

A

  $   10.74     $   0.11     $   (0.37   $   (0.26   $   (0.24   $   —     $   (0.24   $   10.24       (2.57 )%    $   558,506       0.99     0.99     1.04     77

C

    10.52       0.02       (0.35     (0.33     (0.14           (0.14     10.05       (3.28     24,973       1.75       1.75       0.24       77  

I

    10.88       0.14       (0.36     (0.22     (0.28           (0.28     10.38       (2.21     54,603       0.63       0.63       1.36       77  

R3

    10.65       0.08       (0.36     (0.28     (0.21           (0.21     10.16       (2.81     12,115       1.24       1.23       0.79       77  

R4

    10.74       0.11       (0.36     (0.25     (0.23           (0.23     10.26       (2.52     6,419       0.95       0.95       1.07       77  

R5

    9.50       0.15       (0.34     (0.19     (0.28           (0.28     9.03       (2.20     8,761       0.66       0.66       1.67       77  

R6

    10.93       0.16       (0.37     (0.21     (0.29           (0.29     10.43       (2.11     37,296       0.55       0.55       1.53       77  

Y

    10.88       0.13       (0.35     (0.22     (0.28           (0.28     10.38       (2.20     13,601       0.65       0.65       1.27       77  

F

    10.94       0.16       (0.37     (0.21     (0.29           (0.29     10.44       (2.02     67,949       0.54       0.54       1.50       77  

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  

 

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, 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(8)

    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(6)

    9.65       0.08       1.80       1.88                         11.53       19.48 (4)      1,739       1.26 (5)      0.66 (5)      1.01 (5)      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 %(14)      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 (14)      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 (14)      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 (14)      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 (14)      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 (14)      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 (14)      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 (14)      1.96       95  
The Hartford International Growth Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   16.10     $   (0.01   $   3.88     $   3.87     $   —     $   (0.58   $   (0.58   $   19.39       24.36 %(4)    $   170,062       1.26 %(5)      1.25 %(5)      (0.08 )%(5)      15

C

    14.63       (0.08     3.53       3.45             (0.58     (0.58     17.50       23.93 (4)      5,778       2.07 (5)      2.05 (5)      (0.92 )(5)      15  

I

    15.97       0.01       3.86       3.87       (0.03     (0.58     (0.61     19.23       24.57 (4)      223,538       1.02 (5)      1.00 (5)      0.16 (5)      15  

R3

    16.31       (0.03     3.94       3.91             (0.58     (0.58     19.64       24.29 (4)      971       1.53 (5)      1.52 (5)      (0.33 )(5)      15  

R4

    16.61       0.00 (15)      4.00       4.00             (0.58     (0.58     20.03       24.40 (4)      2,952       1.24 (5)      1.24 (5)      (0.02 )(5)      15  

R5

    16.73       0.02       4.04       4.06       (0.03     (0.58     (0.61     20.18       24.59 (4)      37,577       0.93 (5)      0.93 (5)      0.25 (5)      15  

R6

    16.83       0.04       4.06       4.10       (0.06     (0.58     (0.64     20.29       24.68 (4)      7,774       0.83 (5)      0.83 (5)      0.42 (5)      15  

Y

    16.78       0.02       4.06       4.08       (0.04     (0.58     (0.62     20.24       24.64 (4)      15,598       0.93 (5)      0.93 (5)      0.25 (5)      15  

F

    16.00       0.03       3.87       3.90       (0.06     (0.58     (0.64     19.26       24.71 (4)      196,848       0.83 (5)      0.83 (5)      0.35 (5)      15  

For the Year Ended October 31, 2020

 

A

  $   14.40     $   0.00 (15)    $   1.78     $   1.78     $   (0.08   $   —     $   (0.08   $   16.10       12.40   $   137,068       1.36     1.30     0.00 %(16)      112

C

    13.12       (0.10     1.61       1.51                         14.63       11.51       5,435       2.14       2.05       (0.76     112  

I

    14.29       0.06       1.75       1.81       (0.13           (0.13     15.97       12.75       189,631       0.97       0.93       0.40       112  

R3

    14.59       (0.04     1.80       1.76       (0.04           (0.04     16.31       12.08       711       1.61       1.57       (0.26     112  

R4

    14.83       0.01       1.83       1.84       (0.06           (0.06     16.61       12.44       2,260       1.30       1.26       0.07       112  

R5

    14.96       0.05       1.85       1.90       (0.13           (0.13     16.73       12.76       30,666       0.99       0.95       0.35       112  

R6

    15.04       0.07       1.86       1.93       (0.14           (0.14     16.83       12.90       4,560       0.90       0.85       0.48       112  

Y

    15.01       0.05       1.85       1.90       (0.13           (0.13     16.78       12.74       12,562       1.00       0.95       0.35       112  

F

    14.31       0.07       1.77       1.84       (0.15           (0.15     16.00       12.88       159,194       0.89       0.85       0.47       112  

 

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, 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(8)

    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  

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  
The Hartford International Opportunities Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   16.66     $   0.03     $   3.84     $   3.87     $   (0.07   $   —     $   (0.07   $   20.46       23.27 %(4)    $   548,268       1.08 %(5)      1.08 %(5)      0.28 %(5)      55

C

    14.44       (0.04     3.33       3.29                         17.73       22.78 (4)      29,260       1.86 (5)      1.86 (5)      (0.53 )(5)      55  

I

    16.57       0.06       3.83       3.89       (0.13           (0.13     20.33       23.52 (4)      458,847       0.76 (5)      0.76 (5)      0.61 (5)      55  

R3

    16.93       (0.01     3.92       3.91       (0.00 )(15)            (0.00 )(15)      20.84       23.11 (4)      40,064       1.40 (5)      1.40 (5)      (0.07 )(5)      55  

R4

    17.27       0.02       4.00       4.02       (0.07           (0.07     21.22       23.29 (4)      120,067       1.09 (5)      1.09 (5)      0.25 (5)      55  

R5

    17.44       0.06       4.03       4.09       (0.13           (0.13     21.40       23.46 (4)      363,280       0.79 (5)      0.79 (5)      0.58 (5)      55  

R6

    17.55       0.07       4.05       4.12       (0.14           (0.14     21.53       23.53 (4)      985,812       0.69 (5)      0.69 (5)      0.69 (5)      55  

Y

    17.55       0.06       4.05       4.11       (0.13           (0.13     21.53       23.47 (4)      1,289,346       0.79 (5)      0.76 (5)      0.60 (5)      55  

F

    16.58       0.07       3.83       3.90       (0.14           (0.14     20.34       23.59 (4)      719,841       0.69 (5)      0.69 (5)      0.67 (5)      55  

 

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, 2020

 

A

  $   15.70     $   0.05     $   1.12     $   1.17     $   (0.21   $   —     $   (0.21   $   16.66       7.48   $   450,001       1.12     1.12     0.29     100

C

    13.63       (0.07     0.98       0.91       (0.10           (0.10     14.44       6.67       27,825       1.89       1.89       (0.48     100  

I

    15.62       0.10       1.12       1.22       (0.27           (0.27     16.57       7.81       347,719       0.78       0.78       0.63       100  

R3

    15.95       0.00 (15)      1.13       1.13       (0.15           (0.15     16.93       7.10       37,082       1.42       1.42       (0.01     100  

R4

    16.26       0.05       1.16       1.21       (0.20           (0.20     17.27       7.45       104,353       1.10       1.10       0.30       100  

R5

    16.43       0.11       1.16       1.27       (0.26           (0.26     17.44       7.77       307,347       0.80       0.80       0.66       100  

R6

    16.53       0.12       1.18       1.30       (0.28           (0.28     17.55       7.88       739,434       0.70       0.70       0.71       100  

Y

    16.53       0.11       1.18       1.29       (0.27           (0.27     17.55       7.83       1,074,227       0.80       0.76       0.66       100  

F

    15.63       0.11       1.12       1.23       (0.28           (0.28     16.58       7.89       619,937       0.70       0.70       0.71       100  

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  

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 (5)      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  

 

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  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   11.27     $   0.08     $   4.58     $   4.66     $   (0.16   $   —     $   (0.16   $   15.77       41.57 %(4)    $   44,576       1.24 %(5)      1.24 %(5)      1.16 %(5)      15

C

    11.12       0.02       4.52       4.54       (0.11           (0.11     15.55       40.93 (4)      7,073       2.01 (5)      2.01 (5)      0.24 (5)      15  

I

    11.40       0.11       4.61       4.72       (0.30           (0.30     15.82       41.73 (4)      1,097,797       0.98 (5)      0.98 (5)      1.45 (5)      15  

R3

    11.36       0.07       4.60       4.67       (0.22           (0.22     15.81       41.33 (4)      772       1.51 (5)      1.51 (5)      1.01 (5)      15  

R4

    11.32       0.08       4.57       4.65       (0.25           (0.25     15.72       41.42 (4)      3,855       1.26 (5)      1.26 (5)      1.08 (5)      15  

R5

    11.44       0.10       4.62       4.72       (0.29           (0.29     15.87       41.64 (4)      35,610       0.94 (5)      0.94 (5)      1.37 (5)      15  

R6

    11.68       0.09       4.74       4.83       (0.30           (0.30     16.21       41.74 (4)      21,601       0.86 (5)      0.86 (5)      1.18 (5)      15  

Y

    11.67       0.11       4.72       4.83       (0.30           (0.30     16.20       41.70 (4)      358,407       0.91 (5)      0.91 (5)      1.47 (5)      15  

F

    11.41       0.10       4.63       4.73       (0.31           (0.31     15.83       41.79 (4)      187,425       0.86 (5)      0.86 (5)      1.33 (5)      15  

For the Year Ended October 31, 2020

 

A

  $   14.53     $   0.16     $   (3.00   $   (2.84   $   (0.42   $   —     $   (0.42   $   11.27       (20.24 )%    $   29,857       1.22     1.22     1.31     26

C

    14.31       0.05       (2.96     (2.91     (0.28           (0.28     11.12       (20.83     6,692       1.99       1.99       0.37       26  

I

    14.69       0.19       (3.01     (2.82     (0.47           (0.47     11.40       (19.98     450,897       0.92       0.92       1.56       26  

R3

    14.62       0.11       (3.03     (2.92     (0.34           (0.34     11.36       (20.53     344       1.57       1.57       0.88       26  

R4

    14.62       0.15       (3.00     (2.85     (0.45           (0.45     11.32       (20.26     2,812       1.27       1.27       1.26       26  

R5

    14.72       0.20       (3.02     (2.82     (0.46           (0.46     11.44       (19.94     26,420       0.95       0.95       1.59       26  

R6

    15.03       0.20       (3.07     (2.87     (0.48           (0.48     11.68       (19.87     40,184       0.86       0.86       1.58       26  

Y

    15.02       0.19       (3.07     (2.88     (0.47           (0.47     11.67       (19.93     224,804       0.93       0.91       1.43       26  

F

    14.70       0.19       (3.00     (2.81     (0.48           (0.48     11.41       (19.91     176,284       0.86       0.86       1.53       26  

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(18)

    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  

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(6)

    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  

 

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

 

 

  54  

 


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, 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 %(19)      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 (19)      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 (19)      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 (19)      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 (19)      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 (19)      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 (19)      1.88       32  

 

(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) 

Commenced operations on February 28, 2018.

(9) 

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.

(10) 

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.

(11) 

Includes the Fund’s share of the Master Portfolio’s allocated expenses.

(12) 

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.

(13) 

The portfolio turnover of the Fund is reflective of the portfolio turnover of the Master Portfolio.

(14) 

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.

(15) 

Amount is less than $0.01 per share.

(16) 

Amount is less than 0.01%.

(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 February 28, 2019.

(19) 

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, 2021 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of thirty-six series, as of April 30, 2021. 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”)

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 April 1, 2021, Class C shares automatically convert to Class A shares of the same Fund after eight years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least eight years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. 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 on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that 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 NAV of each class of each Fund’s shares 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 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

 

 

  56  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, redeem or exchange 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.

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

 

 

  57  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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 Value 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 such 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.

 

 

  58  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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)

Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Company’s Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund’s Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2021.

 

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, 2021, the International Value Fund had used Foreign Currency Contracts.

 

  b)

Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2021, each of Emerging Markets Equity Fund, International Equity Fund and International Value Fund had used Futures Contracts.

 

 

  59  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021:

 

     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)

   $      $      $      $ 47,427      $      $      $ 47,427  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     47,427      $     —      $     —      $     47,427  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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, 2021:

 

     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

   $      $      $      $ 987,988     $      $      $ 987,988  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 987,988     $      $      $ 987,988  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ (100,500   $      $      $ (100,500
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     (100,500   $     —      $     —      $     (100,500
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     111  

International Equity Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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)

   $      $      $      $ 452,066      $      $      $ 452,066  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     452,066      $     —      $     —      $     452,066  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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.

 

 

  60  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

International Equity Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $      $      $      $ 1,834,145      $      $      $ 1,834,145  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $     1,834,145      $     —      $     —      $     1,834,145  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                    

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 626,091      $      $      $ 626,091  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 626,091      $      $      $ 626,091  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     126  

International Value Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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)

   $      $      $      $ 426,006      $      $      $ 426,006  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     426,006      $     —      $     —      $     426,006  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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, 2021:

 

     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

   $      $     $      $ 6,118,635     $      $      $ 6,118,635  

Net realized gain (loss) on foreign currency contracts

            (399,578                                (399,578
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     (399,578   $     —      $     6,118,635     $     —      $     —      $     5,719,057  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $     $      $ (375,915   $      $      $ (375,915
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $     $      $ (375,915   $      $      $ (375,915
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     290  

Foreign Currency Contracts Purchased at Contract Amount

   $     19,594,933  

Foreign Currency Contracts Sold at Contract Amount

   $ 19,528,336  

 

 

  61  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021:

Emerging Markets Equity Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Futures contracts

   $                —      $       (47,427
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (47,427
  

 

 

    

 

 

 

Derivatives not subject to a MNA

            47,427  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $      $  
  

 

 

    

 

 

 

International Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $       452,066     $               —  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     452,066        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (452,066      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

International Value Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Futures contracts

   $                —      $     (426,006
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (426,006
  

 

 

    

 

 

 

Derivatives not subject to a MNA

            426,006  
  

 

 

    

 

 

 

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. The current ongoing 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 the ongoing COVID-19 pandemic remains unclear. 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.

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

 

 

  62  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.

Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.

 

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, 2021. 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)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2021 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

   $ 96,042,991      $ 24,099,677      $ (185,874   $ 23,913,803  

Emerging Markets Equity Fund

     372,087,194        117,622,656        (5,302,186     112,320,470  

Global Impact Fund

     85,182,828        32,424,540        (1,163,847     31,260,693  

International Equity Fund

     768,122,972        207,687,699            (20,460,006     187,227,693  

International Growth Fund

     514,219,229        172,329,619        (5,496,333     166,833,286  

International Opportunities Fund

         3,596,384,096            1,027,176,090        (26,028,610         1,001,147,480  

International Value Fund

     1,603,447,140        280,733,731        (87,093,836     193,639,895  

 

  c)

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, 2020 (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

   $ 46,772,685      $ 6,197,771  

Global Impact Fund(1)

     4,345,748        22,029,607  

International Equity Fund(1)

     29,889,553        26,071,130  

International Opportunities Fund

         332,125,526        70,550,524  

International Value Fund

     50,618,968            378,881,368  

 

  (1) 

Future utilization of losses are subject to limitation under current tax laws.

The Climate Opportunities Fund and International Growth Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2020 (tax year-end).

During the year ended October 31, 2020, Global Impact Fund and International Growth Fund utilized $1,052,714 and $11,971,308 of prior year capital loss carryforwards, respectively.

 

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

 

 

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Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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 performs the daily investment of the assets for a portion of the Climate Opportunities Fund in accordance with Climate Opportunities Fund’s investment objectives and policies and SIMNA may allocate assets to or from SIMNA Ltd., an affiliate of SIMNA, in connection with the daily investment of the assets for such portion of the Climate Opportunities Fund. 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 fee to SIMNA Ltd. out of the sub-advisory fees received from HFMC for the Fund.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2021; 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. As of April 30, 2021, HFMC received the following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services.

 

  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, 2021, 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, 2021 (Unaudited)

 

 

 

  and extraordinary expenses) through February 28, 2022 (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, 2021, 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

     1.13     1.92     0.86     0.96     0.94     0.80     0.69     0.78     0.69

Emerging Markets Equity Fund

     1.41     2.20     1.09     1.68     1.39     1.10     0.98     1.09     0.98

Global Impact Fund

     1.17     1.92     0.84     1.40     1.10     0.80     0.69     0.79     0.69

International Equity Fund

     0.94     1.74     0.61     1.21     0.93     0.63     0.53     0.63     0.53

International Growth Fund

     1.25     2.05     1.00     1.52     1.24     0.93     0.83     0.93     0.83

International Opportunities Fund

     1.08     1.86     0.76     1.40     1.09     0.78     0.69     0.75     0.69

International Value Fund

     1.24     2.01     0.98     1.51     1.26     0.94     0.86     0.91     0.86

 

  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, 2021, 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

   $     240,916      $ 11  

Emerging Markets Equity Fund

     33,756        160  

Global Impact Fund

     59,880        32  

International Equity Fund

     85,859        1,270  

International Growth Fund

     108,245        510  

International Opportunities Fund

     291,188        1,069  

International Value Fund

     41,589         

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 or all 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 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, 2021, 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, 2021 (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

   $ 51  

Emerging Markets Equity Fund

     223  

Global Impact Fund

     51  

International Equity Fund

     439  

International Growth Fund

     300  

International Opportunities Fund

     2,065  

International Value Fund

     775  

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 R3

     0.22

Class R4

     0.17

Class R5

     0.12

Class R6

     0.004

Class Y

     0.11

Class F

     0.004

Effective March 1, 2021, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for the share classes of the Funds listed below through February 28, 2022, unless the Board of Directors approves its earlier termination as follows:

 

Fund

   Class Y  

International Opportunities Fund

     0.07

International Value Fund

     0.06

From November 1, 2020 through February 28, 2021, HASCO contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for the share classes of the Funds listed below as follows:

 

Fund

   Class Y  

International Opportunities Fund

     0.07

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, 2021, 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

     0.10     0.14     0.06     0.19     0.15     0.11     0.00 %*      0.05     0.00 %* 

Emerging Markets Equity Fund

     0.17     0.25     0.09     0.19     0.16     0.11     0.00 %*      0.10     0.00 %* 

Global Impact Fund

     0.23     0.23     0.10     0.20     0.16     0.10     0.00 %*      0.09     0.00 %* 

International Equity Fund

     0.18     0.21     0.08     0.19     0.16     0.10     0.00 %*      0.11     0.00 %* 

International Growth Fund

     0.18     0.24     0.19     0.20     0.16     0.10     0.00 %*      0.10     0.00 %* 

International Opportunities Fund

     0.15     0.17     0.07     0.22     0.16     0.10     0.00 %*      0.07     0.00 %* 

International Value Fund

     0.13     0.15     0.13     0.16     0.16     0.09     0.00 %*      0.06     0.00 %* 

 

  *

Amount rounds to 0.00%

 

 

  66  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

8.

Affiliate Holdings:

As of April 30, 2021, 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

                          86     55     100     85            36

Emerging Markets Equity Fund

                                      19     8             

Global Impact Fund

                                                          

International Equity Fund

                                                          

International Growth Fund

                                                          

International Opportunities Fund

                                                          

International Value 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  

Climate Opportunities Fund

                          0 %*      0 %*      0 %*      0 %*             20

Emerging Markets Equity Fund

                                      0 %*      0 %*              

Global Impact Fund

                                                          

International Equity Fund

                                                          

International Growth Fund

                                                          

International Opportunities Fund

                                                          

International Value Fund

                                                          

 

  *

Percentage rounds to zero.

As of April 30, 2021, affiliated funds of funds and a 529 plan for which HFMC serves as the program manager (the “529 plan”) 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 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:

 

Fund

   Percentage
of Fund*
 

International Growth Fund

     6

International Opportunities Fund

     5

 

  *

As of April 30, 2021, the affiliated funds of funds and the 529 plan 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 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.

 

 

  67  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

The following table presents the market value of each Fund’s 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, 2021.

 

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)  

Climate Opportunities Fund

   $ 417,112      $ (417,112   $     —  

Emerging Markets Equity Fund

     1,327,132        (1,327,132      

Global Impact Fund

                   

International Equity Fund

     18,488,061        (18,488,061      

International Growth Fund

     40,030,846        (40,030,846      

International Opportunities Fund

     91,657,897        (91,657,897      

International Value Fund

         56,088,464            (56,088,464      

 

  (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

   $ 432,309      $  

Emerging Markets Equity Fund

     818,307        747,397  

Global Impact Fund

             

International Equity Fund

     25,037,209        275,888  

International Growth Fund

     26,519,475            15,940,982  

International Opportunities Fund

     80,811,225        17,706,653  

International Value Fund

         69,509,230        635,904  

 

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, 2021.

 

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

   $ 432,309      $      $      $      $ 432,309  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 432,309      $      $      $      $ 432,309  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

               $ 432,309  
              

 

 

 
Emerging Markets Equity Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 818,307      $      $      $      $ 818,307  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 818,307      $      $      $      $ 818,307  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 818,307  
              

 

 

 
International Equity Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 25,037,209      $      $      $      $ 25,037,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     25,037,209      $     —      $     —      $     —      $ 25,037,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     25,037,209  
              

 

 

 
International Growth Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 26,519,475      $      $      $      $ 26,519,475  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 26,519,475      $      $      $      $ 26,519,475  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 26,519,475  
              

 

 

 
International Opportunities Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 80,811,225      $      $      $      $ 80,811,225  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 80,811,225      $      $      $      $ 80,811,225  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 80,811,225  
              

 

 

 

 

 

  68  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
International Value Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 69,509,230      $      $      $      $ 69,509,230  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     69,509,230      $     —      $     —      $     —      $ 69,509,230  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     69,509,230  
              

 

 

 

 

  (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, 2021, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Climate Opportunities Fund

   $ 63,366,082      $ 22,005,608  

Emerging Markets Equity Fund

     249,158,386        231,236,396  

Global Impact Fund

     30,481,436        20,635,632  

International Equity Fund

     179,416,877        240,304,010  

International Growth Fund

     93,786,802        113,956,184  

International Opportunities Fund

         2,302,126,651            2,352,374,113  

International Value Fund

     509,402,415        201,638,160  

 

12.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2021, and the year ended October 31, 2020:

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Climate Opportunities Fund                                    

Class A

                   

Shares Sold

       951,201        $     15,519,336          402,312        $ 4,790,687  

Shares Issued for Reinvested Dividends

       9,646          145,707          10,691          119,096  

Shares Redeemed

       (123,361        (2,040,154        (104,270            (1,089,575
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       837,486          13,624,889          308,733          3,820,208  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       55,278        $ 896,638          10,430        $ 119,335  

Shares Issued for Reinvested Dividends

       331          4,889          803          8,961  

Shares Redeemed

       (7,371        (119,494        (6,323        (66,708
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       48,238          782,033          4,910          61,588  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       738,113        $ 11,983,071          161,953        $ 1,858,816  

Shares Issued for Reinvested Dividends

       4,132          62,048          5,710          62,820  

Shares Redeemed

       (44,988        (731,720        (100,594        (1,007,509
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       697,257          11,313,399          67,069          914,127  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       1,776        $ 30,114                 $  

Shares Issued for Reinvested Dividends

       108          1,589          563          6,294  

Shares Redeemed

                                   
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,884          31,703          563          6,294  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       1,795        $ 29,127          5,851        $ 72,072  

Shares Issued for Reinvested Dividends

       220          3,274          522          5,823  

Shares Redeemed

       (18        (292        (7        (79
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,997          32,109          6,366          77,816  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Issued for Reinvested Dividends

       167          2,495          515          5,744  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       167          2,495          515          5,744  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  69  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Climate Opportunities Fund – (continued)                                    

Class R6

                   

Shares Sold

       8,889        $ 150,053          16        $ 184  

Shares Issued for Reinvested Dividends

       183          2,724          582          6,463  

Shares Redeemed

      

 
      

 
                (2
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,072          152,777          598          6,645  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       402,494        $ 6,653,414          56,871        $ 652,990  

Shares Issued for Reinvested Dividends

       2,322          35,497          2,008          22,455  

Shares Redeemed

       (19,711        (324,217        (5,864        (68,570
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       385,105          6,364,694          53,015          606,875  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       975,336        $ 16,148,501          2,130,262        $ 24,145,052  

Shares Issued for Reinvested Dividends

       47,077          728,224          60,316          678,149  

Shares Redeemed

       (174,452        (2,880,021        (214,167        (2,482,128
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       847,961          13,996,704          1,976,411          22,341,073  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,829,167        $     46,300,803          2,418,180        $     27,840,370  
    

 

 

      

 

 

      

 

 

      

 

 

 
Emerging Markets Equity Fund                                    

Class A

                   

Shares Sold

       397,721        $ 4,277,191          894,498        $ 7,161,896  

Shares Issued for Reinvested Dividends

       35,475          357,229          98,613          929,923  

Shares Redeemed

       (631,371        (6,698,671        (1,971,198        (16,618,350
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (198,175        (2,064,251        (978,087        (8,526,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       55,264        $ 578,488          21,622        $ 185,277  

Shares Issued for Reinvested Dividends

       315          3,126          3,316          30,843  

Shares Redeemed

       (49,019        (528,786        (148,981        (1,275,026
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,560          52,828          (124,043        (1,058,906
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       533,673        $ 5,652,549          1,483,032        $ 12,145,370  

Shares Issued for Reinvested Dividends

       33,821          339,224          58,719          551,371  

Shares Redeemed

       (263,933        (2,751,183        (1,209,067        (10,407,540
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       303,561          3,240,590          332,684          2,289,201  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       10,104        $ 109,634          26,732        $ 236,413  

Shares Issued for Reinvested Dividends

       211          2,122          859          8,081  

Shares Redeemed

       (1,447        (15,575        (20,665        (181,785
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       8,868          96,181          6,926          62,709  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       1,029        $ 11,069          6,224        $ 54,543  

Shares Issued for Reinvested Dividends

       314          3,221          267          2,567  

Shares Redeemed

       (3,728        (40,099        (10,003        (93,384
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,385        (25,809        (3,512        (36,274
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       8,033        $ 85,965          29,072        $ 246,354  

Shares Issued for Reinvested Dividends

       1,088          10,847          1,809          16,899  

Shares Redeemed

       (92,304        (989,029        (20,633        (173,601
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (83,183        (892,217        10,248          89,652  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       13,196        $ 139,418          26,073        $ 227,816  

Shares Issued for Reinvested Dividends

       1,504          15,071          2,748          25,806  

Shares Redeemed

       (121,628        (1,320,980        (23,514        (203,559
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (106,928        (1,166,491        5,307          50,063  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       2,166,021        $ 22,894,192          10,077,007        $ 83,161,874  

Shares Issued for Reinvested Dividends

       341,826          3,421,680          566,604          5,314,734  

Shares Redeemed

       (3,008,503        (31,674,817        (6,552,988        (53,379,951
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (500,656        (5,358,945        4,090,623          35,096,657  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  70  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Emerging Markets Equity Fund – (continued)                                    

Class F

                   

Shares Sold

       5,917,504        $ 58,344,488          3,397,773        $ 27,162,249  

Shares Issued for Reinvested Dividends

       3,280          32,673          56,006          523,094  

Shares Redeemed

       (2,531,006            (24,795,312        (574,643        (4,747,723
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,389,778          33,581,849          2,879,136          22,937,620  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,817,440        $ 27,463,735          6,219,282        $ 50,904,191  
    

 

 

      

 

 

      

 

 

      

 

 

 
Global Impact Fund                                    

Class A

                   

Shares Sold

       275,935        $ 4,312,630          284,403        $ 3,220,910  

Issued in Merger

                         3,556,151          40,870,135  

Shares Issued for Reinvested Dividends

       12,025          184,461          12,175          144,394  

Shares Redeemed

       (229,562        (3,558,684        (715,309        (8,129,845
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       58,398          938,407          3,137,420          36,105,594  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       25,631        $ 395,910          20,384        $ 240,235  

Issued in Merger

                         241,538          2,726,961  

Shares Issued for Reinvested Dividends

                         621          7,239  

Shares Redeemed

       (49,851        (766,755        (96,758        (1,099,336
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (24,220        (370,845        165,785          1,875,099  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       785,175        $ 12,263,723          928,447        $ 10,474,481  

Issued in Merger

                         458,167          5,256,190  

Shares Issued for Reinvested Dividends

       13,224          202,057          11,160          131,691  

Shares Redeemed

       (411,272        (6,444,739        (685,040        (7,482,979
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       387,127          6,021,041          712,734          8,379,383  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       60,480        $ 907,137          117,336        $ 1,284,469  

Issued in Merger

                         569,209          6,439,177  

Shares Issued for Reinvested Dividends

       658          9,943          1,931          22,549  

Shares Redeemed

       (79,180        (1,192,467        (293,633        (3,155,592
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (18,042        (275,387        394,843          4,590,603  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       17,169        $ 266,648          32,878        $ 349,452  

Issued in Merger

                         274,255          3,142,747  

Shares Issued for Reinvested Dividends

       318          4,869          822          9,729  

Shares Redeemed

       (22,779        (351,065        (240,956        (2,528,488
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,292        (79,548        66,999          973,440  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       16,094        $ 251,907          12,032        $ 135,432  

Issued in Merger

                         50,594          574,188  

Shares Issued for Reinvested Dividends

       174          2,640          203          2,372  

Shares Redeemed

       (8,901        (136,334        (44,270        (478,813
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,367          118,213          18,559          233,179  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       239,391        $ 3,657,290          201,761        $ 2,408,145  

Shares Issued for Reinvested Dividends

       2,911          44,105          614          7,185  

Shares Redeemed

       (22,466        (349,886        (39,266        (422,055
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       219,836          3,351,509          163,109          1,993,275  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       85,498        $ 1,297,495                 $  

Issued in Merger

                         1,943,325          22,049,744  

Shares Issued for Reinvested Dividends

       1,009          15,334          5,044          59,070  

Shares Redeemed

       (195,599        (2,971,085        (1,744,298            (19,883,102
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (109,092        (1,658,256        204,071          2,225,712  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       233,366        $ 3,576,135          207,700        $ 2,398,639  

Issued in Merger

                         117,529          1,356,433  

Shares Issued for Reinvested Dividends

       2,915          44,482          21,331          251,280  

Shares Redeemed

       (39,520        (617,791        (2,743,407        (32,832,533
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       196,761          3,002,826          (2,396,847        (28,826,181
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       712,843        $ 11,047,960          2,466,673        $ 27,550,104  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  71  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
International Equity Fund                                    

Class A

                   

Shares Sold

       1,011,075        $ 12,699,705          1,717,473        $ 17,382,409  

Shares Issued for Reinvested Dividends

       560,274          6,695,276          1,338,127          14,853,213  

Shares Redeemed

       (3,872,492        (47,158,923        (12,356,666            (122,375,344
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,301,143            (27,763,942        (9,301,066        (90,139,722
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       23,389        $ 276,308          70,845        $ 703,057  

Shares Issued for Reinvested Dividends

       3,549          41,985          45,785          502,256  

Shares Redeemed

       (889,442        (11,040,486        (1,719,823        (17,126,093
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (862,504        (10,722,193        (1,603,193        (15,920,780
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       367,533        $ 4,494,164          502,110        $ 5,132,449  

Shares Issued for Reinvested Dividends

       71,123          859,877          180,224          2,022,109  

Shares Redeemed

       (370,114        (4,541,860        (2,972,078        (29,066,868
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       68,542          812,181          (2,289,744        (21,912,310
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       40,267        $ 490,870          151,619        $ 1,418,914  

Shares Issued for Reinvested Dividends

       9,156          108,861          27,297          301,361  

Shares Redeemed

       (153,824        (1,814,700        (527,820        (5,432,886
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (104,401        (1,214,969        (348,904        (3,712,611
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       62,757        $ 764,337          271,470        $ 2,843,020  

Shares Issued for Reinvested Dividends

       6,342          75,983          13,681          152,127  

Shares Redeemed

       (111,539        (1,370,139        (465,288        (4,770,067
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (42,440        (529,819        (180,137        (1,774,920
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       71,936        $ 776,984          995,404        $ 9,612,976  

Shares Issued for Reinvested Dividends

       15,062          157,996          5,112          49,894  

Shares Redeemed

       (82,981        (885,889        (207,657        (1,810,439
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,017          49,091          792,859          7,852,431  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       527,766        $ 6,542,554          2,857,395        $ 30,123,094  

Shares Issued for Reinvested Dividends

       52,437          636,591          62,967          709,639  

Shares Redeemed

       (467,586        (5,809,531        (1,414,940        (15,013,677
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       112,617          1,369,614          1,505,422          15,819,056  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       150,458        $ 1,866,140          772,069        $ 7,602,529  

Shares Issued for Reinvested Dividends

       13,146          159,071          75,384          845,813  

Shares Redeemed

       (430,944        (5,106,076        (2,639,809        (26,294,911
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (267,340        (3,080,865        (1,792,356        (17,846,569
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       565,950        $ 6,872,699          1,647,821        $ 16,409,953  

Shares Issued for Reinvested Dividends

       96,359          1,170,762          152,159          1,714,836  

Shares Redeemed

       (618,554        (7,654,489        (1,886,570        (19,146,096
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       43,755          388,972          (86,590        (1,021,307
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (3,348,897      $ (40,691,930        (13,303,709      $ (128,656,732
    

 

 

      

 

 

      

 

 

      

 

 

 
International Growth Fund                                    

Class A

                   

Shares Sold

       591,238        $ 10,995,525          971,276        $ 14,400,466  

Shares Issued for Reinvested Dividends

       274,449          4,898,908          46,525          715,084  

Shares Redeemed

       (612,576        (11,389,121        (1,394,765        (20,391,187
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       253,111          4,505,312          (376,964        (5,275,637
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       15,846        $ 266,381          57,078        $ 763,710  

Shares Issued for Reinvested Dividends

       13,030          210,431                    

Shares Redeemed

       (70,235        (1,201,924        (207,135        (2,780,174
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (41,359        (725,112        (150,057        (2,016,464
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  72  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
International Growth Fund – (continued)                                    

Class I

                   

Shares Sold

       1,225,756        $ 22,719,899          10,174,888        $ 167,222,205  

Shares Issued for Reinvested Dividends

       406,046          7,197,750          25,665          390,108  

Shares Redeemed

       (1,881,476            (34,726,612        (1,068,723        (15,065,304
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (249,674        (4,808,963        9,131,830              152,547,009  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       9,114        $ 171,375          13,149        $ 202,176  

Shares Issued for Reinvested Dividends

       1,429          25,844          96          1,497  

Shares Redeemed

       (4,701        (89,728        (12,978        (208,683
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,842          107,491          267          (5,010
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       45,219        $ 875,171          26,402        $ 379,426  

Shares Issued for Reinvested Dividends

       3,482          64,164          731          11,593  

Shares Redeemed

       (37,401        (724,372        (167,605        (2,525,162
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       11,300          214,963          (140,472        (2,134,143
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       126,717        $ 2,431,082          655,417        $ 9,962,282  

Shares Issued for Reinvested Dividends

       60,150          1,118,622          16,244          258,611  

Shares Redeemed

       (158,116        (3,036,496        (529,993        (8,120,326
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       28,751          513,208          141,668          2,100,567  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       155,964        $ 3,008,923          162,782        $ 2,527,138  

Shares Issued for Reinvested Dividends

       9,554          178,937          2,157          34,507  

Shares Redeemed

       (53,332        (1,033,726        (97,329        (1,460,254
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       112,186          2,154,134          67,610          1,101,391  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       84,192        $ 1,641,367          143,522        $ 2,173,909  

Shares Issued for Reinvested Dividends

       24,315          453,763          9,935          158,669  

Shares Redeemed

       (86,325        (1,638,479        (610,815        (9,561,862
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       22,182          456,651          (457,358        (7,229,284
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,091,584        $ 20,427,095          4,196,110        $ 63,465,507  

Shares Issued for Reinvested Dividends

       355,141          6,313,592          75,248          1,145,272  

Shares Redeemed

       (1,173,154        (21,608,825        (2,158,253        (31,865,262
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       273,571          5,131,862          2,113,105          32,745,517  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       415,910        $ 7,549,546          10,329,629        $ 171,833,946  
    

 

 

      

 

 

      

 

 

      

 

 

 
International Opportunities Fund                                    

Class A

                   

Shares Sold

       1,555,165        $ 30,826,040          2,559,027        $ 39,139,569  

Shares Issued for Reinvested Dividends

       99,663          1,950,405          372,743          6,142,811  

Shares Redeemed

       (1,875,481        (36,829,625        (5,467,450        (82,689,207
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (220,653        (4,053,180        (2,535,680        (37,406,827
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       118,641        $ 2,057,285          95,789        $ 1,290,672  

Shares Issued for Reinvested Dividends

                         17,705          254,592  

Shares Redeemed

       (395,914        (6,893,646        (933,344        (12,449,083
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (277,273        (4,836,361        (819,850        (10,903,819
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       3,782,704        $ 74,718,667          8,681,629        $ 130,649,482  

Shares Issued for Reinvested Dividends

       132,254          2,569,689          337,884          5,524,402  

Shares Redeemed

       (2,326,523        (45,513,649        (10,481,977        (152,525,032
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,588,435          31,774,707          (1,462,464        (16,351,148
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       143,709        $ 2,881,501          369,682        $ 5,642,289  

Shares Issued for Reinvested Dividends

       288          5,747          26,493          445,087  

Shares Redeemed

       (411,720        (8,200,351        (1,441,041        (22,907,066
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (267,723        (5,313,103        (1,044,866        (16,819,690
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  73  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
International Opportunities Fund – (continued)                                    

Class R4

                   

Shares Sold

       749,832        $ 15,391,841          1,227,863        $ 19,552,160  

Shares Issued for Reinvested Dividends

       19,303          391,854          84,480          1,443,764  

Shares Redeemed

       (1,153,411            (23,463,226        (3,471,669        (56,069,772
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (384,276        (7,679,531        (2,159,326            (35,073,848
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       2,264,259        $ 47,196,952          6,580,250        $ 108,913,230  

Shares Issued for Reinvested Dividends

       91,203          1,865,096          211,605          3,641,724  

Shares Redeemed

       (3,005,671        (61,680,775        (5,302,792        (87,808,621
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (650,209        (12,618,727        1,489,063          24,746,333  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       7,387,455        $ 154,122,265          10,117,011        $ 167,078,733  

Shares Issued for Reinvested Dividends

       289,660          5,958,302          640,398          11,085,289  

Shares Redeemed

       (4,025,223        (82,425,144        (7,261,141        (118,819,824
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,651,892          77,655,423          3,496,268          59,344,198  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       6,077,282        $ 125,930,544          15,628,576        $ 251,384,694  

Shares Issued for Reinvested Dividends

       382,178          7,861,398          965,804          16,718,064  

Shares Redeemed

       (7,798,780        (160,904,489        (14,752,080        (237,271,725
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,339,320        (27,112,547        1,842,300          30,831,033  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       4,847,243        $ 95,389,814          8,718,500        $ 128,042,495  

Shares Issued for Reinvested Dividends

       267,601          5,199,502          643,786          10,525,899  

Shares Redeemed

       (7,102,947        (139,520,649        (14,214,054        (215,414,486
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,988,103        (38,931,333        (4,851,768        (76,846,092
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       112,770        $ 8,885,348          (6,046,323      $ (78,479,860
    

 

 

      

 

 

      

 

 

      

 

 

 
International Value Fund                                    

Class A

                   

Shares Sold

       1,013,800        $ 15,162,736          4,175,159        $ 47,456,730  

Shares Issued for Reinvested Dividends

       27,852          385,473          392,547          5,856,795  

Shares Redeemed

       (862,864        (12,323,289        (16,068,743        (186,932,384
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       178,788          3,224,920          (11,501,037        (133,618,859
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       39,106        $ 593,075          11,616        $ 156,116  

Shares Issued for Reinvested Dividends

       4,216          57,718          19,667          291,273  

Shares Redeemed

       (190,380        (2,704,358        (643,413        (7,736,271
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (147,058        (2,053,565        (612,130        (7,288,882
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       38,445,443        $ 548,500,050          26,903,407        $ 292,759,802  

Shares Issued for Reinvested Dividends

       1,169,552          16,233,382          2,088,548          31,453,537  

Shares Redeemed

       (9,759,948            (142,212,414        (57,783,501        (661,036,574
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       29,855,047          422,521,018          (28,791,546            (336,823,235
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       18,797        $ 273,988          13,719        $ 162,717  

Shares Issued for Reinvested Dividends

       475          6,595          761          11,482  

Shares Redeemed

       (690        (10,583        (30,033        (389,870
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       18,582          270,000          (15,553        (215,671
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       27,656        $ 412,253          213,120        $ 2,756,536  

Shares Issued for Reinvested Dividends

       2,827          39,047          4,051          60,730  

Shares Redeemed

       (33,797        (472,084        (64,217        (766,566
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,314        (20,784        152,954          2,050,700  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       207,464        $ 3,030,932          990,194        $ 11,082,911  

Shares Issued for Reinvested Dividends

       47,237          657,545          69,713          1,052,666  

Shares Redeemed

       (321,400        (4,800,916        (1,078,983        (12,894,290
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (66,699        (1,112,439        (19,076        (758,713
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  74  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
International Value Fund – (continued)                                    

Class R6

                   

Shares Sold

       76,998        $ 1,155,187          593,983        $ 6,445,915  

Shares Issued for Reinvested Dividends

       46,534          661,246          351,708          5,419,824  

Shares Redeemed

       (2,232,180        (32,579,478        (8,836,841        (107,825,626
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,108,648        (30,763,045        (7,891,150        (95,959,887
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       5,764,817        $ 87,290,735          7,689,176        $ 93,744,980  

Shares Issued for Reinvested Dividends

       381,954          5,427,570          995,869          15,346,347  

Shares Redeemed

       (3,291,394        (49,656,077        (30,660,195        (358,490,470
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,855,377          43,062,228          (21,975,150        (249,399,143
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,530,224        $ 23,342,293          7,832,635        $ 96,788,191  

Shares Issued for Reinvested Dividends

       309,572          4,296,856          597,006          8,990,903  

Shares Redeemed

       (5,448,276        (82,492,274        (12,066,272        (134,616,686
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,608,480        (54,853,125        (3,636,631        (28,837,592
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       26,973,595        $     380,275,208          (74,289,319      $     (850,851,282
    

 

 

      

 

 

      

 

 

      

 

 

 

 

13.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. 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 certain fees, such as an upfront fee and a commitment fee. From November 1, 2020 through March 4, 2021, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2021, 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.

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 years 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).

 

 

  75  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

16.

Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the period ended April 30, 2021, events and transactions subsequent to April 30, 2021, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between the Company, on behalf of the Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund shall equal the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.

 

 

  76  

 


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 portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year 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.

 

 

  77  

 


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, Mail Drop: T 04.180, 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 February 2021), 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 BDM NV; 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 February 2021


[This page is intentionally left blank]



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-GE21    06/21    223139    Printed in U.S.A.

 

LOGO


LOGO


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Mutual Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2020 through April 30, 2021.

Market Review

During the six months ended April 30, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 28.85%. The strong returns for the period reflected a growing

 

consensus among investors that a strong economic recovery has finally begun to take hold and that the worst days of the coronavirus (COVID-19) pandemic should soon be behind us.

Optimism was often hard to come by during the difficult months of 2020. The six-month period covered in this report followed many months of high unemployment, business lockdowns, face-mask requirements, and social-distancing measures. Along the way, governments around the world, including here in the U.S., mounted a rescue effort with unprecedented levels of monetary and fiscal support.

November 2020 marked the resolution of a contentious U.S. presidential election, a positive for markets. Then came the pivotal announcements that safe and effective COVID-19 vaccines were ready for federal approval – providing hope that a significant corner in the battle against the virus had been turned.

In late December of 2020, the U.S. Congress passed a $900 billion pandemic relief bill. For its part, the U.S. Federal Reserve (Fed) continued to maintain its ongoing policy of near-zero interest rates.

A winter resurgence of COVID-19 infections touched off a wave of new hospitalizations and deaths – more than 542,000 U.S. lives lost by winter’s end.2 New viral variants took root in the U.S., threatening to prolong the pandemic. A horrific surge of new death counts gripped India.

By the end of the period, over 101.4 million U.S. individuals 31% of the nation’s population – had been fully vaccinated.3 Meanwhile, in Washington, Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. A proposal for $2.3 trillion in new infrastructure spending soon followed.

As investors digested numerous new policy initiatives, rates on 10-year Treasuries rose to nearly 1.75% in mid-March, triggering a new round of market volatility and a fierce debate over a possible return of inflation. By period’s end, the question of inflation – how much and how persistent – remained unsettled, although the Fed provided assurances of a continued low-rate environment.

As we seek to move past the pandemic, it’s still vitally important to maintain a strong relationship with a financial professional, who can confidently guide you through shifting markets while helping you find a good fit within our family of funds.

Thank you again for investing in Hartford Mutual Funds. For the most up-to-date information on our complete selection of mutual funds and exchange-traded 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.

 

2 

Wall Street Journal, 3/21/2021

 

3 

USAFacts.org, “What’s the nation’s progress on vaccinations?”


Hartford Fixed Income Funds

Table of Contents

 

Fund Overview

     2  

Benchmark Glossary

     18  

Expense Examples

     19  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Emerging Markets Local Debt Fund

     22  

The Hartford Floating Rate Fund

     31  

The Hartford Floating Rate High Income Fund

     40  

The Hartford High Yield Fund

     48  

The Hartford Inflation Plus Fund

     54  

The Hartford Municipal Opportunities Fund

     64  

Hartford Municipal Short Duration Fund

     74  

The Hartford Short Duration Fund

     78  

The Hartford Strategic Income Fund

     94  

Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

     125  

The Hartford Total Return Bond Fund

     132  

The Hartford World Bond Fund

     160  

Glossary

     179  

Statements of Assets and Liabilities

     180  

Statements of Operations

     186  

Statements of Changes in Net Assets

     189  

Financial Highlights

     195  

Notes to Financial Statements

     209  

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

     251  

Quarterly Portfolio Holdings Information

     251  


The Hartford Emerging Markets Local Debt Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

    4.96%        15.78%        3.01%        0.65%  

Class A4

    0.23%        10.57%        2.06%        0.19%  

Class C3

    4.56%        15.06%        2.22%        -0.10%  

Class C5

    3.56%        14.06%        2.22%        -0.10%  

Class I3

    4.92%        16.21%        3.25%        0.90%  

Class R33

    5.01%        15.91%        2.98%        0.43%  

Class R43

    4.79%        15.87%        3.00%        0.62%  

Class R53

    4.96%        16.28%        3.38%        0.90%  

Class Y3

    4.98%        16.14%        3.32%        0.94%  

Class F3

    5.16%        16.28%        3.36%        0.95%  

JP Morgan GBI Emerging Markets Global Diversified Index

    4.17%        11.22%        3.02%        0.39%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 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

     1.42%        1.18%  

Class C

     2.18%        1.93%  

Class I

     1.07%        0.93%  

Class R3

     1.70%        1.48%  

Class R4

     1.40%        1.18%  

Class R5

     1.10%        0.88%  

Class Y

     1.09%        0.88%  

Class F

     0.98%        0.83%  

 

*

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 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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, regulatory 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.  Because the Fund is non-diversified, it may invest in a smaller number of issuers, and 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 04/30/2021

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

 

Corporate Bonds

     26.0

Foreign Government Obligations

     65.5  
  

 

 

 

Total

     91.5
  

 

 

 

Short-Term Investments

     3.5  

Purchased Options

     0.0

Other Assets & Liabilities

     5.0  
  

 

 

 

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.

 

 

 

  2  

 


The Hartford Floating Rate Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      10 Years  

Class A2

    6.07%        14.99%        4.35%        3.59%  

Class A3

    2.89%        11.54%        3.72%        3.27%  

Class C2

    5.61%        14.15%        3.61%        2.82%  

Class C4

    4.61%        13.15%        3.61%        2.82%  

Class I2

    6.23%        15.32%        4.64%        3.87%  

Class R32

    5.89%        14.74%        4.11%        3.33%  

Class R42

    6.05%        14.96%        4.38%        3.59%  

Class R52

    6.16%        15.22%        4.65%        3.87%  

Class Y2

    6.13%        15.27%        4.69%        3.92%  

Class F2

    6.24%        15.07%        4.69%        3.89%  

S&P/LSTA Leveraged Loan Index

    5.99%        16.10%        4.98%        4.24%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 04/23/2012, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 05/18/2012, 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 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%        1.02%  

Class C

     1.76%        1.76%  

Class I

     0.75%        0.75%  

Class R3

     1.39%        1.27%  

Class R4

     1.09%        1.02%  

Class R5

     0.79%        0.79%  

Class Y

     0.73%        0.73%  

Class F

     0.67%        0.67%  

 

*

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 02/28/2022. 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 04/30/2021.

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, regulatory 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, economic and regulatory developments. The Fund’s investments may fluctuate in value over a short period of time.

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 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.7

Exchange-Traded Funds

     1.9  

Warrants

     0.0
  

 

 

 

Total

     2.6
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     6.1

Senior Floating Rate Interests

     92.2  
  

 

 

 

Total

     98.3
  

 

 

 

Short-Term Investments

     11.6  

Other Assets & Liabilities

     (12.5
  

 

 

 

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.

 

 

 

  3  

 


The Hartford Floating Rate High Income Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

     Six Months1    1 Year      5 Years      Since
Inception2
 

Class A3

  6.56%      16.29%        4.92%        4.74%  

Class A4

  3.36%      12.81%        4.28%        4.41%  

Class C3

  6.24%      15.57%        4.16%        3.98%  

Class C5

  5.24%      14.57%        4.16%        3.98%  

Class I3

  6.72%      16.66%        5.12%        4.98%  

Class R33

  6.39%      16.05%        4.62%        4.43%  

Class R43

  6.57%      16.32%        4.94%        4.74%  

Class R53

  6.75%      16.72%        5.25%        5.16%  

Class Y3

  6.72%      16.67%        5.26%        5.05%  

Class F3

  6.73%      16.68%        5.22%        5.03%  

S&P/LSTA Leveraged Loan Index

  5.99%      16.10%        4.98%        4.91%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 04/23/2012, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 05/18/2012, 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 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

   1.17%      1.07%  

Class C

   1.91%      1.82%  

Class I

   0.89%      0.82%  

Class R3

   1.52%      1.37%  

Class R4

   1.22%      1.07%  

Class R5

   0.92%      0.77%  

Class Y

   0.91%      0.80%  

Class F

   0.81%      0.77%  

 

*

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 02/28/2022 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 04/30/2021.

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, regulatory 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, economic and regulatory developments. Restricted securities may be more difficult to sell and price than other securities. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. The Fund’s investments may fluctuate in value over a short period of time.

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 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.4

Exchange-Traded Funds

     2.2  

Warrants

     0.0
  

 

 

 

Total

     2.6
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     8.2

Senior Floating Rate Interests

     91.5  
  

 

 

 

Total

     99.7
  

 

 

 

Short-Term Investments

     10.9  

Other Assets & Liabilities

     (13.2
  

 

 

 

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, 2021 (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 04/30/2021

 

     Six Months1      1 Year      5 Years      10 Years  

Class A2

    7.50%        19.55%        6.57%        5.31%  

Class A3

    2.67%        14.17%        5.59%        4.83%  

Class C2

    7.12%        18.71%        5.77%        4.53%  

Class C4

    6.12%        17.71%        5.77%        4.53%  

Class I2

    7.62%        19.98%        6.87%        5.59%  

Class R32

    7.33%        19.34%        6.27%        5.00%  

Class R42

    7.48%        19.67%        6.59%        5.32%  

Class R52

    7.66%        20.28%        6.94%        5.64%  

Class R62

    7.59%        19.37%        6.78%        5.59%  

Class Y2

    7.57%        19.35%        6.78%        5.58%  

Class F2

    7.64%        20.09%        6.92%        5.61%  

Bloomberg Barclays U.S. Corporate High Yield Bond Index

    7.97%        19.67%        7.46%        6.43%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 03/01/2021. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 03/05/2012, 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 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

     1.73%        1.73%  

Class I

     0.70%        0.69%  

Class R3

     1.31%        1.27%  

Class R4

     1.01%        0.97%  

Class R5

     0.71%        0.67%  

Class R6

     0.60%        0.55%  

Class Y

     0.70%        0.66%  

Class F

     0.60%        0.55%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. 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, regulatory and counterparty risk. Restricted securities may be more difficult to sell and price than other securities.Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

Composition by Security Type(1)

as of 04/30/2021

 

Category

   Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     0.0 %* 

Escrows

     0.6  
  

 

 

 

Total

     0.6
  

 

 

 

Fixed Income Securities

  

Convertible Bonds

     3.5

Corporate Bonds

     91.7  

Senior Floating Rate Interests

     0.7  
  

 

 

 

Total

     95.9
  

 

 

 

Short-Term Investments

     1.6  

Other Assets & Liabilities

     1.9  
  

 

 

 

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.

 

 

 

  5  

 


The Hartford Inflation Plus Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     3.26%        8.74%        3.39%        2.43%  

Class A3

     -1.39%        3.85%        2.44%        1.96%  

Class C2

     2.92%        8.07%        2.64%        1.68%  

Class C4

     1.92%        7.07%        2.64%        1.68%  

Class I2

     3.28%        9.04%        3.66%        2.70%  

Class R32

     3.00%        8.37%        3.02%        2.08%  

Class R42

     3.15%        8.72%        3.33%        2.38%  

Class R52

     3.38%        9.08%        3.66%        2.69%  

Class Y2

     3.36%        9.12%        3.69%        2.75%  

Class F2

     3.47%        9.25%        3.71%        2.72%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     3.38%        7.32%        3.62%        2.56%  

Bloomberg Barclays U.S. TIPS Index

     2.19%        6.09%        4.08%        3.33%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 03/05/2012, 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 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%        0.86%  

Class C

     1.60%        1.60%  

Class I

     0.56%        0.56%  

Class R3

     1.17%        1.17%  

Class R4

     0.88%        0.88%  

Class R5

     0.57%        0.57%  

Class Y

     0.57%        0.57%  

Class F

     0.46%        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 only with respect to Class A. These arrangements remain in effect until 02/28/2022 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 04/30/2021.

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, regulatory 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, economic and regulatory developments. The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     3.6

Corporate Bonds

     2.0  

Foreign Government Obligations

     11.1  

Senior Floating Rate Interests

     7.7  

U.S. Government Agencies(2)

     1.4  

U.S. Government Securities

     70.4  
  

 

 

 

Total

     96.2
  

 

 

 

Short-Term Investments

     4.3  

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) 

All or a portion of the securities categorized as U.S. Government Agencies were agency mortgage-backed securities as of April 30, 2021.

 

 

 

  6  

 


The Hartford Municipal Opportunities Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     2.91%        8.89%        3.27%        4.62%  

Class A3

     -1.73%        3.99%        2.32%        4.14%  

Class C2

     2.52%        8.19%        2.49%        3.83%  

Class C4

     1.52%        7.19%        2.49%        3.83%  

Class I2

     3.03%        9.27%        3.54%        4.89%  

Class Y2

     3.02%        9.26%        3.51%        4.88%  

Class F2

     3.07%        9.23%        3.56%        4.90%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

     1.90%        6.33%        3.03%        3.64%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class Y shares commenced operations on 05/31/2018. Performance prior to that date is that of the Fund’s Class I shares. Class F shares commenced operations on 02/28/2017. 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 03/05/2012, 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 expense waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Gross      Net  

Class A

     0.68%        0.68%  

Class C

     1.43%        1.43%  

Class I

     0.44%        0.44%  

Class Y

     0.46%        0.46%  

Class F

     0.37%        0.37%  

 

*

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 04/30/2021.

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. Although the Fund primarily invests in municipal securities that are exempt from federal income taxes, 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. Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

Composition of Municipal Bonds(1)

as of 04/30/2021

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     6.8

Bond Bank

     0.1  

Development

     3.7  

Education

     1.0  

Facilities

     0.4  

General Obligation

     13.0  

Higher Education

     1.9  

Housing

     1.1  

Medical

     6.1  

Mello-Roos District

     0.8  

Multifamily Housing

     0.7  

Nursing Homes

     5.3  

Other(2)

     17.7  

Power

     4.2  

School District

     7.4  

Single Family Housing

     5.5  

Student Loan

     0.6  

Tobacco

     2.8  

Transportation

     11.3  

Utilities

     1.6  

Water

     2.3  
  

 

 

 

Total

     94.3
  

 

 

 

Short-Term Investments

     3.4  

Other Assets & Liabilities

     2.3  
  

 

 

 

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.

 

 

 

  7  

 


Hartford Municipal Short Duration Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     1.59%        5.49%        1.83%        1.85%  

Class A4

     -2.98%        0.74%        0.90%        1.06%  

Class C3

     1.21%        4.82%        1.45%        1.39%  

Class C5

     0.21%        3.82%        1.45%        1.39%  

Class I3

     1.71%        5.84%        2.07%        2.08%  

Class F3

     1.74%        5.91%        2.11%        2.11%  

Bloomberg Barclays Municipal Bond Short 1-5 Year Index

     0.79%        3.43%        1.85%        1.89%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 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%        0.70%  

Class C

     1.95%        1.45%  

Class I

     0.89%        0.47%  

Class F

     0.81%        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 02/28/2022 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 04/30/2021.

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. Although the Fund primarily seeks income that is exempt from federal income taxes, 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. Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.

Composition of Municipal Bonds(1)

as of 04/30/2021

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     4.4

Development

     6.7  

Education

     1.0  

General Obligation

     8.9  

Higher Education

     3.3  

Housing

     3.4  

Medical

     6.0  

Mello-Roos District

     0.8  

Nursing Homes

     7.1  

Other(2)

     19.6  

Power

     2.8  

School District

     7.0  

Single Family Housing

     5.1  

Student Loan

     1.4  

Tobacco

     2.8  

Transportation

     7.7  

Utilities

     0.7  

Water

     1.3  
  

 

 

 

Total

     90.0
  

 

 

 

Short-Term Investments

     5.8  

Other Assets & Liabilities

     4.2  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

(2) 

Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

 

 

 

  8  

 


The Hartford Short Duration Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     1.53%        5.84%        2.69%        2.26%  

Class A3

     -0.50%        3.73%        2.27%        2.05%  

Class C2

     1.16%        5.06%        1.94%        1.50%  

Class C4

     0.16%        4.06%        1.94%        1.50%  

Class I2

     1.71%        6.18%        3.00%        2.55%  

Class R32

     1.42%        5.56%        2.43%        1.99%  

Class R42

     1.46%        5.88%        2.71%        2.28%  

Class R52

     1.63%        6.08%        3.01%        2.56%  

Class R62

     1.71%        6.23%        3.05%        2.61%  

Class Y2

     1.73%        6.19%        3.02%        2.59%  

Class F2

     1.71%        6.22%        3.08%        2.59%  

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index

     0.23%        1.02%        1.99%        1.53%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 02/28/2019. Performance prior to that date is that of the Fund’s Class Y shares. Class R3, R4 and R5 shares commenced operations on 09/30/2011. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 03/05/2012, 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 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

     0.83%        0.81%  

Class C

     1.54%        1.54%  

Class I

     0.52%        0.52%  

Class R3

     1.15%        1.15%  

Class R4

     0.86%        0.86%  

Class R5

     0.56%        0.56%  

Class R6

     0.44%        0.44%  

Class Y

     0.55%        0.55%  

Class F

     0.44%        0.44%  

 

*

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 02/28/2022 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 04/30/2021.

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, regulatory 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, economic and regulatory 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.

 

 

 

  9  

 


The Hartford Short Duration Fund

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     19.3

Corporate Bonds

     53.7  

Foreign Government Obligations

     0.1  

Municipal Bonds

     0.7  

Senior Floating Rate Interests

     18.8  

U.S. Government Agencies(2)

     5.8  

U.S. Government Securities

     1.4  
  

 

 

 

Total

     99.8
  

 

 

 

Short-Term Investments

     1.1  

Other Assets & Liabilities

     (0.9
  

 

 

 

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, 2021.

 

 

 

  10  

 


The Hartford Strategic Income Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     4.73%        16.25%        6.60%        5.07%  

Class A3

     0.01%        11.02%        5.62%        4.59%  

Class C2

     4.40%        15.34%        5.81%        4.29%  

Class C4

     3.40%        14.34%        5.81%        4.29%  

Class I2

     4.97%        16.54%        6.87%        5.34%  

Class R32

     4.57%        15.79%        6.25%        4.77%  

Class R42

     4.72%        16.14%        6.60%        5.08%  

Class R52

     5.01%        16.65%        6.92%        5.39%  

Class R62

     4.92%        16.72%        7.01%        5.45%  

Class Y2

     4.89%        16.54%        6.94%        5.42%  

Class F2

     4.91%        16.66%        6.94%        5.37%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52%        -0.27%        3.19%        3.39%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R3, R4 and R5 shares commenced operations on 09/30/2011. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 04/02/2012, 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     0.98%        0.98%  

Class C

     1.70%        1.70%  

Class I

     0.70%        0.70%  

Class R3

     1.30%        1.30%  

Class R4

     1.00%        1.00%  

Class R5

     0.70%        0.70%  

Class R6

     0.60%        0.60%  

Class Y

     0.70%        0.70%  

Class F

     0.59%        0.59%  

 

*

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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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, regulatory and counterparty risk. The risks 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 higher portfolio turnover and related expenses as well as price and counterparty risk. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.  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.

 

 

 

  11  

 


The Hartford Strategic Income Fund

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Convertible Preferred Stocks

     0.3  

Escrows

     0.0

Warrants

     0.0
  

 

 

 

Total

     0.3
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     6.8

Convertible Bonds

     2.2  

Corporate Bonds

     31.5  

Foreign Government Obligations

     20.3  

Municipal Bonds

     0.5  

Senior Floating Rate Interests

     19.7  

U.S. Government Agencies(2)

     9.0  

U.S. Government Securities

     14.3  
  

 

 

 

Total

     104.3
  

 

 

 

Short-Term Investments

     2.7  

Purchased Options

     0.1  

Other Assets & Liabilities

     (7.4
  

 

 

 

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, 2021.

 

 

 

  12  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Fund Overview

April 30, 2021 (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, through investments within a sustainability framework.

 

Average Annual Total Returns

for the Periods Ending 04/30/2021

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     3.07%        9.27%        3.71%        4.03%  

Class A4

     -1.57%        4.36%        2.76%        3.22%  

Class C3

     2.78%        8.47%        3.32%        3.57%  

Class C5

     1.78%        7.47%        3.32%        3.57%  

Class I3

     3.29%        9.55%        3.96%        4.28%  

Class F3

     3.23%        9.52%        3.99%        4.30%  

Bloomberg Barclays Municipal Bond Index

     2.62%        7.75%        3.51%        3.91%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 4/30/2021, the Hartford Sustainable Municipal Bond Fund (formerly known as the Hartford Municipal Income Fund) changed its name, investment objective and principal investment strategy. Performance prior to 4/30/2021 reflects the Fund’s performance when it pursued a different investment objective and modified principal investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect 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

     0.89%        0.70%  

Class C

     1.70%        1.45%  

Class I

     0.69%        0.47%  

Class F

     0.58%        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 02/28/2022 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 04/30/2021.

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. Focusing on investments that involve sustainable initiatives may result in foregoing certain investments and underperformance comparative to funds that do not have a similar focus. There is a risk that the municipal bonds identified by the sub-adviser as promoting sustainable initiatives do not operate as anticipated. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Although the Fund primarily seeks income that is exempt from federal income taxes, 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 04/30/2021

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     2.7

Development

     3.8  

Education

     1.0  

Facilities

     0.4  

General Obligation

     10.7  

Higher Education

     6.4  

Housing

     1.2  

Medical

     5.5  

Mello-Roos District

     0.5  

Multifamily Housing

     0.2  

Nursing Homes

     5.3  

Other(2)

     16.9  

Pollution

     0.8  

Power

     3.4  

School District

     8.8  

Single Family Housing

     8.5  

Student Loan

     1.8  

Tobacco

     0.9  

Transportation

     8.6  

Utilities

     2.4  

Water

     2.7  
  

 

 

 

Total

     92.5
  

 

 

 

Short-Term Investments

     7.7  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

 

(1) 

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

 

(2) 

Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.

 

 

 

  13  

 


The Hartford Total Return Bond Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     -0.45%        3.52%        3.90%        3.65%  

Class A3

     -4.93%        -1.14%        2.95%        3.17%  

Class C2

     -0.83%        2.78%        3.11%        2.87%  

Class C4

     -1.83%        1.78%        3.11%        2.87%  

Class I2

     -0.40%        3.82%        4.18%        3.93%  

Class R32

     -0.67%        3.12%        3.56%        3.31%  

Class R42

     -0.51%        3.46%        3.86%        3.63%  

Class R52

     -0.31%        3.84%        4.25%        3.97%  

Class R62

     -0.41%        3.82%        4.29%        4.03%  

Class Y2

     -0.38%        3.81%        4.24%        4.03%  

Class F2

     -0.34%        3.84%        4.28%        3.98%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52%        -0.27%        3.19%        3.39%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 03/05/2012, 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 expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the Fund’s statement of additional information.

Class C shares 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

     0.71%        0.71%  

Class C

     1.51%        1.51%  

Class I

     0.45%        0.45%  

Class R3

     1.06%        1.06%  

Class R4

     0.76%        0.76%  

Class R5

     0.46%        0.46%  

Class R6

     0.35%        0.35%  

Class Y

     0.45%        0.45%  

Class F

     0.34%        0.34%  

 

*

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 04/30/2021.

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 higher portfolio turnover and related expenses as well as 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, regulatory 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, economic and regulatory 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.

 The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

 

 

 

  14  

 


The Hartford Total Return Bond Fund

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

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

     19.9

Corporate Bonds

     31.8  

Foreign Government Obligations

     4.6  

Municipal Bonds

     1.7  

Senior Floating Rate Interests

     4.6  

U.S. Government Agencies(2)

     40.5  

U.S. Government Securities

     23.7  
  

 

 

 

Total

     126.8
  

 

 

 

Short-Term Investments

     4.4  

Purchased Options

     0.1  

Other Assets & Liabilities

     (31.3
  

 

 

 

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, 2021.

 

 

 

  15  

 


The Hartford World Bond Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1     1 Year     5 Years     Since
Inception2
 

Class A3

     0.69     2.12     2.17     2.76

Class A4

     -3.84     -2.47     1.23     2.29

Class C3

     0.40     1.48     1.43     2.02

Class C5

     -0.60     0.48     1.43     2.02

Class I3

     0.84     2.53     2.45     3.04

Class R33

     0.60     1.86     1.86     2.43

Class R43

     0.68     2.19     2.16     2.75

Class R53

     0.83     2.41     2.46     3.04

Class R63

     0.97     2.68     2.57     3.15

Class Y3

     0.84     2.43     2.50     3.12

Class F3

     0.88     2.59     2.54     3.08

FTSE World Government Bond Index

     -1.77     1.78     2.13     1.47

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52     -0.27     3.19     3.28

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.03%        1.03%  

Class C

     1.76%        1.76%  

Class I

     0.74%        0.74%  

Class R3

     1.37%        1.37%  

Class R4

     1.06%        1.06%  

Class R5

     0.76%        0.76%  

Class R6

     0.65%        0.65%  

Class Y

     0.75%        0.75%  

Class F

     0.65%        0.65%  

 

*

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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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, regulatory 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. The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

 

 

 

  16  

 


The Hartford World Bond Fund

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Preferred Stocks

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     7.1

Convertible Bonds

     0.4  

Corporate Bonds

     15.2  

Foreign Government Obligations

     61.9  

Senior Floating Rate Interests

     3.0  

U.S. Government Agencies(2)

     1.7  

U.S. Government Securities

     3.9  
  

 

 

 

Total

     93.2
  

 

 

 

Short-Term Investments

     4.6  

Purchased Options

     0.0

Other Assets & Liabilities

     2.2  
  

 

 

 

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.

 

(2) 

All or a portion of the securities categorized as U.S. Government Agencies were agency mortgage-backed securities as of April 30, 2021.

 

 

 

  17  

 


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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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.

 

 

 

  18  

 


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, 2020 through April 30, 2021. 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 181/365 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Annualized
expense
ratio
 

The Hartford Emerging Markets Local Debt Fund

 

Class A

   $     1,000.00      $     1,049.60      $     6.00      $     1,000.00      $     1,018.94      $     5.91        1.18

Class C

   $ 1,000.00      $ 1,045.60      $ 9.79      $ 1,000.00      $ 1,015.22      $ 9.64        1.93

Class I

   $ 1,000.00      $ 1,049.20      $ 4.73      $ 1,000.00      $ 1,020.18      $ 4.66        0.93

Class R3

   $ 1,000.00      $ 1,050.10      $ 5.79      $ 1,000.00      $ 1,019.14      $ 5.71        1.14

Class R4

   $ 1,000.00      $ 1,047.90      $ 5.99      $ 1,000.00      $ 1,018.94      $ 5.91        1.18

Class R5

   $ 1,000.00      $ 1,049.60      $ 4.47      $ 1,000.00      $ 1,020.43      $ 4.41        0.88

Class Y

   $ 1,000.00      $ 1,049.80      $ 4.47      $ 1,000.00      $ 1,020.43      $ 4.41        0.88

Class F

   $ 1,000.00      $ 1,051.60      $ 4.22      $ 1,000.00      $ 1,020.68      $ 4.16        0.83

The Hartford Floating Rate Fund

 

Class A

   $ 1,000.00      $ 1,060.70      $ 5.11      $ 1,000.00      $ 1,019.84      $ 5.01        1.00

Class C

   $ 1,000.00      $ 1,056.10      $ 8.92      $ 1,000.00      $ 1,016.12      $ 8.75        1.75

Class I

   $ 1,000.00      $ 1,062.30      $ 3.73      $ 1,000.00      $ 1,021.18      $ 3.66        0.73

Class R3

   $ 1,000.00      $ 1,058.90      $ 6.38      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class R4

   $ 1,000.00      $ 1,060.50      $ 5.11      $ 1,000.00      $ 1,019.84      $ 5.01        1.00

Class R5

   $ 1,000.00      $ 1,061.60      $ 3.94      $ 1,000.00      $ 1,020.98      $ 3.86        0.77

Class Y

   $ 1,000.00      $ 1,061.30      $ 3.83      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

Class F

   $ 1,000.00      $ 1,062.40      $ 3.37      $ 1,000.00      $ 1,021.52      $ 3.31        0.66

The Hartford Floating Rate High Income Fund

 

Class A

   $ 1,000.00      $ 1,065.60      $ 5.38      $ 1,000.00      $ 1,019.59      $ 5.26        1.05

Class C

   $ 1,000.00      $ 1,062.40      $ 9.20      $ 1,000.00      $ 1,015.87      $ 9.00        1.80

Class I

   $ 1,000.00      $ 1,067.20      $ 4.10      $ 1,000.00      $ 1,020.83      $ 4.01        0.80

Class R3

   $ 1,000.00      $ 1,063.90      $ 6.91      $ 1,000.00      $ 1,018.10      $ 6.76        1.35

Class R4

   $ 1,000.00      $ 1,065.70      $ 5.38      $ 1,000.00      $ 1,019.59      $ 5.26        1.05

Class R5

   $ 1,000.00      $ 1,067.50      $ 3.84      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

Class Y

   $ 1,000.00      $ 1,067.20      $ 4.00      $ 1,000.00      $ 1,020.93      $ 3.91        0.78

Class F

   $ 1,000.00      $ 1,067.30      $ 3.84      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

 

 

  19  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return     Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
    Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
    Annualized
expense
ratio
 

The Hartford High Yield Fund

 

Class A

   $     1,000.00      $     1,075.00      $     4.89     $     1,000.00      $     1,020.08      $     4.76       0.95

Class C

   $ 1,000.00      $ 1,071.20      $ 8.73     $ 1,000.00      $ 1,016.36      $ 8.50       1.70

Class I

   $ 1,000.00      $ 1,076.20      $ 3.35     $ 1,000.00      $ 1,021.57      $ 3.26       0.65

Class R3

   $ 1,000.00      $ 1,073.30      $ 6.48     $ 1,000.00      $ 1,018.55      $ 6.31       1.26

Class R4

   $ 1,000.00      $ 1,074.80      $ 4.99     $ 1,000.00      $ 1,019.98      $ 4.86       0.97

Class R5

   $ 1,000.00      $ 1,076.60      $ 3.45     $ 1,000.00      $ 1,021.47      $ 3.36       0.67

Class R6(1)

   $ 1,000.00      $ 1,004.20      $ 0.92 (2)    $ 1,000.00      $ 1,022.07      $ 2.76 (3)      0.55

Class Y

   $ 1,000.00      $ 1,075.70      $ 3.40     $ 1,000.00      $ 1,021.52      $ 3.31       0.66

Class F

   $ 1,000.00      $ 1,076.40      $ 2.83     $ 1,000.00      $ 1,022.07      $ 2.76       0.55

The Hartford Inflation Plus Fund

 

Class A

   $     1,000.00      $     1,032.60      $     4.28     $     1,000.00      $     1,020.58      $     4.26       0.85

Class C

   $ 1,000.00      $ 1,029.20      $ 8.00     $ 1,000.00      $ 1,016.91      $ 7.95       1.59

Class I

   $ 1,000.00      $ 1,033.70      $ 2.77     $ 1,000.00      $ 1,022.07      $ 2.76       0.55

Class R3

   $ 1,000.00      $ 1,030.00      $ 5.89     $ 1,000.00      $ 1,018.99      $ 5.86       1.17

Class R4

   $ 1,000.00      $ 1,031.50      $ 4.38     $ 1,000.00      $ 1,020.48      $ 4.36       0.87

Class R5

   $ 1,000.00      $ 1,033.80      $ 2.87     $ 1,000.00      $ 1,021.97      $ 2.86       0.57

Class Y

   $ 1,000.00      $ 1,033.60      $ 2.82     $ 1,000.00      $ 1,022.02      $ 2.81       0.56

Class F

   $ 1,000.00      $ 1,034.70      $ 2.27     $ 1,000.00      $ 1,022.56      $ 2.26       0.45

The Hartford Municipal Opportunities Fund

 

Class A

   $ 1,000.00      $ 1,029.10      $ 3.32     $ 1,000.00      $ 1,021.52      $ 3.31       0.66

Class C

   $ 1,000.00      $ 1,025.20      $ 7.13     $ 1,000.00      $ 1,017.75      $ 7.10       1.42

Class I

   $ 1,000.00      $ 1,030.30      $ 2.06     $ 1,000.00      $ 1,022.76      $ 2.06       0.41

Class Y

   $ 1,000.00      $ 1,030.20      $ 2.21     $ 1,000.00      $ 1,022.61      $ 2.21       0.44

Class F

   $ 1,000.00      $ 1,030.70      $ 1.76     $ 1,000.00      $ 1,023.06      $ 1.76       0.35

Hartford Municipal Short Duration Fund

 

Class A

   $ 1,000.00      $ 1,015.90      $ 3.45     $ 1,000.00      $ 1,021.37      $ 3.46       0.69

Class C

   $ 1,000.00      $ 1,012.10      $ 7.18     $ 1,000.00      $ 1,017.65      $ 7.20       1.44

Class I

   $ 1,000.00      $ 1,017.10      $ 2.30     $ 1,000.00      $ 1,022.51      $ 2.31       0.46

Class F

   $ 1,000.00      $ 1,017.40      $ 1.95     $ 1,000.00      $ 1,022.86      $ 1.96       0.39

The Hartford Short Duration Fund

 

Class A

   $ 1,000.00      $ 1,015.30      $ 3.90     $ 1,000.00      $ 1,020.93      $ 3.91       0.78

Class C

   $ 1,000.00      $ 1,011.60      $ 7.58     $ 1,000.00      $ 1,017.26      $ 7.60       1.52

Class I

   $ 1,000.00      $ 1,017.10      $ 2.45     $ 1,000.00      $ 1,022.37      $ 2.46       0.49

Class R3

   $ 1,000.00      $ 1,014.20      $ 4.99     $ 1,000.00      $ 1,019.84      $ 5.01       1.00

Class R4

   $ 1,000.00      $ 1,014.60      $ 3.65     $ 1,000.00      $ 1,021.18      $ 3.66       0.73

Class R5

   $ 1,000.00      $ 1,016.30      $ 2.70     $ 1,000.00      $ 1,022.12      $ 2.71       0.54

Class R6

   $ 1,000.00      $ 1,017.10      $ 2.10     $ 1,000.00      $ 1,022.71      $ 2.11       0.42

Class Y

   $ 1,000.00      $ 1,017.30      $ 2.60     $ 1,000.00      $ 1,022.22      $ 2.61       0.52

Class F

   $ 1,000.00      $ 1,017.10      $ 2.10     $ 1,000.00      $ 1,022.71      $ 2.11       0.42

The Hartford Strategic Income Fund

 

Class A

   $     1,000.00      $     1,047.30      $     4.57     $     1,000.00      $     1,020.33      $     4.51       0.90

Class C

   $ 1,000.00      $ 1,044.00      $ 8.26     $ 1,000.00      $ 1,016.71      $ 8.15       1.63

Class I

   $ 1,000.00      $ 1,049.70      $ 3.10     $ 1,000.00      $ 1,021.77      $ 3.06       0.61

Class R3

   $ 1,000.00      $ 1,045.70      $ 6.24     $ 1,000.00      $ 1,018.70      $ 6.16       1.23

Class R4

   $ 1,000.00      $ 1,047.20      $ 4.72     $ 1,000.00      $ 1,020.18      $ 4.66       0.93

Class R5

   $ 1,000.00      $ 1,050.10      $ 3.05     $ 1,000.00      $ 1,021.82      $ 3.01       0.60

Class R6

   $ 1,000.00      $ 1,049.20      $ 2.74     $ 1,000.00      $ 1,022.12      $ 2.71       0.54

Class Y

   $ 1,000.00      $ 1,048.90      $ 3.10     $ 1,000.00      $ 1,021.77      $ 3.06       0.61

Class F

   $ 1,000.00      $ 1,049.10      $ 2.74     $ 1,000.00      $ 1,022.12      $ 2.71       0.54

Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

 

Class A

   $     1,000.00      $     1,030.70      $     3.47     $     1,000.00      $     1,021.37      $     3.46       0.69

Class C

   $ 1,000.00      $ 1,027.80      $ 7.24     $ 1,000.00      $ 1,017.65      $ 7.20       1.44

Class I

   $ 1,000.00      $ 1,032.90      $ 2.32     $ 1,000.00      $ 1,022.51      $ 2.31       0.46

Class F

   $ 1,000.00      $ 1,032.30      $ 1.97     $ 1,000.00      $ 1,022.86      $ 1.96       0.39

 

 

  20  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Annualized
expense
ratio
 

The Hartford Total Return Bond Fund

 

Class A

   $ 1,000.00      $ 995.50      $ 3.36      $ 1,000.00      $ 1,021.42      $ 3.41        0.68

Class C

   $ 1,000.00      $ 991.70      $ 7.31      $ 1,000.00      $ 1,017.46      $ 7.40        1.48

Class I

   $     1,000.00      $ 996.00      $ 1.93      $ 1,000.00      $ 1,022.86      $ 1.96        0.39

Class R3

   $ 1,000.00      $ 993.30      $ 5.09      $ 1,000.00      $ 1,019.69      $ 5.16        1.03

Class R4

   $ 1,000.00      $ 994.90      $ 3.41      $ 1,000.00      $ 1,021.37      $ 3.46        0.69

Class R5

   $ 1,000.00      $ 996.90      $ 2.18      $ 1,000.00      $ 1,022.61      $ 2.21        0.44

Class R6

   $ 1,000.00      $ 995.90      $ 1.58      $ 1,000.00      $ 1,023.21      $ 1.61        0.32

Class Y

   $ 1,000.00      $ 996.20      $ 1.93      $ 1,000.00      $ 1,022.86      $ 1.96        0.39

Class F

   $ 1,000.00      $ 996.60      $ 1.58      $ 1,000.00      $ 1,023.21      $ 1.61        0.32

The Hartford World Bond Fund

 

Class A

   $ 1,000.00      $     1,006.90      $ 5.08      $ 1,000.00      $ 1,019.74      $ 5.11        1.02

Class C

   $ 1,000.00      $ 1,004.00      $ 8.75      $ 1,000.00      $ 1,016.07      $ 8.80        1.76

Class I

   $ 1,000.00      $ 1,008.40      $     3.64      $     1,000.00      $     1,021.18      $     3.66        0.73

Class R3

   $ 1,000.00      $ 1,006.00      $ 6.71      $ 1,000.00      $ 1,018.10      $ 6.76        1.35

Class R4

   $ 1,000.00      $ 1,006.80      $ 5.13      $ 1,000.00      $ 1,019.69      $ 5.16        1.03

Class R5

   $ 1,000.00      $ 1,008.30      $ 3.78      $ 1,000.00      $ 1,021.03      $ 3.81        0.76

Class R6

   $ 1,000.00      $ 1,009.70      $ 3.24      $ 1,000.00      $ 1,021.57      $ 3.26        0.65

Class Y

   $ 1,000.00      $ 1,008.40      $ 3.64      $ 1,000.00      $ 1,021.18      $ 3.66        0.73

Class F

   $ 1,000.00      $ 1,008.80      $ 3.24      $ 1,000.00      $ 1,021.57      $ 3.26        0.65

 

(1)

Inception date of Class R6 shares was March 1, 2021.

(2)

Expenses paid during the period March 1, 2021 through April 30, 2021.

(3)

Please note that while Class R6 shares commenced operations on March 1, 2021, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that the annualized expense ratio for Class R6 shares was in effect during the period November 1, 2020 to April 30, 2021.

 

 

  21  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.0%      
          Argentina - 0.5%  
$     125,000    

Telecom Argentina S.A. 8.50%, 08/06/2025(1)

  $ 114,823  
   

YPF S.A.

 
    70,000    

0.00%, 03/23/2025

    57,680  
    265,000    

6.95%, 07/21/2027(2)

    162,975  
     

 

 

 
        335,478  
     

 

 

 
          Azerbaijan - 0.2%  
    165,000    

International Bank of Azerbaijan OJSC
3.50%, 09/01/2024(2)

    162,525  
     

 

 

 
          Bermuda - 0.3%  
    215,000    

Ooredoo International Finance Ltd.
3.25%, 02/21/2023(2)

    224,417  
     

 

 

 
          Brazil - 0.8%  
    305,000    

BRF S.A. 4.88%, 01/24/2030(1)

    313,192  
    200,000    

Centrais Eletricas Brasileiras S.A.
3.63%, 02/04/2025(1)

    202,688  
     

 

 

 
        515,880  
     

 

 

 
          British Virgin Islands - 1.4%  
    43,000    

Central American Bottling Corp.
5.75%, 01/31/2027(1)

    45,258  
    200,000    

Gold Fields Orogen Holdings BVI Ltd.
6.13%, 05/15/2029(2)

    235,500  
    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)(2)(3)(4)

    175,648  
    250,000    

Sinopec Group Overseas Development Ltd.
2.70%, 05/13/2030(1)

    250,115  
    200,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(2)

    206,645  
     

 

 

 
        913,166  
     

 

 

 
          Cayman Islands - 3.0%  
    265,000    

ADCB Finance Cayman Ltd.
4.00%, 03/29/2023(1)

    280,569  
    201,736    

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(1)(5)

    147,771  
    205,000    

Country Garden Holdings Co., Ltd.
5.63%, 01/14/2030(2)

    221,883  
    290,000    

QNB Finance Ltd. 2.63%, 05/12/2025(2)

    301,612  
    134,426    

Sparc EM SPC Panama Metro
0.00%, 12/05/2022(2)(5)

    131,234  
    200,000    

Tencent Holdings Ltd. 2.39%, 06/03/2030(1)

    195,806  
    135,000    

Vale Overseas Ltd. 3.75%, 07/08/2030

    142,020  
    400,000    

Wynn Macau Ltd. 5.50%, 01/15/2026(2)

    420,500  
    200,000    

Yuzhou Group Holdings Co., Ltd.
7.70%, 02/20/2025(2)

    175,596  
     

 

 

 
        2,016,991  
     

 

 

 
          Chile - 1.1%  
    200,000    

Embotelladora Andina S.A.
5.00%, 10/01/2023(2)

    217,992  
    250,000    

Empresa Nacional de Telecomunicaciones S.A.
4.75%, 08/01/2026(2)

    278,084  
    200,000    

Engie Energia Chile S.A. 4.50%,
01/29/2025(2)

    219,238  
     

 

 

 
        715,314  
     

 

 

 
          China - 0.7%  
    200,000    

China Development Bank Financial Leasing Co., Ltd. 2.88%, 09/28/2030, (2.88% fixed rate until 09/28/2025; 5 year USD CMT + 2.750% thereafter)(2)(3)

    201,440  
    225,000    

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(1)

    250,796  
     

 

 

 
    452,236  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.0% - (continued)      
      Colombia - 1.0%  
$     200,000    

Banco de Bogota S.A. 6.25%, 05/12/2026(2)

  $ 223,200  
    200,000    

Bancolombia S.A. 3.00%, 01/29/2025

    205,002  
    190,000    

Ecopetrol S.A. 6.88%, 04/29/2030

    230,375  
     

 

 

 
    658,577  
     

 

 

 
      Hong Kong - 1.1%  
    200,000    

AIA Group Ltd. 3.20%, 09/16/2040(1)

    198,994  
    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)(2)(3)

    282,018  
    250,000    

Nanyang Commercial Bank Ltd.
3.80%, 11/20/2029, (3.80% fixed rate until 11/20/2024; 5 year USD CMT + 2.180% thereafter)(2)(3)

    259,081  
     

 

 

 
    740,093  
     

 

 

 
      India - 0.5%  
    285,000    

Bharti Airtel Ltd. 4.38%, 06/10/2025(2)

    307,000  
     

 

 

 
      Ireland - 0.9%  
    200,000    

Borets Finance DAC 6.00%, 09/17/2026(1)

    204,800  
    200,000    

Gtlk Europe Capital DAC 4.65%, 03/10/2027(2)

    205,692  
    200,000    

PJSC Koks via IMH Capital DAC
5.90%, 09/23/2025(1)

    212,500  
     

 

 

 
    622,992  
     

 

 

 
      Israel - 1.0%  
   

Energean Israel Finance Ltd.

 

    25,000    

4.50%, 03/30/2024(1)(2)

    25,618  
    25,000    

4.88%, 03/30/2026(1)(2)

    25,781  
    200,000    

Israel Electric Corp. Ltd. 4.25%, 08/14/2028(1)(2)

    222,000  
 

Leviathan Bond Ltd.

 

    50,000    

6.50%, 06/30/2027(1)(2)

    55,482  
    105,000    

6.75%, 06/30/2030(1)(2)

    117,651  
    200,000    

Mizrahi Tefahot Bank Ltd. 3.08%, 04/07/2031, (3.08% fixed rate until 04/07/2026; 5 year USD CMT + 2.250% thereafter)(1)(2)(3)

    203,000  
     

 

 

 
    649,532  
     

 

 

 
      Jersey - 0.6%  
 

Galaxy Pipeline Assets Bidco Ltd.

 

    200,000    

2.16%, 03/31/2034(1)

    196,135  
    200,000    

2.63%, 03/31/2036(1)

    193,759  
     

 

 

 
    389,894  
     

 

 

 
      Luxembourg - 1.9%  
    200,000    

FS Luxembourg S.a.r.l. 0.00%, 12/15/2025

    217,650  
    200,000    

Guara Norte S.a.r.l. 5.20%, 06/15/2034(1)

    201,500  
    200,000    

Kernel Holding S.A. 6.50%, 10/17/2024(1)

    209,500  
    180,000    

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

    189,997  
    200,000    

Rumo Luxembourg S.a.r.l. 5.25%,
01/10/2028(1)

    212,600  
    235,000    

VTB Bank OJSC Via VTB Capital S.A.
6.95%, 10/17/2022(2)

    248,430  
     

 

 

 
    1,279,677  
     

 

 

 
      Mexico - 1.5%  
    200,000    

BBVA Bancomer S.A. 6.75%, 09/30/2022(2)

    213,500  
    205,000    

Infraestructura Energetica Nova S.A.B. de C.V.
3.75%, 01/14/2028(2)

    218,837  
    200,000    

Mexico City Airport Trust 5.50%, 07/31/2047(2)

    203,000  
    140,000    

Petroleos Mexicanos 7.69%, 01/23/2050

    134,764  
    200,000    

Unifin Financiera S.A.B. de C.V.
9.88%, 01/28/2029(1)

    197,294  
     

 

 

 
    967,395  
     

 

 

 
      Morocco - 0.4%  
    275,000    

OCP S.A. 4.50%, 10/22/2025(2)

    293,239  
     

 

 

 
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 26.0% - (continued)      
      Netherlands - 3.2%  
$     200,000    

Embraer Netherlands Finance B.V.
6.95%, 01/17/2028(1)

  $ 225,234  
    200,000    

Greenko Dutch B.V. 3.85%, 03/29/2026(1)

    203,100  
    200,000    

Lukoil Securities B.V. 3.88%,
05/06/2030(1)

    210,160  
    200,000    

Metinvest B.V. 7.65%, 10/01/2027(1)

    213,200  
    270,000    

Minejesa Capital B.V. 5.63%, 08/10/2037

    286,200  
    250,000    

Mong Duong Finance Holdings B.V.
5.13%, 05/07/2029(1)

    251,875  
 

Petrobras Global Finance B.V.

 

    75,000    

6.75%, 06/03/2050

    82,066  
    70,000    

6.90%, 03/19/2049

    78,792  
    190,000    

Teva Pharmaceutical Finance Netherlands B.V.
3.15%, 10/01/2026

    178,600  
    385,000    

VEON Holdings B.V. 4.00%, 04/09/2025(1)

    404,365  
     

 

 

 
    2,133,592  
     

 

 

 
      Peru - 1.3%  
    320,000    

Banco de Credito del Peru 3.25%, 09/30/2031, (3.25% fixed rate until 09/30/2026; 5 year USD CMT + 2.450% thereafter)(1)(3)

    314,400  
    295,000    

Kallpa Generacion S.A. 4.13%, 08/16/2027(1)

    303,112  
    270,000    

SAN Miguel Industrias Pet S.A.
4.50%, 09/18/2022(1)

    272,025  
     

 

 

 
    889,537  
     

 

 

 
      Saudi Arabia - 0.7%  
    400,000    

Saudi Arabian Oil Co. 4.25%,
04/16/2039(2)

    435,753  
     

 

 

 
      Singapore - 1.4%  
    205,000    

BOC Aviation Ltd. 3.88%, 04/27/2026(1)

    220,650  
    200,000    

Jollibee Worldwide Pte Ltd.
4.75%, 06/24/2030(2)

    205,600  
    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)(2)(3)

    273,829  
    200,000    

Vena Energy Capital Pte Ltd.
3.13%, 02/26/2025(2)

    201,224  
     

 

 

 
    901,303  
     

 

 

 
      Thailand - 0.3%  
    200,000    

Bangkok Bank PCL 3.73%, 09/25/2034, (3.73% fixed rate until 09/25/2029; 5 year USD CMT + 1.900%
thereafter)(2)(3)

    203,060  
     

 

 

 
      United Arab Emirates - 1.1%  
    200,000    

Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(2)

    232,850  
    220,000    

Emirates SembCorp Water and Power Co. PJSC 4.45%, 08/01/2035(1)

    251,240  
    225,000    

Tabreed Sukuk Spc Ltd. 5.50%, 10/31/2025(2)

    257,729  
     

 

 

 
    741,819  
     

 

 

 
      United Kingdom - 0.5%  
    200,000    

MARB BondCo plc 3.95%, 01/29/2031(1)

    190,034  
EUR     100,000    

NAK Naftogaz Ukraine via Kondor Finance plc
7.13%, 07/19/2024(2)

    121,224  
     

 

 

 
    311,258  
     

 

 

 
      United States - 0.6%  
$     200,000    

DAE Funding LLC 3.38%, 03/20/2028(1)

    199,516  
    200,000    

Kosmos Energy Ltd. 7.50%, 03/01/2028(1)

    190,500  
     

 

 

 
    390,016  
     

 

 

 
 

Total Corporate Bonds
(cost $16,875,732)

  $ 17,250,744  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 65.5%  
      Argentina - 1.3%  
ARS     6,044,752    

Argentina Treasury Bond 1.20%, 03/18/2022(6)

  $ 63,900  
 

Argentine Bonos del Tesoro

 

    5,840,763    

15.50%, 10/17/2026(7)

    23,876  
    8,645,000    

16.00%, 10/17/2023(7)

    53,567  
    127,125    

18.20%, 10/03/2021(7)

    1,253  
 

Argentine Republic Government International Bond

 
$     379,604    

0.13%, 07/09/2030(8)

    136,646  
    1,311,855    

0.13%, 07/09/2035(8)(9)

    413,247  
    73,605    

1.00%, 07/09/2029

    27,728  
ARS     3,970,000    

Autonomous City of Buenos Aires Argentina
37.34%, 03/29/2024, BADLAR + 3.250%(9)

    38,354  
$     187,563    

Provincia de Cordoba 1.00%, 02/01/2029

    106,442  
     

 

 

 
    865,013  
     

 

 

 
      Brazil - 2.4%  
BRL     2,946,000    

Brazil Letras do Tesouro Nacional
0.00%, 01/01/2024(5)

    446,916  
 

Brazil Notas do Tesouro Nacional

 

    16,000    

10.00%, 01/01/2025

    3,138  
    4,677,000    

10.00%, 01/01/2027

    916,359  
    785,000    

10.00%, 01/01/2029

    153,113  
    496,000    

10.00%, 01/01/2031

    96,385  
     

 

 

 
    1,615,911  
     

 

 

 
      Bulgaria - 0.2%  
EUR     110,000    

Bulgaria Government International Bond
1.38%, 09/23/2050(2)

    126,032  
     

 

 

 
      Chile - 0.7%  
 

Bonos de la Tesoreria de la Republica en pesos

 

CLP     80,000,000    

4.70%, 09/01/2030(1)(2)

    120,824  
    165,000,000    

5.00%, 03/01/2035

    250,260  
    70,000,000    

6.00%, 01/01/2043

    118,621  
     

 

 

 
    489,705  
     

 

 

 
      China - 6.9%  
 

China Government Bond

 

CNY     2,020,000    

1.99%, 04/09/2025

    300,842  
    7,670,000    

2.68%, 05/21/2030

    1,135,774  
    2,910,000    

2.85%, 06/04/2027

    442,906  
    4,440,000    

3.13%, 11/21/2029

    681,420  
    2,010,000    

3.25%, 06/06/2026

    314,450  
    2,330,000    

3.25%, 11/22/2028

    362,379  
    3,830,000    

3.27%, 11/19/2030

    596,383  
    1,500,000    

3.28%, 12/03/2027

    233,865  
    2,160,000    

3.29%, 05/23/2029

    335,616  
    910,000    

3.81%, 09/14/2050

    143,876  
     

 

 

 
    4,547,511  
     

 

 

 
      Colombia - 2.6%  
 

Colombian TES

 

COP     877,000,000    

5.75%, 11/03/2027

    227,487  
    164,900,000    

6.00%, 04/28/2028

    43,086  
    734,900,000    

7.00%, 06/30/2032

    192,358  
    1,544,100,000    

7.25%, 10/18/2034

    405,295  
    1,022,700,000    

7.25%, 10/26/2050

    246,815  
    353,400,000    

7.50%, 08/26/2026

    102,023  
    528,000,000    

7.75%, 09/18/2030

    148,368  
    1,100,500,000    

10.00%, 07/24/2024

    341,874  
     

 

 

 
    1,707,306  
     

 

 

 
      Croatia - 0.7%  
EUR     320,000    

Croatia Government International Bond
3.00%, 03/20/2027(2)

    442,543  
     

 

 

 
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 65.5% - (continued)  
      Czech Republic - 2.6%  
 

Czech Republic Government Bond

 

CZK     2,640,000    

0.05%, 11/29/2029

  $ 106,622  
    5,140,000    

0.95%, 05/15/2030(2)

    223,057  
    4,490,000    

1.00%, 06/26/2026(2)

    203,423  
    3,200,000    

1.20%, 03/13/2031

    140,784  
    16,180,000    

2.50%, 08/25/2028(2)

    797,787  
    4,730,000    

2.75%, 07/23/2029

    238,323  
     

 

 

 
    1,709,996  
     

 

 

 
      Egypt - 0.3%  
$     200,000    

Egypt Government International Bond
7.50%, 02/16/2061(1)

    185,250  
     

 

 

 
      Hungary - 1.7%  
 

Hungary Government Bond

 

HUF     23,820,000    

1.50%, 04/22/2026

    78,869  
    93,460,000    

2.25%, 04/20/2033

    295,654  
    28,280,000    

2.75%, 12/22/2026

    99,257  
    25,230,000    

3.00%, 10/27/2027

    90,160  
 

Hungary Government International Bond

 

EUR     278,000    

1.63%, 04/28/2032(2)

    356,632  
    175,000    

1.75%, 06/05/2035(2)

    222,693  
     

 

 

 
    1,143,265  
     

 

 

 
      Indonesia - 5.8%  
 

Indonesia Treasury Bond

 

IDR     1,930,000,000    

5.50%, 04/15/2026

    132,622  
    6,867,000,000    

6.50%, 06/15/2025

    491,229  
    14,400,000,000    

6.50%, 02/15/2031

    996,885  
    1,700,000,000    

6.63%, 05/15/2033

    116,667  
    2,597,000,000    

7.00%, 05/15/2027

    188,854  
    965,000,000    

7.00%, 09/15/2030

    68,881  
    3,465,000,000    

7.50%, 08/15/2032

    250,603  
    623,000,000    

7.50%, 06/15/2035

    44,506  
    4,915,000,000    

7.50%, 05/15/2038

    347,609  
    3,962,000,000    

7.50%, 04/15/2040

    281,056  
    3,748,000,000    

8.25%, 06/15/2032

    284,868  
    130,000,000    

8.25%, 05/15/2036

    9,875  
    2,782,000,000    

8.38%, 03/15/2034

    212,979  
    2,251,000,000    

8.38%, 04/15/2039

    172,639  
    2,922,000,000    

8.75%, 05/15/2031

    231,563  
     

 

 

 
    3,830,836  
     

 

 

 
      Macedonia - 0.7%  
 

North Macedonia Government International Bond

 

EUR     140,000    

1.63%, 03/10/2028(1)

    162,693  
    100,000    

2.75%, 01/18/2025(2)

    125,025  
    110,000    

3.68%, 06/03/2026(1)

    143,906  
     

 

 

 
    431,624  
     

 

 

 
      Malaysia - 6.1%  
 

Malaysia Government Bond

 

MYR     1,725,000    

3.48%, 06/14/2024

    434,887  
    375,000    

3.50%, 05/31/2027

    94,437  
    245,000    

3.73%, 06/15/2028

    62,501  
    155,000    

3.76%, 04/20/2023

    39,007  
    395,000    

3.76%, 05/22/2040

    91,346  
    1,265,000    

3.83%, 07/05/2034

    307,782  
    1,050,000    

3.89%, 08/15/2029

    268,621  
    255,000    

3.90%, 11/16/2027

    65,888  
    350,000    

3.90%, 11/30/2026

    91,032  
    480,000    

3.91%, 07/15/2026

    123,693  
    810,000    

3.96%, 09/15/2025

    208,640  
    7,125,000    

4.05%, 09/30/2021

    1,756,520  
    55,000    

4.64%, 11/07/2033

    14,446  
    320,000    

4.76%, 04/07/2037

    84,020  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 65.5% - (continued)  
      Malaysia - 6.1% - (continued)  
 

Malaysia Government Investment Issue

 

MYR     700,000    

3.66%, 10/15/2024

  $ 177,764  
    455,000    

3.73%, 03/31/2026

    116,432  
    35,000    

4.13%, 08/15/2025

    9,083  
    340,000    

4.13%, 07/09/2029

    87,764  
     

 

 

 
    4,033,863  
     

 

 

 
      Mexico - 9.3%  
 

Mexican Bonos

 

MXN     18,204,800    

5.75%, 03/05/2026

    890,559  
    16,626,800    

7.50%, 06/03/2027

    871,255  
    6,138,300    

7.75%, 05/29/2031

    321,527  
    1,330,100    

7.75%, 11/13/2042

    65,343  
    4,718,600    

8.00%, 11/07/2047

    236,040  
    4,029,900    

8.50%, 05/31/2029

    221,606  
    1,598,100    

8.50%, 11/18/2038

    85,455  
    10,833,900    

10.00%, 11/20/2036

    664,153  
 

Mexico Cetes

 

    9,411,880    

0.00%, 11/18/2021(5)

    451,682  
    9,839,270    

0.00%, 12/16/2021(5)

    470,475  
    39,199,720    

0.00%, 02/10/2022(5)

    1,860,126  
    176,280    

0.00%, 10/06/2022(5)

    8,099  
     

 

 

 
    6,146,320  
     

 

 

 
      Peru - 1.4%  
 

Peru Government Bond

 

PEN     550,000    

5.40%, 08/12/2034

    138,538  
    95,000    

5.94%, 02/12/2029

    27,290  
    25,000    

6.15%, 08/12/2032

    6,893  
    610,000    

6.35%, 08/12/2028

    179,880  
    790,000    

6.90%, 08/12/2037

    222,192  
    975,000    

8.20%, 08/12/2026

    326,170  
     

 

 

 
    900,963  
     

 

 

 
      Poland - 2.3%  
 

Republic of Poland Government Bond

 

PLN     1,735,000    

0.25%, 01/25/2026(10)

    461,947  
    475,000    

1.25%, 10/25/2030

    120,221  
    2,545,000    

2.50%, 07/25/2026

    724,582  
    795,000    

3.25%, 07/25/2025

    231,712  
     

 

 

 
    1,538,462  
     

 

 

 
      Romania - 1.9%  
 

Romania Government Bond

 

RON     770,000    

3.65%, 07/28/2025

    195,927  
    1,450,000    

4.75%, 02/24/2025

    382,827  
    340,000    

4.75%, 10/11/2034

    90,165  
 

Romanian Government International Bond

 

EUR     115,000    

2.00%, 01/28/2032(2)

    138,950  
    140,000    

2.63%, 12/02/2040(1)

    164,880  
    10,000    

2.63%, 12/02/2040(2)

    11,777  
    100,000    

2.88%, 03/11/2029(2)

    132,836  
    115,000    

3.62%, 05/26/2030(1)

    159,323  
     

 

 

 
    1,276,685  
     

 

 

 
      Russia - 5.6%  
 

Russian Federal Bond - OFZ

 

RUB     16,605,000    

5.70%, 05/17/2028

    207,818  
    15,385,000    

5.90%, 03/12/2031

    188,816  
    15,930,000    

6.00%, 10/06/2027

    204,106  
    23,895,000    

6.10%, 07/18/2035

    289,479  
    10,935,000    

6.90%, 05/23/2029

    145,691  
    11,460,000    

7.00%, 08/16/2023

    156,127  
    28,480,000    

7.05%, 01/19/2028

    385,494  
    12,370,000    

7.25%, 05/10/2034

    167,061  
    37,775,000    

7.65%, 04/10/2030

    526,889  
    6,245,000    

7.70%, 03/23/2033

    87,340  
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 65.5% - (continued)  
      Russia - 5.6% - (continued)  
RUB     3,975,000    

7.75%, 09/16/2026

  $ 55,656  
    20,950,000    

7.95%, 10/07/2026

    296,347  
    24,755,000    

8.15%, 02/03/2027

    353,396  
    29,465,000    

8.50%, 09/17/2031

    435,083  
$     200,000    

Russian Foreign Bond - Eurobond
4.25%, 06/23/2027(2)

    221,351  
     

 

 

 
    3,720,654  
     

 

 

 
      Serbia - 1.2%  
EUR     585,000    

Serbia International Bond 3.13%, 05/15/2027(1)

    773,120  
     

 

 

 
          South Africa - 5.4%      
   

Republic of South Africa Government Bond

 
ZAR     8,101,770    

6.50%, 02/28/2041

    353,121  
    12,020,000    

7.00%, 02/28/2031

    687,674  
    4,245,000    

8.00%, 01/31/2030

    270,457  
    14,515,000    

8.25%, 03/31/2032

    880,806  
    8,785,000    

8.50%, 01/31/2037

    491,149  
    2,805,000    

8.75%, 01/31/2044

    154,289  
    4,400,000    

8.88%, 02/28/2035

    260,810  
    3,499,000    

9.00%, 01/31/2040

    199,563  
   

Republic of South Africa Government Bond

 
    3,325,000    

10.50%, 12/21/2026

    261,804  
     

 

 

 
        3,559,673  
     

 

 

 
          Supranational - 1.5%      
   

Asian Development Bank

 
    20,300,000    

0.00%, 04/30/2040(5)

    223,982  
IDR     4,580,000,000    

7.80%, 03/15/2034

    343,987  
   

International Finance Corp.

 
TRY     1,000,000    

0.00%, 05/09/2027(5)

    48,257  
MXN     9,600,000    

0.00%, 01/29/2036(5)

    143,509  
    20,400,000    

0.00%, 02/22/2038(5)

    258,915  
     

 

 

 
        1,018,650  
     

 

 

 
          Thailand - 4.7%      
   

Thailand Government Bond

 
THB     2,364,000    

0.00%, 12/17/2026

    79,710  
    5,607,056    

1.20%, 07/14/2021(2)(6)

    179,808  
    7,168,946    

1.25%, 03/12/2028(2)(6)

    225,281  
    7,352,000    

1.60%, 12/17/2029

    234,873  
    2,065,000    

1.60%, 06/17/2035

    61,898  
    10,775,000    

2.88%, 12/17/2028

    378,738  
    4,884,000    

3.30%, 06/17/2038

    177,026  
    7,690,000    

3.40%, 06/17/2036

    282,632  
    9,555,000    

3.65%, 06/20/2031

    359,260  
    16,985,000    

3.78%, 06/25/2032

    644,321  
    10,985,000    

3.85%, 12/12/2025

    398,075  
    1,770,000    

4.88%, 06/22/2029

    70,933  
     

 

 

 
        3,092,555  
     

 

 

 
          Turkey - 0.2%      
$     200,000    

Turkey Government International Bond
4.88%, 04/16/2043

    154,016  
     

 

 

 
          Uruguay - 0.0%      

UYU

    1,245,000    

Uruguay Government International Bond
8.50%, 03/15/2028(2)

    29,487  
     

 

 

 
   

Total Foreign Government Obligations
(cost $44,423,611)

  $ 43,339,440  
     

 

 

 
   

Total Long-Term Investments
(cost $61,299,343)

  $ 60,590,184  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 3.5%      
          Repurchase Agreements - 3.5%      
    2,295,955    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $2,295,956; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $2,341,967

  $ 2,295,955  
     

 

 

 
   

Total Short-Term Investments
(cost $2,295,955)

  $ 2,295,955  
     

 

 

 
   

Total Investments Excluding
Purchased Options
(cost $63,595,298)

    95.0    $ 62,886,139  
        
   

Total Purchased Options
(cost $64,167)

    0.0    $ 18,935  
     

 

 

    

 

 

 
   

Total Investments
(cost $63,659,465)

    95.0    $ 62,905,074  
   

Other Assets and Liabilities

    5.0      3,302,212  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     66,207,286  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $9,627,036, representing 14.5% 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, 2021, the aggregate value of these securities was $11,927,593, representing 18.0% of net assets.

 

(3) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(4) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(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) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(8) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

 

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, 2021 (Unaudited)

 

 

 

(9) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. Base lending rates may be subject to a floor or cap.

(10) 

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.

 
OTC Option Contracts Outstanding at April 30, 2021  

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/BRL Put

   BOA    6.31 USD      06/09/2021        994,000     USD     994,000     $ 847     $ 16,131     $ (15,284

USD Call/CNH Put

   GSC    6.55 USD      07/15/2021        672,000     USD     672,000       3,278       10,945       (7,667

USD Call/ZAR Put

   CBK    15.31 USD      07/06/2021        675,000     USD     675,000       7,661       31,347       (23,686
                 

 

 

   

 

 

   

 

 

 

Total Calls

 

  $ 11,786     $ 58,423     $ (46,637
                 

 

 

   

 

 

   

 

 

 
Puts  

EUR Put/USD Call

   GSC    1.19 EUR      07/27/2021        1,122,000     EUR     1,122,000     $ 7,149     $ 5,744     $ 1,405  
                 

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

 

  $ 18,935     $ 64,167     $ (45,232
                 

 

 

   

 

 

   

 

 

 
Written option contracts:  
Calls  

USD Call/CNH Put

   GSC    6.76 USD      07/15/2021        (672,000   USD     (672,000   $ (607   $ (4,720   $ 4,113  

USD Call/ZAR Put

   CBK    16.74 USD      07/06/2021        (675,000   USD     (675,000     (1,846     (13,453     11,607  
                 

 

 

   

 

 

   

 

 

 

Total Calls

 

  $ (2,453   $ (18,173   $ 15,720  
                 

 

 

   

 

 

   

 

 

 
Written option contracts:  
Puts  

USD Put/BRL Call

   BOA    5.52 USD      06/09/2021        (994,000   USD     (994,000   $ (29,998   $ (13,580   $ (16,418

USD Put/BRL Call

   BNP    5.18 USD      07/27/2021        (339,000   USD     (339,000     (3,864     (4,149     285  

USD Put/CLP Call

   GSC    665.00 USD      10/27/2021        (1,340,000   USD     (1,340,000     (12,194     (16,197     4,003  

USD Put/PLN Call

   CBK    3.59 USD      07/15/2021        (672,000   USD     (672,000     (1,081     (6,209     5,128  

USD Put/TRY Call

   CBK    7.95 USD      07/15/2021        (1,007,000   USD     (1,007,000     (6,143     (11,883     5,740  

USD Put/TRY Call

   GSC    8.06 USD      07/27/2021        (339,000   USD     (339,000     (3,152     (3,674     522  
                 

 

 

   

 

 

   

 

 

 

Total Puts

 

  $ (56,432   $ (55,692   $ (740
                 

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

 

  $     (58,885   $     (73,865   $     14,980  
                 

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

U.S. Treasury 2-Year Note Future

     13        06/30/2021      $     2,869,852      $ (1,321

U.S. Treasury 5-Year Note Future

     39        06/30/2021        4,833,562        (21,994

U.S. Treasury 10-Year Ultra Future

     5        06/21/2021        727,734        (1,627

U.S. Treasury Ultra Bond Future

     2        06/21/2021        371,813        (4,966
           

 

 

 

Total

 

   $ (29,908
           

 

 

 
Short position contracts:  

Euro-BOBL Future

     6        06/08/2021      $ 971,875      $ 1,220  

Euro-BUND Future

     9        06/08/2021        1,839,442        10,320  

Euro-BUXL 30-Year Bond Future

     1        06/08/2021        242,734        6,323  

U.S. Treasury 10-Year Note Future

     41        06/21/2021        5,413,281        3,269  

U.S. Treasury Long Bond Future

     7        06/21/2021        1,100,750        (1,544
           

 

 

 

Total

 

   $ 19,588  
           

 

 

 

Total futures contracts

 

   $     (10,320
           

 

 

 

 

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, 2021 (Unaudited)

 

 

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2021  

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   7.60% Fixed      BRL       1,310,288        01/02/2025        At Maturity      $      $      $ 139     $ 139  

BOA

  BZDIOVRA   7.55% Fixed      BRL       1,976,877        01/02/2025        At Maturity                      (125     (125

GSC

  BZDIOVRA  

5.58% Fixed

     BRL       3,125,704        01/02/2024        At Maturity                      (9,385     (9,385

GSC

  BZDIOVRA   7.07% Fixed      BRL       1,320,970        01/04/2027        At Maturity                      (7,322     (7,322

GSC

  CLICP Camara Promedio A   1.33% Fixed      CLP       237,230,000        06/16/2023        Semi-Annual                      (1,028     (1,028

JPM

  5.39% Fixed   6 Mo. INR MIBOR      INR       6,185,000        06/16/2026        Semi-Annual                      (519     (519

JPM

  5.45% Fixed   6 Mo. INR MIBOR      INR       45,545,000        06/16/2026        Semi-Annual                      (5,559     (5,559

JPM

  BZDIOVRA   5.89% Fixed      BRL       305,392        01/02/2025        At Maturity                      (2,019     (2,019

MSC

  5.01% Fixed   3M Banco Central De La Republica      COP       929,010,000        06/16/2031        Quarterly                      11,065       11,065  

MSC

  5.29% Fixed  

6 Mo. INR MIBOR

     INR       35,735,000        06/16/2026        Semi-Annual                      (989     (989

MSC

  5.43% Fixed  

6 Mo. INR MIBOR

     INR       25,790,000        06/16/2026        Semi-Annual                      (2,736     (2,736

MSC

  BZDIOVRA  

7.04% Fixed

     BRL       30,391        07/03/2023        At Maturity                      334       334  

MSC

  BZDIOVRA  

8.40% Fixed

     BRL       643,408        01/02/2025        At Maturity                      8,118       8,118  

MSC

 

BZDIOVRA

 

7.94% Fixed

     BRL       737,284        01/02/2029        At Maturity                      (2,570     (2,570
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

         $     —      $     —      $     (12,596   $     (12,596
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2021  

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

  

5.56% Fixed

   MXN     335,000        11/13/2030      Lunar    $      $      $ (1,557   $ (1,557

1 Mo. MXN TIIE

  

6.13% Fixed

   MXN     3,100,000        02/11/2031      Lunar                    (8,395     (8,395

4.31% Fixed

  

1 Mo. MXN TIIE

   MXN     9,035,000        12/09/2021      Lunar                    318       318  

5.64% Fixed

  

1 Mo. MXN TIIE

   MXN     2,200,000        03/12/2026      Lunar                    1,739       1,739  

3M ZAR JIBAR

  

4.74% Fixed

   ZAR     6,430,000        06/16/2023      Quarterly                    2,405       2,405  

3M ZAR JIBAR

  

7.66% Fixed

   ZAR     63,970,000        06/16/2031      Quarterly                    (6,579     (6,579

6.09% Fixed

  

3M ZAR JIBAR

   ZAR     109,110,000        06/16/2026      Quarterly                    (29,766     (29,766

1.09% Fixed

  

6M CZK PRIBOR

   CZK     190,435,000        06/16/2023      Annual                    15,785       15,785  

1.76% Fixed

  

6M CZK PRIBOR

   CZK     39,025,000        06/16/2031      Annual                    22,223       22,223  

6M CZK PRIBOR

  

1.51% Fixed

   CZK     6,070,000        06/16/2026      Annual                    (3,407     (3,407

6M CZK PRIBOR

  

1.60% Fixed

   CZK     146,185,000        06/16/2026      Semi-Annual                    (51,870     (51,870

0.26% Fixed

  

6M EURIBOR

   EUR     225,000        06/16/2026      Annual                    212       212  

2.42% Fixed

  

6M HUF BUBOR

   HUF     142,030,000        06/16/2031      Annual                    6,785       6,785  

6M HUF BUBOR

  

1.92% Fixed

   HUF     378,140,000        06/16/2026      Annual                    (8,458     (8,458

6M WIBOR PLN

  

1.73% Fixed

   PLN     460,000        06/16/2031      Annual                    (3,070     (3,070
                

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     —      $     —      $     (63,635   $     (63,635
                

 

 

    

 

 

    

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,190,000      AUD      916,711      USD    TDB      06/16/2021     $ 206     $  
  2,837,000      BRL      505,788      USD    MSC      06/02/2021           14,884        
  27,078,000      BRL      4,955,794      USD    GSC      06/02/2021       14,165       (358
  486,000      BRL      86,454      USD    CBK      06/02/2021       2,741        
  320,000      BRL      57,796      USD    BNP      06/02/2021       933        
  2,753,000      BRL      468,436      USD    MLI      06/11/2021       36,433        
  3,319,000      BRL      598,849      USD    JPM      07/13/2021       8,098        
  458,000      BRL      83,402      USD    BNP      07/29/2021       227        
  1,431,000      BRL      247,921      USD    MLI      08/12/2021       13,006        
  75,000      CAD      59,436      USD    GSC      06/16/2021       1,588        
  637,555,000      CLP      879,951      USD    GSC      06/16/2021       16,840        
  637,400,000      CLP      894,807      USD    BNP      06/16/2021       4,611       (2,845
  164,300,000      CLP      230,823      USD    BOA      06/16/2021       283        
  250,698,000      CLP      342,297      USD    GSC      07/21/2021       10,286        
  257,403,000      CLP      366,410      USD    GSC      10/29/2021             (4,480
  15,987,912      CNH      2,435,550      USD    BCLY      06/16/2021       26,113        
  6,739,000      CNH      1,027,625      USD    GSC      06/16/2021       9,982        
  283,700,000      COP      78,489      USD    BNP      06/16/2021             (3,080

 

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, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  441,200,000      COP      121,179      USD    CBK      06/16/2021     $     $ (3,905
  718,800,000      COP      198,250      USD    MSC      06/16/2021             (7,188
  5,308,027,000      COP      1,489,973      USD    JPM      06/16/2021                 (79,065
  38,345,000      CZK      1,738,061      USD    BNP      06/16/2021           44,601        
  29,570,000      CZK      1,351,505      USD    GSC      06/16/2021       23,206        
  2,800,000      CZK      127,159      USD    BOA      06/16/2021       3,013        
  371,000      CZK      16,626      USD    UBS      06/16/2021       622        
  5,020,000      EGP      313,946      USD    DEUT      06/16/2021       3,313        
  2,710,000      EGP      168,062      USD    GSC      06/16/2021       3,207        
  2,230,000      EGP      135,316      USD    JPM      10/12/2021       1,301        
  296,000      EUR      347,905      USD    CSFB      06/16/2021       8,308        
  599,000      EUR      717,026      USD    BNP      06/16/2021       5,343       (1,519
  267,000      EUR      318,940      USD    GSC      06/16/2021       2,374        
  153,000      EUR      182,077      USD    CBK      06/16/2021       2,047        
  265,000      EUR      317,285      USD    MSC      06/16/2021       1,627       (6
  120,000      EUR      143,945      USD    BCLY      06/16/2021       466        
  201,000      EUR      241,716      USD    WEST      06/16/2021       172        
  255,000      EUR      308,652      USD    GSC      07/29/2021             (1,503
  118,000      GBP      163,991      USD    GSC      06/16/2021             (1,006
  648,045,000      HUF      2,100,927      USD    BNP      06/16/2021       61,896        
  158,300,000      HUF      518,137      USD    GSC      06/16/2021       10,182        
  25,094,000      HUF      81,158      USD    UBS      06/16/2021       2,592        
  40,932,468,000      IDR      2,799,980      USD    GSC      06/16/2021       21,217        
  3,597,739,000      IDR      245,466      USD    BNP      06/16/2021       2,502        
  2,361,000,000      IDR      162,637      USD    JPM      06/16/2021       91        
  59,440,000      INR      805,335      USD    BNP      06/16/2021             (8,813
  593,090,000      KRW      523,689      USD    GSC      06/16/2021       9,510        
  185,300,000      KRW      164,990      USD    JPM      06/16/2021       1,598        
  142,940,000      KRW      128,174      USD    BNP      06/16/2021       332        
  76,500,000      KZT      175,943      USD    CBK      06/16/2021             (242
  37,150,000      KZT      85,797      USD    DEUT      06/16/2021             (473
  66,000,000      KZT      154,386      USD    GSC      06/16/2021             (2,801
  4,795,000      MXN      234,108      USD    BCLY      05/10/2021       2,336        
  14,331,000      MXN      678,895      USD    CBK      06/16/2021       24,817        
  38,757,000      MXN      1,884,583      USD    BNP      06/16/2021       26,210       (7,661
  8,224,000      MXN      392,462      USD    GSC      06/16/2021       11,371        
  4,265,000      MYR      1,029,920      USD    BNP      06/16/2021       9,140        
  2,099,000      PEN      566,611      USD    CBK      06/16/2021             (11,710
  2,301,000      PEN      621,105      USD    GSC      06/16/2021                 (12,802
  15,979,000      PHP      326,547      USD    GSC      06/16/2021       5,099        
  27,820,000      PHP      573,254      USD    JPM      06/16/2021       4,153        
  13,734,000      PLN      3,570,937      USD    GSC      06/16/2021       52,388       (786
  1,215,000      PLN      306,246      USD    BNP      06/16/2021       14,228        
  1,175,000      PLN      311,275      USD    BOA      06/16/2021             (1,352
  620,000      PLN      165,219      USD    CBK      07/19/2021             (1,656
  4,916,000      RON      1,193,100      USD    GSC      06/16/2021       4,770       (48
  26,380,000      RUB      350,895      USD    DEUT      06/16/2021             (2,364
  24,120,000      RUB      323,374      USD    MSC      06/16/2021             (4,702
  154,025,000      RUB      2,051,957      USD    GSC      06/16/2021       4,963       (21,953
  485,000      SGD      360,645      USD    GSC      06/16/2021       3,751        
  380,000      SGD      283,664      USD    BNP      06/16/2021       1,842        
  170,000      SGD      127,113      USD    BOA      06/16/2021       613        
  4,440,000      THB      141,132      USD    BCLY      06/16/2021       1,421        
  2,290,000      THB      73,120      USD    RBS      06/16/2021       404        
  16,240,000      THB      521,642      USD    GSC      06/16/2021       1,660       (1,894
  5,840,000      THB      188,781      USD    MSC      06/16/2021             (1,279
  74,700,000      THB      2,420,926      USD    JPM      06/16/2021       741       (23,316
  1,312,000      TRY      178,832      USD    MSC      05/11/2021             (21,213
  508,000      TRY      64,055      USD    BCLY      06/16/2021             (4,166
  9,900,500      TRY      1,234,447      USD    GSC      06/16/2021       2,830       (70,085
  2,392,000      TRY      281,412      USD    CBK      07/16/2021             (3,797
  846,000      TRY      98,504      USD    GSC      07/28/2021             (896
  131,087      USD      170,000      AUD    GSC      06/16/2021       99        
  1,222,538      USD      1,587,000      AUD    TDB      06/16/2021             (275

 

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, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  82,860      USD      460,000      BRL    BNP      06/02/2021     $     $ (1,563
  331,398      USD      1,865,000      BRL    GSC      06/02/2021       1,063       (11,946
  750,376      USD      4,250,000      BRL    CBK      06/02/2021             (29,623
  846,874      USD      4,827,000      BRL    MSC      06/02/2021             (39,021
  414,523      USD      2,369,000      BRL    GSC      07/13/2021             (18,697
  130,655      USD      165,000      CAD    MSC      06/16/2021             (3,598
  230,385      USD      165,400,000      CLP    CBK      06/16/2021       477       (2,746
  459,424      USD      334,736,000      CLP    BNP      06/16/2021             (11,419
  563,692      USD      395,712,000      CLP    GSC      07/21/2021       7,160        
  61,594      USD      406,000      CNH    MSC      06/16/2021             (918
  73,151      USD      484,000      CNH    BNP      06/16/2021             (1,371
  187,188      USD      1,225,000      CNH    HSBC      06/16/2021             (1,426
  186,489      USD      1,223,000      CNH    SSG      06/16/2021             (1,817
  374,060      USD      2,467,000      CNH    GSC      06/16/2021             (5,785
  455,475      USD      1,681,700,000      COP    BNP      06/16/2021       8,468        
  126,550      USD      447,100,000      COP    UBS      06/16/2021       7,708        
  147,440      USD      541,400,000      COP    RBS      06/16/2021       3,532        
  88,679      USD      323,900,000      COP    GSC      06/16/2021       2,584        
  339,529      USD      7,270,000      CZK    BOA      06/16/2021       1,546        
  122,175      USD      2,683,000      CZK    UBS      06/16/2021             (2,558
  140,575      USD      3,090,000      CZK    CIBC      06/16/2021             (3,079
  371,485      USD      8,280,000      CZK    BNP      06/16/2021             (13,453
  679,713      USD      14,920,000      CZK    GSC      06/16/2021       288       (14,207
  4,816      USD      4,000      EUR    BCLY      06/16/2021       2        
  11,954      USD      10,000      EUR    CBK      06/16/2021             (80
  144,410      USD      121,000      EUR    RBC      06/16/2021             (1,204
  150,250      USD      126,000      EUR    BNP      06/16/2021             (1,381
  162,866      USD      138,000      EUR    DEUT      06/16/2021             (3,206
  445,184      USD      373,000      EUR    GSC      06/16/2021             (3,692
  3,870,250      USD      3,245,000      EUR    MSC      06/16/2021                 (34,855
  163,663      USD      118,000      GBP    GSC      06/16/2021       678        
  219,298      USD      66,170,000      HUF    GSC      06/16/2021             (1,541
  65,185      USD      20,200,000      HUF    SCB      06/16/2021             (2,232
  275,140      USD      85,200,000      HUF    MSC      06/16/2021             (9,211
  157,675      USD      2,303,000,000      IDR    JPM      06/16/2021             (1,055
  192,769      USD      2,814,000,000      IDR    MSC      06/16/2021             (1,181
  1,030,848      USD      15,047,000,000      IDR    GSC      06/16/2021             (6,240
  792,517      USD      58,850,000      INR    BNP      06/16/2021           5,289       (1,388
  270      USD      20,000      INR    CBK      06/16/2021       2        
  372,864      USD      419,130,000      KRW    BNP      06/16/2021             (3,942
  317,676      USD      359,260,000      KRW    GSC      06/16/2021             (5,306
  300,030      USD      6,115,000      MXN    BCLY      05/10/2021             (1,503
  395,815      USD      7,940,000      MXN    CBK      06/16/2021       5,928        
  144,853      USD      2,920,000      MXN    BNP      06/16/2021       1,469        
  63,248      USD      1,279,000      MXN    BCLY      06/16/2021       444        
  1,785,903      USD      36,584,000      MXN    GSC      06/16/2021           10,864       (21,388
  225,708      USD      4,850,000      MXN    JPM      06/16/2021                 (12,447
  579,963      USD      12,168,000      MXN    UBS      06/16/2021             (17,537
  111,453      USD      460,000      MYR    DEUT      06/16/2021             (614
  94,287      USD      392,000      MYR    BNP      06/16/2021             (1,214
  208,766      USD      290,000      NZD    MSC      06/16/2021       1,279        
  89,506      USD      125,000      NZD    GSC      06/16/2021       72        
  484,379      USD      1,761,000      PEN    DEUT      06/16/2021       18,833        
  338,020      USD      1,240,000      PEN    CBK      06/16/2021       10,208        
  482,977      USD      23,690,000      PHP    SCB      06/16/2021             (8,711
  96,397      USD      365,000      PLN    UBS      06/16/2021       123        
  52,738      USD      205,000      PLN    GSC      06/16/2021             (1,334
  186,629      USD      715,000      PLN    BNP      06/16/2021             (1,962
  127,411      USD      495,000      PLN    DEUT      06/16/2021             (3,152
  478,432      USD      1,840,000      PLN    MSC      06/16/2021             (6,894
  445,210      USD      1,753,000      PLN    CBK      06/16/2021             (17,169
  73,872      USD      305,000      RON    BNP      06/16/2021             (444
  166,374      USD      12,320,000      RUB    MSC      06/16/2021       3,603        
  112,878      USD      8,490,000      RUB    UBS      06/16/2021       709        

 

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, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,059,465      USD      80,200,000      RUB    GSC      06/16/2021     $ 5,525     $ (5,656
  171,159      USD      230,000      SGD    GSC      06/16/2021             (1,647
  470,686      USD      635,000      SGD    BNP      06/16/2021             (6,410
  583,120      USD      17,970,000      THB    JPM      06/16/2021       6,167        
  136,688      USD      4,230,000      THB    ANZ      06/16/2021       878        
  103,152      USD      3,240,000      THB    GSC      06/16/2021             (873
  128,531      USD      951,000      TRY    GSC      05/11/2021       14,282        
  835,899      USD      7,180,000      TRY    GSC      06/16/2021       2,144       (12,711
  197,147      USD      8,915,000      UYU    CBK      06/16/2021             (4,778
  93,857      USD      1,350,000      ZAR    DEUT      06/17/2021       1,397        
  116,176      USD      1,710,000      ZAR    BOA      06/17/2021             (940
  69,055      USD      1,040,000      ZAR    SCB      06/17/2021             (2,173
  195,893      USD      2,984,000      ZAR    GSC      06/17/2021             (8,477
  8,400,000      UYU      189,445      USD    CBK      06/16/2021       815        
  2,104,000      UYU      47,154      USD    JPM      06/16/2021       502        
  18,643,000      ZAR      1,211,641      USD    BNP      06/17/2021       65,194        
  5,310,000      ZAR      353,176      USD    GSC      06/17/2021       10,500        
  1,120,000      ZAR      76,358      USD    SCB      06/17/2021       349        
  2,421,000      ZAR      158,091      USD    CBK      07/08/2021       7,244        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     750,078     $     (687,014
 

 

 

   

 

 

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 17,250,744     $     $ 17,250,744     $  

Foreign Government Obligations

     43,339,440             43,339,440        

Short-Term Investments

     2,295,955             2,295,955        

Purchased Options

     18,935             18,935        

Foreign Currency Contracts(2)

     750,078             750,078        

Futures Contracts(2)

     21,132       21,132              

Swaps - Interest Rate(2)

     69,123             69,123        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     63,745,407     $     21,132     $     63,724,275     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (687,014   $     $ (687,014   $  

Futures Contracts(2)

     (31,452     (31,452            

Swaps - Interest Rate(2)

     (145,354           (145,354      

Written Options

     (58,885           (58,885      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (922,705   $     (31,452   $     (891,253   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.7%  
      Consumer Services - 0.1%  
    13,792    

Caesars Entertainment, Inc.*

  $ 1,349,410  
     

 

 

 
          Energy - 0.3%      
    2,037,975    

Ascent Resources - Marcellus LLC Class A*(1)(2)

    1,294,114  
    71,082    

Foresight Energy LLC*(1)(2)

    623,818  
    418,220,006    

KCA Deutag*(1)(2)(3)

     
    544,947    

Philadelphia Energy Solutions Class A*(1)(2)

    5,449  
    112,212    

Texgen Power LLC*(1)(2)

    4,488,480  
     

 

 

 
        6,411,861  
     

 

 

 
      Insurance - 0.2%  
    175,508    

AFG Holdings, Inc.

    3,861,176  
     

 

 

 
      Materials - 0.1%  
    37,645    

UTEX Industries, Inc.

    1,439,921  
     

 

 

 
 

Total Common Stocks
(cost $28,691,717)

  $ 13,062,368  
     

 

 

 
CORPORATE BONDS - 6.1%  
      Airlines - 0.1%  
$     890,000    

American Airlines, Inc. 5.75%, 04/20/2029(4)

  $ 953,635  
    960,000    

United Airlines, Inc. 4.38%, 04/15/2026(4)

    996,211  
     

 

 

 
        1,949,846  
     

 

 

 
      Apparel - 0.0%  
EUR     750,000    

BK LC Lux Finco S.a.r.l. 5.25%, 04/30/2029(4)

    917,918  
     

 

 

 
      Auto Manufacturers - 0.1%  
$     2,650,000    

Ford Motor Credit Co. LLC 3.09%, 01/09/2023

    2,699,742  
     

 

 

 
          Commercial Banks - 0.4%      
EUR     1,595,000    

Banco Santander S.A. 1.00%, 12/15/2024(5)(6)

    1,783,644  
 

Freedom Mortgage Corp.

 

$     3,350,000    

7.63%, 05/01/2026(4)

    3,493,045  
    1,580,000    

8.13%, 11/15/2024(4)

    1,635,300  
    625,000    

8.25%, 04/15/2025(4)

    648,469  
     

 

 

 
    7,560,458  
     

 

 

 
      Commercial Services - 0.5%  
    1,825,000    

APX Group, Inc. 7.63%, 09/01/2023

    1,872,906  
    1,925,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(4)

    1,963,500  
    2,800,000    

MPH Acquisition Holdings LLC
5.75%, 11/01/2028(4)

    2,758,000  
EUR     2,660,000    

Q-Park Holding I B.V. 2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(4)(7)

    3,065,652  
     

 

 

 
    9,660,058  
     

 

 

 
      Construction Materials - 0.1%  
$     1,850,000    

Standard Industries, Inc. 5.00%, 02/15/2027(4)

    1,910,125  
     

 

 

 
      Diversified Financial Services - 0.3%  
    2,800,000    

Burford Capital Global Finance LLC
6.25%, 04/15/2028(4)

    2,906,400  
    1,765,000    

Home Point Capital, Inc. 5.00%, 02/01/2026(4)

    1,737,995  
    885,000    

Unifin Financiera S.A.B. de C.V.
9.88%, 01/28/2029(4)

    873,026  
     

 

 

 
    5,517,421  
     

 

 

 
      Entertainment - 0.4%  
 

Cinemark USA, Inc.

 

    3,645,000    

4.88%, 06/01/2023

    3,640,261  
    1,815,000    

5.88%, 03/15/2026(4)

    1,880,794  
    1,800,000    

Mohegan Gaming & Entertainment
8.00%, 02/01/2026(4)

    1,826,820  
     

 

 

 
    7,347,875  
     

 

 

 
      Hand/Machine Tools - 0.2%  
    3,700,000    

Apex Tool Group LLC 9.00%,
02/15/2023(4)

    3,680,020  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 6.1% - (continued)  
      Insurance - 0.4%  
 

Genworth Holdings, Inc.

 

$     3,175,000    

4.80%, 02/15/2024

  $ 3,103,562  
    1,500,000    

4.90%, 08/15/2023

    1,481,250  
    2,600,000    

7.63%, 09/24/2021

    2,645,500  
     

 

 

 
    7,230,312  
     

 

 

 
      Internet - 0.3%  
    2,700,000    

Go Daddy Operating Co. LLC
5.25%, 12/01/2027(4)

    2,824,875  
    1,150,000    

MercadoLibre, Inc. 3.13%, 01/14/2031

    1,099,975  
   

United Group B.V.

 
EUR     1,705,000    

3.25%, 02/15/2026, 3 mo. EURIBOR + 3.250%(4)(7)

    2,006,277  
    635,000    

4.00%, 11/15/2027(4)

    755,794  
     

 

 

 
    6,686,921  
     

 

 

 
      Investment Company Security - 0.1%  
 

Huarong Finance Co., Ltd.

 

$     290,000    

2.13%, 09/30/2023(8)

    221,850  
    1,160,000    

2.50%, 02/24/2023(8)

    893,200  
     

 

 

 
    1,115,050  
     

 

 

 
      Leisure Time - 0.7%  
 

Carnival Corp.

 

    2,675,000    

5.75%, 03/01/2027(4)

    2,820,466  
    1,630,000    

7.63%, 03/01/2026(4)

    1,784,850  
    2,850,000    

NCL Corp. Ltd. 5.88%, 03/15/2026(4)

    2,978,250  
    4,375,000    

NCL Finance Ltd. 6.13%, 03/15/2028(4)

    4,608,275  
    1,825,000    

Royal Caribbean Cruises Ltd.
5.50%, 04/01/2028(4)

    1,913,878  
     

 

 

 
    14,105,719  
     

 

 

 
      Media - 0.1%  

EUR

    1,540,000    

Banijay Group SAS 6.50%, 03/01/2026(4)

    1,897,751  
$     1,000,000    

Houghton Mifflin Harcourt Publishers, Inc.
9.00%, 02/15/2025(4)

    1,070,000  
     

 

 

 
    2,967,751  
     

 

 

 
      Mining - 0.1%  
    1,875,000    

Constellium SE 5.75%, 05/15/2024(4)

    1,886,644  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
EUR     1,450,000    

Bombardier, Inc. 6.13%, 05/15/2021(8)

    1,742,631  
     

 

 

 
      Oil & Gas - 0.1%  
    1,400,000    

Petroleos Mexicanos 4.75%,
02/26/2029(8)

    1,668,372  
$     720,000    

Range Resources Corp. 8.25%, 01/15/2029(4)

    781,034  
     

 

 

 
        2,449,406  
     

 

 

 
      Packaging & Containers - 0.2%  
 

Mauser Packaging Solutions Holding Co.

 

EUR     1,475,000    

4.75%, 04/15/2024(8)

    1,777,574  
$     1,950,000    

7.25%, 04/15/2025(4)

    1,896,375  
     

 

 

 
        3,673,949  
     

 

 

 
      Pharmaceuticals - 0.2%  
EUR     1,055,000    

Rossini S.a.r.l. 3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(4)(7)

    1,268,374  
$     2,725,000    

Teva Pharmaceutical Finance Netherlands B.V. 2.80%, 07/21/2023

    2,698,104  
     

 

 

 
        3,966,478  
     

 

 

 
      Pipelines - 0.0%  
    905,000    

EnLink Midstream Partners L.P.
5.05%, 04/01/2045

    744,363  
     

 

 

 
      Real Estate - 0.1%  
    2,175,000    

Yuzhou Properties Co., Ltd. 6.00%, 10/25/2023(8)

    1,980,338  
     

 

 

 
 

 

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

 

 

  31  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 6.1% - (continued)  
      Retail - 1.5%  
$     860,000    

1011778 BC ULC / New Red Finance, Inc.
5.75%, 04/15/2025(4)

  $ 911,600  
    720,000    

BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%, 04/01/2027(4)(9)

    741,672  
    2,015,000    

CEC Entertainment LLC 6.75%, 05/01/2026(4)

    2,000,492  
 

eG Global Finance plc

 

EUR     3,150,000    

4.38%, 02/07/2025(8)

    3,669,687  
    1,475,000    

6.25%, 10/30/2025(8)

    1,805,593  
    545,000    

Goldstory SASU 5.50%, 03/01/2026, 3 mo. EURIBOR + 5.500%(4)(7)

    662,448  
$     5,220,000    

Magic Mergeco, Inc. 7.88%, 05/01/2029(4)

    5,364,124  
 

Staples, Inc.

 

    10,400,000    

7.50%, 04/15/2026(4)

    10,764,000  
    2,825,000    

10.75%, 04/15/2027(4)

    2,923,027  
     

 

 

 
        28,842,643  
     

 

 

 
      Telecommunications - 0.0%  
    452,000    

Sprint Corp. 7.88%, 09/15/2023

    515,280  
     

 

 

 
      Trucking & Leasing - 0.1%  
    1,205,000    

AerCap Global Aviation Trust 6.50%, 06/15/2045, (6.50% fixed rate until 06/15/2025; 3 mo. USD LIBOR + 4.300% thereafter)(4)(10)

    1,283,325  
     

 

 

 
 

Total Corporate Bonds
(cost $116,019,108)

  $ 120,434,273  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 92.2%  
      Advertising - 0.2%  
$     4,510,000    

E2open LLC 4.00%, 10/29/2027, 3 mo. USD LIBOR + 3.500%

  $ 4,497,327  
     

 

 

 
      Aerospace/Defense - 2.0%  
    5,530,000    

First Brands 9.50%, 03/22/2028, 3 mo. USD LIBOR + 8.500%

    5,502,350  
    18,787,913    

Great Outdoors Group LLC 5.00%, 03/06/2028, 6 mo. USD LIBOR + 4.250%

    18,852,543  
    1,635,900    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250%

    1,648,169  
    9,975,421    

TransDigm, Inc. 2.36%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    9,846,937  
    3,370,000    

Watlow Electric Manufacturing Co.
0.00%, 03/02/2028(11)

    3,365,788  
     

 

 

 
    39,215,787  
     

 

 

 
      Airlines - 1.8%  
    7,855,000    

AAdvantage Loyalty IP Ltd. 0.00%, 04/20/2028(11)

    8,071,013  
    964,844    

American Airlines, Inc. 2.11%, 04/28/2023, 1 mo. USD LIBOR + 2.000%

    927,726  
    9,807,875    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

    10,060,035  
    6,190,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027, 3 mo. USD LIBOR + 5.250%

    6,601,202  
    9,345,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    9,808,792  
     

 

 

 
    35,468,768  
     

 

 

 
      Apparel - 0.4%  
    8,020,000    

Birkenstock GmbH & Co. KG 0.00%, 04/26/2028

    7,994,978  
     

 

 

 
      Asset-Backed - Finance & Insurance - 0.4%  
EUR     3,910,000    

Bellis Acquisition Co. plc 2.75%, 02/12/2026, 6 mo. EURIBOR + 2.750%

    4,689,890  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Asset-Backed - Finance & Insurance - 0.4% - (continued)  
$     3,535,000    

PAI Holdco, Inc. 4.50%, 10/28/2027, 3 mo. USD LIBOR + 3.750%

  $ 3,528,390  
     

 

 

 
    8,218,280  
     

 

 

 
      Auto Manufacturers - 0.1%  
    2,081,034    

Navistar International Corp. 3.61%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    2,078,433  
     

 

 

 
      Auto Parts & Equipment - 1.3%  
    4,725,000    

Adient U.S. LLC 0.00%, 04/08/2028, 1 mo. USD LIBOR + 3.500%(11)

    4,717,913  
    13,970,551    

Clarios Global L.P. 3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    13,816,875  
    6,213,605    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    6,239,515  
     

 

 

 
    24,774,303  
     

 

 

 
      Beverages - 0.9%  
    18,095,793    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    18,087,288  
     

 

 

 
      Chemicals - 0.7%  
    3,665,000    

INEOS Styrolution U.S. Holding LLC
3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    3,646,675  
 

LTI Holdings, Inc.

 

    6,796,916    

3.61%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

    6,686,466  
    2,440,000    

6.86%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

    2,427,800  
    224,469    

UTEX Industries Inc. 5.25%, 12/03/2025, 1 mo. USD LIBOR + 5.250%

    215,490  
     

 

 

 
    12,976,431  
     

 

 

 
      Commercial Services - 9.1%  
    11,600,000    

AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

    11,543,856  
    32,118,264    

APX Group, Inc. 5.11%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    32,118,264  
    28,040,000    

Aramark Services, Inc. 2.61%, 04/06/2028, 3 mo. USD LIBOR + 2.500%

    27,899,800  
 

Belron Finance U.S. LLC

 

    2,344,066    

2.44%, 10/30/2026, 1 mo. USD LIBOR + 2.250%

    2,322,102  
    4,484,804    

2.44%, 05/07/2021, 3 mo. USD LIBOR + 2.250%

    4,462,380  
EUR     12,610,000    

Biogroup-LCD 0.00%, 01/28/2028, 3 mo. EURIBOR + 3.500%(11)

    15,064,403  
$     27,024,656    

Blackhawk Network Holdings, Inc.
3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    26,656,850  
    11,528,483    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    11,460,004  
    14,157,350    

Gainwell Acquisition Corp. 4.75%, 10/01/2027, 3 mo. USD LIBOR + 4.000%

    14,157,350  
    4,800,000    

Quikrete Holdings, Inc. 2.61%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    4,749,984  
    5,000,000    

Trans Union LLC 1.86%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    4,961,100  
    1,311,381    

USS Ultimate Holdings, Inc. 4.75%, 08/25/2024, 1 mo. USD LIBOR + 3.750%

    1,311,407  
 

Verisure Holding AB

 

EUR     14,605,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(11)

    17,493,010  
 

 

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

 

 

  32  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Commercial Services - 9.1% - (continued)  
EUR     3,075,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

  $ 3,685,531  
     

 

 

 
    177,886,041  
     

 

 

 
      Construction Materials - 1.5%  
$     199,494    

Anvil International LLC 5.12%, 05/28/2026, 1 mo. USD LIBOR + 5.000%

    192,761  
 

Cornerstone Building Brands, Inc.

 

    11,690,188    

0.00%, 04/12/2028(11)

    11,573,286  
    1,815,665    

3.86%, 04/12/2025, 1 mo. USD LIBOR + 3.750%

    1,797,508  
    1,685,000    

Dynacast International LLC 0.00%, 07/19/2025(11)

    1,677,097  
    344,138    

MI Windows and Doors LLC
4.50%, 12/18/2027, 1 mo. USD LIBOR + 3.750%

    344,568  
 

Tecta America Corp.

 

    10,680,000    

0.00%, 04/01/2028(11)

    10,599,900  
    3,800,000    

0.00%, 04/01/2029(11)

    3,762,000  
     

 

 

 
    29,947,120  
     

 

 

 
      Distribution/Wholesale - 1.4%  
    16,507,677    

American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    16,359,108  
 

SRS Distribution, Inc.

 

    9,103,322    

3.11%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    8,965,498  
    2,726,463    

4.36%, 05/23/2025, 1 mo. USD LIBOR + 4.250%

    2,719,646  
     

 

 

 
    28,044,252  
     

 

 

 
      Diversified Financial Services - 2.9%  
    3,010,000    

Blackhawk Network Holdings, Inc.
7.13%, 06/15/2026, 1 mo. USD LIBOR + 7.000%

    2,979,900  
 

Crown Finance U.S., Inc.

 

EUR     1,756,573    

2.63%, 02/28/2025, 6 mo. EURIBOR + 2.625%

    1,790,079  
$     27,132,856    

3.50%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

    23,239,834  
EUR     5,090,000    

Groupe Inovie 0.00%, 03/03/2028(11)

    6,125,203  
$     3,686,996    

Minotaur Acquisition, Inc. 5.11%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    3,681,466  
EUR     14,904,296    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    17,880,159  
     

 

 

 
    55,696,641  
     

 

 

 
      Electrical Components & Equipment - 0.5%  
$     9,052,313    

Energizer Holdings, Inc. 2.75%, 12/22/2027, 1 mo. USD LIBOR + 2.250%

    9,002,525  
     

 

 

 
      Energy - Alternate Sources - 0.5%  
    5,605,797    

BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    5,482,694  
    3,720,972    

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    3,681,121  
     

 

 

 
    9,163,815  
     

 

 

 
      Engineering & Construction - 2.1%  
    13,155,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    13,037,131  
    28,551,188    

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    27,735,481  
     

 

 

 
    40,772,612  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Entertainment - 1.0%  
$     1,990,000    

Banijay Entertainment S.A.S 3.86%, 03/01/2025, 1 mo. USD LIBOR + 3.750%

  $ 1,975,911  
    5,247,879    

Cinemark USA, Inc. 1.87%, 03/31/2025, 1 mo. USD LIBOR + 1.750%

    5,009,835  
    2,255,317    

Crown Finance U.S., Inc. 0.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000%(11)

    2,825,597  
    9,133,831    

Scientific Games International, Inc.
2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    8,995,088  
     

 

 

 
    18,806,431  
     

 

 

 
      Food - 3.4%  
 

Froneri International Ltd.

 

    14,088,538    

2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    13,871,997  
EUR     13,670,000    

2.63%, 01/29/2027, 6 mo. EURIBOR + 2.625%

    16,252,984  
    145,000    

5.75%, 01/31/2028, 6 mo. EURIBOR + 5.750%

    175,416  
$     1,405,000    

5.86%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    1,416,423  
    10,545,216    

Post Holdings, Inc. 4.75%, 10/21/2024, 1 mo. USD LIBOR + 4.000%

    10,611,123  
    6,583,905    

Simply Good Foods USA, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

    6,595,426  
 

U.S. Foods, Inc.

 

    12,053,764    

1.86%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    11,909,601  
    6,204,390    

2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    6,077,697  
     

 

 

 
    66,910,667  
     

 

 

 
      Food Service - 0.4%  
    2,608,302    

Aramark Services, Inc. 1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    2,567,561  
    4,478,362    

CHG PPC Parent LLC
2.86%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    4,422,383  
     

 

 

 
    6,989,944  
     

 

 

 
      Hand/Machine Tools - 0.6%  
    4,520,454    

Apex Tool Group LLC 6.75%, 08/01/2024, 1 mo. USD LIBOR + 5.500%

    4,520,454  
    7,845,575    

White Cap Buyer LLC 4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    7,839,848  
     

 

 

 
    12,360,302  
     

 

 

 
      Healthcare - Products - 1.5%  
    199,483    

Equinox Holdings, Inc. 4.00%, 03/08/2024, 3 mo. USD LIBOR + 3.000%

    189,232  
EUR     5,040,937    

Grifols S.A. 2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

    6,039,253  
    1,080,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/21/2028(11)

    1,300,052  
 

Lifescan Global Corp.

 

$     3,664,715    

6.20%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

    3,588,159  
    2,500,000    

9.71%, 10/01/2025, 6 mo. USD LIBOR + 9.500%

    2,233,325  
    6,995,664    

Surf Holdings LLC 3.68%, 03/05/2027, 3 mo. USD LIBOR + 3.500%

    6,924,099  
    8,890,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(11)

    8,883,332  
     

 

 

 
    29,157,452  
     

 

 

 
 

 

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

 

 

  33  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Healthcare - Services - 8.6%  
 

Cano Health LLC

 

$     2,209,542    

4.82%, 11/19/2027, 6 mo. USD LIBOR + 4.750%(12)

  $ 2,206,780  
    6,045,307    

5.50%, 11/19/2027, 3 mo. USD LIBOR + 4.750%

    6,037,750  
    4,818,789    

Catalent Pharma Solutions, Inc.
2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    4,816,766  
    2,965,050    

CPI Holdco LLC 4.11%, 11/04/2026, 1 mo. USD LIBOR + 4.000%

    2,965,050  
 

DentalCorp Perfect Smile ULC

 

    10,362,071    

4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%

    10,292,956  
    820,000    

8.50%, 06/06/2026, 3 mo. USD LIBOR + 7.500%

    817,269  
    465,762    

DuPage Medical Group Ltd. 4.00%, 03/12/2028, 3 mo. USD LIBOR + 3.250%

    463,820  
EUR     3,565,000    

Elsan SAS 0.00%, 02/05/2028(11)

    4,278,648  
$     4,084,633    

Ensemble RCM LLC 3.94%, 08/03/2026, 3 mo. USD LIBOR + 3.750%

    4,072,216  
    4,936,869    

Envision Healthcare Corp. 3.86%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    4,129,246  
    4,084,711    

eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500%

    4,091,533  
    19,295,050    

EyeCare Partners LLC 3.86%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

    19,037,075  
    12,720,409    

Gentiva Health Services, Inc. 2.88%, 07/02/2025, 1 mo. USD LIBOR + 2.750%

    12,683,265  
    5,965,000    

Insulet Corp. 0.00%, 04/29/2028(11)

    5,972,456  
EUR     3,383,838    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    4,060,325  
$     11,384,190    

Loire Finco Luxembourg S.a.r.l.
3.11%, 04/21/2027, 1 mo. USD LIBOR + 3.000%

    11,203,978  
 

MED ParentCo L.P.

 

    1,885,263    

0.00%, 08/31/2026, 1 mo. USD LIBOR

    1,885,263  
    18,317,932    

4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    18,221,763  
    4,119,656    

4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(12)

    4,098,028  
    23,263,979    

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    23,133,236  
 

Organon & Co.

 

    8,955,000    

0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(11)

    8,928,851  
EUR     2,110,000    

0.00%, 04/08/2028(11)

    2,537,381  
$     5,630,000    

Packaging Coordinators Midco, Inc.
4.50%, 11/30/2027, 3 mo. USD LIBOR + 3.750%

    5,626,509  
    6,749,526    

Pathway Vet Alliance LLC
3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

    6,704,507  
     

 

 

 
    168,264,671  
     

 

 

 
      Holding Companies - Diversified - 0.0%  
    425,000    

Belfor Holdings, Inc. 0.00%, 04/06/2026, 3 mo. USD LIBOR + 4.000%(11)

    425,399  
     

 

 

 
      Home Builders - 0.2%  
    4,360,727    

Wilsonart LLC 4.50%, 12/19/2026, 3 mo. USD LIBOR + 3.500%

    4,351,918  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Household Products - 0.9%  
 

Diamond (BC) B.V.

 

$     7,031,830    

3.19%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

  $ 6,996,671  
EUR     6,300,447    

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    7,549,865  
$     7,009,329    

Revlon Consumer Products Corp.
4.25%, 09/07/2023, 3 mo. USD LIBOR + 3.500%

    3,581,767  
     

 

 

 
    18,128,303  
     

 

 

 
      Housewares - 0.5%  
    10,495,440    

Hayward Industries, Inc. 3.61%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

    10,479,067  
     

 

 

 
      Insurance - 4.5%  
    28,941,691    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    28,459,233  
    3,805,000    

Alliant Holdings Intermediate LLC
0.00%, 10/08/2027(11)

    3,800,776  
 

Asurion LLC

 

    5,981,543    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    5,965,333  
    6,260,968    

3.11%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    6,221,837  
    1,574,243    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    1,562,688  
    11,095,000    

3.36%, 07/31/2027, 1 mo. USD LIBOR + 3.250%

    11,009,458  
    6,355,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    6,442,381  
    3,990,000    

Camelot U.S. Acquisition 1 Co.
4.00%, 10/30/2026, 1 mo. USD LIBOR + 3.000%

    3,990,000  
    8,974,688    

Hub International Ltd. 3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    8,850,478  
    3,208,298    

Hyperion Insurance Group Ltd.
4.75%, 11/12/2027, 1 mo. USD LIBOR + 3.750%

    3,204,287  
    7,694,485    

Sedgwick Claims Management Services, Inc.
3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    7,580,068  
     

 

 

 
    87,086,539  
     

 

 

 
      IT Services - 0.7%  
    13,870,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    13,722,701  
     

 

 

 
      Leisure Time - 3.8%  
    24,660,663    

Caesars Resort Collection LLC 2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    24,373,860  
 

Carnival Corp.

 

EUR     6,008,351    

7.50%, 06/30/2025, 1 mo. EURIBOR + 7.500%

    7,413,228  
$     5,138,457    

8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

    5,286,187  
    1,403,529    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    1,393,999  
    8,558,550    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    8,534,500  
    7,245,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.500%(11)

    7,260,070  
    11,883,308    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 1 mo. USD LIBOR + 2.250%

    11,816,524  
    8,901,527    

UFC Holdings LLC 3.75%, 04/29/2026, 6 mo. USD LIBOR + 3.000%

    8,863,962  
     

 

 

 
    74,942,330  
     

 

 

 
 

 

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

 

 

  34  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Lodging - 0.6%  
$     6,328,686    

Boyd Gaming Corp. 2.34%, 09/15/2023, 1 mo. USD LIBOR + 2.250%

  $ 6,314,826  
    4,684,205    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    4,627,995  
     

 

 

 
    10,942,821  
     

 

 

 
      Machinery - Construction & Mining - 0.2%  
EUR     4,000,000    

Concorde Midco Ltd. 0.00%, 03/01/2028(11)

    4,807,796  
     

 

 

 
      Media - 11.0%  
 

Adevinta ASA

 

    4,250,000    

0.00%, 04/20/2028, 3 mo. EURIBOR + 3.250%(11)

    5,109,970  
$     1,735,000    

0.00%, 04/20/2028, 1 mo. USD LIBOR + 3.750%(11)

    1,732,293  
    3,745,060    

Altice Financing S.A. 2.95%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    3,664,541  
EUR     4,185,000    

Banijay Entertainment S.A.S 3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750%

    5,025,629  
$     14,740,000    

Cable One, Inc. 0.00%, 05/03/2028(11)

    14,721,575  
    5,098,241    

Charter Communications Operating LLC
1.87%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

    5,071,934  
 

CSC Holdings LLC

 

    9,639,643    

2.37%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    9,519,437  
    3,527,227    

2.62%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    3,503,700  
 

E.W. Scripps Co.

 

    3,776,090    

2.11%, 10/02/2024, 1 mo. USD LIBOR + 2.000%

    3,767,821  
    11,557,663    

3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563%

    11,483,579  
 

E.W. Scripps Co.

 

    4,523,663    

3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000%

    4,513,077  
    5,770,355    

Entravision Communications Corp.
2.86%, 11/29/2024, 1 mo. USD LIBOR + 2.750%

    5,688,589  
    199,483    

Flexential Intermediate Corp. 3.70%, 08/01/2024, 3 mo. USD LIBOR + 3.500%

    185,057  
    4,573,054    

Gray Television, Inc. 2.62%, 01/02/2026, 1 mo. USD LIBOR + 2.500%

    4,539,396  
    2,812,180    

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    2,807,146  
    8,940,000    

J&J Ventures Gaming LLC 0.00%, 04/07/2028(11)

    8,917,650  
 

MH Sub LLC

 

    4,775,000    

0.00%, 09/13/2024, 3 mo. USD LIBOR + 3.500%(11)

    4,727,919  
    9,249,133    

4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

    9,237,572  
    2,815,000    

6.36%, 02/12/2029, 1 mo. USD LIBOR + 6.250%

    2,839,631  
    9,103,262    

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    9,088,060  
    3,205,740    

NEP/NCP Holdco, Inc. 3.36%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

    3,106,362  
 

Numericable Group S.A.

 

    1,480,280    

2.94%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

    1,448,202  
EUR     7,882,931    

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

    9,331,491  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Media - 11.0% - (continued)  
$     1,685,775    

Radiate Holdco LLC 4.25%, 09/25/2026, 1 mo. USD LIBOR + 3.500%

  $ 1,686,483  
    11,376,708    

Shutterfly, Inc. 7.00%, 09/25/2026, 3 mo. USD LIBOR + 6.000%

    11,398,779  
 

UPC Broadband Holding B.V.

 

EUR     2,400,000    

0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(11)

    2,877,868  
    2,395,000    

3.50%, 01/31/2029, 6 mo. EURIBOR + 3.500%

    2,871,872  
$     5,132,692    

3.61%, 05/11/2021, 1 mo. USD LIBOR + 3.500%

    5,086,190  
    5,132,692    

3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

    5,086,190  
    10,625,000    

UPC Financing Partnership 0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(11)

    10,528,737  
    2,657,215    

Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    2,660,537  
GBP     6,075,000    

Virgin Media SFA Finance Ltd. 3.30%, 11/15/2027, 1 mo. GBP LIBOR + 3.250%

    8,268,894  
$     12,468,353    

William Morris Endeavor Entertainment LLC
2.90%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

    12,164,499  
    7,345,000    

WMG Acquisition Corp. 2.24%, 01/20/2028(12)

    7,280,731  
EUR     9,985,000    

Ziggo B.V. 3.00%, 01/31/2029, 6 mo. EURIBOR + 3.000%

    11,925,113  
$     2,750,000    

Ziggo Financing Partnership 2.62%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    2,719,833  
     

 

 

 
    214,586,357  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    1,290,992    

Ameriforge Group, Inc. 9.00%, 12/31/2023, 3 mo. USD LIBOR + 8.000%

    743,934  
     

 

 

 
      Miscellaneous Manufacturing - 0.8%  
    2,187,866    

Tamko Building Products LLC 3.11%, 06/01/2026, 1 mo. USD LIBOR + 3.000%

    2,168,723  
    13,929,334    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    13,772,629  
     

 

 

 
    15,941,352  
     

 

 

 
      Oil & Gas - 1.7%  
 

BCP Raptor LLC

 

    2,973,778    

4.86%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    2,908,741  
    3,242,121    

5.25%, 06/24/2024, 1 mo. USD LIBOR + 4.250%

    3,205,647  
    13,777,016    

Cheniere Corpus Christi Holdings LLC
1.86%, 06/30/2024, 1 mo. USD LIBOR + 1.750%

    13,751,253  
    3,115,963    

KCA Deutag Alpha Ltd. 9.75%, 02/28/2023, 1 mo. USD LIBOR + 8.750%

    1,495,662  
    13,206,938    

PES Holdings LLC 3.00%, 12/31/2022, 3 mo. USD LIBOR + 2.500%(13)

    165,087  
    2,330,000    

PowerTeam Services LLC 8.25%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

    2,306,700  
    9,029,401    

Traverse Midstream Partners LLC
6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500%

    9,020,913  
     

 

 

 
    32,854,003  
     

 

 

 
      Oil & Gas Services - 0.3%  
    6,831,947    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    6,720,928  
     

 

 

 
 

 

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

 

 

  35  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Packaging & Containers - 2.9%  
$     9,900,000    

BWAY Holding Co. 0.00%, 04/03/2024, 3 mo. USD LIBOR + 3.250%(11)

  $ 9,553,500  
    4,735,313    

Charter NEX U.S., Inc. 5.00%, 12/01/2027, 1 mo. USD LIBOR + 4.250%

    4,749,376  
 

Flex Acquisition Co., Inc.

 

    5,131,219    

3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    5,048,504  
    14,065,504    

4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    13,905,298  
 

NIC Acquisition Corp.

 

    5,180,000    

4.50%, 12/29/2027, 6 mo. USD LIBOR + 3.750%

    5,176,789  
    1,960,000    

8.50%, 12/29/2028, 3 mo. USD LIBOR + 7.750%

    1,972,250  
    4,690,000    

Proampac PG Borrower LLC 5.00%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    4,696,894  
    3,198,633    

Reynolds Group Holdings, Inc.
2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    3,190,188  
 

TricorBraun Holdings, Inc.

 

    1,504,820    

1.70%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    1,489,561  
    6,690,180    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    6,622,342  
     

 

 

 
    56,404,702  
     

 

 

 
      Pharmaceuticals - 1.1%  
    2,451,120    

Bausch Health Cos., Inc. 3.11%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    2,446,365  
    4,539,098    

Elanco Animal Health, Inc. 1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    4,473,463  
    6,349,070    

Endo Luxembourg Finance Co. S.a r.l.
5.75%, 03/27/2028, 1 mo. USD LIBOR + 5.000%

    6,174,470  
    9,250,000    

Horizon Therapeutics USA, Inc.
2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

    9,215,313  
     

 

 

 
    22,309,611  
     

 

 

 
      Real Estate - 1.8%  
EUR     3,980,000    

Boels Topholding B.V. 4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    4,793,088  
    9,635,000    

Foncia Management 0.00%, 03/31/2028(11)

    11,498,651  
$     19,194,318    

VICI Properties LLC 1.86%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    18,984,333  
     

 

 

 
    35,276,072  
     

 

 

 
      Retail - 8.3%  
    4,239,375    

84 Lumber Co. 3.75%, 11/13/2026, 1 mo. USD LIBOR + 3.000%

    4,234,076  
    27,386,747    

B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    26,937,330  
 

Beacon Roofing Supply, Inc.

 

    5,932,940    

0.00%, 04/23/2028, 1 mo. USD LIBOR + 2.500%(11)

    5,910,691  
    1,540,354    

2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    1,533,299  
 

Belron Finance U.S. LLC

 

EUR     10,140,000    

0.00%, 04/13/2028(11)

    12,127,663  
$     5,625,000    

3.25%, 04/13/2028

    5,596,875  
EUR     4,055,000    

Blitz GmbH 0.00%, 02/12/2028, 1 mo. USD LIBOR + 3.500%(11)

    4,863,568  
$     7,579,858    

Coty, Inc. 2.36%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    7,253,015  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Retail - 8.3% - (continued)  
 

EG Group Ltd.

 

EUR     2,925,000    

0.00%, 04/10/2027(11)

  $ 3,462,355  
    6,024,851    

4.00%, 02/07/2025, 3 mo. EURIBOR + 4.000%

    7,071,345  
 

LBM Acquisition LLC

 

$     1,977,436    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(11)

    1,971,939  
    8,898,462    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    8,873,724  
    18,715,000    

Michaels Cos., Inc. 0.00%,
04/15/2028(11)

    18,625,355  
EUR     7,825,000    

Peer Holding B.V. 3.25%, 03/08/2025, 6 mo. EURIBOR + 3.250%

    9,379,569  
$     12,315,000    

Petco Health and Wellness Co., Inc.
4.00%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    12,236,307  
    6,310,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

    6,322,620  
    7,693,004    

Rodan & Fields LLC 4.12%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

    6,202,484  
    13,021,415    

Sports Authority, Inc. 0.00%, 11/16/2021, 3 mo. USD LIBOR + 6.000%(11)(13)

    13,021  
    19,877,568    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    19,415,414  
     

 

 

 
    162,030,650  
     

 

 

 
      Software - 8.4%  
    2,470,000    

Athenahealth, Inc. 4.45%, 02/11/2026, 3 mo. USD LIBOR + 4.250%

    2,476,175  
    5,875,000    

Camelot U.S. Acquisition 1 Co.
0.00%, 10/30/2026, 1 mo. USD LIBOR + 3.000%(11)

    5,817,719  
    4,513,059    

CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

    4,513,465  
    6,061,937    

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 3 mo. USD LIBOR + 2.500%

    6,052,299  
 

DCert Buyer, Inc.

 

    12,370,000    

0.00%, 02/16/2029(11)

    12,416,387  
    23,933,649    

4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    23,897,031  
    8,936,621    

EVO Payments International LLC
3.37%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    8,900,874  
    4,630,000    

Fleetcor Technologies Operating Co. LLC
0.00%, 04/28/2028, 1 mo. USD LIBOR + 1.750%(11)

    4,606,850  
 

Hyland Software, Inc.

 

    400,000    

0.00%, 07/07/2025(11)

    402,332  
    9,782,201    

4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    9,785,233  
    2,046,000    

7.00%, 07/07/2025, 1 mo. USD LIBOR + 7.000%

    2,057,928  
    6,660,000    

Ingram Micro, Inc. 0.00%, 03/31/2028(11)

    6,660,000  
    479,004    

MA Finance Co. LLC 2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    472,567  
    1,960,125    

Navicure, Inc. 4.11%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    1,950,325  
    199,463    

Optiv Security, Inc. 4.25%, 02/01/2024, 3 mo. USD LIBOR + 3.250%

    194,227  
 

Peraton Holding Corp.

 

    2,993,856    

0.00%, 02/01/2028

    2,990,113  
    1,701,144    

4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    1,699,018  
    7,985,000    

Playtika Holding Corp. 0.00%, 03/13/2028(11)

    7,939,086  
 

 

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

 

 

  36  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 92.2% - (continued)  
      Software - 8.4% - (continued)  
$     250,000    

Quest Software U.S. Holdings, Inc.
8.44%, 05/18/2026, 3 mo. USD LIBOR + 8.250%

  $ 249,375  
    8,215,000    

RealPage, Inc. 0.00%, 04/24/2028(11)

    8,172,939  
    3,307,631    

Seattle Spinco, Inc. 2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    3,263,177  
    19,181,849    

SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    18,954,928  
   

Ultimate Software Group, Inc.

 

    9,171,884    

3.86%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    9,170,967  
    195,000    

7.50%, 05/03/2027, 3 mo. USD LIBOR + 6.750%

    200,485  
    4,096,196    

Verscend Holding Corp. 4.11%, 08/27/2025, 3 mo. USD LIBOR + 4.000%

    4,092,346  
    12,410,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(11)

    12,353,783  
    4,456,137    

Zelis Healthcare Corp. 3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    4,428,286  
     

 

 

 
    163,717,915  
     

 

 

 
      Telecommunications - 1.9%  
    5,265,887    

CenturyLink, Inc. 2.36%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    5,201,380  
   

Frontier Communications Corp.

 

    1,850,000    

0.00%, 10/08/2027(11)

    1,842,285  
    11,125,000    

4.50%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    11,078,609  
    4,683,938    

LogMeIn, Inc. 4.86%, 08/31/2027, 1 mo. USD LIBOR + 4.750%

    4,673,680  
    4,665,000    

Panther Commercial Holdings L.P.
0.00%, 01/07/2028(11)

    4,657,209  
    9,015,000    

Telenet Financing USD LLC 2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    8,891,044  
     

 

 

 
    36,344,207  
     

 

 

 
      Textiles - 0.1%  
    3,500,000    

International Textile Group, Inc.
9.26%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

    2,170,000  
     

 

 

 
          Transportation - 1.2%  
    6,340,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    6,322,185  
    6,225,000    

PODS LLC 0.00%, 03/31/2028(11)

    6,194,995  
    10,180,000    

United Airlines, Inc. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.750%(11)

    10,292,693  
     

 

 

 
    22,809,873  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $1,813,639,665)

  $ 1,803,110,546  
     

 

 

 
EXCHANGE-TRADED FUNDS - 1.9%  
      Other Investment Pools & Funds - 1.9%  
    1,265,400    

Invesco Senior Loan ETF

  $ 28,028,610  
    200,900    

SPDR Blackstone

    9,223,319  
     

 

 

 
    37,251,929  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $36,766,942)

  $ 37,251,929  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%      
    719,301    

Ascent Resources - Marcellus LLC Expires 03/30/2023*(1)(2)

  $ 13,319  
Shares or Principal Amount   Market Value  
WARRANTS - 0.0% - (continued)  
          Energy - 0.0% - (continued)      
    6,100    

Sable Permian Resources LLC Expires 10/24/09*(1)(2)

  $  
     

 

 

 
          Materials - 0.0%  
    7,500    

UTEX Industries, Inc. Expires 12/03/2025*(1)(2)

    66,975  
     

 

 

 
 

Total Warrants
(cost $107,156)

  $ 80,294  
     

 

 

 
   

Total Long-Term Investments
(cost $1,995,224,588)

  $ 1,973,939,410  
     

 

 

 
SHORT-TERM INVESTMENTS - 11.6%  
          Other Investment Pools & Funds - 11.6%      
    226,084,422    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.03%(14)

  $ 226,084,422  
     

 

 

 
   

Total Short-Term Investments
(cost $226,084,422)

  $ 226,084,422  
     

 

 

 
   

Total Investments
(cost $2,221,309,010)

    112.5    $ 2,200,023,832  
   

Other Assets and Liabilities

    (12.5 )%       (244,575,272
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     1,955,448,560  
     

 

 

    

 

 

 

 

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) 

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, 2021, the aggregate fair value of these securities was $6,492,155, 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.

 

(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
     Total Cost      Market Value  
  03/2011      KCA Deutag      418,220,006      $     5,667,717      $     —  

 

(4) 

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, 2021, the aggregate value of these securities was $84,390,441, representing 4.3% of net assets.

 

(5) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

 

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

 

 

  37  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

(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) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. 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, 2021, the aggregate value of these securities was $13,759,245, representing 0.7% of net assets.

 

(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) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(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, 2021, the aggregate value of the unfunded commitment was $13,585,539, which rounds to 0.7% of total net assets.

 

(13) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(14) 

Current yield as of period end.

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2021  

Reference Entity

   Counterparty    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

   GSC      USD       11,235,000        (1.00%)        06/20/2021        At Maturity      $      $ (1,142   $ 229,726     $ 230,868  

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       9,665,000        (1.00%)        06/20/2021        At Maturity               (982     197,624       198,606  

Markit iBoxx USD Liquid Leveraged Loan Index

   BCLY      USD       18,800,000        (1.00%)        06/20/2021        At Maturity               (3,195     3,970       7,165  

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       12,390,000        (1.00%)        09/20/2021        At Maturity               (1,844     96,764       98,608  

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       8,260,000        (1.00%)        09/20/2021        At Maturity               (555     18,655       19,210  

Markit iBoxx USD Liquid Leveraged Loan Index

   JPM      USD       2,705,000        (1.00%)        09/20/2021        At Maturity               (643     (6,526     (5,883

Markit iBoxx USD Liquid Leveraged Loan Index

   BCLY      USD       2,785,000        (1.00%)        09/20/2021        At Maturity               (661     (10,521     (9,860

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       6,455,000        (1.00%)        09/20/2021        At Maturity               (1,533     (15,572     (14,039

Markit iBoxx USD Liquid Leveraged Loan Index

   GSC      USD       8,065,000        (1.00%)        09/20/2021        At Maturity               (1,916     (17,250     (15,334
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

                 $     —      $     (12,471   $     496,870     $     509,341  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  180,000      GBP      249,770      USD    BCLY      05/28/2021     $     $ (1,166
  272,209,320      USD      224,955,597      EUR    BNP      05/28/2021       1,603,469        
  905,623      USD      750,000      EUR    MSC      05/28/2021       3,425        
  6,921,864      USD      4,988,321      GBP    BCLY      05/28/2021       32,327        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     1,639,221     $     (1,166
                

 

 

   

 

 

 

 

 

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 Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

         

Common Stocks

         

Consumer Services

   $ 1,349,410     $ 1,349,410      $     $  

Energy

     6,411,861                    6,411,861  

Insurance

     3,861,176              3,861,176        

Materials

     1,439,921              1,439,921        

Corporate Bonds

     120,434,273              120,434,273        

Senior Floating Rate Interests

     1,803,110,546              1,803,110,546        

Exchange-Traded Funds

     37,251,929       37,251,929               

Warrants

     80,294                    80,294  

Short-Term Investments

     226,084,422       226,084,422               

Foreign Currency Contracts(2)

     1,639,221              1,639,221        

Swaps - Total Return(2)

     554,457              554,457        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,202,217,510     $     264,685,761      $     1,931,039,594     $     6,492,155  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (1,166   $      $ (1,166   $  

Swaps - Total Return(2)

     (45,116            (45,116      
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (46,282   $      $ (46,282   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 is not presented.

 

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

 

 

  39  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 8.2%  
      Advertising - 0.1%  
$     300,000    

Lamar Media Corp. 4.00%, 02/15/2030

  $ 303,099  
     

 

 

 
      Airlines - 0.1%  
    155,000    

American Airlines, Inc. 5.75%,
04/20/2029(1)

    166,083  
    170,000    

United Airlines, Inc. 4.38%, 04/15/2026(1)

    176,412  
     

 

 

 
    342,495  
     

 

 

 
      Apparel - 0.1%  
EUR     300,000    

BK LC Lux Finco S.a.r.l. 5.25%, 04/30/2029(1)

    367,167  
     

 

 

 
      Commercial Banks - 0.6%  
    635,000    

Banco Santander S.A. 1.00%,
12/15/2024(2)(3)

    710,103  
 

Freedom Mortgage Corp.

 

$     745,000    

7.63%, 05/01/2026(1)

    776,812  
    460,000    

8.13%, 11/15/2024(1)

    476,100  
    300,000    

8.25%, 04/15/2025(1)

    311,265  
     

 

 

 
    2,274,280  
     

 

 

 
      Commercial Services - 0.6%  
 

APX Group, Inc.

 

    165,000    

6.75%, 02/15/2027(1)

    177,430  
    500,000    

7.63%, 09/01/2023

    513,125  
    500,000    

Brand Industrial Services, Inc. 8.50%, 07/15/2025(1)

    510,000  
    675,000    

MPH Acquisition Holdings LLC 5.75%, 11/01/2028(1)

    664,875  
EUR     200,000    

Q-Park Holding I B.V. 2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(4)

    230,500  
     

 

 

 
    2,095,930  
     

 

 

 
      Construction Materials - 0.1%  
$     525,000    

Standard Industries, Inc. 5.00%, 02/15/2027(1)

    542,062  
     

 

 

 
      Diversified Financial Services - 0.4%  
    850,000    

Burford Capital Global Finance LLC 6.25%, 04/15/2028(1)

    882,300  
    345,000    

Home Point Capital, Inc. 5.00%, 02/01/2026(1)

    339,721  
    310,000    

Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(1)

    305,806  
     

 

 

 
    1,527,827  
     

 

 

 
      Entertainment - 0.6%  
    315,000    

Caesars Resort Collection LLC / CRC Finco, Inc. 5.75%, 07/01/2025(1)

    331,623  
 

Cinemark USA, Inc.

 

    780,000    

4.88%, 06/01/2023

    778,986  
    500,000    

5.88%, 03/15/2026(1)

    518,125  
    525,000    

Mohegan Gaming & Entertainment 8.00%, 02/01/2026(1)

    532,822  
     

 

 

 
    2,161,556  
     

 

 

 
      Hand/Machine Tools - 0.2%  
    675,000    

Apex Tool Group LLC 9.00%,
02/15/2023(1)

    671,355  
     

 

 

 
      Insurance - 0.4%  
 

Genworth Holdings, Inc.

 

    550,000    

4.80%, 02/15/2024

    537,625  
    850,000    

7.63%, 09/24/2021

    864,875  
     

 

 

 
    1,402,500  
     

 

 

 
      Internet - 0.6%  
    700,000    

Go Daddy Operating Co. LLC 5.25%, 12/01/2027(1)

    732,375  
    315,000    

MercadoLibre, Inc. 3.13%, 01/14/2031

    301,297  
 

United Group B.V.

 

EUR     670,000    

3.25%, 02/15/2026, 3 mo. EURIBOR + 3.250%(1)(4)

    788,390  
    210,000    

4.00%, 11/15/2027(1)

    249,948  
     

 

 

 
    2,072,010  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 8.2% - (continued)  
      Investment Company Security - 0.1%  
 

Huarong Finance Co., Ltd.

 

$     200,000    

2.13%, 09/30/2023(5)

  $ 153,000  
    440,000    

2.50%, 02/24/2023(5)

    338,800  
     

 

 

 
    491,800  
     

 

 

 
      Leisure Time - 0.9%  
 

Carnival Corp.

 

    500,000    

5.75%, 03/01/2027(1)

    527,190  
    305,000    

7.63%, 03/01/2026(1)

    333,975  
    800,000    

NCL Corp. Ltd. 5.88%, 03/15/2026(1)

    836,000  
    1,150,000    

NCL Finance Ltd. 6.13%, 03/15/2028(1)

    1,211,318  
    350,000    

Royal Caribbean Cruises Ltd. 5.50%, 04/01/2028(1)

    367,045  
     

 

 

 
    3,275,528  
     

 

 

 
      Media - 0.2%  
EUR     435,000    

Banijay Group SAS 6.50%, 03/01/2026(1)

    536,053  
$     350,000    

Houghton Mifflin Harcourt Publishers, Inc. 9.00%, 02/15/2025(1)

    374,500  
     

 

 

 
    910,553  
     

 

 

 
      Mining - 0.1%  
    525,000    

Constellium SE 5.75%, 05/15/2024(1)

    528,260  
     

 

 

 
      Miscellaneous Manufacturing - 0.2%  
EUR     650,000    

Bombardier, Inc. 6.13%, 05/15/2021(5)

    781,179  
     

 

 

 
      Oil & Gas - 0.2%  
    500,000    

Petroleos Mexicanos 4.75%,
02/26/2029(5)

    595,847  
$     200,000    

Range Resources Corp. 8.25%, 01/15/2029(1)

    216,954  
     

 

 

 
    812,801  
     

 

 

 
      Packaging & Containers - 0.3%  
 

Mauser Packaging Solutions Holding Co.

 

EUR     400,000    

4.75%, 04/15/2024(5)

    482,054  
$     550,000    

7.25%, 04/15/2025(1)

    534,875  
     

 

 

 
    1,016,929  
     

 

 

 
      Pharmaceuticals - 0.3%  
EUR     290,000    

Rossini S.a.r.l. 3.88%, 10/30/2025, 3 mo. EURIBOR + 3.875%(1)(4)

    348,653  
$     825,000    

Teva Pharmaceutical Finance Netherlands B.V. 2.80%, 07/21/2023

    816,857  
     

 

 

 
    1,165,510  
     

 

 

 
      Pipelines - 0.1%  
    265,000    

EnLink Midstream Partners L.P. 5.05%, 04/01/2045

    217,963  
     

 

 

 
      Real Estate - 0.2%  
    600,000    

Yuzhou Properties Co., Ltd. 6.00%, 10/25/2023(5)

    546,300  
     

 

 

 
      Retail - 1.7%  
    195,000    

BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%,
04/01/2027(1)(6)

    200,869  
    535,000    

CEC Entertainment LLC 6.75%, 05/01/2026(1)

    531,148  
 

eG Global Finance plc

 

EUR     575,000    

4.38%, 02/07/2025(5)

    669,863  
    250,000    

6.25%, 10/30/2025(5)

    306,033  
    155,000    

Goldstory SASU 5.50%, 03/01/2026, 3 mo. EURIBOR + 5.500%(1)(4)

    188,403  
$     1,200,000    

Magic Mergeco, Inc. 7.88%, 05/01/2029(1)

    1,233,132  
 

Staples, Inc.

 

    1,950,000    

7.50%, 04/15/2026(1)

    2,018,250  
    1,200,000    

10.75%, 04/15/2027(1)

    1,241,640  
     

 

 

 
    6,389,338  
     

 

 

 
      Telecommunications - 0.0%  
    120,000    

Sprint Corp. 7.88%, 09/15/2023

    136,800  
     

 

 

 
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 8.2% - (continued)  
      Trucking & Leasing - 0.1%  
$     230,000    

AerCap Global Aviation Trust 6.50%, 06/15/2045, (6.50% fixed rate until 06/15/2025; 3 mo. USD LIBOR + 4.300% thereafter)(1)(7)

  $ 244,950  
     

 

 

 
 

Total Corporate Bonds
(cost $29,134,245)

  $ 30,278,192  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 91.5%(8)  
      Aerospace/Defense - 2.5%  
    1,675,000    

First Brands 9.50%, 03/22/2028, 3 mo. USD LIBOR + 8.500%

  $ 1,666,625  
    5,042,363    

Great Outdoors Group LLC 5.00%, 03/06/2028, 6 mo. USD LIBOR + 4.250%

    5,059,708  
    304,238    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250%

    306,520  
    1,811,879    

TransDigm, Inc. 2.36%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    1,788,542  
    600,000    

Watlow Electric Manufacturing Co. 0.00%, 03/02/2028(9)

    599,250  
     

 

 

 
    9,420,645  
     

 

 

 
      Airlines - 1.8%  
    1,680,000    

AAdvantage Loyalty IP Ltd. 0.00%, 04/20/2028(9)

    1,726,200  
    197,917    

American Airlines, Inc. 2.11%, 04/28/2023, 1 mo. USD LIBOR + 2.000%

    190,303  
    1,645,875    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

    1,688,190  
    1,040,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027, 3 mo. USD LIBOR + 5.250%

    1,109,087  
    1,960,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    2,057,275  
     

 

 

 
    6,771,055  
     

 

 

 
      Apparel - 0.4%  
    1,490,000    

Birkenstock GmbH & Co. KG 0.00%, 04/26/2028(9)

    1,485,351  
     

 

 

 
      Asset-Backed - Finance & Insurance - 0.2%  
    650,000    

PAI Holdco, Inc. 5.00%, 10/28/2027, 3 mo. USD LIBOR + 3.750%

    648,784  
     

 

 

 
      Auto Parts & Equipment - 0.3%  
    1,130,197    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    1,134,910  
     

 

 

 
      Beverages - 0.9%  
    3,414,374    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    3,412,769  
     

 

 

 
      Chemicals - 0.7%  
    665,000    

INEOS Styrolution U.S. Holding LLC 3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    661,675  
 

LTI Holdings, Inc.

 

    1,257,419    

3.61%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

    1,236,986  
    815,000    

6.86%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

    810,925  
    15,091    

UTEX Industries Inc. 5.75%, 12/03/2025, 1 mo. USD LIBOR + 5.250%

    14,487  
     

 

 

 
    2,724,073  
     

 

 

 
      Commercial Services - 9.4%  
    2,265,000    

AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

    2,254,037  
    8,637,918    

APX Group, Inc. 5.11%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    8,637,918  
    5,200,000    

Aramark Services, Inc. 2.69%, 04/06/2028, 3 mo. USD LIBOR + 2.500%

    5,174,000  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Commercial Services - 9.4% - (continued)  
$     847,854    

Belron Finance U.S. LLC 0.00%, 10/30/2026, 1 mo. USD LIBOR + 2.250%(9)

  $ 839,909  
EUR     3,260,000    

Biogroup-LCD 0.00%, 01/28/2028, 3 mo. EURIBOR + 3.500%(9)

    3,894,525  
$     5,483,333    

Blackhawk Network Holdings, Inc. 3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    5,408,705  
    860,496    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    855,384  
    2,636,713    

Gainwell Acquisition Corp. 4.75%, 10/01/2027, 3 mo. USD LIBOR + 4.000%

    2,636,713  
    900,000    

Quikrete Holdings, Inc. 0.00%, 02/01/2027, 1 mo. USD LIBOR + 2.500%(9)

    890,622  
EUR     3,440,000    

Verisure Holding AB 0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(9)

    4,120,230  
     

 

 

 
    34,712,043  
     

 

 

 
      Construction Materials - 2.0%  
 

Cornerstone Building Brands, Inc.

 

$     2,087,533    

0.00%, 04/12/2028(9)

    2,066,658  
    870,524    

3.86%, 04/12/2025, 1 mo. USD LIBOR + 3.750%

    861,819  
    335,000    

Dynacast International LLC 0.00%, 07/19/2025(9)

    333,429  
    99,750    

MI Windows and Doors LLC 4.50%, 12/18/2027, 1 mo. USD LIBOR + 3.750%

    99,875  
 

Tecta America Corp.

 

    3,005,000    

0.00%, 04/01/2028(9)

    2,982,462  
    1,000,000    

0.00%, 04/01/2029(9)

    990,000  
     

 

 

 
    7,334,243  
     

 

 

 
      Distribution/Wholesale - 1.3%  
    2,177,133    

American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    2,157,539  
    2,653,771    

SRS Distribution, Inc. 3.11%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    2,613,592  
     

 

 

 
    4,771,131  
     

 

 

 
      Diversified Financial Services - 2.1%  
    560,000    

Blackhawk Network Holdings, Inc. 7.13%, 06/15/2026, 1 mo. USD LIBOR + 7.000%

    554,400  
 

Crown Finance U.S., Inc.

 

EUR     204,161    

2.63%, 02/28/2025, 6 mo. EURIBOR + 2.625%

    208,055  
$     5,981,387    

3.50%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

    5,123,177  
EUR     1,010,000    

Groupe Inovie 0.00%, 03/03/2028(9)

    1,215,414  
$     791,085    

Minotaur Acquisition, Inc. 5.11%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    789,898  
     

 

 

 
    7,890,944  
     

 

 

 
      Energy - Alternate Sources - 0.4%  
    1,024,154    

BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    1,001,664  
    517,030    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    511,492  
     

 

 

 
    1,513,156  
     

 

 

 
      Engineering & Construction - 3.2%  
    4,395,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    4,355,621  
    7,707,960    

Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    7,487,744  
     

 

 

 
    11,843,365  
     

 

 

 
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Entertainment - 1.0%  
$     950,225    

Banijay Entertainment S.A.S 3.86%, 03/01/2025, 1 mo. USD LIBOR + 3.750%

  $ 943,497  
    596,018    

Cinemark USA, Inc. 1.87%, 03/31/2025, 1 mo. USD LIBOR + 1.750%

    568,982  
    437,391    

Crown Finance U.S., Inc. 0.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000%(9)

    547,990  
    1,792,176    

Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    1,764,953  
     

 

 

 
    3,825,422  
     

 

 

 
      Food - 2.3%  
 

Froneri International Ltd.

 

    619,442    

2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    609,921  
EUR     3,140,000    

2.63%, 01/29/2027, 6 mo. EURIBOR + 2.625%

    3,733,312  
    140,000    

5.75%, 01/31/2028, 6 mo. EURIBOR + 5.750%

    169,367  
$     200,000    

5.86%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    201,626  
    1,850,173    

Post Holdings, Inc. 4.75%, 10/21/2024, 1 mo. USD LIBOR + 4.000%

    1,861,736  
    1,018,764    

Simply Good Foods USA, Inc. 4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

    1,020,547  
    928,171    

U.S. Foods, Inc. 2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    909,218  
     

 

 

 
    8,505,727  
     

 

 

 
      Food Service - 0.2%  
    262,350    

Aramark Services, Inc. 1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    258,252  
    554,325    

CHG PPC Parent LLC 2.86%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    547,396  
     

 

 

 
    805,648  
     

 

 

 
      Hand/Machine Tools - 0.6%  
    819,643    

Apex Tool Group LLC 6.75%, 08/01/2024, 1 mo. USD LIBOR + 5.500%

    819,643  
    1,378,075    

White Cap Buyer LLC 4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    1,377,069  
     

 

 

 
    2,196,712  
     

 

 

 
      Healthcare - Products - 1.5%  
EUR     296,250    

Grifols S.A. 2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250%

    354,920  
    205,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/21/2028(9)

    246,769  
 

Lifescan Global Corp.

 

$     764,237    

6.20%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

    748,272  
    500,000    

9.71%, 10/01/2025, 6 mo. USD LIBOR + 9.500%

    446,665  
    304,234    

Surf Holdings LLC 3.68%, 03/05/2027, 3 mo. USD LIBOR + 3.500%

    301,122  
    3,325,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(9)

    3,322,506  
     

 

 

 
    5,420,254  
     

 

 

 
      Healthcare - Services - 9.4%  
 

Cano Health LLC

 

    551,718    

5.50%, 11/19/2027, 6 mo. USD LIBOR + 4.750%(10)

    551,028  
    1,509,499    

5.50%, 11/19/2027, 3 mo. USD LIBOR + 4.750%

    1,507,612  
    1,016,514    

Catalent Pharma Solutions, Inc. 2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    1,016,087  
    644,248    

CPI Holdco LLC 4.11%, 11/04/2026, 1 mo. USD LIBOR + 4.000%

    644,248  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Healthcare - Services - 9.4% - (continued)  
 

DentalCorp Perfect Smile ULC

 

$     1,910,277    

4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%

  $ 1,897,536  
    180,000    

8.50%, 06/06/2026, 3 mo. USD LIBOR + 7.500%

    179,401  
    100,000    

DuPage Medical Group Ltd. 4.00%, 03/12/2028, 3 mo. USD LIBOR + 3.250%

    99,583  
EUR     1,110,000    

Elsan SAS 0.00%, 02/05/2028(9)

    1,332,202  
$     773,038    

Ensemble RCM LLC 3.94%, 08/03/2026, 3 mo. USD LIBOR + 3.750%

    770,688  
    740,530    

Envision Healthcare Corp. 3.86%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    619,387  
    952,601    

eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500%

    954,191  
    4,814,986    

EyeCare Partners LLC 3.86%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

    4,750,609  
    1,666,163    

Gentiva Health Services, Inc. 2.88%, 07/02/2025, 1 mo. USD LIBOR + 2.750%

    1,661,298  
    1,165,000    

Insulet Corp. 0.00%, 04/29/2028(9)

    1,166,456  
    3,463,890    

Loire Finco Luxembourg S.a.r.l. 3.11%, 04/21/2027, 1 mo. USD LIBOR + 3.000%

    3,409,057  
    4,448,797    

MED ParentCo L.P. 4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    4,427,326  
    5,522,519    

MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    5,491,483  
 

Organon & Co.

 

    1,670,000    

0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(9)

    1,665,124  
EUR     390,000    

0.00%, 04/08/2028(9)

    468,995  
$     1,065,000    

Packaging Coordinators Midco, Inc. 4.50%, 11/30/2027, 3 mo. USD LIBOR + 3.750%

    1,064,340  
    1,129,048    

Pathway Vet Alliance LLC 3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

    1,121,517  
     

 

 

 
    34,798,168  
     

 

 

 
      Holding Companies - Diversified - 0.0%  
    100,000    

Belfor Holdings, Inc. 0.00%, 04/06/2026, 3 mo. USD LIBOR + 4.000%(9)

    100,094  
     

 

 

 
      Home Builders - 0.3%  
    1,131,922    

Wilsonart LLC 4.50%, 12/19/2026, 3 mo. USD LIBOR + 3.500%

    1,129,636  
     

 

 

 
      Household Products - 1.1%  
 

Diamond (BC) B.V.

 

    2,085,619    

3.15%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    2,075,190  
EUR     1,049,374    

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    1,257,472  
$     1,374,092    

Revlon Consumer Products Corp. 4.25%, 09/07/2023, 3 mo. USD LIBOR + 3.500%

    702,161  
     

 

 

 
    4,034,823  
     

 

 

 
      Housewares - 0.6%  
    2,218,760    

Hayward Industries, Inc. 3.61%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

    2,215,299  
     

 

 

 
      Insurance - 4.1%  
    6,055,000    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    5,954,063  
    1,100,000    

Alliant Holdings Intermediate LLC 0.00%, 10/08/2027(9)

    1,098,779  
 

Asurion LLC

 

    186,311    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    185,806  
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Insurance - 4.1% - (continued)  
$     2,771,213    

3.11%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

  $ 2,753,893  
    180,408    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    179,084  
    2,230,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    2,260,663  
    733,163    

Camelot U.S. Acquisition 1 Co. 4.00%, 10/30/2026, 1 mo. USD LIBOR + 3.000%

    733,163  
    572,910    

Hyperion Insurance Group Ltd. 4.75%, 11/12/2027, 1 mo. USD LIBOR + 3.750%

    572,194  
    1,381,174    

Sedgwick Claims Management Services, Inc. 3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    1,360,636  
     

 

 

 
    15,098,281  
     

 

 

 
      IT Services - 1.1%  
    4,095,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    4,051,511  
     

 

 

 
      Leisure Time - 4.9%  
    3,750,511    

Caesars Resort Collection LLC 2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    3,706,893  
 

Carnival Corp.

 

EUR     1,754,541    

7.50%, 06/30/2025, 1 mo. EURIBOR + 7.500%

    2,164,789  
$     1,097,311    

8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

    1,128,859  
    3,326,663    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    3,317,315  
    1,355,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.500%(9)

    1,357,818  
    2,952,653    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 1 mo. USD LIBOR + 2.250%

    2,936,059  
    3,506,375    

UFC Holdings LLC 3.75%, 04/29/2026, 6 mo. USD LIBOR + 3.000%

    3,491,578  
     

 

 

 
    18,103,311  
     

 

 

 
      Lodging - 0.2%  
    847,798    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    837,624  
     

 

 

 
      Machinery - Construction & Mining - 0.3%  
EUR     750,000    

Concorde Midco Ltd. 0.00%, 03/01/2028(9)

    901,462  
     

 

 

 
      Media - 9.7%  
    1,355,000    

Banijay Entertainment S.A.S 3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750%

    1,627,175  
$     4,230,000    

Cable One, Inc. 0.00%, 05/03/2028(9)

    4,224,712  
    810,506    

Charter Communications Operating LLC 1.87%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

    806,323  
    520,930    

CSC Holdings LLC 2.37%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    514,434  
 

E.W. Scripps Co.

 

    695,599    

2.11%, 10/02/2024, 1 mo. USD LIBOR + 2.000%

    694,076  
    2,377,629    

3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563%

    2,362,389  
    1,132,163    

3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000%

    1,129,513  
    878,866    

Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    877,293  
    1,685,000    

J&J Ventures Gaming LLC 0.00%, 04/07/2028(9)

    1,680,787  
 

MH Sub LLC

 

    1,800,000    

0.00%, 09/13/2024, 3 mo. USD LIBOR + 3.500%(9)

    1,782,252  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Media - 9.7% - (continued)  
$     1,685,785    

4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

  $ 1,683,678  
    625,000    

6.36%, 02/12/2029, 1 mo. USD LIBOR + 6.250%

    630,469  
    1,685,592    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    1,682,777  
    596,905    

NEP/NCP Holdco, Inc. 3.36%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

    578,401  
 

Numericable Group S.A.

 

    828,651    

2.94%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

    810,694  
EUR     1,430,300    

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

    1,693,130  
$     309,225    

Radiate Holdco LLC 4.25%, 09/25/2026, 1 mo. USD LIBOR + 3.500%

    309,355  
    2,038,018    

Shutterfly, Inc. 7.00%, 09/25/2026, 3 mo. USD LIBOR + 6.000%

    2,041,972  
 

UPC Broadband Holding B.V.

 

EUR     625,000    

0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(9)

    749,445  
    1,315,000    

3.50%, 01/31/2029, 6 mo. EURIBOR + 3.500%

    1,576,832  
$     692,308    

3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

    686,036  
    715,000    

UPC Financing Partnership 0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(9)

    708,522  
    2,492,126    

William Morris Endeavor Entertainment LLC 2.94%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

    2,431,392  
    2,655,000    

WMG Acquisition Corp. 2.24%, 01/20/2028

    2,631,769  
EUR     595,000    

Ziggo B.V. 3.00%, 01/31/2029, 6 mo. EURIBOR + 3.000%

    710,610  
$     1,300,000    

Ziggo Financing Partnership 2.62%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    1,285,739  
     

 

 

 
    35,909,775  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    256,082    

Ameriforge Group, Inc. 9.00%, 12/31/2023, 3 mo. USD LIBOR + 8.000%

    147,567  
     

 

 

 
      Miscellaneous Manufacturing - 1.0%  
    428,551    

Tamko Building Products LLC 0.00%, 06/01/2026, 1 mo. USD LIBOR + 3.000%(9)

    424,801  
    3,235,626    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    3,199,226  
     

 

 

 
    3,624,027  
     

 

 

 
      Oil & Gas - 1.4%  
 

BCP Raptor LLC

 

    589,833    

4.86%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    576,933  
    607,728    

5.25%, 06/24/2024, 1 mo. USD LIBOR + 4.250%

    600,891  
    1,589,306    

Cheniere Corpus Christi Holdings LLC 1.86%, 06/30/2024, 1 mo. USD LIBOR + 1.750%

    1,586,334  
    576,377    

KCA Deutag Alpha Ltd. 9.75%, 02/28/2023, 1 mo. USD LIBOR + 8.750%

    276,661  
    585,000    

PowerTeam Services LLC 8.25%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

    579,150  
    1,617,968    

Traverse Midstream Partners LLC 6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500%

    1,616,447  
     

 

 

 
    5,236,416  
     

 

 

 
      Oil & Gas Services - 0.3%  
    1,276,801    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    1,256,053  
     

 

 

 
 

 

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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Packaging & Containers - 3.2%  
$     1,900,000    

BWAY Holding Co. 0.00%, 04/03/2024, 3 mo. USD LIBOR + 3.250%(9)

  $ 1,833,500  
    897,188    

Charter NEX U.S., Inc. 5.00%, 12/01/2027, 1 mo. USD LIBOR + 4.250%

    899,852  
 

Flex Acquisition Co., Inc.

 

    2,439,833    

3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    2,400,503  
    2,276,388    

4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    2,250,460  
 

NIC Acquisition Corp.

 

    1,110,000    

4.50%, 12/29/2027, 6 mo. USD LIBOR + 3.750%

    1,109,312  
    540,000    

8.50%, 12/29/2028, 3 mo. USD LIBOR + 7.750%

    543,375  
    1,225,000    

Proampac PG Borrower LLC 4.11%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    1,226,801  
 

TricorBraun Holdings, Inc.

 

    294,721    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%(10)

    291,732  
    1,310,279    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    1,296,993  
     

 

 

 
    11,852,528  
     

 

 

 
      Pharmaceuticals - 1.3%  
    838,345    

Elanco Animal Health, Inc. 1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    826,223  
    1,350,875    

Endo Luxembourg Finance Co. S.a r.l. 5.75%, 03/27/2028, 1 mo. USD LIBOR + 5.000%

    1,313,726  
    2,670,000    

Horizon Therapeutics USA, Inc. 2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

    2,659,987  
     

 

 

 
    4,799,936  
     

 

 

 
      Real Estate - 0.8%  
EUR     735,000    

Boels Topholding B.V. 4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    885,156  
    1,865,000    

Foncia Management 0.00%,
03/31/2028(9)

    2,225,738  
     

 

 

 
    3,110,894  
     

 

 

 
      Retail - 9.4%  
$     748,125    

84 Lumber Co. 3.75%, 11/13/2026, 1 mo. USD LIBOR + 3.000%

    747,190  
    5,148,197    

B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    5,063,715  
 

Beacon Roofing Supply, Inc.

 

    1,479,138    

0.00%, 04/23/2028, 1 mo. USD LIBOR + 2.500%(9)

    1,473,591  
    286,260    

2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    284,949  
 

Belron Finance U.S. LLC

 

EUR     1,860,000    

0.00%, 04/13/2028(9)

    2,224,601  
$     1,040,000    

0.00%, 04/13/2028(9)

    1,034,800  
EUR     750,000    

Blitz GmbH 0.00%, 02/12/2028, 1 mo. USD LIBOR + 3.500%(9)

    899,550  
$     1,461,055    

Coty, Inc. 2.36%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    1,398,054  
 

EG Group Ltd.

 

EUR     780,000    

0.00%, 04/10/2027(9)

    923,294  
    1,919,431    

4.00%, 02/07/2025, 3 mo. EURIBOR + 4.000%

    2,252,829  
 

LBM Acquisition LLC

 

$     670,085    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(9)(10)

    668,223  
    3,015,385    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    3,007,002  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
      Retail - 9.4% - (continued)  
$     4,635,000    

Michaels Cos., Inc. 0.00%, 04/15/2028(9)

  $ 4,612,798  
    3,420,000    

Petco Health and Wellness Co., Inc. 4.00%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    3,398,146  
    1,610,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

    1,613,220  
    1,421,361    

Rodan & Fields LLC 4.12%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

    1,145,972  
    2,009,604    

Sports Authority, Inc. 0.00%, 11/16/2021, 3 mo. USD LIBOR + 6.000%(9)(11)

    2,010  
    4,319,162    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    4,218,742  
     

 

 

 
    34,968,686  
     

 

 

 
      Software - 7.8%  
    480,000    

Athenahealth, Inc. 4.45%, 02/11/2026, 3 mo. USD LIBOR + 4.250%

    481,200  
    1,125,000    

Camelot U.S. Acquisition 1 Co. 0.00%, 10/30/2026, 1 mo. USD LIBOR + 3.000%(9)

    1,114,031  
 

DCert Buyer, Inc.

 

    3,450,000    

0.00%, 02/16/2029(9)

    3,462,937  
    5,797,377    

4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    5,788,507  
    1,670,660    

EVO Payments International LLC 3.37%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    1,663,977  
    865,000    

Fleetcor Technologies Operating Co. LLC 0.00%, 04/28/2028, 1 mo. USD LIBOR + 1.750%(9)

    860,675  
 

Hyland Software, Inc.

 

    100,000    

0.00%, 07/07/2025(9)

    100,583  
    1,821,070    

4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    1,821,635  
    1,925,000    

Ingram Micro, Inc. 0.00%, 03/31/2028(9)

    1,925,000  
    368,145    

Navicure, Inc. 4.11%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    366,305  
    875,000    

Peraton Holding Corp. 4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    873,906  
    1,735,000    

Playtika Holding Corp. 0.00%, 03/13/2028(9)

    1,725,024  
    1,480,000    

RealPage, Inc. 0.00%, 04/24/2028(9)

    1,472,422  
    1,817,660    

SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    1,796,157  
   

Ultimate Software Group, Inc.

 

    1,832,845    

3.86%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    1,832,661  
    105,000    

7.50%, 05/03/2027, 3 mo. USD LIBOR + 6.750%

    107,954  
    759,258    

Verscend Holding Corp. 4.18%, 08/27/2025, 3 mo. USD LIBOR + 4.000%

    758,544  
    2,070,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(9)

    2,060,623  
    831,814    

Zelis Healthcare Corp. 3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    826,615  
     

 

 

 
        29,038,756  
     

 

 

 
          Telecommunications - 2.1%  
    1,317,448    

CenturyLink, Inc. 2.36%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    1,301,309  
   

Frontier Communications Corp.

 

    360,000    

0.00%, 10/08/2027(9)

    358,499  
    2,980,000    

1.00%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    2,967,573  
    871,750    

LogMeIn, Inc. 4.86%, 08/31/2027, 1 mo. USD LIBOR + 4.750%

    869,841  
 

 

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

 

 

  44  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 91.5%(8) - (continued)  
          Telecommunications - 2.1% - (continued)  
$     845,000    

Panther Commercial Holdings L.P. 0.00%, 01/07/2028(9)

  $ 843,589  
    1,250,000    

Telenet Financing USD LLC 2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    1,232,812  
     

 

 

 
        7,573,623  
     

 

 

 
          Textiles - 0.1%  
    750,000    

International Textile Group, Inc. 9.26%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

    465,000  
     

 

 

 
          Transportation - 1.6%  
    2,445,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    2,438,129  
    1,495,000    

PODS LLC 0.00%, 03/31/2028(9)

    1,487,794  
    1,965,000    

United Airlines, Inc. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.750%(9)

    1,986,753  
     

 

 

 
        5,912,676  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $339,230,658)

  $ 339,582,378  
     

 

 

 
COMMON STOCKS - 0.4%      
          Energy - 0.2%  
    190,736    

Ascent Resources - Marcellus LLC
Class A*(12)(13)

  $ 121,117  
    13,823    

Foresight Energy LLC*(12)(13)

    121,309  
    13,865    

Texgen Power LLC*(12)(13)

    554,600  
     

 

 

 
        797,026  
     

 

 

 
          Insurance - 0.2%  
    34,814    

AFG Holdings, Inc.

    765,908  
     

 

 

 
          Materials - 0.0%  
    3,079    

UTEX Industries, Inc.

    117,772  
     

 

 

 
   

Total Common Stocks
(cost $2,451,021)

  $ 1,680,706  
     

 

 

 
EXCHANGE-TRADED FUNDS - 2.2%  
          Other Investment Pools & Funds - 2.2%      
    290,400    

Invesco Senior Loan ETF

  $ 6,432,360  
    35,600    

SPDR Blackstone

    1,634,396  
     

 

 

 
   

Total Exchange-Traded Funds
(cost $8,133,604)

  $ 8,066,756  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%      
    94,294    

Ascent Resources - Marcellus LLC Expires 03/30/2023*(12)(13)

  $ 2,378  
    600    

Sable Permian Resources LLC Expires 10/24/09*(12)(13)

     
     

 

 

 
        2,378  
     

 

 

 
          Materials - 0.0%      
    1,875    

UTEX Industries, Inc. Expires 12/03/2025*(12)(13)

    16,744  
     

 

 

 
   

Total Warrants
(cost $19,724)

  $ 19,122  
     

 

 

 
   

Total Long-Term Investments
(cost $378,969,252)

  $ 379,627,154  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 10.9%  
          Other Investment Pools & Funds - 10.9%  
    40,386,198    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.03%(14)

  $ 40,386,198  
     

 

 

 
   

Total Short-Term Investments
(cost $40,386,198)

  $ 40,386,198  
     

 

 

 
   

Total Investments
(cost $419,355,450)

    113.2    $ 420,013,352  
   

Other Assets and Liabilities

    (13.2 )%       (49,030,031
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 370,983,321  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $21,224,386, representing 5.7% of net assets.

 

(2) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(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) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. Base lending rates may be subject to a floor or cap.

 

(5) 

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At April 30, 2021, the aggregate value of these securities was $3,873,076, representing 1.0% of net assets.

 

(6) 

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(7) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

 

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

 

 

  45  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

(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, 2021.

 

(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, 2021, the aggregate value of the unfunded commitment was $1,510,983, which rounds to 0.4% of total net assets.

(11) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(12) 

Investment valued using significant unobservable inputs.

 

(13) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2021, the aggregate fair value of these securities was $816,148, 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.

 

(14) 

Current yield as of period end.

 
OTC Total Return Swap Contracts Outstanding at April 30, 2021  

Reference Entity

   Counterparty    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

   GSC      USD       380,000      (1.00%)      06/20/2021        At Maturity      $      $ (39   $ 7,770     $ 7,809  

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       325,000      (1.00%)      06/20/2021        At Maturity               (33     6,645       6,678  

Markit iBoxx USD Liquid Leveraged Loan Index

   BCLY      USD       7,155,000      (1.00%)      06/20/2021        At Maturity               (1,216     1,511       2,727  

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       2,610,000      (1.00%)      09/20/2021        At Maturity               (388     20,384       20,772  

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       1,740,000      (1.00%)      09/20/2021        At Maturity               (117     3,930       4,047  

Markit iBoxx USD Liquid Leveraged Loan Index

   JPM      USD       895,000      (1.00%)      09/20/2021        At Maturity               (213     (2,159     (1,946

Markit iBoxx USD Liquid Leveraged Loan Index

   BCLY      USD       925,000      (1.00%)      09/20/2021        At Maturity               (220     (3,495     (3,275

Markit iBoxx USD Liquid Leveraged Loan Index

   MSC      USD       2,145,000      (1.00%)      09/20/2021        At Maturity               (509     (5,175     (4,666
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

         $     —      $     (2,735   $     29,411     $     32,146  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty      Settlement
Date
    Appreciation     Depreciation  
  264,000      GBP      366,330      USD      BCLY        05/28/2021     $     $ (1,711
  56,621,478      USD      46,792,367      EUR      BNP        05/28/2021       333,533        
  927,438      USD      766,000      EUR      MSC        05/28/2021       5,994        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

        $     339,527     $     (1,711
                

 

 

   

 

 

 

 

 

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.

 

 

  46  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1      Level 2     Level 3(1)  

Assets

         

Corporate Bonds

   $ 30,278,192     $      $ 30,278,192     $  

Senior Floating Rate Interests

     339,582,378              339,582,378        

Common Stocks

         

Energy

     797,026                    797,026  

Insurance

     765,908              765,908        

Materials

     117,772              117,772        

Exchange-Traded Funds

     8,066,756       8,066,756               

Warrants

     19,122                    19,122  

Short-Term Investments

     40,386,198       40,386,198               

Foreign Currency Contracts(2)

     339,527              339,527        

Swaps - Total Return(2)

     42,033              42,033        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     420,394,912     $     48,452,954      $     371,125,810     $     816,148  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (1,711   $      $ (1,711   $  

Swaps - Total Return(2)

     (9,887            (9,887      
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (11,598   $      $ (11,598   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)

For the six-month period ended April 30, 2021, 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, 2021 is not presented.

 

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

 

 

  47  

 


The Hartford High Yield Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7%  
      Advertising - 0.1%  
$     280,000    

Lamar Media Corp. 3.75%, 02/15/2028

  $ 282,481  
     

 

 

 
      Aerospace/Defense - 1.5%  
 

DAE Funding LLC

 

    430,000    

4.50%, 08/01/2022(1)

    431,075  
    865,000    

5.00%, 08/01/2024(1)

    887,706  
 

TransDigm, Inc.

 

    2,150,000    

5.50%, 11/15/2027

    2,237,290  
    2,780,000    

6.25%, 03/15/2026(1)

    2,943,325  
     

 

 

 
    6,499,396  
     

 

 

 
      Airlines - 0.1%  
    520,000    

United Airlines, Inc. 4.38%,
04/15/2026(1)

    539,614  
     

 

 

 
      Apparel - 0.7%  
EUR     350,000    

BK LC Lux Finco S.a.r.l. 5.25%, 04/30/2029(1)

    428,362  
$     1,250,000    

G-III Apparel Group Ltd. 7.88%, 08/15/2025(1)

    1,350,000  
    1,200,000    

PVH Corp. 4.63%, 07/10/2025

    1,333,809  
     

 

 

 
    3,112,171  
     

 

 

 
      Auto Manufacturers - 2.9%  
    975,000    

Ford Motor Co. 8.50%, 04/21/2023

    1,092,000  
 

Ford Motor Credit Co. LLC

 

    1,265,000    

3.09%, 01/09/2023

    1,288,745  
    310,000    

3.34%, 03/28/2022

    314,278  
    665,000    

3.35%, 11/01/2022

    680,139  
    1,500,000    

3.37%, 11/17/2023

    1,545,000  
    1,013,000    

4.06%, 11/01/2024

    1,066,547  
    3,530,000    

4.54%, 08/01/2026

    3,790,337  
    850,000    

5.13%, 06/16/2025

    928,540  
    1,272,000    

5.58%, 03/18/2024

    1,386,480  
     

 

 

 
    12,092,066  
     

 

 

 
      Auto Parts & Equipment - 1.6%  
 

Adient Global Holdings Ltd.

 

EUR     1,225,000    

3.50%, 08/15/2024(2)

    1,518,694  
$     2,035,000    

4.88%, 08/15/2026(1)

    2,088,419  
    1,200,000    

Clarios Global L.P. / Clarios U.S. Finance Co. 8.50%, 05/15/2027(1)

    1,296,000  
    1,690,000    

Meritor, Inc. 4.50%, 12/15/2028(1)

    1,711,125  
     

 

 

 
    6,614,238  
     

 

 

 
      Commercial Banks - 1.1%  
EUR     1,675,000    

Banca Monte dei Paschi di Siena S.p.A. 5.38%, 01/18/2028, (5.38% fixed rate until 01/18/2023; 5 year EUR Swap + 5.005% thereafter)(2)(3)

    1,806,954  
$     2,515,000    

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)

    2,715,667  
     

 

 

 
    4,522,621  
     

 

 

 
      Commercial Services - 3.9%  
 

APX Group, Inc.

 

    1,745,000    

6.75%, 02/15/2027(1)

    1,876,451  
    1,012,000    

7.88%, 12/01/2022

    1,018,963  
    1,710,000    

Ashtead Capital, Inc. 4.00%,
05/01/2028(1)

    1,793,362  
    120,000    

Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025(1)

    123,300  
    1,650,000    

Herc Holdings, Inc. 5.50%, 07/15/2027(1)

    1,744,875  
EUR     2,100,000    

La Financiere Atalian SASU 4.00%, 05/15/2024(2)

    2,467,847  
    1,550,000    

Loxam SAS 3.25%, 01/14/2025(2)

    1,855,381  
 

Service Corp. International

 

$     460,000    

4.63%, 12/15/2027

    488,750  
    355,000    

5.13%, 06/01/2029

    383,254  
    1,640,000    

Signal Parent, Inc. 6.13%, 04/01/2029(1)

    1,627,241  
    1,025,000    

United Rentals North America, Inc.
5.88%, 09/15/2026

    1,069,844  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Commercial Services - 3.9% - (continued)  
EUR     983,000    

Verisure Holding AB 3.25%, 02/15/2027(1)

  $ 1,185,553  
    630,000    

Verisure Midholding AB 5.25%, 02/15/2029(1)

    781,081  
     

 

 

 
    16,415,902  
     

 

 

 
      Construction Materials - 0.9%  
$     1,635,000    

Builders FirstSource, Inc. 5.00%, 03/01/2030(1)

    1,735,144  
    605,000    

CP Atlas Buyer, Inc. 7.00%, 12/01/2028(1)

    627,451  
    820,000    

Norbord, Inc. 5.75%, 07/15/2027(1)

    893,554  
    520,000    

Standard Industries, Inc. 4.75%, 01/15/2028(1)

    536,250  
     

 

 

 
    3,792,399  
     

 

 

 
      Distribution/Wholesale - 1.6%  
    1,000,000    

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1)

    1,017,500  
    1,010,000    

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%, 09/15/2024(1)(5)

    1,028,938  
    600,000    

IAA, Inc. 5.50%, 06/15/2027(1)

    630,750  
EUR     2,655,000    

Parts Europe S.A. 6.50%, 07/16/2025(2)

    3,371,521  
$     550,000    

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

    579,612  
     

 

 

 
    6,628,321  
     

 

 

 
      Diversified Financial Services - 7.0%  
   

Credit Acceptance Corp.

 
    730,000    

5.13%, 12/31/2024(1)

    752,813  
    1,445,000    

6.63%, 03/15/2026

    1,526,209  
    1,205,000    

Fly Leasing Ltd. 5.25%, 10/15/2024

    1,229,100  
    2,000,000    

Genworth Mortgage Holdings, Inc.
6.50%, 08/15/2025(1)

    2,171,820  
   

goeasy Ltd.

 
    465,000    

4.38%, 05/01/2026(1)

    470,231  
    1,745,000    

5.38%, 12/01/2024(1)

    1,808,256  
    2,110,000    

Home Point Capital, Inc. 5.00%, 02/01/2026(1)

    2,077,717  
   

LD Holdings Group LLC

 
    690,000    

6.13%, 04/01/2028(1)

    691,725  
    2,395,000    

6.50%, 11/01/2025(1)

    2,520,737  
    650,000    

Midcap Financial Issuer Trust 6.50%, 05/01/2028(1)

    673,537  
    1,130,000    

Nationstar Mortgage Holdings, Inc.
5.13%, 12/15/2030(1)

    1,118,316  
 

OneMain Finance Corp.

 

    1,245,000    

4.00%, 09/15/2030

    1,204,537  
    2,610,000    

5.38%, 11/15/2029

    2,812,275  
    430,000    

6.13%, 03/15/2024

    464,400  
    1,100,000    

6.88%, 03/15/2025

    1,249,875  
 

PennyMac Financial Services, Inc.

 

    1,190,000    

4.25%, 02/15/2029(1)

    1,139,365  
    1,895,000    

5.38%, 10/15/2025(1)

    1,996,856  
    2,860,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(1)

    2,912,796  
    2,760,000    

United Wholesale Mortgage LLC
5.50%, 04/15/2029(1)

    2,712,473  
     

 

 

 
    29,533,038  
     

 

 

 
      Electric - 0.3%  
    1,205,000    

Clearway Energy Operating LLC
3.75%, 02/15/2031(1)

    1,187,756  
     

 

 

 
      Electronics - 0.6%  
    2,635,000    

Imola Merger Corp. 4.75%, 05/15/2029(1)

    2,736,342  
     

 

 

 
      Engineering & Construction - 0.2%  
    380,000    

TopBuild Corp. 3.63%, 03/15/2029(1)

    376,200  
    330,000    

United Rentals North America, Inc.
3.88%, 02/15/2031

    332,105  
     

 

 

 
    708,305  
     

 

 

 
 

 

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

 

 

  48  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Entertainment - 3.3%  
 

Caesars Entertainment, Inc.

 

$     1,340,000    

6.25%, 07/01/2025(1)

  $ 1,424,688  
    955,000    

8.13%, 07/01/2027(1)

    1,061,177  
 

Caesars Resort Collection LLC / CRC Finco, Inc.

 
    1,370,000    

5.25%, 10/15/2025(1)

    1,381,148  
    440,000    

5.75%, 07/01/2025(1)

    463,219  
 

Cinemark USA, Inc.

 

    1,108,000    

4.88%, 06/01/2023

    1,106,560  
    830,000    

5.88%, 03/15/2026(1)

    860,088  
    1,920,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

    2,001,600  
    3,210,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

    3,334,387  
EUR     1,650,000    

Scientific Games International, Inc.
5.50%, 02/15/2026(2)

    1,993,630  
$     425,000    

Speedway Motorsports LLC / Speedway Funding II, Inc. 4.88%, 11/01/2027(1)

    423,406  
     

 

 

 
    14,049,903  
     

 

 

 
      Environmental Control - 0.6%  
    1,307,000    

Clean Harbors, Inc. 4.88%,
07/15/2027(1)

    1,360,914  
 

Stericycle, Inc.

 

    340,000    

3.88%, 01/15/2029(1)

    339,150  
    975,000    

5.38%, 07/15/2024(1)

    1,010,344  
     

 

 

 
    2,710,408  
     

 

 

 
      Food - 1.7%  
    1,865,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    1,930,051  
GBP     802,000    

Bellis Acquisition Co. plc 3.25%, 02/16/2026(1)

    1,110,455  
 

Post Holdings, Inc.

 

$     1,395,000    

5.63%, 01/15/2028(1)

    1,469,982  
    990,000    

5.75%, 03/01/2027(1)

    1,037,025  
    1,443,000    

TreeHouse Foods, Inc. 4.00%, 09/01/2028

    1,433,981  
     

 

 

 
    6,981,494  
     

 

 

 
      Gas - 0.7%  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 
    1,069,000    

5.50%, 05/20/2025

    1,187,926  
    40,000    

5.63%, 05/20/2024

    44,500  
    338,000    

5.75%, 05/20/2027

    377,952  
    1,143,000    

5.88%, 08/20/2026

    1,278,731  
     

 

 

 
    2,889,109  
     

 

 

 
      Healthcare - Products - 0.7%  
    1,740,000    

Avantor Funding, Inc. 4.63%, 07/15/2028(1)

    1,822,650  
    1,030,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1)

    1,066,050  
     

 

 

 
    2,888,700  
     

 

 

 
      Healthcare - Services - 3.1%  
    420,000    

Acadia Healthcare Co., Inc.
5.00%, 04/15/2029(1)

    434,175  
 

Catalent Pharma Solutions, Inc.

 

    445,000    

3.13%, 02/15/2029(1)

    430,538  
    265,000    

5.00%, 07/15/2027(1)

    277,256  
 

CHS/Community Health Systems, Inc.

 

    935,000    

4.75%, 02/15/2031(1)

    927,988  
    580,000    

5.63%, 03/15/2027(1)

    614,800  
    2,195,000    

6.63%, 02/15/2025(1)

    2,312,981  
 

HCA, Inc.

 

    3,465,000    

5.38%, 02/01/2025

    3,861,500  
    2,620,000    

5.38%, 09/01/2026

    2,974,643  
    100,000    

5.63%, 09/01/2028

    116,625  
    80,000    

5.88%, 02/01/2029

    94,400  
    836,000    

7.50%, 11/15/2095

    1,144,275  
     

 

 

 
    13,189,181  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Home Builders - 2.3%  
$     305,000    

Adams Homes, Inc. 7.50%, 02/15/2025(1)

  $ 319,488  
    1,295,000    

Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028(1)

    1,388,887  
    1,090,000    

Empire Communities Corp.
7.00%, 12/15/2025(1)

    1,166,300  
    420,000    

KB Home 4.80%, 11/15/2029

    452,550  
 

M/I Homes, Inc.

 

    790,000    

4.95%, 02/01/2028

    830,725  
    1,020,000    

5.63%, 08/01/2025

    1,053,150  
    1,285,000    

STL Holding Co. LLC 7.50%, 02/15/2026(1)

    1,344,431  
 

Taylor Morrison Communities, Inc.

 

    500,000    

5.13%, 08/01/2030(1)

    550,730  
    1,790,000    

5.75%, 01/15/2028(1)

    2,020,462  
    395,000    

Williams Scotsman International, Inc.
4.63%, 08/15/2028(1)

    402,967  
     

 

 

 
    9,529,690  
     

 

 

 
      Household Products/Wares - 0.9%  
EUR     1,855,000    

Diamond (BC) B.V. 5.63%, 08/15/2025(2)

    2,278,300  
$     1,400,000    

Prestige Brands, Inc. 5.13%,
01/15/2028(1)

    1,466,500  
     

 

 

 
    3,744,800  
     

 

 

 
      Insurance - 2.6%  
 

Acrisure LLC / Acrisure Finance, Inc.

 

    2,335,000    

7.00%, 11/15/2025(1)

    2,399,212  
    875,000    

10.13%, 08/01/2026(1)

    998,594  
    725,000    

AssuredPartners, Inc. 5.63%, 01/15/2029(1)

    734,954  
 

Genworth Holdings, Inc.

 

    135,000    

4.80%, 02/15/2024

    131,963  
    1,260,000    

4.90%, 08/15/2023

    1,244,250  
    750,000    

6.50%, 06/15/2034

    747,022  
    280,000    

7.63%, 09/24/2021

    284,900  
    1,620,000    

MGIC Investment Corp. 5.25%, 08/15/2028

    1,709,100  
    675,000    

NMI Holdings, Inc. 7.38%, 06/01/2025(1)

    776,250  
    1,675,000    

Radian Group, Inc. 6.63%, 03/15/2025

    1,894,844  
     

 

 

 
    10,921,089  
     

 

 

 
      Internet - 1.5%  
 

Arches Buyer, Inc.

 

    625,000    

4.25%, 06/01/2028(1)

    622,656  
    340,000    

6.13%, 12/01/2028(1)

    348,500  
    1,075,000    

Endure Digital, Inc. 6.00%, 02/15/2029(1)

    1,029,312  
    1,650,000    

Go Daddy Operating Co. LLC
3.50%, 03/01/2029(1)

    1,606,803  
    335,000    

MercadoLibre, Inc. 2.38%, 01/14/2026

    334,029  
EUR     2,100,000    

United Group B.V. 3.63%, 02/15/2028(2)

    2,448,983  
     

 

 

 
    6,390,283  
     

 

 

 
      Investment Company Security - 0.3%  
$     1,075,000    

Compass Group Diversified Holdings LLC
5.25%, 04/15/2029(1)

    1,135,705  
     

 

 

 
      IT Services - 0.6%  
 

Presidio Holdings, Inc.

 

    1,695,000    

4.88%, 02/01/2027(1)

    1,745,850  
    890,000    

8.25%, 02/01/2028(1)

    970,100  
     

 

 

 
    2,715,950  
     

 

 

 
      Leisure Time - 0.8%  
 

Carnival Corp.

 

    340,000    

7.63%, 03/01/2026(1)

    372,300  
EUR     260,000    

7.63%, 03/01/2026(1)

    346,116  
$     2,305,000    

11.50%, 04/01/2023(1)

    2,648,906  
     

 

 

 
    3,367,322  
     

 

 

 
 

 

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

 

 

  49  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Lodging - 2.0%  
 

Boyd Gaming Corp.

 

$     270,000    

4.75%, 12/01/2027

  $ 276,804  
    1,365,000    

6.00%, 08/15/2026

    1,416,187  
    625,000    

6.38%, 04/01/2026

    645,313  
    1,790,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    1,830,275  
    1,590,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

    1,553,748  
 

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

 
    960,000    

5.25%, 05/15/2027(1)

    1,014,000  
    1,690,000    

5.50%, 03/01/2025(1)

    1,804,075  
     

 

 

 
    8,540,402  
     

 

 

 
      Media - 7.6%  
 

Altice Financing S.A.

 

    1,625,000    

5.00%, 01/15/2028(1)

    1,602,656  
    1,350,000    

7.50%, 05/15/2026(1)

    1,402,582  
    895,000    

Cable One, Inc. 4.00%, 11/15/2030(1)

    884,398  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    1,570,000    

4.25%, 02/01/2031(1)

    1,568,037  
    790,000    

4.50%, 08/15/2030(1)

    803,738  
    925,000    

4.50%, 05/01/2032(1)

    934,250  
    3,162,000    

5.75%, 02/15/2026(1)

    3,272,670  
 

CSC Holdings LLC

 

    1,800,000    

5.25%, 06/01/2024

    1,948,500  
    770,000    

5.50%, 04/15/2027(1)

    807,398  
    1,970,000    

6.50%, 02/01/2029(1)

    2,176,850  
 

DISH DBS Corp.

 

    965,000    

5.00%, 03/15/2023

    1,009,990  
    3,100,000    

5.88%, 07/15/2022

    3,245,700  
    570,000    

5.88%, 11/15/2024

    616,778  
    975,000    

7.38%, 07/01/2028

    1,050,499  
    530,000    

7.75%, 07/01/2026

    610,825  
 

Gray Television, Inc.

 

    865,000    

4.75%, 10/15/2030(1)

    865,000  
    400,000    

5.88%, 07/15/2026(1)

    415,000  
    925,000    

Quebecor Media, Inc. 5.75%, 01/15/2023

    988,594  
    1,470,000    

Sirius XM Radio, Inc. 5.50%, 07/01/2029(1)

    1,591,183  
    830,000    

Vertical U.S Newco, Inc. 5.25%, 07/15/2027(1)

    868,910  
    990,000    

Videotron Ltd. 5.00%, 07/15/2022

    1,032,075  
    2,255,000    

Virgin Media Secured Finance plc
4.50%, 08/15/2030(1)

    2,265,201  
 

Ziggo B.V.

 

    365,000    

4.88%, 01/15/2030(1)

    375,118  
    1,859,000    

5.50%, 01/15/2027(1)

    1,933,509  
     

 

 

 
    32,269,461  
     

 

 

 
      Metal Fabricate/Hardware - 0.7%  
    300,000    

Advanced Drainage Systems, Inc.
5.00%, 09/30/2027(1)

    313,989  
 

Novelis Corp.

 

    1,310,000    

4.75%, 01/30/2030(1)

    1,362,400  
    1,190,000    

5.88%, 09/30/2026(1)

    1,241,396  
     

 

 

 
    2,917,785  
     

 

 

 
      Mining - 0.7%  
 

Constellium SE

 

    565,000    

3.75%, 04/15/2029(1)

    552,994  
    755,000    

5.63%, 06/15/2028(1)

    800,300  
    1,740,000    

5.88%, 02/15/2026(1)

    1,792,200  
     

 

 

 
    3,145,494  
     

 

 

 
      Office/Business Equipment - 1.4%  
    2,950,000    

CDW LLC / CDW Finance Corp.
4.13%, 05/01/2025

    3,078,414  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Office/Business Equipment - 1.4% - (continued)  
$     2,000,000    

Xerox Corp. 4.38%, 03/15/2023

  $ 2,096,000  
    790,000    

Xerox Holdings Corp. 5.00%,
08/15/2025(1)

    829,500  
     

 

 

 
    6,003,914  
     

 

 

 
      Oil & Gas - 5.2%  
 

Apache Corp.

 

    1,125,000    

4.38%, 10/15/2028

    1,147,466  
    1,665,000    

4.63%, 11/15/2025

    1,758,656  
    581,000    

4.75%, 04/15/2043

    576,933  
    689,000    

5.10%, 09/01/2040

    706,311  
 

Continental Resources, Inc.

 

    2,080,000    

4.38%, 01/15/2028

    2,262,000  
    520,000    

4.90%, 06/01/2044

    541,434  
    455,000    

5.75%, 01/15/2031(1)

    527,800  
    1,020,000    

EQT Corp. 3.90%, 10/01/2027

    1,063,442  
 

Occidental Petroleum Corp.

 

    260,000    

2.90%, 08/15/2024

    259,350  
    1,155,000    

3.00%, 02/15/2027

    1,102,297  
    410,000    

3.20%, 08/15/2026

    398,725  
    400,000    

3.40%, 04/15/2026

    395,576  
    3,836,000    

4.20%, 03/15/2048

    3,232,636  
    679,000    

4.40%, 04/15/2046

    597,520  
    715,000    

5.50%, 12/01/2025

    768,625  
    395,000    

6.13%, 01/01/2031

    439,438  
    258,000    

6.38%, 09/01/2028

    288,960  
 

Ovintiv Exploration, Inc.

 

    775,000    

5.38%, 01/01/2026

    867,944  
    1,470,000    

5.63%, 07/01/2024

    1,639,420  
    550,000    

Range Resources Corp.
8.25%, 01/15/2029(1)

    596,624  
    1,410,000    

Sunoco L.P. / Sunoco Finance Corp.
6.00%, 04/15/2027

    1,482,686  
    2,685,000    

Transocean, Inc. 6.80%, 03/15/2038

    1,281,792  
     

 

 

 
    21,935,635  
     

 

 

 
      Packaging & Containers - 4.3%  
    2,920,000    

ARD Finance S.A. (6.50% Cash, 7.25% PIK)
6.50%, 06/30/2027(1)(5)

    3,055,050  
 

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
    680,000    

4.13%, 08/15/2026(1)

    699,550  
    2,980,000    

5.25%, 08/15/2027(1)

    3,045,816  
    340,000    

Berry Global, Inc. 5.63%, 07/15/2027(1)

    362,100  
    1,200,000    

Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026

    1,245,600  
 

Flex Acquisition Co., Inc.

 

    2,170,000    

6.88%, 01/15/2025(1)

    2,205,262  
    775,000    

7.88%, 07/15/2026(1)

    810,844  
    1,075,000    

Mauser Packaging Solutions Holding Co.
7.25%, 04/15/2025(1)

    1,045,437  
 

Owens-Brockway Glass Container, Inc.

 

    65,000    

5.38%, 01/15/2025(1)

    69,144  
    3,224,000    

5.88%, 08/15/2023(1)

    3,489,980  
    46,000    

6.38%, 08/15/2025(1)

    51,003  
EUR     1,645,000    

Silgan Holdings, Inc. 2.25%, 06/01/2028

    1,985,176  
$     270,000    

Trivium Packaging Finance B.V.
5.50%, 08/15/2026(1)

    282,488  
     

 

 

 
    18,347,450  
     

 

 

 
      Pharmaceuticals - 3.0%  
 

Bausch Health Cos., Inc.

 

    2,150,000    

5.00%, 01/30/2028(1)

    2,182,056  
    450,000    

5.00%, 02/15/2029(1)

    450,693  
    2,690,000    

5.25%, 01/30/2030(1)

    2,703,450  
    1,000,000    

6.13%, 04/15/2025(1)

    1,022,500  
    1,875,000    

7.00%, 01/15/2028(1)

    2,041,406  
 

 

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

 

 

  50  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Pharmaceuticals - 3.0% - (continued)  
$     370,000    

Jazz Securities DAC 4.38%, 01/15/2029(1)

  $ 378,325  
    873,000    

Par Pharmaceutical, Inc. 7.50%,
04/01/2027(1)

    918,833  
 

Teva Pharmaceutical Finance Netherlands B.V.

 
    1,860,000    

3.15%, 10/01/2026

    1,748,400  
    1,270,000    

6.75%, 03/01/2028

    1,384,300  
     

 

 

 
    12,829,963  
     

 

 

 
      Pipelines - 5.7%  
    1,890,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.75%, 01/15/2028(1)

    1,925,929  
 

Buckeye Partners L.P.

 

    510,000    

3.95%, 12/01/2026

    510,000  
    640,000    

4.13%, 03/01/2025(1)

    656,000  
    655,000    

4.50%, 03/01/2028(1)

    655,819  
    738,000    

Cheniere Energy Partners L.P.
4.50%, 10/01/2029

    770,288  
    765,000    

Cheniere Energy, Inc. 4.63%, 10/15/2028(1)

    797,627  
    3,395,000    

DCP Midstream Operating L.P.
5.38%, 07/15/2025

    3,726,012  
    1,793,000    

EnLink Midstream LLC 5.63%,
01/15/2028(1)

    1,853,514  
 

EQM Midstream Partners L.P.

 

    955,000    

4.50%, 01/15/2029(1)

    947,838  
    730,000    

4.75%, 01/15/2031(1)

    722,620  
    435,000    

6.00%, 07/01/2025(1)

    475,238  
    440,000    

6.50%, 07/01/2027(1)

    485,863  
    950,000    

6.50%, 07/15/2048

    963,917  
    1,310,000    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp. 6.00%,
03/01/2027(1)

    1,329,257  
 

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

 
    700,000    

4.88%, 02/01/2031(1)

    730,422  
    3,050,000    

6.50%, 07/15/2027

    3,316,875  
 

Western Midstream Operating L.P.

 

    2,950,000    

5.30%, 02/01/2030

    3,219,187  
    925,000    

6.50%, 02/01/2050

    1,046,628  
     

 

 

 
    24,133,034  
     

 

 

 
      Real Estate - 0.6%  
    875,000    

CIFI Holdings Group Co., Ltd.
5.95%, 10/20/2025(2)

    925,750  
    900,000    

KWG Group Holdings Ltd. 7.40%, 01/13/2027(2)

    922,804  
    900,000    

Yuzhou Group Holdings Co., Ltd.
7.38%, 01/13/2026(2)

    756,411  
     

 

 

 
    2,604,965  
     

 

 

 
      Real Estate Investment Trusts - 0.9%  
 

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.

 
    1,900,000    

4.25%, 02/01/2027(1)

    1,865,363  
    220,000    

5.25%, 10/01/2025(1)

    222,200  
 

VICI Properties L.P. / VICI Note Co., Inc.

 

    195,000    

3.50%, 02/15/2025(1)

    199,144  
    130,000    

3.75%, 02/15/2027(1)

    131,044  
    780,000    

4.25%, 12/01/2026(1)

    804,375  
    655,000    

4.63%, 12/01/2029(1)

    680,158  
     

 

 

 
    3,902,284  
     

 

 

 
      Retail - 8.6%  
 

1011778 BC ULC / New Red Finance, Inc.

 

    2,055,000    

3.50%, 02/15/2029(1)

    2,003,625  
    1,100,000    

3.88%, 01/15/2028(1)

    1,113,750  
    1,190,000    

4.00%, 10/15/2030(1)

    1,160,250  
    1,210,000    

4.38%, 01/15/2028(1)

    1,225,125  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Retail - 8.6% - (continued)  
$     830,000    

Bloomin’ Brands, Inc. / OSI Restaurant Partners LLC 5.13%, 04/15/2029(1)

  $ 845,812  
    935,000    

CEC Entertainment LLC
6.75%, 05/01/2026(1)

    928,268  
 

eG Global Finance plc

 

EUR     975,000    

4.38%, 02/07/2025(2)

    1,135,855  
    1,516,000    

6.25%, 10/30/2025(2)

    1,855,782  
$     1,900,000    

FirstCash, Inc. 4.63%, 09/01/2028(1)

    1,952,250  
    680,000    

Group 1 Automotive, Inc. 4.00%, 08/15/2028(1)

    679,150  
 

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 
    820,000    

4.75%, 06/01/2027(1)

    862,025  
    1,000,000    

5.25%, 06/01/2026(1)

    1,028,010  
 

L Brands, Inc.

 

    135,000    

5.25%, 02/01/2028

    147,994  
    1,275,000    

6.63%, 10/01/2030(1)

    1,469,387  
    1,980,000    

LBM Acquisition LLC 6.25%, 01/15/2029(1)

    2,029,500  
    1,735,000    

Lithia Motors, Inc. 4.63%, 12/15/2027(1)

    1,821,750  
 

Macy’s Retail Holdings LLC

 

    43,000    

2.88%, 02/15/2023

    43,058  
    356,000    

3.63%, 06/01/2024

    359,987  
    250,000    

4.30%, 02/15/2043

    196,125  
    115,000    

4.50%, 12/15/2034

    103,213  
    54,000    

5.13%, 01/15/2042

    46,440  
    1,042,000    

5.88%, 04/01/2029(1)

    1,069,300  
 

Magic Mergeco, Inc.

 

    1,485,000    

5.25%, 05/01/2028(1)

    1,503,563  
    815,000    

7.88%, 05/01/2029(1)

    837,502  
    1,000,000    

NMG Holding Co., Inc. / Neiman Marcus Group LLC 7.13%, 04/01/2026(1)

    1,022,880  
 

PetSmart, Inc.

 

    1,000,000    

4.75%, 02/15/2028(1)

    1,028,450  
    265,000    

7.75%, 02/15/2029(1)

    287,313  
    2,998,000    

Specialty Building Products Holdings LLC / SBP Finance Corp. 6.38%, 09/30/2026(1)

    3,159,142  
    3,600,000    

Staples, Inc. 7.50%, 04/15/2026(1)

    3,726,000  
    2,360,000    

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

    2,498,650  
    435,000    

Yum! Brands, Inc. 4.75%, 01/15/2030(1)

    465,450  
     

 

 

 
    36,605,606  
     

 

 

 
      Semiconductors - 0.9%  
    1,775,000    

Entegris, Inc. 4.63%, 02/10/2026(1)

    1,836,575  
 

Sensata Technologies B.V.

 

    1,005,000    

5.00%, 10/01/2025(1)

    1,115,550  
    770,000    

5.63%, 11/01/2024(1)

    858,550  
     

 

 

 
    3,810,675  
     

 

 

 
      Software - 2.3%  
    1,000,000    

Black Knight InfoServ LLC
3.63%, 09/01/2028(1)

    984,270  
    575,000    

BY Crown Parent LLC / BY Bond Finance, Inc. 4.25%, 01/31/2026(1)

    602,313  
    775,000    

CDK Global, Inc. 5.25%, 05/15/2029(1)

    831,187  
    1,150,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

    1,168,687  
    885,000    

IQVIA, Inc. 5.00%, 05/15/2027(1)

    925,931  
    1,210,000    

Open Text Corp. 3.88%, 02/15/2028(1)

    1,225,125  
    1,030,000    

Open Text Holdings, Inc. 4.13%, 02/15/2030(1)

    1,041,567  
 

PTC, Inc.

 

    240,000    

3.63%, 02/15/2025(1)

    246,228  
    265,000    

4.00%, 02/15/2028(1)

    272,015  
    2,290,000    

SS&C Technologies, Inc. 5.50%, 09/30/2027(1)

    2,432,839  
     

 

 

 
    9,730,162  
     

 

 

 
 

 

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

 

 

  51  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 91.7% - (continued)  
      Telecommunications - 5.8%  
EUR     835,000    

Altice France Holding S.A.
8.00%, 05/15/2027(1)

  $ 1,091,818  
 

Altice France S.A.

 

$     1,830,000    

5.13%, 07/15/2029(1)

    1,832,489  
    640,000    

5.50%, 01/15/2028(1)

    659,328  
    2,330,000    

7.38%, 05/01/2026(1)

    2,415,744  
    2,215,000    

8.13%, 02/01/2027(1)

    2,425,425  
    1,250,000    

Embarq Corp. 8.00%, 06/01/2036

    1,455,488  
 

Frontier Communications Corp.

 

    1,055,000    

5.00%, 05/01/2028(1)

    1,077,419  
    1,085,000    

5.88%, 10/15/2027(1)

    1,152,813  
    1,925,000    

6.75%, 05/01/2029(1)

    2,034,484  
    1,275,000    

6.88%, 01/15/2025(6)

    905,250  
    775,000    

10.50%, 09/15/2022(6)

    589,000  
 

Sprint Corp.

 

    2,574,000    

7.13%, 06/15/2024

    2,972,635  
    10,000    

7.63%, 02/15/2025

    11,900  
    1,900,000    

7.88%, 09/15/2023

    2,166,000  
 

T-Mobile USA, Inc.

 

    825,000    

2.25%, 02/15/2026

    830,222  
    2,050,000    

2.63%, 04/15/2026

    2,085,260  
    550,000    

Telecom Italia Capital S.A. 7.20%, 07/18/2036

    683,650  
     

 

 

 
    24,388,925  
     

 

 

 
      Toys/Games/Hobbies - 0.4%  
 

Mattel, Inc.

 

    665,000    

3.38%, 04/01/2026(1)

    688,275  
    695,000    

5.88%, 12/15/2027(1)

    763,631  
    315,000    

6.75%, 12/31/2025(1)

    330,908  
     

 

 

 
    1,782,814  
     

 

 

 
 

Total Corporate Bonds
(cost $368,665,635)

  $ 388,126,853  
     

 

 

 
CONVERTIBLE BONDS - 3.5%  
      Airlines - 0.2%  
    650,000    

JetBlue Airways Corp. 0.50%, 04/01/2026(1)

  $ 710,125  
     

 

 

 
      Auto Manufacturers - 0.4%  
    1,658,000    

Ford Motor Co. 0.00%, 03/15/2026(1)(7)

    1,637,275  
     

 

 

 
      Commercial Services - 0.3%  
EUR     900,000    

Nexi S.p.A. 1.75%, 04/24/2027(2)

    1,271,749  
     

 

 

 
      Engineering & Construction - 0.3%  
    600,000    

Cellnex Telecom S.A. 1.50%, 01/16/2026(2)

    1,183,533  
     

 

 

 
      Entertainment - 0.2%  
$     1,128,000    

DraftKings, Inc. 0.00%, 03/15/2028(1)(7)

    1,076,676  
     

 

 

 
      Healthcare - Products - 0.2%  
    825,000    

NuVasive, Inc. 0.38%, 03/15/2025

    856,453  
     

 

 

 
      Machinery - Diversified - 0.3%  
    866,000    

Middleby Corp. 1.00%, 09/01/2025(1)

    1,297,268  
     

 

 

 
          Media - 0.9%  
    3,460,000    

Scripps Escrow, Inc. 5.88%,
07/15/2027(1)

    3,640,681  
     

 

 

 
          Oil & Gas - 0.3%  
    775,000    

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

    1,175,675  
     

 

 

 
          Real Estate Investment Trusts - 0.1%  
    525,000    

Pebblebrook Hotel Trust 1.75%, 12/15/2026

    599,550  
     

 

 

 
          Software - 0.3%  
    1,258,000    

Western Digital Corp. 1.50%, 02/01/2024

    1,302,816  
     

 

 

 
   

Total Convertible Bonds
(cost $13,333,986)

  $ 14,751,801  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 0.7%  
          Diversified Financial Services - 0.7%  
$     3,675,000    

Crown Finance U.S., Inc. 0.00%, 02/28/2025, 6 mo. USD LIBOR + 2.500%(9)

  $ 3,147,711  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $3,175,455)

  $ 3,147,711  
     

 

 

 
COMMON STOCKS - 0.0%  
          Energy - 0.0%  
    2,140    

Foresight Energy LLC*(10)(11)

  $ 18,781  
    104,555,002    

KCA Deutag*(10)(11)(12)

     
     

 

 

 
   

Total Common Stocks
(cost $1,425,877)

  $ 18,781  
     

 

 

 
ESCROWS - 0.6%(13)  
          Media - 0.6%  
    2,560,000    

Nexstar Broadcasting, Inc.(1)

  $ 2,704,000  
     

 

 

 
   

Total Escrows
(cost $2,617,524)

  $ 2,704,000  
     

 

 

 
   

Total Long-Term Investments
(cost $389,218,477)

  $ 408,749,146  
     

 

 

 
SHORT-TERM INVESTMENTS - 1.6%  
          Repurchase Agreements - 1.6%  
    6,741,823    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $6,741,826; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $6,876,685

  $ 6,741,823  
     

 

 

 
   

Total Short-Term Investments
(cost $6,741,823)

  $ 6,741,823  
     

 

 

 
   

Total Investments
(cost $395,960,300)

    98.1    $ 415,490,969  
   

Other Assets and Liabilities

    1.9      7,859,198  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 423,350,167  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $246,687,919, representing 58.3% of net assets.

 

 

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

 

 

  52  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

(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, 2021, the aggregate value of these securities was $28,508,861, representing 6.7% of net assets.

 

(3) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(4) 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(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) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(7) 

Security is a zero-coupon bond.

 

(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, 2021.

 

(9) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(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, 2021, the aggregate fair value of these securities was $18,781, 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.

 

(11) 

Investment valued using significant unobservable inputs.

 

(12) 

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
     Total Cost      Market Value  
  03/2011      KCA Deutag      104,555,002      $     1,416,929      $     —  

 

(13) 

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

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  104,000      EUR      125,734      USD    UBS      05/28/2021     $     $     (629
  192,000      EUR      232,324      USD    SSG      05/28/2021             (1,361
  301,000      EUR      363,730      USD    BOA      05/28/2021             (1,648
  29,555,667      USD      24,425,000      EUR    BNP      05/28/2021       174,100        
  422,624      USD      350,000      EUR    MSC      05/28/2021       1,598        
  1,112,866      USD      802,000      GBP    BCLY      05/28/2021       5,197        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     180,895     $     (3,638
                

 

 

   

 

 

 

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description    Total     Level 1      Level 2     Level 3(1)  

Assets

 

Corporate Bonds

   $ 388,126,853     $  —      $ 388,126,853     $  

Convertible Bonds

     14,751,801              14,751,801        

Senior Floating Rate Interests

     3,147,711              3,147,711        

Common Stocks

         

Energy

     18,781                    18,781  

Escrows

     2,704,000              2,704,000        

Short-Term Investments

     6,741,823              6,741,823        

Foreign Currency Contracts(2)

     180,895              180,895        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     415,671,864     $     —      $     415,653,083     $     18,781  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (3,638   $      $ (3,638   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (3,638   $      $ (3,638   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 is not presented.

 

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

 

 

  53  

 


The Hartford Inflation Plus Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.6%  
      Asset-Backed - Automobile - 0.1%  
$     505,000    

Tesla Auto Lease Trust 5.48%,
05/22/2023(1)

  $ 531,861  
     

 

 

 
      Asset-Backed - Credit Card - 0.1%  
    505,000    

Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1)

    506,329  
     

 

 

 
      Asset-Backed - Finance & Insurance - 0.4%  
    232,784    

Aaset Trust 3.35%, 01/16/2040(1)

    230,879  
    268,060    

CF Hippolyta LLC 1.99%, 07/15/2060(1)

    268,509  
    1,360,000    

HSI Asset Securitization Corp. Trust 0.38%, 02/25/2036, 1 mo. USD LIBOR + 0.270%(2)

    1,334,516  
    220,448    

Pretium Mortgage Credit Partners LLC 3.72%, 02/27/2060(1)(3)

    222,382  
     

 

 

 
    2,056,286  
     

 

 

 
      Asset-Backed - Home Equity - 0.1%  
    610,271    

GSAA Home Equity Trust 5.99%, 06/25/2036(4)

    244,410  
    703,416    

Renaissance Home Equity Loan Trust 6.12%, 11/25/2036(3)

    396,008  
     

 

 

 
    640,418  
     

 

 

 
      Commercial Mortgage-Backed Securities - 0.5%  
   

Benchmark Mortgage Trust

 

    6,381,972    

1.39%, 03/15/2062(4)(5)

    490,070  
    2,378,563    

1.64%, 01/15/2054(4)(5)

    284,288  
    1,752,374    

DBJPM Mortgage Trust 1.83%,
09/15/2053(4)(5)

    181,457  
    1,232,689    

Stanwich Mortgage Loan Trust 3.48%, 11/16/2024(1)(3)

    1,239,745  
    5,845,096    

Wells Fargo N.A. 1.05%, 05/15/2062(4)(5)

    359,745  
     

 

 

 
    2,555,305  
     

 

 

 
      Other Asset-Backed Securities - 0.2%  
    1,067,872    

Legacy Mortgage Asset Trust 4.00%, 01/25/2059(1)(3)

    1,070,062  
     

 

 

 
          Whole Loan Collateral CMO - 2.2%  
    292,058    

Adjustable Rate Mortgage Trust 0.65%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)

    294,151  
    619,903    

Bank of America Funding Trust 6.05%, 10/25/2036(3)

    616,760  
    116,712    

Bear Stearns Adjustable Rate Mortgage Trust 2.41%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

    118,957  
    303,952    

Chase Mortgage Finance Trust 3.02%, 12/25/2035(4)

    303,645  
   

Connecticut Avenue Securities Trust

 

    725,537    

2.21%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

    729,738  
    627,759    

2.26%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

    630,724  
    650,878    

2.41%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

    655,614  
    303,881    

Deutsche Alt-A Securities Mortgage Loan Trust 0.26%, 12/25/2036, 1 mo. USD LIBOR + 0.150%(2)

    294,171  
   

Fannie Mae Connecticut Avenue Securities

 

    676,415    

3.11%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2)

    681,086  
    154,684    

5.01%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)

    159,939  
    94,013    

5.81%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

    99,674  
    63,166    

6.11%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2)

    66,663  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.6% - (continued)  
          Whole Loan Collateral CMO - 2.2% - (continued)  
$     150,540    

GreenPoint Mortgage Funding Trust 1.54%, 10/25/2045, 12 mo. USD MTA + 1.400%(2)

  $ 127,287  
    315,449    

GSR Mortgage Loan Trust 2.93%, 10/25/2035(4)

    230,802  
    391,742    

HarborView Mortgage Loan Trust 0.31%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)

    374,775  
    1,745,300    

IndyMac Index Mortgage Loan Trust 0.69%, 01/25/2036, 1 mo. USD LIBOR + 0.580%(2)

    1,416,099  
    464,239    

JP Morgan Mortgage Trust 3.07%, 01/25/2037(4)

    434,388  
   

MASTR Adjustable Rate Mortgages Trust

 

    859,181    

0.59%, 05/25/2037, 1 mo. USD LIBOR + 0.480%(2)

    499,845  
    4,957    

3.17%, 11/21/2034(4)

    5,005  
    234,460    

Preston Ridge Partners Mortgage Trust LLC 2.36%, 11/25/2025(1)(3)

    235,142  
   

Residential Funding Mortgage Securities, Inc.

 

    104,538    

3.82%, 02/25/2036(4)

    97,118  
    224,232    

6.00%, 07/25/2037

    215,349  
    356,848    

Structured Adjustable Rate Mortgage Loan Trust 2.80%, 06/25/2035(4)

    313,085  
    570,000    

Traingle Re Ltd. 3.11%, 10/25/2030, 1 mo. USD LIBOR + 3.000%(1)(2)

    572,469  
    763,383    

VOLT XCIV LLC 2.24%, 02/27/2051(1)(3)

    762,971  
    330,414    

WaMu Mortgage Pass-Through Certificates Trust 0.95%, 06/25/2044, 1 mo. USD LIBOR + 0.840%(2)

    325,888  
    500,436    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust 0.97%, 11/25/2046, 12 mo. USD MTA + 0.830%(2)

    455,752  
     

 

 

 
        10,717,097  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $17,916,185)

  $ 18,077,358  
     

 

 

 
CORPORATE BONDS - 2.0%  
          Construction Materials - 0.1%  
$     355,000    

Standard Industries, Inc. 4.38%,
07/15/2030(1)

  $ 355,887  
     

 

 

 
          Diversified Financial Services - 0.4%  
    735,000    

BOC Aviation USA Corp. 1.63%,
04/29/2024(1)

    737,771  
    1,315,000    

Home Point Capital, Inc. 5.00%,
02/01/2026(1)

    1,294,880  
     

 

 

 
    2,032,651  
     

 

 

 
      Engineering & Construction - 0.0%  
    245,000    

TopBuild Corp. 3.63%, 03/15/2029(1)

    242,550  
     

 

 

 
          IT Services - 0.1%  
    510,000    

Booz Allen Hamilton, Inc. 3.88%,
09/01/2028(1)

    508,725  
     

 

 

 
          Machinery-Diversified - 0.0%  
    220,000    

Westinghouse Air Brake Technologies Corp. 3.20%, 06/15/2025

    234,587  
     

 

 

 
          Office/Business Equipment - 0.1%  
    290,000    

CDW LLC / CDW Finance Corp. 3.25%, 02/15/2029

    287,463  
     

 

 

 
          Oil & Gas - 0.2%  
    930,000    

PDC Energy, Inc. 6.13%, 09/15/2024

    953,250  
     

 

 

 
          Pipelines - 0.8%  
    1,670,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.38%, 09/15/2024

    1,697,138  
 

 

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

 

 

  54  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 2.0% - (continued)  
          Pipelines - 0.8% - (continued)  
$     1,335,000    

Galaxy Pipeline Assets Bidco Ltd. 2.94%, 09/30/2040(1)

  $ 1,305,148  
    785,000    

Gray Oak Pipeline LLC 3.45%, 10/15/2027(1)

    813,917  
     

 

 

 
    3,816,203  
     

 

 

 
      Retail - 0.1%  
    238,000    

FirstCash, Inc. 4.63%,
09/01/2028(1)

    244,545  
    207,000    

William Carter Co. 5.63%, 03/15/2027(1)

    217,609  
     

 

 

 
    462,154  
     

 

 

 
      Software - 0.2%  
    220,000    

Black Knight InfoServ LLC 3.63%, 09/01/2028(1)

    216,539  
    531,000    

MSCI, Inc. 3.88%, 02/15/2031(1)

    544,878  
     

 

 

 
        761,417  
     

 

 

 
   

Total Corporate Bonds
(cost $9,096,205)

  $ 9,654,887  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 11.1%  
          Argentina - 0.1%  
ARS     30,669,207    

Argentina Treasury Bond 1.20%, 03/18/2022(6)

  $ 324,208  
     

 

 

 
      Canada - 1.1%  
CAD     4,650,374    

Canadian Government Real Return Bond 4.00%,
12/01/2031(6)

    5,488,565  
     

 

 

 
      Chile - 0.2%  
EUR     1,180,000    

Chile Government International Bond 1.25%, 01/22/2051

    1,244,869  
     

 

 

 
      Colombia - 0.5%  
    1,860,000    

Colombia Government International Bond 3.88%, 03/22/2026

    2,515,707  
     

 

 

 
      Hungary - 0.4%  
    1,420,000    

Hungary Government International Bond 1.63%, 04/28/2032(7)

    1,821,645  
     

 

 

 
      Indonesia - 2.0%  
   

Indonesia Government International Bond

 

    990,000    

1.10%, 03/12/2033

    1,161,876  
    1,050,000    

1.40%, 10/30/2031

    1,279,720  
    100,000    

2.15%, 07/18/2024(7)

    127,275  
    195,000    

2.63%, 06/14/2023(7)

    246,348  
IDR     97,522,000,000    

Indonesia Treasury Bond 7.00%, 09/15/2030

    6,961,025  
     

 

 

 
    9,776,244  
     

 

 

 
      Japan - 1.3%  
JPY     668,571,722    

Japanese Government CPI Linked Bond 0.20%, 03/10/2030(6)

    6,290,532  
     

 

 

 
      Macedonia - 0.3%  
EUR     1,085,000    

North Macedonia Government International Bond 3.68%, 06/03/2026(1)

    1,419,438  
     

 

 

 
      Mexico - 0.6%  
MXN     24,032,600    

Mexican Bonos 8.00%, 11/07/2047

    1,202,188  
   

Mexico Government International Bond

 

EUR     1,360,000    

1.45%, 10/25/2033

    1,526,573  
    370,000    

3.63%, 04/09/2029

    510,175  
     

 

 

 
    3,238,936  
     

 

 

 
      New Zealand - 0.3%  
NZD     1,730,715    

New Zealand Government Bond 2.50%, 09/20/2035(6)(7)

    1,582,105  
     

 

 

 
      Panama - 0.3%  
$     1,520,000    

Panama Government International Bond 4.50%, 04/01/2056

    1,672,760  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 11.1% - (continued)  
      Romania - 0.5%  
   

Romanian Government International Bond

 

EUR     1,417,000    

2.12%, 07/16/2031(7)

  $ 1,744,815  
    100,000    

2.75%, 04/14/2041(1)

    118,073  
    332,000    

3.62%, 05/26/2030(1)

    459,958  
     

 

 

 
    2,322,846  
     

 

 

 
      Russia - 1.5%  
RUB     270,120,000    

Russian Federal Bond - OFZ 7.65%, 04/10/2030

    3,767,654  
    301,102,101    

Russian Federal Inflation Linked Bond - OFZ 2.50%, 02/02/2028(6)

    3,955,575  
     

 

 

 
    7,723,229  
     

 

 

 
      Saudi Arabia - 0.4%  
   

Saudi Government International Bond

 

EUR     800,000    

2.00%, 07/09/2039(7)

    1,009,986  
    1,092,000    

2.25%, 02/02/2033(1)

    1,029,428  
     

 

 

 
    2,039,414  
     

 

 

 
      Serbia - 0.2%  
EUR     655,000    

Serbia International Bond 1.65%, 03/03/2033(1)

    758,613  
     

 

 

 
      South Africa - 0.3%  
ZAR     23,088,905    

South Africa Government Bond - CPI Linked 1.88%, 02/28/2033(6)

    1,290,909  
     

 

 

 
      South Korea - 1.1%  
KRW     6,053,920,244    

Inflation Linked Korea Treasury Bond 1.13%, 06/10/2030(6)

    5,651,802  
     

 

 

 
   

Total Foreign Government Obligations
(cost $56,359,011)

    55,161,822  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 7.7%(8)  
          Advertising - 0.0%  
$     205,000    

E2open LLC 4.00%, 10/29/2027, 3 mo. USD LIBOR + 3.500%

  $ 204,424  
     

 

 

 
      Aerospace/Defense - 0.2%  
    259,350    

Great Outdoors Group LLC 5.00%, 03/06/2028, 6 mo. USD LIBOR + 4.250%

    260,242  
    99,750    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250%

    100,498  
    577,607    

TransDigm, Inc. 2.36%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    570,127  
    246,709    

Tronox Finance LLC 2.68%, 03/13/2028, 3 mo. USD LIBOR + 2.250%

    244,286  
     

 

 

 
    1,175,153  
     

 

 

 
      Airlines - 0.1%  
    96,250    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

    98,725  
    98,750    

Kestrel Bidco, Inc. 4.00%, 12/11/2026, 6 mo. USD LIBOR + 3.000%

    95,387  
    180,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027, 3 mo. USD LIBOR + 5.250%

    191,957  
    245,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    257,159  
     

 

 

 
    643,228  
     

 

 

 
      Asset-Backed - Finance & Insurance - 0.1%  
EUR     115,000    

Bellis Acquisition Co. plc 2.75%, 02/12/2026, 6 mo. EURIBOR + 2.750%

    137,938  
$     115,000    

PAI Holdco, Inc. 5.00%, 10/28/2027, 3 mo. USD LIBOR + 3.750%

    114,785  
     

 

 

 
    252,723  
     

 

 

 
 

 

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

 

 

  55  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Auto Manufacturers - 0.0%  
$     101,588    

Navistar International Corp. 3.61%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

  $ 101,460  
     

 

 

 
          Auto Parts & Equipment - 0.1%  
    120,000    

Adient U.S. LLC 0.00%, 04/08/2028, 1 mo. USD LIBOR + 3.500%(9)

    119,820  
    162,818    

Altra Industrial Motion Corp. 2.11%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    161,750  
    193,808    

Clarios Global L.P. 3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    191,676  
    160,069    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    160,737  
     

 

 

 
    633,983  
     

 

 

 
      Beverages - 0.0%  
    163,350    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    163,273  
     

 

 

 
      Chemicals - 0.2%  
    196,185    

Axalta Coating Systems U.S. Holdings, Inc. 1.95%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    194,837  
EUR     197,643    

CeramTec AcquiCo GmbH 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

    232,101  
$     113,648    

CMC Materials, Inc. 2.13%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

    113,506  
    100,000    

INEOS Styrolution U.S. Holding LLC 3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    99,500  
    251,167    

Minerals Technologies, Inc. 3.00%, 02/14/2024, 2 mo. USD LIBOR + 2.250%

    251,481  
   

Univar, Inc.

 

    98,750    

2.11%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    98,238  
    65,933    

2.36%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    65,768  
    136,500    

WR Grace & Co. 1.95%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

    135,476  
     

 

 

 
    1,190,907  
     

 

 

 
      Commercial Services - 0.9%  
    275,000    

AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

    273,669  
   

Amentum Government Services Holdings LLC

 

    198,500    

3.61%, 01/29/2027, 1 mo. USD LIBOR + 3.500%

    196,912  
    200,000    

5.50%, 01/29/2027, 3 mo. USD LIBOR + 4.750%

    200,334  
    197,747    

Belron Finance U.S. LLC 2.44%, 10/30/2026, 1 mo. USD LIBOR + 2.250%

    195,895  
EUR     300,000    

Biogroup-LCD 0.00%, 01/28/2028, 3 mo. EURIBOR + 3.500%(9)

    358,392  
$     319,349    

Blackhawk Network Holdings, Inc. 3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    315,003  
    197,964    

BrightView Landscapes LLC 2.61%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    196,974  
    198,749    

Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

    198,997  
    621,754    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    618,061  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Commercial Services - 0.9% - (continued)  
$     189,525    

Gainwell Acquisition Corp. 4.75%, 10/01/2027, 3 mo. USD LIBOR + 4.000%

  $ 189,525  
    98,500    

KAR Auction Services, Inc. 2.38%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    97,022  
    237,680    

Quikrete Holdings, Inc. 2.61%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    235,204  
    324,150    

Trans Union LLC 1.86%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    321,628  
    472,875    

United Rentals, Inc. 1.86%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

    474,062  
   

Verisure Holding AB

 

EUR     205,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(9)

    245,537  
    430,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

    515,375  
     

 

 

 
    4,632,590  
     

 

 

 
      Distribution/Wholesale - 0.1%  
$     480,680    

American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    476,354  
     

 

 

 
          Diversified Financial Services - 0.2%  
    104,859    

Crown Finance U.S., Inc. 3.50%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

    89,814  
    350,000    

Delos Finance S.a.r.l. 1.95%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

    349,436  
EUR     97,014    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    116,384  
$     193,776    

Russell Investments U.S. Inst’l Holdco, Inc. 4.00%, 05/30/2025, 6 mo. USD LIBOR + 3.000%

    191,596  
     

 

 

 
    747,230  
     

 

 

 
      Electric - 0.0%  
    124,688    

ExGen Renewables LLC 3.75%, 12/15/2027, 3 mo. USD LIBOR + 2.750%

    124,656  
     

 

 

 
          Electrical Components & Equipment - 0.2%  
    99,750    

Energizer Holdings, Inc. 2.75%, 12/22/2027, 1 mo. USD LIBOR + 2.250%

    99,201  
    670,000    

Virgin Media Bristol LLC 2.62%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

    664,138  
     

 

 

 
    763,339  
     

 

 

 
      Energy - Alternate Sources - 0.0%  
    179,818    

BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    175,869  
     

 

 

 
          Engineering & Construction - 0.1%  
    205,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    203,163  
    216,563    

Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    210,375  
     

 

 

 
    413,538  
     

 

 

 
      Entertainment - 0.1%  
    248,718    

Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    244,940  
     

 

 

 
      Environmental Control - 0.0%  
    144,375    

Clean Harbors, Inc. 1.86%, 06/28/2024, 1 mo. USD LIBOR + 1.750%

    144,405  
     

 

 

 
      Food - 0.1%  
    158,800    

Froneri International Ltd. 2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    156,359  
 

 

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

 

 

  56  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Food - 0.1% - (continued)  
$     212,270    

U.S. Foods, Inc. 2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

  $ 207,936  
     

 

 

 
    364,295  
     

 

 

 
      Food Service - 0.1%  
   

Aramark Services, Inc.

 

    218,266    

1.86%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

    215,110  
    99,000    

1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    97,454  
     

 

 

 
    312,564  
     

 

 

 
      Hand/Machine Tools - 0.1%  
    268,650    

White Cap Buyer LLC 4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    268,454  
     

 

 

 
          Healthcare - Products - 0.1%  
    384,038    

Avantor Funding, Inc. 3.25%, 11/08/2027, 1 mo. USD LIBOR + 2.250%

    383,941  
    190,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(9)

    189,858  
     

 

 

 
    573,799  
     

 

 

 
      Healthcare - Services - 0.3%  
    98,250    

Catalent Pharma Solutions, Inc. 2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    98,209  
    115,402    

Gentiva Health Services, Inc. 2.88%, 07/02/2025, 1 mo. USD LIBOR + 2.750%

    115,064  
EUR     160,463    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    192,542  
$     239,497    

MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    238,151  
    190,000    

Organon & Co. 0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(9)

    189,445  
    247,598    

Pathway Vet Alliance LLC 3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

    245,947  
    300,000    

PPD, Inc. 2.75%, 01/13/2028, 1 mo. USD LIBOR + 2.250%

    299,250  
     

 

 

 
    1,378,608  
     

 

 

 
      Insurance - 0.4%  
    233,473    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    229,581  
    98,982    

Alliant Holdings Intermediate LLC 3.36%, 05/09/2025, 1 mo. USD LIBOR + 3.250%

    97,678  
   

Asurion LLC

 

    446,974    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    445,762  
    207,587    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    206,063  
    308,070    

Hub International Ltd. 3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    303,806  
    99,637    

Hyperion Insurance Group Ltd. 4.75%, 11/12/2027, 1 mo. USD LIBOR + 3.750%

    99,512  
   

Sedgwick Claims Management Services, Inc.

 

    175,950    

3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    173,334  
    147,375    

3.86%, 09/03/2026, 1 mo. USD LIBOR + 3.750%

    146,520  
    99,250    

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

    99,271  
     

 

 

 
    1,801,527  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Investment Company Security - 0.0%  
$     107,070    

FinCo LLC 2.61%, 06/27/2025, 1 mo. USD LIBOR + 2.500%

  $ 106,691  
     

 

 

 
      IT Services - 0.1%  
    155,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    153,354  
    243,750    

Science Applications International Corp. 1.99%, 10/31/2025, 1 mo. USD LIBOR + 1.875%

    242,700  
    245,774    

Tempo Acquisition LLC 3.75%, 11/02/2026, 1 mo. USD LIBOR + 3.250%

    245,363  
     

 

 

 
    641,417  
     

 

 

 
      Leisure Time - 0.4%  
   

Caesars Resort Collection LLC

 

    430,694    

2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    425,685  
    243,775    

4.61%, 07/21/2025, 1 mo. USD LIBOR + 4.500%

    244,333  
    223,313    

Carnival Corp. 8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

    229,733  
    200,000    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    198,642  
    246,075    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    243,818  
    164,588    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    164,125  
    185,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.500%(9)

    185,385  
    353,572    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 1 mo. USD LIBOR + 2.250%

    351,585  
     

 

 

 
    2,043,306  
     

 

 

 
      Lodging - 0.1%  
    456,437    

Boyd Gaming Corp. 2.34%, 09/15/2023, 1 mo. USD LIBOR + 2.250%

    455,437  
    124,351    

Four Seasons Hotels Ltd. 2.11%, 11/30/2023, 1 mo. USD LIBOR + 2.000%

    124,005  
    148,498    

Station Casinos LLC 2.50%, 02/08/2027, 1 mo. USD LIBOR + 2.250%

    146,236  
     

 

 

 
    725,678  
     

 

 

 
      Machinery - Construction & Mining - 0.0%  
    104,343    

Pro Mach Group, Inc. 4.50%, 03/07/2025, 3 mo. USD LIBOR + 3.500%

    104,082  
     

 

 

 
          Machinery - Diversified - 0.1%  
$     119,400    

Filtration Group Corp. 4.50%, 03/29/2025, 1 mo. USD LIBOR + 3.750%

    119,251  
    99,250    

Gardner Denver, Inc. 2.86%, 03/01/2027, 1 mo. USD LIBOR + 2.750%

    99,023  
EUR     100,000    

Vertical Midco GmbH 4.25%, 07/29/2027, 6 mo. EURIBOR + 4.250%

    120,713  
     

 

 

 
    338,987  
     

 

 

 
      Media - 1.0%  
   

Adevinta ASA

 

    130,000    

0.00%, 04/20/2028, 3 mo. EURIBOR + 3.250%(9)

    156,305  
$     100,000    

0.00%, 04/20/2028, 1 mo. USD LIBOR + 3.750%(9)

    99,844  
    174,563    

Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500%

    174,435  
    384,969    

Charter Communications Operating LLC 1.87%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

    382,982  
 

 

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

 

 

  57  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Media - 1.0% - (continued)  
   

CSC Holdings LLC

 

$     289,800    

2.37%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

  $ 286,186  
    185,725    

2.37%, 01/15/2026, 1 mo. USD LIBOR + 2.250%

    183,535  
    124,688    

E.W. Scripps Co. 3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000%

    124,396  
    311,432    

Gray Television, Inc. 2.50%, 01/02/2026, 1 mo. USD LIBOR + 2.500%

    309,140  
    233,573    

MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

    233,281  
    222,339    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    221,968  
    172,176    

NASCAR Holdings, Inc. 2.86%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    170,909  
    142,353    

Nexstar Broadcasting, Inc. 2.62%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    141,624  
   

Nielsen Finance LLC

 

EUR     160,586    

3.75%, 06/04/2025, 1 mo. EURIBOR + 3.750%

    193,451  
$     78,254    

4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

    78,345  
    118,503    

Terrier Media Buyer, Inc. 3.61%, 12/17/2026, 1 mo. USD LIBOR + 3.500%

    117,503  
   

UPC Broadband Holding B.V.

 

EUR     200,000    

0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(9)

    239,822  
    210,000    

3.50%, 01/31/2029, 6 mo. EURIBOR + 3.500%

    251,814  
$     357,692    

3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

    354,452  
    360,000    

UPC Financing Partnership 0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(9)

    356,738  
    437,803    

Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    438,350  
EUR     170,000    

Virgin Media Bristol LLC 0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(9)

    204,256  
     

 

 

 
    4,719,336  
     

 

 

 
      Metal Fabricate/Hardware - 0.1%  
$     243,163    

Cardtronics USA, Inc. 5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

    242,920  
    153,575    

Circor International, Inc. 4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

    152,730  
     

 

 

 
    395,650  
     

 

 

 
      Miscellaneous Manufacturing - 0.2%  
    322,494    

Core & Main L.P. 3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

    321,178  
    96,463    

H.B. Fuller Co. 2.12%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

    96,210  
    277,200    

Ingersoll-Rand Services Co. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    273,388  
    241,250    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    238,536  
     

 

 

 
    929,312  
     

 

 

 
      Oil & Gas - 0.0%  
    102,375    

NorthRiver Midstream Finance L.P. 3.45%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

    100,668  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Oil & Gas Services - 0.1%  
$     98,248    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

  $ 96,652  
    373,350    

UGI Energy Services LLC 3.86%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    371,950  
     

 

 

 
    468,602  
     

 

 

 
      Packaging & Containers - 0.2%  
    198,977    

Berlin Packaging LLC 3.21%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

    196,024  
    196,508    

Berry Global, Inc. 1.86%, 07/01/2026, 1 mo. USD LIBOR + 1.750%

    194,727  
    238,657    

Flex Acquisition Co., Inc. 4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    235,939  
    155,000    

Proampac PG Borrower LLC 5.00%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    155,228  
    260,704    

Reynolds Group Holdings, Inc. 2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    260,016  
   

TricorBraun Holdings, Inc.

 

    34,889    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%(10)

    34,535  
    155,111    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    153,538  
     

 

 

 
    1,230,007  
     

 

 

 
      Pharmaceuticals - 0.2%  
   

Bausch Health Cos., Inc.

 

    150,000    

2.86%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

    149,532  
    167,034    

3.11%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    166,710  
    427,196    

Elanco Animal Health, Inc. 1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    421,018  
    215,000    

Horizon Therapeutics USA, Inc. 2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

    214,194  
    266,679    

IQVIA, Inc. 1.86%, 03/07/2024, 1 mo. USD LIBOR + 1.750%

    265,745  
     

 

 

 
    1,217,199  
     

 

 

 
      Real Estate - 0.2%  
EUR     290,000    

Boels Topholding B.V. 4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    349,245  
$     419,545    

VICI Properties LLC 1.86%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    414,956  
     

 

 

 
    764,201  
     

 

 

 
      Retail - 0.4%  
    456,846    

B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    449,349  
   

Beacon Roofing Supply, Inc.

 

    100,000    

0.00%, 04/23/2028, 1 mo. USD LIBOR + 2.500%(9)

    99,625  
    108,773    

2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    108,275  
EUR     100,000    

Blitz GmbH 0.00%, 02/12/2028, 1 mo. USD LIBOR + 3.500%(9)

    119,940  
$     374,917    

Harbor Freight Tools USA, Inc. 3.75%, 10/19/2027, 1 mo. USD LIBOR + 3.000%

    374,486  
    332,980    

KFC Holding Co. 1.87%, 03/15/2028, 1 mo. USD LIBOR + 1.750%

    332,814  
 

 

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

 

 

  58  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Retail - 0.4% - (continued)  
   

LBM Acquisition LLC

 

$     28,718    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(9)(10)

  $ 28,638  
    129,231    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    128,872  
    130,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

    130,260  
    126,128    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    123,196  
     

 

 

 
    1,895,455  
     

 

 

 
      Semiconductors - 0.0%  
    56,188    

Entegris, Inc. 2.11%, 11/06/2025, 1 mo. USD LIBOR + 2.000%

    56,100  
    100,720    

ON Semiconductor Corp. 2.11%, 09/19/2026, 1 mo. USD LIBOR + 2.000%

    100,468  
     

 

 

 
    156,568  
     

 

 

 
      Software - 0.8%  
    446,423    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 3 mo. USD LIBOR + 2.500%

    445,714  
    457,372    

EVO Payments International LLC 3.37%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    455,542  
    151,148    

Finastra USA, Inc. 4.50%, 06/13/2024, 6 mo. USD LIBOR + 3.500%

    148,409  
    195,000    

Fleetcor Technologies Operating Co. LLC 0.00%, 04/28/2028, 1 mo. USD LIBOR + 1.750%(9)

    194,025  
   

Go Daddy Operating Co. LLC

 

    215,189    

1.86%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

    213,360  
    238,200    

2.11%, 08/10/2027, 1 mo. USD LIBOR + 2.000%

    236,499  
    298,469    

Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    298,562  
    17,461    

MA Finance Co. LLC 2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    17,227  
   

Peraton Holding Corp.

 

    117,969    

4.50%, 02/01/2028(9)

    117,821  
    67,031    

4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    66,948  
    117,921    

Seattle Spinco, Inc. 2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    116,336  
    32,979    

SS&C European Holdings S.a.r.l. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    32,571  
    348,063    

SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    343,920  
   

Ultimate Software Group, Inc.

 

    395,485    

3.86%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    395,445  
    268,652    

4.00%, 05/04/2026, 3 mo. USD LIBOR + 3.250%

    268,735  
    49,412    

Verint Systems, Inc. 2.12%, 06/28/2024, 1 mo. USD LIBOR + 2.000%

    49,165  
    405,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(9)

    403,165  
    296,506    

Zelis Healthcare Corp. 3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    294,653  
     

 

 

 
    4,098,097  
     

 

 

 
      Telecommunications - 0.2%  
    489,267    

Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    484,863  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 7.7%(8) - (continued)  
      Telecommunications - 0.2% - (continued)  
$     100,000    

Frontier Communications Corp. 1.00%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

  $ 99,583  
    252,996    

Level 3 Financing, Inc. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    249,834  
    225,000    

Telenet Financing USD LLC 2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    221,906  
     

 

 

 
    1,056,186  
     

 

 

 
      Transportation - 0.2%  
    100,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    99,719  
    495,000    

Genesee & Wyoming, Inc. 2.20%, 12/30/2026, 3 mo. USD LIBOR + 2.000%

    492,921  
    140,000    

United Airlines, Inc. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.750%(9)

    141,550  
     

 

 

 
        734,190  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $38,229,261)

  $ 38,512,951  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 1.4%  
          Mortgage-Backed Agencies - 1.4%  
          FHLMC - 1.3%  
$     6,413,245    

0.94%, 11/25/2030(4)(5)

  $ 438,694  
    964,526    

0.97%, 11/25/2030(4)(5)

    69,222  
    1,756,904    

1.12%, 10/25/2030(4)(5)

    144,413  
    5,229,936    

1.21%, 06/25/2030(4)(5)

    465,875  
    59,589    

2.01%, 01/25/2051, 3 mo. USD SOFR + 2.000%(1)(2)

    60,055  
    1,127,401    

2.16%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

    1,140,933  
    1,011,736    

2.16%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

    1,024,957  
    1,111,217    

2.46%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

    1,123,819  
    1,148,269    

2.76%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)

    1,172,053  
    709,355    

4.36%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2)

    722,623  
     

 

 

 
    6,362,644  
     

 

 

 
      FNMA - 0.1%  
    554,485    

2.51%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

    557,906  
     

 

 

 
   

Total U.S. Government Agencies
(cost $6,813,202)

  $ 6,920,550  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 70.4%      
          U.S. Treasury Securities - 70.4%  
          U.S. Treasury Bonds - 2.2%  
$     2,669,612    

0.25%, 02/15/2050(6)

  $ 2,841,156  
    933,083    

1.00%, 02/15/2048(6)

    1,179,596  
    3,170,000    

1.88%, 02/15/2041

    3,013,481  
    3,330,000    

2.88%, 08/15/2045

    3,709,438  
     

 

 

 
    10,743,671  
     

 

 

 
      U.S. Treasury Notes - 68.2%  
    6,705,000    

0.13%, 01/31/2023(11)(12)

    6,702,381  
    60,404,124    

0.13%, 07/15/2026(6)(11)

    66,684,422  
    18,153,828    

0.13%, 07/15/2030(6)

    19,952,192  
    4,553,789    

0.13%, 01/15/2031(6)

    4,968,433  
    30,208,955    

0.25%, 07/15/2029(6)

    33,630,670  
    17,325,387    

0.38%, 01/15/2027(6)

    19,318,484  
    5,309,078    

0.50%, 01/15/2028(6)

    5,978,451  
    29,643,040    

0.63%, 04/15/2023(6)

    31,524,678  
 

 

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

 

 

  59  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 70.4% - (continued)      
          U.S. Treasury Securities - 70.4% - (continued)  
      U.S. Treasury Notes - 68.2% - (continued)  
$     84,139,841    

0.63%, 01/15/2026(6)

  $ 94,372,473  
    48,213,465    

0.88%, 01/15/2029(6)

    55,941,430  
    500,000    

1.13%, 02/28/2022(13)

    504,414  
     

 

 

 
        339,578,028  
     

 

 

 
   

Total U.S. Government Securities
(cost $330,438,293)

  $ 350,321,699  
     

 

 

 
   

Total Long-Term Investments
(cost $458,852,157)

  $ 478,649,267  
     

 

 

 
SHORT-TERM INVESTMENTS - 4.3%  
          Repurchase Agreements - 0.7%  
    3,535,400    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $3,535,401; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $3,606,111

  $ 3,535,400  
     

 

 

 
          U.S. Treasury Securities - 3.6%  
          U.S. Treasury Bills - 3.6%  
    4,970,000    

0.00%, 06/10/2021(13)(14)

    4,969,994  
    990,000    

0.01%, 06/10/2021(14)

    989,993  
    4,660,000    

0.01%, 06/10/2021(14)

    4,659,946  
    550,000    

0.01%, 06/10/2021(14)

    549,993  
    1,200,000    

0.02%, 06/10/2021(14)

    1,199,980  
    480,000    

0.02%, 06/10/2021(14)

    479,990  
    5,320,000    

0.04%, 06/10/2021(14)

    5,319,770  
     

 

 

 
        18,169,666  
     

 

 

 
   

Total Short-Term Investments
(cost $21,705,066)

  $ 21,705,066  
     

 

 

 
                                                                   
   

Total Investments
(cost $480,557,223)

    100.5    $ 500,354,333  
   

Other Assets and Liabilities

    (0.5 )%       (2,604,617
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 497,749,716  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $23,004,107, representing 4.6% of net assets.

 

(2)

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. 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)

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)

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, 2021, the aggregate value of these securities was $6,532,174, representing 1.3% of net assets.

 

(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, 2021.

 

(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, 2021, the aggregate value of the unfunded commitment was $63,173, which rounds to 0.1% of total net assets.

 

(11)

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2021, the market value of securities pledged was $302,547.

 

(12)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2021, the market value of securities pledged was $4,198,359.

 

(13)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $1,004,404.

 

(14) 

The rate shown represents current yield to maturity.

 

 

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

 

 

  60  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

Euro-OAT Future

     45        06/08/2021      $ 8,682,707      $ (74,970

U.S. Treasury 10-Year Note Future

     414        06/21/2021        54,660,938        (805,064
           

 

 

 

Total

 

   $ (880,034
           

 

 

 
Short position contracts:  

Australian 10-Year Bond Future

     29        06/15/2021      $ 3,113,999      $ (17,899

Euro-BTP Future

     53        06/08/2021        9,372,462        119,141  

Euro-BUND Future

     120        06/08/2021        24,525,893        128,575  

Long Gilt Future

     44        06/28/2021        7,758,018        36,164  

U.S. Treasury 2-Year Note Future

     39        06/30/2021        8,609,555        (376

U.S. Treasury 5-Year Note Future

     399        06/30/2021        49,451,063        (26,816

U.S. Treasury 10-Year Ultra Future

     176        06/21/2021            25,616,250        346,011  

U.S. Treasury Ultra Bond Future

     2        06/21/2021        371,812        (379
           

 

 

 

Total

 

   $ 584,421  
           

 

 

 

Total futures contracts

 

   $     (295,613
           

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2021  

Reference Entity

   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
(Received)
    Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on single-name issues:                                  
Sell protection:                                  

Colombia Republic (BBB-)

     USD        2,815,000       1.00     06/20/2026        Quarterly      $ (36,906   $ (26,590   $ 10,316  

Indonesia Republic (BBB)

     USD        2,410,000       1.00     06/20/2026        Quarterly        13,506       36,032       22,526  

Panama Republic (BBB)

     USD        1,090,000       1.00     06/20/2026        Quarterly        9,166       18,744       9,578  

Peruvian Government International Bond (BBB+)

     USD        1,205,000       1.00     06/20/2026        Quarterly        8,414       9,398       984  

Republic of Brazil

     USD        2,580,000       1.00     06/20/2026        Quarterly        (147,341         (110,080     37,261  

Russian Federation

     USD        2,450,000       1.00     06/20/2026        Quarterly        (19,335     2,873       22,208  

United Mexican States (BBB)

     USD        2,890,000       1.00     06/20/2026        Quarterly        (12,916     18,930       31,846  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

      $ (185,412   $ (50,693   $ 134,719  
               

 

 

   

 

 

   

 

 

 

 

(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, 2021  

Counterparty

  

Payments made
by Fund

  

Payments received
by Fund

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BCLY

  

2.00% Fixed

  

CPURNSA

     USD       7,810,000        01/15/2022        At Maturity      $      $      $ (2,486   $ (2,486

BCLY

  

2.29% Fixed

  

CPURNSA

     USD       25,572,000        01/15/2022        At Maturity                          (154,822         (154,822

BOA

  

1.24% Fixed

  

CPURNSA

     USD       6,050,000        01/15/2029        At Maturity                      701,944       701,944  

BOA

  

2.12% Fixed

  

CPURNSA

     USD       8,580,000        01/15/2024        At Maturity                      100,273       100,273  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

         $     —      $     —      $ 644,909     $ 644,909  
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2021  

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

  

0.94% Fixed

     USD       13,439,000        08/22/2024        Annual      $      $      $ (329,051   $ (329,051

12 Mo. Federal Funds Rate

  

1.03% Fixed

     USD       9,012,000        09/06/2026        Annual                      (154,677     (154,677

12 Mo. Federal Funds Rate

  

1.00% Fixed

     USD       3,322,000        09/29/2026        Annual        54,537               (46,698     (101,235

MXN-TIIE-Banxico-Bloomberg

  

7.13% Fixed

     MXN       61,332,600        06/04/2031        Lunar        31,216               34,906       3,690  
                

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     85,753      $     —      $     (495,520   $     (581,273
                

 

 

    

 

 

    

 

 

   

 

 

 

 

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

 

 

  61  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Bond Forward Contracts Outstanding at April 30, 2021  

Counterparty

    

Reference
Obligation

     Notional
Amount
       Expiration
Date
       Unrealized
Appreciation/
(Depreciation)
 

BOA

     U.S. Treasury Bonds, 0.13%, 07/15/2026(6)        USD       9,356,654          05/28/2021        $ 12,857  

BOA

     U.S. Treasury Bonds, 0.13%, 07/15/2030(6)        USD       11,343,438          05/28/2021              (26,948

BOA

     U.S. Treasury Bonds, 0.13%, 01/15/2031(6)        USD       3,837,665          05/28/2021          (3

BOA

     U.S. Treasury Bonds, 0.50%, 01/15/2028(6)        USD       804,645          05/28/2021          (4

BOA

     U.S. Treasury Bonds, 0.63%, 01/15/2026(6)        USD       12,717,797          05/28/2021          44,337  

BOA

     U.S. Treasury Bonds, 0.75%, 07/15/2028(6)        USD       2,973,013          05/28/2021          4,403  
                     

 

 

 

Total bond forward contracts

                 $ 34,642  
                     

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,143,000      BRL      198,379      USD    CBK      06/16/2021     $ 11,145     $  
  4,954,100,000      COP      1,352,951      USD    CBK      05/28/2021             (35,063
  593,355,000      COP      166,556      USD    JPM      06/16/2021             (8,838
  754,800,000      JPY      6,988,996      USD    BOA      05/28/2021             (81,140
  426,976,000      KRW      377,281      USD    BCLY      06/16/2021       6,579        
  90,033,000      MXN      4,488,857      USD    CBK      05/28/2021             (58,436
  175,410,000      RUB      2,335,048      USD    BOA      05/28/2021             (11,430
  258,249,000      RUB      3,450,691      USD    GSC      06/16/2021             (38,723
  5,510,643      USD      6,834,000      CAD    SSG      05/28/2021             (49,590
  19,468,623      USD      16,089,000      EUR    BNP      05/28/2021       114,681        
  3,698,013      USD      53,695,144,000      IDR    MSC      05/28/2021             (9,275
  6,268,800      USD      677,020,000      JPY    BOA      05/28/2021       72,779        
  5,795,280      USD      6,583,264,000      KRW    BNP      06/16/2021             (123,201
  1,615,338      USD      2,224,000      NZD    MSC      05/28/2021       24,012        
  4,264,215      USD      320,330,000      RUB    BOA      05/28/2021       20,873        
  4,450,088      USD      332,653,000      RUB    GSC      06/16/2021       55,100        
  1,258,462      USD      19,012,000      ZAR    CBK      06/17/2021             (43,646
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     305,169     $     (459,342
                

 

 

   

 

 

 

 

 

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.

 

 

  62  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 18,077,358     $     $ 18,077,358     $  

Corporate Bonds

     9,654,887             9,654,887        

Foreign Government Obligations

     55,161,822             55,161,822        

Senior Floating Rate Interests

     38,512,951             38,512,951        

U.S. Government Agencies

     6,920,550             6,920,550        

U.S. Government Securities

     350,321,699             350,321,699        

Short-Term Investments

     21,705,066             21,705,066        

Bond Forward Contracts(2)

     61,597             61,597        

Foreign Currency Contracts(2)

     305,169             305,169        

Futures Contracts(2)

     629,891           629,891              

Swaps - Credit Default(2)

     134,719             134,719        

Swaps - Interest Rate(2)

     805,907             805,907        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     502,291,616     $ 629,891     $     501,661,725     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (26,955   $     $ (26,955   $  

Foreign Currency Contracts(2)

     (459,342           (459,342      

Futures Contracts(2)

     (925,504     (925,504            

Swaps - Interest Rate(2)

     (742,271           (742,271      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,154,072   $ (925,504   $ (1,228,568   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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.

 

 

  63  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3%      
          Alabama - 2.1%  
   

Alabama Federal Aid Highway Finance Auth

 
$     1,615,000    

5.00%, 09/01/2026

  $ 1,719,532  
    1,250,000    

5.00%, 09/01/2034

    1,550,613  
    1,415,000    

Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2029

    1,740,613  
    3,000,000    

Jefferson County, AL, Board of Education Special Tax 5.00%, 02/01/2042

    3,690,334  
    2,660,000    

Jefferson County, AL, GO 5.00%, 04/01/2024

    3,017,469  
   

Lower Alabama Gas Dist, Rev

 

    9,855,000    

4.00%, 12/01/2050(1)

    11,276,632  
    4,000,000    

5.00%, 09/01/2031

    5,239,562  
   

State of Alabama, Docks Department, (AGM Insured)

 
    230,000    

5.00%, 10/01/2024

    261,501  
    1,000,000    

5.00%, 10/01/2032

    1,195,149  
   

State of Alabama, Troy University, Rev, (BAM Insured)

 
    1,000,000    

5.00%, 11/01/2025

    1,192,894  
    1,250,000    

5.00%, 11/01/2026

    1,534,909  
    1,620,000    

5.00%, 11/01/2027

    2,040,118  
     

 

 

 
        34,459,326  
     

 

 

 
          Alaska - 0.2%  
   

CIVICVentures, AK, Rev

 

    2,000,000    

5.00%, 09/01/2025

    2,215,089  
    1,000,000    

5.00%, 09/01/2026

    1,103,645  
     

 

 

 
        3,318,734  
     

 

 

 
          Arizona - 0.2%  
    2,000,000    

City of Phoenix, AZ, Civic Improvement Corp.
4.00%, 07/01/2038

    2,315,587  
    66,000    

Sundance, AZ, Community Facs Dist
7.13%, 07/01/2027(2)

    66,074  
    1,310,000    

Tempe, AZ, Industrial Dev Auth Rev
4.00%, 10/01/2023(2)

    1,310,502  
     

 

 

 
        3,692,163  
     

 

 

 
          California - 6.9%  
   

Alameda County, Oakland, CA, Unified School Dist, GO, (AGM Insured)

 
    475,000    

4.00%, 08/01/2034

    552,366  
    1,000,000    

4.00%, 08/01/2036

    1,158,195  
    11,700,000    

Bay Area, CA, Toll Auth 2.25%, 04/01/2045(1)

    11,799,768  
   

California County, CA, Tobacco Securitization Agency

 
    1,050,000    

5.00%, 06/01/2022

    1,088,459  
    150,000    

5.00%, 06/01/2030

    198,869  
    300,000    

5.00%, 06/01/2032

    393,123  
    500,000    

5.00%, 06/01/2033

    651,724  
   

California Enterprise Dev Auth

 

    1,250,000    

5.00%, 08/01/2035

    1,567,347  
    1,075,000    

5.00%, 08/01/2055

    1,296,486  
   

California State Communities Dev Auth Rev

 
    365,000    

5.00%, 10/01/2022

    380,231  
    1,000,000    

5.63%, 10/01/2032

    1,076,402  
    1,000,000    

California State Health Facs Finance Auth Rev 5.00%, 02/01/2029

    1,215,228  
    2,000,000    

California State Public Works Board 5.25%, 10/01/2023

    2,041,451  
   

California State, GO Taxable

 
    18,840,000    

0.03%, 05/01/2033(1)

    18,840,000  
    3,000,000    

5.00%, 08/01/2029

    3,681,174  
    1,000,000    

Cathedral City, CA, Redevelopment Agency, (BAM Insured) 4.00%, 08/01/2034

    1,197,181  
   

City of Los Angeles, CA, Department of Airports

 
    4,000,000    

4.00%, 05/15/2035

    4,883,932  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          California - 6.9% - (continued)  
   

City of Los Angeles, CA, Department of Airports

 
$     1,000,000    

5.00%, 05/15/2029

  $ 1,241,884  
   

Elk Grove, CA, Finance Auth Special Tax, (BAM Insured)

 
    315,000    

5.00%, 09/01/2031

    371,593  
    910,000    

5.00%, 09/01/2032

    1,072,639  
    2,600,000    

Fresno, CA, Unified School Dist, GO 0.00%, 08/01/2031(3)

    2,009,189  
   

Hemet, CA, Unified School Dist Financing Auth Special Tax

 
    1,440,000    

5.00%, 09/01/2030

    1,630,607  
    1,535,000    

5.00%, 09/01/2031

    1,734,420  
   

Inglewood, CA, Redevelopment Agency, (BAM Insured)

 
    1,000,000    

5.00%, 05/01/2028

    1,238,337  
    1,000,000    

5.00%, 05/01/2029

    1,235,968  
    5,225,000    

Long Beach, CA, Finance Auth Natural Gas 1.58%, 11/15/2027, 3 mo. USD LIBOR + 0.000%(4)

    5,442,652  
   

Oakland, CA, Airport Rev

 

    500,000    

5.00%, 05/01/2023

    523,816  
    2,000,000    

5.00%, 05/01/2026

    2,000,000  
   

Orange County, CA, Community Facs Dist Special Tax

 
    980,000    

5.00%, 08/15/2034

    1,114,789  
    1,000,000    

5.00%, 08/15/2036

    1,159,919  
    2,500,000    

5.00%, 08/15/2041

    2,873,616  
    1,000,000    

Rancho Cucamonga, CA, Redevelopment Agency Successor Agency (AGM Insured) 5.00%, 09/01/2029

    1,135,414  
    2,000,000    

Romoland, CA, School Dist Special Tax 5.00%, 09/01/2048

    2,284,906  
    60,000    

San Diego, CA, Redevelopment Agency Successor Agency 5.25%, 09/01/2026

    60,228  
   

San Diego, CA, United School Dist, GO

 

    805,000    

4.00%, 07/01/2034

    910,694  
    865,000    

4.00%, 07/01/2035

    976,346  
   

San Francisco, CA, City & County Airport Comm-San Francisco International Airport

 
    1,400,000    

5.00%, 05/01/2042

    1,675,458  
    8,650,000    

5.00%, 05/01/2043

    10,431,177  
   

Santa Margarita, CA, Water Dist Special Tax

 
    475,000    

4.25%, 09/01/2021

    480,351  
    485,000    

5.00%, 09/01/2022

    512,773  
    475,000    

5.00%, 09/01/2023

    522,207  
    480,000    

5.00%, 09/01/2024

    526,934  
    480,000    

5.00%, 09/01/2025

    525,659  
    2,065,000    

5.00%, 09/01/2028

    2,330,349  
    10,000,000    

Southern California Public Power Auth 0.03%, 07/01/2036(1)

    10,000,000  
    2,315,000    

State of California, GO 4.00%, 11/01/2041

    2,624,699  
    1,500,000    

Stockton, CA, Redevelopment Agency, (AGM Insured) 5.00%, 09/01/2029

    1,807,790  
    8,930,000    

Tobacco Securitization Auth of Northern California 0.00%, 06/01/2060(3)

    2,146,861  
     

 

 

 
        114,623,211  
     

 

 

 
          Colorado - 2.2%  
   

Arapahoe County, CO, School Dist No. 6 Littleton, GO, (State Aid Withholding Insured)

 
    1,230,000    

5.50%, 12/01/2032

    1,639,804  
    1,655,000    

5.50%, 12/01/2034

    2,194,825  
   

City & County of Denver, CO, Airport System Rev

 

    7,985,000    

5.00%, 12/01/2029

    10,123,337  
    1,000,000    

5.00%, 12/01/2034

    1,365,753  
    1,575,000    

5.00%, 12/01/2036

    2,198,727  
 

 

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

 

 

  64  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Colorado - 2.2% - (continued)  
   

Colorado Health Facs Auth Rev

 

$     1,320,000    

4.00%, 12/01/2040

  $ 1,485,263  
    6,665,000    

5.00%, 08/01/2044

    8,208,183  
    1,470,000    

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2031

    1,721,453  
    1,930,000    

E-470 Public Highway, CO, Auth Rev
1.12%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(4)

    1,930,627  
   

Park Creek, CO, Metropolitan Dist Rev

 
    2,000,000    

5.00%, 12/01/2029

    2,357,240  
    1,195,000    

5.00%, 12/01/2033

    1,490,397  
    1,035,000    

Regional, CO, Transportation Dist 5.00%, 07/15/2031

    1,355,725  
   

Vauxmont, CO, Metropolitan Dist, GO, (AGM Insured)

 
    230,000    

5.00%, 12/15/2023

    256,305  
    125,000    

5.00%, 12/15/2025

    147,763  
    50,000    

5.00%, 12/15/2026

    59,065  
    225,000    

5.00%, 12/15/2030

    262,568  
    160,000    

5.00%, 12/15/2032

    186,052  
     

 

 

 
        36,983,087  
     

 

 

 
          Connecticut - 2.5%  
    6,500,000    

City of Bridgeport, CT, GO, (AGM Insured) 5.00%, 08/15/2025

    7,676,305  
   

Connecticut Housing Finance Auth Rev

 
    5,000,000    

3.00%, 11/15/2050

    5,424,789  
    170,000    

4.00%, 11/15/2044

    176,871  
    690,000    

4.00%, 11/15/2045

    732,321  
    1,250,000    

4.00%, 05/15/2047

    1,374,232  
   

Connecticut State Health & Educational Facs Auth

 
    440,000    

5.00%, 07/01/2027

    525,719  
    430,000    

5.00%, 07/01/2028

    521,844  
    1,125,000    

5.00%, 07/01/2029

    1,414,537  
    720,000    

5.00%, 07/01/2030

    877,012  
    545,000    

5.00%, 07/01/2031

    670,654  
    950,000    

Hartford, CT, GO, (AGM ST GTD Insured)
5.00%, 07/01/2027

    1,117,603  
    1,500,000    

New Britain, CT, GO, (AGM Insured) 5.00%, 03/01/2031

    1,794,995  
    2,600,000    

New Haven, CT, GO, (AGM Insured) 5.00%, 08/01/2024

    2,981,251  
   

State of Connecticut, GO

 
    3,090,000    

3.00%, 01/15/2023

    3,238,676  
    470,000    

5.00%, 04/15/2022

    491,660  
    250,000    

5.00%, 03/15/2024

    283,958  
    1,450,000    

5.00%, 03/15/2025

    1,708,182  
    750,000    

5.00%, 05/15/2025

    888,602  
    2,425,000    

5.00%, 06/15/2026

    2,971,406  
    2,500,000    

5.00%, 04/15/2029

    3,089,768  
   

State of Connecticut, Special Tax Rev

 
    1,000,000    

5.00%, 05/01/2032

    1,312,552  
    750,000    

5.00%, 05/01/2033

    980,714  
   

Waterbury, CT, GO

 
    405,000    

5.00%, 11/15/2031

    500,456  
    1,000,000    

5.00%, 11/15/2032

    1,232,216  
     

 

 

 
        41,986,323  
     

 

 

 
          District of Columbia - 0.1%  
   

Dist of Columbia Rev

 
    735,000    

5.00%, 07/01/2032

    785,814  
    270,000    

5.00%, 07/01/2037

    286,652  
    755,000    

Metropolitan Washington, DC, Airports Auth System Rev 5.00%, 10/01/2028

    967,207  
     

 

 

 
        2,039,673  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Florida - 5.5%  
   

Broward County, FL, Airport System Rev

 
$     2,175,000    

4.00%, 10/01/2044

  $ 2,479,222  
    285,000    

5.00%, 10/01/2021

    290,557  
    1,250,000    

5.00%, 10/01/2024

    1,434,376  
    2,830,000    

Broward County, FL, Port Facs Rev 5.00%, 09/01/2028

    3,539,906  
   

Capital Projects, FL, Finance Auth

 
    1,315,000    

5.00%, 10/01/2027

    1,571,230  
    1,000,000    

5.00%, 10/01/2028

    1,212,498  
    1,944,169    

Capital Trust Agency, FL, MF Rev, (FNMA Collateral Insured) 2.77%, 09/01/2027

    1,985,116  
    1,430,000    

City of Atlantic Beach, FL, Health Care Facs Auth 5.00%, 11/15/2048

    1,597,533  
   

City of Tampa, FL, Rev

 
    1,000,000    

0.00%, 09/01/2036(3)

    647,907  
    1,000,000    

0.00%, 09/01/2038(3)

    590,693  
    2,065,000    

Escambia County, FL, Health Facs Auth Rev 4.00%, 08/15/2050

    2,347,320  
   

Florida Dev Finance Corp.

 
    350,000    

5.00%, 04/01/2023

    380,085  
    500,000    

5.00%, 04/01/2024

    559,458  
    200,000    

5.00%, 04/01/2025

    230,827  
    3,380,000    

Gainesville, FL, Utilities System Rev 5.00%, 10/01/2047

    4,243,892  
   

Greater Orlando, FL, Aviation Auth

 
    2,040,000    

5.00%, 10/01/2024

    2,080,036  
    5,000,000    

5.00%, 10/01/2033

    6,366,844  
    5,000,000    

5.00%, 10/01/2034

    6,349,983  
    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, (AGM Insured) 5.00%, 10/01/2030

    1,230,430  
    1,000,000    

Miami Beach, FL, Redevelopment Agency 5.00%, 02/01/2026

    1,124,777  
   

Miami-Dade County, FL, Aviation Rev

 
    1,000,000    

5.00%, 10/01/2024

    1,065,930  
    2,500,000    

5.00%, 10/01/2026

    2,666,468  
    530,000    

5.00%, 10/01/2027

    607,208  
   

Orange County, FL, Convention Center/Orlando

 
    1,000,000    

5.00%, 10/01/2024

    1,153,367  
    1,520,000    

5.00%, 10/01/2025

    1,812,160  
   

Orange County, FL, Health Facs Auth

 
    1,190,000    

5.00%, 08/01/2024

    1,334,464  
    1,280,000    

5.00%, 08/01/2025

    1,432,311  
    1,350,000    

5.00%, 08/01/2026

    1,507,250  
    8,075,000    

Orlando, FL, Utilities Commission 1.25%, 10/01/2046(1)

    8,177,174  
   

Osceola County, FL, Transportation Rev

 
    1,330,000    

0.00%, 10/01/2031(3)

    1,039,892  
    1,000,000    

0.00%, 10/01/2032(3)

    750,758  
   

Palm Beach County, FL, Health Facs Auth

 
    6,265,000    

2.63%, 06/01/2025

    6,348,596  
    825,000    

6.75%, 06/01/2024

    885,475  
    1,000,000    

6.80%, 06/01/2025

    1,073,383  
   

Polk County, FL, Industrial Dev Auth

 
    1,750,000    

5.00%, 01/01/2039

    1,918,068  
    4,850,000    

5.00%, 01/01/2055

    5,259,055  
   

Port St. Lucie, FL, Special Assessment

 
    3,000,000    

4.00%, 07/01/2028

    3,493,157  
    3,000,000    

4.00%, 07/01/2029

    3,477,538  
    1,150,000    

Putnam County, FL, Dev Auth 5.00%, 03/15/2042

    1,389,556  
    3,330,000    

Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025

    3,235,265  
 

 

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

 

 

  65  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Florida - 5.5% - (continued)  
   

Volusia County, FL, Educational Facs Auth

 
$     60,000    

4.00%, 10/15/2035

  $ 70,325  
    55,000    

4.00%, 10/15/2036

    64,266  
    750,000    

4.00%, 10/15/2037

    873,822  
    750,000    

4.00%, 10/15/2038

    871,575  
     

 

 

 
        90,859,753  
     

 

 

 
          Georgia - 3.1%  
    10,000,000    

Bartow County, Dev Auth 1.55%, 08/01/2043(1)

    10,161,011  
   

Burke County, GA, Dev Auth Rev

 
    4,995,000    

1.50%, 01/01/2040(1)

    5,123,486  
    3,000,000    

1.55%, 12/01/2049(1)

    3,048,303  
    1,740,000    

2.05%, 10/01/2032(1)

    1,756,467  
    2,665,000    

2.25%, 10/01/2032(1)

    2,765,686  
    4,450,000    

3.00%, 11/01/2045(1)

    4,638,698  
   

Main Street Natural Gas, Inc., GA

 
    2,150,000    

4.00%, 08/01/2049(1)

    2,403,176  
    4,165,000    

5.00%, 05/15/2032

    5,176,110  
   

Municipal Electric Auth, GA

 
    1,170,000    

5.00%, 01/01/2022

    1,206,293  
    1,000,000    

5.00%, 11/01/2022

    1,070,055  
    1,075,000    

5.00%, 01/01/2024

    1,157,001  
    6,420,000    

5.00%, 01/01/2028

    7,730,113  
    740,000    

5.00%, 01/01/2031

    969,440  
    1,100,000    

5.00%, 01/01/2032

    1,434,746  
    515,000    

5.00%, 01/01/2033

    669,075  
    1,700,000    

5.00%, 01/01/2056

    2,025,078  
     

 

 

 
        51,334,738  
     

 

 

 
          Hawaii - 0.1%  
    2,000,000    

State of Hawaii Airports System Rev 5.00%, 08/01/2022

    2,102,274  
     

 

 

 
          Illinois - 16.4%  
   

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO

 
    530,000    

0.00%, 01/01/2025(3)

    514,737  
    765,000    

0.00%, 01/01/2027(3)

    717,507  
   

Chicago, IL, Board of Education Rev

 
    1,000,000    

5.00%, 04/01/2046

    1,159,947  
    715,000    

6.00%, 04/01/2046

    858,173  
   

Chicago, IL, Board of Education, GO

 
    2,500,000    

0.00%, 12/01/2025(3)

    2,324,615  
    1,030,000    

5.00%, 12/01/2022

    1,097,697  
    600,000    

5.00%, 12/01/2023

    661,148  
    1,000,000    

5.00%, 12/01/2024

    1,146,959  
    4,500,000    

5.00%, 12/01/2032

    5,603,967  
    2,470,000    

5.00%, 12/01/2033

    3,064,252  
    6,460,000    

5.00%, 12/01/2034

    7,800,219  
    1,510,000    

5.00%, 12/01/2042

    1,574,704  
    3,760,000    

5.00%, 12/01/2046

    4,394,120  
   

Chicago, IL, Metropolitan Water Reclamation Dist, GO

 
    3,500,000    

5.00%, 12/01/2027

    4,350,582  
    2,530,000    

5.00%, 12/01/2031

    2,601,254  
    1,700,000    

5.25%, 12/01/2032

    2,378,600  
   

Chicago, IL, O’Hare International Airport

 
    3,705,000    

5.00%, 01/01/2031

    4,812,223  
    6,295,000    

5.00%, 01/01/2032

    8,143,493  
   

Chicago, IL, Transit Auth

 
    1,000,000    

4.00%, 12/01/2050

    1,136,066  
    1,250,000    

4.00%, 12/01/2055

    1,414,834  
    415,000    

5.00%, 06/01/2025

    487,469  
    8,250,000    

5.00%, 12/01/2046

    9,895,341  
    1,000,000    

5.00%, 12/01/2055

    1,224,992  
    800,000    

5.25%, 12/01/2027

    823,724  
    5,000,000    

5.25%, 12/01/2028

    5,148,274  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Illinois - 16.4% - (continued)  
   

City of Chicago, IL, GO, (NATL Insured)

 
$     325,000    

0.00%, 01/01/2026(3)

  $ 300,696  
    215,000    

5.00%, 01/01/2022

    220,785  
    65,000    

5.00%, 01/01/2023

    69,414  
    2,000,000    

5.00%, 01/01/2024

    2,213,189  
    1,000,000    

City of Chicago, IL, Wastewater Transmission Rev
5.00%, 01/01/2028

    1,155,020  
    2,500,000    

5.00%, 01/01/2029

    2,887,550  
   

City of Chicago, IL, Waterworks Rev

 
    135,000    

5.00%, 11/01/2023

    144,673  
    1,000,000    

5.00%, 11/01/2027

    1,231,201  
    1,020,000    

5.00%, 11/01/2028

    1,165,043  
    1,205,000    

5.00%, 11/01/2029

    1,281,206  
    3,465,000    

Cook County, IL, Community Consolidated School Dist No. 15, GO 5.00%, 12/01/2024

    4,010,083  
   

Cook County, IL, Community High School Dist No. 212 Leyden, (BAM Insured)

 
    1,775,000    

5.00%, 12/01/2026

    2,064,521  
    310,000    

5.00%, 12/01/2027

    359,964  
    1,000,000    

5.00%, 12/01/2034

    1,156,155  
   

Cook County, IL, GO

 
    1,000,000    

5.00%, 11/15/2026

    1,226,755  
    4,300,000    

5.00%, 11/15/2027

    5,299,672  
    2,940,000    

5.00%, 11/15/2031

    3,886,596  
   

County of Cook, IL, Sales Tax Rev

 
    1,000,000    

5.00%, 11/15/2030

    1,327,997  
    1,690,000    

5.00%, 11/15/2031

    2,266,255  
   

Illinois State Finance Auth Rev

 
    240,000    

5.00%, 09/01/2022

    254,012  
    1,000,000    

5.00%, 10/01/2023

    1,107,320  
    1,000,000    

5.00%, 11/15/2023

    1,114,876  
    5,000,000    

5.00%, 02/15/2027

    6,237,744  
    700,000    

5.00%, 10/01/2028

    845,122  
    1,000,000    

5.00%, 11/15/2028

    1,173,756  
    2,650,000    

5.00%, 11/15/2031

    3,054,566  
    1,420,000    

5.00%, 08/15/2033

    1,865,164  
    2,500,000    

5.00%, 11/15/2033

    2,868,882  
    2,135,000    

5.00%, 11/15/2034

    2,460,948  
    1,045,000    

5.00%, 08/15/2035

    1,364,089  
    3,035,000    

5.00%, 05/15/2050(1)

    3,440,023  
   

Illinois State Toll Highway Auth, Taxable Rev

 
    1,000,000    

5.00%, 01/01/2027

    1,076,228  
    2,500,000    

5.00%, 01/01/2031

    3,143,197  
    10,000,000    

5.00%, 01/01/2044

    12,385,885  
   

Kane Cook & DuPage Counties, IL, GO

 
    4,200,000    

5.00%, 01/01/2031

    4,698,340  
    1,700,000    

5.00%, 01/01/2034

    1,898,830  
    1,700,000    

5.00%, 01/01/2035

    1,896,914  
   

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO

 
    1,875,000    

5.00%, 01/01/2027

    2,185,652  
    2,000,000    

5.00%, 01/01/2029

    2,505,335  
   

Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured)

 
    1,150,000    

5.00%, 02/01/2025

    1,320,764  
    4,000,000    

5.00%, 02/01/2026

    4,734,053  
    1,665,000    

5.00%, 02/01/2034

    1,975,646  
   

Metropolitan Pier & Exposition Auth, IL, (NATL Insured)

 
    4,000,000    

0.00%, 12/15/2024(3)

    3,830,040  
    2,000,000    

0.00%, 06/15/2027(3)

    1,834,979  
    3,895,000    

0.00%, 12/15/2042(5)

    3,255,709  
    1,000,000    

5.00%, 12/15/2035

    1,142,959  
 

 

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

 

 

  66  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Illinois - 16.4% - (continued)  
   

Railsplitter, IL, Tobacco Settlement Auth

 
$     1,000,000    

5.00%, 06/01/2026

  $ 1,201,125  
    1,940,000    

5.00%, 06/01/2027

    2,315,809  
    1,000,000    

5.50%, 06/01/2023

    1,004,056  
   

Regional Transportation, IL, Auth Rev, (NATL Insured)

 
    600,000    

5.00%, 06/01/2035

    719,027  
    8,775,000    

6.00%, 07/01/2024

    9,762,891  
    3,525,000    

6.00%, 07/01/2031

    4,748,040  
   

Sales Tax Securitization Corp., IL Rev

 
    2,560,000    

5.00%, 01/01/2029

    3,240,532  
    5,545,000    

5.00%, 01/01/2030

    7,101,829  
   

State of Illinois, GO

 
    7,100,000    

5.00%, 11/01/2021

    7,258,832  
    3,500,000    

5.00%, 11/01/2024

    3,983,098  
    1,500,000    

5.00%, 08/01/2025

    1,582,280  
    3,500,000    

5.00%, 11/01/2025

    4,079,881  
    1,985,000    

5.00%, 02/01/2026

    2,204,923  
    2,000,000    

5.00%, 10/01/2026

    2,403,766  
    6,540,000    

5.00%, 11/01/2026

    7,799,401  
    1,200,000    

5.00%, 02/01/2027

    1,449,838  
    2,715,000    

5.00%, 11/01/2028

    3,261,622  
    1,215,000    

5.00%, 03/01/2029

    1,517,671  
    4,750,000    

5.00%, 03/01/2030

    6,022,103  
    5,480,000    

5.00%, 10/01/2031

    6,956,397  
    950,000    

5.00%, 05/01/2033

    1,046,514  
    5,240,000    

5.00%, 12/01/2034

    6,229,334  
    3,460,000    

5.00%, 03/01/2046

    4,250,321  
    835,000    

5.38%, 05/01/2023

    915,045  
   

State of Illinois, Sales Tax Rev

 
    1,185,000    

5.00%, 06/15/2024

    1,289,630  
    545,000    

6.50%, 06/15/2022

    560,459  
     

 

 

 
        272,177,129  
     

 

 

 
          Indiana - 1.0%  
    1,983,323    

City of Evansville, IN, Rev, (FNMA Insured) 3.00%, 06/01/2034

    2,098,731  
   

Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured)

 
    2,275,000    

3.00%, 07/01/2051

    2,492,130  
    1,860,000    

3.25%, 07/01/2049

    2,018,548  
   

Indiana Municipal Power Agency

 
    1,050,000    

5.00%, 01/01/2032

    1,317,677  
    870,000    

5.00%, 01/01/2033

    1,088,012  
    180,000    

5.00%, 01/01/2034

    224,361  
    1,000,000    

Indiana State Finance Auth Hospital Rev 5.00%, 12/01/2029

    1,150,397  
    1,625,000    

Indiana State Finance Auth Rev 5.00%, 03/01/2023

    1,723,039  
   

Indianapolis, IN, Local Public Improvement Bond Bank

 
    1,000,000    

5.00%, 01/01/2029

    1,110,496  
    1,000,000    

5.00%, 01/01/2031

    1,181,612  
    775,000    

Richmond, IN, Hospital Auth Rev 5.00%, 01/01/2035

    867,068  
    2,000,000    

Whiting, IN, Environmental Facs Rev 5.00%, 03/01/2046(1)

    2,167,494  
     

 

 

 
        17,439,565  
     

 

 

 
          Iowa - 0.3%  
   

Iowa Student Loan Liquidity Corp.

 
    180,000    

5.00%, 12/01/2022

    193,013  
    650,000    

5.00%, 12/01/2024

    744,532  
    990,000    

State of Iowa, Finance Auth Rev 2.88%, 05/15/2049

    1,000,279  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Iowa - 0.3% - (continued)  
$     2,645,000    

State of Iowa, Tobacco Settlement Auth 4.00%, 06/01/2049

  $ 3,034,459  
     

 

 

 
        4,972,283  
     

 

 

 
          Kansas - 0.2%  
   

Wyandotte County-Kansas City, KS, System Rev

 
    1,000,000    

5.00%, 09/01/2025

    1,147,540  
    1,390,000    

5.00%, 09/01/2028

    1,643,107  
     

 

 

 
        2,790,647  
     

 

 

 
          Kentucky - 1.2%  
    4,750,000    

County of Trimble, KY 1.30%, 09/01/2044(1)

    4,747,635  
    1,000,000    

Kentucky Bond Dev Corp. 5.00%, 09/01/2032

    1,251,250  
   

Kentucky Bond Dev Corp.

 
    1,100,000    

5.00%, 09/01/2033

    1,372,171  
    1,200,000    

5.00%, 09/01/2034

    1,483,847  
    1,025,000    

5.00%, 09/01/2035

    1,264,158  
    2,910,000    

Kentucky Economic Dev Finance Auth, (AGM Insured) 5.00%, 12/01/2047

    3,104,048  
    4,000,000    

Kentucky Public Energy Auth 4.00%, 01/01/2049(1)

    4,460,519  
    2,600,000    

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

    2,733,655  
     

 

 

 
        20,417,283  
     

 

 

 
          Louisiana - 1.5%  
    1,965,000    

East Baton Rouge, LA, Sewerage Commission 1.30%, 02/01/2041(1)

    2,007,370  
   

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 
    975,000    

5.75%, 11/15/2030

    1,073,024  
    1,155,000    

6.00%, 11/15/2030

    1,283,168  
    1,750,000    

6.00%, 11/15/2035

    1,913,399  
    4,000,000    

Louisiana State, GO 5.00%, 12/01/2031

    4,631,643  
   

New Orleans, LA, Aviation Board

 
    750,000    

5.00%, 01/01/2026

    893,540  
    500,000    

5.00%, 01/01/2027

    611,727  
    1,250,000    

5.00%, 01/01/2034

    1,422,367  
    710,000    

5.00%, 01/01/2035

    844,844  
    3,740,000    

Parish of St. John the Baptist, LA 2.38%, 06/01/2037(1)

    3,911,310  
   

Regional Transportation Auth, LA, Sales Tax Rev, (AGM Insured)

 
    1,815,000    

5.00%, 01/01/2026

    2,170,639  
    1,220,000    

5.00%, 01/01/2027

    1,498,659  
    2,000,000    

Shreveport, LA, Water & Sewer Rev, (AGM Insured) 5.00%, 12/01/2027

    2,386,381  
     

 

 

 
        24,648,071  
     

 

 

 
          Maine - 0.2%  
   

Finance Auth of Maine Rev, (AGM Insured)

 
    225,000    

5.00%, 12/01/2021

    231,058  
    1,000,000    

5.00%, 12/01/2023

    1,111,600  
    1,970,000    

Maine State Housing Auth Rev 4.00%, 11/15/2050

    2,214,866  
     

 

 

 
        3,557,524  
     

 

 

 
          Maryland - 0.2%  
    480,000    

Howard County, MD, Special Obligation 4.00%, 02/15/2028(2)

    512,553  
    1,840,000    

State of Maryland, GO 5.00%, 03/15/2028

    2,295,154  
     

 

 

 
        2,807,707  
     

 

 

 
 

 

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

 

 

  67  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Massachusetts - 1.3%  
   

Massachusetts Dev Finance Agency, Rev

 
$     1,000,000    

4.00%, 10/01/2024(2)

  $ 1,093,405  
    1,000,000    

4.00%, 10/01/2025(2)

    1,091,597  
    635,000    

4.00%, 10/01/2026(2)

    692,400  
    165,000    

4.00%, 07/15/2036

    191,764  
    1,720,000    

5.00%, 07/01/2028

    2,055,900  
    1,850,000    

5.00%, 07/01/2029

    2,265,503  
    3,350,000    

5.00%, 07/01/2030

    4,063,199  
    955,000    

5.00%, 07/01/2031

    1,196,396  
    855,000    

5.00%, 07/01/2035

    1,025,759  
    2,180,000    

5.00%, 07/01/2043

    2,644,552  
   

Massachusetts Educational Financing Auth

 
    500,000    

5.00%, 01/01/2025

    576,529  
    1,030,000    

5.00%, 07/01/2026

    1,235,274  
    1,050,000    

5.00%, 07/01/2027

    1,279,973  
   

Massachusetts Housing Finance Agency

 
    400,000    

2.90%, 06/01/2022

    409,701  
    500,000    

3.10%, 06/01/2023

    523,900  
    900,000    

3.15%, 06/01/2023

    943,945  
    400,000    

3.25%, 06/01/2024

    427,077  
    200,000    

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

    244,443  
     

 

 

 
        21,961,317  
     

 

 

 
          Michigan - 2.3%  
    5,000,000    

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

    6,089,209  
    1,200,000    

Lincoln Park, MI, School Dist, GO, (Q-SBLF Insured) 5.00%, 05/01/2030

    1,569,046  
   

Michigan Finance Auth Rev

 
    1,000,000    

5.00%, 07/01/2027

    1,180,434  
    1,000,000    

5.00%, 07/01/2028

    1,177,726  
    1,000,000    

5.00%, 07/01/2029

    1,137,484  
    2,700,000    

5.00%, 10/01/2030

    3,106,454  
    2,555,000    

5.00%, 06/01/2033

    2,919,743  
    1,000,000    

5.00%, 06/01/2034

    1,142,757  
    915,000    

5.00%, 11/01/2034

    1,161,673  
    1,000,000    

5.00%, 11/01/2035

    1,266,001  
    1,000,000    

5.00%, 11/01/2036

    1,262,546  
    1,000,000    

5.00%, 11/01/2038

    1,256,478  
    1,000,000    

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

    1,232,451  
   

Michigan State Hospital Finance Auth

 
    1,505,000    

4.00%, 11/15/2031

    1,776,889  
    345,000    

4.00%, 11/15/2032

    406,077  
    2,075,000    

5.00%, 11/15/2047

    2,623,556  
    2,885,000    

Michigan State Housing Dev Auth 4.25%, 12/01/2049

    3,216,859  
    1,375,000    

Richmond, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2030

    1,785,608  
    370,000    

State of Michigan Rev 5.00%, 03/15/2027

    463,135  
    2,465,000    

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

    2,868,570  
     

 

 

 
        37,642,696  
     

 

 

 
          Minnesota - 0.5%  
    1,180,000    

Duluth, MN, Independent School Dist No. 709, (SD CRED PROG Insured) 4.00%, 02/01/2027

    1,362,102  
    1,987,146    

Freddie Mac Multifamily, MN, Certificates 2.54%, 06/25/2037

    2,108,331  
    1,750,000    

Minnesota Higher Education Facs Auth 4.00%, 10/01/2046

    2,073,579  
   

Minnesota Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured)

 
    390,000    

1.45%, 07/01/2024

    397,903  
    455,000    

1.55%, 07/01/2025

    465,731  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Minnesota - 0.5% - (continued)  
   

St. Francis, MN, Independent School Dist No. 15, GO, (SD CRED PROG Insured)

 
$     315,000    

4.00%, 02/01/2029

  $ 333,306  
    365,000    

4.00%, 02/01/2030

    385,753  
    750,000    

4.00%, 02/01/2031

    791,564  
     

 

 

 
        7,918,269  
     

 

 

 
          Mississippi - 0.6%  
    1,970,000    

Mississippi Dev Bank, Special Obligation, (BAM Insured) 5.00%, 10/01/2033

    2,495,344  
    780,000    

Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2050

    855,006  
   

State of Mississippi, Gaming Tax Rev

 
    1,000,000    

5.00%, 10/15/2025

    1,180,630  
    2,450,000    

5.00%, 10/15/2029

    2,831,916  
    1,000,000    

5.00%, 10/15/2036

    1,234,047  
    1,600,000    

5.00%, 10/15/2037

    1,974,504  
     

 

 

 
        10,571,447  
     

 

 

 
          Missouri - 0.8%  
   

City of St. Louis, MO, Airport Rev

 
    540,000    

5.00%, 07/01/2030

    689,391  
    1,000,000    

5.00%, 07/01/2032

    1,224,043  
    1,000,000    

5.00%, 07/01/2047

    1,209,125  
   

Kansas City, MO, Industrial Dev Auth

 
    1,065,000    

5.00%, 03/01/2030

    1,351,024  
    1,000,000    

5.00%, 03/01/2031

    1,257,904  
    490,000    

5.00%, 03/01/2032

    614,658  
    5,400,000    

Kirkwood, MO, Industrial Dev Auth Retirement Community 5.25%, 05/15/2042

    5,940,506  
    1,255,000    

St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2026

    1,457,344  
    1,000,000    

Stone Canyon, MO, Community Improvement Dist Rev 5.75%, 04/01/2027*

    260,000  
     

 

 

 
        14,003,995  
     

 

 

 
          Montana - 0.3%  
    2,300,000    

Montana Board of Housing 4.00%, 12/01/2043

    2,498,801  
    2,500,000    

Montana Facs Finance Auth Rev 5.00%, 02/15/2028

    3,033,915  
     

 

 

 
        5,532,716  
     

 

 

 
          Nebraska - 1.4%  
   

Central Plains, NE, Energy Project

 
    1,000,000    

5.00%, 09/01/2022

    1,061,939  
    210,000    

5.00%, 09/01/2025

    246,651  
    3,325,000    

5.00%, 09/01/2028

    4,169,604  
    1,530,000    

5.00%, 09/01/2033

    2,041,034  
    4,595,000    

5.00%, 09/01/2042

    6,591,197  
    4,930,000    

Nebraska Investment Finance Auth, (GNMA/FNMA/FHLMC Insured) 3.00%, 09/01/2045

    5,405,208  
    4,300,000    

Washington County, NE, Rev 0.90%, 09/01/2030(1)

    4,343,746  
     

 

 

 
        23,859,379  
     

 

 

 
          Nevada - 1.4%  
   

City of North Las Vegas, NV

 
    475,000    

4.50%, 06/01/2039

    533,902  
    740,000    

4.63%, 06/01/2043

    827,347  
    990,000    

4.63%, 06/01/2049

    1,098,973  
   

City of Reno, NV, Sales Tax Rev

 
    250,000    

5.00%, 06/01/2024

    274,465  
    250,000    

5.00%, 06/01/2026

    286,631  
    695,000    

City of Sparks, NV 2.50%, 06/15/2024(2)

    702,778  
   

Clark County, NV, School Dist, GO

 
    1,500,000    

5.00%, 06/15/2021

    1,508,122  
    830,000    

5.00%, 06/15/2026

    991,726  
 

 

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

 

 

  68  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Nevada - 1.4% - (continued)  
$     1,000,000    

5.00%, 06/15/2028

  $ 1,247,376  
    6,460,000    

5.00%, 06/15/2029

    8,316,415  
    1,500,000    

5.00%, 06/15/2031

    1,985,767  
   

Las Vegas, NV, New Convention Center Auth Rev

 
    1,900,000    

5.00%, 07/01/2029

    2,224,737  
    400,000    

5.00%, 07/01/2031

    440,877  
    365,000    

5.00%, 07/01/2032

    401,723  
    300,000    

5.00%, 07/01/2033

    329,705  
    475,000    

5.00%, 07/01/2034

    521,385  
    750,000    

Las Vegas, NV, New Convention Center Auth Rev 5.00%, 07/01/2043

    893,176  
   

Las Vegas, NV, Special Improvement Dist

 
    300,000    

5.00%, 06/01/2027

    328,955  
    330,000    

5.00%, 06/01/2028

    360,532  
    570,000    

5.00%, 06/01/2029

    620,946  
    10,000    

Nevada State, GO 5.00%, 03/01/2026

    10,864  
     

 

 

 
        23,906,402  
     

 

 

 
          New Hampshire - 0.2%  
    920,000    

New Hampshire Business Finance Auth 4.00%, 01/01/2041

    1,016,975  
    1,715,000    

New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059

    2,662,641  
     

 

 

 
        3,679,616  
     

 

 

 
          New Jersey - 2.1%  
    400,000    

City of Atlantic City, NJ, GO, (BAM State Ad Withholding Insured) 5.00%, 03/01/2022

    414,425  
    705,000    

City of Bayonne, NJ, GO, (AGM School Bond Reserve Fund Insured) 0.00%, 07/01/2023(3)

    697,142  
   

New Jersey Economic Dev Auth

 
    1,000,000    

5.00%, 09/01/2021

    1,002,899  
    565,000    

5.00%, 03/01/2023

    586,958  
    1,200,000    

5.00%, 06/15/2023

    1,318,166  
    830,000    

New Jersey Educational Facs Auth Rev, (AGM Insured) 4.00%, 07/01/2050

    947,973  
   

New Jersey Higher Education Student Assistance Auth

 
    1,420,000    

5.00%, 12/01/2025

    1,684,138  
    1,000,000    

5.00%, 12/01/2026

    1,212,403  
   

New Jersey Transportation Trust Fund Auth

 
    5,715,000    

0.00%, 06/15/2031

    7,459,687  
    5,000,000    

0.00%, 12/15/2032(3)

    4,002,167  
    1,500,000    

5.00%, 06/15/2021

    1,508,296  
    1,000,000    

5.00%, 12/15/2023

    1,120,634  
    1,610,000    

5.00%, 12/15/2024

    1,867,897  
    3,365,000    

New Jersey Turnpike Auth Rev 4.00%, 01/01/2042

    3,993,436  
    3,440,000    

State of New Jersey, GO 5.00%, 06/01/2026

    4,175,658  
    2,870,000    

Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029

    3,614,833  
     

 

 

 
        35,606,712  
     

 

 

 
          New Mexico - 0.1%  
    1,045,000    

City of Santa Fe, NM, Rev 5.00%, 05/15/2049

    1,150,729  
     

 

 

 
          New York - 12.4%  
    6,470,000    

Brookhaven, NY, Local Dev Corp. 1.63%, 11/01/2025

    6,595,592  
   

City of New York, NY, GO

 
    785,000    

4.00%, 03/01/2038

    936,697  
    4,900,000    

5.00%, 08/01/2026

    6,009,742  
    1,000,000    

5.00%, 08/01/2032

    1,275,255  
    2,445,000    

5.00%, 08/01/2034

    3,099,569  
    2,250,000    

5.00%, 03/01/2038

    2,868,587  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          New York - 12.4% - (continued)  
$     1,375,000    

Huntington, NY, Local Dev Corp. 3.00%, 07/01/2025

  $ 1,391,093  
    7,500,000    

Long Island, NY, Power Auth Rev 0.85%, 09/01/2050(1)

    7,516,666  
   

Metropolitan Transportation Auth, NY, Rev

 
    370,000    

0.00%, 11/15/2027(3)

    332,430  
    16,355,000    

5.00%, 03/01/2022

    17,007,466  
    1,000,000    

5.00%, 11/15/2030

    1,315,970  
    1,025,000    

5.00%, 11/15/2032

    1,334,291  
    4,000,000    

5.00%, 11/15/2034(1)

    4,517,654  
    845,000    

5.00%, 11/15/2036

    1,012,026  
    8,005,000    

5.00%, 11/15/2045(1)

    10,317,432  
    1,000,000    

5.00%, 11/15/2045

    1,241,601  
    5,755,000    

5.00%, 11/15/2052

    6,901,267  
   

New York City Industrial Dev Agency, (AGM Insured)

 
    2,750,000    

3.00%, 01/01/2039

    2,955,348  
    1,180,000    

5.00%, 03/01/2030

    1,535,028  
   

New York City Transitional Finance Auth, Future Tax Secured Rev

 
    1,875,000    

4.00%, 05/01/2035

    2,274,185  
    2,000,000    

4.00%, 11/01/2036

    2,368,732  
    2,525,000    

4.00%, 11/01/2037

    3,007,305  
    3,460,000    

4.00%, 05/01/2038

    4,139,218  
    1,000,000    

4.00%, 05/01/2039

    1,190,057  
    5,250,000    

5.00%, 11/01/2031

    7,012,160  
    2,345,000    

5.00%, 11/01/2032

    3,115,008  
    1,835,000    

5.00%, 02/01/2035

    2,424,857  
    1,500,000    

5.00%, 02/01/2036

    1,972,976  
    2,995,000    

5.00%, 05/01/2036

    3,797,750  
    1,335,000    

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

    1,389,213  
    1,000,000    

New York City, NY, Transitional Finance Auth Building Aid Rev, (State Aid Withholding Insured) 5.00%, 07/15/2026

    1,206,581  
    3,375,000    

New York Liberty Dev Corp. 5.00%, 11/15/2044(2)

    3,690,688  
    305,000    

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

    317,692  
   

New York State Dormitory Auth Rev

 
    11,030,000    

0.06%, 07/01/2031(1)

    11,030,000  
    2,500,000    

5.00%, 03/15/2030

    2,916,796  
    2,500,000    

5.00%, 03/15/2031

    3,056,160  
    2,500,000    

5.00%, 03/15/2033

    3,050,273  
    3,800,000    

5.00%, 03/15/2035

    4,810,816  
    4,000,000    

5.00%, 03/15/2043

    4,814,533  
    2,300,000    

New York State Liberty Dev Corp. Rev 5.15%, 11/15/2034(2)

    2,568,264  
    1,000,000    

New York State Thruway Auth Rev 4.00%, 01/01/2037

    1,106,046  
   

New York State Urban Dev Corp. Rev

 
    2,235,000    

5.00%, 03/15/2022

    2,329,342  
    3,315,000    

5.00%, 03/15/2023

    3,614,787  
    1,000,000    

5.00%, 03/15/2026

    1,088,043  
   

New York Transportation Dev Corp.

 
    1,350,000    

5.00%, 12/01/2023

    1,505,078  
    265,000    

5.00%, 12/01/2025

    313,116  
    1,000,000    

5.00%, 12/01/2029

    1,303,142  
    1,000,000    

5.00%, 12/01/2030

    1,319,646  
   

New York Transportation Dev Corp. Rev

 
    1,150,000    

4.00%, 04/30/2053

    1,303,676  
    1,000,000    

5.00%, 12/01/2031

    1,316,862  
   

Port Auth of New York & New Jersey Rev

 
    1,190,000    

4.00%, 07/15/2040

    1,426,225  
    2,750,000    

5.00%, 10/15/2025

    3,159,709  
 

 

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

 

 

  69  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          New York - 12.4% - (continued)  
$     1,000,000    

5.00%, 10/15/2028

  $ 1,183,994  
    4,500,000    

5.00%, 11/01/2038

    5,639,657  
    2,250,000    

5.00%, 11/01/2044

    2,781,958  
    2,500,000    

Sales Tax Asset Receivable Corp., NY 5.00%, 10/15/2029

    2,887,300  
   

State of New York Mortgage Agency

 
    1,000,000    

3.15%, 04/01/2024

    1,054,674  
    1,330,000    

3.25%, 10/01/2024

    1,431,898  
    4,445,000    

3.50%, 10/01/2032

    4,850,281  
   

Syracuse, NY, Industrial Dev Agency

 
    320,000    

5.00%, 01/01/2029

    325,159  
    2,635,000    

5.00%, 01/01/2031

    2,651,134  
    2,340,000    

Town of Oyster Bay, NY, GO, (BAM Insured) 5.00%, 08/15/2024

    2,689,285  
   

Triborough, NY, Bridge & Tunnel Auth

 
    1,325,000    

0.00%, 11/15/2031(3)

    1,074,207  
    9,695,000    

0.03%, 11/01/2032(1)

    9,695,000  
    2,000,000    

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

    2,427,032  
     

 

 

 
        206,794,229  
     

 

 

 
          North Carolina - 0.8%  
    1,800,000    

North Carolina Housing Finance Agency 4.00%, 07/01/2047

    1,950,467  
   

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 
    1,050,000    

5.00%, 01/01/2039

    1,175,723  
    3,670,000    

5.00%, 01/01/2044

    4,122,091  
   

North Carolina Medical Care Commission Rev

 
    245,000    

4.00%, 01/01/2026

    261,281  
    565,000    

5.00%, 01/01/2027

    637,807  
    795,000    

5.00%, 01/01/2028

    910,413  
    275,000    

5.00%, 01/01/2029

    315,376  
   

North Carolina Raleigh Durham Airport Auth Rev

 
    1,500,000    

5.00%, 05/01/2027

    1,866,102  
    1,000,000    

5.00%, 05/01/2030

    1,223,053  
     

 

 

 
        12,462,313  
     

 

 

 
          North Dakota - 0.5%  
   

North Dakota Housing Finance Agency

 
    3,500,000    

3.00%, 07/01/2051

    3,827,335  
    3,620,000    

4.25%, 07/01/2049

    4,017,104  
     

 

 

 
        7,844,439  
     

 

 

 
          Ohio - 3.2%  
   

Allen County, OH, Hospital Facs Rev

 
    2,000,000    

5.00%, 05/01/2023

    2,096,905  
    2,750,000    

5.00%, 12/01/2029

    3,617,608  
    380,000    

5.00%, 12/01/2030

    500,823  
    5,000,000    

American Municipal Power, Inc., OH 2.30%, 02/15/2038(1)

    5,028,588  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
    18,895,000    

0.00%, 06/01/2057(3)

    2,947,051  
    18,605,000    

5.00%, 06/01/2055

    20,899,869  
   

Cleveland, OH, Airport System Rev, (AGM Insured)

 
    1,165,000    

5.00%, 01/01/2022

    1,200,271  
    1,385,000    

5.00%, 01/01/2023

    1,489,710  
    430,000    

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

    539,447  
    1,875,000    

Ohio Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured) 3.75%, 09/01/2050

    2,105,662  
    7,500,000    

Southern Ohio Port Auth Rev 6.50%, 12/01/2030(2)

    8,507,305  
   

State of Ohio

 
    2,000,000    

4.00%, 12/15/2021

    2,047,478  
    2,210,000    

5.00%, 12/15/2022

    2,383,082  
     

 

 

 
        53,363,799  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Oklahoma - 0.5%  
   

Oklahoma Dev Finance Auth

 
$     5,305,000    

1.63%, 07/06/2023

  $ 5,331,906  
    935,000    

5.25%, 08/15/2048

    1,133,062  
    935,000    

5.50%, 08/15/2057

    1,144,951  
    220,000    

Oklahoma Housing Finance Agency(GNMA Collateral Insured) 5.00%, 09/01/2043

    225,372  
     

 

 

 
        7,835,291  
     

 

 

 
          Oregon - 2.9%  
    1,665,000    

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO, (School Bond Guaranty Insured) 5.00%, 06/15/2038(5)

    2,082,153  
   

Clackamas & Washington Counties, OR, School Dist No. 3, GO, (School Bond Guaranty Insured)

 
    2,500,000    

0.00%, 06/15/2036(3)

    1,803,475  
    405,000    

0.00%, 06/15/2037(3)

    282,929  
    8,200,000    

Clackamas County, OR, School Dist No. 12, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2040(3)

    4,124,010  
    10,420,000    

Columbia County, OR, School Dist No. 502, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2050(3)

    4,757,034  
    625,000    

Jackson County, OR, School Dist No. 4, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2034(3)

    436,273  
    1,105,000    

Marion County, OR, School Dist No. 15 North Marion, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2037(3)

    663,875  
    850,000    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2038(3)

    529,604  
    2,500,000    

Oregon Health & Science University 4.00%, 07/01/2046

    2,816,677  
   

Port of Portland, OR, Airport Rev

 
    4,880,000    

5.00%, 07/01/2031

    6,159,149  
    3,920,000    

5.00%, 07/01/2032

    4,923,691  
    1,045,000    

5.00%, 07/01/2033

    1,360,789  
   

Salem Hospital Facs Auth, OR Rev

 
    910,000    

5.00%, 05/15/2038

    1,027,414  
    720,000    

5.00%, 05/15/2048

    802,753  
   

State of Oregon Housing & Community Services Department

 
    3,120,000    

3.00%, 01/01/2052

    3,413,859  
    2,140,000    

4.50%, 01/01/2049

    2,346,618  
    7,325,000    

4.50%, 07/01/2049

    8,081,911  
   

Umatilla County, OR, School Dist No. 8R Hermiston, GO, (School Bond Guaranty Insured)

 
    1,500,000    

0.00%, 06/15/2036(3)

    1,053,023  
    1,600,000    

0.00%, 06/15/2037(3)

    1,080,464  
    1,790,000    

0.00%, 06/15/2038(3)

    1,161,129  
     

 

 

 
        48,906,830  
     

 

 

 
          Pennsylvania - 4.2%  
    875,000    

Allegheny County, PA, Industrial Dev Auth, Charter School 6.75%, 08/15/2035

    878,149  
   

City of Philadelphia, PA, GO

 
    965,000    

5.00%, 08/01/2021

    976,206  
    1,550,000    

5.00%, 02/01/2033

    1,997,904  
    2,000,000    

5.00%, 02/01/2034

    2,567,753  
    1,555,000    

5.00%, 02/01/2035

    1,987,940  
    225,000    

City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025

    257,525  
    930,000    

City of Philadelphia, PA, Water & Wastewater Rev 5.00%, 11/01/2029

    1,176,649  
   

Commonwealth Finance Auth, PA

 
    4,230,000    

5.00%, 06/01/2026

    5,026,042  
    125,000    

5.00%, 06/01/2028

    158,241  
 

 

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

 

 

  70  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Pennsylvania - 4.2% - (continued)  
$     1,070,000    

5.00%, 06/01/2029

  $ 1,342,497  
    145,000    

5.00%, 06/01/2031

    179,819  
   

County of Beaver, PA, GO, (BAM Insured)

 
    1,285,000    

5.00%, 11/15/2021

    1,317,026  
    1,345,000    

5.00%, 11/15/2022

    1,441,036  
    1,000,000    

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

    1,235,325  
   

Erie, PA, City School Dist, GO, (AGM State Aid Withholding Insured)

 
    2,440,000    

5.00%, 04/01/2028

    3,065,090  
    1,105,000    

5.00%, 04/01/2029

    1,415,133  
    2,410,000    

Harrisburg, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 11/15/2026

    2,955,016  
   

Lancaster County, PA, Hospital Auth

 
    635,000    

5.00%, 07/01/2024

    686,519  
    515,000    

5.00%, 07/01/2025

    566,817  
   

Montgomery County, PA, Industrial Dev Auth Rev

 
    1,760,000    

5.00%, 12/01/2044

    1,990,736  
    2,455,000    

5.00%, 12/01/2046

    2,674,836  
    920,000    

Pennsylvania Higher Educational Facs Auth 5.00%, 05/01/2032

    1,130,944  
   

Pennsylvania Housing Finance Agency

 
    1,000,000    

3.10%, 04/01/2023

    1,011,155  
    1,025,000    

3.10%, 10/01/2023

    1,036,275  
    2,250,000    

Pennsylvania State, Industrial Dev Auth 5.00%, 07/01/2021

    2,267,119  
   

Pennsylvania Turnpike Commission Rev

 
    2,000,000    

0.96%, 12/01/2021, MUNIPSA + 0.000%(4)

    2,001,250  
    925,000    

1.04%, 12/01/2021, MUNIPSA + 0.000%(4)

    925,636  
    1,000,000    

5.00%, 12/01/2021

    1,028,218  
    500,000    

5.00%, 12/01/2027

    610,038  
    1,000,000    

5.00%, 12/01/2029

    1,227,371  
    1,590,000    

5.00%, 12/01/2030

    1,948,729  
    2,000,000    

5.00%, 12/01/2033

    2,448,397  
    2,615,000    

5.00%, 12/01/2037

    2,816,169  
    755,000    

5.00%, 12/01/2042

    926,473  
   

Philadelphia, PA, School Dist, GO, (State Aid Withholding Insured)

 
    1,560,000    

5.00%, 09/01/2022

    1,657,953  
    2,000,000    

5.00%, 09/01/2023

    2,202,681  
    1,100,000    

5.00%, 09/01/2031

    1,421,896  
    1,060,000    

5.00%, 09/01/2032

    1,366,423  
   

Pittsburgh, PA, School Dist, GO, (State Aid Withholding Insured)

 
    3,145,000    

5.00%, 09/01/2021

    3,194,326  
    1,500,000    

5.00%, 09/01/2023

    1,523,780  
   

Pittsburgh, PA, Water & Sewer Auth, (AGM Insured)

 
    195,000    

5.00%, 09/01/2032

    251,193  
    950,000    

5.00%, 09/01/2033

    1,219,584  
    735,000    

5.00%, 09/01/2034

    938,994  
    500,000    

Reading, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 03/01/2038

    604,366  
    1,500,000    

Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured) 5.00%, 04/15/2059

    1,829,001  
     

 

 

 
        69,484,230  
     

 

 

 
          Puerto Rico - 1.0%  
    1,085,000    

Puerto Rico Highway & Transportation Auth, (AGM Insured) 4.95%, 07/01/2026

    1,108,402  
   

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 
    10,000,000    

4.33%, 07/01/2040

    10,930,850  
    4,750,000    

5.00%, 07/01/2058

    5,351,160  
     

 

 

 
        17,390,412  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Rhode Island - 0.9%  
   

Rhode Island Health & Educational Building Corp., (AGM ST APPROP Insured)

 
$     2,700,000    

5.00%, 05/15/2027

  $ 3,165,804  
    2,020,000    

5.00%, 05/15/2028

    2,505,135  
   

Rhode Island Housing & Mortgage Finance Corp., (GNMA/FNMA/FHLMC Insured)

 
    870,000    

2.75%, 04/01/2040

    909,480  
    5,635,000    

4.00%, 10/01/2048

    6,240,822  
   

Rhode Island Student Loan Auth

 
    125,000    

5.00%, 12/01/2027

    152,806  
    1,000,000    

5.00%, 12/01/2028

    1,239,382  
     

 

 

 
        14,213,429  
     

 

 

 
          South Carolina - 1.8%  
    1,987,000    

Lancaster County, SC, Sun City Assessment Rev 7.70%, 11/01/2017*

    417,270  
   

South Carolina Jobs-Economic Dev Auth

 
    4,355,000    

5.00%, 05/01/2029

    5,454,868  
    1,375,000    

5.00%, 05/01/2048

    1,642,101  
    1,000,000    

5.25%, 08/01/2024

    1,113,370  
   

South Carolina Port Auth

 
    1,420,000    

4.00%, 07/01/2034

    1,562,305  
    1,240,000    

5.00%, 07/01/2029

    1,588,490  
    1,100,000    

5.00%, 07/01/2030

    1,398,485  
    5,090,000    

5.00%, 07/01/2031

    6,423,211  
    1,000,000    

5.00%, 07/01/2033

    1,250,384  
   

South Carolina Public Service Auth

 
    1,460,000    

5.00%, 12/01/2031

    1,936,425  
    1,400,000    

5.00%, 12/01/2032

    1,846,637  
   

South Carolina State Public Service Auth

 
    1,665,000    

5.00%, 12/01/2031

    1,905,599  
    2,350,000    

5.00%, 12/01/2034

    2,688,626  
     

 

 

 
        29,227,771  
     

 

 

 
          South Dakota - 0.6%  
   

South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured)

 
    1,125,000    

2.45%, 11/01/2023

    1,177,615  
    1,020,000    

3.00%, 11/01/2051

    1,117,772  
    1,375,000    

3.50%, 11/01/2046

    1,463,611  
    2,590,000    

3.75%, 11/01/2050

    2,882,412  
    595,000    

4.00%, 11/01/2047

    648,249  
   

South Dakota State Educational Enhancement Funding Corp.

 
    1,395,000    

5.00%, 06/01/2024

    1,517,784  
    1,000,000    

5.00%, 06/01/2026

    1,081,870  
     

 

 

 
        9,889,313  
     

 

 

 
          Tennessee - 0.6%  
    890,000    

Chattanooga, TN, Health Educational & Housing Facs Board 5.00%, 08/01/2044

    1,096,066  
    500,000    

Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026

    608,349  
   

Tennessee Housing Dev Agency

 
    1,160,000    

3.50%, 07/01/2045

    1,237,953  
    3,200,000    

3.50%, 01/01/2047

    3,417,692  
    3,525,000    

4.00%, 01/01/2049

    3,859,391  
     

 

 

 
        10,219,451  
     

 

 

 
          Texas - 5.8%  
    1,000,000    

Arlington, TX, Higher Education Finance Corp., (PSF-GTD Insured) 5.00%, 08/15/2027

    1,133,131  
    1,000,000    

Arlington, TX, Special Tax Rev, (AGM Insured) 5.00%, 02/15/2034

    1,157,866  
    1,620,000    

Austin, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/01/2033

    1,932,942  
 

 

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

 

 

  71  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Texas - 5.8% - (continued)  
   

Central Texas Regional Mobility Auth

 
$     1,000,000    

5.00%, 01/01/2033

  $ 1,311,689  
    1,000,000    

5.00%, 01/01/2036

    1,297,534  
   

City of Austin, TX, Airport System Rev

 
    2,100,000    

5.00%, 11/15/2022

    2,249,262  
    595,000    

5.00%, 11/15/2026

    725,955  
    1,125,000    

5.00%, 11/15/2028

    1,356,923  
    560,000    

5.00%, 11/15/2030

    669,392  
   

City of Houston, TX, Airport System Rev

 
    1,300,000    

5.00%, 07/01/2030

    1,700,980  
    1,000,000    

5.00%, 07/01/2031

    1,297,012  
    1,200,000    

5.00%, 07/01/2033

    1,538,933  
    1,060,000    

City of Houston, TX, Hotel Occupancy Tax & Special, (AGM-CR AMBAC Insured) 0.00%, 09/01/2025(3)

    1,009,215  
    3,685,000    

City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(1)

    3,818,984  
   

Clifton, TX, Higher Education Finance Corp., (PSF-GTD Insured)

 
    1,000,000    

4.00%, 08/15/2029

    1,182,522  
    1,050,000    

4.00%, 08/15/2030

    1,198,889  
    500,000    

4.00%, 08/15/2031

    568,429  
    1,000,000    

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

    1,194,955  
   

Dallas-Fort Worth, TX, International Airport Rev

 
    1,570,000    

5.00%, 11/01/2021

    1,607,173  
    1,000,000    

5.00%, 11/01/2023

    1,117,453  
    1,000,000    

5.00%, 11/01/2024

    1,160,482  
    1,500,000    

Grapevine-Colleyville, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 08/15/2027

    1,790,174  
   

Harris County - Houston, TX, Sports Auth

 
    2,640,000    

5.00%, 11/15/2030

    2,949,206  
    500,000    

5.00%, 11/15/2032

    558,277  
    2,950,000    

5.00%, 11/15/2034

    3,294,653  
    1,605,000    

Harris County, TX, Toll Road Auth Rev 5.00%, 08/15/2032

    2,011,777  
   

Kerrville, TX, Health Facs Dev Corp.

 
    1,300,000    

5.00%, 08/15/2024

    1,483,515  
    1,500,000    

5.00%, 08/15/2035

    1,708,576  
    1,580,000    

La Joya, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2025

    1,787,822  
   

New Hope, TX, Cultural Education Facs Finance Corp.

 
    3,375,000    

5.00%, 11/01/2031

    3,671,896  
    1,000,000    

5.00%, 11/01/2046

    1,072,001  
   

North Texas Tollway Auth Rev (AGC Insured)

 
    5,000,000    

0.00%, 01/01/2032(3)

    4,148,804  
    1,000,000    

5.00%, 01/01/2030

    1,118,653  
    1,200,000    

5.00%, 01/01/2035

    1,416,876  
    1,440,000    

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

    1,742,557  
    1,000,000    

Spring Branch, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/01/2026

    1,169,007  
    23,030,000    

State of Texas, GO 0.08%, 06/01/2043(1)

    23,030,000  
    2,575,000    

Tarrant County, TX, Cultural Education Facs 5.00%, 10/01/2034

    2,830,931  
   

Texas Municipal Gas Acquisition & Supply Corp. Rev

 
    6,900,000    

5.00%, 12/15/2031

    9,136,866  
    1,540,000    

6.25%, 12/15/2026

    1,809,071  
    1,755,000    

Texas Transportation Commission 0.00%, 08/01/2038(3)

    939,454  
     

 

 

 
        96,899,837  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Utah - 0.2%  
$     490,000    

Salt Lake County, UT, Rev, (AMBAC Insured) 5.13%, 02/15/2033

  $ 564,333  
    1,125,000    

State of Utah, GO 3.00%, 07/01/2034

    1,263,585  
    1,330,000    

Utah Housing Corp. Rev, (FHA Insured) 4.00%, 01/01/2045

    1,428,166  
     

 

 

 
        3,256,084  
     

 

 

 
          Vermont - 0.3%  
   

Vermont Housing Finance Agency

 
    1,175,000    

4.00%, 11/01/2045

    1,228,205  
    1,210,000    

4.00%, 11/01/2046

    1,308,376  
    1,715,000    

4.00%, 05/01/2048

    1,838,192  
     

 

 

 
        4,374,773  
     

 

 

 
          Virginia - 0.2%  
    880,000    

Arlington County, VA, Industrial Dev Auth Rev 5.00%, 07/01/2030

    1,168,327  
    1,470,000    

Virginia Small Business Financing Auth 5.00%, 01/01/2027

    1,785,813  
     

 

 

 
        2,954,140  
     

 

 

 
          Washington - 0.7%  
    2,060,000    

Chelan County, WA, Public Utility Dist No. 1, (NATL Insured) 0.00%, 06/01/2028(3)

    1,878,890  
    1,400,000    

County of King, WA, GO 5.00%, 01/01/2031

    1,813,803  
    3,000,000    

Port of Seattle, WA, Rev 5.00%, 05/01/2033

    3,594,837  
   

Washington State Health Care Facs Auth Rev

 
    780,000    

5.00%, 07/01/2028

    899,679  
    2,000,000    

5.00%, 03/01/2029

    2,305,090  
    1,400,000    

Washington State Housing Finance Commission 5.00%, 01/01/2049(2)

    1,534,078  
     

 

 

 
        12,026,377  
     

 

 

 
          West Virginia - 0.2%  
    1,000,000    

West Virginia Housing Dev Fund 2.80%, 11/01/2022

    1,030,989  
    1,555,000    

West Virginia State Economic Dev Auth 2.55%, 03/01/2040(1)

    1,645,405  
     

 

 

 
        2,676,394  
     

 

 

 
          Wisconsin - 2.5%  
    1,790,000    

Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025

    1,997,579  
   

Public Finance Auth, WI, (AGM Insured)

 
    2,550,000    

4.00%, 07/01/2046

    2,912,487  
    1,530,000    

4.00%, 07/01/2050

    1,710,166  
    1,600,000    

5.00%, 09/01/2025(2)

    1,721,984  
    2,940,000    

5.00%, 07/01/2035

    3,539,997  
    1,050,000    

5.00%, 07/01/2036

    1,261,035  
    2,875,000    

5.00%, 10/01/2043(2)

    3,151,072  
    2,340,000    

5.00%, 10/01/2044

    2,860,498  
    2,015,000    

5.00%, 10/01/2053(2)

    2,196,252  
    1,350,000    

Wisconsin Center Dist, WI 0.00%, 12/15/2031(3)

    1,090,489  
   

Wisconsin Health & Educational Facs Auth Rev

 
    1,200,000    

4.00%, 08/15/2051

    1,332,358  
    1,700,000    

4.00%, 08/15/2055

    1,869,915  
    3,000,000    

5.00%, 11/15/2027

    3,412,446  
    1,700,000    

5.00%, 12/01/2028

    1,941,587  
    7,275,000    

5.00%, 11/01/2039

    7,799,822  
    1,000,000    

5.00%, 11/01/2054

    1,046,458  
    1,700,000    

Wisconsin Housing & Economic Dev Auth 1.55%, 11/01/2038(1)

    1,701,733  
     

 

 

 
        41,545,878  
     

 

 

 
          Wyoming - 0.1%  
   

Wyoming Community Dev Auth

 
    1,225,000    

3.25%, 12/01/2023

    1,295,721  
 

 

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

 

 

  72  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 94.3% - (continued)      
          Wyoming - 0.1% - (continued)  
   

Wyoming Community Dev Auth

 
$     970,000    

4.00%, 12/01/2046

  $ 1,047,375  
     

 

 

 
        2,343,096  
     

 

 

 
   

Total Municipal Bonds
(cost $1,487,752,326)

  $ 1,569,750,855  
     

 

 

 
SHORT-TERM INVESTMENTS - 3.4%  
   

Repurchase Agreements - 3.4%

 

    56,364,735    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $56,364,758; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $57,492,099

  $ 56,364,735  
     

 

 

 
   

Total Short-Term Investments (cost $56,364,735)

  $ 56,364,735  
     

 

 

 
   

Total Investments (cost $1,544,117,061)

    97.7    $ 1,626,115,590  
   

Other Assets and Liabilities

    2.3      38,019,944  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 1,664,135,534  
     

 

 

    

 

 

 

 

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.

 

(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, 2021, the aggregate value of these securities was $28,838,952, representing 1.7% 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, 2021. 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.

 

 

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

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Municipal Bonds

   $ 1,569,750,855      $      $ 1,569,750,855      $  

Short-Term Investments

     56,364,735               56,364,735         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,626,115,590      $     —      $     1,626,115,590      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  73  

 


Hartford Municipal Short Duration Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 90.0%      
          Alabama - 2.3%  
$     250,000    

State of Alabama, Docks Department, (AGM Insured) 5.00%, 10/01/2024

  $ 284,240  
    350,000    

State of Alabama, Troy University, (BAM Insured) 5.00%, 11/01/2024

    404,846  
     

 

 

 
        689,086  
     

 

 

 
          Arizona - 0.6%  
    100,000    

Maricopa County, AZ, Industrial Dev Auth 5.00%, 09/01/2022

    106,293  
    65,000    

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

    65,025  
     

 

 

 
        171,318  
     

 

 

 
          California - 3.0%  
    100,000    

California County, CA, Tobacco Securitization Agency 4.00%, 06/01/2022

    104,102  
    200,000    

California Enterprise Dev Auth 5.00%, 08/01/2025

    233,775  
   

Cathedral City, CA, Redev Agency Successor Agency

 
    10,000    

4.00%, 08/01/2021

    10,081  
    55,000    

4.00%, 08/01/2022

    57,226  
    10,000    

4.00%, 08/01/2023

    10,745  
    100,000    

Foothill-Eastern Transportation Corridor Agency, CA 5.00%, 01/15/2027

    122,463  
    245,000    

Orange County, CA, Community Facs Dist, Special Tax 4.00%, 08/15/2021

    247,368  
    75,000    

Roseville, CA, Natural Gas Financing Auth 5.00%, 02/15/2023

    81,271  
     

 

 

 
        867,031  
     

 

 

 
          Colorado - 3.1%  
    150,000    

Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2022

    159,838  
    40,000    

E-470 Public Highway, CO, Auth Rev 1.12%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(2)

    40,013  
    150,000    

Park Creek, CO, Metropolitan Dist Rev 5.00%, 12/01/2021

    153,923  
   

Regional, CO, Transportation Dist

 

    325,000    

5.00%, 01/15/2025

    374,815  
    60,000    

5.00%, 07/15/2025

    70,260  
    105,000    

Vauxmont, CO, Metropolitan Dist, GO, (AGM Insured) 5.00%, 12/15/2022

    112,573  
     

 

 

 
        911,422  
     

 

 

 
          Connecticut - 0.7%  
    185,000    

Connecticut State Health & Educational Facs Auth 5.00%, 07/01/2024

    206,483  
     

 

 

 
          Florida - 6.4%  
    250,000    

Alachua County, FL, Health Facs Auth 4.00%, 12/01/2023

    272,667  
    175,000    

Capital Projects, FL, Finance Auth 5.00%, 10/01/2024

    195,709  
    200,000    

City of Atlantic Beach, FL 3.00%, 11/15/2023

    200,088  
   

JEA, FL, Electric System Rev

 

    100,000    

5.00%, 10/01/2021

    101,975  
    100,000    

5.00%, 10/01/2022

    106,732  
    50,000    

Miami-Dade County, FL, Aviation Rev 5.00%, 10/01/2024

    57,521  
   

Miami-Dade County, FL, Seaport Department Rev

 

    65,000    

5.00%, 10/01/2021

    66,116  
    145,000    

5.00%, 10/01/2022

    152,901  
    250,000    

Orange County, FL, Convention Center/Orlando 5.00%, 10/01/2023

    277,787  
    100,000    

Osceola County, FL, Transportation Rev 5.00%, 10/01/2025

    119,297  
    115,000    

Palm Beach County, FL, Health Facs Auth 2.63%, 06/01/2025

    116,534  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 90.0% - (continued)      
          Florida - 6.4% - (continued)  
$     135,000    

Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025

  $ 131,159  
    75,000    

Tampa-Hillsborough County, FL, Expressway Auth 5.00%, 07/01/2021

    75,560  
     

 

 

 
        1,874,046  
     

 

 

 
          Georgia - 2.7%  
   

Burke County, GA, Dev Auth Rev

 

    250,000    

1.55%, 12/01/2049(3)

    254,025  
    100,000    

3.00%, 11/01/2045(3)

    104,240  
    50,000    

Main Street Natural Gas, Inc., GA 4.00%, 08/01/2049(3)

    55,888  
   

Municipal Electric Auth, GA

 

    100,000    

5.00%, 11/01/2021

    102,348  
    100,000    

5.00%, 11/01/2022

    107,005  
    140,000    

5.00%, 01/01/2024

    156,770  
     

 

 

 
        780,276  
     

 

 

 
          Illinois - 19.5%  
    40,000    

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 0.00%, 01/01/2025(4)

    38,848  
   

Chicago, IL, Board of Education, GO, (NATL Insured)

 

    45,000    

0.00%, 12/01/2021(4)

    44,820  
    55,000    

0.00%, 12/01/2022(4)

    54,303  
    150,000    

0.00%, 12/01/2024(4)

    143,821  
    200,000    

5.00%, 12/01/2021

    205,292  
    200,000    

5.00%, 12/01/2022

    213,145  
    225,000    

Chicago, IL, Midway International Airport Rev 5.00%, 01/01/2023

    242,518  
    280,000    

Chicago, IL, O’Hare International Airport 5.00%, 01/01/2023

    301,801  
    100,000    

Chicago, IL, Transit Auth 5.00%, 12/01/2022

    102,822  
   

City of Chicago, IL, GO

 
    135,000    

5.00%, 01/01/2022

    139,058  
    50,000    

5.00%, 01/01/2023

    53,395  
   

City of Chicago, IL, Wastewater Transmission Rev, (NATL Insured)

 
    160,000    

0.00%, 01/01/2022(4)

    159,559  
    110,000    

0.00%, 01/01/2024(4)

    108,059  
   

City of Decatur, IL, GO, (AGM Insured)

 
    65,000    

3.00%, 03/01/2022

    66,238  
    150,000    

5.00%, 03/01/2023

    161,760  
    200,000    

Cook County, IL, GO 5.00%, 11/15/2022

    214,760  
    125,000    

Illinois Housing Dev Auth 3.05%, 08/01/2022

    128,705  
   

Illinois State Finance Auth Rev

 
    45,000    

5.00%, 09/01/2021

    45,643  
    100,000    

5.00%, 11/15/2021

    102,468  
    75,000    

5.00%, 05/15/2050(3)

    85,009  
    100,000    

Kane County, IL, School Dist No. 131 Aurora East Side, GO, (AGM Insured) 5.00%, 12/01/2026

    121,240  
   

Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured)

 
    225,000    

0.00%, 02/01/2025(4)

    217,399  
    205,000    

5.00%, 02/01/2027

    248,774  
   

Metropolitan Pier & Exposition Auth, IL, (NATL Insured)

 
    200,000    

0.00%, 06/15/2021(4)

    199,923  
    310,000    

0.00%, 12/15/2022(4)

    305,675  
    65,000    

5.50%, 12/15/2023

    70,188  
   

Railsplitter, IL, Tobacco Settlement Auth

 

    150,000    

5.00%, 06/01/2022

    157,356  
    50,000    

5.25%, 06/01/2021

    50,184  
   

Sales Tax Securitization Corp., IL

 

    150,000    

5.00%, 01/01/2024

    167,037  
    500,000    

5.00%, 01/01/2026

    593,173  
 

 

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

 

 

  74  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 90.0% - (continued)      
          Illinois - 19.5% - (continued)  
   

State of Illinois, GO

 

$     120,000    

5.00%, 02/01/2022

  $ 124,106  
    200,000    

5.00%, 11/01/2022

    213,079  
    100,000    

5.00%, 10/01/2023

    110,555  
    250,000    

5.00%, 03/01/2026

    296,876  
    70,000    

State of Illinois, Sales Tax Rev 5.00%, 06/15/2026

    82,499  
    150,000    

Village of Bolingbrook, IL, GO, (AGM Insured) 5.00%, 01/01/2023

    161,731  
     

 

 

 
        5,731,819  
     

 

 

 
          Indiana - 0.2%  
    55,000    

Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 07/01/2051

    60,249  
     

 

 

 
          Iowa - 1.9%  
    30,000    

Iowa Student Loan Liquidity Corp. 5.00%, 12/01/2022

    32,169  
    500,000    

Iowa Tobacco Settlement Auth 0.38%, 06/01/2030

    500,127  
    25,000    

State of Iowa, Finance Auth Rev 2.88%, 05/15/2049

    25,260  
     

 

 

 
        557,556  
     

 

 

 
          Kentucky - 0.9%  
    40,000    

Kentucky Bond Dev Corp. 5.00%, 09/01/2023

    44,103  
    200,000    

Kentucky Public Energy Auth 4.00%, 01/01/2049(3)

    223,026  
     

 

 

 
        267,129  
     

 

 

 
          Louisiana - 1.7%  
    110,000    

City of New Orleans, LA, Sewerage Service Rev 5.00%, 06/01/2021

    110,401  
    200,000    

New Orleans, LA, Aviation Board 5.00%, 01/01/2023

    214,601  
    170,000    

Parish of St. John the Baptist, LA 2.13%, 06/01/2037(3)

    175,340  
     

 

 

 
        500,342  
     

 

 

 
          Maine - 0.2%  
    70,000    

Finance Auth of Maine Rev, (AGM Insured) 5.00%, 12/01/2021

    71,885  
     

 

 

 
          Massachusetts - 3.2%  
   

Massachusetts Dev Finance Agency, Rev

 

    100,000    

3.50%, 10/01/2022(1)

    103,960  
    150,000    

5.00%, 07/01/2022

    157,983  
    150,000    

5.00%, 07/01/2024

    171,639  
    270,000    

5.00%, 07/01/2025

    317,325  
   

Massachusetts Educational Financing Auth

 

    80,000    

5.00%, 07/01/2023

    87,918  
    80,000    

5.00%, 07/01/2024

    91,269  
     

 

 

 
        930,094  
     

 

 

 
          Michigan - 1.2%  
    70,000    

City of Detroit, MI, GO 5.00%, 04/01/2022

    72,396  
    235,000    

Delton Kellogg Schools, MI, GO, (Q-SBLF Insured) 5.00%, 05/01/2026(5)

    286,719  
     

 

 

 
        359,115  
     

 

 

 
          Minnesota - 0.7%  
    200,000    

Duluth, MN, Independent School Dist No. 709, (SCP Insured) 5.00%, 02/01/2022

    206,394  
     

 

 

 
          Mississippi - 0.7%  
    20,000    

Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2050

    21,923  
    165,000    

Mississippi State Gaming Tax Rev 5.00%, 10/15/2026

    193,248  
     

 

 

 
        215,171  
     

 

 

 
          Missouri - 1.1%  
    50,000    

City of St. Louis, MO, Airport Rev, (AGM Insured) 5.00%, 07/01/2023

    54,949  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 90.0% - (continued)      
          Missouri - 1.1% - (continued)  
$     100,000    

Kirkwood, MO, Industrial Dev Auth Retirement Community 5.00%, 05/15/2022

  $ 103,034  
    150,000    

St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2023

    162,164  
     

 

 

 
        320,147  
     

 

 

 
          Nebraska - 1.3%  
    120,000    

Central Plains, NE, Energy Project 5.25%, 12/01/2021

    123,432  
    145,000    

Nebraska Investment Finance Auth Rev 4.00%, 09/01/2048

    159,708  
    100,000    

Washington County, NE, Rev 0.90%, 09/01/2030(3)

    101,017  
     

 

 

 
        384,157  
     

 

 

 
          Nevada - 1.4%  
    100,000    

City of North Las Vegas, NV 3.50%, 06/01/2022

    102,161  
    150,000    

City of Reno, NV, Sales Tax Rev, (AGM Insured) 5.00%, 06/01/2024

    167,984  
    35,000    

City of Sparks, NV 2.50%, 06/15/2024(1)

    35,392  
    100,000    

Clark County, NV, School Dist, GO 5.00%, 06/15/2025

    117,874  
     

 

 

 
        423,411  
     

 

 

 
          New Hampshire - 0.8%  
    220,000    

New Hampshire Business Finance Auth 4.00%, 01/01/2024

    238,539  
     

 

 

 
          New Jersey - 3.9%  
    200,000    

City of Bayonne, NJ, GO, (AGM School Bond Reserve Fund Insured) 0.00%, 07/01/2023(4)

    197,771  
   

New Jersey Economic Dev Auth

 

    290,000    

5.00%, 06/15/2022

    305,278  
    75,000    

5.00%, 06/15/2023

    82,385  
    140,000    

New Jersey Educational Facs Auth 5.00%, 07/01/2024

    157,651  
   

New Jersey Transportation Trust Fund Auth

 

    60,000    

5.00%, 12/15/2023

    67,238  
    40,000    

5.00%, 12/15/2024

    46,407  
    70,000    

State of New Jersey, GO 5.00%, 06/01/2026

    84,970  
   

Tobacco Settlement Financing Corp., NJ

 

    125,000    

5.00%, 06/01/2023

    136,897  
    70,000    

5.00%, 06/01/2025

    82,232  
     

 

 

 
        1,160,829  
     

 

 

 
          New Mexico - 2.5%  
    250,000    

City of Santa Fe, NM, Rev 2.63%, 05/15/2025

    250,767  
   

New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured)

 
    60,000    

3.75%, 03/01/2048

    65,669  
    270,000    

3.75%, 01/01/2050

    298,395  
    115,000    

4.00%, 01/01/2049

    126,674  
     

 

 

 
        741,505  
     

 

 

 
          New York - 6.0%  
    135,000    

Brookhaven, NY, Local Dev Corp. 1.63%, 11/01/2025

    137,620  
    25,000    

Huntington, NY, Local Dev Corp. 3.00%, 07/01/2025

    25,293  
   

Metropolitan Transportation Auth, NY, Rev

 

    340,000    

5.00%, 03/01/2022

    353,564  
    265,000    

5.00%, 11/15/2024

    307,870  
    500,000    

5.00%, 11/15/2034(3)

    564,707  
    310,000    

New York Transportation Dev Corp. 5.00%, 12/01/2025

    369,010  
     

 

 

 
        1,758,064  
     

 

 

 
          North Dakota - 0.3%  
    70,000    

North Dakota Housing Finance Agency 3.50%, 07/01/2046

    75,144  
     

 

 

 
 

 

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

 

 

  75  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 90.0% - (continued)      
          Ohio - 1.9%  
   

Cleveland, OH, Airport System Rev, (AGM Insured)

 

$     60,000    

5.00%, 01/01/2022

  $ 61,817  
    60,000    

5.00%, 01/01/2023

    64,536  
    150,000    

5.00%, 01/01/2024

    167,459  
    90,000    

County of Lucas, OH 5.00%, 11/15/2021

    91,687  
    150,000    

Southern Ohio Port Auth Rev 6.25%, 12/01/2025(1)

    162,630  
     

 

 

 
        548,129  
     

 

 

 
          Oklahoma - 0.8%  
    225,000    

Oklahoma Dev Finance Auth 1.63%, 07/06/2023

    226,141  
     

 

 

 
          Oregon - 1.3%  
    60,000    

Salem Hospital Facs Auth, OR, Rev 5.00%, 05/15/2025

    67,556  
   

State of Oregon Housing & Community Services Department

 
    190,000    

3.00%, 01/01/2052

    207,895  
    105,000    

3.50%, 07/01/2048

    112,564  
     

 

 

 
        388,015  
     

 

 

 
          Pennsylvania - 2.2%  
    35,000    

City of Philadelphia, PA, GO 5.00%, 08/01/2021

    35,406  
    100,000    

City of Philadelphia, PA, Redev Auth 5.00%, 04/15/2025

    114,456  
   

Lehigh County, PA, Industrial Dev Auth

 

    65,000    

1.80%, 02/15/2027(3)

    66,211  
    55,000    

1.80%, 09/01/2029(3)

    56,061  
    150,000    

Reading, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 03/01/2023

    162,075  
    200,000    

Wilkes-Barre Area, PA, School Dist, GO, (BAM, State Aid Withholding Insured) 5.00%, 04/15/2023

    217,760  
     

 

 

 
        651,969  
     

 

 

 
          Puerto Rico - 1.3%  
    177,000    

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev 0.00%, 07/01/2024(4)

    167,670  
    244,000    

0.00%, 07/01/2029(4)

    205,247  
     

 

 

 
        372,917  
     

 

 

 
          Rhode Island - 1.2%  
    150,000    

Rhode Island Health & Educational Building Corp., (Municipal Government Guaranteed Insured) 5.00%, 05/15/2022

    157,105  
    10,000    

Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2032

    10,213  
   

Rhode Island Student Loan Auth

 

    25,000    

3.00%, 12/01/2024

    25,802  
    100,000    

5.00%, 12/01/2023

    111,133  
    60,000    

Rhode Island Tobacco Settlement Financing Corp. 5.00%, 06/01/2021

    60,214  
     

 

 

 
        364,467  
     

 

 

 
          South Carolina - 0.6%  
    150,000    

South Carolina Jobs-Economic Dev Auth 5.00%, 05/01/2024

    169,261  
     

 

 

 
          South Dakota - 0.1%  
    25,000    

South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 11/01/2051

    27,396  
     

 

 

 
          Tennessee - 2.7%  
    250,000    

Chattanooga, TN, Health Educational & Housing Facs Board 5.00%, 08/01/2025

    294,055  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board 4.00%, 09/01/2022(1)

    148,718  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 90.0% - (continued)      
          Tennessee - 2.7% - (continued)  
   

Tennessee Housing Dev Agency

 

$     80,000    

3.50%, 07/01/2045

  $ 85,376  
    125,000    

3.50%, 01/01/2047

    133,584  
    120,000    

3.50%, 01/01/2048

    128,662  
     

 

 

 
        790,395  
     

 

 

 
          Texas - 6.8%  
    100,000    

Arlington, TX, Higher Education Finance Corp., (PSF-GTD Insured) 4.00%, 12/01/2022

    105,989  
    70,000    

Big Sandy, TX, Independent School Dist Upshur County, GO, (PSF-GTD Insured) 5.00%, 02/15/2024

    79,121  
    100,000    

Central Texas Turnpike System Rev 5.00%, 08/15/2024

    115,530  
    105,000    

City of San Antonio, TX, Airport System Rev 5.00%, 07/01/2022

    110,651  
    95,000    

City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(3)

    98,454  
    50,000    

Harris County, TX, Metropolitan Transportation Auth 5.00%, 11/01/2022

    53,573  
    1,000,000    

State of Texas 4.00%, 08/26/2021

    1,012,300  
    350,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev 5.00%, 12/15/2027

    435,659  
     

 

 

 
        2,011,277  
     

 

 

 
          Utah - 0.5%  
    130,000    

Salt Lake County, UT, Rev, (AMBAC Insured) 5.13%, 02/15/2033

    149,721  
     

 

 

 
          Washington - 1.9%  
    100,000    

Chelan County, WA, Public Utility Dist No. 1, (NATL Insured) 0.00%, 06/01/2021(4)

    99,983  
    195,000    

Tobacco Settlement Auth, WA 5.00%, 06/01/2024

    213,973  
    250,000    

Washington State Housing Finance Commission 2.38%, 01/01/2026(1)

    249,832  
     

 

 

 
        563,788  
     

 

 

 
          West Virginia - 0.2%  
    55,000    

West Virginia State Economic Dev Auth 2.55%, 03/01/2040(3)

    58,198  
     

 

 

 
          Wisconsin - 2.2%  
   

Public Finance Auth, WI, (AGM Insured)

 
    150,000    

4.00%, 07/01/2025

    168,283  
    225,000    

4.00%, 07/01/2026

    259,054  
    200,000    

Wisconsin Health & Educational Facs Auth 5.00%, 11/01/2025

    216,517  
     

 

 

 
        643,854  
     

 

 

 
   

Total Municipal Bonds
(cost $25,851,619)

  $ 26,466,740  
     

 

 

 
SHORT-TERM INVESTMENTS - 5.8%  
          Repurchase Agreements - 5.8%  
    1,708,274    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $1,708,275; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $1,742,511

  $ 1,708,274  
     

 

 

 
   

Total Short-Term Investments
(cost $1,708,274)

  $ 1,708,274  
     

 

 

 
   

Total Investments
(cost $27,559,893)

    95.8    $     28,175,014  
   

Other Assets and Liabilities

    4.2      1,234,908  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 29,409,922  
     

 

 

    

 

 

 
 

 

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

 

 

  76  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Note:

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

 

    

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

 

    

For Fund compliance purposes, the Fund may not use the same classification system. 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, 2021, the aggregate value of these securities was $765,557, representing 2.6% of net assets.

(2) 

Variable rate security; the rate reported is the coupon rate in effect at April 30, 2021. 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 zero-coupon bond.

 

(5) 

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 $284,045 at April 30, 2021.

 

 

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

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Municipal Bonds

   $ 26,466,740      $      $ 26,466,740      $  

Short-Term Investments

     1,708,274               1,708,274         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     28,175,014      $     —      $     28,175,014      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  77  

 


The Hartford Short Duration Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.3%  
          Asset-Backed - Automobile - 0.5%      
$     163,179    

Credit Acceptance Auto Loan Trust 3.55%, 08/15/2027(1)

  $ 163,643  
    4,837,223    

GCAT Trust 0.87%, 01/25/2066(1)(2)

    4,850,748  
    4,256,803    

Starwood Residential Mortgage 1.22%, 05/25/2065(1)(2)

    4,255,770  
     

 

 

 
        9,270,161  
     

 

 

 
          Asset-Backed - Credit Card - 0.3%  
    5,575,000    

Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1)

    5,589,666  
     

 

 

 
          Asset-Backed - Finance & Insurance - 2.6%  
    2,250,000    

Apidos CLO 1.26%, 04/15/2031, 3 mo. USD LIBOR + 1.080%(1)(3)

    2,248,682  
    1,460,545    

Conn’s Receivables Funding LLC 1.71%, 06/16/2025(1)

    1,465,824  
   

DB Master Finance LLC

 

    6,305,000    

3.63%, 11/20/2047(1)

    6,409,852  
    2,610,250    

3.79%, 05/20/2049(1)

    2,655,486  
    576,870    

Ellington Financial Mortgage Trust 2.74%, 11/25/2059(1)(2)

    588,879  
    2,295,000    

FCI Funding LLC 1.13%, 04/15/2033(1)

    2,295,048  
    6,500,000    

GCAT Trust 0.00%, 04/25/2065

    6,499,966  
    3,825,000    

Neuberger Berman Loan Advisers CLO Ltd. 1.21%, 04/19/2030, 3 mo. USD LIBOR + 1.020%(1)(3)

    3,819,144  
    1,250,000    

Octagon Investment Partners Ltd. 1.21%, 07/17/2030, 3 mo. USD LIBOR + 1.020%(1)(3)

    1,250,359  
    3,179,863    

OneMain Financial Issuance Trust 3.48%, 02/14/2031(1)

    3,206,408  
    2,827,500    

Planet Fitness Master Issuer LLC 4.26%, 09/05/2048(1)

    2,834,399  
    1,450,000    

Regional Management Issuance Trust 3.05%, 11/15/2028(1)

    1,470,773  
    1,395,569    

Residential Mortgage Loan Trust 2.38%, 02/25/2024(1)(2)

    1,417,818  
    48,550    

Towd Point Mortgage Trust 2.75%, 05/25/2055(1)(2)

    48,618  
    4,915,000    

Tryon Park CLO Ltd. 1.07%, 04/15/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

    4,915,329  
    2,044,000    

Verus Securitization Trust 1.03%, 02/25/2066(1)(2)

    2,045,374  
    1,905,000    

Visio Trust 1.28%, 05/25/2056(1)

    1,904,990  
    2,755,000    

Z Capital Credit Partners CLO Ltd. 1.63%, 07/16/2027, 3 mo. USD LIBOR + 1.450%(1)(3)

    2,743,344  
     

 

 

 
        47,820,293  
     

 

 

 
          Asset-Backed - Home Equity - 0.1%  
    224,790    

Accredited Mortgage Loan Trust 0.79%, 01/25/2035, 1 mo. USD LIBOR + 0.680%(3)

    224,752  
    578,798    

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.87%, 01/25/2035, 1 mo. USD LIBOR + 0.760%(3)

    577,857  
    33,333    

Residential Asset Securitization Trust 4.93%, 07/25/2034(2)

    34,157  
     

 

 

 
        836,766  
     

 

 

 
          Collateralized - Mortgage Obligations - 0.1%  
    2,235,000    

Natixis Commercial Mortgage Securities Trust 2.51%, 10/15/2036(1)

    2,257,061  
     

 

 

 
          Commercial Banks - 0.6%  
    3,270,000    

LCM XXIV Ltd. 1.17%, 03/20/2030, 3 mo. USD LIBOR + 0.980%(1)(3)

    3,267,250  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.3% - (continued)  
          Commercial Banks - 0.6% - (continued)  
$     5,415,000    

Neuberger Berman Loan Advisers CLO Ltd.1.12%, 10/18/2029, 3 mo. USD LIBOR + 0.930%(1)(3)

  $ 5,408,567  
    3,056,820    

Verus Securitization Trust 0.82%, 01/25/2066(1)(2)

    3,043,810  
     

 

 

 
        11,719,627  
     

 

 

 
          Commercial Mortgage-Backed Securities - 2.0%  
    1,390,000    

BBCMS Mortgage Trust 2.02%, 04/15/2053

    1,426,610  
    1,213,970    

CF Hippolyta LLC 2.28%, 07/15/2060(1)

    1,237,537  
   

Citigroup Mortgage Loan Trust

 

    1,208,173    

2.64%, 02/25/2058(1)(2)

    1,258,919  
    1,517,820    

3.25%, 03/25/2061(1)(2)

    1,594,365  
    2,360,000    

CityLine Commercial Mortgage Trust 2.87%, 11/10/2031(1)(2)

    2,452,834  
    1,902,886    

COLT Mortgage Loan Trust 0.80%, 07/27/2054(1)(2)

    1,897,049  
    1,635,000    

CSMC Trust 2.26%, 08/15/2037(1)

    1,670,882  
    1,837,795    

Deephaven Residential Mortgage Trust 0.72%, 05/25/2065(1)(2)

    1,837,530  
    1,161,809    

Ellington Financial Mortgage Trust 0.80%, 02/25/2066(1)(2)

    1,160,800  
    900,000    

FREMF Mortgage Trust 4.16%, 05/25/2045(1)(2)

    924,517  
   

GS Mortgage Securities Trust

 

    4,235,000    

2.75%, 02/10/2037(1)

    4,443,155  
    6,830,000    

3.12%, 11/10/2045

    7,029,514  
    1,526,491    

JP Morgan Chase Commercial Mortgage Securities Trust 3.91%, 05/05/2030(1)

    1,298,091  
    9,500,000    

SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1)

    9,830,070  
     

 

 

 
        38,061,873  
     

 

 

 
          Other Asset-Backed Securities - 5.0%  
   

Affirm Asset Securitization Trust

 

    305,000    

0.88%, 08/15/2025(1)

    305,490  
    3,285,000    

1.07%, 08/15/2025(1)

    3,284,356  
    3,528,526    

1.90%, 01/15/2025(1)

    3,557,009  
    1,206,512    

3.46%, 10/15/2024(1)

    1,222,515  
    1,425,000    

Amur Equipment Finance Receivables IX LLC 0.75%, 11/20/2026(1)

    1,424,203  
    89,975    

Avant Loans Funding Trust 2.72%, 10/15/2026(1)

    90,044  
    199,084    

Bayview Koitere Fund Trust 4.00%, 11/28/2053(1)(2)

    203,643  
    628,904    

Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(2)

    635,778  
   

Bayview Opportunity Master Fund Trust

 
    277,851    

3.50%, 01/28/2055(1)(2)

    285,091  
    504,041    

3.50%, 06/28/2057(1)(2)

    515,927  
    656,625    

4.00%, 10/28/2064(1)(2)

    671,028  
   

Carlyle Global Market Strategies CLO Ltd.

 
    212,772    

1.08%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

    212,771  
    1,495,453    

1.16%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

    1,492,416  
    1,000,000    

1.59%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(3)

    988,184  
    5,413,291    

Chase Auto Credit Linked Notes 0.99%, 01/25/2028(1)

    5,428,186  
    3,765,000    

Crossroads Asset Trust 0.82%, 03/20/2024(1)

    3,767,033  
    1,080,000    

Dryden Senior Loan Fund 1.15%, 04/15/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

    1,080,108  
    2,418,989    

Falcon Aerospace Ltd. 3.60%, 09/15/2039(1)

    2,443,341  
    1,190,000    

KKR CLO Ltd. 1.18%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(3)

    1,190,099  
 

 

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

 

 

  78  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.3% - (continued)  
          Other Asset-Backed Securities - 5.0% - (continued)  
   

Marlette Funding Trust

 
$     1,109,623    

2.39%, 12/17/2029(1)

  $ 1,117,285  
    240,646    

2.69%, 09/17/2029(1)

    241,768  
    316,902    

3.13%, 07/16/2029(1)

    318,830  
    132,966    

3.44%, 04/16/2029(1)

    133,654  
   

Mill City Mortgage Loan Trust

 
    7,389,555    

1.13%, 11/25/2060(1)(2)

    7,423,922  
    227,862    

2.50%, 04/25/2057(1)(2)

    229,534  
    3,384,998    

2.75%, 07/25/2059(1)(2)

    3,494,685  
    1,208,583    

2.75%, 01/25/2061(1)(2)

    1,231,843  
    719,823    

3.25%, 05/25/2062(1)(2)

    741,513  
    1,296,030    

3.50%, 05/25/2058(1)(2)

    1,332,454  
    1,460,315    

3.50%, 08/25/2058(1)(2)

    1,526,190  
    368,622    

Nationstar HECM Loan Trust 2.65%, 06/25/2029(1)(2)

    369,219  
    2,168,945    

New Residential Mortgage LLC 3.79%, 07/25/2054(1)

    2,170,830  
    1,783,552    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1)

    1,775,581  
    2,940,000    

SCF Equipment Leasing 0.83%, 08/21/2028(1)

    2,922,411  
    574,188    

SoFi Consumer Loan Program Trust 2.02%, 01/25/2029(1)

    579,455  
   

Stack Infrastructure Issuer LLC

 
    935,000    

1.88%, 03/26/2046(1)

    934,112  
    3,285,000    

1.89%, 08/25/2045(1)

    3,278,533  
    3,560,000    

3.08%, 10/25/2044(1)

    3,674,650  
   

Towd Point Mortgage Trust

 
    3,871,473    

1.75%, 10/25/2060(1)

    3,930,832  
    312,233    

2.25%, 04/25/2056(1)(2)

    314,385  
    799,308    

2.25%, 07/25/2056(1)(2)

    807,257  
    73,572    

2.75%, 02/25/2055(1)(2)

    73,811  
    159,199    

2.75%, 04/25/2055(1)(2)

    160,164  
    1,287,434    

2.75%, 10/25/2056(1)(2)

    1,309,279  
    805,174    

2.75%, 04/25/2057(1)(2)

    816,855  
    570,087    

2.75%, 07/25/2057(1)(2)

    581,710  
    940,287    

2.75%, 10/25/2057(1)(2)

    966,695  
    7,154,538    

2.90%, 10/25/2059(1)(2)

    7,491,848  
    1,654,344    

3.25%, 03/25/2058(1)(2)

    1,727,346  
   

Vantage Data Centers Issuer LLC

 
    7,080,000    

1.65%, 09/15/2045(1)

    7,050,579  
    2,532,083    

3.19%, 07/15/2044(1)

    2,628,782  
    1,273,463    

4.20%, 11/16/2043(1)

    1,330,041  
   

Verus Securitization Trust

 

    1,417,238    

2.42%, 01/25/2060(1)

    1,437,729  
    1,462,823    

2.64%, 11/25/2059(1)

    1,487,644  
     

 

 

 
        94,408,648  
     

 

 

 
          Whole Loan Collateral CMO - 8.1%  
   

Angel Oak Mortgage Trust

 

    3,231,508    

0.91%, 01/25/2066(1)(2)

    3,241,833  
    3,202,327    

0.99%, 04/25/2053(1)(2)

    3,206,724  
    3,399,738    

1.47%, 06/25/2065(1)(2)

    3,412,132  
    5,078,677    

1.69%, 04/25/2065(1)(2)

    5,131,978  
    892,093    

2.47%, 12/25/2059(1)(2)

    899,961  
   

Angel Oak Mortgage Trust LLC

 
    2,050,794    

2.99%, 07/26/2049(1)(2)

    2,071,173  
    718,414    

3.92%, 11/25/2048(1)(2)

    731,773  
   

Arroyo Mortgage Trust

 
    2,994,066    

2.96%, 10/25/2048(1)(2)

    3,050,734  
    796,628    

3.81%, 01/25/2049(1)(2)

    813,425  
    3,220,387    

Bravo Residential Funding Trust 1.45%, 05/25/2060(1)(2)

    3,249,213  
   

Bunker Hill Loan Depositary Trust

 
    2,170,813    

1.72%, 02/25/2055(1)(2)

    2,202,363  
    2,390,409    

2.72%, 11/25/2059(1)

    2,442,676  
    1,428,003    

CIM Trust 3.00%, 04/25/2057(1)(2)

    1,453,033  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.3% - (continued)  
          Whole Loan Collateral CMO - 8.1% - (continued)  
$     1,252,661    

Colombia Cent CLO Ltd. 1.33%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(3)

  $ 1,253,339  
   

COLT Mortgage Loan Trust

 
    5,979,579    

0.86%, 05/25/2065(1)(2)

    5,966,819  
    3,775,615    

1.26%, 09/25/2065(1)(2)

    3,793,648  
    3,420,137    

1.33%, 10/26/2065(1)(2)

    3,426,880  
    7,362,232    

1.39%, 01/25/2065(1)(2)

    7,322,045  
    178,092    

1.85%, 03/25/2065(1)(2)

    179,663  
    2,467,456    

2.49%, 02/25/2050(1)(2)

    2,491,290  
    1,425,952    

2.58%, 11/25/2049(1)(2)

    1,438,110  
    315,545    

2.76%, 08/25/2049(1)(2)

    316,680  
   

CSMC Trust

 
    5,683,162    

0.81%, 05/25/2065(1)(2)

    5,659,265  
    3,745,025    

0.83%, 03/25/2056(1)(2)

    3,751,969  
    5,757,748    

1.21%, 05/25/2065(1)

    5,788,697  
    6,556,310    

2.00%, 01/25/2060(1)(2)

    6,732,457  
    1,829,539    

2.24%, 02/25/2050(1)(2)

    1,860,071  
   

Deephaven Residential Mortgage Trust

 
    1,798,328    

1.69%, 05/25/2065(1)

    1,807,486  
    3,189,996    

2.34%, 01/25/2060(1)(2)

    3,228,718  
    112,910    

2.45%, 06/25/2047(1)(2)

    113,231  
    35,065    

2.73%, 12/26/2046(1)(2)

    35,056  
    2,242,039    

2.79%, 10/25/2059(1)(2)

    2,262,287  
    1,895,062    

Ellington Financial Mortgage Trust 1.18%, 10/25/2065(1)(2)

    1,896,128  
    4,574,880    

FirstKey Homes Trust 1.27%, 10/19/2037(1)

    4,556,265  
    1,032,382    

Galton Funding Mortgage Trust 2.66%, 10/25/2059(1)(2)

    1,051,457  
   

GCAT Trust

 
    2,004,266    

1.56%, 04/25/2065(1)

    2,020,762  
    2,182,558    

2.25%, 01/25/2060(1)

    2,215,402  
    1,693,804    

2.65%, 10/25/2068(1)(2)

    1,749,313  
    298,894    

Home Re Ltd. 1.71%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(3)

    299,633  
    629,722    

MetLife Securitization Trust 3.00%, 04/25/2055(1)(2)

    653,416  
   

MFA Trust

 
    2,370,752    

1.01%, 01/26/2065(1)(2)

    2,375,850  
    2,965,483    

1.15%, 04/25/2065(1)(2)

    2,969,489  
    1,676,594    

1.48%, 03/25/2065(1)(2)

    1,692,742  
    272,501    

2.59%, 02/25/2057(1)(2)

    275,367  
    3,642,727    

MFRA Trust 0.85%, 01/25/2056(1)(2)

    3,634,248  
   

New Residential Mortgage Loan Trust

 
    2,068,667    

0.86%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)

    2,075,110  
    2,095,009    

1.65%, 05/24/2060(1)(2)

    2,122,340  
    2,531,013    

2.46%, 01/26/2060(1)(2)

    2,574,035  
    407,284    

3.25%, 09/25/2056(1)(2)

    430,083  
    668,969    

3.50%, 12/25/2057(1)(2)

    700,466  
    393,031    

3.75%, 11/26/2035(1)(2)

    417,321  
    276,986    

3.75%, 03/25/2056(1)(2)

    293,240  
    463,133    

3.75%, 11/25/2056(1)(2)

    493,042  
    822,828    

4.00%, 02/25/2057(1)(2)

    877,659  
    812,096    

4.00%, 03/25/2057(1)(2)

    869,299  
   

New Residential Mortgage Loan Trust

 
    570,842    

4.00%, 04/25/2057(1)(2)

    607,201  
    776,565    

4.00%, 05/25/2057(1)(2)

    828,861  
    1,412,289    

4.00%, 09/25/2057(1)(2)

    1,493,303  
    669,115    

4.00%, 12/25/2057(1)(2)

    715,797  
    1,989,915    

NRZ Excess Spread-Collateralized Notes 3.61%, 05/25/2023(1)

    1,995,337  
    2,024,648    

OBX Trust 3.50%, 12/25/2049(1)(2)

    2,070,665  
    286,265    

Radnor RE Ltd. 1.31%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(3)

    286,265  
 

 

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

 

 

  79  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.3% - (continued)  
          Whole Loan Collateral CMO - 8.1% - (continued)  
   

Sequoia Mortgage Trust

 

$     679,772    

3.50%, 11/25/2049(1)(2)

  $ 682,633  
    635,228    

4.50%, 08/25/2048(1)(2)

    653,017  
    421,760    

Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049(1)(2)

    427,567  
   

Starwood Mortgage Residential Trust

 

    1,280,218    

1.49%, 04/25/2065(1)(2)

    1,294,468  
    2,450,376    

2.28%, 02/25/2050(1)(2)

    2,483,285  
   

Verus Securitization Trust

 

    6,315,074    

0.82%, 10/25/2063(1)(2)

    6,292,459  
    4,156,912    

0.92%, 02/25/2064(1)(2)

    4,167,854  
    2,374,345    

1.50%, 05/25/2065(1)

    2,398,930  
   

 

 

 
        151,975,038  
   

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $360,259,482)

  $ 361,939,133  
   

 

 

 
CORPORATE BONDS - 53.7%  
      Aerospace/Defense - 0.7%  
   

Boeing Co.

 
    3,600,000    

2.20%, 02/04/2026

  $ 3,603,675  
    5,900,000    

4.51%, 05/01/2023

    6,304,331  
   

L3Harris Technologies, Inc.

 

    1,475,000    

3.83%, 04/27/2025

    1,621,762  
    2,275,000    

3.85%, 06/15/2023

    2,423,240  
    164,000    

Raytheon Technologies Corp.
3.65%, 08/16/2023(4)

    174,826  
 

 

 

 
        14,127,834  
 

 

 

 
          Agriculture - 0.3%  
    5,000,000    

BAT Capital Corp. 2.79%, 09/06/2024

    5,262,533  
     

 

 

 
          Apparel - 0.4%  
    2,520,000    

PVH Corp. 4.63%, 07/10/2025

    2,801,000  
    4,000,000    

VF Corp. 2.40%, 04/23/2025

    4,195,810  
 

 

 

 
        6,996,810  
 

 

 

 
          Auto Manufacturers - 2.2%  
    3,575,000    

Daimler Finance NA LLC 1.45%, 03/02/2026(1)

    3,584,764  
   

Ford Motor Credit Co. LLC

 

    3,125,000    

3.35%, 11/01/2022

    3,196,141  
    2,800,000    

4.06%, 11/01/2024

    2,948,008  
   

General Motors Financial Co., Inc.

 

    2,500,000    

1.25%, 01/08/2026

    2,467,865  
    1,500,000    

1.70%, 08/18/2023

    1,530,858  
    2,850,000    

2.90%, 02/26/2025

    3,009,007  
    2,500,000    

3.15%, 06/30/2022

    2,567,524  
    2,500,000    

3.20%, 07/06/2021

    2,506,250  
   

Hyundai Capital America

 

    770,000    

0.80%, 04/03/2023(1)

    769,566  
    2,500,000    

2.38%, 02/10/2023(1)

    2,566,775  
    1,825,000    

4.13%, 06/08/2023(1)

    1,945,596  
    2,500,000    

Nissan Motor Co., Ltd. 3.04%, 09/15/2023(1)

    2,615,359  
   

Volkswagen Group of America Finance LLC

 

    3,500,000    

0.88%, 11/22/2023(1)

    3,515,081  
    1,800,000    

2.85%, 09/26/2024(1)

    1,912,707  
    2,000,000    

3.13%, 05/12/2023(1)

    2,099,134  
    3,025,000    

4.25%, 11/13/2023(1)

    3,290,047  
 

 

 

 
        40,524,682  
 

 

 

 
          Beverages - 1.0%  
    1,700,000    

Anheuser-Busch InBev Worldwide, Inc. 4.15%, 01/23/2025

    1,895,391  
    3,000,000    

Bacardi Ltd. 4.45%, 05/15/2025(1)

    3,346,923  
    7,095,000    

Coca-Cola European Partners plc 1.50%, 01/15/2027(1)

    7,077,213  
   

Constellation Brands, Inc.

 

    2,435,000    

2.65%, 11/07/2022

    2,512,410  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Beverages - 1.0% - (continued)  
$     340,000    

2.70%, 05/09/2022

  $ 347,093  
    3,700,000    

Keurig Dr Pepper, Inc. 0.75%, 03/15/2024

    3,701,147  
    625,000    

Molson Coors Brewing Co. 2.10%, 07/15/2021

    626,398  
 

 

 

 
        19,506,575  
 

 

 

 
          Biotechnology - 0.6%  
    3,150,000    

Gilead Sciences, Inc.
0.75%, 09/29/2023

    3,155,098  
   

Royalty Pharma plc

 

    1,800,000    

0.75%, 09/02/2023(1)

    1,799,498  
    6,200,000    

1.20%, 09/02/2025(1)

    6,130,537  
     

 

 

 
        11,085,133  
     

 

 

 
          Chemicals - 0.7%  
   

Celanese U.S. Holdings LLC

 

    915,000    

3.50%, 05/08/2024

    983,280  
    3,225,000    

4.63%, 11/15/2022

    3,410,871  
    3,600,000    

DuPont de Nemours, Inc. 4.21%, 11/15/2023

    3,903,918  
   

LYB International Finance LLC

 

    1,825,000    

1.25%, 10/01/2025

    1,823,211  
    1,500,000    

2.88%, 05/01/2025

    1,596,490  
    2,350,000    

Nutrition & Biosciences, Inc. 1.23%, 10/01/2025(1)

    2,332,955  
    48,000    

Sherwin-Williams Co. 2.75%, 06/01/2022

    49,037  
 

 

 

 
        14,099,762  
 

 

 

 
          Commercial Banks - 14.2%  
   

Banco Santander S.A.

 

    1,600,000    

3.13%, 02/23/2023

    1,672,800  
    600,000    

3.85%, 04/12/2023

    637,986  
   

Bank of America Corp.

 

    4,700,000    

0.98%, 09/25/2025, (0.98% fixed rate until 09/25/2024; 3 mo. USD SOFR + 0.910% thereafter)(5)

    4,695,082  
    6,000,000    

1.20%, 10/24/2026, (1.20% fixed rate until 10/24/2025; 3 mo. USD SOFR + 1.010% thereafter)(5)

    5,956,633  
    2,500,000    

1.32%, 06/19/2026, (1.32% fixed rate until 06/19/2025; 3 mo. USD SOFR + 1.150% thereafter)(5)

    2,504,315  
    2,000,000    

1.49%, 05/19/2024, (1.49% fixed rate until 05/19/2023; 3 mo. USD SOFR + 1.460% thereafter)(5)

    2,033,534  
    2,000,000    

1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(5)

    2,017,544  
    5,125,000    

2.02%, 02/13/2026, (2.02% fixed rate until 02/13/2025; 3 mo. USD LIBOR + 0.640% thereafter)(5)

    5,286,779  
    3,750,000    

3.88%, 08/01/2025

    4,180,807  
    4,225,000    

Banque Federative du Credit Mutuel S.A. 0.65%, 02/27/2024(1)

    4,225,634  
   

Barclays plc

 

    4,425,000    

1.01%, 12/10/2024, (1.01% fixed rate until 12/10/2023; 12 mo. USD CMT + 0.800% thereafter)(5)

    4,431,705  
    1,775,000    

4.61%, 02/15/2023, (4.61% fixed rate until 02/15/2022; 3 mo. USD LIBOR + 1.400% thereafter)(5)

    1,830,311  
   

BNP Paribas S.A.

 

    2,915,000    

1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(5)

    2,869,826  
    750,000    

3.50%, 03/01/2023(1)

    791,068  
   

BPCE S.A.

 

    2,000,000    

1.00%, 01/20/2026(1)

    1,959,919  
 

 

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

 

 

  80  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Commercial Banks - 14.2% - (continued)  
$     4,860,000    

1.65%, 10/06/2026, (1.65% fixed rate until 10/06/2025; 3 mo. USD SOFR + 1.520% thereafter)(1)(5)

  $ 4,859,462  
    3,000,000    

2.38%, 01/14/2025(1)

    3,114,840  
    1,500,000    

4.00%, 09/12/2023(1)

    1,615,006  
   

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)(5)

    1,283,342  
    4,500,000    

3.10%, 04/02/2024

    4,806,277  
    1,755,000    

Capital One Financial Corp. 3.90%, 01/29/2024

    1,905,130  
   

CIT Group, Inc.

 

    1,620,000    

5.00%, 08/15/2022

    1,706,184  
    3,980,000    

5.00%, 08/01/2023

    4,323,275  
   

Citigroup, Inc.

 

    5,000,000    

0.78%, 10/30/2024, (0.78% fixed rate until 10/30/2023; 3 mo. USD SOFR + 0.686% thereafter)(5)

    5,005,545  
    1,695,000    

0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(5)

    1,699,899  
    3,550,000    

1.12%, 01/28/2027, (1.12% fixed rate until 01/28/2026; 3 mo. USD SOFR + 0.765% thereafter)(5)

    3,490,525  
    3,000,000    

2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(5)

    3,027,645  
    4,500,000    

2.90%, 12/08/2021

    4,561,520  
    665,000    

Citizens Financial Group, Inc. 2.38%, 07/28/2021

    667,124  
    3,550,000    

Comerica, Inc. 3.70%, 07/31/2023

    3,795,005  
    4,000,000    

Cooperatieve Rabobank UA 1.00%, 09/24/2026, (1.00% fixed rate until 09/24/2025; 12 mo. USD CMT + 0.730% thereafter)(1)(5)

    3,963,870  
   

Credit Agricole S.A.

 

    3,525,000    

1.25%, 01/26/2027, (1.25% fixed rate until 01/26/2026; 3 mo. USD SOFR + 0.892% thereafter)(1)(5)

    3,462,532  
    2,794,000    

1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(1)(5)

    2,846,416  
    735,000    

3.75%, 04/24/2023(1)

    782,137  
   

Credit Suisse Group AG

 

    2,280,000    

1.31%, 02/02/2027, (1.31% fixed rate until 02/02/2026; 3 mo. USD SOFR + 0.980% thereafter)(1)(5)

    2,219,626  
    3,420,000    

2.59%, 09/11/2025, (2.59% fixed rate until 09/11/2024; 3 mo. USD SOFR + 1.560% thereafter)(1)(5)

    3,557,180  
    2,001,000    

3.57%, 01/09/2023(1)

    2,038,272  
   

Danske Bank A/S

 

    3,000,000    

1.17%, 12/08/2023, (1.17% fixed rate until 12/08/2022; 12 mo. USD CMT + 1.030% thereafter)(1)(5)

    3,014,840  
    5,510,000    

5.00%, 01/12/2022(1)

    5,672,668  
    3,000,000    

Deutsche Bank AG 2.22%, 09/18/2024, (2.22% fixed rate until 09/18/2023; 3 mo. USD SOFR + 2.159% thereafter)(5)

    3,077,855  
    2,425,000    

Discover Bank 2.45%, 09/12/2024

    2,539,770  
   

Fifth Third Bancorp

 

    2,430,000    

2.38%, 01/28/2025

    2,541,900  
    2,000,000    

3.65%, 01/25/2024

    2,154,663  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Commercial Banks - 14.2% - (continued)  
   

Goldman Sachs Group, Inc.

 

$     1,250,000    

0.86%, 02/12/2026, (0.86% fixed rate until 02/12/2025; 3 mo. USD SOFR + 0.609% thereafter)(5)

  $ 1,238,822  
    2,360,000    

1.09%, 12/09/2026, (1.09% fixed rate until 12/09/2025; 3 mo. USD SOFR + 0.789% thereafter)(5)

    2,325,407  
    1,500,000    

3.20%, 02/23/2023

    1,572,521  
    2,500,000    

3.63%, 02/20/2024

    2,696,432  
   

HSBC Holdings plc

 

    7,455,000    

1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(5)

    7,397,311  
    3,500,000    

2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD LIBOR + 1.402% thereafter)(5)

    3,666,788  
    2,135,000    

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(5)

    2,185,807  
   

ING Groep N.V.

 

    2,470,000    

1.73%, 04/01/2027, (1.73% fixed rate until 04/01/2026; 3 mo. USD SOFR + 1.005% thereafter)(5)

    2,490,942  
    2,000,000    

4.10%, 10/02/2023

    2,165,541  
   

Intesa Sanpaolo S.p.A.

 

    1,955,000    

3.13%, 07/14/2022(1)

    2,007,094  
    2,000,000    

3.25%, 09/23/2024(1)

    2,133,710  
    1,675,000    

3.38%, 01/12/2023(1)

    1,745,845  
   

JP Morgan Chase & Co.

 
    2,345,000    

0.56%, 02/16/2025, (0.56% fixed rate until 02/16/2024; 3 mo. USD LIBOR + 1.420% thereafter)(5)

    2,330,807  
    4,450,000    

1.04%, 02/04/2027, (1.04% fixed rate until 02/04/2026; 3 mo. USD SOFR + 0.695% thereafter)(5)

    4,368,573  
    4,200,000    

1.05%, 11/19/2026, (1.05% fixed rate until 11/19/2025; 3 mo. USD SOFR + 0.800% thereafter)(5)

    4,136,062  
    3,000,000    

1.51%, 06/01/2024, (1.51% fixed rate until 06/01/2023; 3 mo. USD SOFR + 1.455% thereafter)(5)

    3,057,272  
    4,600,000    

2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(5)

    4,797,241  
    3,750,000    

3.90%, 07/15/2025

    4,152,567  
   

Macquarie Group Ltd.

 
    2,340,000    

1.34%, 01/12/2027, (1.34% fixed rate until 01/12/2026; 3 mo. USD SOFR + 1.069% thereafter)(1)(5)

    2,307,248  
    3,000,000    

3.19%, 11/28/2023, (3.19% fixed rate until 11/28/2022; 3 mo. USD LIBOR + 1.023% thereafter)(1)(5)

    3,118,050  
    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)(5)

    2,056,119  
   

Morgan Stanley

 
    2,000,000    

0.71%, 01/20/2023, 3 mo. USD SOFR + 0.700%(3)

    2,003,961  
    8,615,000    

0.86%, 10/21/2025, (0.86% fixed rate until 10/21/2024; 3 mo. USD SOFR + 0.745% thereafter)(5)

    8,602,034  
    3,425,000    

0.99%, 12/10/2026, (0.99% fixed rate until 12/10/2025; 3 mo. USD SOFR + 0.720% thereafter)(5)

    3,359,879  
 

 

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

 

 

  81  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Commercial Banks - 14.2% - (continued)  
$     3,000,000    

1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(5)

  $ 3,011,305  
    2,675,000    

4.00%, 07/23/2025

    2,981,805  
    3,425,000    

National Bank of Canada 0.55%, 11/15/2024, (0.55% fixed rate until 11/15/2023; 12 mo. USD CMT + 0.400% thereafter)(5)

    3,413,180  
   

Regions Financial Corp.

 
    1,500,000    

2.25%, 05/18/2025

    1,563,303  
    1,500,000    

3.80%, 08/14/2023

    1,608,194  
    3,900,000    

Royal Bank of Canada 2.25%, 11/01/2024

    4,093,495  
   

Santander Holdings USA, Inc.

 
    3,035,000    

3.45%, 06/02/2025

    3,253,210  
    3,530,000    

3.70%, 03/28/2022

    3,620,892  
   

Standard Chartered plc

 
    770,000    

1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)(1)(5)

    772,543  
    2,070,000    

1.46%, 01/14/2027, (1.46% fixed rate until 01/14/2026; 12 mo. USD CMT + 1.000% thereafter)(1)(5)

    2,030,913  
    3,655,000    

2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200% thereafter)(1)(5)

    3,682,051  
    3,400,000    

4.25%, 01/20/2023, (4.25% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.150% thereafter)(1)(5)

    3,487,461  
    2,000,000    

Truist Financial Corp. 1.20%, 08/05/2025

    2,011,424  
   

UBS Group AG

 
    4,230,000    

1.01%, 07/30/2024, (1.01% fixed rate until 07/30/2023; 12 mo. USD CMT + 0.830% thereafter)(1)(5)

    4,256,278  
    2,100,000    

4.13%, 04/15/2026(1)

    2,349,142  
   

UniCredit S.p.A.

 
    3,250,000    

3.75%, 04/12/2022(1)

    3,340,043  
    3,035,000    

6.57%, 01/14/2022(1)

    3,152,074  
   

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)(5)

    7,763,141  
    4,650,000    

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(5)

    4,862,515  
     

 

 

 
        265,995,453  
     

 

 

 
          Commercial Mortgage-Backed Securities - 0.1%  
    2,000,000    

DBJPM Mortgage Trust 1.45%, 04/01/2025, (1.45% fixed rate until 04/01/2024; 3 mo. USD SOFR + 1.131% thereafter)(5)

    2,007,228  
     

 

 

 
          Commercial Services - 1.4%  
   

Equifax, Inc.

 

    3,365,000    

2.60%, 12/01/2024

    3,561,203  
    1,035,000    

3.30%, 12/15/2022

    1,075,019  
    2,555,000    

3.95%, 06/15/2023

    2,732,799  
   

Global Payments, Inc.

 

    9,000,000    

1.20%, 03/01/2026

    8,898,869  
    2,345,000    

2.65%, 02/15/2025

    2,473,605  
    1,500,000    

4.00%, 06/01/2023

    1,601,507  
    500,000    

Howard University, (AGM Insured) 1.99%, 10/01/2025

    501,800  
    2,750,000    

IHS Markit Ltd. 4.13%, 08/01/2023

    2,944,700  
    2,775,000    

Sodexo, Inc. 1.63%, 04/16/2026(1)

    2,780,720  
     

 

 

 
        26,570,222  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Construction Materials - 0.5%  
$     6,100,000    

Carrier Global Corp. 2.24%, 02/15/2025

  $ 6,360,452  
    2,380,000    

Lennox International, Inc. 1.35%, 08/01/2025

    2,376,945  
     

 

 

 
        8,737,397  
     

 

 

 
          Diversified Financial Services - 2.8%  
   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

 
    1,000,000    

1.75%, 01/30/2026

    980,043  
    2,000,000    

3.15%, 02/15/2024

    2,101,434  
    910,000    

3.30%, 01/23/2023

    945,601  
    1,880,000    

4.50%, 09/15/2023

    2,024,008  
   

Air Lease Corp.

 
    2,500,000    

2.25%, 01/15/2023

    2,564,512  
    2,700,000    

2.63%, 07/01/2022

    2,757,807  
   

Aircastle Ltd.

 
    1,200,000    

4.13%, 05/01/2024

    1,275,544  
    1,400,000    

4.40%, 09/25/2023

    1,501,403  
   

Aircastle Ltd.

 
    3,050,000    

5.25%, 08/11/2025(1)

    3,377,704  
    2,690,000    

Ally Financial, Inc. 3.88%, 05/21/2024

    2,916,875  
   

Avolon Holdings Funding Ltd.

 
    4,250,000    

2.88%, 02/15/2025(1)

    4,342,248  
    2,000,000    

4.25%, 04/15/2026(1)

    2,131,840  
    1,880,000    

BOC Aviation Ltd. 1.25%, 05/03/2021, 3 mo. USD LIBOR + 1.050%(3)(6)

    1,880,000  
    2,490,000    

BOC Aviation USA Corp. 1.63%, 04/29/2024(1)

    2,499,387  
    2,500,000    

CNA Financial Corp. 7.25%, 11/15/2023

    2,911,800  
    4,125,000    

LeasePlan Corp. N.V. 2.88%, 10/24/2024(1)

    4,342,314  
    871,089    

Marlette Funding Trust 1.02%, 09/16/2030(1)

    872,130  
   

Synchrony Financial

 

    2,135,000    

2.85%, 07/25/2022

    2,186,908  
    1,245,000    

4.38%, 03/19/2024

    1,355,910  
   

Western Union Co.

 

    4,000,000    

1.35%, 03/15/2026

    3,962,267  
    4,925,000    

2.85%, 01/10/2025

    5,198,862  
     

 

 

 
        52,128,597  
     

 

 

 
          Electric - 2.2%  
    4,000,000    

AES Corp. 1.38%, 01/15/2026(1)

    3,932,392  
    2,500,000    

Ameren Corp. 2.50%, 09/15/2024

    2,631,100  
    1,700,000    

CenterPoint Energy, Inc. 3.85%, 02/01/2024

    1,842,758  
    2,280,000    

Cleco Corporate Holdings LLC 3.74%, 05/01/2026

    2,503,242  
    2,475,000    

Dominion Energy, Inc. 3.07%, 08/15/2024

    2,638,528  
   

Edison International

 

    2,000,000    

2.40%, 09/15/2022

    2,039,955  
    2,750,000    

2.95%, 03/15/2023

    2,846,683  
    1,840,000    

3.55%, 11/15/2024

    1,980,183  
    395,000    

Emera U.S. Finance L.P. 2.70%, 06/15/2021

    395,638  
    1,500,000    

Enel Finance International N.V. 4.25%, 09/14/2023(1)

    1,619,416  
    3,760,000    

Evergy, Inc. 2.45%, 09/15/2024

    3,941,880  
    890,000    

Eversource Energy 3.80%, 12/01/2023

    958,749  
    970,000    

FirstEnergy Corp. 3.35%, 07/15/2022

    989,400  
   

Israel Electric Corp. Ltd.

 

    1,300,000    

6.88%, 06/21/2023(1)

    1,457,431  
    410,000    

6.88%, 06/21/2023(6)

    459,651  
    1,850,000    

ITC Holdings Corp. 2.70%, 11/15/2022

    1,905,588  
   

Public Service Enterprise Group, Inc.

 

    3,500,000    

0.80%, 08/15/2025

    3,425,839  
    3,410,000    

2.88%, 06/15/2024

    3,608,952  
    3,000,000    

Southern Co. 2.35%, 07/01/2021

    3,004,845  
     

 

 

 
        42,182,230  
     

 

 

 
          Electronics - 0.8%  
    4,850,000    

Flex Ltd. 3.75%, 02/01/2026

    5,266,924  
 

 

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

 

 

  82  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Electronics - 0.8% - (continued)  
$     4,000,000    

Jabil, Inc. 1.70%, 04/15/2026

  $ 4,004,879  
    870,000    

Keysight Technologies, Inc. 4.55%, 10/30/2024

    965,744  
    5,325,000    

Roper Technologies, Inc. 1.00%, 09/15/2025

    5,278,869  
     

 

 

 
    15,516,416  
     

 

 

 
      Engineering & Construction - 0.1%  
CAD     1,186,000    

Heathrow Funding Ltd. 3.00%, 06/17/2021(6)

    967,570  
     

 

 

 
      Environmental Control - 0.1%  
$     1,140,000    

Republic Services, Inc. 0.88%, 11/15/2025

    1,127,375  
     

 

 

 
      Food - 0.5%  
 

Conagra Brands, Inc.

 

    1,200,000    

3.25%, 09/15/2022

    1,243,821  
    3,325,000    

4.30%, 05/01/2024

    3,666,460  
    1,850,000    

Sysco Corp. 5.65%, 04/01/2025

    2,163,137  
    2,000,000    

Tyson Foods, Inc. 4.50%, 06/15/2022

    2,071,178  
     

 

 

 
    9,144,596  
     

 

 

 
      Gas - 0.4%  
    975,000    

East Ohio Gas Co. 1.30%, 06/15/2025(1)

    978,174  
    6,180,000    

NiSource, Inc. 0.95%, 08/15/2025

    6,104,942  
     

 

 

 
    7,083,116  
     

 

 

 
      Healthcare - Products - 0.3%  
    2,260,000    

Boston Scientific Corp. 3.45%, 03/01/2024

    2,424,144  
    2,870,000    

Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026

    3,092,998  
     

 

 

 
    5,517,142  
     

 

 

 
      Healthcare - Services - 1.2%  
 

Anthem, Inc.

 

    2,720,000    

2.38%, 01/15/2025

    2,852,976  
    1,500,000    

2.95%, 12/01/2022

    1,557,154  
    1,960,000    

Bon Secours Mercy Health, Inc. 1.35%, 06/01/2025

    1,962,405  
 

CommonSpirit Health

 

    2,985,000    

1.55%, 10/01/2025

    3,009,532  
    3,771,000    

2.76%, 10/01/2024

    3,990,791  
    2,000,000    

HCA, Inc. 4.75%, 05/01/2023

    2,154,635  
 

Howard University

 

    1,965,000    

2.42%, 10/01/2024

    2,024,620  
    655,000    

2.52%, 10/01/2025

    671,830  
    1,685,000    

2.74%, 10/01/2022

    1,724,691  
    1,905,000    

PeaceHealth Obligated Group 1.38%, 11/15/2025

    1,916,492  
    1,590,000    

UnitedHealth Group, Inc. 1.25%, 01/15/2026

    1,603,367  
     

 

 

 
    23,468,493  
     

 

 

 
      Home Builders - 0.3%  
 

Lennar Corp.

 

    834,000    

4.88%, 12/15/2023

    912,162  
    1,750,000    

5.38%, 10/01/2022

    1,859,463  
    2,000,000    

Toll Brothers Finance Corp. 5.88%, 02/15/2022

    2,050,000  
     

 

 

 
        4,821,625  
     

 

 

 
          Insurance - 1.5%  
    3,000,000    

American International Group, Inc. 2.50%, 06/30/2025

    3,160,994  
    1,250,000    

Assurant, Inc. 4.20%, 09/27/2023

    1,349,240  
    590,000    

Brighthouse Financial Global Funding 1.00%, 04/12/2024(1)

    590,865  
   

Equitable Financial Life Global Funding

 
    2,000,000    

1.00%, 01/09/2026(1)

    1,962,245  
    2,020,000    

1.40%, 07/07/2025(1)

    2,029,667  
    510,000    

Equitable Holdings, Inc. 3.90%, 04/20/2023

    541,735  
    2,315,000    

Marsh & McLennan Cos., Inc. 3.88%, 03/15/2024

    2,522,125  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Insurance - 1.5% - (continued)  
$     4,735,000    

Pacific Life Global Funding 1.20%, 06/24/2025(1)

  $ 4,749,972  
    785,000    

Principal Life Global Funding 1.25%, 06/23/2025(1)

    789,189  
    3,000,000    

Radian Group, Inc. 6.63%, 03/15/2025

    3,393,750  
    705,000    

Trinity Acquisition plc 3.50%, 09/15/2021

    711,005  
    3,485,000    

Unum Group 4.50%, 03/15/2025

    3,902,780  
    2,250,000    

Willis North America, Inc. 3.60%, 05/15/2024

    2,424,867  
     

 

 

 
        28,128,434  
     

 

 

 
          Internet - 0.2%  
    1,535,000    

Meituan 2.13%, 10/28/2025(1)

    1,515,738  
    2,000,000    

Netflix, Inc. 5.50%, 02/15/2022

    2,072,500  
     

 

 

 
        3,588,238  
     

 

 

 
          Investment Company Security - 0.2%  
    3,700,000    

Owl Rock Capital Corp. 2.63%, 01/15/2027

    3,677,594  
     

 

 

 
          Iron/Steel - 0.4%  
   

Steel Dynamics, Inc.

 

    395,000    

2.40%, 06/15/2025

    413,080  
    7,000,000    

2.80%, 12/15/2024

    7,405,887  
     

 

 

 
        7,818,967  
     

 

 

 
          IT Services - 1.3%  
   

Hewlett Packard Enterprise Co.

 

    4,550,000    

2.25%, 04/01/2023

    4,687,223  
    1,250,000    

3.50%, 10/05/2021

    1,262,480  
    4,000,000    

HP, Inc. 2.20%, 06/17/2025

    4,159,268  
    5,775,000    

IBM Corp. 3.00%, 05/15/2024

    6,205,548  
    3,850,000    

Leidos, Inc. 2.95%, 05/15/2023(1)

    4,022,018  
   

Seagate HDD Cayman

 

    3,150,000    

4.75%, 06/01/2023

    3,381,695  
    700,000    

4.88%, 03/01/2024

    756,000  
     

 

 

 
        24,474,232  
     

 

 

 
          Lodging - 0.9%  
    4,325,000    

Genting New York LLC 3.30%, 02/15/2026(1)

    4,310,203  
    5,090,000    

Las Vegas Sands Corp. 3.20%, 08/08/2024

    5,337,657  
   

Marriott International, Inc.

 

    1,565,000    

2.13%, 10/03/2022(4)

    1,595,563  
    1,500,000    

2.30%, 01/15/2022

    1,514,403  
    2,500,000    

3.60%, 04/15/2024

    2,662,934  
    2,300,000    

MGM Resorts International 6.00%, 03/15/2023

    2,461,000  
     

 

 

 
        17,881,760  
     

 

 

 
          Machinery - Diversified - 0.4%  
    995,000    

CNH Industrial Capital LLC 4.38%, 04/05/2022

    1,028,944  
    1,850,000    

Otis Worldwide Corp. 2.06%, 04/05/2025

    1,922,543  
   

Roper Technologies, Inc.

 

    3,225,000    

2.35%, 09/15/2024

    3,385,837  
    1,500,000    

3.65%, 09/15/2023

    1,602,902  
     

 

 

 
        7,940,226  
     

 

 

 
          Media - 0.9%  
    2,500,000    

Charter Communications Operating LLC / Charter Communications Operating Capital 4.46%, 07/23/2022

    2,602,764  
    3,185,000    

Comcast Corp. 3.70%, 04/15/2024

    3,472,207  
   

Cox Communications, Inc.

 

    905,000    

2.95%, 06/30/2023(1)

    945,980  
    5,157,000    

3.15%, 08/15/2024(1)

    5,521,106  
    735,000    

Fox Corp. 4.03%, 01/25/2024

    797,380  
    4,125,000    

Videotron Ltd. 5.00%, 07/15/2022

    4,300,312  
     

 

 

 
        17,639,749  
     

 

 

 
          Mining - 0.0%  
    320,000    

Glencore Funding LLC 3.00%, 10/27/2022(1)

    329,818  
     

 

 

 
 

 

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

 

 

  83  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Miscellaneous Manufacturing - 0.2%  
$     1,480,000    

Parker-Hannifin Corp. 2.70%, 06/14/2024

  $ 1,566,825  
    2,780,000    

Siemens Financieringsmaatschappij N.V. 1.20%, 03/11/2026(1)

    2,773,743  
     

 

 

 
        4,340,568  
     

 

 

 
          Office/Business Equipment - 0.2%  
    2,090,000    

CDW LLC / CDW Finance Corp. 4.13%, 05/01/2025

    2,180,978  
    1,495,000    

Xerox Corp. 4.07%, 03/17/2022

    1,520,370  
     

 

 

 
        3,701,348  
     

 

 

 
          Oil & Gas - 3.2%  
   

Aker BP ASA

 

    2,000,000    

2.88%, 01/15/2026(1)

    2,075,674  
    5,845,000    

3.00%, 01/15/2025(1)

    6,072,803  
    3,075,000    

4.75%, 06/15/2024(1)

    3,155,042  
   

Canadian Natural Resources Ltd.

 

    1,250,000    

2.05%, 07/15/2025

    1,275,260  
    875,000    

2.95%, 01/15/2023

    907,641  
    3,000,000    

Chevron USA, Inc. 3.90%, 11/15/2024

    3,310,172  
    2,795,000    

Cimarex Energy Co. 4.38%, 06/01/2024

    3,045,039  
    5,000,000    

Diamondback Energy, Inc. 0.90%, 03/24/2023

    5,001,862  
    3,400,000    

Eni S.p.A. 4.00%, 09/12/2023(1)

    3,650,228  
    2,233,000    

Hess Corp. 3.50%, 07/15/2024

    2,361,633  
    3,000,000    

Marathon Petroleum Corp. 4.50%, 05/01/2023

    3,213,699  
    5,050,000    

Occidental Petroleum Corp. 2.70%, 08/15/2022

    5,081,562  
    4,530,000    

Phillips 66 0.90%, 02/15/2024

    4,535,394  
    5,920,000    

Pioneer Natural Resources Co. 0.75%, 01/15/2024

    5,922,060  
    1,310,000    

Saudi Arabian Oil Co. 1.25%, 11/24/2023(1)

    1,326,640  
   

Valero Energy Corp.

 

    3,500,000    

2.70%, 04/15/2023

    3,638,655  
    4,360,000    

2.85%, 04/15/2025

    4,600,280  
     

 

 

 
        59,173,644  
     

 

 

 
          Packaging & Containers - 0.7%  
   

Berry Global, Inc.

 

    2,950,000    

0.95%, 02/15/2024(1)

    2,942,507  
    5,200,000    

1.57%, 01/15/2026(1)

    5,153,616  
    4,450,000    

Silgan Holdings, Inc. 1.40%, 04/01/2026(1)

    4,397,223  
     

 

 

 
        12,493,346  
     

 

 

 
          Pharmaceuticals - 1.8%  
    5,000,000    

AbbVie, Inc. 2.60%, 11/21/2024

    5,293,658  
    5,000,000    

AstraZeneca plc 0.70%, 04/08/2026

    4,855,829  
   

Bayer U.S. Finance LLC

 

    2,000,000    

3.50%, 06/25/2021(1)

    2,003,983  
    1,400,000    

3.88%, 12/15/2023(1)

    1,505,104  
    1,129,000    

Cigna Corp. 3.75%, 07/15/2023

    1,205,412  
    1,060,000    

CVS Health Corp. 2.63%, 08/15/2024

    1,123,889  
   

Elanco Animal Health, Inc.

 

    4,075,000    

4.91%, 08/27/2021

    4,112,775  
    2,560,000    

5.27%, 08/28/2023

    2,745,600  
   

Teva Pharmaceutical Finance Netherlands B.V.

 
    4,850,000    

2.20%, 07/21/2021

    4,850,000  
    6,400,000    

2.80%, 07/21/2023

    6,336,832  
    755,000    

Upjohn, Inc. 1.65%, 06/22/2025(1)

    762,317  
     

 

 

 
        34,795,399  
     

 

 

 
          Pipelines - 2.1%  
   

Energy Transfer Operating L.P.

 

    1,870,000    

2.90%, 05/15/2025

    1,962,057  
    1,130,000    

4.20%, 09/15/2023

    1,208,471  
    2,150,000    

4.50%, 04/15/2024

    2,361,002  
    935,000    

EQM Midstream Partners L.P. 4.75%, 07/15/2023

    979,272  
    7,500,000    

Gray Oak Pipeline LLC 2.00%, 09/15/2023(1)

    7,646,112  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Pipelines - 2.1% - (continued)  
   

MPLX L.P.

 

$     2,160,000    

1.75%, 03/01/2026

  $ 2,172,199  
    240,000    

3.50%, 12/01/2022

    249,977  
    1,575,000    

ONEOK, Inc. 5.85%, 01/15/2026

    1,854,590  
    5,200,000    

Phillips 66 Partners L.P. 2.45%, 12/15/2024

    5,409,903  
   

Western Midstream Operating L.P.

 

    750,000    

4.00%, 07/01/2022

    767,812  
    5,725,000    

4.35%, 02/01/2025

    6,052,241  
   

Williams Cos., Inc.

 

    3,000,000    

3.60%, 03/15/2022

    3,066,175  
    4,500,000    

4.30%, 03/04/2024

    4,901,494  
     

 

 

 
        38,631,305  
     

 

 

 
          Real Estate - 0.0%  
    780,000    

Progress Residential Trust 1.05%, 04/17/2038(1)

    762,458  
     

 

 

 
          Real Estate Investment Trusts - 2.9%  
   

American Tower Corp.

 

    905,000    

1.30%, 09/15/2025

    906,460  
    3,250,000    

1.60%, 04/15/2026

    3,264,659  
    1,750,000    

3.00%, 06/15/2023

    1,837,897  
    2,350,000    

3.38%, 05/15/2024

    2,525,080  
    3,890,000    

Brandywine Operating Partnership L.P. 4.10%, 10/01/2024

    4,211,551  
   

Crown Castle International Corp.

 

    4,150,000    

1.05%, 07/15/2026

    4,044,582  
    1,500,000    

3.15%, 07/15/2023

    1,581,363  
   

Equinix, Inc.

 

    5,500,000    

1.00%, 09/15/2025

    5,422,347  
    2,000,000    

1.25%, 07/15/2025

    1,996,641  
    5,715,000    

Federal Realty Investment Trust 1.25%, 02/15/2026

    5,691,991  
   

SBA Tower Trust

 

    1,010,000    

0.00%, 11/15/2026

    1,010,000  
    1,390,000    

1.88%, 01/15/2026(1)

    1,411,952  
    1,745,000    

2.84%, 01/15/2025(1)

    1,838,802  
    1,760,000    

3.17%, 04/11/2022(1)

    1,764,294  
    4,020,000    

Scentre Group Trust 1 / Scentre Group Trust 2 3.63%, 01/28/2026(1)

    4,374,303  
    3,325,000    

Simon Property Group L.P. 3.50%, 09/01/2025

    3,630,656  
    3,700,000    

Ventas Realty L.P. 2.65%, 01/15/2025

    3,897,876  
    2,000,000    

WEA Finance LLC 3.15%, 04/05/2022(1)

    2,035,407  
    2,000,000    

Welltower, Inc. 3.63%, 03/15/2024

    2,159,327  
     

 

 

 
        53,605,188  
     

 

 

 
          Retail - 0.7%  
    6,200,000    

7-Eleven, Inc. 0.80%, 02/10/2024(1)

    6,190,266  
    2,350,000    

CVS Health Corp. 2.13%, 06/01/2021

    2,351,222  
    1,790,000    

Dollar Tree, Inc. 3.70%, 05/15/2023

    1,899,603  
    2,865,000    

Nordstrom, Inc. 2.30%, 04/08/2024(1)

    2,875,145  
     

 

 

 
        13,316,236  
     

 

 

 
          Savings & Loans - 0.1%  
    1,400,000    

Nationwide Building Society 3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(1)(5)

    1,442,294  
     

 

 

 
          Semiconductors - 0.8%  
   

Broadcom, Inc.

 

    1,563,000    

3.46%, 09/15/2026

    1,694,441  
    1,500,000    

3.63%, 10/15/2024

    1,630,650  
    2,375,000    

Marvell Technology, Inc. 1.65%, 04/15/2026(1)

    2,366,924  
   

Microchip Technology, Inc.

 

    5,915,000    

0.97%, 02/15/2024(1)

    5,907,276  
    2,400,000    

2.67%, 09/01/2023(1)

    2,502,769  
 

 

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

 

 

  84  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 53.7% - (continued)  
          Semiconductors - 0.8% - (continued)  
$     860,000    

NXP B.V. / NXP Funding LLC 4.88%, 03/01/2024(1)

  $ 954,227  
     

 

 

 
        15,056,287  
     

 

 

 
          Software - 0.6%  
   

Fidelity National Information Services, Inc.

 

    2,720,000    

0.60%, 03/01/2024

    2,714,130  
    3,000,000    

1.15%, 03/01/2026

    2,968,671  
    1,380,000    

Fiserv, Inc. 3.80%, 10/01/2023

    1,483,050  
    3,425,000    

Oracle Corp. 1.65%, 03/25/2026

    3,458,120  
     

 

 

 
        10,623,971  
     

 

 

 
          Telecommunications - 1.9%  
    4,500,000    

AT&T, Inc. 1.70%, 03/25/2026

    4,520,207  
    5,500,000    

Nokia Oyj 3.38%, 06/12/2022

    5,649,600  
    4,500,000    

Sprint Communications, Inc. 6.00%, 11/15/2022

    4,802,670  
    3,565,000    

Sprint Corp. 7.25%, 09/15/2021

    3,640,578  
    1,161,875    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 3.36%, 09/20/2021(1)

    1,169,137  
    2,000,000    

T-Mobile USA, Inc. 3.50%, 04/15/2025(1)

    2,168,760  
    3,450,000    

Telecom Italia S.p.A. 5.30%, 05/30/2024(1)

    3,768,090  
    2,000,000    

Telefonica Emisiones S.A. 4.57%, 04/27/2023

    2,153,920  
   

Verizon Communications, Inc.

 

    3,000,000    

0.80%, 03/20/2026, 3 mo. USD LIBOR + 0.790%(3)

    3,049,920  
    1,000,000    

0.85%, 11/20/2025

    986,264  
    3,000,000    

1.45%, 03/20/2026

    3,013,640  
     

 

 

 
        34,922,786  
     

 

 

 
          Toys/Games/Hobbies - 0.1%  
    1,750,000    

Hasbro, Inc. 2.60%, 11/19/2022

    1,804,212  
     

 

 

 
          Transportation - 0.9%  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    3,000,000    

1.20%, 11/15/2025(1)

    2,968,676  
    1,500,000    

2.70%, 03/14/2023(1)

    1,554,322  
    1,425,000    

2.70%, 11/01/2024(1)

    1,504,121  
    2,065,000    

3.45%, 07/01/2024(1)

    2,223,523  
    1,250,000    

3.90%, 02/01/2024(1)

    1,346,192  
    2,000,000    

4.13%, 08/01/2023(1)

    2,147,112  
    4,450,000    

TTX Co. 3.60%, 01/15/2025(1)

    4,854,466  
     

 

 

 
        16,598,412  
     

 

 

 
          Trucking & Leasing - 0.9%  
    2,650,000    

Aviation Capital Group LLC 3.88%, 05/01/2023(1)

    2,769,518  
    2,950,000    

Avolon Holdings Funding Ltd. 5.13%, 10/01/2023(1)

    3,171,137  
   

DAE Funding LLC

 

    1,450,000    

2.63%, 03/20/2025(1)

    1,463,920  
    5,275,000    

5.25%, 11/15/2021(1)

    5,347,531  
    2,500,000    

GATX Corp. 4.35%, 02/15/2024

    2,737,939  
    1,430,000    

NTT Finance Corp. 1.16%, 04/03/2026(1)

    1,416,758  
    300,000    

Park Aerospace Holdings Ltd. 5.25%, 08/15/2022(1)

    313,541  
     

 

 

 
        17,220,344  
     

 

 

 
   

Total Corporate Bonds
(cost $981,124,786)

  $ 1,006,837,605  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 0.1%  
          Qatar - 0.1%  
    1,960,000    

Qatar Government International Bond 3.88%, 04/23/2023(1)

  $ 2,087,400  
     

 

 

 
   

Total Foreign Government Obligations
(cost $1,946,711)

  $ 2,087,400  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 0.7%  
          General - 0.3%  
$     4,620,000    

Florida State Board of Administration Finance Co. 1.26%, 07/01/2025

  $ 4,663,019  
     

 

 

 
          General Obligation - 0.2%  
    2,805,000    

Cook County, IL, GO 4.74%, 11/15/2022

    2,864,081  
     

 

 

 
          Higher Education - 0.1%  
    2,630,000    

Chicago, IL, Board of Education, GO 5.28%, 12/01/2022

    2,777,062  
     

 

 

 
          Transportation - 0.1%  
    1,750,000    

Alameda Corridor, CA, Transportation Auth, (NATL Insured) 0.00%, 10/01/2022(7)(8)

    1,720,294  
    1,000,000    

Chicago, IL, Transit Auth 2.06%, 12/01/2024

    1,022,465  
     

 

 

 
        2,742,759  
     

 

 

 
   

Total Municipal Bonds
(cost $12,728,855)

  $ 13,046,921  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 18.8%(9)  
          Advertising - 0.1%  
    992,623    

Clear Channel Outdoor Holdings, Inc. 3.69%, 08/21/2026, 3 mo. USD LIBOR + 3.500%

  $ 960,640  
    1,230,000    

E2open LLC 4.00%, 10/29/2027, 3 mo. USD LIBOR + 3.500%

    1,226,544  
     

 

 

 
        2,187,184  
     

 

 

 
          Aerospace/Defense - 0.5%  
    3,102,225    

Great Outdoors Group LLC 5.00%, 03/06/2028, 6 mo. USD LIBOR + 4.250%

    3,112,897  
    354,113    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250%

    356,768  
    3,723,630    

TransDigm, Inc. 2.36%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    3,675,409  
    1,215,074    

Tronox Finance LLC 2.66%, 03/13/2028, 3 mo. USD LIBOR + 2.250%

    1,203,142  
    480,000    

Watlow Electric Manufacturing Co. 0.00%, 03/02/2028(10)

    479,400  
     

 

 

 
        8,827,616  
     

 

 

 
          Airlines - 0.2%  
    1,175,000    

AAdvantage Loyalty IP Ltd. 0.00%, 04/20/2028(10)

    1,207,312  
    293,563    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

    301,110  
    943,063    

Kestrel Bidco, Inc. 4.00%, 12/11/2026, 6 mo. USD LIBOR + 3.000%

    910,942  
    455,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027, 3 mo. USD LIBOR + 5.250%

    485,226  
    1,195,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    1,254,308  
     

 

 

 
    4,158,898  
     

 

 

 
      Apparel - 0.1%  
    1,555,000    

Birkenstock GmbH & Co. KG 0.00%, 04/26/2028(10)

    1,550,148  
     

 

 

 
      Asset-Backed - Finance & Insurance - 0.3%  
EUR     1,290,000    

Bellis Acquisition Co. plc 2.75%, 02/12/2026, 6 mo. EURIBOR + 2.750%

    1,547,304  
$     219,020    

By Crown Parent LLC 4.00%, 02/02/2026, 1 mo. USD LIBOR + 3.000%

    218,746  
    1,800,000    

Fleetcor Technologies Operating Co. LLC 0.00%, 04/21/2028(10)

    1,791,000  
    1,745,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/22/2028(10)

    1,748,630  
    795,000    

PAI Holdco, Inc. 4.50%, 10/28/2027, 3 mo. USD LIBOR + 3.750%

    793,513  
     

 

 

 
    6,099,193  
     

 

 

 
 

 

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

 

 

  85  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Auto Manufacturers - 0.1%  
$     1,437,034    

Navistar International Corp. 3.61%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

  $ 1,435,237  
     

 

 

 
      Auto Parts & Equipment - 0.4%  
    1,315,000    

Adient U.S. LLC 0.00%, 04/08/2028, 1 mo. USD LIBOR + 3.500%(10)

    1,313,027  
    608,209    

Altra Industrial Motion Corp. 2.11%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    604,219  
 

Clarios Global L.P.

 

EUR     2,013,890    

3.25%, 04/30/2026, 1 mo. EURIBOR + 3.250%

    2,401,103  
$     1,487,121    

3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    1,470,763  
    566,593    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    568,956  
    415,000    

Truck Hero, Inc. 4.50%, 01/31/2028, 1 mo. USD LIBOR + 3.750%

    413,917  
     

 

 

 
    6,771,985  
     

 

 

 
      Beverages - 0.2%  
    612,500    

Sunshine Investments B.V. 3.20%, 03/28/2025, 3 mo. USD LIBOR + 3.000%

    609,180  
    2,260,200    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    2,259,138  
     

 

 

 
    2,868,318  
     

 

 

 
      Chemicals - 0.4%  
    929,049    

Axalta Coating Systems U.S. Holdings, Inc. 1.95%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    922,667  
EUR     1,227,702    

CeramTec AcquiCo GmbH 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

    1,441,746  
$     839,246    

CMC Materials, Inc. 2.13%, 11/17/2025, 1 mo. USD LIBOR + 2.000%

    838,196  
    669,665    

Element Solutions, Inc. 2.11%, 01/31/2026, 1 mo. USD LIBOR + 2.000%

    666,524  
    736,875    

Hexion, Inc. 3.71%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

    735,342  
    490,000    

INEOS Styrolution U.S. Holding LLC 3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    487,550  
    251,167    

Minerals Technologies, Inc. 3.00%, 02/14/2024, 2 mo. USD LIBOR + 2.250%

    251,481  
 

Starfruit Finco B.V

 

$     334,129    

2.87%, 10/01/2025, 1 mo. USD LIBOR + 2.750%

    329,952  
EUR     141,620    

3.00%, 10/01/2025, 1 mo. EURIBOR + 3.000%

    169,561  
 

Univar, Inc.

 

$     330,813    

2.11%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    329,099  
    582,409    

2.36%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    580,953  
    809,250    

WR Grace & Co. 1.95%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

    803,181  
     

 

 

 
    7,556,252  
     

 

 

 
      Commercial Services - 2.1%  
 

AlixPartners LLP

 

    1,930,000    

3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

    1,920,659  
EUR     200,000    

3.25%, 02/04/2028, 3 mo. EURIBOR + 3.250%

    239,887  
$     935,133    

Allied Universal Holdco LLC 4.36%, 07/10/2026, 1 mo. USD LIBOR + 4.250%

    932,692  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Commercial Services - 2.1% - (continued)  
 

Amentum Government Services Holdings LLC

 

$     635,200    

3.61%, 01/29/2027, 1 mo. USD LIBOR + 3.500%

  $ 630,118  
    1,580,000    

5.50%, 01/29/2027, 3 mo. USD LIBOR + 4.750%

    1,582,639  
    1,405,000    

Aramark Services, Inc. 2.61%, 04/06/2028, 3 mo. USD LIBOR + 2.500%

    1,397,975  
    385,125    

Belron Finance U.S. LLC 2.44%, 10/30/2026, 1 mo. USD LIBOR + 2.250%

    381,516  
EUR     2,495,000    

Biogroup-LCD 0.00%, 01/28/2028, 3 mo. EURIBOR + 3.500%(10)

    2,980,625  
$     1,985,879    

Blackhawk Network Holdings, Inc. 3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    1,958,851  
    818,448    

BrightView Landscapes LLC 2.63%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    814,356  
 

Deerfield Dakota Holding LLC

 

    2,774,038    

4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

    2,777,505  
EUR     1,985,000    

5.00%, 04/09/2027, 1 mo. EURIBOR + 4.000%

    2,390,188  
$     4,978,610    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    4,949,037  
    464,221    

Fly Funding S.a.r.l. 1.95%, 08/11/2025, 3 mo. USD LIBOR + 1.750%

    454,937  
    1,638,100    

Gainwell Acquisition Corp. 4.75%, 10/01/2027, 3 mo. USD LIBOR + 4.000%

    1,638,100  
    512,200    

KAR Auction Services, Inc. 2.38%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    504,517  
EUR     925,000    

LGC Group Holdings Ltd. 2.75%, 04/21/2027, 1 mo. EURIBOR + 2.750%

    1,097,490  
$     1,962,849    

Quikrete Holdings, Inc. 2.61%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    1,942,396  
EUR     465,797    

Techem Verwaltungsgesellschaft 675 mbH 2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625%

    557,108  
$     1,303,678    

Trans Union LLC 1.86%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    1,293,536  
    478,938    

U.S. Ecology Holdings, Inc. 2.61%, 11/01/2026, 1 mo. USD LIBOR + 2.500%

    478,641  
    3,524,625    

United Rentals, Inc. 1.86%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

    3,533,472  
 

Verisure Holding AB

 

EUR     3,280,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(10)

    3,928,591  
    1,510,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

    1,809,806  
     

 

 

 
    40,194,642  
     

 

 

 
      Construction Materials - 0.3%  
$     156,964    

Advanced Drainage Systems, Inc. 2.38%, 07/31/2026, 1 mo. USD LIBOR + 2.250%

    156,834  
 

Cornerstone Building Brands, Inc.

 

    605,385    

0.00%, 04/12/2028(10)

    599,331  
    1,272,293    

3.86%, 04/12/2025, 1 mo. USD LIBOR + 3.750%

    1,259,570  
    658,222    

Hamilton Holdco LLC 2.21%, 01/02/2027, 3 mo. USD LIBOR + 2.000%

    650,541  
    1,000,000    

Installed Building Products, Inc. 2.36%, 04/15/2025, 1 mo. USD LIBOR + 2.250%

    990,000  
    987,245    

Jeld-Wen, Inc. 2.11%, 12/14/2024, 1 mo. USD LIBOR + 2.000%

    979,841  
    1,135,000    

Tecta America Corp. 0.00%, 04/01/2028(10)

    1,126,487  
     

 

 

 
    5,762,604  
     

 

 

 
 

 

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

 

 

  86  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Distribution/Wholesale - 0.1%  
$     2,561,000    

American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

  $ 2,537,951  
     

 

 

 
      Diversified Financial Services - 0.2%  
    1,619,937    

Crown Finance U.S., Inc. 3.50%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

    1,387,509  
    479,500    

Delos Finance S.a.r.l. 1.95%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

    478,728  
EUR     621,771    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    745,916  
$     2,004,380    

Russell Investments U.S. Inst’l Holdco, Inc. 4.50%, 05/30/2025, 6 mo. USD LIBOR + 3.000%

    1,981,831  
     

 

 

 
    4,593,984  
     

 

 

 
      Electric - 0.0%  
    852,863    

ExGen Renewables LLC 3.75%, 12/15/2027, 3 mo. USD LIBOR + 2.750%

    852,649  
     

 

 

 
      Electrical Components & Equipment - 0.4%  
    1,871,610    

Brookfield WEC Holdings, Inc. 3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750%

    1,849,151  
    758,100    

Energizer Holdings, Inc. 2.75%, 12/22/2027, 1 mo. USD LIBOR + 2.250%

    753,931  
    2,325,000    

Virgin Media Bristol LLC 2.62%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

    2,304,656  
EUR     1,400,000    

Virgin Media SFA Finance Ltd. 2.50%, 01/31/2029, 6 mo. EURIBOR + 2.500%

    1,672,630  
     

 

 

 
    6,580,368  
     

 

 

 
      Energy - Alternate Sources - 0.1%  
$     1,501,721    

BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    1,468,743  
    451,112    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    446,281  
     

 

 

 
    1,915,024  
     

 

 

 
      Engineering & Construction - 0.2%  
    1,635,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    1,620,350  
    1,925,000    

Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    1,870,003  
     

 

 

 
    3,490,353  
     

 

 

 
      Entertainment - 0.1%  
    681,575    

Banijay Entertainment S.A.S 3.86%, 03/01/2025, 1 mo. USD LIBOR + 3.750%

    676,749  
    262,832    

Crown Finance U.S., Inc. 0.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000%(10)

    329,292  
    994,872    

Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    979,760  
     

 

 

 
    1,985,801  
     

 

 

 
      Environmental Control - 0.1%  
    1,698,910    

Clean Harbors, Inc. 1.86%, 06/28/2024, 1 mo. USD LIBOR + 1.750%

    1,699,267  
EUR     397,765    

Fluidra S.A. 2.00%, 07/02/2025, 1 mo. EURIBOR + 2.000%

    478,093  
     

 

 

 
    2,177,360  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Food - 0.5%  
$     1,719,688    

B&G Foods, Inc. 2.61%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

  $ 1,716,111  
 

Froneri International Ltd.

 

    947,838    

2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    933,269  
EUR     1,015,000    

2.63%, 01/29/2027, 6 mo. EURIBOR + 2.625%

    1,206,787  
$     801,720    

Hostess Brands LLC 3.00%, 08/03/2025, 3 mo. USD LIBOR + 2.250%

    797,711  
 

U.S. Foods, Inc.

 

    1,825,924    

1.86%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    1,804,086  
    1,162,300    

2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    1,138,566  
    798,000    

UTZ Quality Foods LLC 3.11%, 01/20/2028, 1 mo. USD LIBOR + 3.000%

    797,002  
     

 

 

 
    8,393,532  
     

 

 

 
      Food Service - 0.1%  
    347,013    

8th Avenue Food & Provisions, Inc. 3.61%, 10/01/2025, 1 mo. USD LIBOR + 3.500%

    346,290  
 

Aramark Services, Inc.

 

    554,934    

1.86%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

    546,910  
    1,009,800    

1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    994,027  
    228,538    

CHG PPC Parent LLC 2.86%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    225,681  
     

 

 

 
    2,112,908  
     

 

 

 
      Gas - 0.0%  
 

Messer Industries GmbH

 

EUR     115,278    

2.50%, 03/01/2026, 3 mo. EURIBOR + 2.500%

    138,160  
$     564,942    

2.70%, 03/01/2026, 3 mo. USD LIBOR + 2.250%

    558,727  
     

 

 

 
    696,887  
     

 

 

 
      Hand/Machine Tools - 0.1%  
    1,467,625    

White Cap Buyer LLC 4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    1,466,554  
     

 

 

 
      Healthcare - Products - 0.3%  
 

Avantor Funding, Inc.

 

    137,277    

3.00%, 11/21/2024, 1 mo. USD LIBOR + 2.000%

    137,071  
    2,728,163    

3.25%, 11/08/2027, 1 mo. USD LIBOR + 2.250%

    2,727,480  
    566,424    

Surf Holdings LLC 3.68%, 03/05/2027, 3 mo. USD LIBOR + 3.500%

    560,630  
    1,660,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(10)

    1,658,755  
     

 

 

 
    5,083,936  
     

 

 

 
      Healthcare - Services - 1.1%  
 

Agiliti Health, Inc.

 

    675,689    

0.00%, 01/04/2026, 1 mo. USD LIBOR + 2.750%(10)

    670,622  
    382,941    

2.88%, 01/04/2026, 1 mo. USD LIBOR + 2.750%

    379,111  
    697,575    

Catalent Pharma Solutions, Inc. 2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    697,282  
    322,498    

CPI Holdco LLC 4.11%, 11/04/2026, 1 mo. USD LIBOR + 4.000%

    322,498  
EUR     950,000    

Elsan SAS 0.00%, 02/05/2028(10)

    1,140,173  
 

 

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

 

 

  87  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Healthcare - Services - 1.1% - (continued)  
$     656,900    

Emerald TopCo, Inc. 3.61%, 07/24/2026, 3 mo. USD LIBOR + 3.500%

  $ 650,495  
    1,097,465    

Ensemble RCM LLC 3.94%, 08/03/2026, 3 mo. USD LIBOR + 3.750%

    1,094,128  
    808,869    

Envision Healthcare Corp. 3.86%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    676,546  
    314,209    

eResearchTechnology, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 4.500%(10)

    314,733  
    1,531,766    

EyeCare Partners LLC 3.86%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

    1,511,286  
    697,790    

Gentiva Health Services, Inc. 2.88%, 07/02/2025, 1 mo. USD LIBOR + 2.750%

    695,752  
    735,000    

Insulet Corp. 0.00%, 04/29/2028(10)

    735,919  
EUR     578,638    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    694,317  
$     706,030    

MED ParentCo L.P. 4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    702,323  
    1,480,834    

MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    1,472,512  
    1,875,000    

Organon & Co. 0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(10)

    1,869,525  
    610,000    

Packaging Coordinators Midco, Inc. 4.50%, 11/30/2027, 3 mo. USD LIBOR + 3.750%

    609,622  
    990,393    

Pathway Vet Alliance LLC 3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

    983,787  
    1,995,000    

PPD, Inc. 2.75%, 01/13/2028, 1 mo. USD LIBOR + 2.250%

    1,990,013  
 

Surgery Center Holdings, Inc.

 

    945,000    

0.00%, 08/31/2026(10)

    941,012  
    1,122,145    

4.25%, 09/03/2024, 1 mo. USD LIBOR + 3.750%

    1,117,410  
    497,800    

Syneos Health, Inc. 1.86%, 08/01/2024, 1 mo. USD LIBOR + 1.750%

    495,934  
    1,505,350    

Universal Health Services, Inc. 1.86%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

    1,500,337  
     

 

 

 
    21,265,337  
     

 

 

 
      Household Products - 0.2%  
    1,343,080    

Diamond (BC) B.V. 3.19%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    1,336,364  
    786,253    

Reynolds Consumer Products LLC 1.86%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    781,536  
    972,563    

Weber-Stephen Products LLC 4.00%, 10/30/2027, 1 mo. USD LIBOR + 3.250%

    971,648  
     

 

 

 
    3,089,548  
     

 

 

 
      Insurance - 0.9%  
    2,202,089    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    2,165,380  
    490,000    

Alliant Holdings Intermediate LLC 0.00%, 10/08/2027(10)

    489,456  
 

Asurion LLC

 

    1,257,626    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    1,254,218  
    2,826,901    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    2,806,152  
    875,000    

3.36%, 07/31/2027, 1 mo. USD LIBOR + 3.250%

    868,254  
    1,055,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    1,069,506  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Insurance - 0.9% - (continued)  
$     473,813    

Camelot U.S. Acquisition 1 Co. 4.00%, 10/30/2026, 1 mo. USD LIBOR + 3.000%

  $ 473,813  
 

Hub International Ltd.

 

    1,346,913    

3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    1,328,271  
    533,260    

4.00%, 04/25/2025, 3 mo. USD LIBOR + 3.250%

    532,428  
    687,492    

Hyperion Insurance Group Ltd. 4.75%, 11/12/2027, 1 mo. USD LIBOR + 3.750%

    686,633  
    402,598    

NFP Corp. 3.36%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

    396,615  
    988,629    

Ryan Specialty Group LLC 3.75%, 09/01/2027, 1 mo. USD LIBOR + 3.000%

    986,157  
 

Sedgwick Claims Management Services, Inc.

 

    1,748,293    

3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    1,722,296  
    1,650,824    

3.86%, 09/03/2026, 1 mo. USD LIBOR + 3.750%

    1,641,250  
    337,450    

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

    337,521  
     

 

 

 
    16,757,950  
     

 

 

 
      Investment Company Security - 0.0%  
    528,440    

FinCo LLC 2.61%, 06/27/2025, 1 mo. USD LIBOR + 2.500%

    526,570  
     

 

 

 
      IT Services - 0.4%  
    1,970,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    1,949,078  
 

Science Applications International Corp.

 

    1,847,625    

1.99%, 10/31/2025, 1 mo. USD LIBOR + 1.875%

    1,839,662  
    1,590,667    

1.99%, 03/12/2027, 1 mo. USD LIBOR + 1.875%

    1,583,716  
    1,650,817    

Tempo Acquisition LLC 3.75%, 11/02/2026, 1 mo. USD LIBOR + 3.250%

    1,648,060  
     

 

 

 
    7,020,516  
     

 

 

 
      Leisure Time - 0.6%  
 

Caesars Resort Collection LLC

 

    2,925,127    

2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    2,891,108  
    746,250    

4.61%, 07/21/2025, 1 mo. USD LIBOR + 4.500%

    747,959  
    560,763    

Carnival Corp. 8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

    576,884  
    2,733,990    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    2,715,426  
    1,630,850    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    1,615,895  
    1,201,988    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    1,198,610  
    894,227    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 1 mo. USD LIBOR + 2.250%

    889,202  
    899,296    

UFC Holdings LLC 3.75%, 04/29/2026, 6 mo. USD LIBOR + 3.000%

    895,501  
     

 

 

 
    11,530,585  
     

 

 

 
      Lodging - 0.3%  
    1,377,672    

Boyd Gaming Corp. 2.34%, 09/15/2023, 1 mo. USD LIBOR + 2.250%

    1,374,654  
    468,631    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    463,007  
    978,206    

Four Seasons Hotels Ltd. 2.11%, 11/30/2023, 1 mo. USD LIBOR + 2.000%

    975,486  
 

 

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

 

 

  88  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Lodging - 0.3% - (continued)  
$     974,847    

Hilton Worldwide Finance LLC 1.86%, 06/22/2026, 1 mo. USD LIBOR + 1.750%

  $ 965,508  
    1,494,877    

Station Casinos LLC 2.50%, 02/08/2027, 1 mo. USD LIBOR + 2.250%

    1,472,110  
     

 

 

 
    5,250,765  
     

 

 

 
      Machinery - Construction & Mining - 0.1%  
    960,000    

Brown Group Holding LLC 0.00%, 04/27/2028(10)

    954,902  
EUR     850,000    

Concorde Midco Ltd. 0.00%, 03/01/2028(10)

    1,021,657  
    616,118    

Pro Mach Group, Inc. 4.50%, 03/07/2025, 3 mo. USD LIBOR + 3.500%

    614,578  
     

 

 

 
    2,591,137  
     

 

 

 
      Machinery - Diversified - 0.1%  
$     875,600    

Filtration Group Corp. 4.50%, 03/29/2025, 1 mo. USD LIBOR + 3.750%

    874,505  
 

Gardner Denver, Inc.

 

    972,558    

1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    959,186  
    342,413    

2.86%, 03/01/2027, 1 mo. USD LIBOR + 2.750%

    341,628  
EUR     280,000    

Vertical Midco GmbH 4.25%, 07/29/2027, 6 mo. EURIBOR + 4.250%

    337,997  
     

 

 

 
    2,513,316  
     

 

 

 
      Media - 1.9%  
 

Adevinta ASA

 

    800,000    

0.00%, 04/20/2028, 3 mo. EURIBOR + 3.250%(10)

    961,877  
$     550,000    

0.00%, 04/20/2028, 1 mo. USD LIBOR + 3.750%(10)

    549,142  
    1,236,900    

Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500%

    1,235,997  
    839,550    

Altice Financing S.A. 2.95%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    821,500  
EUR     370,000    

Banijay Entertainment S.A.S 3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750%

    444,321  
$     2,845,000    

Cable One, Inc. 0.00%, 04/30/2028(10)

    2,841,444  
    1,607,015    

Charter Communications Operating LLC 1.87%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

    1,598,723  
 

CSC Holdings LLC

 

    909,600    

2.37%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    898,257  
    1,221,875    

2.37%, 01/15/2026, 1 mo. USD LIBOR + 2.250%

    1,207,469  
    1,089,274    

2.62%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    1,082,009  
 

E.W. Scripps Co.

 

    695,853    

3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563%

    691,393  
    877,800    

3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000%

    875,746  
    1,193,748    

Gray Television, Inc. 2.62%, 01/02/2026, 1 mo. USD LIBOR + 2.500%

    1,184,962  
    679,688    

Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    678,471  
    821,127    

MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

    820,101  
    1,051,987    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    1,050,230  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Media - 1.9% - (continued)  
$     288,381    

NASCAR Holdings, Inc. 2.86%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

  $ 286,258  
 

Nexstar Broadcasting, Inc.

 

    252,848    

2.36%, 01/17/2024, 1 mo. USD LIBOR + 2.250%

    251,652  
    1,915,296    

2.62%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    1,905,489  
 

Nielsen Finance LLC

 

EUR     549,983    

3.75%, 06/04/2025, 1 mo. EURIBOR + 3.750%

    662,539  
$     168,245    

4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

    168,442  
    705,600    

Numericable Group S.A. 2.94%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

    690,310  
    879,464    

Sinclair Television Group, Inc. 2.62%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    867,099  
    1,367,722    

Terrier Media Buyer, Inc. 3.61%, 12/17/2026, 1 mo. USD LIBOR + 3.500%

    1,356,178  
 

UPC Broadband Holding B.V.

 

EUR     1,250,000    

0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(10)

    1,498,890  
    780,000    

3.50%, 01/31/2029, 6 mo. EURIBOR + 3.500%

    935,308  
$     2,223,076    

3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

    2,202,936  
    2,230,000    

UPC Financing Partnership 0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(10)

    2,209,796  
    1,323,358    

Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    1,325,012  
 

Virgin Media Bristol LLC

 

    585,000    

0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(10)

    583,684  
EUR     800,000    

0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(10)

    961,203  
    1,310,000    

Ziggo B.V. 3.00%, 01/31/2029, 6 mo. EURIBOR + 3.000%

    1,564,537  
$     1,345,000    

Ziggo Financing Partnership 2.62%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    1,330,245  
     

 

 

 
    35,741,220  
     

 

 

 
      Metal Fabricate/Hardware - 0.2%  
    769,188    

Cardtronics USA, Inc. 5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

    768,418  
    1,163,936    

Circor International, Inc. 4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

    1,157,535  
    1,400,240    

Rexnord LLC 1.86%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

    1,397,985  
     

 

 

 
    3,323,938  
     

 

 

 
      Miscellaneous Manufacturing - 0.3%  
    1,054,709    

Core & Main L.P. 3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

    1,050,406  
    680,598    

H.B. Fuller Co. 2.12%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

    678,815  
    1,232,550    

Ingersoll-Rand Services Co. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    1,215,602  
    505,988    

Momentive Performance Materials USA LLC 3.37%, 05/15/2024, 1 mo. USD LIBOR + 3.250%

    499,875  
    578,719    

Tamko Building Products LLC 3.11%, 06/01/2026, 1 mo. USD LIBOR + 3.000%

    573,655  
 

 

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

 

 

  89  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Miscellaneous Manufacturing - 0.3% - (continued)  
$     1,694,084    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

  $ 1,675,026  
     

 

 

 
        5,693,379  
     

 

 

 
          Oil & Gas - 0.1%  
    732,614    

Buckeye Partners, L.P. 2.36%, 11/01/2026, 3 mo. USD LIBOR + 2.250%

    729,346  
    765,375    

NorthRiver Midstream Finance L.P. 3.45%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

    752,616  
    651,580    

Traverse Midstream Partners LLC 6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500%

    650,968  
     

 

 

 
        2,132,930  
     

 

 

 
          Oil & Gas Services - 0.2%  
    643,526    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    633,069  
    2,245,013    

UGI Energy Services LLC 3.86%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    2,236,594  
     

 

 

 
        2,869,663  
     

 

 

 
          Packaging & Containers - 0.6%  
   

Berlin Packaging LLC

 

    989,451    

3.12%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

    974,767  
    1,850,000    

3.75%, 03/05/2028, 3 mo. USD LIBOR + 3.250%

    1,829,761  
    211,266    

Berry Global, Inc. 1.86%, 07/01/2026, 1 mo. USD LIBOR + 1.750%

    209,351  
   

Flex Acquisition Co., Inc.

 

    985,954    

3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    970,061  
    1,823,540    

4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    1,802,769  
    920,000    

NIC Acquisition Corp. 4.50%, 12/29/2027, 6 mo. USD LIBOR + 3.750%

    919,430  
    1,295,000    

Proampac PG Borrower LLC 5.00%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    1,296,904  
    822,861    

Reynolds Group Holdings, Inc. 2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    820,689  
   

TricorBraun Holdings, Inc.

 

    359,908    

1.70%, 03/03/2028, 3 mo. USD LIBOR + 3.250%(11)

    356,259  
    1,600,092    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    1,583,867  
     

 

 

 
        10,763,858  
     

 

 

 
          Pharmaceuticals - 0.6%  
   

Bausch Health Cos., Inc.

 

    993,750    

2.86%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

    990,650  
    802,750    

3.11%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    801,193  
    5,131,202    

Elanco Animal Health, Inc. 1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    5,057,004  
    1,439,621    

Endo Luxembourg Finance Co. S.a r.l. 5.75%, 03/27/2028, 1 mo. USD LIBOR + 5.000%

    1,400,031  
    1,850,000    

Horizon Therapeutics USA, Inc. 2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

    1,843,063  
    524,008    

IQVIA, Inc. 1.86%, 03/07/2024, 1 mo. USD LIBOR + 1.750%

    522,174  
     

 

 

 
        10,614,115  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
          Real Estate - 0.2%  
$     488,750    

Belron Finance U.S. LLC 2.50%, 11/13/2025, 3 mo. USD LIBOR + 2.250%

  $ 485,695  
EUR     1,075,000    

Boels Topholding B.V. 4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    1,294,616  
$     1,345,909    

VICI Properties LLC 1.86%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    1,331,185  
     

 

 

 
    3,111,496  
     

 

 

 
      Retail - 1.1%  
    1,772,491    

B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    1,743,404  
 

Beacon Roofing Supply, Inc.

 

    1,849,440    

0.00%, 04/23/2028, 1 mo. USD LIBOR + 2.500%(10)

    1,842,505  
    154,567    

2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    153,859  
    790,000    

Belron Finance U.S. LLC 0.00%, 04/13/2028(10)

    786,050  
EUR     640,000    

Blitz GmbH 0.00%, 02/12/2028, 1 mo. USD LIBOR + 3.500%(10)

    767,616  
$     331,650    

Buzz Merger Sub Ltd. 2.86%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

    329,163  
    947,110    

Coty, Inc. 2.36%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    906,271  
    875,000    

EG Group Ltd. 0.00%, 03/10/2026(10)

    868,437  
    1,910,000    

Foundation Building Materials Holding Co. LLC 3.75%, 02/03/2028, 3 mo. USD LIBOR + 3.250%

    1,892,886  
    1,543,776    

Harbor Freight Tools USA, Inc. 3.75%, 10/19/2027, 1 mo. USD LIBOR + 3.000%

    1,542,001  
    472,814    

IRB Holding Corp. 3.75%, 02/05/2025, 6 mo. USD LIBOR + 2.750%

    469,022  
    1,741,747    

KFC Holding Co. 1.87%, 03/15/2028, 1 mo. USD LIBOR + 1.750%

    1,740,876  
 

LBM Acquisition LLC

 

    273,504    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(10)(11)

    272,744  
    1,230,769    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    1,227,348  
    1,725,675    

Les Schwab Tire Centers 4.25%, 11/02/2027, 6 mo. USD LIBOR + 3.500%

    1,724,243  
    1,750,000    

Michaels Cos., Inc. 0.00%, 04/15/2028(10)

    1,741,617  
    1,365,000    

Petco Health and Wellness Co., Inc.
4.00%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    1,356,278  
    1,150,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

    1,152,300  
    996,316    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    973,152  
     

 

 

 
    21,489,772  
     

 

 

 
      Semiconductors - 0.1%  
    552,813    

Entegris, Inc. 2.11%, 11/06/2025, 1 mo. USD LIBOR + 2.000%

    551,950  
    562,159    

ON Semiconductor Corp. 2.11%, 09/19/2026, 1 mo. USD LIBOR + 2.000%

    560,753  
     

 

 

 
    1,112,703  
     

 

 

 
      Software - 1.8%  
    1,425,381    

Aristocrat Technologies, Inc. 1.94%, 10/19/2024, 3 mo. USD LIBOR + 1.750%

    1,415,760  
    485,000    

Athenahealth, Inc. 4.45%, 02/11/2026, 3 mo. USD LIBOR + 4.250%

    486,212  
    809,487    

CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

    809,560  
 

 

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

 

 

  90  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Software - 1.8% - (continued)  
$     1,588,888    

CDW LLC 1.87%, 10/13/2026, 1 mo. USD LIBOR + 1.750%

  $ 1,590,540  
    1,027,426    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 3 mo. USD LIBOR + 2.500%

    1,025,793  
    2,458,517    

DCert Buyer, Inc. 4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    2,454,755  
    541,588    

Epicor Software Corp. 4.00%, 07/30/2027, 1 mo. USD LIBOR + 3.250%

    540,478  
    996,263    

EVO Payments International LLC 3.37%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    992,278  
    1,012,231    

Finastra USA, Inc. 4.50%, 06/13/2024, 6 mo. USD LIBOR + 3.500%

    993,890  
 

Go Daddy Operating Co. LLC

 

    1,110,627    

1.86%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

    1,101,186  
    967,688    

2.11%, 08/10/2027, 1 mo. USD LIBOR + 2.000%

    960,778  
    1,597,049    

Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    1,597,544  
    1,100,000    

Ingram Micro, Inc. 0.00%, 03/31/2028(10)

    1,100,000  
    143,728    

MA Finance Co. LLC 2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    141,797  
    208,947    

Navicure, Inc. 4.11%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    207,903  
 

Peraton Holding Corp.

 

    1,173,311    

0.00%, 02/01/2028(10)

    1,171,844  
    666,689    

4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    665,856  
    1,580,000    

Playtika Holding Corp. 0.00%, 03/13/2028(10)

    1,570,915  
    125,000    

Press Ganey Holdings, Inc. 0.00%, 07/24/2026(10)

    124,740  
    2,035,000    

RealPage, Inc. 0.00%, 04/24/2028(10)

    2,024,581  
    970,634    

Seattle Spinco, Inc. 2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    957,588  
    780,000    

Signal Parent, Inc. 0.00%, 03/25/2028(10)

    771,716  
    272,826    

SS&C European Holdings S.a.r.l. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    269,443  
    1,874,719    

SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    1,852,331  
 

Ultimate Software Group, Inc.

 

    635,325    

3.86%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    635,261  
    1,547,484    

4.00%, 05/04/2026, 3 mo. USD LIBOR + 3.250%

    1,547,964  
    196,471    

Verint Systems, Inc. 2.12%, 06/28/2024, 1 mo. USD LIBOR + 2.000%

    195,489  
    607,406    

Verscend Holding Corp. 4.11%, 08/27/2025, 3 mo. USD LIBOR + 4.000%

    606,835  
    504,238    

Western Digital Corp. 1.86%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

    503,335  
    2,695,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(10)

    2,682,792  
    3,541,175    

Zelis Healthcare Corp. 3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    3,519,043  
     

 

 

 
    34,518,207  
     

 

 

 
      Telecommunications - 0.7%  
    1,656,929    

Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    1,642,017  
    1,017,125    

CenturyLink, Inc. 2.36%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    1,004,665  
    1,710,844    

Ciena Corp. 1.87%, 09/26/2025, 1 mo. USD LIBOR + 1.750%

    1,709,133  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 18.8%(9) - (continued)  
      Telecommunications - 0.7% - (continued)  
$     375,211    

Consolidated Communications, Inc. 4.25%, 10/02/2027, 1 mo. USD LIBOR + 3.500%

  $ 374,273  
    490,000    

Frontier Communications Corp. 4.50%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    487,957  
    1,344,926    

Level 3 Financing, Inc. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    1,328,115  
EUR     1,237,234    

Lorca Finco plc 4.25%, 09/17/2027, 6 mo. EURIBOR + 4.250%

    1,487,464  
$     2,630,000    

Telenet Financing USD LLC 2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    2,593,838  
 

Zayo Group Holdings, Inc.

 

    1,898,776    

3.11%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    1,878,516  
EUR     430,650    

3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250%

    515,900  
     

 

 

 
    13,021,878  
     

 

 

 
      Transportation - 0.4%  
    240,000    

Boluda Corp. Maritima S.L. 3.50%, 07/30/2026, 3 mo. EURIBOR + 3.500%

    287,983  
$     1,020,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    1,017,134  
    3,118,500    

Genesee & Wyoming, Inc. 2.20%, 12/30/2026, 3 mo. USD LIBOR + 2.000%

    3,105,402  
    670,000    

PODS LLC 0.00%, 03/31/2028(10)

    666,771  
    823,715    

Savage Enterprises LLC 3.12%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    822,174  
    1,430,000    

United Airlines, Inc. 0.00%, 04/13/2028(10)

    1,445,830  
EUR     225,000    

Zephyr German BidCo GmbH 0.00%, 03/10/2028, 3 mo. EURIBOR + 3.750%(10)

    271,729  
     

 

 

 
    7,617,023  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $351,250,128)

  $ 351,855,290  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 5.8%  
      Mortgage-Backed Agencies - 5.8%  
      FHLMC - 2.3%  
$     1,713,073    

1.00%, 05/25/2033

  $ 1,736,719  
    6,708,685    

1.00%, 01/15/2041

    6,782,516  
    4,955,373    

1.00%, 05/15/2041

    5,032,542  
    2,228,140    

1.00%, 06/15/2044

    2,256,223  
    1,309,685    

1.06%, 11/25/2048, 1 mo. USD LIBOR + 0.950%(1)(3)

    1,309,685  
    3,238,857    

1.25%, 07/15/2031

    3,282,351  
    943,245    

1.50%, 01/15/2027

    959,607  
    5,865,846    

1.75%, 07/25/2021(2)

    254  
    2,635,642    

2.00%, 09/15/2041

    2,707,629  
    3,332,149    

2.50%, 12/15/2042

    3,465,970  
    3,197,569    

3.00%, 04/01/2031

    3,378,100  
    503,134    

3.50%, 04/01/2027

    543,645  
    4,371,930    

3.50%, 03/01/2032

    4,715,872  
    333,455    

3.50%, 09/15/2043

    348,221  
    1,055,016    

3.75%, 05/15/2039

    1,090,677  
    5,930,647    

4.81%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(3)

    6,144,136  
     

 

 

 
    43,754,147  
     

 

 

 
      FNMA - 2.4%  
    1,527,350    

1.50%, 11/25/2042

    1,563,835  
    678,469    

1.75%, 05/25/2040

    685,789  
    3,851,692    

2.00%, 04/25/2034

    3,973,801  
 

 

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

 

 

  91  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 5.8% - (continued)  
      Mortgage-Backed Agencies - 5.8% - (continued)  
      FNMA - 2.4% - (continued)  
$     671,526    

2.00%, 07/25/2039

  $ 675,215  
    4,053,332    

2.00%, 12/25/2042

    4,157,728  
    6,213,176    

2.50%, 03/25/2035

    6,431,602  
    4,577,791    

3.00%, 02/25/2043

    4,814,254  
    220,724    

3.00%, 04/25/2043

    229,045  
    1,728,521    

3.00%, 05/25/2047

    1,789,771  
    4,453,586    

3.25%, 11/25/2043

    4,632,327  
    686,849    

3.50%, 11/01/2026

    734,706  
    2,116,150    

3.50%, 12/01/2026

    2,289,914  
    296,172    

3.50%, 12/01/2028

    320,370  
    4,066,459    

3.50%, 10/25/2035

    4,391,490  
    2,477,010    

3.50%, 07/25/2045

    2,586,083  
    1,130,504    

3.50%, 05/25/2056

    1,188,448  
    4,558,332    

FNMA 4.00%, 11/25/2041

    4,989,737  
     

 

 

 
        45,454,115  
     

 

 

 
          GNMA - 0.8%      
    2,354,943    

2.00%, 05/20/2046

    2,429,491  
    5,795,071    

2.50%, 10/20/2041

    6,020,318  
    2,586,945    

2.50%, 07/20/2042

    2,713,378  
    1,380,600    

3.00%, 08/20/2045

    1,449,382  
    1,117,720    

3.50%, 05/20/2048

    1,217,389  
    113,370    

5.00%, 08/20/2039

    125,608  
     

 

 

 
        13,955,566  
     

 

 

 
          UMBS - 0.3%      
    5,600,000    

3.50%, 05/18/2036(12)

    5,989,594  
     

 

 

 
   

Total U.S. Government Agencies
(cost $105,917,764)

  $ 109,153,422  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 1.4%  
          U.S. Treasury Securities - 1.4%      
          U.S. Treasury Notes - 1.4%      
    10,000,000    

0.13%, 05/15/2023

  $ 9,989,063  
    5,000,000    

0.13%, 02/15/2024

    4,976,953  
    9,950,000    

1.38%, 02/15/2023

    10,167,656  
     

 

 

 
   

Total U.S. Government Securities
(cost $25,040,877)

  $ 25,133,672  
     

 

 

 
   

Total Long-Term Investments
(cost $1,838,268,603)

  $ 1,870,053,443  
     

 

 

 
SHORT-TERM INVESTMENTS - 1.1%  
          Repurchase Agreements - 1.1%      
    21,510,085    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $21,510,094; collateralized by U.S. Treasury Inflation Index Government Bond at 1.750%, maturing 01/15/2028, with a market value of $21,940,421

  $ 21,510,085  
     

 

 

 
          Securities Lending Collateral - 0.0%  
    22,146    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(13)

    22,146  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.1% - (continued)  
          Securities Lending Collateral - 0.0% - (continued)  
    155,335    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(13)

  $ 155,335  
     

 

 

 
        177,481  
     

 

 

 
   

Total Short-Term Investments
(cost $21,687,566)

  $ 21,687,566  
     

 

 

 
                            

Total Investments
(cost $1,859,956,169)

    100.9    $ 1,891,741,009  
   

Other Assets and Liabilities

    (0.9 )%       (17,773,780
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     1,873,967,229  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $645,083,735, representing 34.4% 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, 2021. Base lending rates may be subject to a floor or cap.

 

(4) 

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

 

(5) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(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, 2021, the aggregate value of these securities was $3,307,221, representing 0.2% of net assets.

 

(7) 

Security disclosed is interest-only strips.

 

(8) 

Security is a zero-coupon bond.

 

(9) 

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. 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, 2021.

 

 

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

 

 

  92  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

(10) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(11) 

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2021, the aggregate value of the unfunded commitment was $629,003, which rounds to 0.0% of total net assets.

(12) 

Represents or includes a TBA transaction.

 

(13) 

Current yield as of period end.

 
Futures Contracts Outstanding at April 30, 2021  

Description

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

U.S. Treasury 2-Year Note Future

     1,484        06/30/2021      $     327,604,593      $ (185,919
           

 

 

 
Short position contracts:  

U.S. Treasury 5-Year Note Future

     1,675        06/30/2021      $ 207,595,312      $ 1,471,324  

U.S. Treasury 10-Year Note Future

     260        06/21/2021        34,328,125        596,805  
           

 

 

 

Total

 

   $ 2,068,129  
           

 

 

 

Total futures contracts

 

   $     1,882,210  
           

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  2,614,000      EUR      3,162,574      USD    BCLY      05/06/2021     $     $ (19,535
  59,000      GBP      81,869      USD    BCLY      05/28/2021             (382
  926,754      USD      1,186,000      CAD    SSG      06/17/2021             (38,244
  3,070,475      USD      2,614,000      EUR    UBS      05/06/2021             (72,564
  43,554,828      USD      35,994,000      EUR    BNP      05/28/2021       256,563        
  3,164,370      USD      2,614,000      EUR    BCLY      06/04/2021       19,492        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     276,055     $     (130,725
                

 

 

   

 

 

 

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 361,939,133     $     $ 361,939,133     $  

Corporate Bonds

     1,006,837,605             1,006,837,605        

Foreign Government Obligations

     2,087,400             2,087,400        

Municipal Bonds

     13,046,921             13,046,921        

Senior Floating Rate Interests

     351,855,290             351,855,290        

U.S. Government Agencies

     109,153,422             109,153,422        

U.S. Government Securities

     25,133,672             25,133,672        

Short-Term Investments

     21,687,566       177,481       21,510,085        

Foreign Currency Contracts(2)

     276,055             276,055        

Futures Contracts(2)

     2,068,129       2,068,129              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     1,894,085,193     $     2,245,610     $     1,891,839,583     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (130,725   $     $ (130,725   $  

Futures Contracts(2)

     (185,919     (185,919            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (316,644   $ (185,919   $ (130,725   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.8%  
          Asset-Backed - Automobile - 0.2%  
$     2,100,000    

Carvana Auto Receivables Trust
4.55%, 01/10/2028(1)

  $ 2,122,138  
    475,000    

Exeter Automobile Receivables Trust
2.73%, 12/15/2025(1)

    489,205  
    3,228,261    

PMT Credit Risk Transfer Trust 3.02%, 02/27/2024,
1 mo. USD LIBOR + 2.900%(1)(2)

    3,224,838  
     

 

 

 
        5,836,181  
     

 

 

 
          Asset-Backed - Credit Card - 0.1%  
    4,000,000    

Mercury Financial Credit Card Master Trust
6.26%, 03/20/2026(1)

    4,027,004  
     

 

 

 
          Asset-Backed - Finance & Insurance - 1.6%  
    975,732    

Aaset Trust 6.41%, 01/16/2040(1)

    610,011  
    2,183,000    

Atlas Senior Loan Fund Ltd. 5.93%, 07/26/2031,
3 mo. USD LIBOR + 5.750%(1)(2)

    1,928,163  
    305,000    

Ballyrock CLO Ltd. 7.20%, 01/20/2034,
3 mo. USD LIBOR + 7.000%(1)(2)

    305,610  
    39,036    

Bayview Koitere Fund Trust 4.00%, 11/28/2053(1)(3)

    39,930  
   

Bellemeade Re Ltd.

 

    1,177,000    

4.51%, 06/25/2030, 1 mo. USD LIBOR + 4.400%(1)(2)

    1,181,296  
    665,000    

6.11%, 08/26/2030, 1 mo. USD LIBOR + 6.000%(1)(2)

    685,842  
   

CIFC Funding Ltd.

 

    2,660,000    

5.14%, 04/19/2029, 3 mo. USD LIBOR + 4.950%(1)(2)

    2,554,116  
    2,270,000    

7.03%, 01/15/2034, 3 mo. USD LIBOR + 6.850%(1)(2)

    2,276,556  
    1,350,000    

Commercial Mortgage Trust 4.81%, 08/10/2047(3)

    1,400,049  
   

Connecticut Avenue Securities Trust

 

    7,020,000    

3.36%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(1)(2)

    7,019,994  
    4,120,000    

3.51%, 10/25/2039, 1 mo. USD LIBOR + 3.400%(1)(2)

    4,138,170  
    217,145    

Eagle RE Ltd. 1.81%, 11/25/2028,
1 mo. USD LIBOR + 1.700%(1)(2)

    218,158  
    18,616    

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(3)

    16,184  
    3,340,000    

Exeter Automobile Receivables Trust
5.56%, 06/15/2027(1)

    3,539,753  
    1,280,000    

Galaxy CLO Ltd. 5.93%, 07/16/2028,
3 mo. USD LIBOR + 5.750%(1)(2)

    1,276,800  
    1,342,112    

GSAMP Trust 0.20%, 01/25/2037,
1 mo. USD LIBOR + 0.090%(2)

    972,629  
    2,000,000    

LCM Ltd. 7.08%, 04/15/2031, 3 mo. USD LIBOR + 6.900%(1)(2)

    2,000,746  
    1,999,990    

Madison Park Funding Ltd.
5.98%, 10/22/2030, 3 mo. USD LIBOR + 5.800%(1)(2)

    1,916,268  
    3,400,000    

Oaktree CLO Ltd. 7.42%, 10/20/2032,
3 mo. USD LIBOR + 7.230%(1)(2)

    3,408,354  
    3,083,700    

Octagon Investment Partners Ltd.
5.93%, 07/15/2027, 3 mo. USD LIBOR + 5.750%(1)(2)

    3,058,494  
    14,764    

OneMain Financial Issuance Trust
2.37%, 09/14/2032(1)

    14,780  
    2,000,000    

Sound Point CLO Ltd. 7.09%, 10/20/2028,
3 mo. USD LIBOR + 6.900%(1)(2)

    1,973,100  
    118,302    

Springleaf Funding Trust 2.68%,
07/15/2030(1)

    118,609  
    3,150,000    

Webster Park CLO Ltd. 5.69%, 07/20/2030,
3 mo. USD LIBOR + 5.500%(1)(2)

    3,111,834  
    575,663    

Wendy’s Funding LLC 3.88%, 03/15/2048(1)

    606,950  
     

 

 

 
        44,372,396  
     

 

 

 
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.8% - (continued)  
          Asset-Backed - Home Equity - 0.3%  
   

GSAA Home Equity Trust

 
$     899,444    

0.19%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)

  $ 376,384  
    531,351    

0.25%, 12/25/2046, 1 mo. USD LIBOR + 0.140%(2)

    221,044  
    672,363    

0.34%, 04/25/2047, 1 mo. USD LIBOR + 0.230%(2)

    422,058  
    918,016    

0.47%, 11/25/2036, 1 mo. USD LIBOR + 0.360%(2)

    333,929  
    1,324,541    

Legacy Mortgage Asset Trust
3.25%, 11/25/2059(1)(4)

    1,339,404  
    2,170,072    

Morgan Stanley Mortgage Loan Trust
0.28%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2)

    871,321  
    1,450,000    

Radnor RE Ltd.
5.71%, 10/25/2030, 1 mo. USD LIBOR + 5.600%(1)(2)

    1,481,461  
 

Soundview Home Loan Trust

 

    2,251,000    

0.35%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2)

    2,118,857  
    115,000    

0.61%, 11/25/2036, 1 mo. USD LIBOR + 0.500%(2)

    110,505  
     

 

 

 
        7,274,963  
     

 

 

 
          Collateralized - Mortgage Obligations - 0.1%  
    1,700,000    

Natixis Commercial Mortgage Securities Trust
4.30%, 10/15/2036(1)

    1,623,398  
     

 

 

 
          Commercial Mortgage-Backed Securities - 1.1%  
    2,060,000    

BAMLL Commercial Mortgage Securities Trust
3.84%, 11/05/2032(1)(3)

    1,644,822  
   

BBCMS Mortgage Trust

 

    2,490,000    

1.10%, 04/15/2053(3)(5)

    205,183  
    4,347,191    

1.74%, 04/15/2053(3)(5)

    462,685  
   

Benchmark Mortgage Trust

 

    15,315,739    

1.39%, 03/15/2062(3)(5)

    1,176,091  
    8,690,750    

1.64%, 01/15/2054(3)(5)

    1,038,724  
    997,977    

BX Commercial Mortgage Trust
2.62%, 12/15/2036, 1 mo. USD LIBOR + 2.500%(1)(2)

    997,378  
    2,260,000    

CAMB Commercial Mortgage Trust
3.37%, 12/15/2037, 1 mo. USD LIBOR + 3.250%(1)(2)

    2,261,409  
    954,379    

CF Hippolyta LLC 2.60%, 07/15/2060(1)

    960,767  
    180,000    

Citigroup Commercial Mortgage Trust
4.76%, 03/10/2047(1)(3)

    146,498  
   

Commercial Mortgage Trust

 

    560,000    

4.74%, 10/15/2045(1)(3)

    28,000  
    981,000    

4.75%, 10/15/2045(1)(3)

    381,707  
    3,392    

Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037

    3,460  
   

DBJPM Mortgage

 
    4,156,145    

1.83%,
09/15/2053(3)(5)

    430,366  
    20,922,272    

1.61%,
08/10/2049(3)(5)

    1,308,709  
    2,355,000    

FHLMC 1.96%, 02/25/2047(3)(5)

    331,204  
   

GS Mortgage Securities Trust

 

    3,924,105    

0.10%, 07/10/2046(3)(5)

    6,707  
    7,557,712    

0.79%, 02/13/2053(3)(5)

    361,835  
    169,371    

1.13%, 08/10/2044(1)(3)(5)

    15  
    565,333    

3.67%, 04/10/2047(1)

    28,267  
    2,190,000    

4.90%, 11/10/2045(1)(3)

    2,142,762  
    175,000    

5.12%, 04/10/2047(1)(3)

    101,204  
    283,486    

Homeward Opportunities Fund Trust
2.70%, 09/25/2059(1)(3)

    284,908  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    860,000    

2.73%, 10/15/2045(1)(3)

    566,783  
    485,000    

4.57%, 12/15/2047(1)(3)

    371,739  
    765,000    

5.61%, 08/15/2046(1)(3)

    652,788  
 

 

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

 

 

  94  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.8% - (continued)  
          Commercial Mortgage-Backed Securities - 1.1% - (continued)  
   

Morgan Stanley Capital Trust

 

$     2,055,000    

4.28%, 06/15/2050(3)

  $ 2,121,726  
    465,000    

5.43%, 07/15/2049(1)(3)

    168,538  
    4,551    

5.77%, 10/12/2052(1)(3)

    1,092  
    255,000    

MTRO Commercial Mortgage Trust
2.17%, 12/15/2033, 1 mo. USD LIBOR + 2.050%(1)(2)

    249,009  
   

Preston Ridge Partners Mortgage Trust LLC

 

    996,000    

4.70%, 11/25/2025(1)(4)

    995,127  
    1,615,346    

4.75%, 10/25/2024(1)(3)

    1,619,440  
    756,117    

Securitized Term Auto Loan Receivables Trust
4.57%, 03/25/2026(1)

    776,961  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.28%, 05/15/2048(3)

    15,334  
   

Wells Fargo N.A.

 

    6,559,958    

0.72%, 11/15/2062(3)(5)

    288,132  
    28,789,266    

0.76%, 11/15/2062(3)(5)

    1,396,717  
    5,355,379    

0.82%, 12/15/2052(3)(5)

    273,937  
    12,405,174    

1.00%, 01/15/2063(3)(5)

    808,237  
    9,348,184    

1.05%, 05/15/2062(3)(5)

    575,348  
    4,286,304    

1.35%, 03/15/2063(3)(5)

    374,031  
    14,132,478    

1.90%, 03/15/2063(3)(5)

    1,950,608  
   

WF-RBS Commercial Mortgage Trust

 

    119,152    

3.02%, 11/15/2047(1)

    7,149  
    2,125,000    

4.97%, 11/15/2045(1)(3)

    1,819,593  
    215,000    

5.00%, 06/15/2044(1)(3)

    85,286  
     

 

 

 
        29,420,276  
     

 

 

 
          Other Asset-Backed Securities - 0.7%  
    526,426    

Affirm Asset Securitization Trust
3.46%, 10/15/2024(1)

    533,409  
    86,399    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(3)

    87,343  
   

Bayview Opportunity Master Fund Trust

 

    70,605    

3.50%, 06/28/2057(1)(3)

    72,270  
    40,751    

3.50%, 01/28/2055(1)(3)

    41,813  
    80,026    

4.00%, 10/28/2064(1)(3)

    81,782  
    1,500,000    

Burnham Park Clo Ltd.
5.59%, 10/20/2029, 3 mo. USD LIBOR + 5.400%(1)(2)

    1,474,016  
   

Domino’s Pizza Master Issuer LLC

 

    474,000    

3.67%, 10/25/2049(1)

    502,203  
    653,250    

4.12%, 07/25/2048(1)

    684,593  
    251,421    

Marlette Funding Trust 2.69%,
09/17/2029(1)

    252,593  
   

Octagon Investment Partners Ltd.

 

    5,000,000    

5.94%, 07/17/2030, 3 mo. USD LIBOR + 5.750%(1)(2)

    4,814,855  
    2,825,000    

6.13%, 07/15/2030, 3 mo. USD LIBOR + 5.950%(1)(2)

    2,748,793  
    2,015,000    

Preston Ridge Partners Mortgage Trust LLC
5.07%, 09/25/2025(1)(4)

    2,025,526  
    415,000    

Pretium Mortgage Credit Partners LLC
6.17%, 02/27/2060(1)(4)

    418,167  
    2,250,000    

Stewart Park CLO Ltd.
5.46%, 01/15/2030, 3 mo. USD LIBOR + 5.280%(1)(2)

    2,198,486  
   

Towd Point Mortgage Trust

 

    31,956    

2.25%, 04/25/2056(1)(3)

    32,176  
    71,664    

2.75%, 07/25/2057(1)(3)

    73,125  
    36,767    

2.75%, 08/25/2055(1)(3)

    37,161  
    121,877    

2.75%, 10/25/2056(1)(3)

    123,945  
    923,539    

2.75%, 10/25/2057(1)(3)

    949,476  
    29,657    

2.75%, 04/25/2057(1)(3)

    30,087  
    1,247,713    

2.75%, 06/25/2057(1)(3)

    1,288,543  
     

 

 

 
        18,470,362  
     

 

 

 
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.8% - (continued)  
          Whole Loan Collateral CMO - 2.7%  
   

Alternative Loan Trust

 
$     33,211    

0.61%, 12/25/2035, 1 mo. USD LIBOR + 0.500%(2)

  $ 16,761  
    125,193    

0.65%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)

    124,455  
    205,499    

0.75%, 11/25/2035, 1 mo. USD LIBOR + 0.640%(2)

    182,905  
    628,234    

5.75%, 05/25/2036

    400,156  
    636,412    

6.00%, 05/25/2036

    482,274  
    699,877    

Arroyo Mortgage Trust 2.96%,
10/25/2048(1)(3)

    713,123  
    172,065    

Bank of America Mortgage Trust
3.01%, 09/25/2035(3)

    169,104  
    139,638    

Bear Stearns Adjustable Rate Mortgage Trust
2.41%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

    142,323  
    64,355    

Bear Stearns Alt-A Trust
0.61%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)

    83,018  
    111,022    

Bellemeade Re Ltd.
1.21%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)

    111,067  
    631,845    

Chase Mortgage Finance Trust 5.50%, 11/25/2035

    595,779  
    388,148    

CHL Mortgage Pass-Through Trust
3.02%, 09/25/2047(3)

    372,759  
    330,507    

COLT Mortgage Loan Trust 2.76%, 08/25/2049(1)(3)

    331,695  
   

Connecticut Avenue Securities Trust

 

    2,240,000    

3.11%, 01/25/2040, 1 mo. USD LIBOR + 3.000%(1)(2)

    2,189,536  
    6,967,000    

3.86%, 09/25/2039, 1 mo. USD LIBOR + 3.750%(1)(2)

    7,028,104  
    85,522    

CSMC Trust 3.25%, 04/25/2047(1)(3)

    87,523  
   

Deephaven Residential Mortgage Trust

 

    8,089    

2.45%, 06/25/2047(1)(3)

    8,112  
    813,542    

2.96%, 07/25/2059(1)(3)

    816,884  
    8,870,000    

Eagle RE Ltd.
5.77%, 10/25/2033, SOFR30A +
5.750%(1)(2)

    8,869,943  
   

Fannie Mae Connecticut Avenue Securities

 

    1,412,196    

2.71%, 05/25/2024, 1 mo. USD LIBOR + 2.600%(2)

    1,412,195  
    5,665,577    

3.11%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2)

    5,704,700  
    874,972    

5.01%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)

    904,698  
    36,776    

GMACM Mortgage Loan Trust
3.11%, 04/19/2036(3)

    32,167  
    401,748    

GSR Mortgage Loan Trust
2.95%, 01/25/2036(3)

    408,833  
    1,208,410    

HarborView Mortgage Loan Trust
0.36%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)

    1,183,469  
    27,754    

Impac CMB Trust 2.36%, 02/25/2036,
1 mo. USD LIBOR + 2.250%(2)

    28,573  
    408,130    

IndyMac IMSC Mortgage Loan Trust
0.26%, 03/25/2047, 1 mo. USD LIBOR + 0.150%(2)

    328,578  
   

JP Morgan Mortgage Trust

 

    156,322    

2.91%, 11/25/2035(3)

    150,668  
    32,726    

3.11%, 04/25/2037(3)

    29,146  
    195,849    

3.15%, 05/25/2036(3)

    177,516  
    71,870    

MASTR Adjustable Rate Mortgages Trust
3.17%, 11/21/2034(3)

    72,579  
    22,428    

MFA Trust 2.59%, 02/25/2057(1)(3)

    22,664  
    976,838    

Mortgage Insurance-Linked Notes
2.01%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2)

    978,614  
 

 

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

 

 

  95  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.8% - (continued)  
          Whole Loan Collateral CMO - 2.7% - (continued)  
   

New Residential Mortgage Loan Trust

 

$     98,054    

1.61%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)

  $ 99,661  
    85,781    

3.75%, 11/26/2035(1)(3)

    91,082  
    84,588    

3.75%, 11/25/2056(1)(3)

    90,051  
    1,265,275    

3.75%, 11/25/2058(1)(3)

    1,353,525  
    93,388    

4.00%, 04/25/2057(1)(3)

    99,337  
    124,704    

4.00%, 02/25/2057(1)(3)

    133,014  
    122,474    

4.00%, 03/25/2057(1)(3)

    131,101  
    100,202    

4.00%, 05/25/2057(1)(3)

    106,950  
    237,296    

Nomura Asset Acceptance Corp. Alternative Loan Trust 3.66%, 06/25/2036(3)

    209,992  
    2,735,000    

Oaktown Re IV Ltd. 7.11%, 07/25/2030,
1 mo. USD LIBOR + 7.000%(1)(2)

    2,829,951  
    367,116    

PMT Credit Risk Transfer Trust
2.11%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

    350,740  
    910,000    

Preston Ridge Partners Mortgage Trust LLC
3.97%, 02/25/2025(1)(4)

    910,259  
    1,027,929    

Structured Asset Mortgage Investments Trust
0.57%, 02/25/2036, 1 mo. USD LIBOR + 0.460%(2)

    981,107  
    4,675,000    

Triangle Re Ltd. 5.61%, 10/25/2033,
1 mo. USD LIBOR + 5.500%(1)(2)

    4,722,759  
    2,140,000    

VCAT LLC 4.21%, 03/27/2051(1)(4)

    2,146,302  
    2,864,000    

Vericrest Opportunity Loan Transferee
4.95%, 04/25/2051(1)(4)

    2,869,980  
    2,170,000    

Verus Securitization Trust 5.68%, 08/25/2050(1)(4)

    2,181,146  
    2,385,000    

VOLT C LLC 4.83%, 05/25/2051(1)(4)

    2,384,295  
    2,065,000    

VOLT XCIII LLC 4.83%, 02/27/2051(1)(4)

    2,055,298  
    5,705,000    

VOLT XCIV LLC 4.95%, 02/27/2051(1)(4)

    5,692,011  
    4,195,000    

VOLT XCIX LLC 4.95%, 04/25/2051(1)(4)

    4,203,600  
    5,145,000    

VOLT XCV LLC 4.95%, 03/27/2051(1)(4)

    5,140,071  
    20,971    

WaMu Mortgage Pass-Through Certificates Trust
0.95%, 06/25/2044, 1 mo. USD LIBOR + 0.840%(2)

    20,684  
    433,148    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
0.71%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)

    285,188  
     

 

 

 
    73,248,025  
     

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $185,026,496)

  $ 184,272,605  
     

 

 

 
CORPORATE BONDS - 31.5%  
      Advertising - 0.0%  
    375,000    

Lamar Media Corp. 3.75%, 02/15/2028

  $ 378,322  
     

 

 

 
      Aerospace/Defense - 0.6%  
    225,000    

DAE Funding LLC 5.00%, 08/01/2024(1)

    230,906  
   

Embraer Netherlands Finance B.V.

 

    3,635,000    

6.95%, 01/17/2028(1)

    4,093,628  
    1,840,000    

6.95%, 01/17/2028(6)(7)

    2,072,153  
    7,910,000    

Howmet Aerospace, Inc. 6.88%, 05/01/2025

    9,175,600  
    279,000    

SSL Robotics LLC 9.75%, 12/31/2023(1)

    311,250  
   

TransDigm, Inc.

 

    225,000    

5.50%, 11/15/2027

    234,135  
    950,000    

6.25%, 03/15/2026(1)

    1,005,812  
     

 

 

 
    17,123,484  
     

 

 

 
      Agriculture - 0.4%  
   

Kernel Holding S.A.

 
    4,650,000    

6.50%, 10/17/2024(1)

    4,870,875  
    1,555,000    

6.50%, 10/17/2024(6)

    1,628,863  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Agriculture - 0.4% - (continued)  
$     1,745,000    

6.75%, 10/27/2027(1)

  $ 1,836,612  
    1,090,000    

6.75%, 10/27/2027(6)

    1,147,225  
     

 

 

 
    9,483,575  
     

 

 

 
      Airlines - 0.5%  
    3,175,000    

American Airlines, Inc. 5.75%,
04/20/2029(1)

    3,402,013  
    3,612,396    

Hawaiian Brand Intellect 5.75%, 01/20/2026(1)

    3,815,593  
    5,330,000    

Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd.
8.00%, 09/20/2025(1)

    6,002,060  
    160,000    

United Airlines, Inc. 4.38%, 04/15/2026(1)

    166,035  
     

 

 

 
    13,385,701  
     

 

 

 
      Apparel - 0.1%  
EUR     595,000    

BK LC Lux Finco S.a.r.l. 5.25%, 04/30/2029(1)

    728,215  
$     150,000    

G-III Apparel Group Ltd. 7.88%, 08/15/2025(1)

    162,000  
    2,285,000    

William Carter Co. 5.50%, 05/15/2025(1)

    2,414,856  
     

 

 

 
    3,305,071  
     

 

 

 
      Auto Manufacturers - 0.3%  
CAD     50,000    

BMW Canada, Inc. 1.83%, 06/15/2021

    40,751  
 

Daimler Canada Finance, Inc.

 

    2,000,000    

1.91%, 07/08/2021

    1,631,710  
    3,135,000    

2.23%, 12/16/2021

    2,578,035  
$     325,000    

Ford Motor Co. 8.50%, 04/21/2023

    364,000  
 

Ford Motor Credit Co. LLC

 

    200,000    

3.34%, 03/28/2022

    202,760  
    415,000    

3.35%, 11/01/2022

    424,448  
    475,000    

4.54%, 08/01/2026

    510,031  
    700,000    

5.13%, 06/16/2025

    764,680  
CAD     1,302,000    

Nissan Canada, Inc. 3.15%, 09/14/2021(6)

    1,068,539  
    561,000    

VW Credit Canada, Inc.
1.12%, 09/27/2021, 3 mo. CDOR + 0.680%(2)(6)

    457,609  
     

 

 

 
    8,042,563  
     

 

 

 
      Auto Parts & Equipment - 0.5%  
 

Adient Global Holdings Ltd.

 

EUR     4,620,000    

3.50%, 08/15/2024(6)

    5,727,646  
$     1,300,000    

4.88%, 08/15/2026(1)

    1,334,125  
    1,225,000    

Clarios Global L.P. 6.75%, 05/15/2025(1)

    1,315,344  
EUR     3,270,000    

Clarios Global L.P. / Clarios U.S. Finance Co.
4.38%, 05/15/2026(6)

    4,059,125  
    325,000    

Faurecia SE 3.75%, 06/15/2028(6)

    414,058  
$     620,000    

Meritor, Inc. 4.50%, 12/15/2028(1)

    627,750  
     

 

 

 
    13,478,048  
     

 

 

 
          Beverages - 0.1%      
    2,095,000    

Anheuser-Busch InBev Worldwide, Inc.
4.50%, 06/01/2050

    2,407,567  
     

 

 

 
      Chemicals - 0.3%  
 

OCP S.A.

 

    695,000    

4.50%, 10/22/2025(6)

    741,094  
    200,000    

5.63%, 04/25/2024(6)

    217,606  
    200,000    

6.88%, 04/25/2044(6)

    240,752  
 

Syngenta Finance N.V.

 

    595,000    

5.68%, 04/24/2048(6)

    631,346  
    3,036,000    

5.68%, 04/24/2048(1)

    3,221,459  
 

Yingde Gases Investment Ltd.

 

    2,295,000    

6.25%, 01/19/2023(6)

    2,371,254  
    530,000    

6.25%, 01/19/2023(1)

    547,610  
     

 

 

 
    7,971,121  
     

 

 

 
          Commercial Banks - 3.4%      
   

Abanca Corp. Bancaria S.A.

 
EUR     1,000,000    

4.63%, 04/07/2030, (4.63% fixed rate until 04/07/2025; 5 year EUR Swap + 5.014% thereafter)(6)(8)

    1,288,908  
 

 

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

 

 

  96  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
          Commercial Banks - 3.4% - (continued)      
EUR     800,000    

6.13%, 01/18/2029, (6.13% fixed rate until 01/18/2024; 5 year EUR Swap + 5.927% thereafter)(6)(8)

  $ 1,056,920  
    1,000,000    

7.50%, 10/02/2023, (7.50% fixed rate until 10/02/2023; 5 year EUR Swap + 7.326% thereafter)(6)(8)(9)

    1,290,916  
 

Argenta Spaarbank N.V.

 

    1,000,000    

1.00%, 10/13/2026(6)

    1,229,820  
    1,500,000    

1.00%, 01/29/2027(6)

    1,837,776  
    200,000    

Australia & New Zealand Banking Group Ltd.
1.13%, 11/21/2029, (1.13% fixed rate until 11/21/2024; 5 year EUR Swap + 1.400% thereafter)(6)(8)

    245,763  
$     375,000    

6.75%, 06/15/2026, (6.75% fixed rate until 06/15/2026; 5 year USD ICE Swap + 5.168% thereafter)(6)(8)(9)

    438,937  
 

Banca Monte dei Paschi di Siena S.p.A.

 

EUR     275,000    

0.88%, 10/08/2027(6)

    344,466  
    675,000    

1.88%, 01/09/2026(6)

    812,533  
    975,000    

3.63%, 09/24/2024(6)

    1,241,132  
    1,650,000    

5.38%, 01/18/2028, (5.38% fixed rate until 01/18/2023; 5 year EUR Swap + 5.005% thereafter)(6)(8)

    1,779,985  
    325,000    

10.50%, 07/23/2029(6)

    478,732  
    200,000    

Banco BPM S.p.A.
1.34%, 06/21/2021, 3 mo. EURIBOR + 1.880%(2)(9)

    232,034  
 

Banco de Credito del Peru

 

$     185,000    

3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(1)(8)

    181,774  
    220,000    

3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(6)(8)

    216,163  
    275,000    

3.25%, 09/30/2031, (3.25% fixed rate until 09/30/2026; 5 year USD CMT + 2.450% thereafter)(1)(8)

    270,187  
EUR     1,100,000    

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)(8)

    1,380,777  
 

Banco do Brasil S.A.

 

$     995,000    

4.63%, 01/15/2025

    1,061,914  
    200,000    

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(1)

    213,450  
    225,000    

4.75%, 03/20/2024(1)

    239,175  
    200,000    

4.75%, 03/20/2024

    212,600  
    200,000    

9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 10 year USD CMT + 6.362% thereafter)(6)(8)(9)

    215,800  
EUR     1,140,000    

Banco Santander S.A. 1.00%, 12/15/2024(3)(9)

    1,274,831  
$     400,000    

Bancolombia S.A.
4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(8)

    403,252  
    400,000    

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)(1)(6)(8)

    412,000  
    4,819,000    

Bank of East Asia Ltd.
5.88%, 09/19/2024, (5.88% fixed rate until 09/19/2024; 5 year USD CMT + 4.257% thereafter)(6)(8)(9)

    5,104,718  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
          Commercial Banks - 3.4% - (continued)      
EUR     1,400,000    

Bankia S.A.
6.00%, 07/18/2022, (6.00% fixed rate until 07/18/2022; 5 year EUR Swap + 5.819% thereafter)(6)(8)(9)

  $ 1,760,995  
 

Barclays plc

 

    375,000    

3.38%, 04/02/2025, (3.38% fixed rate until 04/02/2024; 1 year EUR Swap + 3.700% thereafter)(6)(8)

    492,242  
$     775,000    

3.81%, 03/10/2042, (3.81% fixed rate until 03/10/2041; 12 mo. USD CMT + 1.700% thereafter)(8)

    774,858  
    400,000    

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(8)

    432,047  
GBP     875,000    

5.88%, 09/15/2024, (5.88% fixed rate until 09/15/2024; 5 year GBP Swap + 4.910% thereafter)(6)(8)(9)

    1,286,965  
 

Barclays plc

 

$     550,000    

7.75%, 09/15/2023, (7.75% fixed rate until 09/15/2023; 5 year USD Swap + 4.842% thereafter)(8)(9)

    605,000  
    490,000    

BBVA Global Finance Ltd. 7.00%, 12/01/2025

    584,481  
 

BNP Paribas S.A.

 

    750,000    

2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(6)(8)

    772,653  
    510,000    

4.63%, 02/25/2031, (4.63% fixed rate until 02/25/2031; 5 year USD CMT + 3.340% thereafter)(1)(7)(8)(9)

    517,650  
    830,000    

5.13%, 11/15/2027, (5.13% fixed rate until 11/15/2027; 5 year USD Swap + 2.838% thereafter)(6)(8)(9)

    873,575  
EUR     700,000    

BPCE S.A. 0.75%, 03/03/2031(6)

    834,127  
$     300,000    

China Construction Bank Corp.
0.94%, 09/24/2021, 3 mo. USD LIBOR + 0.750%(2)(6)

    300,209  
EUR     400,000    

Cooperatieve Rabobank UA
4.38%, 06/29/2027, (4.38% fixed rate until 06/29/2027; 5 year EUR Swap + 4.679% thereafter)(6)(8)(9)

    531,394  
 

Credit Agricole S.A.

 

    500,000    

1.63%, 06/05/2030, (1.63% fixed rate until 06/05/2025; 5 year EUR Swap + 1.900% thereafter)(6)(8)

    623,842  
$     525,000    

1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(6)(8)

    534,849  
    1,595,000    

6.88%, 09/23/2024, (6.88% fixed rate until 09/23/2024; 5 year USD Swap + 4.319% thereafter)(6)(8)(9)

    1,781,121  
GBP     700,000    

7.50%, 06/23/2026, (7.50% fixed rate until 06/23/2026; 5 year GBP Swap + 4.535% thereafter)(6)(8)(9)

    1,144,942  
$     375,000    

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185% thereafter)(6)(8)(9)

    454,219  
EUR     800,000    

Credit Mutuel Arkea S.A. 3.38%, 03/11/2031(6)

    1,162,177  
$     1,155,000    

Credit Suisse AG
0.46%, 02/04/2022, 3 mo. USD SOFR + 0.450%(2)

    1,154,492  
 

Credit Suisse Group AG

 

    1,075,000    

5.25%, 02/11/2027, (5.25% fixed rate until 02/11/2027; 5 year USD CMT + 4.889% thereafter)(1)(8)(9)

    1,116,656  
    2,590,000    

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(8)(9)

    2,796,651  
 

 

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

 

 

  97  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
          Commercial Banks - 3.4% - (continued)      
$     1,525,000    

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(6)(8)(9)

  $ 1,646,677  
    625,000    

7.25%, 09/12/2025, (7.25% fixed rate until 09/12/2025; 5 year USD ICE Swap + 4.332% thereafter)(6)(8)(9)

    691,750  
    2,350,000    

7.50%, 12/11/2023, (7.50% fixed rate until 12/11/2023; 5 year USD Swap + 4.598% thereafter)(1)(8)(9)

    2,585,000  
GBP     763,000    

CYBG plc
8.00%, 12/08/2022, (8.00% fixed rate until 12/08/2022; 5 year GBP Swap + 6.250% thereafter)(6)(8)(9)

    1,117,994  
 

Danske Bank A/S

 

EUR     1,250,000    

1.00%, 05/15/2031, (1.00% fixed rate until 02/15/2026; 5 year EUR Swap + 1.400% thereafter)(6)(8)

    1,500,788  
    325,000    

1.50%, 09/02/2030, (1.50% fixed rate until 09/02/2025; 5 year EUR Swap + 1.900% thereafter)(6)(8)

    399,973  
GBP     1,300,000    

2.25%, 01/14/2028, (2.25% fixed rate until 01/14/2027; 1 mo. USD CMT + 1.650% thereafter)(6)(8)

    1,836,884  
$     325,000    

5.38%, 01/12/2024(1)

    361,987  
    1,655,000    

7.00%, 06/26/2025, (7.00% fixed rate until 06/26/2025; 7 year USD CMT + 4.130% thereafter)(6)(8)(9)

    1,870,398  
EUR     925,000    

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)(8)(9)

    1,194,642  
 

Freedom Mortgage Corp.

 

$     5,418,000    

7.63%, 05/01/2026(1)

    5,649,349  
    1,320,000    

8.13%, 11/15/2024(1)

    1,366,200  
    200,000    

Grupo Aval Ltd. 4.75%, 09/26/2022(6)

    208,002  
 

HSBC Holdings plc

 

    2,000,000    

6.00%, 05/22/2027, (6.00% fixed rate until 05/22/2027; 5 year USD ICE Swap + 3.746% thereafter)(8)(9)

    2,205,000  
    1,000,000    

6.50%, 03/23/2028, (6.50% fixed rate until 03/23/2028; 5 year USD ICE Swap + 3.606% thereafter)(8)(9)

    1,136,250  
EUR     800,000    

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)(8)

    979,824  
 

Industrial & Commercial Bank of China Ltd.

 

$     400,000    

0.91%, 06/14/2021, 3 mo. USD LIBOR + 0.730%(2)(6)

    400,101  
    2,290,000    

0.93%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(2)(6)

    2,290,298  
    750,000    

2.45%, 10/20/2021

    755,302  
    435,000    

4.88%, 09/21/2025(6)

    484,873  
    725,000    

Itau Unibanco Holding S.A. 2.90%, 01/24/2023(1)

    740,232  
    1,820,000    

JP Morgan Chase & Co.
2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8)

    1,869,405  
    550,000    

Macquarie Bank Ltd.
6.13%, 03/08/2027, (6.13% fixed rate until 03/08/2027; 5 year USD Swap + 3.703% thereafter)(1)(8)(9)

    594,000  
 

Macquarie Group Ltd.

 

EUR     500,000    

0.35%, 03/03/2028(6)

    594,130  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
          Commercial Banks - 3.4% - (continued)      
$     775,000    

3.76%, 11/28/2028, (3.76% fixed rate until 11/28/2027; 3 mo. USD LIBOR + 1.372% thereafter)(1)(8)

  $ 847,796  
    380,000    

Mizrahi Tefahot Bank Ltd.
3.08%, 04/07/2031, (3.08% fixed rate until 04/07/2026; 5 year USD CMT + 2.250% thereafter)(1)(6)(8)

    385,700  
CAD     1,500,000    

Morgan Stanley 3.13%, 08/05/2021

    1,229,076  
 

Natwest Group plc

 

EUR     550,000    

0.78%, 02/26/2030, (0.78% fixed rate until 02/26/2029; 3 mo. EURIBOR + 0.949% thereafter)(6)(8)

    660,067  
$     1,475,000    

3.03%, 11/28/2035, (3.03% fixed rate until 08/28/2030; 5 year USD CMT + 2.350% thereafter)(8)

    1,438,272  
 

QNB Finance Ltd.

 

    200,000    

1.63%, 09/22/2025(6)

    199,766  
    485,000    

2.63%, 05/12/2025(6)

    504,419  
    400,000    

3.50%, 03/28/2024(6)

    426,080  
EUR     200,000    

Raiffeisen Bank International AG
4.50%, 06/15/2025, (4.50% fixed rate until 06/15/2025; EUAMDB05 + 3.877% thereafter)(6)(8)(9)

    240,980  
$     4,020,000    

Santander Holdings USA, Inc. 3.45%, 06/02/2025

    4,309,030  
 

UBS Group AG

 

    500,000    

5.00%, 01/31/2023, (5.00% fixed rate until 01/31/2023; 5 year USD Swap + 2.432% thereafter)(6)(8)(9)

    507,500  
    400,000    

6.88%, 08/07/2025, (6.88% fixed rate until 08/07/2025; 5 year USD Swap + 4.590% thereafter)(6)(8)(9)

    454,500  
    850,000    

7.00%, 01/31/2024, (7.00% fixed rate until 01/31/2024; 5 year USD Swap + 4.344% thereafter)(6)(8)(9)

    937,652  
    2,150,000    

7.00%, 02/19/2025, (7.00% fixed rate until 02/19/2025; 5 year USD Swap + 4.866% thereafter)(6)(8)(9)

    2,477,875  
GBP     950,000    

Virgin Money UK plc
4.00%, 09/25/2026, (4.00% fixed rate until 09/25/2025; 1 mo. USD CMT + 2.800% thereafter)(6)(8)

    1,428,277  
EUR     800,000    

Volksbank Wien AG
7.75%, 04/09/2024, (7.75% fixed rate until 04/09/2024; EUAMDB05 + 7.880% thereafter)(6)(8)(9)

    1,055,575  
     

 

 

 
    93,581,332  
     

 

 

 
      Commercial Services - 1.1%  
GBP     450,000    

AA Bond Co., Ltd. 6.27%, 07/02/2043(6)

    699,917  
$     715,000    

APX Group, Inc. 6.75%, 02/15/2027(1)

    768,861  
EUR     575,000    

Arena Luxembourg Finance S.a.r.l.
1.88%, 02/01/2028(6)

    637,718  
$     275,000    

Ashtead Capital, Inc. 4.00%, 05/01/2028(1)

    288,406  
    9,390,000    

DP World Salaam
6.00%, 10/01/2025, (6.00% fixed rate until 10/01/2025; 5 year USD CMT + 5.750% thereafter)(6)(8)(9)

    10,283,928  
    360,000    

Herc Holdings, Inc. 5.50%, 07/15/2027(1)

    380,700  
 

IPD 3 B.V.

 

EUR     390,000    

5.50%, 12/01/2025(1)

    486,460  
    925,000    

5.50%, 12/01/2025(6)

    1,153,784  
$     30,000    

Jaguar Holding Co. 5.00%, 06/15/2028(1)

    32,715  
EUR     5,655,000    

La Financiere Atalian SASU 4.00%, 05/15/2024(6)

    6,645,560  
    650,000    

Loxam SAS 3.25%, 01/14/2025(6)

    778,063  
 

Q-Park Holding I B.V.

 

    325,000    

1.50%, 03/01/2025(6)

    375,786  
    735,000    

2.00%, 03/01/2026, 3 mo. EURIBOR + 2.000%(2)(6)

    847,088  
 

 

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

 

 

  98  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Commercial Services - 1.1% - (continued)  
EUR     540,000    

2.00%, 03/31/2026, 3 mo. EURIBOR + 2.000%(1)(2)

  $ 622,350  
    300,000    

2.00%, 03/01/2027(6)

    338,133  
$     1,700,000    

Signal Parent, Inc. 6.13%, 04/01/2029(1)

    1,686,774  
EUR     750,000    

Techem Verwaltungsgesellschaft 675 mbH
2.00%, 07/15/2025(6)

    891,543  
 

Verisure Holding AB

 

    1,101,000    

3.25%, 02/15/2027(1)

    1,327,868  
    555,000    

3.88%, 07/15/2026(1)

    682,976  
    410,000    

3.88%, 07/15/2026(6)

    504,541  
    446,000    

Verisure Midholding AB 5.25%, 02/15/2029(1)

    552,955  
     

 

 

 
    29,986,126  
     

 

 

 
      Construction Materials - 0.1%  
$     420,000    

Builders FirstSource, Inc. 5.00%, 03/01/2030(1)

    445,725  
    125,000    

CP Atlas Buyer, Inc. 7.00%,
12/01/2028(1)

    129,639  
    125,000    

Norbord, Inc. 5.75%, 07/15/2027(1)

    136,212  
    800,000    

Standard Industries, Inc. 4.75%, 01/15/2028(1)

    825,000  
     

 

 

 
    1,536,576  
     

 

 

 
      Distribution/Wholesale - 0.1%  
    385,000    

American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/2028(1)

    391,738  
    120,000    

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%,
09/15/2024(1)(10)

    122,250  
 

Parts Europe S.A.

 

EUR     225,000    

6.50%, 07/16/2025(1)

    285,722  
    605,000    

6.50%, 07/16/2025(6)

    768,275  
 

Performance Food Group, Inc.

 

$     605,000    

5.50%, 10/15/2027(1)

    637,573  
    280,000    

6.88%, 05/01/2025(1)

    299,286  
     

 

 

 
    2,504,844  
     

 

 

 
      Diversified Financial Services - 2.2%  
    500,000    

BOC Aviation Ltd. 2.38%, 09/15/2021(6)

    501,375  
    7,755,000    

BOC Aviation USA Corp. 1.63%, 04/29/2024(1)

    7,784,236  
 

Credit Acceptance Corp.

 

    225,000    

5.13%, 12/31/2024(1)

    232,031  
    375,000    

6.63%, 03/15/2026

    396,075  
    4,070,000    

CSN Inova Ventures 6.75%,
01/28/2028(1)

    4,421,038  
    200,000    

Fly Leasing Ltd. 5.25%, 10/15/2024(7)

    204,000  
CAD     500,000    

GE Capital Canada Funding Co.
4.60%, 01/26/2022

    418,585  
$     1,380,000    

Genworth Mortgage Holdings, Inc.
6.50%, 08/15/2025(1)

    1,498,556  
 

goeasy Ltd.

 

    1,560,000    

4.38%, 05/01/2026(1)

    1,577,550  
    500,000    

5.38%, 12/01/2024(1)

    518,125  
    435,000    

Gtlk Europe Capital DAC 4.80%, 02/26/2028(6)

    448,268  
    6,767,000    

Home Point Capital, Inc. 5.00%, 02/01/2026(1)

    6,663,465  
    400,000    

ICBCIL Finance Co., Ltd.
1.14%, 05/15/2021, 3 mo. USD LIBOR + 0.950%(2)(6)

    399,951  
    150,000    

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
5.25%, 03/15/2022(1)

    150,563  
 

LD Holdings Group LLC

 

    3,391,000    

6.13%, 04/01/2028(1)

    3,399,478  
    5,055,000    

6.50%, 11/01/2025(1)

    5,320,387  
EUR     965,000    

LeasePlan Corp. N.V.
7.38%, 05/29/2024, (7.38% fixed rate until 05/29/2024; EUAMDB05 + 7.556% thereafter)(6)(8)(9)

    1,281,666  
$     1,925,000    

Midcap Financial Issuer Trust 6.50%, 05/01/2028(1)

    1,994,704  
    440,000    

Minejesa Capital B.V. 5.63%, 08/10/2037

    466,400  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Diversified Financial Services - 2.2% - (continued)  
$     1,340,000    

Nationstar Mortgage Holdings, Inc.
5.13%, 12/15/2030(1)

  $ 1,326,144  
 

OneMain Finance Corp.

 

    2,734,000    

4.00%, 09/15/2030

    2,645,145  
    285,000    

5.38%, 11/15/2029

    307,088  
    225,000    

6.13%, 03/15/2024

    243,000  
    765,000    

6.88%, 03/15/2025

    869,231  
 

PennyMac Financial Services, Inc.

 

    225,000    

4.25%, 02/15/2029(1)

    215,426  
    3,275,000    

5.38%, 10/15/2025(1)

    3,451,031  
    200,000    

Power Finance Corp. Ltd. 3.95%,
04/23/2030(6)

    201,338  
    550,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(1)

    560,153  
    6,075,000    

Unifin Financiera S.A.B. de C.V.
9.88%, 01/28/2029(1)

    5,992,805  
   

United Wholesale Mortgage LLC

 
    3,120,000    

5.50%, 04/15/2029(1)

    3,066,274  
    2,911,000    

5.50%, 11/15/2025(1)

    3,023,801  
     

 

 

 
    59,577,889  
     

 

 

 
      Electric - 1.6%  
   

Centrais Eletricas Brasileiras S.A.

 
    2,685,000    

4.63%, 02/04/2030(6)

    2,710,803  
    3,900,000    

4.63%, 02/04/2030(1)

    3,937,479  
    330,000    

Clearway Energy Operating LLC
3.75%, 02/15/2031(1)

    325,278  
   

Comision Federal de Electricidad

 
    425,000    

3.35%, 02/09/2031(1)

    408,748  
    200,000    

4.68%, 02/09/2051(1)

    185,900  
    705,000    

Duquesne Light Holdings, Inc. 2.53%, 10/01/2030(1)

    685,104  
    200,000    

Engie Energia Chile S.A. 4.50%,
01/29/2025(6)

    219,238  
   

FirstEnergy Corp.

 

    8,065,000    

3.40%, 03/01/2050

    7,439,962  
    3,520,000    

5.35%, 07/15/2047

    4,083,200  
    250,000    

Georgia Power Co. 4.75%, 09/01/2040

    298,546  
    3,095,000    

Inkia Energy Ltd. 5.88%, 11/09/2027(6)

    3,137,030  
    200,000    

Instituto Costarricense de Electricidad
6.95%, 11/10/2021(6)

    203,200  
   

Israel Electric Corp. Ltd.

 

    1,830,000    

4.25%, 08/14/2028(1)(6)

    2,031,300  
    475,000    

5.00%, 11/12/2024(1)(6)

    533,259  
    430,000    

Kallpa Generacion S.A. 4.88%, 05/24/2026(6)

    451,242  
    200,000    

Minejesa Capital B.V. 4.63%, 08/10/2030(6)

    210,980  
   

Mong Duong Finance Holdings B.V.

 

    2,845,000    

5.13%, 05/07/2029(1)

    2,866,337  
    5,256,000    

5.13%, 05/07/2029

    5,295,420  
    6,165,000    

Oryx Funding Ltd. 5.80%, 02/03/2031(1)

    6,524,851  
   

Perusahaan Listrik Negara PT

 

    215,000    

3.88%, 07/17/2029(6)

    225,535  
    755,000    

6.15%, 05/21/2048(6)

    929,594  
    200,000    

Star Energy Geothermal Darajat / Star Energy Geothermal Salak
4.85%, 10/14/2038(1)

    221,100  
    185,000    

Termocandelaria Power Ltd. 7.88%, 01/30/2029(1)

    200,864  
     

 

 

 
    43,124,970  
     

 

 

 
      Electronics - 0.0%  
    795,000    

Imola Merger Corp. 4.75%, 05/15/2029(1)

    825,576  
     

 

 

 
      Energy - Alternate Sources - 0.9%  
    4,255,000    

Continuum Energy Levanter Pte Ltd.
4.50%, 02/09/2027(1)

    4,344,355  
   

FS Luxembourg S.a.r.l.

 

    8,630,000    

10.00%, 12/15/2025(1)

    9,391,597  
    3,790,000    

10.00%, 12/15/2025

    4,124,467  
 

 

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

 

 

  99  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Energy - Alternate Sources - 0.9% - (continued)  
$     2,325,000    

Greenko Dutch B.V. 3.85%,
03/29/2026(1)

  $ 2,361,038  
    2,355,000    

Greenko Mauritius Ltd. 6.25%, 02/21/2023(6)

    2,425,650  
    1,145,000    

Investment Energy Resources Ltd.
6.25%, 04/26/2029(1)

    1,217,708  
     

 

 

 
    23,864,815  
     

 

 

 
      Engineering & Construction - 0.8%  
    198,205    

Aeropuerto Internacional de Tocumen S.A.
6.00%, 11/18/2048(6)

    212,408  
    388,710    

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(1)(11)

    284,730  
    6,005,000    

Hacienda Investments Ltd. Via DME Airport DAC
5.35%, 02/08/2028(1)

    6,214,695  
   

International Airport Finance S.A.

 

    5,866,378    

12.00%, 03/15/2033(6)

    5,910,376  
    7,789,912    

12.00%, 03/15/2033(1)

    7,848,336  
    715,000    

Mexico City Airport Trust 4.25%, 10/31/2026(6)

    769,347  
    1,280,000    

PowerTeam Services LLC 9.03%, 12/04/2025(1)

    1,419,200  
    115,000    

TopBuild Corp. 3.63%, 03/15/2029(1)

    113,850  
     

 

 

 
    22,772,942  
     

 

 

 
      Entertainment - 0.2%  
   

Caesars Entertainment, Inc.

 
    500,000    

6.25%, 07/01/2025(1)

    531,600  
    685,000    

8.13%, 07/01/2027(1)

    761,158  
 

Caesars Resort Collection LLC / CRC Finco, Inc.

 

    350,000    

5.25%, 10/15/2025(1)

    352,848  
    360,000    

5.75%, 07/01/2025(1)

    378,997  
 

Cinemark USA, Inc.

 

    225,000    

4.88%, 06/01/2023

    224,708  
    1,330,000    

5.88%, 03/15/2026(1)

    1,378,213  
    297,000    

Jacobs Entertainment, Inc. 7.88%, 02/01/2024(1)

    309,623  
    800,000    

Penn National Gaming, Inc. 5.63%, 01/15/2027(1)

    831,000  
EUR     400,000    

Scientific Games International, Inc.
5.50%, 02/15/2026(6)

    483,304  
    255,000    

WMG Acquisition Corp. 3.63%, 10/15/2026(6)

    315,724  
     

 

 

 
    5,567,175  
     

 

 

 
      Environmental Control - 0.0%  
$     300,000    

Clean Harbors, Inc. 5.13%,
07/15/2029(1)

    323,364  
    300,000    

Stericycle, Inc. 3.88%, 01/15/2029(1)

    299,250  
     

 

 

 
    622,614  
     

 

 

 
      Food - 0.3%  
    600,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    620,928  
GBP     2,346,000    

Bellis Acquisition Co. plc 3.25%, 02/16/2026(1)

    3,248,288  
 

BRF S.A.

 

$     200,000    

4.88%, 01/24/2030(1)

    205,372  
    840,000    

4.88%, 01/24/2030(6)

    862,562  
    380,000    

MARB BondCo plc 3.95%, 01/29/2031(1)

    361,065  
 

Post Holdings, Inc.

 

    325,000    

4.63%, 04/15/2030(1)

    328,380  
    275,000    

5.75%, 03/01/2027(1)

    288,063  
    1,320,000    

Sysco Corp. 6.60%, 04/01/2050

    1,961,393  
    10,000    

TreeHouse Foods, Inc. 4.00%, 09/01/2028

    9,938  
    1,270,000    

United Natural Foods, Inc. 6.75%, 10/15/2028(1)

    1,368,425  
     

 

 

 
    9,254,414  
     

 

 

 
      Food Service - 0.1%  
    2,000,000    

Aramark Services, Inc. 6.38%, 05/01/2025(1)

    2,127,500  
     

 

 

 
      Forest Products & Paper - 0.0%  
 

Celulosa Arauco y Constitucion S.A.

 

    200,000    

4.20%, 01/29/2030(1)

    216,000  
    200,000    

5.50%, 04/30/2049(1)

    236,180  
    200,000    

Inversiones CMPC S.A. 3.85%, 01/13/2030(6)

    212,900  
     

 

 

 
    665,080  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Gas - 0.2%  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

$     280,000    

5.50%, 05/20/2025

  $ 311,150  
    15,000    

5.63%, 05/20/2024

    16,688  
    430,000    

5.88%, 08/20/2026

    481,063  
 

Enbridge Gas, Inc.

 

CAD     2,000,000    

2.76%, 06/02/2021

    1,627,482  
    2,000,000    

4.77%, 12/17/2021(1)

    1,670,406  
     

 

 

 
    4,106,789  
     

 

 

 
      Healthcare - Products - 0.1%  
 

Avantor Funding, Inc.

 

EUR     100,000    

3.88%, 07/15/2028(1)

    126,837  
    400,000    

3.88%, 07/15/2028(6)

    507,350  
$     770,000    

4.63%, 07/15/2028(1)

    806,575  
    300,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1)

    310,500  
     

 

 

 
    1,751,262  
     

 

 

 
      Healthcare - Services - 0.6%  
 

Acadia Healthcare Co., Inc.

 

    700,000    

5.00%, 04/15/2029(1)

    723,625  
    460,000    

5.50%, 07/01/2028(1)

    485,875  
EUR     392,000    

CAB SELAS 3.38%, 02/01/2028(1)

    468,732  
 

Catalent Pharma Solutions, Inc.

 

    275,000    

2.38%, 03/01/2028(6)

    329,442  
$     55,000    

3.13%, 02/15/2029(1)

    53,212  
    75,000    

5.00%, 07/15/2027(1)

    78,469  
    165,000    

Centene Corp. 4.25%, 12/15/2027

    172,938  
 

CHS/Community Health Systems, Inc.

 

    1,250,000    

4.75%, 02/15/2031(1)

    1,240,625  
    1,535,000    

5.63%, 03/15/2027(1)

    1,627,100  
    385,000    

6.63%, 02/15/2025(1)

    405,694  
EUR     3,110,000    

Constantin Investissement SASU
5.38%, 04/15/2025(6)

    3,770,778  
 

HCA, Inc.

 

$     290,000    

5.38%, 02/01/2025

    323,185  
    925,000    

5.38%, 09/01/2026

    1,050,208  
    255,000    

5.63%, 09/01/2028

    297,394  
    280,000    

7.50%, 11/15/2095

    383,250  
EUR     275,000    

IQVIA, Inc. 2.25%, 01/15/2028(6)

    333,925  
 

Rede D’or Finance S.a.r.l.

 

$     2,945,000    

4.50%, 01/22/2030(1)

    2,892,726  
    2,660,000    

4.50%, 01/22/2030(6)

    2,612,785  
     

 

 

 
    17,249,963  
     

 

 

 
      Home Builders - 0.5%  
    3,478,000    

Adams Homes, Inc. 7.50%, 02/15/2025(1)

    3,643,205  
    1,822,000    

Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028(1)

    1,954,095  
    325,000    

Empire Communities Corp. 7.00%, 12/15/2025(1)

    347,750  
    150,000    

KB Home 4.80%, 11/15/2029

    161,625  
    375,000    

M/I Homes, Inc. 4.95%, 02/01/2028

    394,331  
    3,201,000    

STL Holding Co. LLC 7.50%,
02/15/2026(1)

    3,349,046  
    615,000    

Taylor Morrison Communities, Inc.
5.75%, 01/15/2028(1)

    694,181  
    75,000    

Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc.
5.63%, 03/01/2024(1)

    81,188  
    2,140,000    

Williams Scotsman International, Inc.
4.63%, 08/15/2028(1)

    2,183,164  
     

 

 

 
    12,808,585  
     

 

 

 
      Household Products/Wares - 0.1%  
EUR     3,010,000    

Diamond (BC) B.V. 5.63%, 08/15/2025(6)

    3,696,865  
$     225,000    

Prestige Brands, Inc. 5.13%,
01/15/2028(1)

    235,687  
     

 

 

 
    3,932,552  
     

 

 

 
 

 

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

 

 

  100  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Insurance - 0.6%  
 

Acrisure LLC / Acrisure Finance, Inc.

 

$     925,000    

7.00%, 11/15/2025(1)

  $ 950,437  
    275,000    

10.13%, 08/01/2026(1)

    313,844  
EUR     118,000    

Aegon N.V. 0.00%, 07/15/2021, 10 year GNTH + 0.100%(2)(9)

    123,962  
 

AIA Group Ltd.

 

$     400,000    

3.20%, 03/11/2025(1)

    425,972  
    270,000    

3.20%, 09/16/2040(1)

    268,642  
    200,000    

3.20%, 09/16/2040(6)

    198,994  
    2,215,000    

3.38%, 04/07/2030(1)

    2,387,481  
    155,000    

AssuredPartners, Inc. 5.63%, 01/15/2029(1)

    157,128  
    475,000    

AXA S.A. 6.38%, 12/14/2036,
(6.38% fixed rate until 12/14/2036; 3 mo. USD LIBOR + 2.256% thereafter)(6)(8)(9)

    658,169  
 

Genworth Holdings, Inc.

 

    3,858,000    

4.80%, 02/15/2024

    3,771,195  
    660,000    

4.90%, 08/15/2023

    651,750  
    2,189,000    

6.50%, 06/15/2034

    2,180,310  
    625,000    

MGIC Investment Corp. 5.25%, 08/15/2028

    659,375  
    450,000    

Radian Group, Inc. 6.63%, 03/15/2025

    509,063  
    2,130,000    

Unum Group 4.50%, 03/15/2025

    2,385,344  
     

 

 

 
    15,641,666  
     

 

 

 
      Internet - 0.5%  
 

Arches Buyer, Inc.

 

    315,000    

4.25%, 06/01/2028(1)

    313,819  
    3,429,000    

6.13%, 12/01/2028(1)

    3,514,725  
    325,000    

Endure Digital, Inc. 6.00%, 02/15/2029(1)

    311,188  
    625,000    

Go Daddy Operating Co. LLC 3.50%, 03/01/2029(1)

    608,637  
 

Meituan

 

    630,000    

3.05%, 10/28/2030(1)

    610,174  
    420,000    

3.05%, 10/28/2030(6)

    406,783  
 

Prosus N.V.

 

    200,000    

3.83%, 02/08/2051(1)

    182,460  
    200,000    

4.03%, 08/03/2050(1)

    186,510  
 

Tencent Holdings Ltd.

 

    200,000    

2.39%, 06/03/2030(1)

    195,806  
    200,000    

3.24%, 06/03/2050(1)

    181,910  
    200,000    

3.24%, 06/03/2050(6)

    181,910  
    200,000    

3.68%, 04/22/2041(1)

    202,819  
    200,000    

3.84%, 04/22/2051(1)

    202,028  
    215,000    

3.93%, 01/19/2038(6)

    226,305  
    6,445,000    

3.94%, 04/22/2061(1)

    6,516,732  
EUR     700,000    

United Group B.V. 3.63%, 02/15/2028(6)

    816,328  
     

 

 

 
    14,658,134  
     

 

 

 
      Investment Company Security - 0.8%  
$     2,445,000    

Compass Group Diversified Holdings LLC
5.25%, 04/15/2029(1)

    2,583,069  
    4,060,000    

Greenko Mauritius Ltd. 6.25%, 02/21/2023(1)

    4,181,800  
    3,710,000    

Hightower Holding LLC 6.75%, 04/15/2029(1)

    3,797,370  
    200,000    

Huarong Finance 2017 Co., Ltd.
4.75%, 04/27/2027(6)

    150,000  
 

Huarong Finance 2019 Co., Ltd.

 

    3,530,000    

3.38%, 02/24/2030(6)

    2,612,200  
    205,000    

3.75%, 05/29/2024(6)

    157,081  
    200,000    

3.88%, 11/13/2029(6)

    147,000  
    3,855,000    

4.50%, 05/29/2029(6)

    2,843,063  
    200,000    

Huarong Finance II Co., Ltd. 4.63%, 06/03/2026(6)

    150,000  
    5,825,000    

Owl Rock Capital Corp. 3.40%, 07/15/2026

    6,037,797  
     

 

 

 
    22,659,380  
     

 

 

 
      Iron/Steel - 0.9%  
    400,000    

ABJA Investment Co. Pte Ltd. 5.45%, 01/24/2028(6)

    413,492  
    1,820,000    

CSN Islands Corp. 6.75%, 01/28/2028(6)

    1,976,975  
    200,000    

CSN Resources S.A. 7.63%,
04/17/2026(1)

    215,040  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Iron/Steel - 0.9% - (continued)  
 

Metinvest B.V.

 

EUR     1,825,000    

5.63%, 06/17/2025(1)

  $ 2,259,091  
$     3,287,000    

7.65%, 10/01/2027(1)

    3,503,942  
    705,000    

7.75%, 10/17/2029(6)

    750,614  
    3,480,000    

7.75%, 10/17/2029(1)

    3,705,156  
 

PJSC Koks via IMH Capital DAC

 

    6,889,000    

5.90%, 09/23/2025(1)

    7,319,562  
    2,505,000    

5.90%, 09/23/2025(6)

    2,661,562  
    545,000    

Vale Overseas Ltd. 3.75%, 07/08/2030

    573,340  
     

 

 

 
    23,378,774  
     

 

 

 
      IT Services - 0.0%  
 

Presidio Holdings, Inc.

 

    508,000    

4.88%, 02/01/2027(1)

    523,240  
    155,000    

8.25%, 02/01/2028(1)

    168,950  
     

 

 

 
    692,190  
     

 

 

 
      Leisure Time - 0.4%  
 

Carnival Corp.

 

    9,660,000    

5.75%, 03/01/2027(1)

    10,185,311  
    70,000    

7.63%, 03/01/2026(1)

    76,650  
EUR     615,000    

7.63%, 03/01/2026(1)

    818,697  
$     880,000    

11.50%, 04/01/2023(1)

    1,011,296  
     

 

 

 
    12,091,954  
     

 

 

 
      Lodging - 0.5%  
 

Boyd Gaming Corp.

 

    325,000    

4.75%, 12/01/2027

    333,190  
    75,000    

6.00%, 08/15/2026

    77,813  
    220,000    

6.38%, 04/01/2026

    227,150  
    1,810,000    

8.63%, 06/01/2025(1)

    2,004,032  
    625,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    639,063  
    470,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

    459,284  
 

Wynn Macau Ltd.

 

    9,510,000    

5.50%, 01/15/2026(1)

    9,997,387  
    715,000    

5.63%, 08/26/2028(1)

    752,537  
     

 

 

 
    14,490,456  
     

 

 

 
      Machinery - Diversified - 0.1%  
EUR     1,090,000    

Vertical Midco GmbH Co. 4.38%, 07/15/2027(6)

    1,376,001  
     

 

 

 
      Media - 1.0%  
$     300,000    

Altice Financing S.A. 7.50%, 05/15/2026(1)

    311,685  
    625,000    

Cable Onda S.A. 4.50%, 01/30/2030(6)

    662,500  
    190,000    

Cable One, Inc. 4.00%, 11/15/2030(1)

    187,749  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    70,000    

4.25%, 02/01/2031(1)

    69,912  
    980,000    

4.50%, 08/15/2030(1)

    997,042  
    279,000    

5.75%, 02/15/2026(1)

    288,765  
    725,000    

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

    760,213  
    1,795,000    

Discovery Communications LLC 4.65%, 05/15/2050

    1,985,850  
 

DISH DBS Corp.

 

    365,000    

5.00%, 03/15/2023

    382,017  
    200,000    

5.88%, 07/15/2022

    209,400  
    975,000    

5.88%, 11/15/2024

    1,055,014  
    190,000    

7.38%, 07/01/2028

    204,713  
 

Globo Comunicacao e Participacoes S.A.

 

    400,000    

4.88%, 01/22/2030(1)

    405,376  
    200,000    

5.13%, 03/31/2027(1)

    206,500  
    2,700,000    

Houghton Mifflin Harcourt Publishers, Inc.
9.00%, 02/15/2025(1)

    2,889,000  
    300,000    

Sirius XM Radio, Inc. 5.00%,
08/01/2027(1)

    314,159  
EUR     720,000    

Vertical Midco GmbH Co. 4.38%,
07/15/2027(1)

    908,918  
 

Virgin Media Secured Finance plc

 

GBP     975,000    

4.13%, 08/15/2030(1)

    1,349,890  
 

 

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

 

 

  101  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Media - 1.0% - (continued)  
GBP     1,505,000    

4.13%, 08/15/2030(6)

  $ 2,083,676  
$     2,310,000    

4.50%, 08/15/2030(1)

    2,320,449  
 

Virgin Media Vendor Financing Notes DAC

 

GBP     790,000    

4.88%, 07/15/2028(1)

    1,118,305  
    1,680,000    

4.88%, 07/15/2028(6)

    2,378,167  
$     1,610,000    

VTR Comunicaciones S.p.A. 4.38%, 04/15/2029(1)

    1,618,050  
 

VTR Finance N.V.

 

    2,855,000    

6.38%, 07/15/2028(1)

    3,083,400  
    1,590,000    

6.38%, 07/15/2028(6)

    1,717,200  
    637,000    

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

    662,531  
     

 

 

 
    28,170,481  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    225,000    

Advanced Drainage Systems, Inc.
5.00%, 09/30/2027(1)

    235,492  
 

Novelis Corp.

 

    415,000    

4.75%, 01/30/2030(1)

    431,600  
    165,000    

5.88%, 09/30/2026(1)

    172,126  
     

 

 

 
    839,218  
     

 

 

 
      Mining - 0.1%  
    205,000    

AngloGold Ashanti Holdings plc
3.75%, 10/01/2030

    211,904  
 

Constellium SE

 

EUR     500,000    

4.25%, 02/15/2026(6)

    612,396  
$     425,000    

5.63%, 06/15/2028(1)

    450,500  
    301,000    

FMG Resources August Pty Ltd.
4.50%, 09/15/2027(1)

    326,931  
    275,000    

VM Holding S.A. 5.38%, 05/04/2027(1)

    294,525  
     

 

 

 
    1,896,256  
     

 

 

 
      Office/Business Equipment - 0.1%  
    200,000    

CDW LLC / CDW Finance Corp.
4.13%, 05/01/2025

    208,706  
    615,000    

Xerox Corp. 4.38%, 03/15/2023

    644,520  
 

Xerox Holdings Corp.

 

    365,000    

5.00%, 08/15/2025(1)

    383,250  
    1,125,000    

5.50%, 08/15/2028(1)

    1,175,625  
     

 

 

 
    2,412,101  
     

 

 

 
      Oil & Gas - 3.8%  
 

Apache Corp.

 

    200,000    

4.38%, 10/15/2028

    203,994  
    575,000    

4.63%, 11/15/2025

    607,344  
    16,000    

4.75%, 04/15/2043

    15,888  
    19,000    

5.10%, 09/01/2040

    19,477  
 

Continental Resources, Inc.

 

    5,255,000    

4.38%, 01/15/2028(7)

    5,714,812  
    94,000    

4.50%, 04/15/2023

    98,655  
    90,000    

4.90%, 06/01/2044(7)

    93,710  
    6,290,000    

5.75%, 01/15/2031(1)

    7,296,400  
 

Empresa Nacional del Petroleo

 

    200,000    

3.75%, 08/05/2026(6)

    211,233  
    200,000    

5.25%, 11/06/2029(6)

    223,600  
 

Energean Israel Finance Ltd.

 

    1,525,000    

4.50%, 03/30/2024(1)(6)

    1,562,698  
    1,455,000    

4.88%, 03/30/2026(1)(6)

    1,500,469  
    4,770,000    

5.38%, 03/30/2028(1)(6)

    4,931,846  
    8,415,000    

5.88%, 03/30/2031(1)(6)

    8,678,726  
    6,505,000    

Kosmos Energy Ltd. 7.50%,
03/01/2028(1)

    6,196,012  
 

Leviathan Bond Ltd.

 

    317,000    

6.13%, 06/30/2025(1)(6)

    346,719  
    3,177,000    

6.50%, 06/30/2027(1)(6)

    3,525,326  
    4,385,000    

6.75%, 06/30/2030(1)(6)

    4,913,305  
    4,497,000    

Matador Resources Co. 5.88%, 09/15/2026

    4,485,757  
 

NAK Naftogaz Ukraine via Kondor Finance plc

 

    3,370,000    

7.63%, 11/08/2026(6)

    3,361,943  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Oil & Gas - 3.8% - (continued)  
$     6,220,000    

7.63%, 11/08/2026(1)

  $ 6,205,128  
 

Occidental Petroleum Corp.

 

    390,000    

2.90%, 08/15/2024

    389,025  
    250,000    

3.00%, 02/15/2027

    238,593  
    20,000    

3.20%, 08/15/2026

    19,450  
    450,000    

3.40%, 04/15/2026

    445,023  
    288,000    

4.20%, 03/15/2048

    242,700  
    4,447,000    

4.40%, 04/15/2046

    3,913,360  
    120,000    

5.50%, 12/01/2025

    129,000  
    3,570,000    

6.13%, 01/01/2031

    3,971,625  
    10,000    

6.38%, 09/01/2028

    11,200  
 

Ovintiv Exploration, Inc.

 

    105,000    

5.38%, 01/01/2026

    117,592  
    430,000    

5.63%, 07/01/2024

    479,558  
 

Petrobras Global Finance B.V.

 

    630,000    

5.60%, 01/03/2031

    680,085  
    1,100,000    

5.75%, 02/01/2029

    1,228,590  
    2,915,000    

6.75%, 06/03/2050

    3,189,622  
    335,000    

6.90%, 03/19/2049

    377,076  
    845,000    

7.38%, 01/17/2027

    1,021,402  
 

Petroleos de Venezuela S.A.

 

    290,000    

6.00%, 05/16/2024(6)(12)

    12,615  
    125,000    

9.00%, 11/17/2021(6)(12)

    5,438  
 

Petroleos Mexicanos

 

    625,000    

4.25%, 01/15/2025

    632,475  
    10,000    

5.95%, 01/28/2031

    9,654  
    2,460,000    

6.38%, 01/23/2045

    2,121,750  
    640,000    

6.50%, 06/02/2041

    574,490  
    485,000    

6.75%, 09/21/2047

    428,740  
    405,000    

6.84%, 01/23/2030

    416,138  
    9,760,000    

7.69%, 01/23/2050

    9,394,976  
    1,920,000    

Range Resources Corp. 8.25%, 01/15/2029(1)

    2,082,758  
    300,000    

Saudi Arabian Oil Co. 2.75%,
04/16/2022(1)

    306,294  
 

Sinopec Group Overseas Development Ltd.

 

    235,000    

2.70%, 05/13/2030(1)

    235,108  
    435,000    

2.70%, 05/13/2030(6)

    435,200  
    350,000    

Sunoco L.P. / Sunoco Finance Corp.
6.00%, 04/15/2027

    368,043  
    160,000    

Transocean, Inc. 6.80%, 03/15/2038

    76,382  
 

YPF S.A.

 

    8,655,000    

6.95%, 07/21/2027(6)

    5,322,825  
    140,000    

7.00%, 12/15/2047(6)

    79,591  
    390,000    

7.00%, 12/15/2047(1)

    221,719  
    97,000    

8.50%, 03/23/2025(1)

    79,928  
    4,505,000    

8.50%, 03/23/2025

    3,712,120  
    160,000    

8.75%, 04/04/2024(1)

    130,402  
     

 

 

 
    103,293,589  
     

 

 

 
      Oil & Gas Services - 0.5%  
    9,185,000    

Borets Finance DAC 6.00%, 09/17/2026(1)

    9,405,440  
    3,780,000    

Guara Norte S.a.r.l. 5.20%, 06/15/2034(1)

    3,808,350  
     

 

 

 
    13,213,790  
     

 

 

 
      Packaging & Containers - 0.5%  
 

ARD Finance S.A. (5.00% Cash, 5.75% PIK)

 

EUR     2,570,000    

5.00%, 06/30/2027(6)(10)

    3,160,538  
    785,000    

5.00%, 06/30/2027(1)(10)

    965,378  
 

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

    850,000    

2.13%, 08/15/2026(6)

    1,021,912  
    270,000    

2.13%, 08/15/2026(1)

    324,607  
$     1,505,000    

5.25%, 08/15/2027(1)

    1,538,239  
EUR     200,000    

Ball Corp. 1.50%, 03/15/2027

    245,055  
 

Berry Global, Inc.

 

    100,000    

1.50%, 01/15/2027(6)

    121,867  
$     250,000    

5.63%, 07/15/2027(1)

    266,250  
 

 

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

 

 

  102  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Packaging & Containers - 0.5% - (continued)  
EUR     625,000    

Crown European Holdings S.A.
2.88%, 02/01/2026(6)

  $ 804,316  
$     640,000    

Flex Acquisition Co., Inc. 6.88%, 01/15/2025(1)

    650,400  
    325,000    

Mauser Packaging Solutions Holding Co.
7.25%, 04/15/2025(1)

    316,063  
 

Owens-Brockway Glass Container, Inc.

 

    40,000    

5.38%, 01/15/2025(1)

    42,550  
 

Owens-Brockway Glass Container, Inc.

 

    333,000    

5.88%, 08/15/2023(1)

    360,472  
    552,000    

6.38%, 08/15/2025(1)

    612,030  
    1,685,000    

6.63%, 05/13/2027(1)

    1,819,800  
EUR     400,000    

Silgan Holdings, Inc. 2.25%, 06/01/2028

    482,718  
    785,000    

Trivium Packaging Finance B.V.
3.75%, 08/15/2026(6)

    967,228  
     

 

 

 
    13,699,423  
     

 

 

 
      Pharmaceuticals - 1.0%  
 

Bausch Health Cos., Inc.

 

$     1,595,000    

5.00%, 01/30/2028(1)

    1,618,781  
    1,000,000    

5.00%, 02/15/2029(1)

    1,001,540  
    185,000    

5.25%, 01/30/2030(1)

    185,925  
    410,000    

6.13%, 04/15/2025(1)

    419,225  
 

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

 

    248,000    

6.00%, 07/15/2023(1)

    215,760  
    2,170,000    

6.00%, 06/30/2028(1)

    1,649,200  
    1,578,000    

9.50%, 07/31/2027(1)

    1,672,680  
    1,255,000    

Organon Finance 1 LLC 5.13%, 04/30/2031(1)

    1,302,188  
    1,029,000    

Par Pharmaceutical, Inc. 7.50%, 04/01/2027(1)

    1,083,022  
 

Teva Pharmaceutical Finance Netherlands B.V.

 

EUR     425,000    

1.25%, 03/31/2023(6)

    498,622  
$     1,050,000    

2.80%, 07/21/2023

    1,039,637  
    13,130,000    

3.15%, 10/01/2026

    12,342,200  
EUR     3,490,000    

4.50%, 03/01/2025

    4,377,112  
$     200,000    

6.75%, 03/01/2028

    218,000  
     

 

 

 
    27,623,892  
     

 

 

 
      Pipelines - 0.3%  
    200,000    

Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047(6)

    229,040  
    315,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
5.75%, 01/15/2028(1)

    320,988  
 

Buckeye Partners L.P.

 

    78,000    

3.95%, 12/01/2026

    78,000  
    150,000    

4.13%, 03/01/2025(1)

    153,750  
    75,000    

4.50%, 03/01/2028(1)

    75,094  
    125,000    

Cheniere Energy Partners L.P. 4.50%, 10/01/2029

    130,469  
    175,000    

Cheniere Energy, Inc. 4.63%, 10/15/2028(1)

    182,464  
    300,000    

DCP Midstream Operating L.P. 5.38%, 07/15/2025

    329,250  
    339,000    

EnLink Midstream LLC 5.63%, 01/15/2028(1)

    350,441  
 

EQM Midstream Partners L.P.

 

    150,000    

4.50%, 01/15/2029(1)

    148,875  
    1,980,000    

4.75%, 01/15/2031(1)

    1,959,982  
    60,000    

6.00%, 07/01/2025(1)

    65,550  
    35,000    

6.50%, 07/01/2027(1)

    38,648  
    185,000    

6.50%, 07/15/2048

    187,710  
 

Galaxy Pipeline Assets Bidco Ltd.

 

    200,000    

1.75%, 09/30/2027(1)

    200,938  
    320,000    

2.16%, 03/31/2034(1)

    313,816  
    440,000    

2.63%, 03/31/2036(1)

    426,270  
    380,000    

2.63%, 03/31/2036(6)

    368,142  
    325,000    

2.94%, 09/30/2040(1)

    317,733  
    200,000    

3.25%, 09/30/2040(1)

    194,761  
    300,000    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
6.00%, 03/01/2027(1)

    304,410  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Pipelines - 0.3% - (continued)  
 

Targa Resources Partners L.P. / Targa Resources
Partners Finance Corp.

 

$     125,000    

4.88%, 02/01/2031(1)

  $ 130,432  
    600,000    

6.50%, 07/15/2027

    652,500  
CAD     1,500,000    

TransCanada PipeLines Ltd. 3.65%, 11/15/2021

    1,240,355  
 

Western Midstream Operating L.P.

 

$     425,000    

3.95%, 06/01/2025

    443,328  
    400,000    

5.30%, 02/01/2030

    436,500  
    125,000    

6.50%, 02/01/2050

    141,436  
     

 

 

 
    9,420,882  
     

 

 

 
      Real Estate - 1.2%  
 

CIFI Holdings Group Co., Ltd.

 

    5,880,000    

5.25%, 05/13/2026(6)

    5,999,487  
    475,000    

5.95%, 10/20/2025(6)

    502,550  
    4,120,000    

6.00%, 07/16/2025(6)

    4,348,660  
 

Country Garden Holdings Co., Ltd.

 

    410,000    

5.63%, 01/14/2030(6)

    443,765  
    200,000    

6.15%, 09/17/2025(6)

    219,720  
 

KWG Group Holdings Ltd.

 

    200,000    

6.30%, 02/13/2026(6)

    202,562  
    200,000    

7.40%, 01/13/2027(6)

    205,068  
 

Times China Holdings Ltd.

 

    6,085,000    

6.20%, 03/22/2026(6)

    5,992,554  
    4,145,000    

6.75%, 07/08/2025(6)

    4,222,116  
 

Yuzhou Group Holdings Co., Ltd.

 

    6,370,000    

6.35%, 01/13/2027(6)

    5,278,690  
    500,000    

7.38%, 01/13/2026(6)

    420,228  
    4,480,000    

7.70%, 02/20/2025(6)

    3,933,357  
     

 

 

 
    31,768,757  
     

 

 

 
      Real Estate Investment Trusts - 0.2%  
    930,000    

Brixmor Operating Partnership L.P.
4.05%, 07/01/2030

    1,020,488  
 

Ladder Capital Finance Holdings LLLP / Ladder
Capital Finance Corp.

 

    2,841,000    

4.25%, 02/01/2027(1)

    2,789,209  
    1,125,000    

5.25%, 10/01/2025(1)

    1,136,250  
    265,000    

SBA Tower Trust 3.17%, 04/09/2047(1)

    265,646  
 

VICI Properties L.P. / VICI Note Co., Inc.

 

    195,000    

3.50%, 02/15/2025(1)

    199,144  
    150,000    

3.75%, 02/15/2027(1)

    151,205  
     

 

 

 
    5,561,942  
     

 

 

 
      Retail - 1.7%  
 

1011778 BC ULC / New Red Finance, Inc.

 

    405,000    

3.50%, 02/15/2029(1)

    394,875  
    300,000    

3.88%, 01/15/2028(1)

    303,750  
    110,000    

4.00%, 10/15/2030(1)

    107,250  
    175,000    

5.75%, 04/15/2025(1)

    185,500  
    3,751,000    

BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%,
04/01/2027(1)(10)

    3,863,905  
    2,910,000    

Beacon Roofing Supply, Inc. 4.13%, 05/15/2029(1)(13)

    2,902,725  
    270,000    

Bloomin’ Brands, Inc. / OSI Restaurant Partners LLC
5.13%, 04/15/2029(1)

    275,143  
    1,445,000    

CEC Entertainment LLC 6.75%, 05/01/2026(1)

    1,434,596  
 

eG Global Finance plc

 

EUR     3,042,000    

4.38%, 02/07/2025(6)

    3,543,869  
    543,000    

6.25%, 10/30/2025(6)

    664,703  
$     595,000    

ETSY, Inc. 0.13%, 10/01/2026

    1,390,069  
    1,460,000    

FirstCash, Inc. 4.63%, 09/01/2028(1)

    1,500,150  
    3,925,000    

Jollibee Worldwide Pte Ltd.
3.90%, 01/23/2025, (3.90% fixed rate until 01/23/2025; 5 year USD CMT + 4.784% thereafter)(6)(8)(9)

    3,762,701  
 

 

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

 

 

  103  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Retail - 1.7% - (continued)  
 

KFC Holding Co. / Pizza Hut Holdings LLC /
Taco Bell of America LLC

 

$     425,000    

4.75%, 06/01/2027(1)

  $ 446,781  
    150,000    

5.25%, 06/01/2026(1)

    154,202  
 

L Brands, Inc.

 

    440,000    

5.25%, 02/01/2028

    482,350  
    1,225,000    

6.63%, 10/01/2030(1)

    1,411,763  
    4,556,000    

LBM Acquisition LLC 6.25%,
01/15/2029(1)

    4,669,900  
    360,000    

Lithia Motors, Inc. 4.63%, 12/15/2027(1)

    378,000  
    758,000    

Macy’s Retail Holdings LLC 5.88%, 04/01/2029(1)(7)

    777,860  
 

Magic Mergeco, Inc.

 

    430,000    

5.25%, 05/01/2028(1)

    435,375  
    5,451,000    

7.88%, 05/01/2029(1)

    5,601,502  
    320,000    

NMG Holding Co., Inc. / Neiman Marcus Group LLC
7.13%, 04/01/2026(1)

    327,322  
    3,317,000    

PetSmart, Inc. 7.75%, 02/15/2029(1)

    3,596,291  
    5,629,000    

Specialty Building Products Holdings LLC / SBP Finance Corp. 6.38%, 09/30/2026(1)

    5,931,559  
    1,105,000    

Staples, Inc. 7.50%, 04/15/2026(1)

    1,143,675  
    550,000    

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

    582,312  
    70,000    

Yum! Brands, Inc. 3.63%, 03/15/2031

    69,091  
     

 

 

 
    46,337,219  
     

 

 

 
      Semiconductors - 0.2%  
    3,460,000    

Broadcom, Inc. 4.15%, 11/15/2030

    3,780,113  
    325,000    

Entegris, Inc. 4.63%, 02/10/2026(1)

    336,274  
    200,000    

Sensata Technologies B.V. 5.00%, 10/01/2025(1)

    222,000  
     

 

 

 
    4,338,387  
     

 

 

 
      Software - 0.2%  
    150,000    

Black Knight InfoServ LLC 3.63%, 09/01/2028(1)

    147,641  
EUR     2,420,000    

Brunello Bidco S.p.A. 3.75%, 02/15/2028, 3 mo. EURIBOR + 3.750%(1)(2)

    2,910,934  
$     75,000    

BY Crown Parent LLC / BY Bond Finance, Inc.
4.25%, 01/31/2026(1)

    78,563  
    100,000    

CDK Global, Inc. 5.25%, 05/15/2029(1)

    107,250  
    465,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(1)

    472,556  
    250,000    

IQVIA, Inc. 5.00%, 05/15/2027(1)

    261,562  
    255,000    

Open Text Corp. 3.88%, 02/15/2028(1)

    258,187  
    425,000    

SS&C Technologies, Inc. 5.50%, 09/30/2027(1)

    451,509  
     

 

 

 
    4,688,202  
     

 

 

 
      Telecommunications - 1.6%  
EUR     340,000    

Altice France Holding S.A. 8.00%, 05/15/2027(1)

    444,573  
 

Altice France S.A.

 

    425,000    

2.50%, 01/15/2025(1)

    503,595  
    200,000    

3.38%, 01/15/2028(6)

    236,843  
 

Altice France S.A.

 

    595,000    

4.00%, 07/15/2029(1)

    719,619  
$     210,000    

5.13%, 07/15/2029(1)

    210,286  
EUR     3,495,000    

5.88%, 02/01/2027(6)

    4,474,984  
$     325,000    

7.38%, 05/01/2026(1)

    336,960  
    3,195,000    

AT&T, Inc. 2.75%, 06/01/2031

    3,195,387  
    200,000    

Bharti Airtel International Netherlands B.V.
5.35%, 05/20/2024(6)

    220,040  
    565,000    

Bharti Airtel Ltd. 4.38%, 06/10/2025(6)

    608,615  
    200,000    

Embarq Corp. 8.00%, 06/01/2036

    232,878  
 

Frontier Communications Corp.

 

    265,000    

5.00%, 05/01/2028(1)

    270,631  
    2,075,000    

5.88%, 10/15/2027(1)

    2,204,687  
    610,000    

6.75%, 05/01/2029(1)

    644,694  
 

Lorca Telecom Bondco S.A.

 

EUR     2,360,000    

4.00%, 09/18/2027(1)

    2,888,381  
    1,345,000    

4.00%, 09/18/2027(6)

    1,646,456  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.5% - (continued)  
      Telecommunications - 1.6% - (continued)  
$     180,000    

Millicom International Cellular S.A.
6.25%, 03/25/2029(6)

  $ 201,150  
    5,765,000    

Network i2i Ltd.
5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 year USD CMT + 4.274% thereafter)(6)(8)(9)

    6,125,312  
    405,000    

Ooredoo International Finance Ltd.
2.63%, 04/08/2031(1)

    408,677  
 

Sprint Corp.

 

    240,000    

7.13%, 06/15/2024

    277,169  
    600,000    

7.88%, 09/15/2023

    684,000  
 

T-Mobile USA, Inc.

 

    135,000    

2.25%, 02/15/2026

    135,855  
    325,000    

2.63%, 04/15/2026

    330,590  
 

Telecom Argentina S.A.

 

    3,230,000    

8.00%, 07/18/2026(1)

    2,874,700  
    4,175,000    

8.00%, 07/18/2026

    3,715,750  
    105,000    

8.50%, 08/06/2025(1)

    96,451  
    594,000    

Telecom Italia S.p.A. 5.30%, 05/30/2024(1)

    648,767  
    3,015,000    

Telefonica Celular del Paraguay S.A.
5.88%, 04/15/2027(1)

    3,208,292  
CAD     1,000,000    

TELUS Corp. 2.35%, 03/28/2022

    825,270  
 

VEON Holdings B.V.

 

$     420,000    

3.38%, 11/25/2027(1)

    423,032  
    305,000    

3.38%, 11/25/2027(6)

    307,202  
    400,000    

4.00%, 04/09/2025(6)

    420,120  
 

Vmed UK Financing plc

 

EUR     455,000    

3.25%, 01/31/2031(1)

    552,494  
$     1,550,000    

4.25%, 01/31/2031(1)

    1,499,625  
    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)(8)

    2,061,278  
 

VTR Comunicaciones S.p.A.

 

    180,000    

5.13%, 01/15/2028(1)

    188,550  
    200,000    

5.13%, 01/15/2028(6)

    209,500  
     

 

 

 
    44,032,413  
     

 

 

 
      Toys/Games/Hobbies - 0.0%  
 

Mattel, Inc.

 

    205,000    

3.38%, 04/01/2026(1)

    212,175  
    150,000    

5.88%, 12/15/2027(1)

    164,812  
    77,000    

6.75%, 12/31/2025(1)

    80,889  
     

 

 

 
    457,876  
     

 

 

 
      Transportation - 0.2%  
 

Rumo Luxembourg S.a.r.l.

 

    3,362,000    

5.25%, 01/10/2028(1)

    3,573,806  
    781,000    

5.25%, 01/10/2028(6)(7)

    830,203  
     

 

 

 
    4,404,009  
     

 

 

 
      Trucking & Leasing - 0.0%  
    100,000    

DAE Funding LLC 4.50%, 08/01/2022(6)

    100,250  
     

 

 

 
      Water - 0.0%  
    610,000    

Aegea Finance S.a.r.l. 5.75%, 10/10/2024(6)

    634,711  
     

 

 

 
 

Total Corporate Bonds
(cost $833,875,224)

  $ 859,318,409  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 20.3%  
          Angola - 0.4%  
   

Angolan Government International Bond

 
    5,305,000    

8.00%, 11/26/2029(6)

  $ 5,338,156  
    3,685,000    

8.25%, 05/09/2028(6)

    3,777,125  
    400,000    

9.38%, 05/08/2048(6)

    411,308  
     

 

 

 
    9,526,589  
     

 

 

 
 

 

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

 

 

  104  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
      Argentina - 0.9%  
 

Argentine Republic Government International Bond

 

$     22,770,601    

0.13%, 07/09/2030(4)

  $ 8,196,733  
    25,476,093    

0.13%, 07/09/2035(4)

    8,025,224  
    4,785,000    

0.13%, 01/09/2038(4)

    1,801,600  
    11,442,195    

0.13%, 07/09/2041(4)

    4,067,815  
    780,658    

1.00%, 07/09/2029

    294,089  
 

Provincia de Cordoba

 

    1,081,800    

3.00%, 06/01/2027(4)(6)

    632,864  
    304,156    

6.88%, 02/01/2029

    172,609  
     

 

 

 
    23,190,934  
     

 

 

 
      Armenia - 0.0%  
 

Republic of Armenia International Bond

 

    470,000    

3.60%, 02/02/2031(1)

    429,909  
    265,000    

3.60%, 02/02/2031(6)

    242,396  
    200,000    

3.95%, 09/26/2029(6)

    191,290  
     

 

 

 
    863,595  
     

 

 

 
      Australia - 0.1%  
AUD     3,045,000    

Australia Government Bond 1.75%, 06/21/2051(6)

    1,900,937  
     

 

 

 
      Azerbaijan - 0.2%  
 

Republic of Azerbaijan International Bond

 

$     1,330,000    

3.50%, 09/01/2032(6)

    1,341,092  
    1,675,000    

4.75%, 03/18/2024(6)

    1,819,469  
    960,000    

Southern Gas Corridor CJSC 6.88%, 03/24/2026(6)

    1,152,058  
     

 

 

 
    4,312,619  
     

 

 

 
      Benin - 0.2%  
EUR     5,055,000    

Benin Government International Bond
4.88%, 01/19/2032(1)

    6,079,803  
     

 

 

 
      Bermuda - 0.0%  
 

Bermuda Government International Bond

 

$     350,000    

3.38%, 08/20/2050(6)

    343,350  
    200,000    

4.75%, 02/15/2029(1)

    231,320  
     

 

 

 
    574,670  
     

 

 

 
      Brazil - 0.5%  
 

Brazil Notas do Tesouro Nacional

 

BRL     16,795,000    

10.00%, 01/01/2025

    3,294,296  
    16,871,000    

10.00%, 01/01/2027

    3,305,515  
 

Brazilian Government International Bond

 

$     1,295,000    

3.88%, 06/12/2030

    1,284,977  
    2,050,000    

4.75%, 01/14/2050

    1,923,925  
    3,765,000    

5.00%, 01/27/2045

    3,705,475  
     

 

 

 
    13,514,188  
     

 

 

 
      Bulgaria - 0.0%  
EUR     485,000    

Bulgaria Government International Bond
1.38%, 09/23/2050(6)

    555,686  
     

 

 

 
      Canada - 1.0%  
CAD     3,500,000    

Alberta T-Bill 0.19%, 10/12/2021(14)

    2,843,766  
    2,100,000    

City of Montreal Canada 4.50%, 12/01/2021

    1,750,882  
    1,600,000    

City of Vancouver 3.45%, 12/02/2021

    1,326,378  
    4,000,000    

Municipal Finance Authority of British Columbia
4.15%, 06/01/2021

    3,264,539  
    700,000    

Newfoundland T-Bill 0.19%, 06/17/2021(14)

    569,306  
    500,000    

Ontario Hydro Corp. Coupon Strip
0.00%, 08/06/2021(11)

    406,540  
    2,000,000    

Ontario Hydro Residual Strip 0.00%, 10/15/2021(11)

    1,624,695  
    3,980,000    

OPB Finance Trust 1.88%,
02/24/2022(6)

    3,276,691  
 

PEI Treasury Note

 

    200,000    

0.01%, 06/08/2021

    162,688  
    1,680,000    

0.01%, 07/13/2021

    1,366,142  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
      Canada - 1.0% - (continued)  
CAD     1,000,000    

Province of Manitoba Canada T-Bill
0.15%, 05/05/2021(14)

  $ 813,553  
    600,000    

Province of New Brunswick Canada Generic Coupon Strip 0.00%, 09/26/2021(11)

    487,469  
    550,000    

Province of Nova Scotia Canada Generic Strip
0.00%, 06/02/2021(11)

    447,375  
    1,000,000    

Province of Nova Scotia Canada Residual Strip
0.00%, 01/30/2022(11)

    811,419  
 

Province of Saskatchewan

 

    4,735,000    

0.01%, 05/20/2021

    3,851,870  
    1,250,000    

0.01%, 08/17/2021

    1,016,333  
    2,500,000    

PSP Capital, Inc. 1.34%, 08/18/2021

    2,040,837  
    700,000    

Regional Municipality of York
4.00%, 06/30/2021

    572,932  
     

 

 

 
    26,633,415  
     

 

 

 
      Chile - 0.2%  
CLP     3,795,000,000    

Bonos de la Tesoreria de la Republica en pesos 4.70%, 09/01/2030(1)(6)

    5,731,594  
     

 

 

 
      China - 0.3%  
CNY     41,380,000    

Agricultural Development Bank of China
2.96%, 04/17/2030

    6,092,704  
    9,320,000    

China Government Bond 2.68%, 05/21/2030

    1,380,106  
     

 

 

 
    7,472,810  
     

 

 

 
      Colombia - 0.7%  
 

Colombia Government International Bond

 

$     2,735,000    

3.00%, 01/30/2030

    2,680,300  
    4,565,000    

3.13%, 04/15/2031

    4,468,907  
    715,000    

3.25%, 04/22/2032

    701,015  
    650,000    

4.13%, 05/15/2051

    612,371  
    4,415,000    

5.00%, 06/15/2045

    4,692,703  
COP     22,788,100,000    

Colombian TES 7.00%, 06/30/2032

    5,964,731  
     

 

 

 
    19,120,027  
     

 

 

 
      Croatia - 0.2%  
 

Croatia Government International Bond

 

EUR     1,785,000    

1.13%, 06/19/2029(6)

    2,198,968  
    2,930,000    

1.50%, 06/17/2031(6)

    3,673,605  
    270,000    

2.75%, 01/27/2030(6)

    375,597  
     

 

 

 
    6,248,170  
     

 

 

 
      Dominican Republic - 0.4%  
 

Dominican Republic International Bond

 

$     197,000    

4.88%, 09/23/2032(1)

    206,160  
    720,000    

5.30%, 01/21/2041(1)

    731,880  
    595,000    

5.95%, 01/25/2027(6)

    675,331  
    250,000    

6.00%, 07/19/2028(6)

    285,315  
    825,000    

6.40%, 06/05/2049(6)

    899,250  
    7,055,000    

6.40%, 06/05/2049(1)

    7,689,950  
    115,000    

6.85%, 01/27/2045(6)

    130,813  
     

 

 

 
    10,618,699  
     

 

 

 
      Ecuador - 0.0%  
    400,000    

Ecuador Government International Bond
0.50%, 07/31/2035(4)(6)

    272,004  
     

 

 

 
      Egypt - 0.5%  
 

Egypt Government International Bond

 

    325,000    

3.88%, 02/16/2026(1)

    316,693  
EUR     570,000    

4.75%, 04/16/2026(6)

    711,022  
$     480,000    

5.58%, 02/21/2023(1)

    501,696  
    3,800,000    

5.88%, 02/16/2031(1)

    3,662,364  
EUR     100,000    

6.38%, 04/11/2031(6)

    125,286  
$     300,000    

6.59%, 02/21/2028(1)

    312,732  
    325,000    

7.50%, 02/16/2061(1)

    301,031  
 

 

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

 

 

  105  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
      Egypt - 0.5% - (continued)  
$     200,000    

7.60%, 03/01/2029(6)

  $ 216,790  
    5,200,000    

7.63%, 05/29/2032(1)

    5,520,840  
    650,000    

7.90%, 02/21/2048(6)

    638,378  
    915,000    

8.50%, 01/31/2047(6)

    943,145  
    895,000    

8.88%, 05/29/2050(1)

    940,518  
     

 

 

 
    14,190,495  
     

 

 

 
      Ethiopia - 0.0%  
    205,000    

Ethiopia International Bond
6.63%, 12/11/2024(6)

    195,775  
     

 

 

 
      Gabon - 0.1%  
 

Gabon Government International Bond

 

    600,000    

6.63%, 02/06/2031(1)

    602,616  
    800,000    

6.95%, 06/16/2025(6)

    850,816  
     

 

 

 
    1,453,432  
     

 

 

 
      Ghana - 0.2%  
 

Ghana Government International Bond

 

    1,500,000    

6.38%, 02/11/2027(1)

    1,487,430  
    355,000    

7.75%, 04/07/2029(1)

    362,721  
    2,820,000    

7.88%, 02/11/2035(6)

    2,773,639  
    841,000    

7.88%, 02/11/2035(1)

    827,174  
     

 

 

 
    5,450,964  
     

 

 

 
      Honduras - 0.0%  
 

Honduras Government International Bond

 

    300,000    

5.63%, 06/24/2030(1)

    315,000  
    150,000    

5.63%, 06/24/2030(6)

    157,500  
     

 

 

 
    472,500  
     

 

 

 
      Hungary - 0.1%  
 

Hungary Government International Bond

 

EUR     340,000    

1.50%, 11/17/2050(6)

    382,849  
    1,423,000    

1.63%, 04/28/2032(6)

    1,825,493  
    725,000    

1.75%, 06/05/2035(6)

    922,587  
     

 

 

 
    3,130,929  
     

 

 

 
      India - 0.2%  
INR     463,260,000    

India Government Bond 5.77%, 08/03/2030

    6,023,384  
     

 

 

 
      Indonesia - 0.6%  
 

Indonesia Government International Bond

 

EUR     115,000    

1.10%, 03/12/2033

    134,965  
$     2,505,000    

4.63%, 04/15/2043(6)

    2,816,709  
    1,320,000    

4.75%, 01/08/2026(6)

    1,503,897  
    760,000    

4.75%, 02/11/2029

    885,544  
    1,585,000    

4.75%, 07/18/2047(6)

    1,821,681  
    1,980,000    

5.13%, 01/15/2045(6)

    2,382,842  
 

Indonesia Treasury Bond

 

IDR     44,365,000,000    

7.00%, 09/15/2030

    3,166,730  
    43,338,000,000    

7.50%, 06/15/2035

    3,095,974  
 

Perusahaan Penerbit SBSN Indonesia III

 

$     200,000    

4.15%, 03/29/2027(6)

    222,554  
    200,000    

4.45%, 02/20/2029(6)

    227,796  
     

 

 

 
    16,258,692  
     

 

 

 
      Italy - 0.2%  
EUR     3,585,000    

Italy Buoni Ordinari del Tesoro BOT
0.00%, 05/14/2021(6)(11)

    4,310,716  
    1,000,000    

Italy Buoni Poliennali Del Tesoro
1.20%, 04/01/2022(6)

    1,220,058  
     

 

 

 
    5,530,774  
     

 

 

 
      Ivory Coast - 0.3%  
 

Ivory Coast Government International Bond

 

    965,000    

4.88%, 01/30/2032(1)

    1,164,417  
    500,000    

4.88%, 01/30/2032(6)

    603,325  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
      Ivory Coast - 0.3% - (continued)  
EUR     995,000    

5.88%, 10/17/2031(1)

  $ 1,293,648  
    2,485,000    

5.88%, 10/17/2031(6)

    3,230,870  
    300,000    

6.88%, 10/17/2040(6)

    389,716  
     

 

 

 
    6,681,976  
     

 

 

 
      Japan - 5.0%  
 

Japan Treasury Discount Bill

 

JPY     1,447,000,000    

(0.11%), 08/25/2021(14)

    13,244,513  
    1,587,800,000    

(0.10%), 05/10/2021(14)

    14,528,598  
    1,144,450,000    

(0.10%), 05/24/2021(14)

    10,472,289  
    100,000,000    

(0.10%), 05/25/2021(14)

    915,052  
    671,500,000    

(0.10%), 05/31/2021(14)

    6,144,680  
    1,159,350,000    

(0.10%), 06/07/2021(14)

    10,609,053  
    1,478,400,000    

(0.10%), 06/14/2021(14)

    13,528,916  
    1,460,950,000    

(0.10%), 06/21/2021(14)

    13,369,512  
    758,150,000    

(0.10%), 06/28/2021(14)

    6,938,166  
    240,950,000    

(0.10%), 07/05/2021(14)

    2,205,088  
    900,950,000    

(0.10%), 07/26/2021(14)

    8,245,713  
    1,456,350,000    

(0.10%), 08/02/2021(14)

    13,329,145  
    454,100,000    

(0.09%), 05/17/2021(14)

    4,155,160  
    780,000,000    

(0.09%), 06/10/2021(14)

    7,137,733  
    1,180,000,000    

(0.09%), 07/19/2021(14)

    10,799,400  
     

 

 

 
    135,623,018  
     

 

 

 
      Jordan - 0.1%  
 

Jordan Government International Bond

 

$     200,000    

4.95%, 07/07/2025(1)

    206,800  
    400,000    

5.75%, 01/31/2027(6)

    424,040  
    530,000    

5.85%, 07/07/2030(6)

    548,970  
 

Jordan Government International Bond

 

    2,160,000    

6.13%, 01/29/2026(6)

    2,333,232  
     

 

 

 
    3,513,042  
     

 

 

 
      Macedonia - 0.1%  
 

North Macedonia Government International Bond

 

EUR     635,000    

1.63%, 03/10/2028(1)

    737,930  
    210,000    

2.75%, 01/18/2025(6)

    262,551  
    375,000    

3.68%, 06/03/2026(1)

    490,589  
    665,000    

3.68%, 06/03/2026(6)

    869,978  
    405,000    

3.98%, 07/24/2021(6)

    490,563  
     

 

 

 
    2,851,611  
     

 

 

 
      Mexico - 1.2%  
 

Mexican Bonos

 

MXN     64,929,500    

5.75%, 03/05/2026

    3,176,279  
    57,417,000    

8.50%, 11/18/2038

    3,070,252  
 

Mexico Government International Bond

 

EUR     1,114,000    

1.13%, 01/17/2030

    1,287,703  
    5,600,000    

1.45%, 10/25/2033

    6,285,890  
    1,770,000    

2.13%, 10/25/2051

    1,742,775  
$     200,000    

4.35%, 01/15/2047

    199,566  
    7,525,000    

4.50%, 01/31/2050

    7,667,674  
    2,765,000    

4.75%, 04/27/2032

    3,107,860  
    1,906,000    

4.75%, 03/08/2044

    2,028,213  
    4,510,000    

5.00%, 04/27/2051

    4,915,719  
     

 

 

 
    33,481,931  
     

 

 

 
      Mongolia - 0.5%  
 

Mongolia Government International Bond

 

    4,917,000    

5.13%, 12/05/2022(6)

    5,091,553  
    7,293,000    

5.13%, 04/07/2026(1)

    7,813,925  
     

 

 

 
    12,905,478  
     

 

 

 
      Morocco - 0.1%  
 

Morocco Government International Bond

 

EUR     750,000    

1.50%, 11/27/2031(6)

    845,945  
    140,000    

2.00%, 09/30/2030(6)

    166,346  
$     350,000    

4.25%, 12/11/2022(6)

    366,695  
     

 

 

 
    1,378,986  
     

 

 

 
 

 

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

 

 

  106  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
      Oman - 0.3%  
 

Oman Government International Bond

 

$     460,000    

6.25%, 01/25/2031(1)

  $ 494,500  
    430,000    

6.25%, 01/25/2031(6)

    462,250  
    5,250,000    

6.50%, 03/08/2047(6)

    5,131,875  
    2,305,000    

6.75%, 01/17/2048(6)

    2,298,085  
     

 

 

 
    8,386,710  
     

 

 

 
      Pakistan - 0.3%  
 

Pakistan Government International Bond

 

    3,235,000    

6.00%, 04/08/2026(1)

    3,323,510  
    1,070,000    

6.88%, 12/05/2027(6)

    1,118,150  
    3,720,000    

7.38%, 04/08/2031(1)

    3,906,000  
     

 

 

 
    8,347,660  
     

 

 

 
      Panama - 0.2%  
 

Panama Government International Bond

 

    830,000    

3.16%, 01/23/2030

    867,350  
    1,095,000    

3.87%, 07/23/2060

    1,094,518  
    495,000    

4.30%, 04/29/2053

    530,581  
    585,000    

4.50%, 04/16/2050

    646,226  
    1,545,000    

4.50%, 04/01/2056

    1,700,272  
    465,000    

Panama Notas del Tesoro
3.75%, 04/17/2026

    500,108  
     

 

 

 
    5,339,055  
     

 

 

 
      Paraguay - 0.1%  
   

Paraguay Government International Bond

 
    400,000    

4.70%, 03/27/2027(6)

    444,800  
    480,000    

4.95%, 04/28/2031(6)

    539,285  
     

 

 

 
        984,085  
     

 

 

 
      Peru - 0.0%  
   

Peruvian Government International Bond

 
    345,000    

2.78%, 01/23/2031

    345,000  
    350,000    

3.55%, 03/10/2051

    345,114  
     

 

 

 
        690,114  
     

 

 

 
      Philippines - 0.1%  
   

Philippine Government International Bond

 
    1,810,000    

3.70%, 03/01/2041

    1,918,386  
    205,000    

3.70%, 02/02/2042

    217,202  
    650,000    

3.95%, 01/20/2040

    709,338  
     

 

 

 
        2,844,926  
     

 

 

 
      Qatar - 0.0%  
   

Qatar Government International Bond

 
    310,000    

2.38%, 06/02/2021(6)

    310,465  
    200,000    

4.40%, 04/16/2050(6)

    232,524  
     

 

 

 
        542,989  
     

 

 

 
      Romania - 0.6%  
   

Romanian Government International Bond

 
EUR     340,000    

1.38%, 12/02/2029(1)

    406,916  
    535,000    

1.38%, 12/02/2029(6)

    640,294  
    890,000    

2.00%, 01/28/2032(6)

    1,075,352  
    120,000    

2.00%, 01/28/2032(1)

    144,991  
    460,000    

2.00%, 04/14/2033(1)

    545,270  
    175,000    

2.12%, 07/16/2031(1)

    215,485  
    945,000    

2.12%, 07/16/2031(6)

    1,163,620  
    6,170,000    

2.63%, 12/02/2040(1)

    7,266,481  
    2,260,000    

2.63%, 12/02/2040(6)

    2,661,629  
    720,000    

2.75%, 04/14/2041(1)

    850,125  
    315,000    

2.88%, 03/11/2029(6)

    418,435  
    400,000    

3.38%, 02/08/2038(6)

    519,805  
    215,000    

3.38%, 01/28/2050(6)

    269,733  
    8,000    

3.38%, 01/28/2050(1)

    10,037  
    32,000    

3.62%, 05/26/2030(1)

    44,333  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
      Romania - 0.6% - (continued)  
EUR     233,000    

3.88%, 10/29/2035(6)

  $ 324,608  
    52,000    

6.13%, 01/22/2044(6)

    67,652  
     

 

 

 
        16,624,766  
     

 

 

 
      Russia - 1.0%  
   

Russian Federal Bond - OFZ

 
RUB     210,340,000    

7.15%, 11/12/2025

    2,883,323  
    201,630,000    

7.65%, 04/10/2030

    2,812,351  
   

Russian Foreign Bond - Eurobond

 
EUR     400,000    

1.85%, 11/20/2032(6)

    471,214  
$     3,600,000    

4.25%, 06/23/2027(6)

    3,984,322  
    600,000    

4.38%, 03/21/2029(1)

    671,586  
    2,000,000    

4.38%, 03/21/2029(6)

    2,238,620  
    1,800,000    

4.75%, 05/27/2026(6)

    2,030,652  
    7,600,000    

5.10%, 03/28/2035(6)

    8,942,996  
    800,000    

5.25%, 06/23/2047(6)

    984,000  
    1,600,000    

5.63%, 04/04/2042(6)

    2,015,680  
     

 

 

 
        27,034,744  
     

 

 

 
      Senegal - 0.2%  
   

Senegal Government International Bond

 
EUR     3,780,000    

4.75%, 03/13/2028(6)

    4,715,377  
$     415,000    

6.25%, 07/30/2024(6)

    449,995  
    920,000    

6.25%, 05/23/2033(6)

    963,700  
   

Senegal Government International Bond

 
    205,000    

6.75%, 03/13/2048(6)

    206,041  
     

 

 

 
        6,335,113  
     

 

 

 
          Serbia - 0.2%      
   

Serbia International Bond

 
EUR     1,875,000    

1.50%, 06/26/2029(6)

    2,231,225  
    120,000    

1.50%, 06/26/2029(1)

    142,798  
    250,000    

1.65%, 03/03/2033(1)

    289,547  
    830,000    

3.13%, 05/15/2027(6)

    1,096,906  
     

 

 

 
              3,760,476  
     

 

 

 
          South Africa - 0.3%      
ZAR     94,425,000    

Republic of South Africa Government Bond
8.00%, 01/31/2030

    6,015,993  
   

Republic of South Africa Government International Bond

 
$     1,640,000    

5.75%, 09/30/2049

    1,580,550  
    610,000    

6.25%, 03/08/2041

    640,256  
     

 

 

 
        8,236,799  
     

 

 

 
          South Korea - 0.6%      
   

Export-Import Bank of Korea

 
    2,000,000    

0.61%, 08/25/2021, 3 mo. USD SOFR + 0.600%(2)

    2,001,040  
    1,000,000    

0.76%, 06/01/2021, 3 mo. USD LIBOR + 0.575%(2)

    1,000,343  
    4,500,000    

0.99%, 07/05/2022, 3 mo. USD LIBOR + 0.800%(2)(6)

    4,528,156  
    1,000,000    

4.38%, 09/15/2021

    1,014,570  
   

Korea Development Bank

 
    6,200,000    

0.90%, 02/27/2022, 3 mo. USD LIBOR + 0.705%(2)

    6,223,605  
    2,000,000    

0.98%, 10/30/2022, 3 mo. USD LIBOR + 0.800%(2)(6)

    2,015,680  
     

 

 

 
        16,783,394  
     

 

 

 
          Supranational - 0.2%      
TRY     8,660,000    

Asian Development Bank
17.50%, 10/04/2021

    1,018,310  
    12,000,000    

European Bank for Reconstruction & Development
10.00%, 10/13/2021

    1,392,500  
 

 

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

 

 

  107  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.3% - (continued)  
          Supranational - 0.2% - (continued)      
TRY     33,000,000    

European Investment Bank 12.00%, 05/12/2022

  $ 3,677,943  
MXN     22,900,000    

International Finance Corp. 0.00%, 02/22/2038(11)

    290,645  
     

 

 

 
        6,379,398  
     

 

 

 
          Thailand - 0.2%      
THB     212,815,000    

Thailand Government Bond 1.60%, 06/17/2035

    6,379,093  
     

 

 

 
          Tunisia - 0.0%      
   

Banque Centrale de Tunisie International Bond

 
$     540,000    

5.75%, 01/30/2025(6)

    505,656  
EUR     100,000    

6.75%, 10/31/2023(1)

    116,592  
     

 

 

 
        622,248  
     

 

 

 
          Turkey - 0.8%      
   

Istanbul Metropolitan Municipality

 
$     425,000    

6.38%, 12/09/2025(1)

    412,250  
    200,000    

6.38%, 12/09/2025(6)

    194,000  
   

Turkey Government International Bond

 
    215,000    

3.25%, 03/23/2023

    210,934  
    555,000    

4.75%, 01/26/2026

    533,808  
    2,400,000    

4.88%, 10/09/2026

    2,292,000  
    3,790,000    

4.88%, 04/16/2043

    2,918,603  
    5,246,000    

5.13%, 02/17/2028

    4,930,715  
    9,240,000    

5.75%, 05/11/2047

    7,601,452  
    565,000    

5.88%, 06/26/2031

    529,140  
    775,000    

5.95%, 01/15/2031

    730,949  
    510,000    

6.00%, 03/25/2027

    506,981  
   

Turkey Government International Bond

 
    1,575,000    

6.00%, 01/14/2041

    1,378,062  
     

 

 

 
        22,238,894  
     

 

 

 
          Ukraine - 0.5%      
   

Ukraine Government International Bond

 
    1,915,000    

6.88%, 05/21/2029(1)

    1,915,766  
    1,810,000    

7.25%, 03/15/2033(1)

    1,810,000  
    1,260,000    

7.25%, 03/15/2033(6)

    1,260,000  
    1,715,000    

7.38%, 09/25/2032(6)

    1,732,150  
    620,000    

7.75%, 09/01/2022(6)

    647,900  
    865,000    

7.75%, 09/01/2024(6)

    927,713  
    2,325,000    

7.75%, 09/01/2026(6)

    2,503,327  
    1,700,000    

7.75%, 09/01/2027(6)

    1,822,434  
     

 

 

 
        12,619,290  
     

 

 

 
          United Arab Emirates - 0.4%      
    12,205,000    

Emirate of Dubai Government International Bonds
3.90%, 09/09/2050(6)

    11,243,612  
    400,000    

Finance Department Government of Sharjah
4.38%, 03/10/2051(1)

    366,160  
     

 

 

 
        11,609,772  
     

 

 

 
          Venezuela - 0.0%      
   

Venezuela Government International Bond

 
    1,224,000    

7.75%, 10/13/2019(6)(12)

    119,340  
    380,000    

9.00%, 05/07/2023(6)(12)

    38,950  
    800,000    

9.25%, 05/07/2028(6)(12)

    81,600  
    1,355,300    

12.75%, 08/23/2022(6)(12)

    140,951  
     

 

 

 
        380,841  
     

 

 

 
   

Total Foreign Government Obligations
(cost $559,672,867)

  $ 551,899,094  
     

 

 

 
MUNICIPAL BONDS - 0.5%  
          Education - 0.2%      
   

Chicago, IL, Board of Education, GO

 
    630,000    

5.18%, 12/01/2021

  $ 644,825  
    380,000    

6.04%, 12/01/2029

    441,674  
    2,870,000    

6.14%, 12/01/2039

    3,364,509  
    660,000    

6.32%, 11/01/2029

    791,761  
     

 

 

 
        5,242,769  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 0.5% - (continued)  
          General - 0.0%      

$

    665,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

  $ 918,595  
     

 

 

 
          General Obligation - 0.0%      
   

State of Illinois, GO

 
    523,309    

4.95%, 06/01/2023(7)

    542,991  
    70,000    

5.00%, 01/01/2023

    73,701  
     

 

 

 
        616,692  
     

 

 

 
          Nursing Homes - 0.1%      
    2,000,000    

Seminole County, FL, Industrial Dev Auth
6.00%, 11/15/2025

    1,991,745  
     

 

 

 
          Transportation - 0.2%      
    1,150,000    

Chicago, IL, Transit Auth
3.91%, 12/01/2040

    1,217,702  
   

Metropolitan Transportation Auth, NY, Rev

 
    1,150,000    

5.00%, 11/15/2050

    1,407,031  
    1,195,000    

5.18%, 11/15/2049

    1,507,820  
     

 

 

 
        4,132,553  
     

 

 

 
   

Total Municipal Bonds
(cost $11,845,786)

  $ 12,902,354  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 19.7%(15)  
          Advertising - 0.1%      
    1,393,775    

Clear Channel Outdoor Holdings, Inc.
3.69%, 08/21/2026, 3 mo. USD LIBOR + 3.500%

  $ 1,348,868  
    2,280,000    

E2open LLC 4.00%, 10/29/2027, 3 mo. USD
LIBOR + 3.500%

    2,273,593  
     

 

 

 
        3,622,461  
     

 

 

 
      Aerospace/Defense - 0.5%  
    1,765,000    

First Brands 9.50%, 03/22/2028, 3 mo. USD LIBOR + 8.500%

    1,756,175  
    5,221,913    

Great Outdoors Group LLC 5.00%, 03/06/2028,
6 mo. USD LIBOR + 4.250%

    5,239,876  
    533,663    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025,
1 mo. USD LIBOR + 5.250%

    537,665  
   

TransDigm, Inc.

 
    2,012,869    

2.36%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    1,986,943  
    1,340,481    

2.36%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    1,323,122  
    2,850,931    

Tronox Finance LLC 2.66%, 03/13/2028,
3 mo. USD LIBOR + 2.250%

    2,822,935  
    1,010,000    

Watlow Electric Manufacturing Co.
0.00%, 03/02/2028(16)

    1,008,737  
     

 

 

 
        14,675,453  
     

 

 

 
      Airlines - 0.3%  
    2,355,000    

AAdvantage Loyalty IP Ltd. 0.00%, 04/20/2028(16)

    2,419,762  
    1,361,206    

JetBlue Airways Corp. 6.25%, 06/17/2024,
3 mo. USD LIBOR + 5.250%

    1,396,203  
    685,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027,
3 mo. USD LIBOR + 5.250%

    730,505  
    1,880,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027,
3 mo. USD LIBOR + 3.750%

    1,973,304  
    1,910,912    

WestJet Airlines Ltd. 4.00%, 12/11/2026,
6 mo. USD LIBOR + 3.000%

    1,845,827  
     

 

 

 
        8,365,601  
     

 

 

 
      Apparel - 0.1%  
    2,430,000    

Birkenstock GmbH & Co. KG 0.00%, 04/26/2028(16)

    2,422,418  
     

 

 

 
          Asset-Backed - Finance & Insurance - 0.2%  
EUR     1,290,000    

Bellis Acquisition Co. plc 2.75%, 02/12/2026,
6 mo. EURIBOR + 2.750%

    1,547,304  
$     245,109    

Evertec Group LLC 3.61%, 11/27/2024,
1 mo. USD LIBOR + 3.500%

    244,496  
 

 

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

 

 

  108  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Asset-Backed - Finance & Insurance - 0.2% - (continued)  
   

HighTower Holdings LLC

 
$     1,796,000    

0.00%, 04/30/2028(16)

  $ 1,793,755  
    449,000    

0.00%, 04/30/2028(16)(17)

    448,439  
    1,105,000    

PAI Holdco, Inc. 4.50%, 10/28/2027,
3 mo. USD LIBOR + 3.750%

    1,102,933  
     

 

 

 
        5,136,927  
     

 

 

 
      Auto Manufacturers - 0.0%  
    1,276,614    

Navistar International Corp. 3.61%, 11/06/2024,
1 mo. USD LIBOR + 3.500%

    1,275,019  
   

 

 

 
      Auto Parts & Equipment - 0.4%  
    1,580,000    

Adient U.S. LLC 0.00%, 04/08/2028,
1 mo. USD LIBOR + 3.500%(16)

    1,577,630  
    200,388    

AL Alpine U.S. Bidco, Inc. 3.20%, 10/31/2025,
3 mo. USD LIBOR + 3.000%

    194,376  
    1,309,038    

Altra Industrial Motion Corp. 2.11%, 10/01/2025,
1 mo. USD LIBOR + 2.000%

    1,300,451  
   

Clarios Global L.P.

 
EUR     2,841,252    

3.25%, 04/30/2026, 1 mo. EURIBOR + 3.250%

    3,387,542  
$     2,225,868    

3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    2,201,383  
    813,529    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    816,921  
    690,000    

Truck Hero, Inc. 4.50%, 01/31/2028, 1 mo. USD LIBOR + 3.750%

    688,199  
     

 

 

 
        10,166,502  
     

 

 

 
          Beverages - 0.2%      
    406,700    

Sunshine Investments B.V. 3.20%, 03/28/2025,
3 mo. USD LIBOR + 3.000%

    404,495  
    4,451,235    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026,
3 mo. USD LIBOR + 3.750%

    4,449,143  
     

 

 

 
        4,853,638  
     

 

 

 
          Chemicals - 0.4%      
    995,182    

Axalta Coating Systems U.S. Holdings, Inc.
1.95%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    988,345  
EUR     3,345,920    

CeramTec AcquiCo GmbH 2.50%, 03/07/2025,
3 mo. EURIBOR + 2.500%

    3,929,266  
$     1,608,668    

Element Solutions, Inc. 2.11%, 01/31/2026,
1 mo. USD LIBOR + 2.000%

    1,601,124  
    618,975    

Hexion, Inc. 3.71%, 07/01/2026,
3 mo. USD LIBOR + 3.500%

    617,687  
    640,000    

INEOS Styrolution U.S. Holding LLC
3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    636,800  
    282,750    

LTI Holdings, Inc. 3.61%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

    278,155  
    2,032,387    

Starfruit Finco B.V 2.87%, 10/01/2025, 1 mo. USD LIBOR + 2.750%

    2,006,982  
    244,502    

Univar, Inc. 2.36%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    243,891  
    229,126    

WR Grace & Co. 1.95%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

    227,407  
     

 

 

 
        10,529,657  
     

 

 

 
          Commercial Services - 2.2%      
   

AlixPartners LLP

 
    4,240,000    

3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

    4,219,478  
EUR     700,000    

3.25%, 02/04/2028, 3 mo. EURIBOR + 3.250%

    839,606  
   

Amentum Government Services Holdings LLC

 
$     521,063    

3.61%, 01/29/2027, 1 mo. USD LIBOR + 3.500%

    516,894  
    4,000,000    

5.50%, 01/29/2027, 3 mo. USD LIBOR + 4.750%

    4,006,680  
    3,205,893    

APX Group, Inc. 5.11%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    3,205,893  
    231,600    

Ascend Learning LLC 4.00%, 07/12/2024, 1 mo. USD LIBOR + 3.000%

    230,924  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Commercial Services - 2.2% - (continued)      
   

AVSC Holding Corp.

 
$     983,317    

4.50%, 03/03/2025, 3 mo. USD LIBOR + 3.500%

  $ 885,909  
    1,638,474    

6.50%, 10/15/2026, 3 mo. USD LIBOR + 5.500%

    1,504,660  
    835,675    

Belron Finance U.S. LLC 2.44%, 10/30/2026,
1 mo. USD LIBOR + 2.250%

    827,845  
EUR     6,105,000    

Biogroup-LCD 0.00%, 01/28/2028,
3 mo. EURIBOR + 3.500%(16)

    7,293,274  
$     3,352,530    

Blackhawk Network Holdings, Inc.
3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    3,306,902  
    1,317,507    

BrightView Landscapes LLC
2.63%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    1,310,919  
    710,230    

Ceridian HCM Holding, Inc. 2.59%, 04/30/2025,
1 mo. USD LIBOR + 2.500%

    698,021  
   

Deerfield Dakota Holding LLC

 
    4,177,741    

4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

    4,182,963  
EUR     2,208,313    

5.00%, 04/09/2027, 1 mo. EURIBOR + 4.000%

    2,659,085  
$     7,359,768    

Dun & Bradstreet Corp. 3.36%, 02/06/2026,
1 mo. USD LIBOR + 3.250%

    7,316,051  
    551,054    

Fly Funding S.a.r.l. 1.95%, 08/11/2025,
3 mo. USD LIBOR + 1.750%

    540,033  
    2,757,000    

Gainwell Acquisition Corp. 4.75%, 10/01/2027,
3 mo. USD LIBOR + 4.000%

    2,757,000  
    443,250    

KAR Auction Services, Inc. 2.38%, 09/19/2026,
1 mo. USD LIBOR + 2.250%

    436,601  
EUR     640,000    

LGC Group Holdings Ltd. 2.75%, 04/21/2027,
1 mo. EURIBOR + 2.750%

    759,345  
$     2,477,097    

Quikrete Holdings, Inc. 2.61%, 02/01/2027,
1 mo. USD LIBOR + 2.500%

    2,451,286  
EUR     231,666    

Techem Verwaltungsgesellschaft 675 mbH
2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625%

    277,080  
$     760,967    

Trans Union LLC
1.86%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    755,047  
    316,000    

U.S. Ecology Holdings, Inc.
2.61%, 11/01/2026, 1 mo. USD LIBOR + 2.500%

    315,804  
   

Verisure Holding AB

 
EUR     5,045,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(16)

    6,042,604  
    1,650,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

    1,977,602  
     

 

 

 
        59,317,506  
     

 

 

 
          Construction Materials - 0.4%      
   

Cornerstone Building Brands, Inc.

 
$     3,131,300    

0.00%, 04/12/2028(16)

    3,099,987  
    2,496,260    

3.86%, 04/12/2025, 1 mo. USD LIBOR + 3.750%

    2,471,297  
    257,713    

Hamilton Holdco LLC 2.21%, 01/02/2027,
3 mo. USD LIBOR + 2.000%

    254,705  
    643,350    

Summit Materials LLC 2.11%, 11/21/2024,
1 mo. USD LIBOR + 2.000%

    640,668  
   

Tecta America Corp.

 
    3,370,000    

0.00%, 04/01/2028(16)

    3,344,725  
    1,120,000    

0.00%, 04/01/2029(16)

    1,108,800  
     

 

 

 
        10,920,182  
     

 

 

 
          Distribution/Wholesale - 0.2%      
    1,508,828    

American Builders & Contractors Supply Co., Inc.
2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    1,495,249  
   

SRS Distribution, Inc.

 
    2,477,134    

3.11%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    2,439,630  
    349,675    

4.36%, 05/23/2025, 1 mo. USD LIBOR + 4.250%

    348,801  
     

 

 

 
        4,283,680  
     

 

 

 
          Diversified Financial Services - 0.3%      
    1,581,305    

Aretec Group, Inc. 4.36%, 10/01/2025,
1 mo. USD LIBOR + 4.250%

    1,574,062  
    900,000    

Blackhawk Network Holdings, Inc.
7.13%, 06/15/2026, 1 mo. USD LIBOR + 7.000%

    891,000  
 

 

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

 

 

  109  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Diversified Financial Services - 0.3% - (continued)  
$     2,440,227    

Crown Finance U.S., Inc.
2.70%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

  $ 2,090,103  
   

GreenSky Holdings LLC

 
    828,184    

3.38%, 03/31/2025, 1 mo. USD LIBOR + 3.250%

    797,127  
    1,042,125    

5.50%, 03/29/2025, 1 mo. USD LIBOR + 4.500%

    1,031,704  
    171,500    

Minotaur Acquisition, Inc.
5.11%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    171,243  
EUR     379,236    

Nets Holding A/S 3.25%, 02/06/2025,
3 mo. EURIBOR + 3.250%

    454,956  
$     1,464,717    

Russell Investments U.S. Inst’l Holdco, Inc.
4.50%, 05/30/2025, 6 mo. USD LIBOR + 3.000%

    1,448,239  
     

 

 

 
        8,458,434  
     

 

 

 
          Electric - 0.1%      
    1,461,338    

ExGen Renewables LLC
3.75%, 12/15/2027, 3 mo. USD LIBOR + 2.750%

    1,460,972  
     

 

 

 
          Electrical Components & Equipment - 0.2%      
    2,011,630    

Brookfield WEC Holdings, Inc.
3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750%

    1,987,491  
    1,162,088    

Energizer Holdings, Inc.
2.75%, 12/22/2027, 1 mo. USD LIBOR + 2.250%

    1,155,696  
    1,125,000    

Virgin Media Bristol LLC
2.62%, 01/31/2028, 1 mo. USD LIBOR + 2.500%

    1,115,156  
EUR     700,000    

Virgin Media SFA Finance Ltd.
2.50%, 01/31/2029, 6 mo. EURIBOR + 2.500%

    836,315  
     

 

 

 
        5,094,658  
     

 

 

 
          Energy - Alternate Sources - 0.1%      
$     743,327    

BCP Renaissance Parent LLC
4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    727,004  
    1,043,779    

Medallion Midland Acquisition LLC
4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    1,032,600  
     

 

 

 
        1,759,604  
     

 

 

 
          Engineering & Construction - 0.2%      
    2,855,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    2,829,419  
    2,305,621    

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    2,239,750  
     

 

 

 
        5,069,169  
     

 

 

 
          Entertainment - 0.3%      
    1,139,275    

Banijay Entertainment S.A.S
3.86%, 03/01/2025, 1 mo. USD LIBOR + 3.750%

    1,131,209  
    364,381    

Crown Finance U.S., Inc.
0.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000%(16)

    456,519  
   

Motion Finco S.a.r.l.

 
EUR     335,000    

3.00%, 11/12/2026, 3 mo. EURIBOR + 3.000%

    388,113  
$     57,358    

3.45%, 11/12/2026, 3 mo. USD LIBOR + 3.250%

    55,306  
    2,656,410    

Scientific Games International, Inc.
2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    2,616,059  
    2,487,060    

SeaWorld Parks & Entertainment, Inc.
3.75%, 03/31/2024, 1 mo. USD LIBOR + 3.000%

    2,455,972  
     

 

 

 
        7,103,178  
     

 

 

 
          Environmental Control - 0.0%      
EUR     247,665    

Fluidra S.A.
2.00%, 07/02/2025, 1 mo. EURIBOR + 2.000%

    297,681  
     

 

 

 
          Food - 0.5%      
$     2,239,258    

B&G Foods, Inc.
2.61%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    2,234,601  
   

Froneri International Ltd.

 
    2,458,863    

2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    2,421,070  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Food - 0.5% - (continued)      
EUR     1,270,000    

2.63%, 01/29/2027, 6 mo. EURIBOR + 2.625%

  $ 1,509,970  
$     2,294,200    

Hostess Brands LLC
3.00%, 08/03/2025, 3 mo. USD LIBOR + 2.250%

    2,282,729  
    823,752    

Post Holdings, Inc.
4.75%, 10/21/2024, 1 mo. USD LIBOR + 4.000%

    828,901  
    764,698    

Simply Good Foods USA, Inc.
4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

    766,036  
   

U.S. Foods, Inc.

 
    1,855,406    

1.86%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    1,833,216  
    1,150,012    

2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    1,126,529  
    1,446,375    

UTZ Quality Foods LLC
3.11%, 01/20/2028, 1 mo. USD LIBOR + 3.000%

    1,444,567  
     

 

 

 
        14,447,619  
     

 

 

 
          Food Service - 0.2%      
   

8th Avenue Food & Provisions, Inc.

 
    219,938    

3.61%, 10/01/2025, 1 mo. USD LIBOR + 3.500%

    219,480  
    135,000    

7.86%, 10/01/2026, 1 mo. USD LIBOR + 7.750%

    133,650  
   

Aramark Services, Inc.

 
    928,502    

1.86%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

    915,076  
    485,100    

1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    477,523  
    1,434,816    

CHG PPC Parent LLC
2.86%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    1,416,881  
    2,550,000    

Welbilt, Inc. 2.61%, 10/23/2025, 1 mo. USD LIBOR + 2.500%

    2,518,125  
     

 

 

 
        5,680,735  
     

 

 

 
          Gas - 0.0%      
   

Messer Industries GmbH

 
EUR     76,852    

2.50%, 03/01/2026, 3 mo. EURIBOR + 2.500%

    92,107  
$     622,393    

2.70%, 03/01/2026, 3 mo. USD LIBOR + 2.250%

    615,547  
     

 

 

 
        707,654  
     

 

 

 
          Hand/Machine Tools - 0.1%      
    3,766,075    

White Cap Buyer LLC
4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    3,763,326  
     

 

 

 
          Healthcare - Products - 0.3%      
   

Avantor Funding, Inc.

 
    77,548    

3.00%, 11/21/2024, 1 mo. USD LIBOR + 2.000%

    77,432  
    4,548,600    

3.25%, 11/08/2027, 1 mo. USD LIBOR + 2.250%

    4,547,463  
EUR     685,000    

Jazz Financing Lux S.a.r.l.
0.00%, 04/21/2028(16)

    824,570  
$     421,250    

Lifescan Global Corp.
6.20%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

    412,450  
    297,750    

Surf Holdings LLC
3.68%, 03/05/2027, 3 mo. USD LIBOR + 3.500%

    294,705  
    2,605,000    

WW International, Inc.
0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(16)

    2,603,046  
     

 

 

 
        8,759,666  
     

 

 

 
          Healthcare - Services - 1.4%      
    1,790,064    

Agiliti Health, Inc.
3.50%, 01/04/2026, 1 mo. USD LIBOR + 2.750%

    1,776,639  
   

Cano Health LLC

 
    702,672    

4.82%, 11/19/2027, 6 mo. USD LIBOR + 4.750%(17)

    701,793  
    1,922,510    

5.50%, 11/19/2027, 3 mo. USD LIBOR + 4.750%

    1,920,107  
    1,058,718    

Catalent Pharma Solutions, Inc.
2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    1,058,274  
    2,262,898    

CPI Holdco LLC
4.11%, 11/04/2026, 1 mo. USD LIBOR + 4.000%

    2,262,898  
    1,225,626    

DentalCorp Perfect Smile ULC
4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%

    1,217,451  
 

 

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

 

 

  110  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Healthcare - Services - 1.4% - (continued)      
$     112,164    

DuPage Medical Group Ltd.
4.00%, 03/12/2028, 3 mo. USD LIBOR + 3.250%

  $ 111,696  
EUR     1,180,000    

Elsan SAS 0.00%, 02/05/2028(16)

    1,416,214  
$     548,175    

Emerald TopCo, Inc.
3.61%, 07/24/2026, 3 mo. USD LIBOR + 3.500%

    542,830  
    1,718,797    

Ensemble RCM LLC
3.94%, 08/03/2026, 3 mo. USD LIBOR + 3.750%

    1,713,572  
    581,613    

Envision Healthcare Corp.
3.86%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    486,467  
    538,643    

eResearchTechnology, Inc.
0.00%, 02/04/2027, 1 mo. USD LIBOR + 4.500%(16)

    539,543  
    2,017,568    

EyeCare Partners LLC
3.86%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

    1,990,594  
    2,354,469    

Gentiva Health Services, Inc.
2.88%, 07/02/2025, 1 mo. USD LIBOR + 2.750%

    2,347,594  
    1,430,000    

Insulet Corp. 0.00%, 04/29/2028(16)

    1,431,787  
   

MED ParentCo L.P.

 
    1,674,924    

4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    1,667,885  
    252,217    

4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(17)

    250,893  
    2,931,231    

MPH Acquisition Holdings LLC
3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    2,914,757  
    3,125,000    

Organon & Co. 0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(16)

    3,115,875  
$     1,090,000    

Packaging Coordinators Midco, Inc.
4.50%, 11/30/2027, 3 mo. USD LIBOR + 3.750%

    1,089,324  
    1,455,877    

Pathway Vet Alliance LLC
3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

    1,446,167  
    1,100,000    

PPD, Inc. 2.75%, 01/13/2028, 1 mo. USD LIBOR + 2.250%

    1,097,250  
    247,988    

Sound Inpatient Physicians Holdings LLC
2.86%, 06/27/2025, 1 mo. USD LIBOR + 2.750%

    246,438  
   

Surgery Center Holdings, Inc.

 
    1,040,000    

0.00%, 08/31/2026(16)

    1,035,611  
    4,489,033    

4.25%, 09/03/2024, 1 mo. USD LIBOR + 3.750%

    4,470,089  
     

 

 

 
        36,851,748  
     

 

 

 
          Holding Companies - Diversified - 0.0%      
    150,000    

Belfor Holdings, Inc. 0.00%, 04/06/2026,
3 mo. USD LIBOR + 4.000%(16)

    150,141  
     

 

 

 
          Home Builders - 0.1%      
    2,181,387    

Wilsonart LLC 4.50%, 12/19/2026, 3 mo. USD LIBOR + 3.500%

    2,176,980  
     

 

 

 
          Household Products - 0.2%      
    4,150,336    

Diamond (BC) B.V. 3.19%, 09/06/2024,
2 mo. USD LIBOR + 3.000%

    4,129,584  
EUR     685,766    

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    821,758  
$     205,325    

Revlon Consumer Products Corp.
4.25%, 09/07/2023, 3 mo. USD LIBOR + 3.500%

    104,921  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Household Products - 0.2% - (continued)      
$     395,298    

Reynolds Consumer Products LLC
1.86%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

  $ 392,927  
    1,326,675    

Weber-Stephen Products LLC
4.00%, 10/30/2027, 1 mo. USD LIBOR + 3.250%

    1,325,428  
     

 

 

 
        6,774,618  
     

 

 

 
          Housewares - 0.1%      
    2,992,640    

Hayward Industries, Inc.
3.61%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

    2,987,972  
     

 

 

 
          Insurance - 1.1%      
    4,978,346    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    4,895,357  
   

Alliant Holdings Intermediate LLC

 
    1,130,000    

0.00%, 10/08/2027(16)

    1,128,746  
    1,168,990    

3.36%, 05/09/2025, 1 mo. USD LIBOR + 3.250%

    1,153,582  
   

Asurion LLC

 
    1,421,368    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    1,417,516  
    512,400    

3.11%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    509,197  
    1,825,671    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    1,812,271  
    2,630,000    

3.36%, 07/31/2027, 1 mo. USD LIBOR + 3.250%

    2,609,723  
    1,440,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    1,459,800  
    618,450    

Camelot U.S. Acquisition 1 Co.
4.00%, 10/30/2026, 1 mo. USD LIBOR + 3.000%

    618,450  
   

Hub International Ltd.

 
    2,710,665    

3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    2,673,149  
    3,881,592    

4.00%, 04/25/2025, 3 mo. USD LIBOR + 3.250%

    3,875,537  
    1,001,348    

Hyperion Insurance Group Ltd.
4.75%, 11/12/2027, 1 mo. USD LIBOR + 3.750%

    1,000,096  
    714,038    

NFP Corp. 3.36%, 02/15/2027,
1 mo. USD LIBOR + 3.250%

    703,427  
    991,334    

Ryan Specialty Group LLC
3.75%, 09/01/2027, 1 mo. USD LIBOR + 3.000%

    988,856  
   

Sedgwick Claims Management Services, Inc.

 
    2,532,808    

3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    2,495,145  
    1,650,824    

3.86%, 09/03/2026, 1 mo. USD LIBOR + 3.750%

    1,641,250  
    516,100    

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

    516,208  
     

 

 

 
        29,498,310  
     

 

 

 
          IT Services - 0.2%      
    3,870,000    

Endure Digital, Inc.
4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    3,828,901  
    1,973,783    

Tempo Acquisition LLC
3.75%, 11/02/2026, 1 mo. USD LIBOR + 3.250%

    1,970,486  
    485,100    

VS Buyer LLC 3.11%, 02/28/2027,
1 mo. USD LIBOR + 3.000%

    480,855  
     

 

 

 
        6,280,242  
     

 

 

 
 

 

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

 

 

  111  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Leisure Time - 0.7%      
   

Caesars Resort Collection LLC

 
$     2,470,758    

2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

  $ 2,442,023  
    2,218,850    

4.61%, 07/21/2025, 1 mo. USD LIBOR + 4.500%

    2,223,931  
    798,963    

Carnival Corp. 8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

    821,933  
    3,455,843    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024,
1 mo. USD LIBOR + 2.500%

    3,432,378  
    1,164,976    

Golden Entertainment, Inc.
3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    1,154,293  
    1,780,538    

IRB Holding Corp. 4.25%, 12/15/2027,
3 mo. USD LIBOR + 3.250%

    1,775,534  
    2,325,000    

Jazz Financing Lux S.a.r.l.
0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.500%(16)

    2,329,836  
    2,218,938    

Penn National Gaming, Inc.
3.00%, 10/15/2025, 1 mo. USD LIBOR + 2.250%

    2,206,467  
    552,659    

SRAM LLC 3.75%, 03/15/2024,
3 mo. USD LIBOR + 2.750%

    551,626  
    2,302,400    

UFC Holdings LLC 3.75%, 04/29/2026,
6 mo. USD LIBOR + 3.000%

    2,292,684  
     

 

 

 
        19,230,705  
     

 

 

 
          Lodging - 0.1%      
    2,176,985    

Boyd Gaming Corp. 2.34%, 09/15/2023, 1 mo. USD LIBOR + 2.250%

    2,172,218  
    932,077    

CityCenter Holdings LLC
3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

    920,892  
     

 

 

 
        3,093,110  
     

 

 

 
          Machinery - Construction & Mining - 0.1%      
    2,000,000    

Brown Group Holding LLC
0.00%, 04/27/2028(16)

    1,989,380  
EUR     1,360,000    

Concorde Midco Ltd.
0.00%, 03/01/2028(16)

    1,634,651  
    407,433    

Pro Mach Group, Inc.
4.50%, 03/07/2025, 3 mo. USD LIBOR + 3.500%

    406,414  
     

 

 

 
        4,030,445  
     

 

 

 
          Machinery - Diversified - 0.1%      
$     620,313    

Gardner Denver, Inc.
2.86%, 03/01/2027, 1 mo. USD LIBOR + 2.750%

    618,892  
    354,050    

Pro Mach Group, Inc.
2.86%, 03/07/2025, 1 mo. USD LIBOR + 2.750%

    347,624  
EUR     310,000    

Vertical Midco GmbH
4.25%, 07/29/2027, 6 mo. EURIBOR + 4.250%

    374,210  
     

 

 

 
        1,340,726  
     

 

 

 
          Media - 2.1%      
   

Adevinta ASA

 
    1,335,000    

0.00%, 04/20/2028, 3 mo. EURIBOR + 3.250%(16)

    1,605,132  
$     365,000    

0.00%, 04/20/2028, 1 mo. USD LIBOR + 3.750%(16)

    364,431  
    1,650,863    

Alliance Laundry Systems LLC
4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500%

    1,649,657  
   

Altice Financing S.A.

 
EUR     125,450    

2.75%, 01/31/2026, 3 mo. EURIBOR + 2.750%

    148,300  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Media - 2.1% - (continued)      
$     776,825    

2.95%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

  $ 760,123  
EUR     875,000    

Banijay Entertainment S.A.S
3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750%

    1,050,759  
$     4,175,000    

Cable One, Inc.
0.00%, 05/03/2028(16)

    4,169,781  
    929,415    

Charter Communications Operating LLC
1.87%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

    924,619  
   

CSC Holdings LLC

 
    244,898    

2.37%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    241,844  
    1,804,082    

2.62%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    1,792,049  
   

E.W. Scripps Co.

 
    1,999,801    

3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563%

    1,986,982  
    1,281,788    

3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000%

    1,278,788  
    637,263    

Entravision Communications Corp.
2.86%, 11/29/2024, 1 mo. USD LIBOR + 2.750%

    628,233  
    1,849,643    

Gray Television, Inc.
2.62%, 01/02/2026, 1 mo. USD LIBOR + 2.500%

    1,836,029  
    1,144,172    

Houghton Mifflin Harcourt Publishing Co.
7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    1,142,124  
    2,625,000    

J&J Ventures Gaming LLC
0.00%, 04/07/2028(16)

    2,618,437  
   

MH Sub LLC

 
    1,810,108    

4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

    1,807,845  
    545,000    

6.36%, 02/12/2029, 1 mo. USD LIBOR + 6.250%

    549,769  
    1,823,384    

MTN Infrastructure TopCo, Inc.
4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    1,820,339  
    795,943    

NASCAR Holdings, Inc.
2.86%, 10/19/2026, 1 mo. USD LIBOR + 2.750%

    790,084  
    210,000    

NEP Group, Inc.
7.11%, 10/19/2026, 1 mo. USD LIBOR + 7.000%

    191,701  
    5,557,942    

NEP/NCP Holdco, Inc.
3.36%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

    5,385,646  
    2,118,574    

Nexstar Broadcasting, Inc.
2.62%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    2,107,727  
   

Nielsen Finance LLC

 
EUR     614,147    

3.75%, 06/04/2025, 1 mo. EURIBOR + 3.750%

    739,834  
$     168,245    

4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

    168,442  
    767,173    

Numericable Group S.A.
2.94%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

    750,549  
    360,435    

Shutterfly, Inc.
7.00%, 09/25/2026, 3 mo. USD LIBOR + 6.000%

    361,135  
   

UPC Broadband Holding B.V.

 
EUR     1,375,000    

0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(16)

    1,648,779  
    805,000    

3.50%, 01/31/2029, 6 mo. EURIBOR + 3.500%

    965,285  
 

 

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

 

 

  112  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Media - 2.1% - (continued)      
$     3,688,462    

3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

  $ 3,655,044  
    3,980,000    

UPC Financing Partnership
0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(16)

    3,943,941  
    2,795,968    

Vertical U.S. Newco, Inc.
4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    2,799,463  
   

Virgin Media Bristol LLC

 
    1,010,000    

0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(16)

    1,007,727  
EUR     1,515,000    

0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(16)

    1,820,279  
$     3,351,109    

William Morris Endeavor Entertainment LLC
2.90%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

    3,269,443  
EUR     785,000    

Ziggo B.V. 3.00%, 01/31/2029, 6 mo. EURIBOR + 3.000%

    937,528  
$     1,100,000    

Ziggo Financing Partnership
2.62%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    1,087,933  
     

 

 

 
        58,005,781  
     

 

 

 
          Metal Fabricate/Hardware - 0.1%      
    694,750    

Cardtronics USA, Inc.
5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

    694,055  
    881,676    

Circor International, Inc.
4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

    876,826  
    867,129    

Rexnord LLC 1.86%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

    865,733  
     

 

 

 
        2,436,614  
     

 

 

 
          Miscellaneous Manufacturing - 0.3%      
    2,774,211    

Core & Main L.P.
3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

    2,762,892  
    1,944,131    

Ingersoll-Rand Services Co.
1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    1,917,399  
    764,407    

Momentive Performance Materials USA LLC
3.37%, 05/15/2024, 1 mo. USD LIBOR + 3.250%

    755,173  
    441,317    

Tamko Building Products LLC
3.11%, 06/01/2026, 1 mo. USD LIBOR + 3.000%

    437,456  
    2,512,355    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    2,484,091  
     

 

 

 
        8,357,011  
     

 

 

 
          Oil & Gas - 0.1%      
   

BCP Raptor LLC

 
    225,958    

4.86%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    221,016  
    264,686    

5.25%, 06/24/2024, 1 mo. USD LIBOR + 4.250%

    261,708  
    465,309    

Buckeye Partners, L.P.
2.36%, 11/01/2026, 3 mo. USD LIBOR + 2.250%

    463,234  
    1,155,647    

NorthRiver Midstream Finance L.P.
3.45%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

    1,136,383  
    89,230    

PES Holdings LLC
0.00%, 12/31/2022, 3 mo. USD LIBOR + 2.500%(12)(16)

    1,115  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Oil & Gas - 0.1% - (continued)      
$     908,489    

PowerTeam Services LLC
4.25%, 03/06/2025, 3 mo. USD LIBOR + 3.250%

  $ 900,258  
    363,023    

Traverse Midstream Partners LLC
6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500%

    362,682  
     

 

 

 
        3,346,396  
     

 

 

 
          Oil & Gas Services - 0.1%      
    353,694    

Lower Cadence Holdings LLC
4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    347,946  
    2,141,900    

UGI Energy Services LLC
3.86%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    2,133,868  
     

 

 

 
        2,481,814  
     

 

 

 
          Packaging & Containers - 0.8%      
   

Berlin Packaging LLC

 
    3,216,214    

3.12%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

    3,168,485  
    3,000,000    

3.75%, 03/05/2028, 3 mo. USD LIBOR + 3.250%

    2,967,180  
    982,538    

Berry Global, Inc.
1.86%, 07/01/2026, 1 mo. USD LIBOR + 1.750%

    973,636  
    1,125,000    

BWAY Holding Co.
0.00%, 04/03/2024, 3 mo. USD LIBOR + 3.250%(16)

    1,085,625  
   

Flex Acquisition Co., Inc.

 
    1,015,204    

3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    998,839  
    2,753,718    

4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    2,722,353  
    1,600,000    

NIC Acquisition Corp.
4.50%, 12/29/2027, 6 mo. USD LIBOR + 3.750%

    1,599,008  
   

Pregis TopCo Corp.

 
    404,875    

3.86%, 07/31/2026, 1 mo. USD LIBOR + 3.750%

    403,106  
    900,000    

5.00%, 08/01/2026, 1 mo. USD LIBOR + 4.250%

    902,250  
    3,031,440    

Proampac PG Borrower LLC
5.00%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    3,035,896  
    475,482    

Reynolds Group Holdings, Inc.
2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    474,227  
   

TricorBraun Holdings, Inc.

 
    616,985    

1.70%, 03/03/2028, 3 mo. USD LIBOR + 3.250%(17)

    610,729  
    2,743,015    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    2,715,200  
     

 

 

 
        21,656,534  
     

 

 

 
          Pharmaceuticals - 0.3%      
   

Bausch Health Cos., Inc.

 
    588,360    

2.86%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

    586,525  
    1,707,941    

3.11%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    1,704,627  
    2,979,643    

Elanco Animal Health, Inc.
1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    2,936,557  
    802,091    

Endo Luxembourg Finance Co. S.a r.l.
5.75%, 03/27/2028, 1 mo. USD LIBOR + 5.000%

    780,033  
 

 

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

 

 

  113  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Pharmaceuticals - 0.3% - (continued)      
$     2,160,000    

Horizon Therapeutics USA, Inc.
2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

  $ 2,151,900  
     

 

 

 
        8,159,642  
     

 

 

 
          Real Estate - 0.1%      
    244,987    

Belron Finance U.S. LLC
2.50%, 11/13/2025, 3 mo. USD LIBOR + 2.250%

    243,456  
EUR     1,180,000    

Boels Topholding B.V.
4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    1,421,066  
$     436,423    

Motion Finco Sarl
3.45%, 11/12/2026, 3 mo. USD LIBOR + 3.250%

    420,808  
    1,881,591    

VICI Properties LLC
1.86%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    1,861,006  
     

 

 

 
        3,946,336  
     

 

 

 
          REITS - 0.0%      
    159,563    

Iron Mountain, Inc. 1.86%, 01/02/2026,
1 mo. USD LIBOR + 1.750%

    157,568  
     

 

 

 
          Retail - 1.3%      
    1,339,222    

B.C. Unlimited Liability Co.
1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    1,317,245  
   

Beacon Roofing Supply, Inc.

 
    1,999,400    

0.00%, 04/23/2028, 1 mo. USD LIBOR + 2.500%(16)

    1,991,902  
    1,526,785    

2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    1,519,792  
    1,425,000    

Belron Finance U.S. LLC
0.00%, 04/13/2028(16)

    1,417,875  
EUR     855,000    

Blitz GmbH 0.00%, 02/12/2028,
1 mo. USD LIBOR + 3.500%(16)

    1,025,487  
$     282,150    

Buzz Merger Sub Ltd.
2.86%, 01/29/2027, 1 mo. USD LIBOR + 2.750%

    280,034  
    174,568    

Coty, Inc. 2.36%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    167,040  
   

EG Group Ltd.

 
    2,400,000    

0.00%, 03/10/2026(16)

    2,382,000  
EUR     1,715,000    

0.00%, 04/10/2027(16)

    2,030,064  
$     3,410,000    

Foundation Building Materials Holding Co. LLC
3.75%, 02/03/2028, 3 mo. USD LIBOR + 3.250%

    3,379,446  
    2,450,483    

Harbor Freight Tools USA, Inc.
3.75%, 10/19/2027, 1 mo. USD LIBOR + 3.000%

    2,447,665  
    738,579    

IRB Holding Corp.
3.75%, 02/05/2025, 6 mo. USD LIBOR + 2.750%

    732,655  
   

LBM Acquisition LLC

 
    362,393    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(16)(17)

    361,386  
    1,630,769    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    1,626,236  
    2,304,225    

Les Schwab Tire Centers
4.25%, 11/02/2027, 6 mo. USD LIBOR + 3.500%

    2,302,313  
    3,285,000    

Michaels Cos., Inc.
0.00%, 04/15/2028(16)

    3,269,265  
EUR     1,250,000    

Peer Holding B.V.
3.25%, 03/08/2025, 6 mo. EURIBOR + 3.250%

    1,498,334  
$     1,710,000    

Petco Health and Wellness Co., Inc.
4.00%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    1,699,073  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Retail - 1.3% - (continued)      
$     2,765,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

  $ 2,770,530  
    1,152,700    

Rodan & Fields LLC
4.12%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

    929,364  
    1,880,361    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    1,836,643  
     

 

 

 
        34,984,349  
     

 

 

 
          Software - 2.2%      
    795,000    

Athenahealth, Inc. 4.45%, 02/11/2026, 3 mo. USD LIBOR + 4.250%

    796,988  
    1,987,119    

CCC Information Services, Inc.
4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

    1,987,298  
    2,506,130    

Change Healthcare Holdings LLC
3.50%, 03/01/2024, 3 mo. USD LIBOR + 2.500%

    2,502,146  
   

DCert Buyer, Inc.

 
    3,605,000    

0.00%, 02/16/2029(16)

    3,618,519  
    2,973,115    

4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    2,968,566  
   

Epicor Software Corp.

 
    1,972,034    

4.00%, 07/30/2027, 1 mo. USD LIBOR + 3.250%

    1,967,991  
    400,000    

8.75%, 07/31/2028, 1 mo. USD LIBOR + 7.750%

    410,000  
    2,517,383    

EVO Payments International LLC
3.37%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    2,507,314  
    604,591    

Finastra USA, Inc. 4.50%, 06/13/2024, 6 mo. USD LIBOR + 3.500%

    593,635  
    2,100,000    

Fleetcor Technologies Operating Co. LLC
0.00%, 04/28/2028, 1 mo. USD LIBOR + 1.750%(16)

    2,089,500  
   

Go Daddy Operating Co. LLC

 
    1,731,231    

1.86%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

    1,716,515  
    1,260,475    

2.11%, 08/10/2027, 1 mo. USD LIBOR + 2.000%

    1,251,475  
   

Hyland Software, Inc.

 
    288,000    

0.00%, 07/07/2025(16)

    289,679  
    3,588,763    

4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    3,589,876  
    2,200,000    

Ingram Micro, Inc.
0.00%, 03/31/2028(16)

    2,200,000  
    123,562    

MA Finance Co. LLC
2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    121,901  
    1,010,982    

McAfee LLC 3.86%, 09/30/2024,
1 mo. USD LIBOR + 3.750%

    1,010,224  
    1,189,845    

Navicure, Inc.
4.11%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    1,183,896  
   

Peraton Holding Corp.

 
    1,527,217    

4.50%, 02/01/2028(17)

    1,525,308  
    867,783    

4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    866,698  
    2,350,000    

Playtika Holding Corp.
0.00%, 03/13/2028(16)

    2,336,487  
    100,000    

Press Ganey Holdings, Inc.
0.00%, 07/24/2026(16)

    99,792  
    380,250    

Quest Software U.S. Holdings, Inc.
4.44%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

    379,360  
 

 

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

 

 

  114  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Software - 2.2% - (continued)      
$     2,975,000    

RealPage, Inc. 0.00%, 04/24/2028(16)

  $ 2,959,768  
    834,443    

Seattle Spinco, Inc.
2.86%, 06/21/2024, 1 mo. USD LIBOR + 2.750%

    823,228  
    1,650,000    

Signal Parent, Inc. 0.00%,
03/25/2028(16)

    1,632,477  
    492,433    

SS&C European Holdings S.a.r.l.
1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    486,327  
    2,210,197    

SS&C Technologies, Inc.
1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    2,183,672  
   

Ultimate Software Group, Inc.

 
    2,164,634    

3.86%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    2,164,418  
    1,483,008    

4.00%, 05/04/2026, 3 mo. USD LIBOR + 3.250%

    1,483,468  
    602,799    

Verscend Holding Corp.
4.11%, 08/27/2025, 3 mo. USD LIBOR + 4.000%

    602,233  
    2,780,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(16)

    2,767,407  
    7,874,315    

Zelis Healthcare Corp.
3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    7,825,100  
     

 

 

 
    58,941,266  
     

 

 

 
          Telecommunications - 0.5%      
    1,049,887    

Altice France S.A.
3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    1,040,438  
    556,924    

Consolidated Communications, Inc.
4.25%, 10/02/2027, 1 mo. USD LIBOR + 3.500%

    555,531  
 

Frontier Communications Corp.

 

    131,945    

0.00%, 10/08/2027(16)

    131,395  
    118,055    

0.00%, 10/08/2027(16)(17)

    117,563  
    1,800,000    

4.50%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    1,792,494  
    472,259    

Level 3 Financing, Inc.
1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    466,356  
EUR     1,836,915    

Lorca Finco plc
4.25%, 09/17/2027, 6 mo. EURIBOR + 4.250%

    2,208,430  
$     1,985,000    

Panther Commercial Holdings L.P.
0.00%, 01/07/2028(16)

    1,981,685  
    1,500,000    

Telenet Financing USD LLC
2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    1,479,375  
    730,882    

Univision Communications, Inc.
3.75%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

    728,244  
    984,564    

Zacapa LLC 4.70%, 07/02/2025, 3 mo. USD LIBOR + 4.500%

    986,001  
    988,776    

Zayo Group Holdings, Inc.
3.11%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    978,226  
     

 

 

 
    12,465,738  
     

 

 

 
          Textiles - 0.0%      
 

ASP Unifrax Holdings, Inc.

 

    832,957    

3.95%, 12/12/2025, 3 mo. USD LIBOR + 3.750%

    788,486  
    125,000    

8.68%, 12/14/2026, 3 mo. USD LIBOR + 8.500%

    113,516  
     

 

 

 
    902,002  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 19.7%(15) - (continued)  
          Transportation - 0.4%      
EUR     1,235,000    

Boluda Corp. Maritima S.L.
3.50%, 07/30/2026, 3 mo. EURIBOR + 3.500%

  $ 1,481,913  
$     2,475,000    

CP Atlas Buyer, Inc.
4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    2,468,045  
    829,474    

Dynasty Acquisition Co., Inc.
3.70%, 04/06/2026, 3 mo. USD LIBOR + 3.500%

    805,204  
    1,980,000    

Genesee & Wyoming, Inc.
2.20%, 12/30/2026, 3 mo. USD LIBOR + 2.000%

    1,971,684  
    1,190,000    

PODS LLC
0.00%, 03/31/2028(16)

    1,184,264  
    548,932    

Savage Enterprises LLC
3.12%, 08/01/2025, 1 mo. USD LIBOR + 3.000%

    547,906  
    2,680,000    

United Airlines, Inc.
0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.750%(16)

    2,709,667  
     

 

 

 
    11,168,683  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $533,548,877)

  $ 537,596,471  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 9.0%  
          Mortgage-Backed Agencies - 9.0%  
          FHLMC - 1.4%      
    4,219    

0.00%, 11/15/2036(11)(18)

  $ 4,026  
    12,243,145    

1.21%, 06/25/2030(3)(5)

    1,090,602  
    3,958,427    

1.25%, 01/25/2030(3)(5)

    335,747  
    2,242,392    

1.82%, 04/25/2030(3)(5)

    287,734  
    2,658,480    

1.93%, 11/25/2047(3)(5)

    350,922  
    4,759,080    

2.02%, 10/25/2047(3)(5)

    656,624  
    3,345,000    

2.08%, 09/25/2047(3)(5)

    312,869  
    1,150,193    

2.09%, 09/25/2046(3)(5)

    164,512  
    1,890,000    

2.17%, 08/25/2047(3)(5)

    277,714  
    3,870,000    

2.23%, 05/25/2047(3)(5)

    375,792  
    2,605,748    

2.32%, 05/25/2047(3)(5)

    405,353  
    3,000,000    

2.61%, 02/25/2050, 1 mo. USD LIBOR + 2.500%(1)(2)

    2,981,236  
    3,990,000    

2.66%, 01/25/2051, SOFR30A + 2.650%(1)(2)

    3,910,091  
    8,884,675    

2.76%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)

    9,068,704  
    29,689    

3.00%, 03/15/2033(5)

    2,734  
    1,955,000    

3.52%, 06/25/2048(3)(5)

    498,634  
    5,164,449    

3.71%, 04/25/2024, 1 mo. USD LIBOR + 3.600%(2)

    5,151,488  
    180,000    

3.76%, 01/25/2051, SOFR30A + 3.750%(1)(2)

    187,976  
    51,301    

4.00%, 07/15/2027(5)

    2,588  
    7,568,233    

4.36%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2)

    7,709,787  
    86,185    

4.50%, 03/15/2041

    98,809  
    5,274,685    

4.61%, 02/25/2024, 1 mo. USD LIBOR + 4.500%(2)

    5,327,615  
    79,738    

4.75%, 07/15/2039

    90,234  
    7,476    

5.50%, 08/15/2033

    8,625  
    26,072    

6.50%, 07/15/2036

    29,877  
    275,000    

7.76%, 01/25/2051, SOFR30A + 7.750%(1)(2)

    304,795  
     

 

 

 
        39,635,088  
     

 

 

 
          FNMA - 0.0%      
$     35,162    

0.00%, 06/25/2036(11)(18)

    33,009  
    95,998    

1.96%, 04/25/2055(3)(5)

    5,239  
    5,000    

2.44%, 01/01/2023

    5,117  
    21,556    

2.50%, 06/25/2028(5)

    1,187  
    129,599    

3.00%, 01/25/2028(5)

    7,981  
 

 

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

 

 

  115  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 9.0% - (continued)  
          Mortgage-Backed Agencies - 9.0% - (continued)  
          FNMA - 0.0% - (continued)      
$     28,308    

3.16%, 12/01/2026

  $ 30,998  
    22,932    

3.24%, 12/01/2026

    25,199  
    8,894    

3.47%, 01/01/2024

    9,530  
    46,315    

3.50%, 05/25/2030(5)

    4,238  
    22,191    

3.67%, 08/01/2023

    23,434  
    10,000    

3.76%, 03/01/2024

    10,846  
    14,501    

3.86%, 12/01/2025

    16,221  
    21,934    

3.87%, 10/01/2025

    24,463  
    32,277    

3.89%, 05/01/2030

    37,190  
    8,927    

3.96%, 05/01/2034

    10,361  
    22,402    

4.00%, 03/25/2042(5)

    2,235  
    13,113    

4.50%, 07/25/2027(5)

    713  
    6,037    

5.48%, 05/25/2042(3)(5)

    496  
    61,567    

5.50%, 04/25/2035

    70,250  
    18,494    

5.50%, 04/25/2037

    21,434  
    199,576    

5.50%, 06/25/2042(5)

    41,515  
     

 

 

 
        381,656  
     

 

 

 
          GNMA - 0.0%      
    20,930    

4.00%, 05/16/2042(5)

    2,624  
    50,079    

5.00%, 10/16/2041(5)

    8,518  
     

 

 

 
        11,142  
     

 

 

 
          UMBS - 7.6%      
    137,170,000    

2.00%, 05/13/2051(19)

    138,439,894  
    67,550,000    

2.00%, 06/14/2051(19)

    68,041,017  
     

 

 

 
        206,480,911  
     

 

 

 
   

Total U.S. Government Agencies
(cost $243,185,144)

  $ 246,508,797  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 14.3%  
          U.S. Treasury Securities - 14.3%      
          U.S. Treasury Bonds - 2.0%      
$     1,631,561    

1.00%, 02/15/2048(20)

  $ 2,062,608  
    20,750,000    

1.88%, 02/15/2041

    19,725,469  
    12,270,000    

1.88%, 02/15/2051

    11,144,611  
    4,040,000    

3.00%, 11/15/2044

    4,594,080  
    920,000    

3.13%, 02/15/2043

    1,067,020  
    6,740,000    

3.38%, 05/15/2044(21)

    8,130,125  
    5,980,000    

3.63%, 02/15/2044(21)(22)

    7,489,950  
    610,000    

3.75%, 11/15/2043

    777,178  
     

 

 

 
        54,991,041  
     

 

 

 
          U.S. Treasury Notes - 12.3%      
    14,117,935    

0.13%, 07/15/2030(20)

    15,516,492  
    34,825,000    

0.25%, 06/15/2023(21)

    34,871,252  
    91,655,000    

0.25%, 07/31/2025(21)(23)

    90,000,913  
    5,747,914    

0.38%, 01/15/2027(20)(21)

    6,409,148  
    70,980,000    

0.63%, 05/15/2030(21)

    65,260,010  
    5,545,668    

0.88%, 01/15/2029(20)(21)

    6,434,563  
    1,395,115    

1.00%, 02/15/2049(20)

    1,774,666  
    26,200,000    

1.13%, 02/15/2031(21)

    25,004,625  
    6,544,000    

2.63%, 02/15/2029(21)

    7,125,803  
    28,525,000    

2.88%, 05/31/2025(21)

    31,121,221  
    36,775,000    

2.88%, 08/15/2028

    40,678,034  
    9,025,000    

3.00%, 10/31/2025

    9,929,968  
     

 

 

 
        334,126,695  
     

 

 

 
   

Total U.S. Government Securities
(cost $396,449,919)

  $ 389,117,736  
     

 

 

 
Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 2.2%  
          Airlines - 0.0%      
$     204,000    

JetBlue Airways Corp. 0.50%,
04/01/2026(1)

  $ 222,870  
     

 

 

 
          Auto Manufacturers - 0.1%      
    3,553,000    

Ford Motor Co. 0.00%, 03/15/2026(1)(11)

    3,508,588  
     

 

 

 
          Biotechnology - 0.1%      
    1,685,000    

Exact Sciences Corp. 0.38%, 03/15/2027

    2,294,759  
    453,000    

Apellis Pharmaceuticals, Inc. 3.50%, 09/15/2026

    707,269  
     

 

 

 
        3,002,028  
     

 

 

 
          Commercial Services - 0.3%      
EUR     1,800,000    

Nexi S.p.A. 1.75%, 04/24/2027(6)

    2,543,497  
$     2,693,000    

Alarm.com Holdings, Inc.
0.00%, 01/15/2026(1)(11)

    2,511,222  
    2,677,000    

Repay Holdings Corp. 0.00%,
02/01/2026(1)(11)

    2,588,324  
    741,000    

Square, Inc. 0.13%, 03/01/2025

    1,535,723  
     

 

 

 
        9,178,766  
     

 

 

 
          Energy - Alternate Sources - 0.1%      
    786,000    

Maxeon Solar Technologies Ltd.
6.50%, 07/15/2025(1)

    1,015,512  
    1,745,000    

Enphase Energy, Inc. 0.00%,
03/01/2028(1)(11)

    1,530,269  
     

 

 

 
        2,545,781  
     

 

 

 
          Engineering & Construction - 0.1%  
EUR     200,000    

Cellnex Telecom S.A. 1.50%,
01/16/2026(6)

    394,511  
$     800,000    

Vinci S.A. 0.38%, 02/16/2022(6)

    930,000  
     

 

 

 
        1,324,511  
     

 

 

 
          Entertainment - 0.2%      
    425,000    

Penn National Gaming, Inc.
2.75%, 05/15/2026

    1,641,562  
    3,854,000    

DraftKings, Inc. 0.00%, 03/15/2028(1)(11)

    3,678,643  
     

 

 

 
        5,320,205  
     

 

 

 
          Healthcare - Products - 0.2%      
    837,000    

Insulet Corp. 0.38%, 09/01/2026

    1,199,526  
    1,319,000    

Integra LifeSciences Holdings Corp.
0.50%, 08/15/2025

    1,518,565  
    2,325,000    

NuVasive, Inc. 0.38%, 03/15/2025

    2,413,640  
     

 

 

 
        5,131,731  
     

 

 

 
          Internet - 0.1%      
    885,000    

Ctrip.com International Ltd. 1.99%, 07/01/2025

    902,211  
    2,593,000    

Uber Technologies, Inc. 0.00%, 12/15/2025(1)(11)

    2,720,127  
     

 

 

 
        3,622,338  
     

 

 

 
          Leisure Time - 0.1%      
    1,406,000    

Royal Caribbean Cruises Ltd.
4.25%, 06/15/2023(1)

    1,973,321  
     

 

 

 
          Machinery - Diversified - 0.2%      
    4,408,000    

Middleby Corp. 1.00%, 09/01/2025(1)

    6,603,184  
     

 

 

 
          Media - 0.0%      
    1,025,000    

Scripps Escrow, Inc. 5.88%, 07/15/2027(1)

    1,078,526  
     

 

 

 
          Oil & Gas - 0.1%      
    1,640,000    

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

    2,487,880  
     

 

 

 
          Pharmaceuticals - 0.3%      
    1,608,000    

GSK Finance No 3 plc 0.00%,
06/22/2023(1)(11)

    1,719,555  
    1,225,000    

Aerie Pharmaceuticals, Inc. 1.50%, 10/01/2024

    1,238,320  
    2,380,000    

DexCom, Inc. 0.25%, 11/15/2025(1)

    2,380,000  
    1,535,000    

Coherus Biosciences, Inc.
1.50%, 04/15/2026

    1,633,148  
     

 

 

 
        6,971,023  
     

 

 

 
          Real Estate Investment Trusts - 0.2%      
    2,623,000    

Pebblebrook Hotel Trust
1.75%, 12/15/2026

    2,995,466  
 

 

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

 

 

  116  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 2.2% - (continued)  
          Real Estate Investment Trusts - 0.2% - (continued)  
$     1,256,000    

PennyMac Corp. 5.50%, 03/15/2026(1)

  $ 1,288,970  
     

 

 

 
        4,284,436  
     

 

 

 
          Software - 0.1%      
    1,160,000    

Workday, Inc. 0.25%, 10/01/2022

    1,974,204  
    919,000    

Health Catalyst, Inc. 2.50%, 04/15/2025

    1,816,748  
     

 

 

 
        3,790,952  
     

 

 

 
   

Total Convertible Bonds
(cost $52,970,447)

  $ 61,046,140  
     

 

 

 
COMMON STOCKS - 0.0%  
          Energy - 0.0%      
    32,328    

Ascent Resources - Marcellus LLC Class A(12)(24)(25)

  $ 20,528  
    7,026    

Foresight Energy LLC(12)(24)(25)

    61,664  
    83,644,001    

KCA Deutag(12)(24)(25)(26)

     
    3,682    

Philadelphia Energy Solutions
Class A(12)(24)(25)

    37  
     

 

 

 
        82,229  
     

 

 

 
   

Total Common Stocks
(cost $1,330,837)

  $ 82,229  
     

 

 

 
ESCROWS - 0.0%(27)  
          Media & Entertainment - 0.0%      
    400,000    

Nexstar Broadcasting, Inc.(1)

  $ 422,500  
     

 

 

 
   

Total Escrows
(cost $387,412)

  $ 422,500  
     

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.3%  
          Capital Goods - 0.0%      
    1,000    

Fortive Corp. Series A, 5.00%

  $ 993,500  
     

 

 

 
          Diversified Financials - 0.0%      
    13,801    

KKR & Co., Inc. Series C, 6.00%(7)

    1,034,799  
     

 

 

 
          Health Care Equipment & Services - 0.1%  
    32,806    

Becton Dickinson and Co. Series B, 6.00%(7)

    1,811,876  
     

 

 

 
          Utilities - 0.2%      
    32,500    

Southern Co. Series 2019, 6.75%

    1,703,000  
    29,384    

American Electric Power Co., Inc. , 6.13%

    1,503,873  
    41,927    

DTE Energy Co. , 6.25%

    2,127,376  
     

 

 

 
        5,334,249  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $8,319,833)

  $ 9,174,424  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%      
    8,370    

Ascent Resources - Marcellus LLC Expires 03/30/2023(12)(24)(25)

  $ 84  
     

 

 

 
   

Total Warrants
(cost $670)

  $ 84  
     

 

 

 
   

Total Long-Term Investments
(cost $2,826,613,512)

  $ 2,852,340,843  
     

 

 

 
SHORT-TERM INVESTMENTS - 2.7%  
          Commercial Paper - 1.9%      
    400,000    

AT&T, Inc. 0.32%, 10/19/2021

  $ 399,494  
CAD     200,000    

Bank of Montreal 0.11%, 05/03/2021

    162,713  
    1,690,000    

Bank of Nova Scotia 0.15%, 05/07/2021

    1,374,895  
$     1,500,000    

BAT International Finance plc
0.26%, 05/27/2021

    1,499,708  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.7% - (continued)  
          Commercial Paper - 1.9% - (continued)      
   

CNPC Finance

 
$     1,000,000    

0.30%, 05/13/2021

  $ 999,893  
    1,250,000    

0.32%, 05/20/2021

    1,249,782  
    1,000,000    

0.32%, 05/14/2021

    999,877  
    1,000,000    

0.35%, 06/03/2021

    999,679  
    2,090,000    

0.35%, 05/07/2021

    2,089,861  
    500,000    

0.36%, 06/03/2021

    499,830  
   

Electricite de France S.A.

 
    3,000,000    

0.22%, 06/28/2021

    2,998,937  
    2,000,000    

0.23%, 06/28/2021

    1,999,259  
    2,000,000    

0.23%, 05/12/2021

    1,999,847  
    1,300,000    

0.23%, 06/28/2021

    1,299,508  
    1,000,000    

ENI Finance USA, Inc. 0.31%, 07/12/2021

    999,465  
   

Honda Canada Finance, Inc.

 
CAD     750,000    

0.29%, 07/13/2021

    609,763  
    3,500,000    

0.29%, 06/25/2021

    2,846,222  
    4,700,000    

0.34%, 10/05/2021

    3,818,209  
$     2,000,000    

Industrial and Commercial Bank of China Ltd.
0.22%, 07/15/2021

    1,999,210  
   

Municipal Finance Authority of British Columbia Bills

 
CAD     2,000,000    

0.14%, 05/05/2021(14)

    1,627,116  
    1,300,000    

0.17%, 05/19/2021(14)

    1,057,549  
   

Newfoundland T-Bill

 
    3,000,000    

0.17%, 07/15/2021(14)

    2,439,515  
    1,700,000    

0.18%, 07/05/2021(14)

    1,382,458  
   

Province of British Columbia

 
    2,975,000    

0.11%, 05/04/2021

    2,420,342  
    1,000,000    

0.15%, 07/19/2021

    813,253  
    7,500,000    

0.16%, 05/14/2021

    6,101,407  
    1,000,000    

0.21%, 01/28/2022

    812,374  
   

PSP CAPITAL INC.

 
    3,000,000    

0.15%, 07/26/2021

    2,439,848  
    2,000,000    

0.16%, 07/26/2021

    1,626,530  
   

Societe De Transport De Montre

 
    750,000    

0.20%, 06/17/2021

    610,022  
    1,750,000    

0.20%, 06/17/2021

    1,423,379  
    750,000    

0.20%, 06/21/2021

    610,005  
     

 

 

 
        52,209,950  
     

 

 

 
          Repurchase Agreements - 0.6%      
    15,160,801    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $15,160,807; collateralized by U.S. Treasury Government Bond at 1.750%, maturing 01/15/2028, with a market value of $15,464,112

    15,160,801  
     

 

 

 
          Securities Lending Collateral - 0.2%      
    683,377    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(28)

    683,377  
    4,793,414    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(28)

    4,793,414  
     

 

 

 
        5,476,791  
     

 

 

 
   

Total Short-Term Investments
(cost $72,259,077)

  $ 72,847,542  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $2,898,872,589)

    107.3   $ 2,925,188,385  
   

Total Purchased Options
(cost $2,303,473)

    0.1   $ 1,922,885  
     

 

 

   

 

 

 
   

Total Investments
(cost $2,901,176,062)

    107.4   $ 2,927,111,270  
   

Other Assets and Liabilities

      (7.4)%       (201,794,026
     

 

 

   

 

 

 
   

Total Net Assets

    100.0%     $ 2,725,317,244  
     

 

 

   

 

 

 
 

 

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

 

 

  117  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Note:

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

 

    

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

 

    

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

 

    

For Fund compliance purposes, the Fund may not use the same classification system. 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, 2021, the aggregate value of these securities was $719,897,973, representing 26.4% of net assets.

 

(2) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. 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, 2021, the aggregate value of these securities was $413,009,196, representing 15.2% 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, 2021. 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) 

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(11) 

Security is a zero-coupon bond.

 

(12) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(13) 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $2,910,000 at April 30, 2021.

(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, 2021.

 

(16) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(17) 

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2021, the aggregate value of the unfunded commitment was $4,016,111, which rounds to 0.1% of total net assets.

 

(18) 

Securities disclosed are principal-only strips.

 

(19) 

Represents or includes a TBA transaction.

 

(20) 

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(21) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2021, the market value of securities pledged was $15,180,942.

 

(22) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $5,147,775.

 

(23) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2021, the market value of securities pledged was $31,815,281.

 

(24) 

Investment valued using significant unobservable inputs.

 

(25) 

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, 2021, the aggregate fair value of these securities was $80,207, 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.

 

(26) 

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
     Total Cost      Market Value  
  03/2011      KCA Deutag      83,644,001      $     1,133,544      $  

 

(27) 

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

 

(28) 

Current yield as of period end.

 

 

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

 

 

  118  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2021  

Description

 

Counter-
party

 

Exercise Price/
FX Rate/ Rate

  Pay/
Receive
Floating
Rate
    Expiration
Date
   

Notional
Amount

    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Purchased swaption contracts:                                                  
Puts                                                      

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/14/22*

  BOA   2.20%     Receive       03/14/2022     USD     132,765,000       132,765,000     $ 1,922,885     $ 2,303,473     $ (380,588
               

 

 

   

 

 

   

 

 

 

Total purchased OTC swaption contracts

            $     1,922,885     $     2,303,473     $     (380,588
               

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2021  

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:                                                  
Puts                                                      

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/14/22*

  BOA   1.50%     Receive       03/14/2022     USD     (132,765,000     132,765,000     $ (1,158,738   $ (1,327,650   $ 168,912  
               

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

            $     (1,158,738   $     (1,327,650   $     168,912  
               

 

 

   

 

 

   

 

 

 

 

*

Swaptions with forward premiums.

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

Euro-OAT Future

     312        06/08/2021      $ 60,200,102      $ (530,235

Euro-Schatz Future

     5        06/08/2021        673,741        (66

U.S. Treasury 2-Year Note Future

     802        06/30/2021            177,047,765        (99,265

U.S. Treasury 10-Year Note Future

     824        06/21/2021        108,793,750        (1,479,836

U.S. Treasury 10-Year Ultra Future

     70        06/21/2021        10,188,281        (57,034

U.S. Treasury Ultra Bond Future

     8        06/21/2021        1,487,250        (8,296
           

 

 

 

Total

            $ (2,174,732
           

 

 

 
Short position contracts:                            

Australian 10-Year Bond Future

     198        06/15/2021      $ 21,261,100      $ (121,907

Euro-BOBL Future

     60        06/08/2021        9,718,746        12,139  

Euro-BTP Future

     362        06/08/2021        64,015,682        820,256  

Euro-BUND Future

     493        06/08/2021        100,760,543        472,863  

Euro-BUXL 30-Year Bond Future

     54        06/08/2021        13,107,647        335,373  

Long Gilt Future

     294        06/28/2021        51,837,666        236,032  

U.S. Treasury 5-Year Note Future

     419        06/30/2021        51,929,812        29,444  

U.S. Treasury Long Bond Future

     281        06/21/2021        44,187,250        371,682  
           

 

 

 

Total

            $     2,155,882  
           

 

 

 

Total futures contracts

            $ (18,850
           

 

 

 

 

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

 

 

  119  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2021  

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       322,271      (0.09%)      08/25/2037        Monthly      $ 68,505      $     $ 12,861     $ (55,644

ABX.HE.AAA.07

   CSI      USD       920,358      (0.09%)      08/25/2037        Monthly        224,950              36,729       (188,221

ABX.HE.PENAAA.06

   JPM      USD       158,094      (0.11%)      05/25/2046        Monthly        17,600              14,210       (3,390

ABX.HE.PENAAA.06

   CSFB      USD       248,390      (0.11%)      05/25/2046        Monthly        27,715              22,327       (5,388

PrimeX.ARM.2 (24)(25)

   MSC      USD       70,761      (4.58%)      12/25/2037        Monthly               (151     (334     (183
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

      $     338,770      $     (151   $     85,793     $ (252,826
                   

 

 

    

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:  
Sell protection:  

ABX.HE.AAA.07

   MSC      USD       322,270      0.09%      08/25/2037        Monthly      $ 2,603      $     $ (12,861   $ (15,464

ABX.HE.AAA.07

   MSC      USD       920,358      0.09%      08/25/2037        Monthly        7,484              (36,729     (44,213

ABX.HE.PENAAA.06

   BCLY      USD       406,485      0.11%      05/25/2046        Monthly               (9,474     (36,538     (27,064

CMBX.NA.BB.8

   CSFB      USD       32,820      5.00%      10/17/2057        Monthly               (8,270     (11,993     (3,723

CMBX.NA.BB.8

   DEUT      USD       352,332      5.00%      10/17/2057        Monthly               (79,847     (128,753     (48,906

CMBX.NA.BB.8

   GSC      USD       559,869      5.00%      10/17/2057        Monthly               (153,385     (204,595     (51,210

CMBX.NA.BB.8

   GSC      USD       445,965      5.00%      10/17/2057        Monthly               (100,620     (162,970     (62,350

CMBX.NA.BB.8

   MSC      USD       971,084      5.00%      10/17/2057        Monthly               (244,712     (354,920     (110,208

CMBX.NA.BB.8

   CSFB      USD       1,279,012      5.00%      10/17/2057        Monthly               (322,288     (467,397     (145,109

CMBX.NA.BB.8

   CSI      USD       1,418,979      5.00%      10/17/2057        Monthly               (357,558     (518,564     (161,006

CMBX.NA.BBB-.6

   GSC      USD       10,000,000      3.00%      05/11/2063        Monthly               (3,133,514         (2,826,749     306,765  

CMBX.NA.BBB-.6

   DEUT      USD       888,000      3.00%      05/11/2063        Monthly               (116,902     (250,941     (134,039

CMBX.NA.BBB-.6

   MSC      USD       1,875,000      3.00%      05/11/2063        Monthly               (285,539     (529,859     (244,320

CMBX.NA.BBB-.6

   DEUT      USD       1,924,000      3.00%      05/11/2063        Monthly               (286,879     (543,706     (256,827

CMBX.NA.BBB-.6

   CSFB      USD       2,370,000      3.00%      05/11/2063        Monthly               (308,895     (669,742     (360,847

CMBX.NA.BBB-.6

   DEUT      USD       3,475,000      3.00%      05/11/2063        Monthly               (519,275     (982,006     (462,731

CMBX.NA.BBB-.6

   GSC      USD       10,000,000      3.00%      05/11/2063        Monthly               (3,316,875     (2,825,916     490,959  

CMBX.NA.BBB-.6

   GSC      USD       7,270,000      3.00%      05/11/2063        Monthly               (2,301,687     (2,054,441     247,246  

CMBX.NA.BBB-.6

   CSFB      USD       850,000      3.00%      05/11/2063        Monthly               (115,016     (240,203     (125,187

CMBX.NA.BBB-.6

   DEUT      USD       1,205,000      3.00%      05/11/2063        Monthly               (168,498     (340,523     (172,025

CMBX.NA.BBB-.6

   MSC      USD       1,445,000      3.00%      05/11/2063        Monthly               (199,942     (408,345     (208,403

PrimeX.ARM.2 (24)(25)

   JPM      USD       70,761      4.58%      12/25/2037        Monthly        2,257              334       (1,923
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

   $ 12,344      $ (12,029,176   $ (13,607,417   $ (1,590,585
                   

 

 

    

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Buy protection:  

Aviva plc

   BCLY      EUR       2,050,000      (1.00%)      06/20/2026        Quarterly      $      $ (10,021   $ (35,966   $ (25,945
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

   $     351,114      $     (12,039,348   $     (13,557,590   $     (1,869,356
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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, 2021  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
(Received)
    Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                    
Buy protection:                                                    

CDX.EM.35.V1

     USD        5,600,000       (1.00 %)      06/20/2026        Quarterly      $ 221,681     $ 176,327     $ (45,354
               

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:                                                    
Sell protection:                                                    

CDX.EM.35.V1

     USD        38,257,000       1.00     06/20/2026        Quarterly      $     (1,275,433   $     (1,204,597   $ 70,836  

CDX.NA.HY.36.V1

     USD        86,175,000       5.00     06/20/2026        Quarterly        7,256,871       8,959,147       1,702,276  
               

 

 

   

 

 

   

 

 

 

Total

                $ 5,981,438     $ 7,754,550     $     1,773,112  
               

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:                                                    
Buy protection:                                                    

United Mexican States

     USD        1,825,000       (1.00 %)      06/20/2026        Quarterly      $ 16,257     $ (11,954   $ (28,211
               

 

 

   

 

 

   

 

 

 

 

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

 

 

  120  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2021 – (continued)  

Reference Entity

   Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
(Received)
    Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on single-name issues:                                                    
Sell protection:                                                    

Aviva plc (A)

     EUR        2,050,000       1.00     06/20/2026        Quarterly      $ 54,520     $ 80,090     $ 25,570  

Colombia Republic (BBB-)

     USD        12,840,000       1.00     06/20/2026        Quarterly        (169,549     (121,286     48,263  

Indonesia Republic (BBB)

     USD        12,570,000       1.00     06/20/2026        Quarterly        70,438       187,935       117,497  

Panama Republic (BBB)

     USD        3,520,000       1.00     06/20/2026        Quarterly        29,417       60,533       31,116  

Peruvian Government International Bond (BBB+)

     USD        6,285,000       1.00     06/20/2026        Quarterly        43,976       49,014       5,038  

Republic of Brazil

     USD        13,460,000       1.00     06/20/2026        Quarterly        (768,673     (574,290     194,383  

Russian Federation

     USD        12,790,000       1.00     06/20/2026        Quarterly        (100,936     14,997       115,933  

United Mexican States (BBB)

     USD        25,385,000       1.00     06/20/2026        Quarterly        (107,893     166,276       274,169  
               

 

 

   

 

 

   

 

 

 

Total

                $ (948,700   $ (136,731   $ 811,969  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

                $     5,270,676     $     7,782,192     $     2,511,516  
               

 

 

   

 

 

   

 

 

 

 

(a) 

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2021  

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

  

0.43% Fixed

    USD        10,160,000      04/07/2023      At Maturity      $      $      $ (34,423   $ (34,423

3 Mo. USD LIBOR

  

0.48% Fixed

    USD        21,980,000      04/07/2025      Semi-Annual                      184,229       184,229  

3 Mo. USD LIBOR

  

0.81% Fixed

    USD        4,020,000      09/16/2050      Semi-Annual        12,284               1,153,736       1,141,452  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     12,284      $     —      $     1,303,542     $     1,291,258  
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2021  

Reference Entity

 

Counter-party

 

Notional
Amount

    Payments
received
(paid) by
the Fund
   

Expiration
Date

  Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

iBoxx USD Liquid High Yield

 

BCLY

  USD     103,570,000           12/20/2021     At Maturity     $ 14,455     $     $ (1,216,341   $ (1,230,796

iBoxx USD Liquid High Yield

 

GSC

  USD     7,660,000           12/20/2021     At Maturity       542             (44,866     (45,408

iBoxx USD Liquid High Yield

 

GSC

  USD     14,915,000           12/20/2021     At Maturity       4,607             (137,497     (142,104
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

 

      $     19,604     $     —     $     (1,398,704   $     (1,418,308
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  725,000      AUD      560,635      USD    SSG      06/16/2021     $     $ (2,009
  2,466,000      BRL      434,453      USD    MSC      06/02/2021       18,130        
  2,380,000      BRL      420,569      USD    JPM      06/02/2021       16,230        
  2,477,000      BRL      438,636      USD    GSC      06/02/2021       15,965        
  715,000      CAD      573,323      USD    JPM      06/16/2021       8,440        
  309,300,000      CLP      434,960      USD    BOA      06/16/2021       105        
  1,588,300,000      COP      434,912      USD    BNP      06/16/2021                 (12,732
  1,588,500,000      COP      445,895      USD    JPM      06/16/2021             (23,661
  9,490,000      CZK      430,153      USD    BNP      06/16/2021       11,038        
  9,500,000      CZK      435,031      USD    BCLY      06/16/2021       6,624        
  3,320,000      EGP      201,946      USD    GSC      05/10/2021       9,601        
  60,050,000      EGP      3,725,186      USD    JPM      06/16/2021       69,914        
  41,630,000      EGP      2,596,711      USD    GSC      06/16/2021       34,264        
  135,000      EUR      163,135      USD    BOA      05/28/2021             (739
  1,295,000      EUR      1,520,168      USD    SSG      06/16/2021           38,264        
  2,292,000      EUR      2,731,748      USD    ANZ      06/16/2021       26,496        

 

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

 

 

  121  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  784,000      EUR      923,640      USD    CBK      06/16/2021     $     19,842     $  
  793,000      EUR      947,878      USD    GSC      06/16/2021       6,435        
  104,000      EUR      123,293      USD    BOA      06/16/2021       1,862        
  179,000      EUR      214,719      USD    BCLY      06/16/2021       694        
  21,000      EUR      25,063      USD    RBC      06/16/2021       209        
  82,000      GBP      113,784      USD    BCLY      05/28/2021             (531
  130,800,000      HUF      423,973      USD    BNP      06/16/2021       12,566        
  131,700,000      HUF      438,044      USD    MSC      06/16/2021       1,500        
  6,357,000,000      IDR      431,568      USD    SCB      06/16/2021       6,577        
  3,956,000,000      IDR      270,403      USD    GSC      06/16/2021       2,257        
  32,110,000      INR      434,095      USD    GSC      06/16/2021             (3,807
  979,920,000      KRW      868,647      USD    BNP      06/16/2021       12,321        
  2,970,000      MXN      140,059      USD    CBK      06/16/2021       5,780        
  775,000      NZD      557,039      USD    JPM      06/16/2021             (2,548
  3,190,000      PEN      872,739      USD    GSC      06/16/2021             (29,415
  21,550,000      PHP      439,706      USD    GSC      06/16/2021       7,566        
  33,540,000      RUB      430,276      USD    JPM      06/16/2021       12,852        
  32,846,000      RUB      439,400      USD    GSC      06/16/2021             (5,441
  585,000      SGD      434,717      USD    BNP      06/16/2021       4,812        
  585,000      SGD      436,248      USD    JPM      06/16/2021       3,281        
  13,360,000      THB      433,569      USD    JPM      06/16/2021             (4,627
  3,210,000      TRY      402,836      USD    GSC      06/16/2021             (24,402
  9,708,658      USD      12,603,000      AUD    TDB      06/16/2021             (2,191
  746,591      USD      980,000      AUD    BOA      06/16/2021             (8,517
  887,629      USD      4,943,000      BRL    GSC      06/02/2021       27       (19,582
  793,613      USD      1,000,000      CAD    MSC      05/05/2021             (19,962
  1,566,412      USD      2,000,000      CAD    RBC      05/05/2021             (60,738
  1,339,853      USD      1,690,000      CAD    SCB      05/07/2021             (35,092
  5,988,023      USD      7,500,000      CAD    BNP      05/14/2021                 (113,895
  1,037,128      USD      1,300,000      CAD    WEST      05/19/2021             (20,549
  3,745,751      USD      4,735,000      CAD    HSBC      05/20/2021             (106,642
  761,503      USD      1,000,000      CAD    MSC      06/01/2021             (52,117
  2,248,002      USD      3,000,000      CAD    JPM      06/01/2021             (192,855
  445,480      USD      550,000      CAD    TDB      06/02/2021             (2,012
  1,608,287      USD      2,000,000      CAD    UBS      06/02/2021             (18,956
  158,544      USD      200,000      CAD    RBC      06/08/2021             (4,183
  38,072      USD      50,000      CAD    RBC      06/15/2021             (2,610
  574,912      USD      725,000      CAD    CBK      06/16/2021             (14,988
  7,498,792      USD      9,470,000      CAD    MSC      06/16/2021             (206,525
  559,501      USD      700,000      CAD    CBK      06/17/2021             (10,060
  591,906      USD      750,000      CAD    JPM      06/17/2021             (18,337
  1,375,414      USD      1,750,000      CAD    WEST      06/17/2021             (48,487
  594,685      USD      750,000      CAD    SSG      06/21/2021             (15,566
  2,822,505      USD      3,500,000      CAD    SSG      06/25/2021             (25,366
  153,115      USD      200,000      CAD    WEST      06/30/2021             (9,623
  380,730      USD      500,000      CAD    GSC      06/30/2021             (26,115
  564,730      USD      700,000      CAD    SSG      07/06/2021             (4,855
  796,619      USD      1,000,000      CAD    BOA      07/08/2021             (17,076
  1,586,328      USD      2,000,000      CAD    WEST      07/08/2021             (41,061
  611,037      USD      750,000      CAD    BOA      07/13/2021       763        
  1,340,152      USD      1,680,000      CAD    BNP      07/13/2021             (26,861
  797,714      USD      1,000,000      CAD    BNP      07/15/2021             (15,986
  1,599,875      USD      2,000,000      CAD    CBK      07/15/2021             (27,524
  797,978      USD      1,000,000      CAD    SSG      07/19/2021             (15,724
  1,627,698      USD      2,000,000      CAD    SSG      07/26/2021       284        
  2,419,057      USD      3,000,000      CAD    MSC      07/26/2021             (22,063
  1,187,996      USD      1,500,000      CAD    JPM      08/05/2021             (32,570
  375,619      USD      500,000      CAD    HSBC      08/06/2021             (31,236
  997,516      USD      1,250,000      CAD    SSG      08/17/2021             (19,624
  1,993,517      USD      2,500,000      CAD    CBK      08/18/2021             (40,763
  1,041,035      USD      1,302,000      CAD    CIBC      09/14/2021             (18,423
  477,512      USD      600,000      CAD    JPM      09/27/2021             (10,719
  445,627      USD      561,000      CAD    BOA      09/27/2021             (10,869
  3,737,175      USD      4,700,000      CAD    CBK      10/05/2021             (87,304

 

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

 

 

  122  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  2,799,863      USD      3,500,000      CAD    SSG      10/12/2021     $     $ (48,158
   USD      2,000,000      CAD    HSBC      10/15/2021             (44,637
  1,193,744      USD      1,500,000      CAD    WEST      11/15/2021             (26,900
  1,650,491      USD      2,100,000      CAD    GSC      12/01/2021             (58,499
  797,371      USD      1,000,000      CAD    MSC      12/02/2021             (16,436
  467,741      USD      600,000      CAD    GSC      12/02/2021             (20,544
  440,201      USD      550,000      CAD    RBC      12/16/2021             (7,413
  464,635      USD      585,000      CAD    CIBC      12/16/2021             (11,464
  1,581,833      USD      2,000,000      CAD    WEST      12/16/2021             (45,856
  1,591,691      USD      2,000,000      CAD    GSC      12/17/2021             (36,003
  392,306      USD      500,000      CAD    UBS      01/26/2022             (14,671
  798,754      USD      1,000,000      CAD    GSC      01/28/2022             (15,205
  796,075      USD      1,000,000      CAD    DEUT      01/31/2022             (17,886
  1,193,925      USD      1,480,000      CAD    DEUT      02/24/2022             (10,696
  1,993,662      USD      2,500,000      CAD    CBK      02/24/2022             (41,170
  794,730      USD      1,000,000      CAD    CIBC      03/28/2022             (19,165
  442,203      USD      1,588,500,000      COP    BNP      06/16/2021       19,969        
  431,835      USD      9,490,000      CZK    GSC      06/16/2021             (9,356
  211,600      USD      3,320,000      EGP    GSC      05/10/2021       53        
  4,345,915      USD      3,585,000      EUR    CBA      05/14/2021       34,654        
  158,640,257      USD      131,152,339      EUR    BNP      05/28/2021           873,165        
  718,461      USD      595,000      EUR    MSC      05/28/2021       2,717        
  789,321      USD      655,402      EUR    BCLY      05/28/2021       918        
  7,188      USD      6,000      EUR    UBS      06/16/2021       12       (44
  445,535      USD      372,000      EUR    BNP      06/16/2021             (2,138
  269,401      USD      229,000      EUR    GSC      06/16/2021             (6,183
  938,774      USD      789,000      EUR    CBK      06/16/2021             (10,725
  1,497,071      USD      1,254,000      EUR    BOA      06/16/2021       5       (12,026
  1,984,669      USD      1,666,000      EUR    BCLY      06/16/2021                 (20,232
  1,096,824      USD      929,000      EUR    CIB      06/16/2021             (21,155
  1,792,557      USD      1,513,000      EUR    CIBC      06/16/2021             (28,221
  2,195,125      USD      1,848,000      EUR    SSG      06/16/2021             (28,798
  2,737,002      USD      2,304,000      EUR    SGG      06/16/2021             (35,682
  3,920,860      USD      3,337,000      EUR    CBA      06/16/2021             (94,959
  72,294,420      USD      60,615,051      EUR    MSC      06/16/2021             (651,077
  1,199,214      USD      1,000,000      EUR    GSC      04/01/2022             (12,151
  9,503,634      USD      6,849,000      GBP    BCLY      05/28/2021       44,251        
  13,854,214      USD      9,989,000      GBP    BNP      06/16/2021       57,159        
  1,323,561      USD      963,000      GBP    ANZ      06/16/2021             (6,559
  3,865      USD      30,000      HKD    MSC      06/16/2021       2        
  423,637      USD      130,800,000      HUF    GSC      06/16/2021             (12,903
  271,256      USD      3,956,000,000      IDR    GSC      06/16/2021             (1,404
  436,704      USD      32,110,000      INR    BNP      06/16/2021       6,417        
  4,308,854      USD      449,850,000      JPY    BCLY      05/10/2021       192,447        
  10,488,552      USD      1,137,950,000      JPY    DEUT      05/10/2021       75,603        
  4,307,254      USD      454,100,000      JPY    BCLY      05/17/2021       151,731        
  1,583,876      USD      165,850,000      JPY    BCLY      05/24/2021       66,080        
  9,020,823      USD      978,600,000      JPY    CBK      05/24/2021       65,050        
  959,209      USD      100,000,000      JPY    BCLY      05/25/2021       44,040        
  3,613,630      USD      381,500,000      JPY    JPM      06/01/2021       122,091        
  2,672,567      USD      290,000,000      JPY    WEST      06/01/2021       18,448        
  5,275,145      USD      559,350,000      JPY    JPM      06/07/2021       155,593        
  5,531,593      USD      600,000,000      JPY    CBK      06/07/2021       39,985        
  7,513,126      USD      780,000,000      JPY    BCLY      06/10/2021       373,824        
  7,543,830      USD      818,250,000      JPY    CBK      06/14/2021       54,129        
  3,244,341      USD      350,150,000      JPY    MSC      06/14/2021       39,308        
  2,860,087      USD      310,000,000      JPY    SCB      06/14/2021       22,560        
  13,271,482      USD      1,444,100,000      JPY    MSC      06/16/2021       52,918        
  1,918,899      USD      212,300,000      JPY    CBA      06/16/2021             (24,388
  13,451,696      USD      1,460,950,000      JPY    BCLY      06/21/2021       78,232        
  6,962,156      USD      758,150,000      JPY    MSC      06/28/2021       21,606        
  1,499,204      USD      163,650,000      JPY    BCLY      07/06/2021       940        
  699,023      USD      77,300,000      JPY    CBK      07/06/2021             (8,682
  10,807,682      USD      1,180,000,000      JPY    BCLY      07/19/2021       3,086        

 

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

 

 

  123  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  8,286,968      USD      900,950,000      JPY    BCLY      07/26/2021     $ 36,921     $  
  13,504,901      USD      1,456,350,000      JPY    BOA      08/02/2021       168,251        
  13,737,403      USD      1,447,000,000      JPY    BOA      08/25/2021       483,361        
  433,275      USD      491,160,000      KRW    GSC      06/16/2021             (8,288
  464,559      USD      9,700,000      MXN    UBS      06/16/2021             (11,751
  557,909      USD      775,000      NZD    MSC      06/16/2021       3,419        
  433,639      USD      1,615,000      PEN    DEUT      06/16/2021       6,690        
  440,065      USD      21,550,000      PHP    SCB      06/16/2021             (7,207
  444,165      USD      32,846,000      RUB    GSC      06/16/2021       10,206        
  434,605      USD      585,000      SGD    JPM      06/16/2021             (4,924
  433,513      USD      13,360,000      THB    JPM      06/16/2021       4,571        
  407,956      USD      3,210,000      TRY    GSC      06/16/2021       29,522        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     3,714,633     $     (3,021,094
                

 

 

   

 

 

 

 

Foreign Cross Currency Contracts Outstanding at April 30, 2021
Contract
Amount
     Counterparty    Delivery Date      Contract Amount    Unrealized
Appreciation
  EUR    8,597,724      UBS      05/28/2021      GBP    8,582,363     $    15,361
           

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 184,272,605     $     $ 184,272,605     $  

Corporate Bonds

     859,318,409             859,318,409        

Foreign Government Obligations

     551,899,094             551,899,094        

Municipal Bonds

     12,902,354             12,902,354        

Senior Floating Rate Interests

     537,596,471             537,596,471        

U.S. Government Agencies

     246,508,797             246,508,797        

U.S. Government Securities

     389,117,736             389,117,736        

Convertible Bonds

     61,046,140             61,046,140        

Common Stocks

        

Energy

     82,229                   82,229  

Escrows

     422,500             422,500        

Convertible Preferred Stocks

     9,174,424       9,174,424              

Warrants

     84                   84  

Short-Term Investments

     72,847,542       5,476,791       67,370,751        

Purchased Options

     1,922,885             1,922,885        

Foreign Currency Contracts(2)

     3,729,994             3,729,994        

Futures Contracts(2)

     2,277,789       2,277,789              

Swaps - Credit Default(2)

     3,630,051             3,630,051        

Swaps - Interest Rate(2)

     1,325,681             1,325,681        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     2,938,074,785     $     16,929,004     $     2,921,063,468     $ 82,313  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (3,021,094   $     $ (3,021,094   $  

Futures Contracts(2)

     (2,296,639     (2,296,639            

Swaps - Credit Default(2)

     (2,987,891           (2,985,785     (2,106

Swaps - Interest Rate(2)

     (34,423           (34,423      

Swaps - Total Return(2)

     (1,418,308           (1,418,308      

Written Options

     (1,158,738           (1,158,738      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (10,917,093   $ (2,296,639   $ (8,618,348   $     (2,106
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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.

 

 

  124  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income  Fund)

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5%      
          Alabama - 0.8%      
$     150,000    

Jefferson County, AL, Board of Education Special Tax 5.00%, 02/01/2046

  $ 184,615  
    300,000    

State of Alabama, Docks Department, (AMG Insured) 5.00%, 10/01/2024

    341,088  
    335,000    

State of Alabama, Troy University Rev, (BAM Insured) 5.00%, 11/01/2023

    373,458  
     

 

 

 
        899,161  
     

 

 

 
          Arizona - 1.6%      
    325,000    

City of Phoenix, AZ, Civic Improvement Corp. 5.00%, 07/01/2031

    397,786  
   

Maricopa County, AZ, Industrial Dev Auth

 
    775,000    

3.00%, 09/01/2039

    838,050  
    100,000    

5.00%, 09/01/2042

    123,425  
    200,000    

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

    281,113  
    65,000    

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

    65,025  
     

 

 

 
        1,705,399  
     

 

 

 
          California - 4.3%      
    50,000    

Alameda County, Oakland, CA, Unified School Dist, GO, (AGM Insured) 4.00%, 08/01/2034

    58,144  
    195,000    

California Enterprise Dev Auth 5.00%, 08/01/2045

    237,876  
   

Cathedral City, CA, Redev Agency Successor Agency

 
    145,000    

4.00%, 08/01/2022

    150,867  
    340,000    

4.00%, 08/01/2032

    408,631  
    100,000    

City of Los Angeles, CA, Department of Airports Rev 5.00%, 05/15/2026

    117,645  
    45,000    

Elk Grove, CA, Finance Auth Special Tax, (BAM Insured) 5.00%, 09/01/2032

    53,043  
    150,000    

Foothill-Eastern Transportation Corridor Agency, CA 5.00%, 01/15/2029

    190,354  
    90,000    

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

    103,413  
   

Orange County, CA, Community Facs Dist Special Tax

 
    100,000    

5.00%, 08/15/2023

    110,118  
    150,000    

5.00%, 08/15/2033

    175,078  
    100,000    

Romoland, CA, School Dist Special Tax
5.00%, 09/01/2043

    114,952  
    100,000    

San Bernardino City, CA, Unified School Dist, GO, (NATL Insured) 0.00%, 08/01/2027(2)

    91,949  
    255,000    

San Joaquin Hills, CA, Transportation Corridor Agency, (NATL Insured) 0.00%, 01/15/2025(2)

    243,560  
   

State of California, GO

 
    1,000,000    

4.00%, 03/01/2036

    1,213,197  
    140,000    

4.00%, 11/01/2041

    158,729  
    1,000,000    

University of California, Rev 4.00%, 05/15/2038

    1,222,829  
     

 

 

 
        4,650,385  
     

 

 

 
          Colorado - 2.8%      
    175,000    

City & County of Denver, CO, Airport System Rev 5.00%, 12/01/2036

    244,303  
    200,000    

Colorado Health Facs Auth Rev
4.00%, 12/01/2040

    225,040  
    150,000    

Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2040

    172,281  
    45,000    

E-470 Public Highway, CO, Auth Rev
1.12%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)

    45,015  
   

Park Creek, CO, Metropolitan Dist Rev

 
   

Park Creek, CO, Metropolitan Dist Rev

 
    100,000    

5.00%, 12/01/2023

    111,433  
    120,000    

5.00%, 12/01/2029

    152,532  
    500,000    

Regional Transportation Dist, CO
4.00%, 07/15/2039

    650,400  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Colorado - 2.8% - (continued)      
$     1,000,000    

State of Colorado 5.00%, 12/15/2033

  $ 1,335,164  
    25,000    

Vauxmont, CO, Metropolitan Dist, GO, (AGM Insured) 5.00%, 12/15/2030

    29,174  
     

 

 

 
        2,965,342  
     

 

 

 
          Connecticut - 2.5%      
    200,000    

City of Bridgeport, CT, GO, (BAM Insured)
5.00%, 07/15/2048

    240,597  
   

Connecticut State Health & Educational Facs Auth

 
    190,000    

5.00%, 07/01/2024

    212,064  
    750,000    

5.00%, 07/01/2040

    940,070  
    60,000    

5.00%, 07/01/2042

    71,516  
    250,000    

Hamden, CT, GO, (AGM Insured)
5.00%, 08/15/2025

    294,863  
    50,000    

Hartford, CT, GO, (AGM ST GTD Insured)
5.00%, 07/01/2027

    58,821  
   

State of Connecticut, GO

 
    160,000    

3.00%, 01/15/2023

    167,698  
    170,000    

5.00%, 06/15/2026

    201,124  
    250,000    

State of Connecticut, Special Tax Rev
5.00%, 05/01/2033

    326,905  
    100,000    

Waterbury, CT, GO 5.00%, 11/15/2047

    119,953  
     

 

 

 
        2,633,611  
     

 

 

 
          District of Columbia - 0.3%      
    150,000    

Dist of Columbia Rev 5.00%, 07/01/2042

    158,024  
    150,000    

Dist of Columbia, GO 5.00%, 06/01/2032

    170,628  
     

 

 

 
        328,652  
     

 

 

 
          Florida - 4.3%      
    55,000    

Broward County, FL, Airport System Rev
4.00%, 10/01/2044

    62,693  
    300,000    

Broward County, FL, Port Facs Rev
5.00%, 09/01/2028

    375,255  
    135,000    

Capital Projects, FL, Finance Auth
5.00%, 10/01/2027

    161,305  
    70,000    

City of Atlantic Beach, FL, Health Care Facs Auth
5.00%, 11/15/2048

    78,201  
   

City of Tampa, FL, Rev

 
    45,000    

0.00%, 09/01/2036(2)

    29,156  
    50,000    

0.00%, 09/01/2038(2)

    29,535  
    200,000    

Jacksonville, FL, Sales Tax Rev 5.00%, 10/01/2030

    213,157  
    150,000    

JEA, FL, Electric System Rev 5.00%, 10/01/2028

    188,776  
    150,000    

JEA, FL, Water & Sewer System Rev
5.00%, 10/01/2028

    189,738  
   

Lee County, FL, Airport Rev

 
    125,000    

5.00%, 10/01/2032

    146,464  
    100,000    

5.00%, 10/01/2033

    116,841  
   

Miami-Dade County, FL, Aviation Rev

 
    15,000    

5.00%, 10/01/2029

    17,519  
    15,000    

5.00%, 10/01/2031

    17,477  
    20,000    

5.00%, 10/01/2032

    23,284  
    20,000    

5.00%, 10/01/2033

    23,265  
    65,000    

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

    71,089  
   

Orange County, FL, Convention Center

 
    500,000    

5.00%, 10/01/2023

    555,574  
    285,000    

5.00%, 10/01/2024

    328,710  
    125,000    

5.00%, 10/01/2027

    157,282  
    100,000    

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

    110,448  
    475,000    

Orlando, FL, Utilities Commission
1.25%, 10/01/2046(4)

    481,010  
    355,000    

Palm Beach County, FL, Health Facs Auth
2.63%, 06/01/2025

    359,737  
 

 

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

 

 

  125  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Florida - 4.3% - (continued)      
$     240,000    

Polk County, FL, Industrial Dev Auth
5.00%, 01/01/2029

  $ 267,959  
    200,000    

Port St. Lucie, FL, Special Assessment
4.00%, 07/01/2027

    233,835  
    60,000    

Putnam County, FL, Dev Auth 5.00%, 03/15/2042

    72,499  
    200,000    

Seminole County, FL, Industrial Dev Auth
3.75%, 11/15/2025

    194,310  
    70,000    

Volusia County, FL, Educational Facs Auth
4.00%, 10/15/2035

    82,046  
     

 

 

 
        4,587,165  
     

 

 

 
          Georgia - 2.8%      
    100,000    

Appling County, GA, Dev Auth Rev
1.50%, 01/01/2038(4)

    102,572  
   

Burke County, GA, Dev Auth Rev

 
    280,000    

1.50%, 01/01/2040(4)

    287,202  
    1,000,000    

1.55%, 12/01/2049(4)

    1,016,101  
    165,000    

2.25%, 10/01/2032(4)

    171,234  
    125,000    

3.00%, 11/01/2045(4)

    130,301  
    25,000    

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

    26,314  
   

Main Street Natural Gas, Inc., GA

 
    170,000    

5.00%, 05/15/2032

    211,270  
    315,000    

5.50%, 09/15/2028

    405,782  
   

Municipal Electric Auth, GA

 
    135,000    

5.00%, 01/01/2024

    151,171  
    100,000    

5.00%, 01/01/2028

    120,327  
    235,000    

5.00%, 01/01/2033

    305,306  
    85,000    

5.00%, 01/01/2056

    101,254  
     

 

 

 
        3,028,834  
     

 

 

 
          Hawaii - 0.2%      
    150,000    

State of Hawaii Airports System Rev
5.00%, 07/01/2031

    186,491  
     

 

 

 
          Idaho - 0.6%      
    500,000    

Idaho Housing & Finance Association
4.00%, 07/15/2036(5)

    608,404  
     

 

 

 
          Illinois - 13.3%      
    65,000    

Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO
0.00%, 01/01/2025(2)

    63,128  
    100,000    

Chicago, IL, Board of Education Rev
5.75%, 04/01/2035

    120,641  
   

Chicago, IL, Board of Education, GO

 
    150,000    

5.00%, 12/01/2027

    180,840  
    500,000    

5.00%, 12/01/2041

    609,653  
    200,000    

5.00%, 12/01/2046

    233,730  
    200,000    

5.25%, 12/01/2023

    216,770  
    140,000    

5.25%, 12/01/2039

    154,609  
   

Chicago, IL, Metropolitan Water Reclamation Dist, GO

 
    235,000    

5.00%, 12/01/2025

    281,049  
    270,000    

5.25%, 12/01/2032

    377,778  
    100,000    

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2023

    107,786  
   

Chicago, IL, O’Hare International Airport

 
    185,000    

5.00%, 01/01/2031

    240,286  
    420,000    

5.00%, 01/01/2032

    528,611  
   

Chicago, IL, Transit Auth, (AGM-CR Insured)

 
    100,000    

5.00%, 12/01/2044

    114,734  
    175,000    

5.00%, 12/01/2045

    215,587  
    250,000    

5.00%, 12/01/2046

    299,859  
    160,000    

5.25%, 12/01/2024

    164,745  
   

City of Chicago, IL, GO

 
    85,000    

5.00%, 01/01/2022

    87,287  
    250,000    

5.00%, 01/01/2026

    283,533  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Illinois - 13.3% - (continued)      
   

City of Decatur, IL, GO, (AGM Insured)

 
$     110,000    

5.00%, 03/01/2034

  $ 130,994  
    150,000    

5.00%, 03/01/2035

    178,317  
    865,000    

City of Granite, IL, Rev 1.25%, 05/01/2027(5)

    865,000  
   

Cook County, IL, Community High School Dist No. 212 Leyden, (BAM Insured)

 
    105,000    

5.00%, 12/01/2027

    121,923  
    170,000    

5.00%, 12/01/2030

    197,005  
    185,000    

Cook County, IL, GO 5.00%, 11/15/2031

    244,565  
    225,000    

County. of Cook IL Sales Tax Rev
5.00%, 11/15/2029

    293,825  
   

Illinois State Finance Auth Rev

 
    45,000    

5.00%, 09/01/2021

    45,643  
    150,000    

5.00%, 11/15/2030

    173,092  
    115,000    

5.00%, 08/15/2033

    151,052  
    245,000    

5.00%, 08/15/2035

    278,364  
    150,000    

5.00%, 10/01/2041

    177,709  
    230,000    

5.00%, 05/15/2050(4)

    260,694  
   

Illinois State Toll Highway Auth, Taxable Rev

 
    300,000    

5.00%, 01/01/2030

    394,948  
    100,000    

5.00%, 01/01/2031

    128,621  
    150,000    

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

    167,375  
   

Kane County, IL, School Dist No. 131 Aurora East Side, GO, (AGM Insured)

 
    75,000    

5.00%, 12/01/2025

    88,581  
    130,000    

5.00%, 12/01/2026

    157,612  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO 5.00%, 01/01/2023

    107,873  
    935,000    

Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured) 5.00%, 02/01/2025

    1,074,676  
   

Metropolitan Pier & Exposition Auth, IL

 
    105,000    

0.00%, 12/15/2042(6)

    87,766  
    200,000    

5.00%, 12/15/2045

    241,290  
   

Regional Transportation, IL, Auth Rev

 
    80,000    

5.00%, 06/01/2026

    91,133  
    125,000    

6.25%, 07/01/2022

    133,775  
   

Sales Tax Securitization Corp., IL Rev

 
    150,000    

5.00%, 01/01/2029

    185,304  
    1,000,000    

5.00%, 01/01/2037

    1,254,874  
   

State of Illinois, GO

 
    225,000    

5.00%, 11/01/2021

    230,033  
    400,000    

5.00%, 11/01/2026

    477,028  
    50,000    

5.00%, 02/01/2027

    60,410  
    150,000    

5.00%, 11/01/2028

    180,200  
    355,000    

5.00%, 03/01/2029

    443,435  
    250,000    

5.00%, 05/01/2029

    277,290  
    330,000    

5.00%, 10/01/2031

    418,907  
    315,000    

5.00%, 12/01/2034

    374,473  
    215,000    

5.00%, 03/01/2046

    264,110  
    90,000    

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

    97,568  
     

 

 

 
        14,336,091  
     

 

 

 
          Indiana - 0.7%      
    83,046    

City of Evansville, IN, Rev, (FNMA Insured)
3.00%, 06/01/2034

    87,878  
   

Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured)

 
    230,000    

3.00%, 07/01/2051

    251,951  
    265,000    

3.25%, 07/01/2049

    287,589  
    115,000    

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

    143,818  
     

 

 

 
        771,236  
     

 

 

 
 

 

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

 

 

  126  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Iowa - 0.0%      
$     45,000    

State of Iowa, Finance Auth Rev
2.88%, 05/15/2049

  $ 45,467  
     

 

 

 
          Kentucky - 0.4%      
    225,000    

Kentucky Bond Dev Corp. 5.00%, 09/01/2035

    277,498  
    90,000    

Kentucky Economic Dev Finance Auth, (AGM Insured) 5.00%, 12/01/2047

    96,002  
     

 

 

 
        373,500  
     

 

 

 
          Louisiana - 1.4%      
    325,000    

East Baton Rouge, LA, Sewerage Commission
1.30%, 02/01/2041(4)

    332,008  
   

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 
    100,000    

5.75%, 11/15/2030

    110,054  
    100,000    

6.00%, 11/15/2030

    111,097  
   

Louisiana State Public Facs Auth Rev

 
    100,000    

5.00%, 05/15/2035

    113,614  
    100,000    

5.00%, 05/15/2047

    115,858  
    40,000    

6.38%, 05/15/2031

    40,076  
    200,000    

New Orleans, LA, Aviation Board
5.00%, 01/01/2038

    237,062  
    210,000    

Parish of St. John the Baptist, LA
2.38%, 06/01/2037(4)

    219,619  
    185,000    

Regional Transportation Auth, LA, Sales Tax Rev, (AGM Insured) 5.00%, 01/01/2026

    221,250  
     

 

 

 
        1,500,638  
     

 

 

 
          Maryland - 1.7%      
    665,000    

Maryland Community Dev Administration
3.00%, 09/01/2051

    729,151  
    750,000    

Maryland Stadium Auth Rev, (ST INTERCEPT Insured) 5.00%, 05/01/2050

    1,093,341  
     

 

 

 
        1,822,492  
     

 

 

 
          Massachusetts - 4.4%      
    1,500,000    

Massachusetts Clean Water Resources Auth
0.00%, 02/01/2041

    1,969,554  
   

Massachusetts Educational Financing Auth

 
    175,000    

5.00%, 07/01/2024

    199,652  
    500,000    

5.00%, 01/01/2025

    576,529  
   

Massachusetts Housing Finance Agency

 
    330,000    

3.15%, 06/01/2023

    346,113  
    300,000    

3.30%, 06/01/2024

    320,195  
   

Massachusetts State Dev Finance Agency, (AGM Insured)

 
    250,000    

5.00%, 10/01/2021

    254,801  
    115,000    

5.00%, 07/15/2022(1)

    120,036  
    100,000    

5.00%, 07/01/2034

    117,123  
    145,000    

5.00%, 07/01/2037

    180,469  
    150,000    

5.00%, 07/01/2044

    181,296  
    100,000    

5.00%, 10/01/2047(1)

    109,319  
    150,000    

5.00%, 07/01/2048

    180,525  
    200,000    

Massachusetts State, Port Auth Rev
4.00%, 07/01/2046

    224,344  
     

 

 

 
        4,779,956  
     

 

 

 
          Michigan - 2.4%      
    85,000    

City of Detroit, MI, GO 5.00%, 04/01/2022

    87,909  
    450,000    

Ecorse, MI, Public School Dist, GO, (Q-SBLF Insured) 5.00%, 05/01/2027

    564,319  
    150,000    

Great Lakes, MI, Water Auth Water Supply System Rev 5.00%, 07/01/2046

    177,737  
    250,000    

Lansing, MI, School Dist, GO, (Q-SBLF Insured)
5.00%, 05/01/2037

    317,370  
   

Michigan Finance Auth Rev

 
    165,000    

5.00%, 11/01/2034

    209,482  
    100,000    

5.00%, 07/01/2035

    116,965  
    100,000    

5.00%, 05/15/2038

    116,211  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Michigan - 2.4% - (continued)      
$     90,000    

Michigan State Hospital Finance Auth
5.00%, 11/15/2047

  $ 113,793  
    300,000    

New Haven, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2032

    389,149  
    255,000    

Richmond, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2030

    331,149  
    50,000    

State of Michigan Rev 5.00%, 03/15/2027

    62,586  
    35,000    

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

    41,476  
     

 

 

 
        2,528,146  
     

 

 

 
          Minnesota - 1.8%      
   

Duluth, MN, Independent School Dist No. 709, (SD CRED PROG Insured)

 
    20,000    

4.00%, 02/01/2027

    23,086  
    250,000    

5.00%, 02/01/2024

    278,648  
    78,894    

Freddie Mac Multifamily, MN, Certificates
2.54%, 06/25/2037

    83,706  
    100,000    

Minneapolis-St. Paul, MN, Metropolitan Airports Commission 5.00%, 01/01/2031

    119,856  
    1,000,000    

Minnesota Higher Education Facs Auth
4.00%, 10/01/2050

    1,179,692  
    200,000    

St. Francis, MN, Independent School Dist No. 15, GO, (SD CRED PROG Insured)
4.00%, 02/01/2029

    211,623  
     

 

 

 
        1,896,611  
     

 

 

 
          Mississippi - 0.9%      
    80,000    

Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured) 3.00%, 12/01/2050

    87,693  
   

State of Mississippi, Gaming Tax Rev

 
    200,000    

5.00%, 10/15/2022

    212,661  
    170,000    

5.00%, 10/15/2026

    205,263  
    400,000    

5.00%, 10/15/2037

    493,626  
     

 

 

 
        999,243  
     

 

 

 
          Missouri - 1.7%      
    250,000    

Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist 4.00%, 10/01/2036

    296,253  
    165,000    

City of St. Louis, MO, Airport Rev
5.00%, 07/01/2031

    208,979  
    200,000    

Kansas City, MO, Industrial Dev Auth
5.00%, 03/01/2039

    246,255  
   

Kirkwood, MO, Industrial Dev Auth Retirement Community

 
    100,000    

5.25%, 05/15/2032

    112,386  
    100,000    

5.25%, 05/15/2050

    108,702  
    200,000    

St. Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2023

    216,219  
    550,000    

State of Missouri, Health & Educational Facs Auth
4.00%, 07/01/2035

    677,171  
     

 

 

 
        1,865,965  
     

 

 

 
          Montana - 0.3%      
    110,000    

Montana Board of Housing Rev, (FHA HUD VA Insured) 4.25%, 12/01/2045

    121,776  
    150,000    

Montana Facs Finance Auth Rev
5.00%, 02/15/2033

    178,099  
     

 

 

 
        299,875  
     

 

 

 
          Nebraska - 1.5%      
   

Central Plains, NE, Energy Project

 
    300,000    

5.00%, 09/01/2025

    352,358  
    295,000    

5.00%, 09/01/2042

    423,156  
    495,000    

Nebraska Investment Finance Auth,(GNMA/FNMA/FHLMC Insured) 3.00%, 09/01/2045

    542,714  
    300,000    

Washington County, NE, Rev
0.90%, 09/01/2030(4)

    303,052  
     

 

 

 
        1,621,280  
     

 

 

 
 

 

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

 

 

  127  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Nevada - 1.4%      
$     100,000    

City of North Las Vegas, NV 3.50%, 06/01/2023

  $ 103,747  
    150,000    

City of Reno, NV, Sales Tax Rev, (AGM Insured)
5.00%, 06/01/2033

    182,560  
    40,000    

City of Sparks, NV 2.50%, 06/15/2024(1)

    40,448  
    140,000    

Clark County, NV, Airport Rev 5.00%, 07/01/2026

    150,721  
   

Clark County, NV, School Dist, GO, (AGM Insured)

 
    250,000    

4.00%, 06/15/2036

    300,149  
    225,000    

5.00%, 06/15/2028

    273,728  
    100,000    

5.00%, 06/15/2029

    123,838  
    250,000    

Las Vegas, NV, New Convention Center Auth Rev
5.00%, 07/01/2043

    297,725  
     

 

 

 
        1,472,916  
     

 

 

 
          New Hampshire - 1.1%      
    1,000,000    

New Hampshire Business Finance Auth.
4.00%, 01/01/2051

    1,094,134  
    70,000    

New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059

    108,679  
     

 

 

 
        1,202,813  
     

 

 

 
          New Jersey - 1.8%      
    175,000    

New Jersey Economic Dev Auth
5.00%, 06/15/2023

    192,232  
    40,000    

New Jersey Educational Facs Auth Rev, (AGM Insured) 4.00%, 07/01/2050

    45,686  
    50,000    

New Jersey Health Care Facs Financing Auth Rev 5.25%, 07/01/2026

    50,404  
   

New Jersey Transportation Trust Fund Auth

 
    570,000    

0.00%, 06/15/2031

    744,011  
    65,000    

5.00%, 12/15/2023

    72,841  
    70,000    

5.00%, 12/15/2024

    81,213  
    350,000    

New Jersey Turnpike Auth Rev, (AGM Insured) 5.25%, 01/01/2026

    423,588  
    230,000    

State of New Jersey, GO 5.00%, 06/01/2026

    279,187  
     

 

 

 
        1,889,162  
     

 

 

 
          New Mexico - 1.1%      
    205,000    

City of Santa Fe, NM, Rev 5.00%, 05/15/2039

    228,791  
    825,000    

New Mexico Mortgage Finance Auth,(GNMA/FNMA/FHLMC Insured) 3.00%, 01/01/2052(5)

    905,729  
     

 

 

 
        1,134,520  
     

 

 

 
          New York - 14.9%      
    405,000    

Brookhaven, NY, Local Dev Corp.
1.63%, 11/01/2025

    412,862  
   

City of New York, NY, GO

 
    1,800,000    

0.04%, 08/01/2040(4)

    1,800,000  
    130,000    

4.00%, 03/01/2038

    155,122  
    125,000    

5.00%, 03/01/2039

    158,836  
    140,000    

City of New York, NY, Rev 4.00%, 11/01/2035

    169,521  
    85,000    

Huntington, NY, Local Dev Corp.
3.00%, 07/01/2025

    85,995  
    500,000    

Long Island, NY, Power Auth Rev
0.85%, 09/01/2050(4)

    501,111  
   

Metropolitan Transportation Auth, NY, Rev

 
    1,240,000    

5.00%, 03/01/2022

    1,289,469  
    650,000    

5.00%, 11/15/2023

    697,683  
    200,000    

5.00%, 11/15/2033

    258,733  
    500,000    

5.00%, 11/15/2034(4)

    564,707  
    300,000    

5.00%, 11/15/2036

    359,299  
    500,000    

5.00%, 11/15/2045

    620,801  
    400,000    

5.00%, 11/15/2052

    479,671  
    100,000    

5.25%, 11/15/2027

    124,151  
    100,000    

5.25%, 11/15/2036

    121,848  
    100,000    

New York City, NY, Industrial Dev Agency, (AGM Insured) 5.00%, 03/01/2030

    130,087  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          New York - 14.9% - (continued)      
$     215,000    

New York City, NY, Transitional Finance Auth, Future Tax Secured 4.00%, 05/01/2040

  $ 254,927  
   

New York City, NY, Transitional Finance Auth, Future Tax Secured Rev

 
    125,000    

4.00%, 05/01/2035

    151,612  
    265,000    

5.00%, 11/01/2032

    352,016  
    1,000,000    

5.00%, 02/01/2037

    1,310,790  
    250,000    

New York Liberty Dev Corp. 5.00%, 11/15/2044(1)

    273,384  
   

New York State Dormitory Auth Rev

 
    1,870,000    

0.06%, 07/01/2031(4)

    1,870,000  
    450,000    

4.00%, 02/15/2037

    531,583  
    150,000    

5.00%, 03/15/2031

    178,292  
    100,000    

New York State Liberty Dev Corp. Rev
5.25%, 10/01/2035

    142,462  
    500,000    

New York State Urban Dev Corp. Rev
5.00%, 03/15/2032

    662,670  
    100,000    

New York Transportation Dev Corp.
5.00%, 12/01/2025

    118,157  
   

New York Transportation Dev Corp. Rev

 
    70,000    

4.00%, 04/30/2053

    79,354  
    110,000    

5.00%, 12/01/2022

    117,862  
    100,000    

5.00%, 07/01/2046

    112,583  
   

State of New York Mortgage Agency

 
    300,000    

3.25%, 10/01/2024

    322,984  
    300,000    

3.25%, 04/01/2025

    315,498  
    750,000    

3.25%, 10/01/2050

    826,158  
    195,000    

3.50%, 10/01/2032

    212,779  
   

Syracuse, NY, Industrial Dev Agency

 
    110,000    

5.00%, 01/01/2031

    110,673  
    50,000    

5.00%, 01/01/2033

    50,203  
    100,000    

TSASC, Inc., NY 5.00%, 06/01/2023

    109,528  
     

 

 

 
        16,033,411  
     

 

 

 
          North Carolina - 0.5%      
   

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 
    100,000    

2.88%, 10/01/2026

    100,405  
    250,000    

5.00%, 01/01/2031

    284,286  
    30,000    

5.00%, 01/01/2039

    33,592  
    120,000    

5.00%, 01/01/2044

    134,782  
     

 

 

 
        553,065  
     

 

 

 
          Ohio - 2.1%      
    50,000    

Allen County, OH, Hospital Facs Rev
5.00%, 12/01/2035

    64,793  
    200,000    

American Municipal Power, Inc., OH Rev
4.00%, 02/15/2036

    222,890  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
    750,000    

0.00%, 06/01/2057(2)

    116,977  
    730,000    

5.00%, 06/01/2055

    820,043  
   

Cleveland, OH, Airport System Rev, (AGM Insured)

 
    60,000    

5.00%, 01/01/2022

    61,817  
    55,000    

5.00%, 01/01/2023

    59,158  
    150,000    

Cleveland, OH, Department of Public Utilities, (AGM Insured) 5.00%, 11/15/2030

    188,146  
    500,000    

Southern Ohio Port Auth Rev
6.50%, 12/01/2030(1)

    567,154  
    140,000    

State of Ohio, GO 5.00%, 06/15/2036

    180,723  
     

 

 

 
        2,281,701  
     

 

 

 
          Oklahoma - 0.4%      
   

Oklahoma Dev Finance Auth

 
    340,000    

1.63%, 07/06/2023

    341,725  
    35,000    

5.25%, 08/15/2048

    42,414  
 

 

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

 

 

  128  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Oklahoma - 0.4% - (continued)      
$     35,000    

5.50%, 08/15/2057

  $ 42,859  
     

 

 

 
        426,998  
     

 

 

 
          Oregon - 1.8%      
    55,000    

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO, (School Bond Guaranty Insured)
5.00%, 06/15/2038

    68,780  
    480,000    

Columbia County, OR, School Dist No. 502, GO, (School Board Guaranty Insured)
0.00%, 06/15/2050(2)

    219,134  
    1,000,000    

Lane County, OR, School Dist No. 52 Bethel(School Board Guaranty Insured)
0.00%, 06/15/2041(2)

    629,022  
    40,000    

Marion County, OR, School Dist No. 15 North Marion, GO, (School Bond Guaranty Insured)
0.00%, 06/15/2037(2)

    24,031  
    35,000    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2038(2)

    21,807  
    55,000    

Salem Hospital Facs Auth, OR, Rev
5.00%, 05/15/2025

    61,927  
    150,000    

Salem-Keizer, OR, School Dist No. 24J, GO, (School Board Guaranty Insured)
0.00%, 06/15/2022(6)

    157,240  
   

State of Oregon Housing & Community Services Department

 
    500,000    

3.00%, 01/01/2052

    547,093  
    105,000    

4.50%, 01/01/2049

    115,138  
    210,000    

Umatilla County, OR, School Dist No. 8R Hermiston, GO, (School Board Guaranty Insured) 0.00%, 06/15/2038(2)

    136,222  
     

 

 

 
        1,980,394  
     

 

 

 
          Pennsylvania - 2.1%      
    300,000    

City of Philadelphia, PA, GO 5.00%, 02/01/2039

    377,328  
    160,000    

City of Philadelphia, PA, Redev Auth
5.00%, 04/15/2025

    183,129  
    155,000    

City of Pittsburgh, PA 4.00%, 09/01/2040

    180,486  
    195,000    

Erie, PA, City School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 04/01/2029

    249,729  
    90,000    

Harrisburg, PA, School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 11/15/2026

    110,353  
    100,000    

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

    109,624  
    100,000    

Montgomery County, PA, Industrial Dev Auth Rev
5.00%, 12/01/2025

    113,427  
    175,000    

Pennsylvania Housing Finance Agency
4.75%, 04/01/2033

    193,062  
   

Pennsylvania Turnpike Commission Rev

 
    90,000    

5.00%, 12/01/2031

    108,989  
    145,000    

5.00%, 12/01/2037

    156,155  
    250,000    

Philadelphia, PA, School Dist, GO, (State Aid Withholding Insured) 4.00%, 09/01/2036

    291,665  
    50,000    

Pittsburgh, PA, Water & Sewer Auth, (AGM Insured) 5.00%, 09/01/2033

    64,189  
    75,000    

Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured)
5.00%, 04/15/2059

    91,450  
     

 

 

 
        2,229,586  
     

 

 

 
          Puerto Rico - 0.6%      
   

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 
    400,000    

4.33%, 07/01/2040

    437,234  
    175,000    

5.00%, 07/01/2058

    197,148  
     

 

 

 
        634,382  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Rhode Island - 1.5%      
$     340,000    

Rhode Island Commerce Corp. Rev
5.00%, 05/15/2030

  $ 449,884  
    80,000    

Rhode Island Health & Educational Building Corp., (AGM Municipal Government Guaranteed Insured) 5.00%, 05/15/2028

    99,213  
   

Rhode Island Housing & Mortgage Finance Corp.

 
    20,000    

4.00%, 10/01/2032

    20,426  
    860,000    

4.00%, 10/01/2048

    952,459  
    130,000    

Rhode Island Student Loan Auth
3.00%, 12/01/2024

    134,173  
     

 

 

 
        1,656,155  
     

 

 

 
          South Carolina - 0.6%      
    150,000    

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2028

    188,753  
   

South Carolina State Public Service Auth

 
    200,000    

4.00%, 12/01/2035

    240,088  
    50,000    

5.00%, 12/01/2031

    57,225  
    50,000    

5.00%, 12/01/2034

    57,205  
    100,000    

5.00%, 12/01/2050

    115,428  
     

 

 

 
        658,699  
     

 

 

 
          South Dakota - 1.1%      
    275,000    

South Dakota Housing Dev Auth
4.00%, 11/01/2049

    307,868  
    765,000    

South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 11/01/2051

    838,329  
     

 

 

 
        1,146,197  
     

 

 

 
          Tennessee - 0.8%      
    300,000    

Chattanooga, TN, Health Educational & Housing Facs Board Rev 5.00%, 08/01/2039

    373,533  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board Rev 5.00%, 09/01/2025(1)

    150,820  
    200,000    

Tennessee Energy Acquisition Corp. 5.25%, 09/01/2026

    243,339  
    125,000    

Tennessee Housing Dev Agency 3.50%, 01/01/2047

    133,584  
     

 

 

 
        901,276  
     

 

 

 
          Texas - 4.9%      
   

Arlington, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured)

 
    150,000    

4.00%, 08/15/2030

    168,489  
    250,000    

5.00%, 02/15/2027

    309,483  
    200,000    

Austin, TX, Airport System Rev 5.00%, 11/15/2031

    228,095  
    100,000    

Austin, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/01/2033

    119,317  
    600,000    

Central Texas Regional Mobility Auth
4.00%, 01/01/2040

    713,695  
    250,000    

Central Texas Turnpike System Rev
5.00%, 08/15/2042

    278,098  
    210,000    

City of San Antonio, TX, Airport System Rev
5.00%, 07/01/2026

    253,732  
    165,000    

City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(4)

    170,999  
    250,000    

Conroe, TX, Independent School Dist, GO, (PSF-GTD Insured) 3.00%, 02/15/2036

    283,178  
    150,000    

El Paso, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 08/15/2027

    184,439  
    400,000    

Harris County - Houston, TX, Sports Auth
5.00%, 11/15/2033

    446,658  
    110,000    

Harris County, TX, Toll Road Auth Rev
5.00%, 08/15/2031

    137,952  
    290,000    

Keller, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2037

    346,053  
 

 

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

 

 

  129  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 92.5% - (continued)      
          Texas - 4.9% - (continued)      
$     75,000    

Kerrville, TX, Health Facs Dev Corp. 5.00%, 08/15/2023

  $ 82,553  
    150,000    

Lower Colorado River, TX, Auth Rev 5.00%, 05/15/2040

    173,349  
    100,000    

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

    108,797  
    130,000    

North Texas Tollway Auth Rev 5.00%, 01/01/2031

    166,001  
    250,000    

Northside, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/15/2034

    297,360  
    245,000    

SA Energy Acquisition, TX, Public Facs Corp. Rev 5.50%, 08/01/2022

    260,495  
    250,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev 5.25%, 12/15/2025

    300,536  
    60,000    

Texas Transportation Commission 0.00%, 08/01/2038(2)

    32,118  
    200,000    

Wylie, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 08/15/2036

    241,383  
     

 

 

 
        5,302,780  
     

 

 

 
          Utah - 0.3%      
    175,000    

Salt Lake County, UT, Rev, (AMBAC Insured)
5.13%, 02/15/2033

    201,547  
    110,000    

State of Utah, GO 3.00%, 07/01/2034

    123,551  
     

 

 

 
        325,098  
     

 

 

 
          Vermont - 1.0%      
    875,000    

Vermont Student Assistance Corp.
5.00%, 06/15/2030

    1,082,272  
     

 

 

 
          Virginia - 0.6%      
    65,000    

Arlington County, VA, Industrial Dev Auth Rev
5.00%, 07/01/2030

    86,297  
    500,000    

Virginia State Small Business Financing Auth Rev
4.00%, 01/01/2039

    557,259  
     

 

 

 
        643,556  
     

 

 

 
          Washington - 1.2%      
    140,000    

Port of Seattle, WA, Rev 5.00%, 05/01/2028

    175,635  
   

Washington State Health Care Facs Auth Rev

 
    115,000    

5.00%, 01/01/2026

    135,128  
    500,000    

5.00%, 09/01/2040

    643,277  
    145,000    

5.38%, 01/01/2040

    157,391  
    150,000    

Washington State Housing Finance Commission
5.00%, 01/01/2039(1)

    166,254  
     

 

 

 
        1,277,685  
     

 

 

 
          Wisconsin - 2.0%      
   

Public Finance Auth, WI, (AGM Insured)

 
    500,000    

4.00%, 07/01/2059

    556,809  
    300,000    

5.00%, 07/01/2035

    383,739  
    100,000    

5.00%, 07/01/2037

    127,063  
    200,000    

5.00%, 10/01/2043(1)

    219,205  
    95,000    

5.00%, 10/01/2044

    116,131  
    150,000    

5.00%, 07/01/2048

    176,467  
    100,000    

Wisconsin Center Dist, WI 0.00%, 12/15/2029(2)

    86,476  
   

Wisconsin Health & Educational Facs Auth

 
    155,000    

5.00%, 11/01/2024

    165,522  
    45,000    

5.00%, 11/01/2025

    48,716  
    255,000    

Wisconsin Health & Educational Facs Auth Rev
4.00%, 08/15/2046

    284,820  
     

 

 

 
        2,164,948  
     

 

 

 
   

Total Municipal Bonds
(cost $95,342,437)

  $ 99,431,558  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 7.7%  
          Repurchase Agreements - 7.7%      
    8,231,881    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $8,231,884; collateralized by U.S. Treasury Inflation Index Government Bond at 1.750%, maturing 01/15/2028, with a market value of $8,396,522

  $ 8,231,881  
     

 

 

 
   

Total Short-Term Investments
(cost $8,231,881)

  $ 8,231,881  
     

 

 

 
   

Total Investments
(cost $103,574,318)

    100.2    $ 107,663,439  
   

Other Assets and Liabilities

    (0.2 )%       (167,660
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 107,495,779  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $1,711,645, representing 1.6% 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, 2021. 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) 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,380,414 at April 30, 2021.

 

(6) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

 

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.

 

 

  130  

 


Hartford Sustainable Municipal Bond Fund (formerly, Hartford Municipal Income Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Municipal Bonds

   $ 99,431,558      $      $ 99,431,558      $  

Short-Term Investments

     8,231,881               8,231,881         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     107,663,439      $     —      $ 107,663,439      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  131  

 


The Hartford Total Return Bond Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9%  
          Asset-Backed - Automobile - 1.5%  
$     2,320,000    

AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025

  $ 2,408,916  
    2,000,000    

Drive Auto Receivables Trust 2.70%, 02/16/2027

    2,063,344  
    4,600,000    

Exeter Automobile Receivables Trust 2.58%, 09/15/2025(1)

    4,735,733  
    1,330,000    

Ford Credit Auto Owner Trust 3.61%, 01/15/2030(1)

    1,414,464  
    6,361,020    

GCAT Trust 0.87%, 01/25/2066(1)(2)

    6,378,806  
    1,330,000    

Life Mortgage Trust 1.52%, 03/15/2038, 1 mo. USD LIBOR + 1.400%(1)(3)

    1,330,000  
    7,647,824    

OBX Trust 1.07%, 02/25/2066(1)(2)

    7,642,657  
    3,237,798    

PMT Credit Risk Transfer Trust 3.02%, 02/27/2024, 1 mo. USD LIBOR + 2.900%(1)(3)

    3,234,365  
    2,505,000    

Prestige Auto Receivables Trust 1.62%, 11/16/2026(1)

    2,533,093  
    865,000    

Santander Drive Auto Receivables Trust 1.48%, 01/15/2027

    875,692  
    7,625,230    

Starwood Residential Mortgage 1.22%, 05/25/2065(1)(2)

    7,623,379  
    385,000    

Toyota Auto Loan Extended Note Trust 2.56%, 11/25/2031(1)

    407,524  
    4,881,835    

VOLT XCVII LLC 2.24%, 04/25/2051(1)(4)

    4,889,680  
   

Westlake Automobile Receivables Trust

 
    2,430,000    

1.65%, 02/17/2026(1)

    2,467,936  
    3,400,000    

2.72%, 11/15/2024(1)

    3,501,594  
     

 

 

 
        51,507,183  
     

 

 

 
          Asset-Backed - Credit Card - 0.1%  
    3,160,000    

Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1)

    3,168,313  
     

 

 

 
          Asset-Backed - Finance & Insurance - 3.7%  
    946,966    

Aaset Trust 3.35%, 01/16/2040(1)

    939,215  
    1,073,870    

AIMCO CLO Ltd. 1.03%, 01/15/2028, 3 mo. USD LIBOR + 0.850%(1)(3)

    1,074,141  
    3,439,823    

Angel Oak Mortgage Trust 2.53%, 01/26/2065(1)(2)

    3,508,869  
    3,970,000    

Apex Credit CLO Ltd. 1.18%, 04/24/2029, 3 mo. USD LIBOR + 1.000%(1)(3)

    3,969,996  
    5,637,698    

Atrium 1.01%, 04/22/2027, 3 mo. USD LIBOR + 0.830%(1)(3)

    5,636,283  
   

Bayview Koitere Fund Trust

 
    3,244,606    

3.50%, 07/28/2057(1)(2)

    3,330,818  
    1,206,214    

4.00%, 11/28/2053(1)(2)

    1,233,838  
    3,041,364    

Bayview Opportunity Master Fund Trust 3.50%, 10/28/2057(1)(2)

    3,068,122  
   

BlueMountain CLO Ltd.

 
    5,235,000    

1.28%, 04/20/2034, 3 mo. USD LIBOR + 1.100%(1)(3)

    5,235,513  
    10,110,000    

1.33%, 04/19/2034, 3 mo. USD LIBOR + 1.150%(1)(3)

    10,110,000  
    2,735,000    

Carlyle U.S. CLO Ltd. 1.26%, 04/15/2034, 3 mo. USD LIBOR + 1.060%(1)(3)

    2,737,552  
    1,365,873    

CF Hippolyta LLC 1.99%, 07/15/2060(1)

    1,368,162  
    4,140,000    

Cirrus Funding Ltd. 4.80%, 01/25/2037(1)

    4,398,655  
   

First Franklin Mortgage Loan Trust

 
    1,065,000    

0.42%, 09/25/2036, 1 mo. USD LIBOR + 0.310%(3)

    983,239  
    2,250,478    

0.59%, 04/25/2036, 1 mo. USD LIBOR + 0.480%(3)

    2,004,695  
    2,340,000    

Legacy Mortgage Asset Trust 1.75%, 04/25/2061(1)(4)

    2,341,528  
    1,096,690    

NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1)

    1,108,540  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Asset-Backed - Finance & Insurance - 3.7% - (continued)  
$     364,143    

OneMain Financial Issuance Trust 2.37%, 09/14/2032(1)

  $ 364,535  
    652,526    

Pretium Mortgage Credit Partners LLC 3.72%, 02/27/2060(1)(4)

    658,251  
    7,545,000    

Redding Ridge Asset Management LLC 1.30%, 07/15/2036, 3 mo. USD LIBOR + 1.110%(1)(3)

    7,545,000  
    7,365,000    

Regatta Funding Ltd. 1.32%, 04/20/2034, 3 mo. USD LIBOR + 1.160%(1)(3)

    7,365,000  
    1,163,670    

Seasoned Credit Risk Transfer Trust 3.50%, 08/25/2058

    1,282,168  
   

Sound Point CLO Ltd.

 
    546,832    

1.08%, 01/20/2028, 3 mo. USD LIBOR + 0.890%(1)(3)

    546,701  
    8,270,000    

1.26%, 04/25/2034, 3 mo. USD LIBOR + 1.070%(1)(3)

    8,267,932  
    2,753,386    

Springleaf Funding Trust 2.68%, 07/15/2030(1)

    2,760,525  
   

Symphony CLO Ltd.

 
    2,159,349    

1.14%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(3)

    2,161,735  
    9,400,000    

1.17%, 04/19/2034, 3 mo. USD LIBOR + 0.980%(1)(3)

    9,405,574  
    8,315,000    

Thompson Park CLO Ltd. 1.20%, 04/15/2034, 3 mo. USD LIBOR + 1.000%(1)(3)

    8,312,921  
    3,160,000    

Venture CLO Ltd. 1.43%, 04/15/2034, 3 mo. USD LIBOR + 1.240%(1)(3)

    3,160,000  
    3,170,000    

Verus Securitization Trust 1.03%, 02/25/2066(1)(2)

    3,172,132  
    6,156,760    

VOLT XCV LLC 2.24%, 03/27/2051(1)(4)

    6,169,880  
    8,566,784    

Voya CLO Ltd. 1.09%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(3)

    8,567,752  
    1,320,638    

Wendy’s Funding LLC 3.88%, 03/15/2048(1)

    1,392,414  
     

 

 

 
        124,181,686  
     

 

 

 
          Asset-Backed - Home Equity - 0.5%  
    3,120,000    

CPT Mortgage Trust 2.87%, 11/13/2039(1)

    3,270,434  
   

GSAA Home Equity Trust

 
    2,684,013    

0.19%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(3)

    1,123,161  
    21,035    

0.25%, 12/25/2046, 1 mo. USD LIBOR + 0.140%(3)

    8,751  
    847,801    

0.29%, 12/25/2036, 1 mo. USD LIBOR + 0.180%(3)

    325,094  
    1,246,444    

0.47%, 11/25/2036, 1 mo. USD LIBOR + 0.360%(3)

    453,395  
    1,240,589    

5.99%, 06/25/2036(2)

    496,848  
   

Legacy Mortgage Asset Trust

 
    3,080,126    

3.00%, 06/25/2059(1)(4)

    3,098,310  
    4,050,472    

3.25%, 11/25/2059(1)(4)

    4,095,925  
    32,403    

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.41%, 06/25/2036, 1 mo. USD LIBOR + 0.300%(3)

    29,239  
    1,196,063    

Morgan Stanley Mortgage Loan Trust 0.28%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(3)

    480,240  
    486,737    

Renaissance Home Equity Loan Trust 5.91%, 04/25/2037(4)

    214,930  
   

Soundview Home Loan Trust

 
    2,487,372    

0.29%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(3)

    2,387,519  
    830,000    

0.35%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(3)

    781,276  
    1,110,000    

0.61%, 11/25/2036, 1 mo. USD LIBOR + 0.500%(3)

    1,066,615  
     

 

 

 
        17,831,737  
     

 

 

 
 

 

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

 

 

  132  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Commercial Mortgage-Backed Securities - 4.4%  
$     3,215,000    

1211 Avenue of the Americas Trust 3.90%, 08/10/2035(1)

  $ 3,532,388  
    3,475,000    

BAMLL Commercial Mortgage Securities Trust 3.11%, 11/05/2032(1)

    3,553,227  
   

BBCMS Mortgage Trust

 
    7,661,000    

0.97%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(3)

    7,668,613  
    6,535,000    

1.10%, 04/15/2053(2)(5)

    538,504  
    22,754,891    

1.62%, 02/15/2050(2)(5)

    1,502,926  
    2,660,000    

5.14%, 12/15/2051(2)

    2,982,948  
   

Benchmark Mortgage Trust

 
    11,803,597    

0.67%, 07/15/2051(2)(5)

    314,638  
    59,059,001    

0.79%, 04/10/2051(2)(5)

    1,762,840  
    34,127,944    

0.83%, 01/15/2052(2)(5)

    1,380,434  
    8,459,760    

1.20%, 08/15/2052(2)(5)

    530,460  
    23,135,271    

1.39%, 03/15/2062(2)(5)

    1,776,551  
    14,258,386    

1.64%, 01/15/2054(2)(5)

    1,704,172  
    6,985,118    

1.92%, 07/15/2053(2)(5)

    795,926  
    3,000,000    

3.04%, 08/15/2052

    3,242,308  
    4,994,115    

BX Commercial Mortgage Trust 1.04%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(3)

    4,998,806  
    2,535,000    

CAMB Commercial Mortgage Trust 2.67%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(3)

    2,535,768  
    2,513,358    

Cantor Commercial Real Estate 1.30%, 05/15/2052(2)(5)

    176,205  
    4,145,000    

CD Commercial Mortgage Trust 2.46%, 08/10/2049

    4,298,707  
   

Citigroup Commercial Mortgage Trust

 
    10,858,452    

1.09%, 07/10/2047(2)(5)

    285,943  
    12,722,096    

1.17%, 04/10/2048(2)(5)

    448,907  
    415,000    

4.76%, 03/10/2047(1)(2)

    337,759  
    1,651,063    

Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4)

    1,658,789  
    3,178,879    

COLT Mortgage Loan Trust 0.80%, 07/27/2054(1)(2)

    3,169,127  
   

Commercial Mortgage Trust

 
    2,907,165    

0.81%, 08/10/2046(2)(5)

    41,995  
    4,500,000    

1.02%, 10/15/2034, 1 mo. USD LIBOR + 0.900%(1)(3)

    4,501,404  
    687,000    

2.77%, 12/10/2045

    706,452  
    939,511    

2.85%, 10/15/2045

    960,783  
    597,768    

2.94%, 01/10/2046

    616,737  
    735,000    

3.10%, 03/10/2046

    757,484  
    3,895,000    

3.18%, 02/10/2048

    4,179,469  
    626,089    

3.21%, 03/10/2046

    651,992  
    54,441    

3.33%, 06/10/2046

    56,975  
    3,050,000    

3.42%, 03/10/2031(1)

    3,199,475  
    905,000    

3.61%, 06/10/2046(2)

    954,268  
    185,856    

4.02%, 07/10/2045

    193,117  
    420,000    

4.07%, 02/10/2047(2)

    454,985  
    382,774    

4.21%, 08/10/2046

    407,564  
    660,000    

4.21%, 08/10/2046(2)

    706,855  
    595,000    

4.36%, 07/10/2045(2)

    634,936  
    805,000    

4.74%, 10/15/2045(1)(2)

    40,250  
    1,825,000    

4.75%, 10/15/2045(1)(2)

    710,108  
    25,235    

Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037

    25,739  
   

CSAIL Commercial Mortgage Trust

 
    25,851,844    

0.89%, 06/15/2057(2)(5)

    640,730  
    1,320,016    

0.97%, 04/15/2050(2)(5)

    33,773  
    4,106,626    

1.08%, 11/15/2048(2)(5)

    138,092  
    7,248,745    

2.08%, 01/15/2049(2)(5)

    509,117  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Commercial Mortgage-Backed Securities - 4.4% - (continued)  
$     5,706,706    

DBJPM Mortgage Trust 1.83%, 09/15/2053(2)(5)

  $ 590,925  
    3,600,000    

DBJPM Mortgage TrustDBJPM Mortgage Trust 2.89%, 08/10/2049

    3,840,555  
    1,304,322    

Ellington Financial Mortgage Trust 0.80%, 02/25/2066(1)(2)

    1,303,188  
   

FREMF Mortgage Trust

 
    440,000    

3.85%, 10/25/2049(1)(2)

    475,898  
    350,000    

3.92%, 02/25/2050(1)(2)

    375,700  
    600,000    

3.95%, 08/25/2047(1)(2)

    601,407  
    230,000    

3.98%, 10/25/2049(1)(2)

    249,722  
    1,610,000    

4.11%, 04/25/2051(1)(2)

    1,769,062  
   

GS Mortgage Securities Corp.

 
    2,010,000    

2.95%, 11/05/2034(1)

    2,045,827  
    2,845,000    

4.11%, 07/10/2051(2)

    3,201,040  
   

GS Mortgage Securities Trust

 
    22,324,868    

0.10%, 07/10/2046(2)(5)

    38,160  
    1,411,429    

1.13%, 08/10/2044(1)(2)(5)

    126  
    3,980,000    

3.04%, 07/10/2052

    4,320,925  
    695,000    

3.67%, 04/10/2047(1)

    34,750  
    825,000    

4.07%, 01/10/2047

    887,943  
    1,310,000    

5.12%, 04/10/2047(1)(2)

    757,586  
    959,775    

Homeward Opportunities Fund Trust 2.70%, 09/25/2059(1)(2)

    964,589  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    1,325,000    

2.73%, 10/15/2045(1)(2)

    873,241  
    1,770,000    

2.81%, 01/16/2037(1)

    1,825,999  
    788,273    

2.84%, 12/15/2047

    809,487  
    730,000    

4.57%, 12/15/2047(1)(2)

    559,524  
    970,000    

5.61%, 08/15/2046(1)(2)

    827,718  
   

JPMBB Commercial Mortgage Securities Trust

 
    9,870,123    

0.77%, 09/15/2047(2)(5)

    170,682  
    3,176,916    

0.79%, 05/15/2048(2)(5)

    72,312  
    237,306    

3.36%, 07/15/2045

    246,548  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    6,271,815    

1.15%, 12/15/2047(2)(5)

    180,646  
    4,036,687    

1.16%, 10/15/2048(2)(5)

    140,276  
    700,000    

2.92%, 02/15/2046

    721,389  
    1,465,000    

3.13%, 12/15/2048

    1,517,991  
    880,000    

3.18%, 08/15/2045

    899,814  
    730,173    

4.26%, 10/15/2046(2)

    780,180  
   

Morgan Stanley Capital Trust

 
    2,605,139    

1.57%, 06/15/2050(2)(5)

    147,476  
    2,605,000    

3.47%, 08/11/2033(1)

    2,605,193  
    885,000    

5.43%, 07/15/2049(1)(2)

    320,766  
    37,927    

5.77%, 10/12/2052(1)(2)

    9,102  
    2,165,000    

MTRO Commercial Mortgage Trust 1.92%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(3)

    2,157,250  
   

Natixis Commercial Mortgage Securities Trust

 
    1,385,000    

2.91%, 10/15/2036(1)

    1,384,905  
    1,187,000    

4.40%, 06/17/2038(1)

    1,281,830  
    826,212    

Oaktown Re II Ltd. 1.66%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(3)

    826,475  
    5,770,000    

SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1)

    5,970,474  
    4,911,793    

Stanwich Mortgage Loan Trust 3.48%, 11/16/2024(1)(4)

    4,939,909  
    7,594    

Structured Agency Credit Risk Trust 0.86%, 09/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)

    7,594  
 

 

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

 

 

  133  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Commercial Mortgage-Backed Securities - 4.4% - (continued)  
$     5,145,631    

UBS Commercial Mortgage Trust 1.21%, 08/15/2050(2)(5)

  $ 258,131  
   

UBS-Barclays Commercial Mortgage Trust

 
    920,000    

2.85%, 12/10/2045

    946,189  
    2,016,696    

3.09%, 08/10/2049

    2,069,742  
   

Wells Fargo Commercial Mortgage Trust

 
    9,670,919    

1.23%, 05/15/2048(2)(5)

    327,800  
    10,000    

3.17%, 02/15/2048

    10,734  
    255,000    

4.28%, 05/15/2048(2)

    260,672  
    98,740    

Wells Fargo Mortgage Backed Securities Trust 4.00%, 11/25/2048(1)(2)

    100,097  
   

Wells Fargo N.A.

 
    20,734,935    

0.72%, 11/15/2062(2)(5)

    910,738  
    10,560,211    

0.76%, 11/15/2062(2)(5)

    512,331  
    18,163,451    

0.82%, 12/15/2052(2)(5)

    929,093  
    29,842,570    

0.87%, 11/15/2050(2)(5)

    1,184,129  
    21,435,388    

0.96%, 09/15/2062(2)(5)

    1,259,134  
    37,905,687    

1.00%, 01/15/2063(2)(5)

    2,469,677  
    21,347,006    

1.05%, 05/15/2062(2)(5)

    1,313,834  
    37,876,238    

1.90%, 03/15/2063(2)(5)

    5,227,796  
    3,540,000    

2.04%, 02/15/2054

    3,475,670  
   

WF-RBS Commercial Mortgage Trust

 
    1,422,110    

1.43%, 03/15/2047(2)(5)

    41,025  
    802,927    

2.87%, 11/15/2045

    823,356  
    1,490,000    

3.00%, 08/15/2045

    1,524,207  
    204,409    

3.02%, 11/15/2047(1)

    12,265  
    734,015    

3.07%, 03/15/2045

    759,151  
    350,000    

3.35%, 05/15/2045

    364,752  
    225,000    

4.05%, 03/15/2047

    242,806  
    1,070,000    

4.15%, 08/15/2046(2)

    1,141,958  
    345,000    

5.00%, 06/15/2044(1)(2)

    136,855  
    770,000    

5.77%, 04/15/2045(1)(2)

    783,603  
     

 

 

 
        148,138,175  
     

 

 

 
          Other Asset-Backed Securities - 3.0%  
   

Affirm Asset Securitization Trust

 
    3,237,514    

1.90%, 01/15/2025(1)

    3,263,648  
    1,257,731    

3.46%, 10/15/2024(1)

    1,274,415  
    2,161,983    

Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(2)

    2,185,613  
   

Bayview Opportunity Master Fund Trust

 
    1,326,275    

3.50%, 01/28/2055(1)(2)

    1,360,835  
    1,635,683    

3.50%, 06/28/2057(1)(2)

    1,674,254  
    2,474,656    

4.00%, 10/28/2064(1)(2)

    2,528,936  
    7,230,000    

Carlyle U.S. CLO Ltd. 1.21%, 04/20/2031, 3 mo. USD LIBOR + 1.020%(1)(3)

    7,220,015  
    750,000    

CF Hippolyta LLC 1.98%, 03/15/2061(1)

    751,501  
   

Domino’s Pizza Master Issuer LLC

 
    3,265,000    

2.66%, 04/25/2051(1)

    3,384,979  
    1,491,125    

3.67%, 10/25/2049(1)

    1,579,847  
    3,212,625    

4.12%, 07/25/2048(1)

    3,366,767  
    6,230,000    

Dryden 55 CLO Ltd. 1.20%, 04/15/2031, 3 mo. USD LIBOR + 1.020%(1)(3)

    6,223,807  
    5,030,000    

Madison Park Funding Ltd. 1.44%, 01/15/2033, 3 mo. USD LIBOR + 1.260%(1)(3)

    5,032,907  
   

Mill City Mortgage Loan Trust

 
    2,064,282    

2.75%, 01/25/2061(1)(2)

    2,104,010  
    374,404    

3.25%, 05/25/2062(1)(2)

    385,686  
    3,320,018    

New Residential Mortgage LLC 3.79%, 07/25/2054(1)

    3,322,904  
    557,909    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1)

    555,416  
    5,384,983    

Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058

    5,842,380  
    1,895,000    

Summit Issuer LLC 2.29%, 12/20/2050(1)

    1,889,183  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Other Asset-Backed Securities - 3.0% - (continued)  
   

Towd Point Mortgage Trust

 
$     1,905,301    

0.71%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(3)

  $ 1,907,431  
    719,668    

2.25%, 04/25/2056(1)(2)

    724,627  
    4,476,737    

2.75%, 10/25/2057(1)(2)

    4,602,467  
    798,765    

2.75%, 08/25/2055(1)(2)

    807,329  
    5,193,939    

2.75%, 10/25/2056(1)(2)

    5,282,069  
    806,954    

2.75%, 04/25/2057(1)(2)

    818,660  
   

Towd Point Mortgage Trust

 
    1,687,687    

2.75%, 07/25/2057(1)(2)

    1,722,095  
    1,715,169    

2.75%, 06/25/2057(1)(2)

    1,771,296  
    5,022,697    

3.25%, 03/25/2058(1)(2)

    5,244,335  
    1,591,153    

VCAT LLC 2.12%, 03/27/2051(1)(4)

    1,590,674  
    8,270,000    

Venture CLO Ltd. 1.32%, 04/15/2034, 3 mo. USD LIBOR + 1.130%(1)(3)

    8,271,604  
    4,728,486    

Vericrest Opportunity Loan Trust 3.97%, 04/25/2050(1)(4)

    4,730,977  
    2,756,855    

VOLT XCI LLC 3.11%, 11/25/2050(1)(4)

    2,767,134  
    6,010,153    

VOLT XCIII LLC 1.89%, 02/27/2051(1)(4)

    5,980,356  
    980,000    

Wingstop Funding LLC 2.84%, 12/05/2050(1)

    995,562  
     

 

 

 
        101,163,719  
     

 

 

 
          Whole Loan Collateral CMO - 6.7%  
    109,751    

Adjustable Rate Mortgage Trust 0.65%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(3)

    110,537  
   

Alternative Loan Trust

 
    1,366,062    

0.65%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(3)

    1,358,008  
    350,359    

0.75%, 11/25/2035, 1 mo. USD LIBOR + 0.640%(3)

    311,839  
    824,743    

1.49%, 08/25/2035, 12 mo. USD MTA + 1.350%(3)

    753,857  
    221,132    

5.75%, 05/25/2036

    140,851  
    138,418    

6.00%, 12/25/2036

    86,477  
    189,170    

6.00%, 05/25/2036

    143,353  
   

Angel Oak Mortgage Trust

 
    5,961,874    

0.91%, 01/25/2066(1)(2)

    5,980,922  
    5,102,215    

0.99%, 04/25/2053(1)(2)

    5,109,220  
    2,031,860    

1.47%, 06/25/2065(1)(2)

    2,039,268  
    2,490,320    

2.93%, 05/25/2059(1)(2)

    2,504,439  
    547,891    

Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049(1)(2)

    559,239  
   

Bank of America Funding Trust

 
    381,488    

0.72%, 05/20/2047, 1 mo. USD LIBOR + 0.600%(3)

    383,985  
    1,304,675    

5.77%, 05/25/2037(2)

    1,345,124  
    51,111    

5.85%, 01/25/2037(4)

    52,126  
   

Bear Stearns Adjustable Rate Mortgage Trust

 
    252,557    

2.41%, 10/25/2035, 12 mo. USD CMT + 2.300%(3)

    257,414  
    225,963    

2.42%, 02/25/2036(2)

    191,890  
    1,155,797    

Bear Stearns Alt-A Trust 0.61%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(3)

    1,490,979  
    347,079    

Bear Stearns Mortgage Funding Trust 0.29%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(3)

    329,451  
   

Bellemeade Re Ltd.

 
    380,166    

1.21%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(3)

    380,321  
    185,851    

1.41%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(3)

    185,874  
    1,858,555    

1.51%, 10/25/2029, 1 mo. USD LIBOR + 1.400%(1)(3)

    1,858,555  
 

 

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

 

 

  134  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Whole Loan Collateral CMO - 6.7% - (continued)  
$     3,225,537    

Bunker Hill Loan Depositary Trust 1.72%, 02/25/2055(1)(2)

  $ 3,272,416  
    318,104    

Chase Mortgage Finance Trust 3.02%, 12/25/2035(2)

    317,783  
   

CHL Mortgage Pass-Through Trust

 
    411,464    

0.79%, 03/25/2035, 1 mo. USD LIBOR + 0.680%(3)

    384,196  
    496,405    

2.73%, 11/20/2035(2)

    434,976  
    669,365    

3.02%, 09/25/2047(2)

    642,828  
    131,012    

3.14%, 06/20/2035(2)

    135,831  
    324,078    

3.20%, 04/20/2036(2)

    255,803  
    2,440,743    

CIM Trust 3.00%, 04/25/2057(1)(2)

    2,483,525  
    1,888,856    

Colombia Cent CLO Ltd. 1.33%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(3)

    1,889,878  
   

COLT Mortgage Loan Trust

 
    1,714,857    

2.58%, 11/25/2049(1)(2)

    1,729,478  
    1,093,528    

2.76%, 08/25/2049(1)(2)

    1,097,459  
   

Connecticut Avenue Securities Trust

 
    1,088,494    

2.11%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(3)

    1,093,181  
    1,165,920    

2.21%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(3)

    1,169,564  
    1,228,655    

2.26%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(3)

    1,222,474  
    912,181    

2.26%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(3)

    916,489  
    1,297,787    

2.41%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(3)

    1,307,231  
    648,355    

Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035

    594,734  
   

CSMC Trust

 
    2,195,425    

0.81%, 05/25/2065(1)(2)

    2,186,193  
    3,477,877    

0.83%, 03/25/2056(1)(2)

    3,484,325  
    8,134,553    

1.18%, 02/25/2066(1)(2)

    8,156,834  
    1,640,759    

3.25%, 04/25/2047(1)(2)

    1,679,143  
   

Deephaven Residential Mortgage Trust

 
    2,684,191    

1.69%, 05/25/2065(1)

    2,697,861  
    187,398    

2.45%, 06/25/2047(1)(2)

    187,929  
    2,779,602    

2.96%, 07/25/2059(1)(2)

    2,791,021  
    191,680    

3.56%, 04/25/2059(1)(2)

    192,361  
    123,030    

DSLA Mortgage Loan Trust 0.84%, 01/19/2045, 1 mo. USD LIBOR + 0.720%(3)

    111,081  
   

Fannie Mae Connecticut Avenue Securities

 
    150,596    

2.11%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(3)

    151,636  
    700,368    

2.66%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(3)

    714,652  
    970,208    

4.46%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(3)

    1,011,221  
    413,379    

4.56%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(3)

    431,027  
   

GMACM Mortgage Loan Trust

 
    268,841    

2.96%, 09/19/2035(2)

    256,339  
    53,780    

3.11%, 04/19/2036(2)

    47,040  
   

GSR Mortgage Loan Trust

 
    1,791,794    

0.41%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(3)

    473,155  
    104,409    

2.93%, 10/25/2035(2)

    76,392  
    818,401    

2.95%, 01/25/2036(2)

    832,835  
   

HarborView Mortgage Loan Trust

 
    608,775    

0.31%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(3)

    582,408  
    1,122,319    

0.36%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(3)

    1,099,154  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Whole Loan Collateral CMO - 6.7% - (continued)  
$     689,529    

Home Re Ltd. 1.71%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(3)

  $ 691,232  
   

IndyMac Index Mortgage Loan Trust

 
    405,175    

2.92%, 03/25/2036(2)

    363,682  
    251,834    

3.10%, 01/25/2036(2)

    246,691  
    1,021,501    

3.25%, 04/25/2037(2)

    723,674  
   

JP Morgan Mortgage Trust

 
    192,592    

2.95%, 09/25/2035(2)

    197,187  
    76,265    

3.11%, 04/25/2037(2)

    67,924  
    198,062    

3.15%, 05/25/2036(2)

    179,521  
    1,961,066    

LCM XX L.P. 1.23%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(3)

    1,962,121  
    381,470    

Lehman XS Trust 0.53%, 07/25/2046, 1 mo. USD LIBOR + 0.420%(3)

    387,200  
   

LSTAR Securities Investment Ltd.

 
    1,367,020    

1.62%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(3)

    1,365,611  
    3,282,454    

1.62%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(3)

    3,263,551  
    7,317,682    

1.82%, 03/02/2026, 1 mo. USD LIBOR + 1.700%(1)(3)

    7,323,712  
    5,596,968    

1.92%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(1)(3)

    5,590,640  
    2,041,141    

Luminent Mortgage Trust 0.49%, 05/25/2046, 1 mo. USD LIBOR + 0.380%(3)

    1,862,529  
   

MetLife Securitization Trust

 
    1,068,959    

3.00%, 04/25/2055(1)(2)

    1,109,180  
    2,425,598    

3.75%, 03/25/2057(1)(2)

    2,531,966  
   

MFA Trust

 
    1,077,976    

1.01%, 01/26/2065(1)(2)

    1,080,294  
    4,614,042    

1.15%, 04/25/2065(1)(2)

    4,620,275  
    451,925    

MFA Trust 2.59%, 02/25/2057(1)(2)

    456,679  
    508,959    

Morgan Stanley Mortgage Loan Trust 3.22%, 05/25/2036(2)

    355,938  
    3,060,759    

Mortgage Insurance-Linked Notes 2.01%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(3)

    3,066,324  
   

New Residential Mortgage Loan Trust

 
    3,224,561    

0.86%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)

    3,234,605  
    4,729,152    

0.94%, 07/25/2055(1)(2)

    4,733,313  
    2,353,907    

1.61%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(3)

    2,392,482  
    1,211,608    

2.49%, 09/25/2059(1)(2)

    1,232,212  
    538,689    

2.80%, 07/25/2049(1)(2)

    541,833  
    780,963    

3.23%, 08/25/2060(1)(4)

    787,295  
    2,889,364    

3.50%, 12/25/2057(1)(2)

    3,025,403  
    2,437,125    

3.50%, 08/25/2059(1)(2)

    2,545,142  
    743,467    

3.75%, 01/25/2054(1)(2)

    787,503  
    35,133    

3.75%, 05/25/2054(1)(2)

    37,347  
    4,704,521    

3.75%, 11/25/2058(1)(2)

    5,032,654  
    1,919,927    

3.75%, 11/26/2035(1)(2)

    2,038,582  
    2,117,584    

3.75%, 11/25/2056(1)(2)

    2,254,337  
    3,789,764    

4.00%, 02/25/2057(1)(2)

    4,042,301  
    3,840,029    

4.00%, 03/25/2057(1)(2)

    4,110,514  
    2,603,152    

4.00%, 04/25/2057(1)(2)

    2,768,957  
    2,361,902    

4.00%, 05/25/2057(1)(2)

    2,520,959  
    3,200,937    

4.00%, 08/27/2057(1)(2)

    3,433,402  
    453,610    

4.00%, 12/25/2057(1)(2)

    485,257  
    252,546    

Oaktown Re III Ltd. 1.51%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(3)

    252,625  
    386,787    

OBX Trust 0.76%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(3)

    387,563  
 

 

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

 

 

  135  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Whole Loan Collateral CMO - 6.7% - (continued)  
   

OZLM Ltd.

 
$     1,069,083    

1.20%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(3)

  $ 1,066,514  
    1,635,401    

1.24%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(3)

    1,635,854  
    1,352,765    

PMT Credit Risk Transfer Trust 2.11%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(3)

    1,292,423  
   

Preston Ridge Partners Mortgage Trust LLC

 
    3,640,000    

1.87%, 04/25/2026(1)(4)

    3,640,364  
    2,189,175    

2.12%, 03/25/2026(1)(2)

    2,192,803  
    1,450,180    

2.36%, 11/25/2025(1)(4)

    1,454,394  
    4,667,464    

2.86%, 09/25/2025(1)(4)

    4,693,257  
    1,389,119    

3.50%, 10/25/2024(1)(2)

    1,400,271  
    324,545    

Radnor RE Ltd. 1.31%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(3)

    324,545  
    684,571    

RBSGC Mortgage Loan Trust 6.25%, 01/25/2037

    687,737  
   

Residential Accredit Loans, Inc.

 
    1,676,626    

0.71%, 04/25/2036, 1 mo. USD LIBOR + 0.600%(3)

    1,556,700  
    784,196    

6.00%, 12/25/2035

    788,031  
    608,623    

Residential Asset Securitization Trust 5.50%, 06/25/2035

    529,277  
    372,527    

Residential Funding Mortgage Securities, Inc. 3.18%, 08/25/2035(2)

    230,020  
    3,999,501    

Residential Mortgage Loan Trust 0.86%, 01/25/2065(1)(2)

    3,996,077  
   

Seasoned Credit Risk Transfer Trust

 
    3,152,306    

2.50%, 08/25/2059

    3,264,766  
    2,142,453    

3.50%, 11/25/2057

    2,351,492  
    5,712,285    

3.50%, 07/25/2058

    6,287,706  
    5,500,393    

3.50%, 10/25/2058

    6,021,732  
    171,678    

Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049(1)(2)

    174,042  
    579,205    

TBW Mortgage-Backed Trust 6.00%, 07/25/2036

    387,471  
   

Verus Securitization Trust

 
    2,450,413    

0.82%, 10/25/2063(1)(2)

    2,441,638  
   

Verus Securitization Trust

 
    4,567,825    

0.92%, 02/25/2064(1)(2)

    4,579,848  
    2,055,641    

1.50%, 05/25/2065(1)(4)

    2,076,926  
    2,230,850    

2.78%, 07/25/2059(1)(4)

    2,266,417  
    1,509,851    

3.21%, 05/25/2059(1)(2)

    1,512,728  
    2,783,214    

3.60%, 08/25/2050(1)(4)

    2,787,487  
    4,766,491    

VOLT XCIV LLC 2.24%, 02/27/2051(1)(4)

    4,763,916  
    2,332,173    

VOLT XCVIII LLC 2.12%, 04/25/2051(1)(4)

    2,336,342  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    339,244    

1.02%, 10/25/2046, 12 mo. USD MTA + 0.880%(3)

    318,633  
    272,036    

1.12%, 07/25/2046, 12 mo. USD MTA + 0.980%(3)

    255,234  
    713,588    

3.16%, 06/25/2037(2)

    693,266  
   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 
    882,308    

0.71%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(3)

    580,919  
    458,532    

0.97%, 11/25/2046, 12 mo. USD MTA + 0.830%(3)

    417,589  
    17,775,054    

Wells Fargo Commercial Mortgage Trust 1.05%, 09/15/2057(2)(5)

    598,699  
    146,278    

Wells Fargo Mortgage-Backed Securities Trust 2.97%, 09/25/2036(2)

    144,694  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.9% - (continued)  
          Whole Loan Collateral CMO - 6.7% - (continued)  
$     1,838,870    

Wells Fargo N.A. 1.18%, 04/15/2052(2)(5)

  $ 127,068  
     

 

 

 
        225,651,279  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $668,467,866)

  $ 671,642,092  
     

 

 

 
CORPORATE BONDS - 31.8%  
          Advertising - 0.0%  
$     615,000    

Lamar Media Corp. 3.75%, 02/15/2028

  $ 620,449  
     

 

 

 
          Aerospace/Defense - 0.5%  
   

Boeing Co.

 
    2,420,000    

5.04%, 05/01/2027

    2,778,145  
    1,675,000    

5.15%, 05/01/2030

    1,947,138  
   

DAE Funding LLC

 
    65,000    

4.50%, 08/01/2022(1)

    65,163  
    70,000    

5.00%, 08/01/2024(1)

    71,837  
    925,000    

General Dynamics Corp. 4.25%, 04/01/2040

    1,103,784  
   

L3Harris Technologies, Inc.

 
    2,235,000    

2.90%, 12/15/2029

    2,319,902  
    2,105,000    

3.85%, 06/15/2023

    2,242,162  
    2,300,000    

Northrop Grumman Corp. 5.15%, 05/01/2040

    2,920,552  
   

Raytheon Technologies Corp.

 
    43,000    

3.65%, 08/16/2023

    45,838  
    170,000    

4.63%, 11/16/2048

    207,166  
   

United Technologies Corp.

 
    2,790,000    

3.95%, 08/16/2025

    3,110,380  
    1,135,000    

4.45%, 11/16/2038

    1,334,704  
     

 

 

 
        18,146,771  
     

 

 

 
          Agriculture - 0.6%  
   

Altria Group, Inc.

 
    1,255,000    

2.45%, 02/04/2032

    1,179,823  
    650,000    

2.63%, 09/16/2026

    679,322  
    2,480,000    

3.70%, 02/04/2051

    2,236,034  
    976,000    

3.88%, 09/16/2046

    923,804  
    382,000    

4.40%, 02/14/2026

    431,254  
    1,670,000    

5.38%, 01/31/2044

    1,924,466  
    1,760,000    

5.80%, 02/14/2039

    2,127,696  
   

BAT Capital Corp.

 
    3,405,000    

2.26%, 03/25/2028

    3,337,122  
    2,525,000    

2.79%, 09/06/2024

    2,657,579  
    835,000    

3.46%, 09/06/2029

    866,340  
    3,425,000    

BAT International Finance plc 1.67%, 03/25/2026

    3,406,553  
    1,945,000    

Kernel Holding S.A. 6.50%, 10/17/2024(6)

    2,037,387  
     

 

 

 
        21,807,380  
     

 

 

 
          Airlines - 0.0%  
    115,000    

United Airlines, Inc. 4.63%, 04/15/2029(1)

    119,508  
     

 

 

 
          Apparel - 0.0%  
    940,000    

Hanesbrands, Inc. 4.88%, 05/15/2026(1)

    1,006,825  
     

 

 

 
          Auto Manufacturers - 0.1%  
   

General Motors Co.

 
    1,395,000    

5.20%, 04/01/2045

    1,635,058  
    735,000    

6.13%, 10/01/2025

    871,971  
    1,640,000    

General Motors Financial Co., Inc. 1.25%, 01/08/2026

    1,618,919  
     

 

 

 
        4,125,948  
     

 

 

 
          Auto Parts & Equipment - 0.0%  
    380,000    

Clarios Global L.P. / Clarios U.S. Finance Co. 6.25%, 05/15/2026(1)

    403,061  
     

 

 

 
 

 

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

 

 

  136  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Beverages - 0.9%  
   

Anheuser-Busch InBev Worldwide, Inc.

 
$     2,008,000    

3.75%, 07/15/2042

  $ 2,092,309  
    1,165,000    

4.35%, 06/01/2040

    1,315,983  
    1,530,000    

4.60%, 04/15/2048

    1,752,036  
    700,000    

4.75%, 04/15/2058

    819,199  
    4,380,000    

5.45%, 01/23/2039

    5,526,931  
   

Coca-Cola Co.

 
    5,500,000    

2.25%, 01/05/2032

    5,497,652  
    555,000    

3.00%, 03/05/2051

    542,486  
   

Constellation Brands, Inc.

 
    815,000    

2.65%, 11/07/2022

    840,909  
    560,000    

2.88%, 05/01/2030

    578,692  
    2,183,000    

3.15%, 08/01/2029

    2,301,139  
    3,051,000    

3.60%, 02/15/2028

    3,333,868  
    1,540,000    

4.40%, 11/15/2025

    1,741,248  
    670,000    

4.65%, 11/15/2028

    776,694  
    4,024,000    

Diageo Capital plc 2.00%, 04/29/2030

    3,949,771  
    395,000    

PepsiCo, Inc. 3.63%, 03/19/2050

    435,731  
     

 

 

 
        31,504,648  
     

 

 

 
          Biotechnology - 0.4%  
   

Amgen, Inc.

 
    615,000    

1.90%, 02/21/2025

    635,823  
    1,915,000    

2.30%, 02/25/2031

    1,891,821  
    1,030,000    

3.15%, 02/21/2040

    1,031,417  
    1,385,000    

3.38%, 02/21/2050

    1,373,627  
    4,935,000    

Gilead Sciences, Inc. 1.65%, 10/01/2030

    4,607,408  
   

Royalty Pharma plc

 
    655,000    

3.30%, 09/02/2040(1)

    633,221  
    2,180,000    

3.55%, 09/02/2050(1)

    2,061,236  
     

 

 

 
        12,234,553  
     

 

 

 
          Chemicals - 0.2%  
    290,000    

Chemours Co. 5.38%, 05/15/2027(7)

    311,025  
    2,940,000    

DuPont de Nemours, Inc. 4.21%, 11/15/2023

    3,188,200  
   

LYB International Finance LLC

 
    875,000    

1.25%, 10/01/2025

    874,142  
    1,535,000    

3.80%, 10/01/2060

    1,498,625  
    385,000    

Olin Corp. 5.13%, 09/15/2027

    401,948  
     

 

 

 
        6,273,940  
     

 

 

 
          Commercial Banks - 6.0%  
   

Bank of America Corp.

 
    6,605,000    

1.66%, 03/11/2027, (1.66% fixed rate until 03/11/2026; 3 mo. USD SOFR + 0.910% thereafter)(8)

    6,658,757  
    2,175,000    

2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(8)

    2,283,079  
    550,000    

2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.320% thereafter)(8)

    555,736  
    2,370,000    

3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(8)

    2,511,531  
    3,465,000    

3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8)

    3,535,331  
    10,385,000    

3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(8)

    11,213,308  
    3,750,000    

3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(8)

    4,132,759  
    1,070,000    

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(8)

    1,143,657  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Commercial Banks - 6.0% - (continued)  
$     5,780,000    

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8)

  $ 6,464,237  
    3,185,000    

7.75%, 05/14/2038

    4,918,652  
    2,640,000    

Bank of New York Mellon Corp. 2.10%, 10/24/2024

    2,781,914  
   

BNP Paribas S.A.

 
    1,600,000    

1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(8)

    1,575,204  
    2,435,000    

2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(8)

    2,508,547  
    1,490,000    

Capital One Financial Corp. 3.90%, 01/29/2024

    1,617,461  
    805,000    

China Construction Bank Corp. 0.94%, 09/24/2021, 3 mo. USD LIBOR + 0.750%(3)(6)

    805,561  
   

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)

    2,346,425  
    5,625,000    

2.56%, 05/01/2032, (2.56% fixed rate until 05/01/2031; 3 mo. USD SOFR + 1.167% thereafter)(8)

    5,614,882  
    1,355,000    

3.20%, 10/21/2026

    1,465,494  
    3,590,000    

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(8)

    3,850,778  
    1,240,000    

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(8)

    1,382,304  
    2,090,000    

4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)(8)

    2,391,110  
    1,780,000    

4.45%, 09/29/2027

    2,020,167  
    360,000    

Credit Suisse AG 0.46%, 02/04/2022, 3 mo. USD SOFR + 0.450%(3)

    359,842  
    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)

    4,983,222  
   

Danske Bank A/S

 
    1,615,000    

5.00%, 01/12/2022(1)

    1,662,679  
    1,685,000    

5.38%, 01/12/2024(1)

    1,876,761  
    2,110,000    

Fifth Third Bancorp 2.38%, 01/28/2025

    2,207,165  
   

Goldman Sachs Group, Inc.

 
    1,410,000    

1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 3 mo. USD SOFR + 1.090% thereafter)(8)

    1,338,416  
    5,380,000    

2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8)

    5,401,776  
    1,660,000    

2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821% thereafter)(8)

    1,679,170  
    2,720,000    

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8)

    2,800,074  
    1,540,000    

3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(8)

    1,700,736  
    1,165,000    

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(8)

    1,315,658  
    2,680,000    

6.75%, 10/01/2037

    3,795,506  
 

 

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

 

 

  137  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Commercial Banks - 6.0% - (continued)  
   

HSBC Holdings plc

 
$     3,485,000    

1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8)

  $ 3,458,032  
    1,125,000    

3.60%, 05/25/2023

    1,197,950  
    250,000    

Industrial & Commercial Bank of China Ltd. 0.93%, 05/21/2021, 3 mo. USD LIBOR + 0.750%(3)(6)

    250,032  
   

JP Morgan Chase & Co.

 
    1,345,000    

2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8)

    1,349,503  
    3,015,000    

2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8)

    3,096,844  
    1,095,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8)

    1,091,182  
    665,000    

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(8)

    645,364  
    5,415,000    

3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(8)

    5,422,185  
    3,765,000    

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(8)

    4,018,620  
    1,785,000    

3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(8)

    1,948,361  
    2,290,000    

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD SOFR + 1.422% thereafter)(8)

    2,518,173  
    1,570,000    

3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(8)

    1,678,108  
    6,955,000    

3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(8)

    7,727,597  
    1,285,000    

4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(8)

    1,444,274  
    2,000,000    

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(8)

    2,165,390  
    1,795,000    

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(8)

    2,082,365  
   

Morgan Stanley

 
    2,660,000    

1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(8)

    2,670,024  
    5,915,000    

1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(8)

    5,542,677  
    4,240,000    

1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(8)

    4,013,700  
    1,030,000    

2.63%, 11/17/2021

    1,043,338  
    3,375,000    

2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(8)

    3,447,387  
    4,020,000    

2.75%, 05/19/2022

    4,123,540  
    2,720,000    

3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(8)

    2,992,140  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Commercial Banks - 6.0% - (continued)  
$     2,710,000    

4.00%, 07/23/2025

  $ 3,020,819  
    1,250,000    

4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(8)

    1,440,689  
    595,000    

PNC Bank NA 2.70%, 10/22/2029

    614,113  
    2,725,000    

PNC Financial Services Group, Inc. 2.20%, 11/01/2024

    2,874,273  
    1,375,000    

Santander Holdings USA, Inc. 3.70%, 03/28/2022

    1,410,404  
   

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)

    2,256,544  
    1,190,000    

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(8)

    1,271,282  
    6,280,000    

Truist Bank 2.25%, 03/11/2030

    6,195,413  
    1,620,000    

UBS Group AG 2.65%, 02/01/2022(1)

    1,648,591  
    2,275,000    

UniCredit S.p.A. 6.57%, 01/14/2022(1)

    2,362,758  
   

Wells Fargo & Co.

 
    5,390,000    

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(8)

    5,636,335  
    1,190,000    

3.00%, 04/22/2026

    1,284,195  
    1,555,000    

3.00%, 10/23/2026

    1,675,867  
    2,715,000    

3.75%, 01/24/2024

    2,937,208  
    580,000    

4.90%, 11/17/2045

    702,445  
    925,000    

5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(8)

    1,196,044  
    410,000    

5.61%, 01/15/2044

    534,323  
     

 

 

 
        201,885,988  
     

 

 

 
          Commercial Services - 1.1%  
   

Ashtead Capital, Inc.

 
    1,550,000    

4.00%, 05/01/2028(1)

    1,625,563  
    210,000    

4.13%, 08/15/2025(1)

    215,775  
    5,335,000    

4.38%, 08/15/2027(1)

    5,588,413  
    600,000    

5.25%, 08/01/2026(1)

    628,500  
   

Equifax, Inc.

 
    1,255,000    

2.60%, 12/15/2025

    1,322,718  
    400,000    

3.10%, 05/15/2030

    419,960  
   

Gartner, Inc.

 
    2,460,000    

3.75%, 10/01/2030(1)

    2,472,300  
    3,991,000    

4.50%, 07/01/2028(1)

    4,195,539  
   

Howard University, (AGM Insured)

 
    2,000,000    

2.70%, 10/01/2029

    2,003,956  
    1,205,000    

3.48%, 10/01/2041

    1,177,889  
    4,315,000    

IHS Markit Ltd. 4.13%, 08/01/2023

    4,620,502  
   

Service Corp. International

 
    7,045,000    

3.38%, 08/15/2030

    6,816,037  
    4,657,000    

5.13%, 06/01/2029

    5,027,651  
    205,000    

United Rentals North America, Inc. 4.00%, 07/15/2030

    210,244  
     

 

 

 
        36,325,047  
     

 

 

 
          Construction Materials - 0.2%  
    1,830,000    

Carrier Global Corp. 2.70%, 02/15/2031

    1,848,554  
   

Standard Industries, Inc.

 
    830,000    

3.38%, 01/15/2031(1)

    775,760  
    4,355,000    

4.38%, 07/15/2030(1)

    4,365,887  
    285,000    

4.75%, 01/15/2028(1)

    293,906  
    145,000    

5.00%, 02/15/2027(1)

    149,713  
     

 

 

 
        7,433,820  
     

 

 

 
 

 

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

 

 

  138  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Diversified Financial Services - 0.5%  
$     5,000,000    

BOC Aviation USA Corp. 1.63%, 04/29/2024(1)

  $ 5,018,850  
    2,245,000    

GE Capital Funding LLC 4.40%, 05/15/2030(1)

    2,551,999  
    2,685,000    

GE Capital International Funding Co. 4.42%, 11/15/2035

    3,086,042  
    250,000    

ICBCIL Finance Co., Ltd. 1.14%, 05/15/2021, 3 mo. USD LIBOR + 0.950%(3)(6)

    249,970  
    1,415,000    

Mastercard, Inc. 2.95%, 03/15/2051

    1,399,961  
   

Navient Corp.

 
    70,000    

5.88%, 10/25/2024

    73,618  
    190,000    

6.13%, 03/25/2024

    200,687  
    270,000    

7.25%, 01/25/2022

    280,125  
    90,000    

7.25%, 09/25/2023

    97,875  
    4,450,000    

Power Finance Corp. Ltd. 3.95%, 04/23/2030(1)

    4,479,770  
     

 

 

 
        17,438,897  
     

 

 

 
          Electric - 2.3%  
    3,100,000    

AES Corp. 3.30%, 07/15/2025(1)

    3,304,104  
    1,480,000    

Alabama Power Co. 4.15%, 08/15/2044

    1,707,815  
   

Berkshire Hathaway Energy Co.

 
    865,000    

1.65%, 05/15/2031

    816,076  
    1,700,000    

3.25%, 04/15/2028

    1,841,128  
    260,000    

4.25%, 10/15/2050

    305,160  
    1,020,000    

Centrais Eletricas Brasileiras S.A. 3.63%, 02/04/2025(1)

    1,033,709  
   

Cleco Corporate Holdings LLC

 
    1,105,000    

3.38%, 09/15/2029

    1,119,422  
    70,000    

4.97%, 05/01/2046

    79,784  
   

Commonwealth Edison Co.

 
    1,735,000    

3.65%, 06/15/2046

    1,902,731  
    360,000    

4.00%, 03/01/2048

    411,777  
    365,000    

Connecticut Light & Power Co. 4.00%, 04/01/2048

    424,060  
    400,000    

Dominion Energy South Carolina, Inc. 5.10%, 06/01/2065

    546,831  
   

Duke Energy Carolinas LLC

 
    810,000    

3.45%, 04/15/2051

    845,357  
    575,000    

4.25%, 12/15/2041

    681,245  
    1,185,000    

Duke Energy Florida LLC 3.40%, 10/01/2046

    1,241,723  
    1,215,000    

Duke Energy Indiana LLC 3.25%, 10/01/2049

    1,228,136  
    1,435,000    

Duke Energy Progress LLC 4.38%, 03/30/2044

    1,696,691  
    690,000    

Evergy Metro, Inc. 2.25%, 06/01/2030

    689,348  
   

Evergy, Inc.

 
    710,000    

2.45%, 09/15/2024

    744,344  
    2,010,000    

2.90%, 09/15/2029

    2,065,321  
    2,095,000    

Exelon Corp. 3.95%, 06/15/2025

    2,307,758  
   

FirstEnergy Corp.

 
    350,000    

1.60%, 01/15/2026

    340,375  
    1,885,000    

2.25%, 09/01/2030

    1,776,613  
    2,625,000    

3.40%, 03/01/2050

    2,421,562  
    1,145,000    

5.35%, 07/15/2047

    1,328,200  
   

Georgia Power Co.

 
    2,745,000    

2.10%, 07/30/2023

    2,837,348  
    1,590,000    

4.30%, 03/15/2042

    1,828,358  
   

IPALCO Enterprises, Inc.

 
    1,230,000    

3.70%, 09/01/2024

    1,327,496  
    5,345,000    

4.25%, 05/01/2030(1)

    5,928,131  
    2,305,000    

ITC Holdings Corp. 2.95%, 05/14/2030(1)

    2,383,701  
   

MidAmerican Energy Co.

 
    900,000    

3.15%, 04/15/2050

    921,023  
    370,000    

3.65%, 08/01/2048

    407,075  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Electric - 2.3% - (continued)  
$     380,000    

NextEra Energy Operating Partners L.P. 3.88%, 10/15/2026(1)

  $ 397,444  
   

NRG Energy, Inc.

 
    2,190,000    

2.00%, 12/02/2025(1)

    2,204,310  
    2,190,000    

2.45%, 12/02/2027(1)

    2,201,416  
   

Oglethorpe Power Corp.

 
    355,000    

3.75%, 08/01/2050(1)

    359,238  
    1,425,000    

5.05%, 10/01/2048

    1,721,846  
   

Oncor Electric Delivery Co. LLC

 
    350,000    

3.10%, 09/15/2049

    350,853  
    495,000    

5.75%, 03/15/2029

    614,656  
    4,630,000    

Pacific Gas and Electric Co. 2.50%, 02/01/2031

    4,356,041  
   

PacifiCorp

 
    394,000    

4.13%, 01/15/2049

    455,092  
    350,000    

4.15%, 02/15/2050

    407,320  
    385,000    

Public Service Electric & Gas Co. 3.80%, 03/01/2046

    434,986  
   

Public Service Enterprise Group, Inc.

 
    3,020,000    

1.60%, 08/15/2030

    2,803,669  
    1,630,000    

2.88%, 06/15/2024

    1,725,100  
   

Puget Energy, Inc.

 
    1,925,000    

3.65%, 05/15/2025

    2,076,152  
    2,520,000    

4.10%, 06/15/2030

    2,767,494  
    210,000    

Sempra Energy 4.00%, 02/01/2048

    226,608  
   

Southern California Edison Co.

 
    605,000    

2.25%, 06/01/2030

    592,918  
    2,570,000    

2.85%, 08/01/2029

    2,636,437  
    980,000    

3.65%, 02/01/2050

    975,955  
    506,000    

4.00%, 04/01/2047

    526,594  
    299,000    

4.13%, 03/01/2048

    318,023  
   

Southern Co.

 
    490,000    

2.95%, 07/01/2023

    512,713  
    1,520,000    

3.25%, 07/01/2026

    1,640,610  
    995,000    

3.70%, 04/30/2030

    1,085,631  
    30,000    

4.40%, 07/01/2046

    34,052  
    370,000    

Union Electric Co. 4.00%, 04/01/2048

    421,940  
    315,000    

Xcel Energy, Inc. 3.50%, 12/01/2049

    321,750  
     

 

 

 
        78,661,250  
     

 

 

 
          Energy - Alternate Sources - 0.1%  
    1,495,000    

FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(1)

    1,626,934  
    1,180,000    

Investment Energy Resources Ltd. 6.25%, 04/26/2029(1)

    1,254,930  
     

 

 

 
        2,881,864  
     

 

 

 
          Engineering & Construction - 0.1%  
    3,611,614    

International Airport Finance S.A. 12.00%, 03/15/2033(1)(7)

    3,638,701  
     

 

 

 
          Entertainment - 0.3%  
    2,155,000    

GLP Capital L.P. / GLP Financing II, Inc. 5.30%, 01/15/2029

    2,449,050  
    6,310,000    

WMG Acquisition Corp. 3.88%, 07/15/2030(1)

    6,388,875  
     

 

 

 
        8,837,925  
     

 

 

 
          Environmental Control - 0.3%  
   

Clean Harbors, Inc.

 
    8,118,000    

4.88%, 07/15/2027(1)

    8,452,868  
    275,000    

5.13%, 07/15/2029(1)

    296,417  
   

Waste Management, Inc.

 
    930,000    

2.00%, 06/01/2029

    930,334  
    280,000    

4.15%, 07/15/2049

    333,427  
     

 

 

 
        10,013,046  
     

 

 

 
 

 

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

 

 

  139  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Food - 0.4%  
   

Conagra Brands, Inc.

 
$     2,825,000    

1.38%, 11/01/2027

  $ 2,748,171  
    655,000    

4.30%, 05/01/2024

    722,265  
    940,000    

4.60%, 11/01/2025

    1,074,605  
    1,068,000    

4.85%, 11/01/2028

    1,257,079  
    330,000    

5.40%, 11/01/2048

    425,603  
    1,445,000    

Kellogg Co. 3.40%, 11/15/2027

    1,580,961  
   

Kraft Heinz Foods Co.

 
    45,000    

3.75%, 04/01/2030

    48,127  
    115,000    

4.25%, 03/01/2031

    126,737  
    5,000    

4.63%, 01/30/2029

    5,631  
    1,900,000    

MARB BondCo plc 3.95%, 01/29/2031(1)

    1,805,323  
    2,745,000    

NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1)

    2,950,875  
    375,000    

Post Holdings, Inc. 5.63%, 01/15/2028(1)

    395,156  
     

 

 

 
        13,140,533  
     

 

 

 
          Food Service - 0.0%  
    160,000    

Aramark Services, Inc. 5.00%, 02/01/2028(1)

    167,214  
     

 

 

 
          Forest Products & Paper - 0.2%  
    6,510,000    

Suzano Austria GmbH 5.00%, 01/15/2030

    7,157,745  
     

 

 

 
          Gas - 0.3%  
   

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 
    40,000    

5.63%, 05/20/2024

    44,500  
    500,000    

5.88%, 08/20/2026

    559,375  
   

NiSource, Inc.

 
    2,015,000    

3.49%, 05/15/2027

    2,197,969  
    3,515,000    

3.60%, 05/01/2030

    3,836,875  
   

Sempra Energy

 
    1,680,000    

3.40%, 02/01/2028

    1,820,562  
    1,110,000    

3.80%, 02/01/2038

    1,218,300  
     

 

 

 
        9,677,581  
     

 

 

 
          Healthcare - Products - 0.5%  
   

Alcon Finance Corp.

 
    2,130,000    

2.75%, 09/23/2026(1)

    2,260,863  
    1,120,000    

3.00%, 09/23/2029(1)

    1,165,176  
    1,070,000    

Baxter International, Inc. 3.95%, 04/01/2030(1)

    1,212,279  
    3,425,000    

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

    3,687,889  
   

Boston Scientific Corp.

 
    1,820,000    

1.90%, 06/01/2025

    1,884,098  
    4,120,000    

3.75%, 03/01/2026

    4,578,652  
    685,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1)

    708,975  
    285,000    

Teleflex, Inc. 4.25%, 06/01/2028(1)

    294,262  
     

 

 

 
        15,792,194  
     

 

 

 
          Healthcare - Services - 0.7%  
   

Anthem, Inc.

 
    1,895,000    

3.50%, 08/15/2024

    2,051,581  
    720,000    

4.63%, 05/15/2042

    855,421  
   

Centene Corp.

 
    75,000    

4.25%, 12/15/2027

    78,608  
    8,035,000    

4.63%, 12/15/2029

    8,716,649  
    335,000    

CommonSpirit Health 3.35%, 10/01/2029

    357,044  
   

HCA, Inc.

 
    80,000    

3.50%, 09/01/2030

    82,228  
    650,000    

5.63%, 09/01/2028

    758,063  
    7,125,000    

Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030(1)

    6,998,531  
    1,270,000    

Sutter Health 3.36%, 08/15/2050

    1,289,030  
   

UnitedHealth Group, Inc.

 
    1,335,000    

2.38%, 08/15/2024

    1,411,928  
    1,165,000    

3.50%, 08/15/2039

    1,258,266  
    535,000    

4.75%, 07/15/2045

    675,021  
     

 

 

 
        24,532,370  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Home Builders - 0.2%  
$     3,270,000    

PulteGroup, Inc. 5.50%, 03/01/2026

  $ 3,840,386  
    375,000    

Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc. 5.63%, 03/01/2024(1)

    405,937  
   

Toll Brothers Finance Corp.

 
    310,000    

3.80%, 11/01/2029

    328,213  
    475,000    

4.88%, 11/15/2025

    531,406  
     

 

 

 
        5,105,942  
     

 

 

 
          Insurance - 1.1%  
    5,475,000    

American International Group, Inc. 2.50%, 06/30/2025

    5,768,814  
    1,580,000    

Aon Corp. 2.20%, 11/15/2022

    1,622,084  
    6,690,000    

Brighthouse Financial, Inc. 5.63%, 05/15/2030

    7,987,608  
    4,730,000    

Equitable Financial Life Global Funding 1.80%, 03/08/2028(1)

    4,649,167  
   

Genworth Holdings, Inc.

 
    10,000    

4.80%, 02/15/2024

    9,775  
    350,000    

4.90%, 08/15/2023

    345,625  
   

Marsh & McLennan Cos., Inc.

 
    1,275,000    

3.88%, 03/15/2024

    1,389,075  
    1,290,000    

4.38%, 03/15/2029

    1,489,102  
    1,025,000    

4.75%, 03/15/2039

    1,284,082  
    282,000    

Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(1)

    284,255  
   

MGIC Investment Corp.

 
    95,000    

5.25%, 08/15/2028

    100,225  
    380,000    

5.75%, 08/15/2023

    410,875  
    2,730,000    

New York Life Global Funding 2.00%, 01/22/2025(1)

    2,824,367  
    415,000    

New York Life Insurance Co. 3.75%, 05/15/2050(1)

    446,617  
    1,390,000    

Progressive Corp. 3.20%, 03/26/2030

    1,512,853  
   

Unum Group

 
    595,000    

4.00%, 06/15/2029

    651,215  
    1,610,000    

4.50%, 03/15/2025

    1,803,006  
    1,360,000    

4.50%, 12/15/2049

    1,390,473  
    45,000    

Voya Financial, Inc. 4.80%, 06/15/2046

    54,916  
   

Willis North America, Inc.

 
    795,000    

3.60%, 05/15/2024

    856,786  
    2,135,000    

4.50%, 09/15/2028

    2,447,958  
     

 

 

 
        37,328,878  
     

 

 

 
          Internet - 0.6%  
   

Alibaba Group Holding Ltd.

 
    2,280,000    

3.40%, 12/06/2027

    2,479,662  
    200,000    

4.20%, 12/06/2047

    221,887  
    2,030,000    

Amazon.com, Inc. 3.88%, 08/22/2037

    2,339,004  
   

Go Daddy Operating Co. LLC

 
    330,000    

3.50%, 03/01/2029(1)

    321,361  
    2,322,000    

5.25%, 12/01/2027(1)

    2,429,393  
    5,970,000    

NortonLifeLock, Inc. 5.00%, 04/15/2025(1)

    6,047,132  
   

Tencent Holdings Ltd.

 
    2,275,000    

2.39%, 06/03/2030(1)

    2,227,291  
    315,000    

2.88%, 04/22/2031(1)

    318,991  
    1,105,000    

3.60%, 01/19/2028(1)

    1,186,210  
    1,320,000    

3.98%, 04/11/2029(1)

    1,437,929  
     

 

 

 
        19,008,860  
     

 

 

 
          Iron/Steel - 0.1%  
    285,000    

Commercial Metals Co. 5.38%, 07/15/2027

    302,100  
EUR     1,985,000    

Metinvest B.V. 5.63%, 06/17/2025(1)

    2,457,148  
$     1,520,000    

Vale Overseas Ltd. 3.75%, 07/08/2030

    1,599,040  
     

 

 

 
        4,358,288  
     

 

 

 
 

 

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

 

 

  140  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          IT Services - 0.8%  
   

Apple, Inc.

 
$     2,840,000    

1.13%, 05/11/2025

  $ 2,872,953  
    1,775,000    

2.20%, 09/11/2029

    1,808,189  
    595,000    

2.65%, 05/11/2050

    551,623  
    505,000    

3.45%, 02/09/2045

    542,322  
    255,000    

3.85%, 05/04/2043

    293,188  
    355,000    

4.38%, 05/13/2045

    434,652  
    9,130,000    

Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1)

    9,107,175  
   

HP, Inc.

 
    1,365,000    

2.20%, 06/17/2025

    1,419,350  
    1,365,000    

3.00%, 06/17/2027

    1,459,322  
   

International Business Machines Corp.

 
    2,155,000    

1.95%, 05/15/2030

    2,106,422  
    1,185,000    

2.95%, 05/15/2050

    1,120,786  
    1,800,000    

3.00%, 05/15/2024

    1,934,197  
    2,840,000    

3.50%, 05/15/2029

    3,120,830  
    275,000    

4.25%, 05/15/2049

    322,171  
    1,370,000    

Leidos, Inc. 3.63%, 05/15/2025(1)

    1,492,122  
     

 

 

 
        28,585,302  
     

 

 

 
          Lodging - 0.1%  
    170,000    

Hilton Domestic Operating Co., Inc. 5.38%, 05/01/2025(1)

    179,036  
    2,075,000    

Las Vegas Sands Corp. 3.50%, 08/18/2026

    2,178,243  
     

 

 

 
        2,357,279  
     

 

 

 
          Machinery - Construction & Mining - 0.0%  
    145,000    

BWX Technologies, Inc. 5.38%, 07/15/2026(1)

    149,611  
     

 

 

 
          Machinery - Diversified - 0.2%  
    85,000    

BWX Technologies, Inc. 4.13%, 04/15/2029(1)

    87,337  
   

John Deere Capital Corp.

 
    725,000    

1.20%, 04/06/2023

    738,383  
    820,000    

1.75%, 03/09/2027

    836,616  
    3,760,000    

Otis Worldwide Corp. 2.57%, 02/15/2030

    3,824,123  
     

 

 

 
        5,486,459  
     

 

 

 
          Media - 1.7%  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    1,410,000    

4.25%, 02/01/2031(1)

    1,408,237  
    1,468,000    

4.50%, 08/15/2030(1)

    1,493,529  
    380,000    

5.00%, 02/01/2028(1)

    397,100  
    30,000    

5.13%, 05/01/2027(1)

    31,397  
    119,000    

5.75%, 02/15/2026(1)

    123,165  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    2,710,000    

2.30%, 02/01/2032

    2,533,022  
    1,305,000    

4.80%, 03/01/2050

    1,435,519  
    1,225,000    

5.13%, 07/01/2049

    1,399,453  
    465,000    

5.75%, 04/01/2048

    569,330  
    5,280,000    

6.48%, 10/23/2045

    6,977,648  
    1,060,000    

6.83%, 10/23/2055

    1,508,645  
   

Comcast Corp.

 
    545,000    

3.20%, 07/15/2036

    571,205  
    2,055,000    

3.25%, 11/01/2039

    2,125,917  
    220,000    

3.40%, 07/15/2046

    228,206  
    1,930,000    

3.75%, 04/01/2040

    2,128,243  
    830,000    

4.65%, 07/15/2042

    1,018,609  
    245,000    

4.75%, 03/01/2044

    303,745  
    700,000    

4.95%, 10/15/2058

    932,483  
    4,245,000    

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

    4,544,715  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Media - 1.7% - (continued)  
   

CSC Holdings LLC

 
$     6,410,000    

3.38%, 02/15/2031(1)

  $ 6,004,567  
    320,000    

4.13%, 12/01/2030(1)

    318,400  
    200,000    

5.38%, 02/01/2028(1)

    210,478  
    575,000    

5.50%, 04/15/2027(1)

    602,927  
   

Discovery Communications LLC

 
    948,000    

3.80%, 03/13/2024

    1,021,471  
    2,000    

3.95%, 06/15/2025

    2,190  
    1,060,000    

3.95%, 03/20/2028

    1,164,612  
    2,255,000    

4.00%, 09/15/2055(1)

    2,206,398  
    954,000    

5.30%, 05/15/2049

    1,140,966  
   

DISH DBS Corp.

 
    95,000    

5.88%, 07/15/2022

    99,465  
    505,000    

5.88%, 11/15/2024

    546,443  
    1,104,000    

NBCUniversal Media LLC 5.95%, 04/01/2041

    1,548,958  
    320,000    

Sirius XM Radio, Inc. 4.13%, 07/01/2030(1)

    320,000  
    390,000    

TEGNA, Inc. 4.63%, 03/15/2028

    398,288  
    2,482,000    

Time Warner Cable LLC 4.50%, 09/15/2042

    2,683,034  
    1,910,000    

Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033

    2,820,285  
    380,000    

Vertical U.S Newco, Inc. 5.25%, 07/15/2027(1)

    397,814  
   

ViacomCBS, Inc.

 
    1,070,000    

4.20%, 05/19/2032

    1,192,418  
    3,775,000    

4.95%, 01/15/2031

    4,441,511  
    45,000    

5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(8)

    46,069  
    50,000    

6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(8)

    56,060  
   

Videotron Ltd.

 
    380,000    

5.13%, 04/15/2027(1)

    401,375  
    480,000    

5.38%, 06/15/2024(1)

    528,144  
     

 

 

 
        57,882,041  
     

 

 

 
          Mining - 0.1%  
   

Anglo American Capital plc

 
    1,420,000    

2.63%, 09/10/2030(1)

    1,399,001  
    2,510,000    

4.88%, 05/14/2025(1)

    2,830,879  
    250,000    

Kaiser Aluminum Corp. 4.63%, 03/01/2028(1)

    256,875  
     

 

 

 
        4,486,755  
     

 

 

 
          Miscellaneous Manufacturing - 0.1%  
    1,625,000    

General Electric Co. 3.63%, 05/01/2030(7)

    1,764,548  
    385,000    

Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049

    461,279  
     

 

 

 
        2,225,827  
     

 

 

 
          Office/Business Equipment - 0.3%  
   

CDW LLC / CDW Finance Corp.

 
    8,841,000    

3.25%, 02/15/2029

    8,763,641  
    320,000    

4.13%, 05/01/2025

    333,930  
    250,000    

4.25%, 04/01/2028

    260,625  
    470,000    

Xerox Holdings Corp. 5.50%, 08/15/2028(1)

    491,150  
     

 

 

 
        9,849,346  
     

 

 

 
          Oil & Gas - 0.8%  
   

Apache Corp.

 
    70,000    

4.25%, 01/15/2030

    69,825  
    310,000    

4.88%, 11/15/2027

    327,205  
   

BP Capital Markets America, Inc.

 
    1,005,000    

2.94%, 06/04/2051

    912,299  
    390,000    

3.63%, 04/06/2030

    429,386  
 

 

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

 

 

  141  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Oil & Gas - 0.8% - (continued)  
   

Continental Resources, Inc.

 
$     95,000    

4.38%, 01/15/2028

  $ 103,313  
    260,000    

5.75%, 01/15/2031(1)

    301,600  
   

Energean Israel Finance Ltd.

 
    1,185,000    

4.50%, 03/30/2024(1)(6)

    1,214,293  
    1,030,000    

4.88%, 03/30/2026(1)(6)

    1,062,188  
    1,180,000    

5.88%, 03/30/2031(1)(6)

    1,216,981  
   

Equinor ASA

 
    2,500,000    

1.75%, 01/22/2026

    2,573,249  
    1,140,000    

3.63%, 04/06/2040

    1,245,761  
    1,230,000    

3.70%, 04/06/2050

    1,329,492  
    2,125,000    

Exxon Mobil Corp. 4.23%, 03/19/2040

    2,427,251  
   

Hess Corp.

 
    76,000    

6.00%, 01/15/2040

    93,219  
    606,000    

7.13%, 03/15/2033

    792,777  
    1,925,000    

7.30%, 08/15/2031

    2,532,882  
    3,025,000    

Marathon Petroleum Corp. 4.70%, 05/01/2025

    3,409,214  
   

Occidental Petroleum Corp.

 
    5,000    

3.20%, 08/15/2026

    4,863  
    20,000    

3.40%, 04/15/2026

    19,779  
    10,000    

3.50%, 08/15/2029

    9,550  
    30,000    

6.13%, 01/01/2031

    33,375  
    10,000    

6.38%, 09/01/2028

    11,200  
    55,000    

Ovintiv, Inc. 6.50%, 08/15/2034

    70,113  
   

Ovintiv, Inc.

 
    50,000    

6.50%, 02/01/2038

    63,202  
    13,000    

7.20%, 11/01/2031

    16,921  
    102,000    

7.38%, 11/01/2031

    134,678  
    3,095,000    

Pioneer Natural Resources Co. 2.15%, 01/15/2031

    2,924,695  
    849,000    

Saudi Arabian Oil Co. 2.88%, 04/16/2024(1)

    896,333  
   

Suncor Energy, Inc.

 
    980,000    

3.75%, 03/04/2051

    978,861  
    790,000    

6.50%, 06/15/2038

    1,074,754  
    585,000    

Sunoco L.P. / Sunoco Finance Corp. 5.50%, 02/15/2026

    603,457  
    1,870,000    

Tullow Oil plc 7.00%, 03/01/2025(1)

    1,624,563  
     

 

 

 
        28,507,279  
     

 

 

 
          Oil & Gas Services - 0.2%  
    5,680,000    

Borets Finance DAC 6.00%, 09/17/2026(1)

    5,816,320  
    1,295,000    

Halliburton Co. 4.85%, 11/15/2035

    1,462,764  
     

 

 

 
        7,279,084  
     

 

 

 
          Packaging & Containers - 0.4%  
    430,000    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(1)

    442,362  
    8,115,000    

Ball Corp. 4.00%, 11/15/2023

    8,652,619  
    200,000    

Graphic Packaging International LLC 3.50%, 03/01/2029(1)

    197,500  
    1,775,000    

Mondelez International, Inc. 1.50%, 05/04/2025

    1,811,160  
   

Owens-Brockway Glass Container, Inc.

 
    110,000    

5.38%, 01/15/2025(1)

    117,012  
    700,000    

5.88%, 08/15/2023(1)

    757,750  
     

 

 

 
        11,978,403  
     

 

 

 
          Pharmaceuticals - 1.1%  
   

AbbVie, Inc.

 
    2,605,000    

2.95%, 11/21/2026

    2,788,553  
    2,330,000    

3.20%, 11/21/2029

    2,489,393  
    1,225,000    

4.25%, 11/21/2049

    1,391,727  
    1,020,000    

4.63%, 10/01/2042

    1,199,682  
   

Bausch Health Cos., Inc.

 
    460,000    

5.75%, 08/15/2027(1)

    493,350  
    270,000    

7.00%, 01/15/2028(1)

    293,962  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Pharmaceuticals - 1.1% - (continued)  
$     77,000    

Baxalta, Inc. 3.60%, 06/23/2022

  $ 79,329  
   

Bayer U.S. Finance LLC

 
    2,580,000    

4.25%, 12/15/2025(1)

    2,878,450  
    275,000    

4.88%, 06/25/2048(1)

    327,783  
   

Bristol-Myers Squibb Co.

 
    4,265,000    

0.75%, 11/13/2025

    4,227,014  
    1,110,000    

2.55%, 11/13/2050

    994,338  
    5,660,000    

Cigna Corp. 1.25%, 03/15/2026

    5,648,432  
   

CVS Health Corp.

 
    2,295,000    

4.13%, 04/01/2040

    2,534,102  
    1,215,000    

5.13%, 07/20/2045

    1,513,131  
    3,015,000    

GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025

    3,332,699  
    240,000    

Organon Finance LLC 4.13%, 04/30/2028(1)

    245,878  
    1,105,000    

Pfizer, Inc. 2.63%, 04/01/2030

    1,156,317  
    4,000,000    

Teva Pharmaceutical Finance Netherlands B.V. 3.15%, 10/01/2026

    3,760,000  
     

 

 

 
        35,354,140  
     

 

 

 
          Pipelines - 1.2%  
   

Cheniere Energy Partners L.P.

 
    55,000    

4.50%, 10/01/2029

    57,406  
    140,000    

5.63%, 10/01/2026

    145,950  
   

DCP Midstream Operating L.P.

 
    100,000    

3.88%, 03/15/2023

    104,500  
    200,000    

4.95%, 04/01/2022

    204,081  
    70,000    

5.60%, 04/01/2044

    71,799  
   

Energy Transfer Operating L.P.

 
    1,340,000    

3.75%, 05/15/2030

    1,393,699  
    1,280,000    

4.95%, 06/15/2028

    1,439,596  
    880,000    

5.15%, 03/15/2045

    930,714  
    1,420,000    

5.25%, 04/15/2029

    1,627,920  
    2,710,000    

6.13%, 12/15/2045

    3,155,142  
    1,305,000    

6.25%, 04/15/2049

    1,556,544  
   

EQM Midstream Partners L.P.

 
    135,000    

5.50%, 07/15/2028

    143,397  
    145,000    

6.50%, 07/01/2027(1)

    160,114  
   

Galaxy Pipeline Assets Bidco Ltd.

 
    3,335,000    

2.16%, 03/31/2034(1)

    3,270,549  
    7,410,000    

2.63%, 03/31/2036(1)

    7,178,773  
    1,555,000    

2.94%, 09/30/2040(1)

    1,520,229  
   

MPLX L.P.

 
    945,000    

1.75%, 03/01/2026

    950,337  
    40,000    

4.00%, 02/15/2025

    43,702  
    515,000    

4.70%, 04/15/2048

    562,647  
    265,000    

5.20%, 03/01/2047

    309,759  
    230,000    

5.20%, 12/01/2047

    266,528  
    195,000    

5.50%, 02/15/2049

    236,773  
   

ONEOK, Inc.

 
    325,000    

3.10%, 03/15/2030

    329,577  
    240,000    

4.00%, 07/13/2027

    262,660  
    610,000    

4.45%, 09/01/2049

    634,739  
    1,155,000    

5.85%, 01/15/2026

    1,360,033  
    555,000    

6.00%, 06/15/2035

    661,152  
    220,000    

7.15%, 01/15/2051

    306,173  
    1,395,000    

Phillips 66 Partners L.P. 4.90%, 10/01/2046

    1,565,066  
   

Sabine Pass Liquefaction LLC

 
    2,100,000    

4.50%, 05/15/2030

    2,363,949  
    825,000    

5.88%, 06/30/2026

    976,374  
   

Sunoco Logistics Partners Operations L.P.

 
    1,750,000    

4.00%, 10/01/2027

    1,882,292  
    165,000    

5.30%, 04/01/2044

    174,377  
    320,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 4.88%, 02/01/2031(1)

    333,907  
 

 

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

 

 

  142  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Pipelines - 1.2% - (continued)  
   

TransCanada PipeLines Ltd.

 
$     240,000    

4.10%, 04/15/2030

  $ 269,259  
    1,470,000    

4.63%, 03/01/2034

    1,688,605  
   

Western Midstream Operating L.P.

 
    95,000    

4.75%, 08/15/2028

    102,085  
    360,000    

5.30%, 02/01/2030

    392,850  
   

Williams Cos., Inc.

 
    75,000    

4.90%, 01/15/2045

    83,798  
    145,000    

5.10%, 09/15/2045

    166,947  
    260,000    

6.30%, 04/15/2040

    338,996  
     

 

 

 
        39,222,998  
     

 

 

 
          Real Estate Investment Trusts - 0.8%  
   

American Tower Corp.

 
    1,755,000    

1.50%, 01/31/2028

    1,695,085  
    1,140,000    

2.40%, 03/15/2025

    1,190,620  
    2,335,000    

2.95%, 01/15/2051

    2,136,682  
    1,060,000    

Brixmor Operating Partnership L.P. 2.25%, 04/01/2028

    1,048,370  
    5,325,000    

Crown Castle International Corp. 1.05%, 07/15/2026

    5,189,735  
   

GLP Capital L.P. / GLP Financing II, Inc.

 
    2,720,000    

4.00%, 01/15/2031

    2,873,816  
    1,605,000    

5.75%, 06/01/2028

    1,868,563  
   

SBA Tower Trust

 
    2,245,000    

2.84%, 01/15/2050(1)

    2,365,679  
    4,130,000    

3.17%, 04/09/2047(1)

    4,140,076  
    2,040,000    

3.45%, 03/15/2048(1)

    2,149,864  
   

VEREIT Operating Partnership L.P.

 
    160,000    

2.20%, 06/15/2028

    160,995  
    190,000    

2.85%, 12/15/2032

    196,144  
    570,000    

3.40%, 01/15/2028

    615,807  
   

VICI Properties L.P. / VICI Note Co., Inc.

 
    150,000    

3.75%, 02/15/2027(1)

    151,204  
    145,000    

4.25%, 12/01/2026(1)

    149,531  
     

 

 

 
        25,932,171  
     

 

 

 
          Retail - 0.8%  
   

1011778 BC ULC / New Red Finance, Inc.

 
    995,000    

3.88%, 01/15/2028(1)

    1,007,437  
    77,000    

4.25%, 05/15/2024(1)

    77,963  
    2,100,000    

AutoZone, Inc. 3.63%, 04/15/2025(7)

    2,290,395  
    4,533,000    

FirstCash, Inc. 4.63%, 09/01/2028(1)

    4,657,657  
    2,425,000    

Home Depot, Inc. 3.30%, 04/15/2040

    2,572,982  
    390,000    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 4.75%, 06/01/2027(1)

    409,988  
    330,000    

Lithia Motors, Inc. 4.63%, 12/15/2027(1)

    346,500  
   

Lowe’s Cos., Inc.

 
    3,975,000    

1.70%, 10/15/2030

    3,720,548  
    300,000    

3.38%, 09/15/2025

    328,214  
   

McDonald’s Corp.

 
    1,495,000    

3.35%, 04/01/2023

    1,576,862  
    790,000    

3.50%, 07/01/2027

    873,484  
    2,350,000    

3.63%, 09/01/2049

    2,471,496  
    750,000    

4.20%, 04/01/2050

    863,763  
    295,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027

    307,169  
    750,000    

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

    794,062  
    2,804,000    

William Carter Co. 5.63%, 03/15/2027(1)

    2,947,705  
     

 

 

 
        25,246,225  
     

 

 

 
          Semiconductors - 1.3%  
    282,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027

    308,808  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Semiconductors - 1.3% - (continued)  
   

Broadcom, Inc.

 
$     2,000,000    

2.60%, 02/15/2033(1)

  $ 1,887,196  
    3,045,000    

3.42%, 04/15/2033(1)

    3,085,090  
    1,183,000    

3.47%, 04/15/2034(1)

    1,195,172  
    8,635,000    

5.00%, 04/15/2030

    9,942,636  
   

Entegris, Inc.

 
    205,000    

3.63%, 05/01/2029(1)

    208,075  
    540,000    

4.38%, 04/15/2028(1)

    567,000  
    250,000    

Entegris, Inc. 4.63%, 02/10/2026(1)

    258,673  
   

Intel Corp.

 
    1,095,000    

3.10%, 02/15/2060

    1,046,490  
    840,000    

4.10%, 05/19/2046

    960,531  
   

Marvell Technology, Inc.

 
    3,065,000    

2.45%, 04/15/2028(1)

    3,078,220  
    2,350,000    

2.95%, 04/15/2031(1)

    2,351,851  
   

Microchip Technology, Inc.

 
    3,640,000    

2.67%, 09/01/2023(1)

    3,795,867  
    110,000    

4.25%, 09/01/2025(1)

    115,505  
    2,500,000    

NVIDIA Corp. 3.50%, 04/01/2040

    2,733,526  
   

NXP B.V. / NXP Funding LLC

 
    900,000    

4.63%, 06/01/2023(1)

    971,534  
    3,892,000    

4.88%, 03/01/2024(1)

    4,318,432  
    1,131,000    

5.35%, 03/01/2026(1)

    1,320,748  
    1,205,000    

5.55%, 12/01/2028(1)

    1,462,055  
   

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 
    40,000    

3.15%, 05/01/2027(1)

    42,847  
    127,000    

4.30%, 06/18/2029(1)

    143,836  
    245,000    

Qorvo, Inc. 3.38%, 04/01/2031(1)

    248,266  
   

QUALCOMM, Inc.

 
    596,000    

4.65%, 05/20/2035

    733,783  
    1,459,000    

4.80%, 05/20/2045

    1,852,844  
    300,000    

Sensata Technologies B.V. 5.00%, 10/01/2025(1)

    333,000  
     

 

 

 
        42,961,985  
     

 

 

 
          Software - 1.6%  
    9,975,000    

Black Knight InfoServ LLC 3.63%, 09/01/2028(1)

    9,818,093  
    2,321,299    

Cascade MH Asset Trust 1.75%, 02/25/2046(1)

    2,349,676  
   

CDK Global, Inc.

 
    150,000    

4.88%, 06/01/2027

    158,623  
    1,556,000    

5.25%, 05/15/2029(1)

    1,668,810  
    369,000    

Fair Isaac Corp. 4.00%, 06/15/2028(1)

    374,074  
    1,915,000    

Fidelity National Information Services, Inc. 2.25%, 03/01/2031

    1,880,994  
   

Fiserv, Inc.

 
    1,760,000    

2.25%, 06/01/2027

    1,816,943  
    1,560,000    

3.20%, 07/01/2026

    1,691,505  
    1,155,000    

IQVIA, Inc. 5.00%, 05/15/2027(1)

    1,208,419  
   

Microsoft Corp.

 
    179,000    

2.68%, 06/01/2060

    165,077  
    830,000    

2.92%, 03/17/2052

    826,964  
    1,221,000    

3.04%, 03/17/2062

    1,216,637  
   

MSCI, Inc.

 
    45,000    

3.63%, 09/01/2030(1)

    45,717  
    747,000    

3.88%, 02/15/2031(1)

    766,523  
    165,000    

4.00%, 11/15/2029(1)

    172,425  
    8,776,000    

5.38%, 05/15/2027(1)

    9,381,983  
   

Open Text Corp.

 
    440,000    

3.88%, 02/15/2028(1)

    445,500  
    255,000    

5.88%, 06/01/2026(1)

    262,969  
   

Oracle Corp.

 
    4,775,000    

2.30%, 03/25/2028

    4,849,830  
    2,345,000    

2.88%, 03/25/2031

    2,382,580  
 

 

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

 

 

  143  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Software - 1.6% - (continued)  
$     85,000    

3.60%, 04/01/2040

  $ 86,933  
    4,945,000    

3.85%, 04/01/2060

    4,952,572  
    1,330,000    

3.95%, 03/25/2051

    1,380,149  
    890,000    

4.00%, 11/15/2047

    927,797  
    1,415,000    

4.10%, 03/25/2061

    1,475,047  
    4,480,000    

SS&C Technologies, Inc. 5.50%, 09/30/2027(1)

    4,759,440  
    250,000    

Western Digital Corp. 4.75%, 02/15/2026

    277,031  
     

 

 

 
        55,342,311  
     

 

 

 
          Telecommunications - 2.2%  
   

AT&T, Inc.

 
    4,190,000    

3.50%, 02/01/2061

    3,808,668  
    3,141,000    

3.55%, 09/15/2055(1)

    2,889,259  
    2,845,000    

3.65%, 06/01/2051

    2,734,930  
    177,000    

3.65%, 09/15/2059(1)

    162,982  
    1,854,000    

3.80%, 12/01/2057(1)

    1,763,135  
    3,835,000    

4.50%, 05/15/2035

    4,345,132  
    4,500,000    

GTP Acquisition Partners LLC 3.48%, 06/15/2050(1)

    4,795,861  
   

Nokia Oyj

 
    4,300,000    

4.38%, 06/12/2027

    4,700,438  
    455,000    

6.63%, 05/15/2039

    583,096  
    325,000    

Sprint Corp. 7.13%, 06/15/2024

    375,333  
   

T-Mobile USA, Inc.

 
    4,400,000    

2.05%, 02/15/2028(1)

    4,367,440  
    4,605,000    

3.50%, 04/15/2025(1)

    4,993,570  
    4,975,000    

3.88%, 04/15/2030(1)

    5,419,267  
    1,330,000    

4.50%, 04/15/2050(1)

    1,499,987  
   

Telecom Italia Capital S.A.

 
    145,000    

6.00%, 09/30/2034

    163,205  
    215,000    

7.72%, 06/04/2038

    281,650  
    3,065,000    

Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1)

    3,261,497  
    2,710,000    

VEON Holdings B.V. 3.38%, 11/25/2027(1)

    2,729,566  
   

Verizon Communications, Inc.

 
    1,640,000    

2.65%, 11/20/2040

    1,518,487  
    877,000    

2.99%, 10/30/2056(1)

    782,437  
    877,000    

2.99%, 10/30/2056

    903,618  
    6,515,000    

3.40%, 03/22/2041

    6,664,673  
    4,855,000    

3.55%, 03/22/2051

    4,922,829  
    485,000    

4.00%, 03/22/2050

    528,696  
    1,971,000    

4.27%, 01/15/2036

    2,269,099  
    465,000    

4.40%, 11/01/2034

    541,213  
    350,000    

4.50%, 08/10/2033

    412,295  
    1,020,000    

4.67%, 03/15/2055

    1,249,187  
    2,020,000    

4.81%, 03/15/2039

    2,448,222  
    610,000    

Vmed UK Financing plc 4.25%, 01/31/2031(1)

    590,175  
    1,935,000    

Vodafone Group plc 6.15%, 02/27/2037

    2,603,521  
     

 

 

 
        74,309,468  
     

 

 

 
          Transportation - 0.3%  
   

FedEx Corp.

 
    835,000    

3.30%, 03/15/2027

    929,194  
    1,770,000    

4.25%, 05/15/2030

    2,025,992  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    2,445,000    

2.70%, 11/01/2024(1)

    2,580,755  
    2,650,000    

4.00%, 07/15/2025(1)

    2,925,333  
    2,825,000    

Union Pacific Corp. 2.97%, 09/16/2062(1)

    2,559,136  
     

 

 

 
        11,020,410  
     

 

 

 
          Trucking & Leasing - 0.1%  
    1,735,000    

NTT Finance Corp. 1.16%, 04/03/2026(1)

    1,718,934  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 31.8% - (continued)  
          Water - 0.0%  
$     1,140,000    

American Water Capital Corp. 4.15%, 06/01/2049

  $ 1,319,995  
     

 

 

 
   

Total Corporate Bonds
(cost $1,039,678,735)

  $ 1,070,845,249  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.6%  
          Angola - 0.1%  
   

Angolan Government International Bond

 
$     2,215,000    

8.00%, 11/26/2029(6)

  $ 2,228,844  
    1,250,000    

8.25%, 05/09/2028(6)

    1,281,250  
     

 

 

 
        3,510,094  
     

 

 

 
          Argentina - 0.0%  
   

Argentine Republic Government International Bond

 
    1,914,641    

0.13%, 07/09/2035(4)

    603,131  
    65,273    

1.00%, 07/09/2029

    24,590  
     

 

 

 
        627,721  
     

 

 

 
          Australia - 0.1%  
AUD     5,330,000    

Australia Government Bond 1.75%, 06/21/2051(6)

    3,327,421  
     

 

 

 
          Bermuda - 0.0%  
$     980,000    

Bermuda Government International Bond 2.38%, 08/20/2030(1)

    967,750  
     

 

 

 
          Chile - 0.2%  
EUR     6,885,000    

Chile Government International Bond 1.25%, 01/22/2051

    7,263,496  
     

 

 

 
          Croatia - 0.3%  
    6,630,000    

Croatia Government International Bond 1.50%, 06/17/2031(6)

    8,312,628  
     

 

 

 
          Dominican Republic - 0.2%  
$     7,375,000    

Dominican Republic International Bond 6.40%, 06/05/2049(1)

    8,038,750  
     

 

 

 
          Egypt - 0.1%  
   

Egypt Government International Bond

 
    1,400,000    

7.63%, 05/29/2032(1)

    1,486,380  
    725,000    

8.50%, 01/31/2047(6)

    747,301  
    660,000    

8.88%, 05/29/2050(1)

    693,566  
     

 

 

 
        2,927,247  
     

 

 

 
          Ghana - 0.1%  
    1,517,000    

Ghana Government International Bond 6.38%, 02/11/2027(1)

    1,504,288  
     

 

 

 
          Hungary - 0.1%  
EUR     3,660,000    

Hungary Government International Bond 1.63%, 04/28/2032(6)

    4,695,225  
     

 

 

 
          Indonesia - 0.3%  
   

Indonesia Government International Bond

 
    7,745,000    

1.10%, 03/12/2033

    9,089,625  
    290,000    

2.15%, 07/18/2024(6)

    369,097  
    565,000    

2.63%, 06/14/2023(6)

    713,778  
     

 

 

 
        10,172,500  
     

 

 

 
          Macedonia - 0.1%  
    3,615,000    

North Macedonia Government International Bond 3.68%, 06/03/2026(1)

    4,729,279  
     

 

 

 
          Mexico - 0.6%  
   

Mexico Government International Bond

 
    1,148,000    

1.13%, 01/17/2030

    1,327,004  
   

Mexico Government International Bond

 
    8,990,000    

1.45%, 10/25/2033

    10,091,099  
$     1,185,000    

3.75%, 04/19/2071

    1,034,742  
 

 

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

 

 

  144  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.6% - (continued)  
          Mexico - 0.6% - (continued)  
$     2,075,000    

3.77%, 05/24/2061

  $ 1,846,044  
    2,130,000    

4.28%, 08/14/2041

    2,173,665  
    3,995,000    

4.75%, 04/27/2032

    4,490,380  
     

 

 

 
        20,962,934  
     

 

 

 
          Morocco - 0.1%  
EUR     3,940,000    

Morocco Government International Bond 2.00%, 09/30/2030(6)

    4,681,442  
     

 

 

 
          Panama - 0.4%  
   

Panama Government International Bond

 
$     4,510,000    

2.25%, 09/29/2032

    4,305,968  
    7,400,000    

3.87%, 07/23/2060

    7,396,744  
    790,000    

4.30%, 04/29/2053

    846,785  
    275,000    

4.50%, 04/16/2050

    303,781  
     

 

 

 
        12,853,278  
     

 

 

 
          Peru - 0.3%  
   

Peruvian Government International Bond

 
    1,435,000    

2.39%, 01/23/2026

    1,474,003  
    3,995,000    

2.78%, 01/23/2031

    3,995,000  
    1,570,000    

3.30%, 03/11/2041

    1,535,382  
    1,485,000    

3.55%, 03/10/2051

    1,464,269  
     

 

 

 
        8,468,654  
     

 

 

 
          Qatar - 0.3%  
   

Qatar Government International Bond

 
    2,380,000    

3.40%, 04/16/2025(1)

    2,590,840  
    2,600,000    

3.75%, 04/16/2030(1)

    2,911,220  
    2,870,000    

5.10%, 04/23/2048(6)

    3,636,967  
     

 

 

 
        9,139,027  
     

 

 

 
          Romania - 0.3%  
   

Romanian Government International Bond

 
EUR     5,115,000    

2.63%, 12/02/2040(1)

    6,023,996  
    3,473,000    

4.63%, 04/03/2049(6)

    5,160,418  
     

 

 

 
        11,184,414  
     

 

 

 
          Saudi Arabia - 0.3%  
   

Saudi Government International Bond

 
$     7,724,000    

2.25%, 02/02/2033(1)

    7,281,415  
    3,480,000    

4.50%, 10/26/2046(6)

    3,880,339  
     

 

 

 
        11,161,754  
     

 

 

 
          Senegal - 0.1%  
   

Senegal Government International Bond

 
EUR     1,615,000    

4.75%, 03/13/2028(6)

    2,014,639  
$     2,000,000    

6.25%, 05/23/2033(6)

    2,095,000  
     

 

 

 
        4,109,639  
     

 

 

 
          Serbia - 0.2%  
EUR     4,275,000    

Serbia International Bond 1.65%, 03/03/2033(1)

    4,951,250  
     

 

 

 
          Supranational - 0.1%  
MXN     47,065,000    

Inter-American Development Bank 7.25%, 06/10/2021

    2,329,040  
     

 

 

 
          Tunisia - 0.1%  
EUR     1,685,000    

Banque Centrale de Tunisie International Bond 6.75%, 10/31/2023(1)

    1,964,571  
     

 

 

 
          United Arab Emirates - 0.2%  
$     2,225,000    

Abu Dhabi Government International Bond 3.88%, 04/16/2050(1)

    2,464,455  
    3,500,000    

Finance Department Government of Sharjah 3.63%, 03/10/2033(1)

    3,447,500  
     

 

 

 
        5,911,955  
     

 

 

 
   

Total Foreign Government Obligations
(cost $156,198,502)

  $ 153,794,357  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 1.7%  
          Development - 0.3%  
$     7,480,000    

New York Transportation Dev Corp. Rev 4.25%, 09/01/2035

  $ 8,225,564  
     

 

 

 
          Education - 0.1%  
   

Chicago, IL, Board of Education, GO

 
    380,000    

6.04%, 12/01/2029

    441,674  
    1,145,000    

6.14%, 12/01/2039

    1,342,287  
    1,660,000    

6.32%, 11/01/2029

    1,991,399  
     

 

 

 
        3,775,360  
     

 

 

 
          General - 0.7%  
   

County of Riverside, CA

 
    5,885,000    

2.86%, 02/15/2026

    6,242,539  
    5,895,000    

3.07%, 02/15/2028

    6,346,250  
    5,580,000    

Florida State Board of Administration Finance Co. 1.26%, 07/01/2025

    5,631,958  
    5,345,000    

Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028

    6,593,426  
     

 

 

 
        24,814,173  
     

 

 

 
          General Obligation - 0.1%  
    235,000    

California State, GO Taxable 7.30%, 10/01/2039(7)

    363,503  
    205,000    

State of Connecticut, GO 3.00%, 07/01/2021

    205,946  
   

State of Illinois, GO

 
    2,508,764    

4.95%, 06/01/2023(7)

    2,603,121  
    210,000    

5.00%, 01/01/2023

    221,102  
    840,000    

6.88%, 07/01/2025

    961,274  
     

 

 

 
        4,354,946  
     

 

 

 
          Transportation - 0.4%  
    965,000    

Chicago, IL, Transit Auth 3.91%, 12/01/2040

    1,021,811  
   

Metropolitan Transportation Auth, NY, Rev

 
    2,540,000    

5.00%, 11/15/2050

    3,107,703  
    7,005,000    

5.18%, 11/15/2049

    8,838,729  
     

 

 

 
        12,968,243  
     

 

 

 
          Utility - Electric - 0.1%  
    1,906,000    

Municipal Electric Auth, GA 6.64%, 04/01/2057

    2,770,043  
     

 

 

 
   

Total Municipal Bonds
(cost $51,843,791)

  $ 56,908,329  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 4.6%(10)  
          Advertising - 0.0%  
$     295,500    

Clear Channel Outdoor Holdings, Inc. 3.69%, 08/21/2026, 3 mo. USD LIBOR + 3.500%

  $ 285,979  
     

 

 

 
          Aerospace/Defense - 0.1%  
    245,000    

First Brands 9.50%, 03/22/2028, 3 mo. USD LIBOR + 8.500%

    243,775  
    852,863    

Great Outdoors Group LLC 5.00%, 03/06/2028, 6 mo. USD LIBOR + 4.250%

    855,796  
    99,750    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250%

    100,498  
    707,762    

TransDigm, Inc. 2.36%, 05/30/2025, 1 mo. USD LIBOR + 2.250%

    698,646  
    403,329    

Tronox Finance LLC 2.68%, 03/13/2028, 3 mo. USD LIBOR + 2.250%

    399,368  
    145,000    

Watlow Electric Manufacturing Co. 0.00%, 03/02/2028(11)

    144,819  
     

 

 

 
        2,442,902  
     

 

 

 
          Airlines - 0.1%  
    355,000    

AAdvantage Loyalty IP Ltd. 0.00%, 04/20/2028(11)

    364,762  
 

 

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

 

 

  145  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Airlines - 0.1% - (continued)  
$     96,250    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

  $ 98,725  
    385,125    

Kestrel Bidco, Inc. 4.00%, 12/11/2026, 6 mo. USD LIBOR + 3.000%

    372,008  
    180,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027, 3 mo. USD LIBOR + 5.250%

    191,957  
    395,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    414,604  
     

 

 

 
        1,442,056  
     

 

 

 
          Apparel - 0.0%  
    350,000    

Birkenstock GmbH & Co. KG 0.00%, 04/26/2028(11)

    348,908  
     

 

 

 
          Asset-Backed - Finance & Insurance - 0.0%  
EUR     315,000    

Bellis Acquisition Co. plc 2.75%, 02/12/2026, 6 mo. EURIBOR + 2.750%

    377,830  
$     127,561    

By Crown Parent LLC 4.00%, 02/02/2026, 1 mo. USD LIBOR + 3.000%

    127,402  
     

 

 

 
        505,232  
     

 

 

 
          Auto Manufacturers - 0.0%  
    464,992    

Navistar International Corp. 3.61%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    464,411  
     

 

 

 
          Auto Parts & Equipment - 0.2%  
    325,000    

Adient U.S. LLC 0.00%, 04/08/2028, 1 mo. USD LIBOR + 3.500%(11)

    324,513  
    4,844,607    

Altra Industrial Motion Corp. 2.11%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    4,812,826  
   

Clarios Global L.P.

 
EUR     713,887    

3.25%, 04/30/2026, 1 mo. EURIBOR + 3.250%

    851,147  
$     501,146    

3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    495,633  
    100,638    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    101,058  
    100,000    

Truck Hero, Inc. 4.50%, 01/31/2028, 1 mo. USD LIBOR + 3.750%

    99,739  
     

 

 

 
        6,684,916  
     

 

 

 
          Beverages - 0.0%  
    717,750    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    717,413  
     

 

 

 
          Chemicals - 0.2%  
    4,841,230    

Axalta Coating Systems U.S. Holdings, Inc. 1.95%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    4,807,971  
EUR     595,285    

CeramTec AcquiCo GmbH 2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

    699,070  
$     221,063    

Hexion, Inc. 3.71%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

    220,603  
    115,000    

INEOS Styrolution U.S. Holding LLC 3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    114,425  
    121,875    

LTI Holdings, Inc. 3.61%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

    119,894  
   

Starfruit Finco B.V

 
    215,096    

2.87%, 10/01/2025, 1 mo. USD LIBOR + 2.750%

    212,407  
EUR     94,413    

3.00%, 10/01/2025, 1 mo. EURIBOR + 3.000%

    113,041  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Chemicals - 0.2% - (continued)  
   

Univar, Inc.

 
$     138,250    

2.11%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

  $ 137,534  
    351,676    

2.36%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

    350,797  
     

 

 

 
        6,775,742  
     

 

 

 
          Commercial Services - 0.5%  
    500,000    

AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

    497,580  
    374,053    

Allied Universal Holdco LLC 4.36%, 07/10/2026, 1 mo. USD LIBOR + 4.250%

    373,077  
    382,511    

APX Group, Inc. 5.11%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    382,511  
    207,475    

Ascend Learning LLC 4.00%, 07/12/2024, 1 mo. USD LIBOR + 3.000%

    206,869  
    618,295    

AVSC Holding Corp. 4.50%, 03/03/2025, 3 mo. USD LIBOR + 3.500%

    557,046  
    380,868    

Belron Finance U.S. LLC 2.44%, 10/30/2026, 1 mo. USD LIBOR + 2.250%

    377,299  
EUR     780,000    

Biogroup-LCD 0.00%, 01/28/2028, 3 mo. EURIBOR + 3.500%(11)

    931,819  
$     778,959    

Blackhawk Network Holdings, Inc. 3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    768,357  
    1,077,111    

Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

    1,078,458  
    1,890,386    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    1,879,157  
    514,337    

Gainwell Acquisition Corp. 4.75%, 10/01/2027, 3 mo. USD LIBOR + 4.000%

    514,337  
EUR     185,000    

LGC Group Holdings Ltd. 2.75%, 04/21/2027, 1 mo. EURIBOR + 2.750%

    219,498  
$     772,705    

Quikrete Holdings, Inc. 2.61%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    764,654  
EUR     105,975    

Techem Verwaltungsgesellschaft 675 mbH 2.63%, 07/15/2025, 3 mo. EURIBOR + 2.625%

    126,750  
$     5,115,348    

Trans Union LLC 1.86%, 11/16/2026, 1 mo. USD LIBOR + 1.750%

    5,075,551  
   

Verisure Holding AB

 
EUR     735,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(11)

    880,340  
    430,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

    515,375  
     

 

 

 
        15,148,678  
     

 

 

 
          Construction Materials - 0.0%  
   

Cornerstone Building Brands, Inc.

 
$     229,629    

0.00%, 04/12/2028(11)

    227,333  
    558,768    

3.86%, 04/12/2025, 1 mo. USD LIBOR + 3.750%

    553,180  
     

 

 

 
        780,513  
     

 

 

 
          Distribution/Wholesale - 0.2%  
    6,911,320    

American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    6,849,118  
    192,075    

SRS Distribution, Inc. 4.36%, 05/23/2025, 1 mo. USD LIBOR + 4.250%

    191,595  
     

 

 

 
        7,040,713  
     

 

 

 
 

 

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

 

 

  146  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Diversified Financial Services - 0.0%  
$     261,288    

Aretec Group, Inc. 4.36%, 10/01/2025, 1 mo. USD LIBOR + 4.250%

  $ 260,091  
   

Crown Finance U.S., Inc.

 
EUR     31,288    

2.63%, 02/28/2025, 6 mo. EURIBOR + 2.625%

    31,885  
$     181,487    

3.50%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

    155,447  
    137,200    

Minotaur Acquisition, Inc. 5.11%, 03/27/2026, 1 mo. USD LIBOR + 5.000%

    136,994  
EUR     194,028    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    232,768  
     

 

 

 
        817,185  
     

 

 

 
          Electric - 0.0%  
$     194,513    

ExGen Renewables LLC 3.75%, 12/15/2027, 3 mo. USD LIBOR + 2.750%

    194,464  
     

 

 

 
          Electrical Components & Equipment - 0.0%  
    513,737    

Brookfield WEC Holdings, Inc. 3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750%

    507,572  
     

 

 

 
          Energy - Alternate Sources - 0.0%  
    238,137    

BCP Renaissance Parent LLC 4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

    232,907  
    96,750    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

    95,714  
     

 

 

 
        328,621  
     

 

 

 
          Engineering & Construction - 0.0%  
    410,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    406,326  
    499,236    

Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    484,973  
     

 

 

 
        891,299  
     

 

 

 
          Entertainment - 0.0%  
    308,450    

Banijay Entertainment S.A.S 3.86%, 03/01/2025, 1 mo. USD LIBOR + 3.750%

    306,266  
    586,426    

Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    577,519  
     

 

 

 
        883,785  
     

 

 

 
          Food - 0.1%  
    286,713    

B&G Foods, Inc. 2.61%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    286,116  
   

Froneri International Ltd.

 
    178,650    

2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    175,904  
EUR     200,000    

2.63%, 01/29/2027, 6 mo. EURIBOR + 2.625%

    237,791  
$     534,468    

Hostess Brands LLC 3.00%, 08/03/2025, 3 mo. USD LIBOR + 2.250%

    531,795  
   

U.S. Foods, Inc.

 
    372,527    

1.86%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    368,072  
    384,150    

2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    376,306  
     

 

 

 
        1,975,984  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Food Service - 0.0%  
$     97,750    

8th Avenue Food & Provisions, Inc. 3.61%, 10/01/2025, 1 mo. USD LIBOR + 3.500%

  $ 97,547  
   

Aramark Services, Inc.

 
    207,256    

1.86%, 03/11/2025, 1 mo. USD LIBOR + 1.750%

    204,259  
    297,000    

1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    292,361  
    97,250    

CHG PPC Parent LLC 2.86%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

    96,034  
    400,000    

Welbilt, Inc. 2.61%, 10/23/2025, 1 mo. USD LIBOR + 2.500%

    395,000  
     

 

 

 
        1,085,201  
     

 

 

 
          Gas - 0.0%  
    105,328    

Messer Industries GmbH 2.70%, 03/01/2026, 3 mo. USD LIBOR + 2.250%

    104,169  
     

 

 

 
          Hand/Machine Tools - 0.0%  
    293,525    

White Cap Buyer LLC 4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    293,311  
     

 

 

 
          Healthcare - Products - 0.1%  
    773,063    

Avantor Funding, Inc. 3.25%, 11/08/2027, 1 mo. USD LIBOR + 2.250%

    772,869  
    189,563    

Lifescan Global Corp. 6.20%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

    185,603  
    99,250    

Surf Holdings LLC 3.68%, 03/05/2027, 3 mo. USD LIBOR + 3.500%

    98,235  
    285,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(11)

    284,786  
     

 

 

 
        1,341,493  
     

 

 

 
          Healthcare - Services - 0.2%  
    137,550    

Catalent Pharma Solutions, Inc. 2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    137,492  
    327,536    

DentalCorp Perfect Smile ULC 4.75%, 06/06/2025, 3 mo. USD LIBOR + 3.750%

    325,351  
EUR     220,000    

Elsan SAS 0.00%, 02/05/2028(11)

    264,040  
$     224,430    

Ensemble RCM LLC 3.94%, 08/03/2026, 3 mo. USD LIBOR + 3.750%

    223,748  
    268,813    

Envision Healthcare Corp. 3.86%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

    224,837  
    99,749    

eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500%

    99,915  
    272,644    

EyeCare Partners LLC 3.86%, 02/18/2027, 1 mo. USD LIBOR + 3.750%

    268,999  
    210,000    

Insulet Corp. 0.00%, 04/29/2028(11)

    210,263  
EUR     330,650    

IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000%

    396,753  
$     282,412    

MED ParentCo L.P. 4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250%

    280,930  
    530,916    

MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    527,932  
    515,000    

Organon & Co. 0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(11)

    513,496  
    297,118    

Pathway Vet Alliance LLC 3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

    295,136  
    280,000    

PPD, Inc. 2.75%, 01/13/2028, 1 mo. USD LIBOR + 2.250%

    279,300  
 

 

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

 

 

  147  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Healthcare - Services - 0.2% - (continued)  
$     520,000    

Surgery Center Holdings, Inc. 0.00%, 08/31/2026(11)

  $ 517,806  
    138,067    

Syneos Health, Inc. 1.86%, 08/01/2024, 1 mo. USD LIBOR + 1.750%

    137,549  
     

 

 

 
        4,703,547  
     

 

 

 
          Household Products - 0.1%  
   

Diamond (BC) B.V.

 
    577,431    

3.15%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    574,543  
EUR     240,801    

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    288,553  
$     214,875    

Revlon Consumer Products Corp. 4.25%, 09/07/2023, 3 mo. USD LIBOR + 3.500%

    109,801  
    156,382    

Reynolds Consumer Products LLC 1.86%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    155,444  
    274,313    

Weber-Stephen Products LLC 4.00%, 10/30/2027, 1 mo. USD LIBOR + 3.250%

    274,055  
     

 

 

 
        1,402,396  
     

 

 

 
          Insurance - 0.1%  
    615,184    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    604,929  
    120,000    

Alliant Holdings Intermediate LLC 0.00%, 10/08/2027(11)

    119,867  
   

Asurion LLC

 
    332,878    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    331,975  
    739,901    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    734,470  
    265,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    268,644  
   

Hub International Ltd.

 
    472,396    

3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    465,858  
    133,315    

4.00%, 04/25/2025, 3 mo. USD LIBOR + 3.250%

    133,107  
   

Sedgwick Claims Management Services, Inc.

 
    347,013    

3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    341,852  
    555,113    

3.86%, 09/03/2026, 1 mo. USD LIBOR + 3.750%

    551,893  
    99,250    

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

    99,271  
     

 

 

 
        3,651,866  
     

 

 

 
          IT Services - 0.2%  
    440,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    435,327  
    4,815,306    

Science Applications International Corp. 1.99%, 10/31/2025, 1 mo. USD LIBOR + 1.875%

    4,794,552  
    754,271    

Tempo Acquisition LLC 3.75%, 11/02/2026, 1 mo. USD LIBOR + 3.250%

    753,012  
     

 

 

 
        5,982,891  
     

 

 

 
          Leisure Time - 0.1%  
   

Caesars Resort Collection LLC

 
    534,418    

2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    528,202  
    557,200    

4.61%, 07/21/2025, 1 mo. USD LIBOR + 4.500%

    558,476  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Leisure Time - 0.1% - (continued)  
$     223,313    

Carnival Corp. 8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

  $ 229,733  
    663,717    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    659,210  
    714,100    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    707,552  
    299,250    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    298,409  
    485,000    

Jazz Financing Lux S.a.r.l. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.500%(11)

    486,009  
    264,348    

Penn National Gaming, Inc. 3.00%, 10/15/2025, 1 mo. USD LIBOR + 2.250%

    262,862  
    197,186    

UFC Holdings LLC 3.75%, 04/29/2026, 6 mo. USD LIBOR + 3.000%

    196,354  
     

 

 

 
        3,926,807  
     

 

 

 
          Lodging - 0.0%  
    582,285    

Boyd Gaming Corp. 2.34%, 09/15/2023, 1 mo. USD LIBOR + 2.250%

    581,010  
     

 

 

 
          Machinery - Construction & Mining - 0.0%  
    205,000    

Brown Group Holding LLC 0.00%, 04/27/2028(11)

    203,912  
EUR     310,000    

Concorde Midco Ltd. 0.00%, 03/01/2028(11)

    372,604  
XXX     203,716    

Pro Mach Group, Inc. 4.50%, 03/07/2025, 3 mo. USD LIBOR + 3.500%

    203,207  
     

 

 

 
        779,723  
     

 

 

 
          Machinery - Diversified - 0.0%  
EUR     100,000    

Vertical Midco GmbH 4.25%, 07/29/2027, 6 mo. EURIBOR + 4.250%

    120,713  
     

 

 

 
          Media - 0.3%  
    220,000    

Adevinta ASA 0.00%, 04/20/2028, 3 mo. EURIBOR + 3.250%(11)

    264,516  
$     289,275    

Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500%

    289,064  
    178,525    

Altice Financing S.A. 2.95%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

    174,687  
EUR     300,000    

Banijay Entertainment S.A.S 3.75%, 03/01/2025, 3 mo. EURIBOR + 3.750%

    360,260  
$     570,000    

Cable One, Inc. 0.00%, 05/03/2028(11)

    569,288  
    899,429    

Charter Communications Operating LLC 1.87%, 02/01/2027, 1 mo. USD LIBOR + 1.750%

    894,788  
    569,479    

CSC Holdings LLC 2.62%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    565,680  
   

E.W. Scripps Co.

 
    321,734    

3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563%

    319,671  
    184,538    

3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000%

    184,106  
    573,688    

Gray Television, Inc. 2.50%, 01/02/2026, 1 mo. USD LIBOR + 2.500%

    569,465  
    257,813    

Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    257,351  
    527,704    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    526,823  
    431,373    

Nexstar Broadcasting, Inc. 2.62%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    429,164  
 

 

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

 

 

  148  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Media - 0.3% - (continued)  
   

Nielsen Finance LLC

 
EUR     176,625    

3.75%, 06/04/2025, 1 mo. EURIBOR + 3.750%

  $ 212,772  
$     78,254    

4.75%, 06/04/2025, 1 mo. USD LIBOR + 3.750%

    78,345  
    220,266    

Shutterfly, Inc. 7.00%, 09/25/2026, 3 mo. USD LIBOR + 6.000%

    220,693  
    307,813    

Sinclair Television Group, Inc. 2.62%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    303,485  
    469,074    

Terrier Media Buyer, Inc. 3.61%, 12/17/2026, 1 mo. USD LIBOR + 3.500%

    465,115  
    753,846    

UPC Broadband Holding B.V. 3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

    747,016  
    795,000    

UPC Financing Partnership 0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(11)

    787,797  
    572,129    

Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    572,844  
   

Virgin Media Bristol LLC

 
    290,000    

0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(11)

    289,348  
EUR     400,000    

0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(11)

    480,602  
$     491,822    

William Morris Endeavor Entertainment LLC 2.94%, 05/18/2025, 3 mo. USD LIBOR + 2.750%

    479,836  
     

 

 

 
        10,042,716  
     

 

 

 
          Metal Fabricate/Hardware - 0.0%  
    290,984    

Circor International, Inc. 4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

    289,384  
    212,018    

Rexnord LLC 1.86%, 08/21/2024, 1 mo. USD LIBOR + 1.750%

    211,677  
     

 

 

 
        501,061  
     

 

 

 
          Miscellaneous Manufacturing - 0.2%  
    5,626,281    

Ingersoll-Rand Services Co. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    5,548,920  
    494,962    

Momentive Performance Materials USA LLC 3.37%, 05/15/2024, 1 mo. USD LIBOR + 3.250%

    488,983  
    98,500    

Tamko Building Products LLC 3.11%, 06/01/2026, 1 mo. USD LIBOR + 3.000%

    97,638  
    414,460    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    409,797  
     

 

 

 
        6,545,338  
     

 

 

 
          Oil & Gas - 0.0%  
   

BCP Raptor LLC

 
    112,979    

4.86%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

    110,508  
    206,936    

5.25%, 06/24/2024, 1 mo. USD LIBOR + 4.250%

    204,608  
    343,106    

NorthRiver Midstream Finance L.P. 3.45%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

    337,386  
    330,150    

PES Holdings LLC 3.00%, 12/31/2022, 3 mo. USD LIBOR + 2.500%•(12)

    4,127  
    102,391    

Traverse Midstream Partners LLC 6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500%

    102,295  
     

 

 

 
        758,924  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Oil & Gas Services - 0.0%  
$     127,723    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

  $ 125,647  
    766,350    

UGI Energy Services LLC 3.86%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    763,476  
     

 

 

 
        889,123  
     

 

 

 
          Packaging & Containers - 0.1%  
   

Flex Acquisition Co., Inc.

 
    96,706    

3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    95,148  
    934,645    

4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    923,999  
    105,000    

NIC Acquisition Corp. 4.50%, 12/29/2027, 6 mo. USD LIBOR + 3.750%

    104,935  
    374,563    

Proampac PG Borrower LLC 5.00%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    375,113  
    236,759    

Reynolds Group Holdings, Inc. 2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    236,134  
   

TricorBraun Holdings, Inc.

 
    70,696    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%(13)

    69,979  
    314,304    

3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    311,117  
     

 

 

 
        2,116,425  
     

 

 

 
          Pharmaceuticals - 0.4%  
    210,612    

Bausch Health Cos., Inc. 3.11%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    210,204  
    6,096,436    

Elanco Animal Health, Inc. 1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    6,008,282  
    534,925    

Endo Luxembourg Finance Co. S.a r.l. 5.75%, 03/27/2028, 1 mo. USD LIBOR + 5.000%

    520,214  
    340,000    

Horizon Therapeutics USA, Inc. 2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

    338,725  
    4,845,000    

IQVIA, Inc. 1.86%, 03/07/2024, 1 mo. USD LIBOR + 1.750%

    4,828,042  
     

 

 

 
        11,905,467  
     

 

 

 
          Real Estate - 0.0%  
EUR     315,000    

Boels Topholding B.V. 4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    379,353  
$     700,682    

VICI Properties LLC 1.86%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    693,016  
     

 

 

 
        1,072,369  
     

 

 

 
          Retail - 0.5%  
    8,372,219    

B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    8,234,830  
   

Beacon Roofing Supply, Inc.

 
    324,896    

0.00%, 04/23/2028, 1 mo. USD LIBOR + 2.500%(11)

    323,678  
    176,757    

2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    175,947  
    155,000    

Belron Finance U.S. LLC 0.00%, 04/13/2028(11)

    154,225  
EUR     170,000    

Blitz GmbH 0.00%, 02/12/2028, 1 mo. USD LIBOR + 3.500%(11)

    203,898  
$     224,783    

Coty, Inc. 2.36%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

    215,091  
 

 

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

 

 

  149  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Retail - 0.5% - (continued)  
   

EG Group Ltd.

 
$     300,000    

0.00%, 03/10/2026(11)

  $ 297,750  
EUR     185,000    

0.00%, 04/10/2027(11)

    218,987  
$     430,000    

Foundation Building Materials Holding Co. LLC 3.75%, 02/03/2028, 3 mo. USD LIBOR + 3.250%

    426,147  
    633,514    

Harbor Freight Tools USA, Inc. 3.75%, 10/19/2027, 1 mo. USD LIBOR + 3.000%

    632,785  
    2,618,984    

KFC Holding Co. 1.87%, 03/15/2028, 1 mo. USD LIBOR + 1.750%

    2,617,674  
   

LBM Acquisition LLC

 
    54,701    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(11)(13)

    54,549  
    246,154    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    245,470  
    428,925    

Les Schwab Tire Centers 4.25%, 11/02/2027, 6 mo. USD LIBOR + 3.500%

    428,569  
    480,000    

Michaels Cos., Inc. 0.00%, 04/15/2028(11)

    477,701  
    265,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

    265,530  
    155,600    

Rodan & Fields LLC 4.12%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

    125,452  
    353,177    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    344,965  
     

 

 

 
        15,443,248  
     

 

 

 
          Software - 0.8%  
    100,000    

Athenahealth, Inc. 4.45%, 02/11/2026, 3 mo. USD LIBOR + 4.250%

    100,250  
    340,577    

CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

    340,608  
    617,165    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 3 mo. USD LIBOR + 2.500%

    616,183  
    650,919    

DCert Buyer, Inc. 4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    649,923  
    254,392    

Epicor Software Corp. 4.00%, 07/30/2027, 1 mo. USD LIBOR + 3.250%

    253,871  
    444,282    

Finastra USA, Inc. 4.50%, 06/13/2024, 6 mo. USD LIBOR + 3.500%

    436,232  
    3,645,000    

Fleetcor Technologies Operating Co. LLC 0.00%, 04/21/2028, 1 mo. USD LIBOR + 1.750%(11)

    3,626,775  
   

Go Daddy Operating Co. LLC

 
    5,314,931    

1.86%, 02/15/2024, 1 mo. USD LIBOR + 1.750%

    5,269,754  
    580,613    

2.11%, 08/10/2027, 1 mo. USD LIBOR + 2.000%

    576,467  
    480,497    

Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    480,646  
    410,000    

Ingram Micro, Inc. 0.00%, 03/31/2028(11)

    410,000  
    99,499    

Navicure, Inc. 4.11%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    99,001  
   

Peraton Holding Corp.

 
    245,503    

0.00%, 02/01/2028(11)(13)

    245,196  
    139,497    

4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    139,323  
    365,000    

Playtika Holding Corp. 0.00%, 03/13/2028(11)

    362,901  
    243,750    

Quest Software U.S. Holdings, Inc. 4.44%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

    243,180  
    475,000    

RealPage, Inc. 0.00%, 04/24/2028(11)

    472,568  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.6%(10) - (continued)  
          Software - 0.8% - (continued)  
$     1,511,902    

SS&C European Holdings S.a.r.l. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

  $ 1,493,154  
    4,238,817    

SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    4,187,509  
   

Ultimate Software Group, Inc.

 
    326,040    

3.86%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

    326,007  
    248,752    

4.00%, 05/04/2026, 3 mo. USD LIBOR + 3.250%

    248,829  
    151,852    

Verscend Holding Corp. 4.18%, 08/27/2025, 3 mo. USD LIBOR + 4.000%

    151,709  
    5,460,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(11)

    5,435,266  
    1,088,273    

Zelis Healthcare Corp. 3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    1,081,471  
     

 

 

 
        27,246,823  
     

 

 

 
          Telecommunications - 0.1%  
    522,938    

Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    518,232  
    162,938    

CenturyLink, Inc. 2.36%, 03/15/2027, 1 mo. USD LIBOR + 2.250%

    160,942  
    235,000    

Frontier Communications Corp. 1.00%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    234,020  
    195,650    

Level 3 Financing, Inc. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    193,204  
EUR     425,000    

Lorca Finco plc 4.25%, 09/17/2027, 6 mo. EURIBOR + 4.250%

    510,956  
$     595,000    

Telenet Financing USD LLC 2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    586,819  
    455,478    

Univision Communications, Inc. 2.86%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

    453,834  
    156,000    

Zacapa LLC 4.70%, 07/02/2025, 3 mo. USD LIBOR + 4.500%

    156,228  
   

Zayo Group Holdings, Inc.

 
    765,053    

3.11%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    756,889  
EUR     99,000    

3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250%

    118,598  
     

 

 

 
        3,689,722  
     

 

 

 
          Transportation - 0.0%  
    100,000    

Boluda Corp. Maritima S.L. 3.50%, 07/30/2026, 3 mo. EURIBOR + 3.500%

    119,993  
$     250,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    249,298  
    140,000    

PODS LLC 0.00%, 03/31/2028(11)

    139,325  
    365,000    

United Airlines, Inc. 0.00%, 04/21/2028, 1 mo. USD LIBOR + 3.750%(11)

    369,041  
EUR     100,000    

Zephyr German BidCo GmbH 0.00%, 03/10/2028, 3 mo. EURIBOR + 3.750%(11)

    120,768  
     

 

 

 
        998,425  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $153,764,009)

  $ 153,419,141  
     

 

 

 
 

 

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

 

 

  150  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5%  
          Mortgage-Backed Agencies - 40.5%  
          FHLMC - 2.9%  
$     70,606    

0.00%, 11/15/2036(14)

  $ 67,373  
    7,159,884    

0.42%, 01/25/2027(2)(5)

    108,380  
    10,116,551    

0.64%, 01/25/2034(2)(5)

    492,295  
    22,333,031    

0.74%, 03/25/2027(2)(5)

    722,201  
    5,786,469    

0.75%, 10/25/2026(2)(5)

    177,972  
    24,144,730    

0.81%, 12/25/2030(2)(5)

    1,464,660  
    12,277,188    

0.89%, 06/25/2027(2)(5)

    501,346  
    5,762,169    

0.97%, 11/25/2030(2)(5)

    413,540  
    10,487,457    

1.12%, 10/25/2030(2)(5)

    862,041  
    17,078,463    

1.21%, 06/25/2030(2)(5)

    1,521,326  
    11,855,313    

1.25%, 01/25/2030(2)(5)

    1,005,549  
    12,413,636    

1.54%, 05/25/2030(2)(5)

    1,399,316  
    7,768,504    

1.68%, 05/25/2030(2)(5)

    949,958  
    1,117,076    

1.75%, 10/15/2042

    1,143,676  
    1,634,767    

1.96%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(3)

    1,645,025  
    779,967    

2.41%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(3)

    787,792  
    3,967,081    

2.46%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(3)

    4,012,072  
    577,487    

2.50%, 12/15/2026(5)

    18,964  
    679,686    

2.50%, 03/15/2028(5)

    37,695  
    523,096    

2.50%, 05/15/2028(5)

    31,937  
    629,813    

2.56%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(3)

    640,481  
    1,104,286    

2.75%, 12/15/2041

    1,164,291  
    966,024    

3.00%, 03/15/2028(5)

    62,008  
    670,723    

3.00%, 08/01/2029

    713,136  
    575,465    

3.00%, 05/15/2032(5)

    27,358  
    6,690,345    

3.00%, 10/01/2032

    7,057,434  
    483,987    

3.00%, 03/15/2033(5)

    44,576  
    2,855,237    

3.00%, 04/01/2033

    3,012,127  
    2,499,416    

3.00%, 11/01/2036

    2,636,358  
    2,487,304    

3.00%, 01/01/2037

    2,623,915  
    302,000    

3.00%, 04/15/2042

    319,478  
    4,050,000    

3.00%, 08/15/2043

    4,281,569  
    5,330,228    

3.00%, 11/01/2046

    5,659,646  
    12,147,226    

3.00%, 12/01/2046

    12,865,856  
    995,000    

3.12%, 10/25/2031(2)

    1,099,660  
    667,518    

3.25%, 11/15/2041

    723,287  
    398,181    

3.50%, 06/15/2026(5)

    9,327  
    243,051    

3.50%, 09/15/2026(5)

    14,316  
    353,377    

3.50%, 03/15/2027(5)

    20,004  
    1,263,838    

3.50%, 08/01/2034

    1,369,601  
    1,812,725    

3.50%, 03/15/2041(5)

    108,265  
    2,552,105    

3.50%, 01/15/2043(5)

    421,442  
    462,872    

3.50%, 06/01/2046

    498,961  
    2,540,768    

3.50%, 10/01/2047

    2,718,204  
    1,032,879    

3.50%, 12/01/2047

    1,115,926  
    2,962,286    

3.50%, 01/01/2048

    3,165,720  
    1,984,182    

3.50%, 03/01/2048

    2,155,479  
    224,415    

3.50%, 04/01/2048

    239,645  
    945,018    

3.50%, 05/01/2048

    1,008,379  
    2,010,430    

3.50%, 12/01/2048

    2,144,151  
    999,654    

4.00%, 08/01/2025

    1,066,250  
    251,405    

4.00%, 08/15/2026(5)

    12,948  
    1,061,405    

4.00%, 07/15/2027(5)

    57,753  
    1,492,090    

4.00%, 03/15/2028(5)

    90,491  
    362,740    

4.00%, 06/15/2028(5)

    23,741  
    931,470    

4.00%, 07/15/2030(5)

    84,989  
    2,901,227    

4.00%, 05/25/2040(5)

    362,025  
    1,247,286    

4.00%, 05/01/2042

    1,373,861  
    403,026    

4.00%, 08/01/2042

    446,962  
    612,719    

4.00%, 09/01/2042

    679,570  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)  
          Mortgage-Backed Agencies - 40.5% - (continued)  
          FHLMC - 2.9% - (continued)  
$     205,068    

4.00%, 07/01/2044

  $ 224,990  
    665,122    

4.00%, 02/01/2046

    731,795  
    1,661,681    

4.00%, 11/01/2047

    1,797,922  
    222,107    

4.00%, 09/01/2048

    239,190  
    298,491    

4.50%, 02/01/2039

    336,605  
    2,263,337    

4.50%, 05/01/2042

    2,538,391  
    553,717    

4.50%, 07/01/2042

    620,987  
    408,891    

4.50%, 09/01/2044

    454,782  
    1,187,263    

4.75%, 07/15/2039

    1,343,541  
    43,258    

5.00%, 03/01/2024

    47,747  
    85,197    

5.00%, 02/01/2028

    94,302  
    77,465    

5.00%, 04/01/2028

    85,757  
    74,728    

5.00%, 10/01/2028

    82,788  
    208,342    

5.00%, 09/01/2029

    232,691  
    328,928    

5.00%, 01/01/2030

    367,059  
    205,440    

5.00%, 09/01/2031

    227,167  
    175,343    

5.00%, 11/01/2031

    193,968  
    38,821    

5.00%, 09/01/2033

    44,528  
    690,078    

5.00%, 09/15/2033(5)

    114,555  
    6,079    

5.00%, 07/01/2035

    7,029  
    92,131    

5.00%, 04/01/2038

    104,751  
    245,277    

5.00%, 05/01/2039

    283,365  
    335,439    

5.00%, 08/01/2039

    385,707  
    162,794    

5.00%, 09/01/2039

    185,151  
    285,545    

5.00%, 01/01/2040

    327,125  
    103,506    

5.00%, 08/01/2040

    119,068  
    5,587    

5.00%, 02/01/2041

    6,374  
    141,754    

5.00%, 07/01/2041

    163,774  
    216,856    

5.00%, 04/01/2044

    248,968  
    702,444    

5.00%, 03/01/2047

    785,858  
    415,846    

5.00%, 04/01/2047

    464,328  
    173,412    

5.00%, 06/01/2047

    193,362  
    33,346    

5.00%, 11/01/2047

    37,315  
    1,012,741    

5.00%, 02/15/2048(5)

    204,220  
    527,401    

5.00%, 09/01/2048

    585,937  
    240,608    

5.00%, 10/01/2048

    267,060  
    403,221    

5.00%, 03/01/2049

    447,588  
    29,902    

5.50%, 08/15/2033

    34,499  
    528,712    

5.50%, 04/15/2036(5)

    94,015  
    5,571    

5.50%, 11/01/2037

    6,510  
    685    

5.50%, 02/01/2038

    801  
    230,501    

5.50%, 04/01/2038

    269,299  
    23,703    

5.50%, 06/01/2038

    27,714  
    1,359,652    

5.50%, 08/01/2038

    1,588,104  
    70,057    

5.50%, 05/01/2040

    81,774  
    285,177    

5.50%, 08/01/2040

    332,879  
    298,673    

5.50%, 06/01/2041

    348,627  
    2,125,639    

5.50%, 10/15/2046(5)

    434,352  
    1,092,210    

5.50%, 12/15/2046(5)

    169,639  
    29,037    

6.00%, 01/01/2023

    29,797  
    21,479    

6.00%, 11/01/2032

    24,205  
    80,833    

6.00%, 11/01/2033

    96,241  
    60,280    

6.00%, 02/01/2034

    71,770  
    86,461    

6.00%, 07/01/2034

    102,947  
    26,309    

6.00%, 08/01/2034

    31,326  
    41,066    

6.00%, 09/01/2034

    47,965  
    21,878    

6.00%, 01/01/2035

    24,766  
    24,075    

6.00%, 03/01/2035

    28,649  
    20,252    

6.00%, 05/01/2038

    22,793  
    111,714    

6.00%, 06/01/2038

    129,595  
    390,978    

6.00%, 05/15/2039

    458,683  
    387,398    

6.50%, 07/15/2036

    443,926  
     

 

 

 
        98,978,929  
     

 

 

 
 

 

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

 

 

  151  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)  
          FNMA - 4.1%  
$     63,734    

0.00%, 03/25/2036(14)

  $ 57,146  
    590,251    

0.00%, 06/25/2036(14)

    554,117  
    1,083,092    

0.00%, 06/25/2041(14)

    1,009,353  
    100,000    

0.00%, 09/25/2041(14)

    73,806  
    9,038,447    

0.42%, 01/25/2030(2)(5)

    201,037  
    14,141,825    

1.56%, 05/25/2029(2)(5)

    1,306,184  
    1,589,178    

1.75%, 12/25/2042

    1,617,920  
    1,472,722    

1.89%, 05/25/2046(2)(5)

    82,408  
    1,642,285    

1.95%, 04/25/2055(2)(5)

    89,634  
    1,316,018    

1.98%, 06/25/2055(2)(5)

    78,881  
    1,160,645    

2.00%, 09/25/2039

    1,172,085  
    276,772    

2.00%, 08/25/2043

    279,053  
    1,414,151    

2.22%, 08/25/2044(2)(5)

    106,778  
    356,278    

2.50%, 06/25/2028(5)

    19,612  
    218,297    

2.50%, 01/01/2043

    227,610  
    1,426,626    

2.50%, 02/01/2043

    1,493,798  
    1,292,365    

2.50%, 03/01/2043

    1,350,423  
    420,000    

2.50%, 03/25/2043

    419,479  
    663,798    

2.50%, 04/01/2043

    695,054  
    296,527    

2.50%, 06/01/2043

    310,364  
    531,529    

2.50%, 08/01/2043

    556,493  
    153,682    

2.55%, 07/25/2044

    158,142  
    1,005,721    

3.00%, 02/25/2027(5)

    44,881  
    369,501    

3.00%, 09/25/2027(5)

    23,915  
    221,960    

3.00%, 12/25/2027(5)

    15,775  
    1,847,171    

3.00%, 01/25/2028(5)

    113,757  
    492,860    

3.00%, 01/01/2030

    520,350  
    5,749,680    

3.00%, 04/25/2033(5)

    418,486  
    1,393,097    

3.00%, 08/01/2033

    1,468,559  
    529,764    

3.00%, 06/01/2035

    561,134  
    512,914    

3.00%, 07/01/2035

    542,681  
    2,864,138    

3.00%, 03/01/2037

    3,027,424  
    105,344    

3.00%, 10/01/2037

    110,621  
    831,016    

3.00%, 05/25/2047

    860,463  
    3,486,865    

3.00%, 09/25/2047

    3,724,282  
    2,420,918    

3.00%, 06/25/2048

    2,540,054  
    2,673,060    

3.00%, 09/01/2048

    2,820,972  
    2,943,587    

3.00%, 10/25/2048

    3,144,923  
    2,522,307    

3.00%, 08/25/2049

    2,661,633  
    600,000    

3.00%, 09/25/2057

    624,325  
    241,330    

3.24%, 12/01/2026

    265,185  
    618,630    

3.30%, 12/01/2026

    681,383  
    330,861    

3.38%, 12/01/2029

    368,883  
    520,888    

3.41%, 11/01/2024

    565,020  
    1,013,932    

3.50%, 05/25/2027(5)

    70,344  
    716,554    

3.50%, 10/25/2027(5)

    53,555  
    645,267    

3.50%, 05/25/2030(5)

    59,048  
    249,614    

3.50%, 08/25/2030(5)

    21,405  
    502,708    

3.50%, 02/25/2031(5)

    31,455  
    4,146,141    

3.50%, 08/25/2033(5)

    487,425  
    556,230    

3.50%, 09/25/2035(5)

    66,597  
    4,417,812    

3.50%, 11/25/2039(5)

    490,403  
    142,601    

3.50%, 09/01/2043

    155,593  
    1,070,740    

3.50%, 10/01/2044

    1,165,193  
    1,049,264    

3.50%, 02/01/2045

    1,135,364  
    1,397,826    

3.50%, 01/01/2046

    1,508,068  
    192,925    

3.50%, 02/01/2046

    208,456  
    1,035,081    

3.50%, 03/01/2046

    1,117,670  
    1,900,266    

3.50%, 09/01/2046

    2,043,542  
    822,240    

3.50%, 10/01/2046

    882,255  
    569,249    

3.50%, 10/25/2046(5)

    99,502  
    917,736    

3.50%, 11/01/2046

    999,607  
    5,025,131    

3.50%, 12/01/2046

    5,483,003  
    1,937,999    

3.50%, 05/01/2047

    2,089,862  
    3,705,895    

3.50%, 09/01/2047

    3,973,511  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)  
          FNMA - 4.1% - (continued)  
$     3,025,484    

3.50%, 11/25/2047

  $ 3,285,415  
    605,202    

3.50%, 12/01/2047

    647,195  
    2,171,722    

3.50%, 01/01/2048

    2,318,926  
    643,299    

3.50%, 02/01/2048

    688,571  
    827,573    

3.50%, 02/25/2048

    868,820  
    500,000    

3.50%, 05/25/2048

    538,283  
    2,881,399    

3.50%, 07/01/2048

    3,105,414  
    652,551    

3.50%, 11/01/2048

    694,000  
    8,461,776    

3.50%, 01/01/2050

    9,033,165  
    7,711,028    

3.50%, 09/01/2057

    8,465,042  
    3,244,209    

3.50%, 05/01/2058

    3,546,128  
    4,254,049    

3.50%, 12/25/2058

    4,644,887  
    200,000    

3.55%, 02/01/2030

    224,246  
    243,507    

4.00%, 06/01/2025

    259,530  
    1,302,232    

4.00%, 05/25/2027(5)

    78,200  
    1,310,276    

4.00%, 01/25/2038(5)

    194,380  
    1,636,729    

4.00%, 10/01/2040

    1,805,241  
    661,918    

4.00%, 11/01/2040

    727,419  
    710,399    

4.00%, 12/01/2040

    781,000  
    241,050    

4.00%, 02/01/2041

    265,373  
    712,407    

4.00%, 03/01/2041

    785,760  
    2,022,664    

4.00%, 06/01/2041

    2,219,489  
    288,980    

4.00%, 03/25/2042(5)

    28,827  
    249,988    

4.00%, 08/01/2042

    277,127  
    597,735    

4.00%, 09/01/2042

    662,636  
    157,211    

4.00%, 11/25/2042(5)

    21,833  
    280,040    

4.00%, 11/25/2043

    310,450  
    86,187    

4.00%, 06/01/2044

    94,910  
    11,447    

4.00%, 08/01/2044

    12,683  
    102,611    

4.00%, 10/01/2044

    113,142  
    188,942    

4.00%, 11/01/2044

    208,390  
    106,365    

4.00%, 03/01/2045

    117,874  
    173,555    

4.00%, 05/01/2045

    190,829  
    840,180    

4.00%, 07/01/2045

    931,317  
    646,603    

4.00%, 05/01/2046

    706,360  
    667,182    

4.00%, 06/01/2046

    727,426  
    871,495    

4.00%, 04/01/2047

    957,422  
    1,996,141    

4.00%, 10/01/2047

    2,160,715  
    2,147,591    

4.00%, 11/01/2047

    2,320,361  
    2,034,829    

4.00%, 09/01/2048

    2,187,349  
    3,401,562    

4.00%, 01/01/2049

    3,655,510  
    468,916    

4.06%, 03/01/2030

    540,602  
    145,480    

4.50%, 08/01/2024

    152,921  
    8,184    

4.50%, 04/01/2025

    8,600  
    229,428    

4.50%, 07/25/2027(5)

    12,472  
    482,099    

4.50%, 09/01/2035

    537,456  
    120,617    

4.50%, 08/01/2040

    135,617  
    1,295,157    

4.50%, 10/01/2040

    1,451,171  
    64,318    

4.50%, 08/01/2041

    72,621  
    13,783    

4.50%, 09/01/2041

    15,345  
    608,453    

4.50%, 10/01/2041

    681,975  
    2,420,282    

4.50%, 08/25/2043(5)

    456,323  
    511,333    

4.50%, 09/01/2043

    572,702  
    407,314    

4.50%, 09/25/2048(5)

    61,182  
    1,698,949    

4.50%, 04/01/2049

    1,852,309  
    3,846,801    

4.50%, 01/01/2051

    4,338,784  
    23,443    

5.00%, 01/01/2022

    24,591  
    13,244    

5.00%, 11/01/2023

    14,619  
    165,760    

5.00%, 04/25/2038

    183,417  
    2,190,393    

5.00%, 12/25/2043(5)

    402,903  
    1,311,387    

5.00%, 02/01/2049

    1,452,500  
    625,177    

5.00%, 03/01/2049

    693,717  
    42,463    

5.00%, 04/01/2049

    47,006  
    104,698    

5.48%, 05/25/2042(2)(5)

    8,599  
    28,253    

5.50%, 06/01/2022

    28,770  
 

 

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

 

 

  152  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)  
          FNMA - 4.1% - (continued)  
$     92,949    

5.50%, 06/01/2033

  $ 107,595  
    338,044    

5.50%, 07/01/2033

    388,283  
    21,471    

5.50%, 08/01/2033

    24,852  
    1,362,030    

5.50%, 11/01/2035

    1,584,243  
    310,930    

5.50%, 04/01/2036

    361,597  
    278,549    

5.50%, 04/25/2037

    322,831  
    456,975    

5.50%, 11/01/2037

    530,976  
    2,530,343    

5.50%, 11/25/2040(5)

    375,090  
    698,213    

5.50%, 06/25/2042(5)

    145,240  
    1,139,838    

5.50%, 09/25/2044(5)

    233,377  
    959,216    

5.50%, 07/25/2045(5)

    181,074  
    8,171    

6.00%, 11/01/2031

    9,187  
    109,694    

6.00%, 12/01/2032

    125,950  
    126,807    

6.00%, 03/01/2033

    147,024  
    244,477    

6.00%, 02/01/2037

    290,562  
    176,831    

6.00%, 12/01/2037

    209,508  
    123,977    

6.00%, 03/01/2038

    147,152  
    69,980    

6.00%, 10/01/2038

    81,838  
    1,951,484    

6.00%, 01/25/2042(5)

    222,378  
    1,325,284    

6.00%, 09/25/2047(5)

    278,084  
    1,883    

7.50%, 12/01/2029

    1,973  
    8,777    

7.50%, 03/01/2030

    10,289  
    10,604    

7.50%, 09/01/2031

    10,883  
     

 

 

 
        139,503,774  
     

 

 

 
          GNMA - 8.6%  
    939,048    

1.75%, 09/20/2043

    960,420  
    195,046    

2.00%, 10/20/2040

    196,721  
    816,785    

2.00%, 01/20/2042

    837,538  
    548,176    

2.14%, 04/20/2040

    531,550  
    821,293    

2.50%, 12/16/2039

    860,206  
    1,444,449    

2.50%, 07/20/2041

    1,501,786  
    8,312,305    

2.50%, 01/20/2051

    8,638,363  
    103,805,000    

2.50%, 05/20/2051(15)

    107,843,663  
    489,612    

3.00%, 09/20/2028(5)

    31,788  
    7,222,133    

3.00%, 05/20/2035(5)

    493,306  
    298,725    

3.00%, 09/16/2042

    312,154  
    290,987    

3.00%, 09/20/2042

    316,471  
    106,933    

3.00%, 11/15/2042

    113,635  
    435,974    

3.00%, 02/16/2043(5)

    59,995  
    117,910    

3.00%, 06/15/2043

    124,650  
    58,928    

3.00%, 07/15/2043

    61,657  
    88,975    

3.00%, 10/15/2044

    93,770  
    70,794    

3.00%, 02/15/2045

    74,080  
    52,982    

3.00%, 03/15/2045

    55,796  
    266,815    

3.00%, 04/15/2045

    280,987  
    512,282    

3.00%, 04/20/2045

    548,992  
    57,867    

3.00%, 06/15/2045

    60,854  
    2,144,316    

3.00%, 07/15/2045

    2,254,619  
    29,547    

3.00%, 08/15/2045

    31,095  
    68,509    

3.00%, 11/20/2045

    72,803  
    169,000    

3.00%, 02/20/2046

    179,678  
    922,990    

3.00%, 10/20/2047

    959,588  
    39,785,000    

3.00%, 05/20/2051(15)

    41,625,697  
    12,525,000    

3.00%, 06/21/2051(15)

    13,104,972  
    207,326    

3.50%, 02/16/2027(5)

    13,474  
    514,303    

3.50%, 03/20/2027(5)

    35,588  
    540,063    

3.50%, 07/20/2040(5)

    29,429  
    419,352    

3.50%, 12/20/2040

    450,125  
    693,525    

3.50%, 02/20/2041(5)

    27,635  
    1,302,831    

3.50%, 04/20/2042(5)

    119,075  
    320,596    

3.50%, 05/15/2042

    345,792  
    2,395,370    

3.50%, 10/20/2042(5)

    374,525  
    816,776    

3.50%, 12/15/2042

    884,956  
    830,316    

3.50%, 03/15/2043

    899,674  
    684,839    

3.50%, 04/15/2043

    742,130  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)  
          GNMA - 8.6% - (continued)  
$     2,026,195    

3.50%, 05/15/2043

  $ 2,180,081  
    249,198    

3.50%, 05/20/2043(5)

    42,257  
    1,065,894    

3.50%, 07/20/2043(5)

    133,608  
    4,105,464    

3.50%, 06/20/2046

    4,405,039  
    4,085,321    

3.50%, 02/20/2047

    4,379,674  
    607,625    

3.50%, 07/20/2047

    649,883  
    4,801,118    

3.50%, 08/20/2047

    5,137,520  
    174,524    

3.50%, 09/20/2047

    185,419  
    215,046    

3.50%, 10/20/2047

    230,835  
    1,015,142    

3.50%, 11/20/2047

    1,087,857  
    927,112    

3.50%, 03/20/2048

    991,156  
    4,063,658    

3.50%, 07/20/2049

    4,310,338  
    10,545,000    

3.50%, 05/20/2051(15)

    11,182,643  
    10,525,000    

3.50%, 06/21/2051(15)

    11,159,789  
    2,366,197    

3.88%, 08/15/2042

    2,632,777  
    557,009    

4.00%, 04/16/2026(5)

    31,994  
    136,774    

4.00%, 12/16/2026(5)

    7,966  
    1,961,440    

4.00%, 05/20/2029(5)

    120,135  
    1,216,942    

4.00%, 09/20/2040

    1,350,302  
    161,448    

4.00%, 10/20/2040

    176,446  
    469,448    

4.00%, 12/20/2040

    514,859  
    94,713    

4.00%, 02/15/2041

    104,778  
    198,837    

4.00%, 05/16/2042(5)

    24,927  
    453,809    

4.00%, 03/20/2043(5)

    80,955  
    169,860    

4.00%, 01/20/2044(5)

    32,236  
    2,905,246    

4.00%, 02/20/2045

    3,220,065  
    2,479,701    

4.00%, 08/20/2045

    2,726,330  
    1,638,617    

4.00%, 03/20/2047(5)

    215,067  
    778,443    

4.00%, 11/20/2047

    853,323  
    2,692,018    

4.00%, 03/20/2048

    2,932,252  
    11,151,500    

4.00%, 07/20/2048

    11,992,518  
    21,669    

4.50%, 07/15/2033

    24,306  
    54,325    

4.50%, 05/15/2040

    61,706  
    496,627    

4.50%, 09/16/2040

    529,775  
    343,481    

4.50%, 06/15/2041

    388,100  
    30,241    

4.50%, 09/20/2041

    33,927  
    16,446    

4.50%, 05/20/2044

    18,451  
    847,357    

4.50%, 06/20/2044

    950,631  
    721,660    

4.50%, 10/20/2044

    808,101  
    673,117    

4.50%, 04/20/2045(5)

    134,350  
    1,226,669    

4.50%, 05/20/2045(5)

    230,119  
    3,956,328    

4.50%, 08/20/2045(5)

    772,357  
    628,890    

4.50%, 01/20/2046

    704,031  
    2,299,714    

4.50%, 12/16/2046(5)

    389,286  
    2,720,882    

4.50%, 01/20/2047(5)

    299,731  
    2,677,413    

4.50%, 05/20/2048(5)

    419,562  
    3,396,779    

4.50%, 08/20/2049

    3,674,196  
    5,877,119    

4.50%, 09/20/2049

    6,381,392  
    94,602    

5.00%, 05/20/2034

    108,193  
    31,431    

5.00%, 07/15/2039

    36,597  
    1,929,093    

5.00%, 02/16/2040(5)

    357,207  
    288,012    

5.00%, 05/20/2040(5)

    67,369  
    486,815    

5.00%, 06/15/2041

    565,427  
    688,230    

5.00%, 10/16/2041(5)

    117,062  
    740,805    

5.00%, 03/15/2044

    860,763  
    1,137,767    

5.00%, 06/20/2046(5)

    137,326  
    429,302    

5.00%, 01/16/2047(5)

    80,903  
    288,890    

5.00%, 09/16/2047(5)

    52,174  
    343,663    

5.00%, 06/20/2048(5)

    55,298  
    5,200,000    

5.00%, 05/20/2051(15)

    5,878,844  
    337,247    

5.50%, 05/15/2033

    390,485  
    21,467    

5.50%, 06/15/2035

    24,842  
    31,862    

5.50%, 04/15/2038

    35,548  
    247,700    

5.50%, 05/20/2038

    281,346  
    1,351,424    

5.50%, 03/20/2039(5)

    208,451  
 

 

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

 

 

  153  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 40.5% - (continued)  
          GNMA - 8.6% - (continued)  
$     1,290,896    

5.50%, 02/16/2047(5)

  $ 224,471  
    645,608    

5.50%, 02/20/2047(5)

    123,427  
    297,961    

5.50%, 05/20/2047(5)

    54,514  
    1,000,000    

5.50%, 05/20/2051(15)

    1,110,781  
    1,123,919    

5.86%, 07/20/2039(2)(5)

    164,962  
    57,457    

6.00%, 02/15/2029

    64,551  
    65,937    

6.00%, 11/15/2032

    76,253  
    93,858    

6.00%, 02/15/2033

    105,633  
    11,254    

6.00%, 07/15/2033

    12,659  
    34,254    

6.00%, 10/15/2034

    38,535  
    179,789    

6.00%, 03/15/2036

    206,230  
    2,349    

6.00%, 05/15/2036

    2,769  
    67,653    

6.00%, 10/15/2036

    80,380  
    21,735    

6.00%, 01/15/2037

    24,636  
    81,746    

6.00%, 02/15/2037

    97,392  
    135,637    

6.00%, 06/15/2037

    160,600  
    64,332    

6.00%, 11/15/2037

    73,312  
    44,839    

6.00%, 06/15/2038

    50,891  
    75,472    

6.00%, 08/15/2038

    87,988  
    103,246    

6.00%, 10/15/2038

    116,601  
    90,151    

6.00%, 11/15/2038

    104,330  
    46,310    

6.00%, 12/15/2038

    52,947  
    60,971    

6.00%, 01/15/2039

    69,829  
    2,589    

6.00%, 03/15/2039

    2,911  
    146,625    

6.00%, 04/15/2039

    164,894  
    209,901    

6.00%, 08/15/2039

    236,910  
    5,623    

6.00%, 09/15/2039

    6,319  
    28,401    

6.00%, 11/15/2039

    32,780  
    10,994    

6.00%, 06/15/2040

    12,352  
    95,473    

6.00%, 09/15/2040

    110,911  
    1,441,928    

6.00%, 09/20/2040(5)

    246,425  
    102,157    

6.00%, 12/15/2040

    119,182  
    303,509    

6.00%, 06/15/2041

    361,328  
    1,254,267    

6.00%, 02/20/2046(5)

    227,651  
    9,823    

6.50%, 09/15/2028

    10,989  
    1,060    

6.50%, 10/15/2028

    1,185  
    3,885    

6.50%, 12/15/2028

    4,346  
    27,735    

6.50%, 05/15/2029

    32,050  
    29,475    

6.50%, 08/15/2031

    32,973  
    2,799    

6.50%, 09/15/2031

    3,131  
    10,945    

6.50%, 10/15/2031

    12,244  
    105,840    

6.50%, 11/15/2031

    119,199  
    22,387    

6.50%, 01/15/2032

    25,242  
    10,347    

6.50%, 03/15/2032

    11,671  
    5,312    

6.50%, 04/15/2032

    5,943  
     

 

 

 
        289,204,449  
     

 

 

 
          UMBS - 24.9%  
    17,840,000    

1.50%, 05/18/2036(15)

    18,051,850  
    3,465,000    

1.50%, 05/13/2051(15)

    3,393,670  
    40,025,000    

2.00%, 05/18/2036(15)

    41,332,067  
    333,351,000    

2.00%, 05/13/2051(15)

    336,437,100  
    143,075,000    

2.00%, 06/14/2051(15)

    144,115,005  
    27,595,000    

2.50%, 05/18/2036(15)

    28,828,152  
    5,805,000    

2.50%, 05/13/2051(15)

    6,019,966  
    33,205,000    

2.50%, 06/14/2051(15)

    34,358,206  
    6,405,000    

3.00%, 05/18/2036(15)

    6,751,270  
    108,266,000    

3.00%, 05/13/2051(15)

    113,376,546  
    53,325,000    

3.00%, 06/14/2051(15)

    55,807,763  
    23,957,000    

4.00%, 05/13/2051(15)

    25,736,462  
    22,075,000    

4.50%, 05/13/2051(15)

    24,051,998  
     

 

 

 
        838,260,055  
     

 

 

 
   

Total U.S. Government Agencies
(cost $1,351,604,662)

  $ 1,365,947,207  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 23.7%  
          Other Direct Federal Obligations - 0.0%  
$     700,000    

Tennessee Valley Authority 4.25%, 09/15/2065

  $ 923,865  
     

 

 

 
          U.S. Treasury Securities - 23.7%  
          U.S. Treasury Bonds - 10.9%  
    3,721,666    

1.00%, 02/15/2048(16)

    4,704,903  
    21,970,000    

1.25%, 05/15/2050

    17,016,451  
    17,030,000    

1.38%, 11/15/2040

    14,826,744  
    23,005,000    

1.38%, 08/15/2050

    18,414,784  
    41,320,000    

1.88%, 02/15/2041

    39,279,825  
    14,015,000    

1.88%, 02/15/2051

    12,729,562  
    5,455,000    

2.25%, 08/15/2049

    5,397,467  
    18,100,000    

2.50%, 02/15/2046(17)(18)

    18,840,262  
    23,034,000    

2.88%, 11/15/2046(19)

    25,673,012  
    6,035,000    

3.00%, 05/15/2045

    6,862,219  
    12,500,000    

3.00%, 02/15/2047

    14,264,160  
    17,840,000    

3.00%, 02/15/2048

    20,403,803  
    985,000    

3.13%, 02/15/2043(17)

    1,142,408  
    55,100,000    

3.13%, 08/15/2044(17)

    63,933,219  
    22,900,000    

3.13%, 05/15/2048

    26,798,367  
    63,465,000    

3.38%, 05/15/2044(17)

    76,554,656  
     

 

 

 
        366,841,842  
     

 

 

 
          U.S. Treasury Notes - 12.8%  
    44,740,000    

0.13%, 02/15/2024

    44,533,776  
    5,979,481    

0.13%, 07/15/2030(16)

    6,571,824  
    30,165,000    

0.25%, 10/31/2025

    29,508,676  
    12,034,694    

0.38%, 01/15/2027(16)

    13,419,154  
    25,955,000    

0.63%, 11/30/2027

    24,937,077  
    63,395,000    

0.63%, 12/31/2027

    60,819,578  
    30,559,000    

0.63%, 05/15/2030

    28,096,374  
    69,265,000    

0.63%, 08/15/2030(17)

    63,431,588  
    20,520,000    

0.75%, 04/30/2026

    20,414,195  
    2,435,693    

0.75%, 07/15/2028(16)

    2,807,390  
    25,270,000    

1.63%, 02/15/2026

    26,227,496  
    7,510,000    

2.38%, 08/15/2024(17)

    7,991,110  
    21,420,000    

2.88%, 07/31/2025

    23,396,330  
    30,700,000    

2.88%, 08/15/2028

    33,958,277  
    30,890,000    

3.00%, 10/31/2025

    33,987,447  
    10,320,000    

3.13%, 11/15/2028

    11,607,581  
     

 

 

 
        431,707,873  
     

 

 

 
   

Total U.S. Government Securities
(cost $807,516,822)

  $ 799,473,580  
     

 

 

 
COMMON STOCKS - 0.0%  
          Energy - 0.0%  
    38,914    

Ascent Resources - Marcellus LLC Class A*(20)(21)

  $ 24,711  
    4,601    

Foresight Energy LLC*(20)(21)

    40,377  
    13,623    

Philadelphia Energy Solutions Class A*(20)(21)

    136  
     

 

 

 
   

Total Common Stocks
(cost $281,412)

  $ 65,224  
     

 

 

 
PREFERRED STOCKS - 0.0%  
          Banks - 0.0%  
    469    

U.S. Bancorp Series A, 3.50%(3)

  $ 433,994  
     

 

 

 
   

Total Preferred Stocks
(cost $332,990)

  $ 433,994  
     

 

 

 
 

 

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

 

 

  154  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
WARRANTS - 0.0%  
          Energy - 0.0%  
    10,075    

Ascent Resources - Marcellus LLC Expires 03/30/2023*(20)(21)

  $ 101  
     

 

 

 
   

Total Warrants
(cost $806)

  $ 101  
     

 

 

 
   

Total Long-Term Investments
(cost $4,229,689,595)

  $ 4,272,529,274  
     

 

 

 
SHORT-TERM INVESTMENTS - 4.4%  
          Repurchase Agreements - 4.2%  
    140,195,574    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $140,195,632; collateralized by U.S. Treasury Bond at 1.750%, maturing 01/15/2028, with a market value of $142,999,573

    140,195,574  
     

 

 

 
          Securities Lending Collateral - 0.2%  
    797,311    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(22)

    797,311  
    5,592,578    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(22)

    5,592,578  
     

 

 

 
        6,389,889  
     

 

 

 
   

Total Short-Term Investments
(cost $146,585,463)

  $ 146,585,463  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $4,376,275,058)

    131.2   $ 4,419,114,737  
   

Total Purchased Options
(cost $3,874,471)

    0.1   $ 3,211,858  
     

 

 

   

 

 

 
   

Total Investments
(cost $4,380,149,529)

    131.3   $ 4,422,326,595  
   

Other Assets and Liabilities

    (31.3 )%      (1,053,073,447
     

 

 

   

 

 

 
   

Total Net Assets

    100.0   $      3,369,253,148  
     

 

 

   

 

 

 

 

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, 2021, the aggregate value of these securities was $899,218,341, representing 26.7% 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, 2021. 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, 2021, the aggregate value of these securities was $49,980,761, representing 1.5% 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, 2021. 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) 

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, 2021.

 

(11) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(12) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(13) 

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2021, the aggregate value of the unfunded commitment was $369,724, which rounds to 0.0% of total net assets.

 

(14) 

Securities disclosed are principal-only strips.

 

(15) 

Represents or includes a TBA transaction.

 

(16) 

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(17) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2021, the market value of securities pledged was $6,944,888.

 

(18)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $12,006,764.

 

(19) 

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2021, the market value of securities pledged was $23,778,243.

 

(20)

Investment valued using significant unobservable inputs.

 

 

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

 

 

  155  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

(21) 

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2021, the aggregate fair value of these securities was $62,919, 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.

 

(22) 

Current yield as of period end.

 

 

OTC Swaption Contracts Outstanding at April 30, 2021  

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 03/14/22*

   MSC    1.25%      Pay        10/13/2021      USD     9,064,000        9,064,000      $ 35,005      $ 45,319      $ (10,314
                      

 

 

    

 

 

    

 

 

 
Puts  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   MSC    2.25%      Receive        10/13/2021      USD     9,064,000        9,064,000      $ 52,999      $ 69,793      $ (16,794

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   CBK    2.20%      Receive        03/14/2022      USD     105,715,000        105,715,000        1,531,132        1,884,370        (353,238

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   BOA    2.20%      Receive        03/14/2022      USD     109,970,000        109,970,000        1,592,722        1,874,989        (282,267
                      

 

 

    

 

 

    

 

 

 

Total Puts

 

   $ 3,176,853      $ 3,829,152      $ (652,299
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

 

      $     3,211,858      $     3,874,471      $     (662,613
                      

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

OTC Swaption Contracts Outstanding at April 30, 2021  

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  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   MSC    1.87%      Pay        04/13/2022      USD     (9,064,000     9,064,000      $ (257,528   $ (269,201   $ 11,673  
                     

 

 

   

 

 

   

 

 

 
Written swaption contracts:  
Puts  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   BOA    1.50%      Receive        03/14/2022      USD     (109,970,000     109,970,000      $ (959,790   $ (1,099,700   $ 139,910  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   CBK    1.50%      Receive        03/14/2022      USD     (105,715,000     105,715,000        (922,698     (1,162,865     240,167  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   MSC    1.87%      Receive        04/13/2022      USD     (9,064,000     9,064,000        (246,404     (269,201     22,797  
                     

 

 

   

 

 

   

 

 

 

Total Puts

 

   $ (2,128,892   $     (2,531,766   $ 402,874  
                     

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

 

   $     (2,386,420   $ (2,800,967   $     414,547  
                     

 

 

   

 

 

   

 

 

 

 

*

Swaptions with forward premiums.

 

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

 

 

  156  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

Euro-OAT Future

     306            06/08/2021      $ 59,042,408     $ (519,048

U.S. Treasury 02-Year Note Future

     524            06/30/2021            115,677,094       (65,654
          

 

 

 

Total

 

  $     (584,702
          

 

 

 
Short position contracts:  

Australian 10-Year Bond Future

     192            06/15/2021      $ 20,616,824     $ (120,742

Euro-BTP Future

     354            06/08/2021        62,600,971       802,092  

Euro-BUND Future

     541            06/08/2021        110,570,900       529,311  

Euro-BUXL 30-Year Bond Future

     59            06/08/2021        14,321,318       373,910  

Long Gilt Future

     289            06/28/2021        50,956,073       235,675  

U.S. Treasury 05-Year Note Future

     1,674            06/30/2021            207,471,375       (280,946

U.S. Treasury 10-Year Note Future

     1,110            06/21/2021        146,554,688       (491,762

U.S. Treasury 10-Year Ultra Future

     1,120            06/21/2021        163,012,500       1,351,454  

U.S. Treasury Long Bond Future

     247            06/21/2021        38,840,750       334,686  

U.S. Treasury Ultra Bond Future

     128            06/21/2021        23,796,000       (333,703
          

 

 

 

Total

 

  $ 2,399,975  
          

 

 

 

Total futures contracts

 

  $     1,815,273  
          

 

 

 
TBA Sale Commitments Outstanding at April 30, 2021  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

GNMA, 2.00%

   $ 55,235,000        05/20/2051      $ (56,326,754   $ (775,623

GNMA, 4.50%

     985,000        05/20/2051        (1,065,827     (2,566

GNMA II, 4.00%

     195,000        05/20/2051        (208,540     19  

UMBS, 1.50%

         17,925,000        05/18/2036        (18,137,859     (72,820

UMBS, 5.00%

     1,213,500        05/13/2051        (1,343,904     (1,078

UMBS, 5.50%

     5,650,000        05/13/2051        (6,325,131     (23,615
        

 

 

   

 

 

 

Total (proceeds receivable $82,532,332)

 

   $     (83,408,015   $     (875,683
        

 

 

   

 

 

 

At April 30, 2021, the aggregate market value of TBA Sale Commitments represents (2.5)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2021  

Reference Entity

   Counter-
party
   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
   Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

ABX.HE.AAA.06

   CSI      USD       1,015      (0.18%)      07/25/2045        Monthly      $ 15      $     $ 19     $ 4  

ABX.HE.AAA.07

   GSC      USD       145,167      (0.09%)      08/25/2037        Monthly        30,700              5,793       (24,907

ABX.HE.AAA.07

   GSC      USD       635,831      (0.09%)      08/25/2037        Monthly        135,158              25,374       (109,784

ABX.HE.AAA.07

   CSI      USD       1,379,086      (0.09%)      08/25/2037        Monthly        337,070              55,035       (282,035

ABX.HE.PENAAA.06

   MSC      USD       147,519      (0.11%)      05/25/2046        Monthly        16,462              13,260       (3,202

ABX.HE.PENAAA.06

   JPM      USD       487,481      (0.11%)      05/25/2046        Monthly        54,268              43,817       (10,451

ABX.HE.PENAAA.06

   GSC      USD       393,285      (0.11%)      05/25/2046        Monthly        96,222              35,350       (60,872

PrimeX.ARM.2 (20)(21)

   MSC      USD       80,800      (4.58%)      12/25/2037        Monthly               (172     (381     (209
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

         $     669,895      $     (172   $     178,267     $     (491,456
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

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

 

 

  157  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2021 – (continued)  

Reference Entity

   Counter-
party
     Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices – (continued):  
Sell protection:  

ABX.HE.AAA.06

     MSC        USD       1,015        0.18     07/25/2045        Monthly      $      $     $ (19   $ (19

ABX.HE.AAA.07

     MSC        USD       145,167        0.09     08/25/2037        Monthly        1,181              (5,793     (6,974

ABX.HE.AAA.07

     MSC        USD       635,831        0.09     08/25/2037        Monthly        5,136              (25,374     (30,510

ABX.HE.AAA.07

     MSC        USD       1,379,085        0.09     08/25/2037        Monthly        11,215              (55,035     (66,250

ABX.HE.PENAAA.06

     BCLY        USD       1,028,288        0.11     05/25/2046        Monthly               (23,968     (92,430     (68,462

CMBX.NA.BB.8

     CSI        USD       511,605        5.00     10/17/2057        Monthly               (128,915     (186,957     (58,042

CMBX.NA.BB.8

     GSC        USD       859,110        5.00     10/17/2057        Monthly               (228,726     (313,947     (85,221

CMBX.NA.BB.8

     MSC        USD       1,225,921        5.00     10/17/2057        Monthly               (317,163     (447,992     (130,829

CMBX.NA.BB.8

     MSC        USD       1,433,459        5.00     10/17/2057        Monthly               (371,398     (523,833     (152,435

CMBX.NA.BB.8

     GSC        USD       1,568,600        5.00     10/17/2057        Monthly               (393,474     (573,217     (179,743

CMBX.NA.BB.8

     MSC        USD       2,991,440        5.00     10/17/2057        Monthly               (753,840     (1,093,170     (339,330

CMBX.NA.BB.8

     GSC        USD       2,789,694        5.00     10/17/2057        Monthly               (629,417     (1,019,445     (390,028

CMBX.NA.BBB-.6

     MSC        USD       360,000        3.00     05/11/2063        Monthly               (28,924     (101,733     (72,809

CMBX.NA.BBB-.6

     CSI        USD       815,000        3.00     05/11/2063        Monthly               (106,380     (230,312     (123,932

CMBX.NA.BBB-.6

     DEUT        USD       1,270,000        3.00     05/11/2063        Monthly               (177,587     (358,891     (181,304

CMBX.NA.BBB-.6

     GSC        USD       2,790,000        3.00     05/11/2063        Monthly               (289,819     (788,663     (498,844

CMBX.NA.BBB-.6

     MSC        USD       3,725,000        3.00     05/11/2063        Monthly               (515,420     (1,052,654     (537,234

PrimeX.ARM.2 (20)(21)

     JPM        USD       80,800        4.58     12/25/2037        Monthly        2,578              381       (2,197
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

        $ 20,110      $ (3,965,031   $ (6,869,084   $ (2,924,163
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

      $     690,005      $     (3,965,203   $     (6,690,817   $     (3,415,619
                  

 

 

    

 

 

   

 

 

   

 

 

 

 

(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, 2021  

Reference Entity

   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
   Periodic
Payment
Frequency
     Upfront
Premiums
Paid
(Received)
    Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Sell protection:  

CDX.EM.35.V1

   USD      24,345,000       1.00   06/20/2026      Quarterly      $ (873,335   $ (766,550   $ 106,785  

CDX.NA.IG.36.V1

   USD      6,065,000       1.00   06/20/2026      Quarterly        131,350       157,392       26,042  
               

 

 

   

 

 

   

 

 

 

Total

 

   $ (741,985   $ (609,158   $ 32,827  
               

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Sell protection:  

Colombia Republic (BBB-)

   USD      16,495,000       1.00   06/20/2026      Quarterly      $ (217,785   $ (155,811   $ 61,974  

Indonesia Republic (BBB)

   USD      16,155,000       1.00   06/20/2026      Quarterly        90,529       241,535       151,006  

Panama Republic (BBB)

   USD      4,475,000       1.00   06/20/2026      Quarterly        37,402       76,956       39,554  

Peruvian Government International Bond (BBB+)

   USD      8,070,000       1.00   06/20/2026      Quarterly        56,465       62,934       6,469  

Republic of Brazil

   USD      10,380,000       1.00   06/20/2026      Quarterly        (592,779     (442,878     149,901  

Russian Federation

   USD      9,860,000       1.00   06/20/2026      Quarterly        (77,813     11,561       89,374  

United Mexican States (BBB)

   USD      11,140,000       1.00   06/20/2026      Quarterly        (47,370     72,969       120,339  
               

 

 

   

 

 

   

 

 

 

Total

 

   $ (751,351   $ (132,734   $ 618,617  
               

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

   $     (1,493,336   $     (741,892   $     751,444  
               

 

 

   

 

 

   

 

 

 

 

(a) 

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2021  

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. USD SOFR

  

0.07% Fixed

   USD     23,025,000        08/12/2025      Annual    $      $ (2,299   $ 489,866      $ 492,165  

3 Mo. USD LIBOR

  

0.81% Fixed

   USD     15,480,000        09/16/2050      Semi-Annual      47,304              4,442,746        4,395,442  
                

 

 

    

 

 

   

 

 

    

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     47,304      $     (2,299   $     4,932,612      $     4,887,607  
                

 

 

    

 

 

   

 

 

    

 

 

 

 

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

 

 

  158  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  1,777,000      EUR      2,119,002      USD    BNP      06/16/2021     $ 19,479     $  
  356,000      ILS      108,241      USD    GSC      06/16/2021       1,411        
  4,015,809      USD      5,213,000      AUD    TDB      06/16/2021             (906
  11,885,190      USD      9,822,000      EUR    BNP      05/28/2021       70,011        
  606,286      USD      507,000      EUR    BCLY      06/16/2021             (3,849
  775,986      USD      650,000      EUR    BOA      06/16/2021             (6,239
  976,106      USD      820,000      EUR    SSG      06/16/2021             (10,700
  570,254      USD      483,000      EUR    CIB      06/16/2021             (10,999
  1,803,390      USD      1,512,000      EUR    CBK      06/16/2021             (16,185
  2,388,714      USD      2,001,000      EUR    ANZ      06/16/2021             (19,334
  4,543,593      USD      3,835,000      EUR    CIBC      06/16/2021             (71,531
        64,778,083      USD      54,313,000      EUR    MSC      06/16/2021             (583,385
  107,299      USD      356,000      ILS    MSC      06/16/2021             (2,352
  2,318,930      USD      47,065,000      MXN    GSC      06/10/2021       6,195        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     97,096     $     (725,480
 

 

 

   

 

 

 

 

 

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

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 671,642,092     $     $ 671,642,092     $  

Corporate Bonds

     1,070,845,249             1,070,845,249        

Foreign Government Obligations

     153,794,357             153,794,357        

Municipal Bonds

     56,908,329             56,908,329        

Senior Floating Rate Interests

     153,419,141             153,419,141        

U.S. Government Agencies

     1,365,947,207             1,365,947,207        

U.S. Government Securities

     799,473,580             799,473,580        

Common Stocks

 

Energy

     65,224                   65,224  

Preferred Stocks

     433,994       433,994              

Warrants

     101                   101  

Short-Term Investments

     146,585,463       6,389,889       140,195,574        

Purchased Options

     3,211,858             3,211,858        

Foreign Currency Contracts(2)

     97,096             97,096        

Futures Contracts(2)

     3,627,128       3,627,128              

Swaps - Credit Default(2)

     751,448             751,448        

Swaps - Interest Rate(2)

     4,887,607             4,887,607        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     4,431,689,874     $     10,451,011     $     4,421,173,538     $     65,325  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (725,480   $     $ (725,480   $  

Futures Contracts(2)

     (1,811,855     (1,811,855            

Swaps - Credit Default(2)

     (3,415,623           (3,413,217     (2,406

TBA Sale Commitments

     (83,408,015           (83,408,015      

Written Options

     (2,386,420           (2,386,420      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (91,747,393   $     (1,811,855   $     (89,933,132   $     (2,406
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 is not presented.

 

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

 

 

  159  

 


The Hartford World Bond Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.0%  
          United States - 0.0%  
    5,754    

Caesars Entertainment, Inc.*

  $ 562,972  
    2,269    

Foresight Energy LLC*(1)(2)

    19,913  
     

 

 

 
        582,885  
     

 

 

 
   

Total Common Stocks
(cost $259,210)

  $ 582,885  
     

 

 

 
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1%  
      Bermuda - 0.1%  
$     875,000    

Bellemeade Re Ltd. 1.77%, 03/25/2031, 3 mo. USD SOFR + 1.750%(3)(4)

    875,004  
    1,545,000    

Home Re Ltd. 1.66%, 07/25/2033, 1 mo. USD LIBOR + 1.550%(3)(4)

    1,516,775  
     

 

 

 
    2,391,779  
     

 

 

 
      Cayman Islands - 1.3%  
    810,000    

ACRE Commercial Mortgage Ltd. 1.52%, 12/18/2037, 1 mo. USD LIBOR + 1.400%(3)(4)

    806,979  
    2,000,000    

ALM VII Ltd. 3.73%, 07/15/2029, 3 mo. USD LIBOR + 3.550%(3)(4)

    2,014,056  
   

Apidos CLO

 
    2,125,000    

2.78%, 04/15/2031, 3 mo. USD LIBOR + 2.600%(3)(4)

    2,068,955  
    1,040,000    

2.88%, 07/24/2031, 3 mo. USD LIBOR + 2.700%(3)(4)

    1,041,554  
    2,290,000    

Arbor Realty Collateralized Loan Obligation Ltd. 2.17%, 02/15/2035, 1 mo. USD LIBOR + 2.050%(3)(4)

    2,285,703  
    1,295,000    

Arbor Realty Commercial Real Estate Notes Ltd. 1.87%, 09/15/2034, 1 mo. USD LIBOR + 1.750%(3)(4)

    1,293,782  
    500,000    

Atrium IX 3.79%, 05/28/2030, 3 mo. USD LIBOR + 3.600%(3)(4)

    500,542  
    3,250,000    

Atrium XII 1.83%, 04/22/2027, 3 mo. USD LIBOR + 1.650%(3)(4)

    3,250,143  
    1,335,000    

BlueMountain CLO Ltd. 2.18%, 11/20/2028, 3 mo. USD LIBOR + 2.000%(3)(4)

    1,308,459  
    500,000    

Carlyle CLO Ltd. 3.01%, 04/30/2031, 3 mo. USD LIBOR + 2.800%(3)(4)

    494,923  
    2,500,000    

Carlyle Global Market Strategies CLO Ltd. 1.59%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(3)(4)

    2,470,460  
    2,350,000    

Carlyle U.S. CLO Ltd. 1.58%, 01/15/2030, 3 mo. USD LIBOR + 1.400%(3)(4)

    2,334,206  
    1,015,000    

Covenant Credit Partners CLO Ltd. 2.03%, 10/15/2029, 3 mo. USD LIBOR + 1.850%(3)(4)

    1,015,418  
    1,000,000    

Dryden 75 CLO Ltd. 2.00%, 04/15/2034, 3 mo. USD LIBOR + 1.800%(3)(4)

    1,000,420  
   

Dryden Senior Loan Fund

 
    2,050,000    

6.64%, 08/15/2030, 3 mo. USD LIBOR + 6.450%(3)(4)

    2,042,735  
    940,000    

7.06%, 04/15/2029, 3 mo. USD LIBOR + 6.880%(3)(4)

    940,155  
    1,805,000    

7.15%, 04/15/2029, 3 mo. USD LIBOR + 6.970%(3)(4)

    1,806,011  
    290,000    

Flatiron CLO Ltd. 4.88%, 04/15/2027, 3 mo. USD LIBOR + 4.700%(3)(4)

    288,475  
    1,500,000    

Harriman Park CLO Ltd. 3.29%, 04/20/2034, 3 mo. USD LIBOR + 3.100%(3)(4)

    1,499,841  
   

HPS Loan Management Ltd.

 
    2,937,500    

1.65%, 02/05/2031, 3 mo. USD LIBOR + 1.450%(3)(4)

    2,910,384  
    750,000    

2.59%, 01/20/2028, 3 mo. USD LIBOR + 2.400%(3)(4)

    749,620  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1% - (continued)  
      Cayman Islands - 1.3% - (continued)  
   

LCM L.P.

 
$     1,040,000    

1.59%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(3)(4)

  $ 1,040,302  
    2,240,000    

2.14%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(3)(4)

    2,240,947  
   

Madison Park Funding Ltd.

 
    1,000,000    

1.79%, 10/21/2030, 3 mo. USD LIBOR + 1.600%(3)(4)

    1,000,202  
    1,750,000    

2.09%, 04/20/2026, 3 mo. USD LIBOR + 1.900%(3)(4)

    1,752,744  
    3,000,000    

2.09%, 04/19/2030, 3 mo. USD LIBOR + 1.900%(3)(4)

    2,993,682  
    2,470,000    

Magnetite Ltd. 3.56%, 01/25/2032, 3 mo. USD LIBOR + 3.300%(3)(4)

    2,477,988  
    430,000    

Magnetite XV Ltd. 2.93%, 07/25/2031, 3 mo. USD LIBOR + 2.750%(3)(4)

    429,097  
   

Octagon Investment Partners Ltd.

 
    2,765,000    

2.43%, 10/24/2030, 3 mo. USD LIBOR + 2.250%(3)(4)

    2,765,459  
    1,504,000    

5.93%, 07/15/2027, 3 mo. USD LIBOR + 5.750%(3)(4)

    1,491,706  
    1,500,000    

OZLM Ltd. 2.03%, 04/15/2031, 3 mo. USD LIBOR + 1.850%(3)(4)

    1,475,226  
   

Palmer Square Loan Funding Ltd.

 
    1,110,000    

0.00%, 05/20/2029, 3 mo. USD LIBOR + 2.400%(3)(4)(5)

    1,109,993  
    2,495,000    

6.16%, 04/20/2029, 3 mo. USD LIBOR + 6.000%(3)(4)

    2,510,085  
    1,155,000    

Race Point CLO Ltd. 3.68%, 02/20/2030, 3 mo. USD LIBOR + 3.500%(3)(4)

    1,155,125  
    1,500,000    

Sound Point CLO Ltd. 2.03%, 01/26/2031, 3 mo. USD LIBOR + 1.850%(3)(4)

    1,462,099  
    903,516    

Thunderbolt Aircraft Lease 4.15%, 09/15/2038(3)(6)

    906,862  
    1,015,000    

Westcott Park CLO Ltd. 2.44%, 07/20/2028, 3 mo. USD LIBOR + 2.250%(3)(4)

    1,017,530  
     

 

 

 
    57,951,868  
     

 

 

 
      United States - 5.7%  
    1,849,667    

Aaset Trust 3.84%, 05/15/2039(3)

    1,812,744  
    1,400,000    

Ajax Mortgage Loan Trust 2.35%, 09/25/2065(3)(7)

    1,369,157  
    2,384,000    

AMSR Trust 2.01%, 11/17/2037(3)

    2,368,069  
    1,675,000    

Angel Oak Mortgage Trust 3.81%, 04/25/2065(3)(7)

    1,761,305  
    1,650,000    

Antler Mortgage Trust 2.12%, 11/25/2024(3)(7)

    1,649,975  
    1,675,000    

BAMLL Commercial Mortgage Securities Trust 2.83%, 01/15/2032(3)

    1,749,364  
    2,288,258    

BBCMS Mortgage Trust 1.74%, 04/15/2053(7)(8)

    243,546  
    946,000    

Bellemeade Re Ltd. 2.71%, 06/25/2030, 1 mo. USD LIBOR + 2.600%(3)(4)

    950,603  
   

Benchmark Mortgage Trust

 
    20,788,990    

0.67%, 07/15/2051(7)(8)

    554,153  
    2,759,504    

1.21%, 03/15/2052(7)(8)

    187,029  
    3,347,977    

1.64%, 01/15/2054(7)(8)

    400,153  
    750,000    

BFLD Trust 2.17%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(3)(4)

    759,404  
    3,121,699    

Bravo Residential Funding Trust 1.99%, 04/25/2031(3)(6)

    3,124,140  
   

BX Commercial Mortgage Trust

 
    4,589,695    

2.12%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(3)(4)

    4,589,691  
    2,494,943    

2.12%, 12/15/2036, 1 mo. USD LIBOR + 2.000%(3)(4)

    2,494,195  
 

 

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

 

 

  160  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1% - (continued)  
      United States - 5.7% - (continued)  
$     1,578,500    

2.17%, 11/15/2035, 1 mo. USD LIBOR + 2.050%(3)(4)

  $ 1,577,513  
    1,370,000    

2.22%, 10/15/2037, 1 mo. USD LIBOR + 2.100%(3)(4)

    1,372,919  
    690,000    

2.37%, 01/15/2034, 1 mo. USD LIBOR + 2.250%(3)(4)

    689,584  
    1,297,370    

2.62%, 12/15/2036, 1 mo. USD LIBOR + 2.500%(3)(4)

    1,296,592  
    3,050,000    

2.87%, 10/15/2037, 1 mo. USD LIBOR + 2.750%(3)(4)

    3,056,403  
    2,499,852    

BX Trust 2.09%, 09/15/2037, 1 mo. USD LIBOR + 1.975%(3)(4)

    2,296,373  
    895,000    

CAMB Commercial Mortgage Trust 1.87%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(3)(4)

    895,525  
    7,077,219    

Cantor Commercial Real Estate 1.30%, 05/15/2052(7)(8)

    496,166  
    4,288,024    

CF Hippolyta LLC 2.28%, 07/15/2060(3)

    4,371,269  
    1,984,569    

Chase Mortgage Finance Corp. 2.36%, 10/25/2057, 1 mo. USD LIBOR + 2.250%(3)(4)

    2,023,973  
   

Citigroup Commercial Mortgage Trust

 
    1,120,000    

4.68%, 01/10/2036(3)

    1,208,050  
    1,865,000    

4.90%, 01/10/2036(3)(7)

    1,994,029  
    1,896,023    

Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(3)(6)

    1,904,896  
    3,730,000    

Commercial Mortgage Pass-Through Certificates 1.32%, 03/15/2038, 1 mo. USD LIBOR + 1.200%(3)(4)

    3,725,508  
   

Commercial Mortgage Trust

 
    24,328,710    

0.72%, 02/10/2047(7)(8)

    337,451  
    770,000    

4.89%, 02/10/2047(7)

    831,258  
    1,385,000    

5.05%, 11/10/2046(7)

    1,504,475  
   

Connecticut Avenue Securities Trust

 
    2,964,445    

2.16%, 01/25/2040, 1 mo. USD LIBOR + 2.050%(3)(4)

    2,983,631  
    904,922    

2.21%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(3)(4)

    907,749  
    1,294,586    

2.21%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(3)(4)

    1,302,082  
    1,503,372    

2.26%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(3)(4)

    1,510,472  
    4,520,906    

2.26%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(3)(4)

    4,498,165  
    1,093,395    

2.41%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(3)(4)

    1,101,352  
    2,011,324    

2.56%, 07/25/2031, 1 mo. USD LIBOR + 2.450%(3)(4)

    2,022,687  
    485,000    

3.36%, 01/25/2040, 1 mo. USD LIBOR + 3.250%(3)(4)

    485,000  
    2,400,000    

4.46%, 07/25/2031, 1 mo. USD LIBOR + 4.350%(3)(4)

    2,480,979  
    3,990,000    

5.36%, 06/25/2039, 1 mo. USD LIBOR + 5.250%(3)(4)

    4,126,120  
   

CSAIL Commercial Mortgage Trust

 
    11,255,269    

0.76%, 08/15/2051(7)(8)

    399,161  
    48,045,614    

0.89%, 06/15/2057(7)(8)

    1,190,796  
    13,066,430    

0.97%, 04/15/2050(7)(8)

    334,312  
    769,700    

CSMC Trust 3.25%, 04/25/2047(3)(7)

    787,706  
    2,245,000    

DataBank Issuer 2.06%, 02/27/2051(3)

    2,242,266  
    290,000    

Diamond Resorts Owner Trust 1.51%, 11/21/2033(3)

    289,992  
   

Domino’s Pizza Master Issuer LLC

 
    1,120,000    

2.66%, 04/25/2051(3)

    1,161,157  
    416,025    

4.12%, 07/25/2047(3)

    446,819  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1% - (continued)  
      United States - 5.7% - (continued)  
$     3,000,000    

Eagle RE Ltd. 1.91%, 01/25/2030, 1 mo. USD LIBOR + 1.800%(3)(4)

  $ 2,924,037  
    1,315,000    

ExteNet LLC 3.20%, 07/26/2049(3)

    1,359,242  
   

Fannie Mae Connecticut Avenue Securities

 
    1,812,729    

2.11%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(4)

    1,825,243  
    2,061,630    

2.26%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(4)

    2,084,809  
    1,938,302    

2.31%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(4)

    1,961,074  
    3,224,534    

2.36%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(4)

    3,256,901  
    2,419,044    

2.46%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(4)

    2,452,623  
    2,177,309    

2.66%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(4)

    2,221,716  
    4,524,568    

2.91%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(4)

    4,615,479  
    471,001    

3.01%, 07/25/2024, 1 mo. USD LIBOR + 2.900%(4)

    475,200  
    1,909,594    

3.76%, 09/25/2029, 1 mo. USD LIBOR + 3.650%(4)

    1,976,724  
    837,000    

3.86%, 10/25/2030, 1 mo. USD LIBOR + 3.750%(4)

    858,996  
    3,650,000    

4.36%, 01/25/2031, 1 mo. USD LIBOR + 4.250%(4)

    3,740,859  
    256,812    

4.51%, 01/25/2024, 1 mo. USD LIBOR + 4.400%(4)

    261,967  
    376,020    

5.01%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(4)

    388,795  
    522,350    

FCI Funding LLC 3.63%, 02/18/2031(3)

    530,209  
   

FirstKey Homes Trust

 
    4,430,000    

2.67%, 10/19/2037(3)

    4,503,041  
    2,040,000    

3.02%, 10/19/2037(3)

    2,082,003  
    2,039,588    

Five Guys Funding LLC 4.60%, 07/25/2047(3)

    2,131,756  
   

FREMF Mortgage Trust

 
    3,645,000    

3.71%, 04/25/2048(3)(7)

    3,843,416  
    1,855,000    

3.88%, 07/25/2026(3)(7)

    1,965,570  
    2,865,000    

4.00%, 02/25/2050(3)(7)

    3,043,411  
    2,650,000    

4.21%, 07/25/2050(3)(7)

    2,909,962  
    2,180,000    

4.22%, 09/25/2025(3)(7)

    2,341,889  
    480,000    

4.53%, 02/25/2052(3)(7)

    523,802  
    847,048    

FWD Securitization Trust 2.44%, 01/25/2050(3)(7)

    852,603  
    720,000    

GB Trust 1.72%, 08/15/2037, 1 mo. USD LIBOR + 1.600%(3)(4)

    723,900  
    600,500    

GCAT Trust 1.56%, 04/25/2065(3)(6)

    605,442  
    3,125,000    

GS Mortgage Securities Corp. Trust 1.57%, 09/15/2031, 1 mo. USD LIBOR + 1.450%(3)(4)

    3,067,295  
   

GS Mortgage Securities Trust

 
    3,587,713    

1.12%, 02/10/2052(7)(8)

    222,759  
    9,586,102    

1.18%, 05/10/2050(7)(8)

    525,500  
    370,000    

4.32%, 05/10/2050(7)

    402,718  
   

Hertz Vehicle Financing II L.P.

 
    847,046    

2.65%, 07/25/2022(3)

    850,498  
    247,247    

2.96%, 10/25/2021(3)

    248,282  
   

Horizon Aircraft Finance Ltd.

 
    2,283,588    

3.43%, 11/15/2039(3)

    2,261,357  
    1,299,140    

4.46%, 12/15/2038(3)

    1,316,180  
    1,830,000    

JP Morgan Chase Commercial Mortgage Securities Corp. 1.80%, 04/15/2038, 1 mo. USD LIBOR + 1.700%(3)(4)

    1,831,719  
    2,580,000    

JP Morgan Chase Commercial Mortgage Securities Trust 3.62%, 01/16/2037(3)

    2,624,535  
 

 

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

 

 

  161  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1% - (continued)  
      United States - 5.7% - (continued)  
$     694,095    

JP Morgan Wealth Management 1.31%, 03/25/2051, 3 mo. USD SOFR + 1.300%(3)(4)

  $ 695,183  
    44,996,805    

JPMBB Commercial Mortgage Securities Trust 0.77%, 09/15/2047(7)(8)

    778,121  
    1,735,000    

KKR Industrial Portfolio Trust 1.67%, 12/15/2037, 1 mo. USD LIBOR + 1.550%(3)(4)

    1,731,178  
   

Legacy Mortgage Asset Trust

 
    396,157    

1.89%, 10/25/2066(3)(6)

    396,220  
    3,752,111    

3.25%, 11/25/2059(3)(6)

    3,794,216  
    1,450,000    

LHOME Mortgage Trust 2.09%, 09/25/2026(3)(7)

    1,450,889  
    1,720,000    

Life Mortgage Trust 2.47%, 03/15/2038, 1 mo. USD LIBOR + 2.350%(3)(4)

    1,720,000  
   

LSTAR Securities Investment Ltd.

 
    1,714,457    

1.62%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(3)(4)

    1,712,690  
    2,090,846    

1.92%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(3)(4)

    2,088,482  
    885,000    

Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(3)

    887,328  
   

MF1 Ltd.

 
    1,600,000    

1.82%, 11/15/2035, 1 mo. USD LIBOR + 1.700%(3)(4)

    1,612,993  
    3,025,000    

2.11%, 12/25/2034, 1 mo. USD LIBOR + 2.000%(3)(4)

    3,024,056  
    3,000,000    

MHC Commercial Mortgage Trust 1.75%, 04/15/2038, 1 mo. USD LIBOR + 1.601%(3)(4)

    2,995,311  
    12,123,715    

Morgan Stanley Bank of America Merrill Lynch Trust 0.00%, 10/15/2048(5)(7)(8)

    421,303  
   

Morgan Stanley Capital I Trust

 
    1,600,000    

1.32%, 07/15/2035, 1 mo. USD LIBOR + 1.200%(3)(4)

    1,599,497  
    1,620,000    

3.74%, 12/15/2036, 1 mo. USD LIBOR + 2.244%(3)(4)

    1,625,722  
    8,786,905    

Morgan Stanley Capital Trust 1.57%, 06/15/2050(7)(8)

    497,425  
    1,040,000    

Mortgage Insurance-Linked Notes 3.01%, 11/26/2029, 1 mo. USD LIBOR + 2.900%(3)(4)

    1,023,847  
   

Navient Private Education Refi Loan Trust

 
    700,000    

2.24%, 05/15/2069(3)

    687,786  
    2,899,425    

3.13%, 02/15/2068(3)

    2,967,054  
    1,130,000    

Neighborly Issuer LLC 3.58%, 04/30/2051(3)

    1,149,742  
    726,333    

New Residential Mortgage LLC 4.09%, 07/25/2054(3)

    727,036  
    505,000    

Oaktown Re VI Ltd. 1.66%, 10/25/2033, 3 mo. USD SOFR + 1.650%(3)(4)

    507,634  
    1,652,625    

Planet Fitness Master Issuer LLC 4.26%, 09/05/2048(3)

    1,656,657  
   

PMT Credit Risk Transfer Trust

 
    1,043,498    

2.11%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(3)(4)

    996,952  
    426,121    

2.81%, 10/27/2022, 1 mo. USD LIBOR + 2.700%(3)(4)

    427,071  
   

Preston Ridge Partners Mortgage Trust LLC

 
    739,520    

2.12%, 03/25/2026(3)(7)

    740,745  
    798,902    

2.36%, 11/25/2025(3)(6)

    801,223  
    2,869,560    

2.86%, 09/25/2025(3)(6)

    2,885,418  
    1,313,709    

3.50%, 10/25/2024(3)(7)

    1,324,256  
    1,589,385    

3.67%, 08/25/2025(3)(6)

    1,600,747  
    970,000    

3.72%, 04/25/2026(3)(6)(9)

    969,973  
   

Progress Residential Trust

 
    755,000    

2.30%, 10/17/2027(3)

    750,017  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1% - (continued)  
      United States - 5.7% - (continued)  
$     588,000    

2.31%, 05/17/2038(3)(9)

  $ 587,879  
    2,955,000    

2.54%, 05/17/2026(3)

    2,960,124  
    1,335,000    

2.55%, 04/19/2038(3)

    1,335,718  
    2,000,000    

5.37%, 10/17/2035(3)

    2,025,968  
    1,238,822    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(3)

    1,233,286  
    955,000    

SFO Commercial Mortgage Trust 0.00%, 05/15/2038(5)

    955,000  
    2,400,550    

Sonic Capital LLC 4.03%, 02/20/2048(3)

    2,450,073  
    211,549    

START Ltd. 3.54%, 11/15/2044(3)

    209,294  
    1,087,192    

Store Master Funding LLC 3.96%, 10/20/2048(3)

    1,136,248  
    1,180,000    

Structured Agency Credit Risk Trust 2.21%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(3)(4)

    1,193,877  
    2,320,000    

Tricon American Homes 4.88%, 07/17/2038(3)

    2,473,266  
    970,000    

Tricon American Homes Trust 3.41%, 09/17/2034(3)

    976,535  
   

Vantage Data Centers Issuer LLC

 
    3,325,000    

1.65%, 09/15/2045(3)

    3,311,183  
    1,052,167    

3.19%, 07/15/2044(3)

    1,092,348  
    307,245    

VCAT LLC 2.29%, 12/26/2050(3)(6)

    307,840  
   

Verus Securitization Trust

 
    2,767,906    

3.00%, 11/25/2059(3)(6)

    2,811,466  
    845,000    

3.20%, 10/25/2063(3)(7)

    850,505  
    1,069,000    

Vista Point Securitization Trust 3.40%, 04/25/2065(3)(7)

    1,110,674  
    955,000    

VOLT C LLC 1.99%, 05/25/2051(3)(6)

    955,709  
    436,251    

VOLT XCII LLC 1.89%, 02/27/2051(3)(6)

    436,293  
    750,000    

VOLT XCIII LLC 4.83%, 02/27/2051(3)(6)

    746,476  
    2,749,894    

VOLT XCV LLC 2.24%, 03/27/2051(3)(6)

    2,755,755  
    1,346,304    

VOLT XCVI LLC 2.12%, 03/27/2051(3)(6)

    1,350,356  
    1,865,000    

VOLT XCVII LLC 4.83%, 04/25/2051(3)(6)

    1,846,563  
    1,957,959    

Wave LLC 3.60%, 09/15/2044(3)

    1,964,991  
    2,000,000    

Wells Fargo Commercial Mortgage Trust 3.07%, 08/15/2049(7)

    1,913,059  
   

Wells Fargo N.A.

 
    3,682,625    

1.12%, 02/15/2052(7)(8)

    220,018  
    10,313,530    

1.18%, 04/15/2052(7)(8)

    712,679  
    9,626,779    

1.35%, 03/15/2063(7)(8)

    840,050  
    1,825,000    

Westlake Automobile Receivables Trust 2.33%, 08/17/2026(3)

    1,824,018  
   

WF-RBS Commercial Mortgage Trust

 
    9,732,948    

1.43%, 03/15/2047(7)(8)

    280,773  
    4,095,000    

5.32%, 06/15/2044(3)(7)

    4,079,363  
     

 

 

 
        244,871,629  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $303,651,945)

  $ 305,215,276  
     

 

 

 
CORPORATE BONDS - 15.2%  
      Bermuda - 0.0%  
$     655,000    

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

  $ 668,100  
     

 

 

 
      British Virgin Islands - 0.0%  
    2,205,000    

Huarong Finance II Co., Ltd. 5.50%, 01/16/2025(11)

    1,714,387  
     

 

 

 
      Canada - 0.3%  
   

Bausch Health Cos., Inc.

 
    875,000    

5.00%, 02/15/2029(3)

    876,348  
    3,055,000    

6.13%, 04/15/2025(3)

    3,123,737  
    9,988,000    

CPPIB Capital, Inc. 1.25%, 01/28/2031(3)

    9,455,409  
    535,000    

goeasy Ltd. 4.38%, 05/01/2026(3)

    541,019  
     

 

 

 
        13,996,513  
     

 

 

 
 

 

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

 

 

  162  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.2% - (continued)  
      Cayman Islands - 0.2%  
$     440,000    

Hawaiian Brand Intellect 5.75%, 01/20/2026(3)

  $ 464,750  
    3,950,000    

Park Aerospace Holdings Ltd. 5.25%, 08/15/2022(3)

    4,128,281  
    1,700,000    

Yuzhou Properties Co., Ltd. 6.00%, 10/25/2023(11)

    1,547,850  
     

 

 

 
        6,140,881  
     

 

 

 
      Finland - 0.2%  
EUR     6,735,000    

Nokia Oyj 2.38%, 05/15/2025(11)

    8,587,839  
     

 

 

 
      France - 0.8%  
   

Altice France S.A.

 
    3,685,000    

2.50%, 01/15/2025(3)

    4,366,467  
    4,555,000    

3.38%, 01/15/2028(3)

    5,394,104  
$     1,425,000    

5.13%, 01/15/2029(3)

    1,428,577  
EUR     1,635,000    

5.88%, 02/01/2027(11)

    2,093,447  
    1,024,000    

CAB SELAS 3.38%, 02/01/2028(3)

    1,224,443  
    1,260,000    

La Financiere Atalian SASU 4.00%, 05/15/2024(11)

    1,480,708  
    16,000,000    

Renault S.A. 1.00%, 04/18/2024(11)

    19,092,109  
     

 

 

 
    35,079,855  
     

 

 

 
      Germany - 0.1%  
    4,021,000    

Techem Verwaltungsgesellschaft 675 mbH 2.00%, 07/15/2025(3)

    4,779,861  
     

 

 

 
      Ireland - 0.1%  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
$     1,645,000    

4.13%, 08/15/2026(3)

    1,692,294  
    1,310,000    

5.25%, 08/15/2027(3)

    1,338,932  
    1,330,000    

Hacienda Investments Ltd. Via DME Airport DAC 5.35%, 02/08/2028(3)

    1,376,444  
    260,000    

Jazz Securities DAC 4.38%, 01/15/2029(3)

    265,850  
     

 

 

 
        4,673,520  
     

 

 

 
      Jersey - 0.1%  
   

Adient Global Holdings Ltd.

 
EUR     1,605,000    

3.50%, 08/15/2024(11)

    1,989,799  
$     960,000    

4.88%, 08/15/2026(3)(10)

    985,200  
     

 

 

 
        2,974,999  
     

 

 

 
      Liberia - 0.0%  
    960,000    

Royal Caribbean Cruises Ltd. 9.13%, 06/15/2023(3)

    1,059,802  
     

 

 

 
      Luxembourg - 0.4%  
EUR     2,075,000    

Altice Financing S.A. 2.25%, 01/15/2025(3)

    2,441,657  
    1,585,000    

ARD Finance S.A. (5.00% Cash, 5.75% PIK) 5.00%, 06/30/2027(3)(12)

    1,949,203  
    490,000    

BK LC Lux Finco S.a.r.l. 5.25%, 04/30/2029(3)

    599,706  
    7,880,000    

Medtronic Global Holdings SCA 1.00%, 07/02/2031

    9,815,918  
     

 

 

 
        14,806,484  
     

 

 

 
      Mexico - 0.0%  
$     1,285,000    

Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(3)

    1,267,614  
     

 

 

 
      Mult - 0.1%  
    1,375,000    

American Airlines, Inc. 5.75%, 04/20/2029(3)

    1,473,312  
    420,000    

Clarios Global L.P. / Clarios U.S. Finance Co. 8.50%, 05/15/2027(3)

    453,600  
EUR     1,115,000    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 4.38%, 05/15/2026(3)

    1,384,075  
     

 

 

 
        3,310,987  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.2% - (continued)  
      Netherlands - 0.8%  
EUR     1,415,000    

Diamond (BC) B.V. 5.63%, 08/15/2025(11)

  $ 1,737,895  
$     4,475,000    

Mondelez International Holdings Netherlands B.V. 2.00%, 10/28/2021(3)

    4,505,170  
    2,667,000    

NXP B.V. / NXP Funding LLC 3.88%, 09/01/2022(3)

    2,779,443  
    2,400,000    

Petrobras Global Finance B.V. 5.09%, 01/15/2030

    2,536,200  
    8,950,000    

Siemens Financieringsmaatschappij N.V. 2.90%, 05/27/2022(3)

    9,201,604  
   

Teva Pharmaceutical Finance Netherlands B.V.

 
    4,550,000    

2.20%, 07/21/2021

    4,550,000  
    1,900,000    

2.80%, 07/21/2023

    1,881,247  
   

United Group B.V.

 
EUR     1,750,000    

3.63%, 02/15/2028(11)

    2,040,819  
    545,000    

4.00%, 11/15/2027(3)

    648,674  
   

Volkswagen International Finance N.V.

 
    2,100,000    

3.38%, 06/27/2024, 6 year EUR Swap + 2.970%(4)(11)(13)

    2,684,994  
    1,503,000    

5.13%, 09/04/2023, 10 year EUR Swap + 3.350%(4)(11)(13)

    1,988,583  
     

 

 

 
        34,554,629  
     

 

 

 
      Panama - 0.1%  
   

Carnival Corp.

 
$     1,265,000    

9.88%, 08/01/2027(3)

    1,486,375  
    1,315,000    

11.50%, 04/01/2023(3)

    1,511,198  
     

 

 

 
        2,997,573  
     

 

 

 
      Singapore - 0.0%  
    1,275,000    

ABJA Investment Co. Pte Ltd. 5.45%, 01/24/2028(11)

    1,318,007  
     

 

 

 
      Spain - 0.0%  
EUR     1,505,000    

Banco Santander S.A. 1.00%, 12/15/2024(7)(13)

    1,683,000  
     

 

 

 
      Switzerland - 0.8%  
   

Credit Suisse Group AG

 
$     18,175,000    

7.50%, 12/11/2023, 5 year USD Swap + 4.598%(4)(11)(13)

    19,992,500  
    1,875,000    

7.50%, 12/11/2023, 5 year USD Swap + 4.598%(3)(4)(13)

    2,062,500  
    11,590,000    

UBS Group Funding Switzerland AG 7.13%, 08/10/2021, 5 year USD ICE Swap + 5.883%(4)(11)(13)

    11,761,068  
     

 

 

 
        33,816,068  
     

 

 

 
      United Kingdom - 0.2%  
GBP     577,000    

Bellis Acquisition Co. plc 3.25%, 02/16/2026(3)

    798,918  
$     7,375,000    

Sky Ltd. 3.13%, 11/26/2022(3)

    7,686,848  
     

 

 

 
        8,485,766  
     

 

 

 
      United States - 11.0%  
    7,370,000    

Abbott Laboratories 2.95%, 03/15/2025

    7,929,883  
   

AbbVie, Inc.

 
    6,995,000    

2.15%, 11/19/2021

    7,064,111  
    2,190,000    

3.38%, 11/14/2021

    2,226,327  
    610,000    

Acadia Healthcare Co., Inc. 5.00%, 04/15/2029(3)

    630,588  
    600,000    

Acrisure LLC / Acrisure Finance, Inc. 10.13%, 08/01/2026(3)

    684,750  
    1,870,000    

AerCap Global Aviation Trust 6.50%, 06/15/2045, (6.50% fixed rate until 06/15/2025; 3 mo. USD LIBOR + 4.300% thereafter)(3)(14)

    1,991,550  
    3,590,000    

Alabama Power Co. 2.45%, 03/30/2022

    3,654,752  
    2,105,000    

AMC Networks, Inc. 4.25%, 02/15/2029

    2,078,687  
 

 

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

 

 

  163  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.2% - (continued)  
      United States - 11.0% - (continued)  
   

American Tower Corp.

 
$     4,315,000    

2.40%, 03/15/2025

  $ 4,506,600  
    770,000    

2.95%, 01/15/2025

    820,353  
    1,000,000    

4.00%, 06/01/2025

    1,104,477  
    1,085,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(3)

    1,105,626  
   

Apache Corp.

 
    1,370,000    

4.38%, 10/15/2028

    1,397,359  
    2,060,000    

4.63%, 11/15/2025

    2,175,875  
    300,000    

Apex Tool Group LLC 9.00%, 02/15/2023(3)(10)

    298,380  
   

APX Group, Inc.

 
    1,245,000    

6.75%, 02/15/2027(3)

    1,338,786  
    1,280,000    

7.63%, 09/01/2023(10)

    1,313,600  
   

AT&T, Inc.

 
EUR     2,535,000    

1.45%, 06/01/2022

    3,090,657  
    2,714,000    

2.65%, 12/17/2021

    3,299,150  
$     3,015,000    

Avantor Funding, Inc. 4.63%, 07/15/2028(3)

    3,158,212  
   

Ball Corp.

 
EUR     805,000    

0.88%, 03/15/2024

    976,055  
    1,585,000    

1.50%, 03/15/2027

    1,942,057  
$     455,000    

BCPE Ulysses Intermediate, Inc. (7.75% Cash, 8.50% PIK) 7.75%, 04/01/2027(3)(12)

    468,696  
    975,000    

Beacon Roofing Supply, Inc. 4.88%, 11/01/2025(3)

    1,000,155  
   

Becton Dickinson and Co.

 
    4,051,000    

2.89%, 06/06/2022

    4,154,503  
    3,775,000    

3.73%, 12/15/2024

    4,132,043  
    1,720,000    

Berry Global, Inc. 4.88%, 07/15/2026(3)

    1,821,566  
    595,000    

Bloomin’ Brands, Inc. / OSI Restaurant Partners LLC 5.13%, 04/15/2029(3)

    606,335  
    18,525,000    

Boeing Co. 4.51%, 05/01/2023

    19,794,532  
    425,000    

Brand Industrial Services, Inc. 8.50%, 07/15/2025(3)

    433,500  
   

Brighthouse Financial Global Funding

 
    3,225,000    

0.77%, 04/12/2024, 1 mo. SOFRRATE + 0.760%(3)(4)

    3,239,397  
    945,000    

1.00%, 04/12/2024(3)

    946,385  
    8,115,000    

Broadcom, Inc. 3.42%, 04/15/2033(3)

    8,221,841  
   

Buckeye Partners L.P.

 
    900,000    

4.13%, 03/01/2025(3)

    922,500  
    895,000    

4.50%, 03/01/2028(3)

    896,119  
    267,000    

Caesars Resort Collection LLC / CRC Finco, Inc. 5.25%, 10/15/2025(3)

    269,173  
    1,025,000    

Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025(3)(10)

    1,053,187  
    1,305,424    

Cascade MH Asset Trust 1.75%, 02/25/2046(3)

    1,321,383  
    660,000    

CEC Entertainment LLC 6.75%, 05/01/2026(3)

    655,248  
    1,810,000    

Centene Corp. 4.63%, 12/15/2029

    1,963,551  
    3,375,000    

CenterPoint Energy, Inc. 2.50%, 09/01/2022

    3,459,921  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    4,756,000    

4.50%, 02/01/2024

    5,197,783  
    9,300,000    

4.91%, 07/23/2025

    10,572,395  
   

CHS/Community Health Systems, Inc.

 
    120,000    

4.75%, 02/15/2031(3)

    119,100  
    1,035,000    

5.63%, 03/15/2027(3)

    1,097,100  
    2,645,000    

6.63%, 02/15/2025(3)

    2,787,169  
    8,460,000    

Cigna Corp. 4.13%, 11/15/2025

    9,506,637  
   

Cinemark USA, Inc.

 
    607,000    

4.88%, 06/01/2023

    606,211  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.2% - (continued)  
      United States - 11.0% - (continued)  
$     590,000    

5.88%, 03/15/2026(3)

  $ 611,388  
    85,000    

Commercial Metals Co. 3.88%, 02/15/2031

    85,000  
    2,750,000    

Consolidated Edison Co. of New York, Inc. 0.60%, 06/25/2021, 3 mo. USD LIBOR + 0.400%(4)

    2,751,570  
   

Continental Resources, Inc.

 
    730,000    

4.38%, 01/15/2028(10)

    793,875  
    785,000    

4.90%, 06/01/2044(10)

    817,358  
    570,000    

5.75%, 01/15/2031(3)

    661,200  
    670,000    

Cornerstone Building Brands, Inc. 6.13%, 01/15/2029(3)

    716,063  
    1,300,000    

Cox Communications, Inc. 2.95%, 06/30/2023(3)

    1,358,866  
    3,300,000    

Crown Castle International Corp. 3.20%, 09/01/2024

    3,539,338  
    578,000    

CVS Health Corp. 3.70%, 03/09/2023

    611,712  
   

Discovery Communications LLC

 
    4,185,000    

2.95%, 03/20/2023

    4,363,502  
    1,750,000    

3.80%, 03/13/2024

    1,885,626  
   

Dominion Energy, Inc.

 
    4,970,000    

2.45%, 01/15/2023(3)

    5,132,433  
    3,725,000    

2.72%, 08/15/2021(6)(7)

    3,749,261  
    4,365,000    

3.30%, 03/15/2025

    4,716,743  
    395,000    

Dun & Bradstreet Corp. 10.25%, 02/15/2027(3)

    437,956  
    5,150,000    

Eli Lilly & Co. 2.35%, 05/15/2022

    5,263,023  
    2,111,000    

EnLink Midstream LLC 5.63%, 01/15/2028(3)

    2,182,246  
   

EQM Midstream Partners L.P.

 
    925,000    

4.50%, 01/15/2029(3)

    918,062  
    705,000    

4.75%, 01/15/2031(3)

    697,872  
    1,135,000    

6.00%, 07/01/2025(3)

    1,239,987  
    930,000    

6.50%, 07/15/2048

    943,624  
    930,000    

EQT Corp. 3.90%, 10/01/2027

    969,609  
   

ERAC USA Finance LLC

 
    937,000    

2.60%, 12/01/2021(3)

    947,021  
    1,550,000    

3.30%, 10/15/2022(3)

    1,611,938  
    2,325,000    

Exelon Corp. 3.95%, 06/15/2025

    2,561,116  
    965,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    986,712  
EUR     23,275,000    

Fidelity National Information Services, Inc. 0.63%, 12/03/2025

    28,595,174  
$     1,950,000    

Fiserv, Inc. 2.75%, 07/01/2024

    2,069,111  
   

Ford Motor Credit Co. LLC

 
    500,000    

3.09%, 01/09/2023

    509,385  
    399,000    

4.06%, 11/01/2024

    420,091  
    2,585,000    

5.13%, 06/16/2025

    2,823,854  
    501,000    

5.58%, 03/18/2024

    546,090  
    7,325,000    

Fox Corp. 3.05%, 04/07/2025

    7,824,850  
   

Freedom Mortgage Corp.

 
    1,915,000    

7.63%, 05/01/2026(3)

    1,996,770  
    618,000    

8.13%, 11/15/2024(3)

    639,630  
    1,535,000    

8.25%, 04/15/2025(3)

    1,592,639  
    10,590,000    

General Motors Co. 5.40%, 10/02/2023

    11,722,918  
   

Genworth Holdings, Inc.

 
    660,000    

4.80%, 02/15/2024

    645,150  
    1,050,000    

4.90%, 08/15/2023

    1,036,875  
    1,475,000    

7.63%, 09/24/2021(10)

    1,500,812  
   

Global Payments, Inc.

 
    1,495,000    

2.65%, 02/15/2025

    1,576,989  
    825,000    

3.75%, 06/01/2023

    873,209  
    2,975,000    

4.00%, 06/01/2023

    3,176,323  
   

Gray Television, Inc.

 
    790,000    

4.75%, 10/15/2030(3)

    790,000  
    220,000    

5.88%, 07/15/2026(3)

    228,250  
   

HCA, Inc.

 
    3,725,000    

5.38%, 02/01/2025

    4,151,252  
    1,215,000    

7.50%, 11/15/2095

    1,663,031  
 

 

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

 

 

  164  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.2% - (continued)  
      United States - 11.0% - (continued)  
$     4,180,000    

Hewlett Packard Enterprise Co. 4.45%, 10/02/2023

  $ 4,536,213  
    2,025,000    

Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(3)

    2,095,875  
    2,825,000    

Home Point Capital, Inc. 5.00%, 02/01/2026(3)

    2,781,777  
EUR     2,015,000    

IQVIA, Inc. 2.25%, 01/15/2028(3)

    2,446,758  
   

L Brands, Inc.

 
$     15,000    

5.25%, 02/01/2028

    16,444  
    1,095,000    

6.63%, 10/01/2030(3)

    1,261,944  
   

Lithia Motors, Inc.

 
    1,465,000    

4.63%, 12/15/2027(3)

    1,538,250  
    1,255,000    

5.25%, 08/01/2025(3)

    1,295,787  
   

Macy’s Retail Holdings LLC

 
    26,000    

2.88%, 02/15/2023(10)

    26,035  
    255,000    

3.63%, 06/01/2024(10)

    257,856  
    175,000    

4.30%, 02/15/2043

    137,288  
    80,000    

4.50%, 12/15/2034(10)

    71,800  
    40,000    

5.13%, 01/15/2042(10)

    34,400  
    1,208,000    

5.88%, 04/01/2029(3)(10)

    1,239,650  
   

Magic Mergeco, Inc.

 
    1,595,000    

5.25%, 05/01/2028(3)

    1,614,937  
    565,000    

7.88%, 05/01/2029(3)

    580,600  
    750,000    

Mauser Packaging Solutions Holding Co. 7.25%, 04/15/2025(3)

    729,375  
   

McDonald’s Corp.

 
    6,700,000    

0.61%, 10/28/2021, 3 mo. USD LIBOR + 0.430%(4)

    6,711,791  
    5,875,000    

3.30%, 07/01/2025

    6,398,089  
    395,000    

MercadoLibre, Inc. 2.38%, 01/14/2026

    393,855  
    1,205,000    

Meritor, Inc. 4.50%, 12/15/2028(3)

    1,220,062  
    7,680,000    

Microchip Technology, Inc. 3.92%, 06/01/2021

    7,699,972  
    1,990,000    

Midcap Financial Issuer Trust 6.50%, 05/01/2028(3)

    2,062,058  
    4,160,000    

Navient Corp. 7.25%, 01/25/2022

    4,316,000  
    4,500,000    

Netflix, Inc. 5.88%, 02/15/2025

    5,203,125  
    12,956,000    

NextEra Energy Capital Holdings, Inc. 2.75%, 05/01/2025

    13,813,611  
    710,000    

NMG Holding Co., Inc. / Neiman Marcus Group LLC 7.13%, 04/01/2026(3)

    726,245  
   

Occidental Petroleum Corp.

 
    330,000    

2.90%, 08/15/2024

    329,175  
    2,848,000    

4.20%, 03/15/2048

    2,400,038  
    510,000    

5.50%, 12/01/2025

    548,250  
    545,000    

6.13%, 01/01/2031

    606,313  
    3,500,000    

Oracle Corp. 1.90%, 09/15/2021

    3,516,348  
   

Ovintiv Exploration, Inc.

 
    685,000    

5.38%, 01/01/2026

    767,150  
    1,285,000    

5.63%, 07/01/2024

    1,433,099  
    419,000    

Par Pharmaceutical, Inc. 7.50%, 04/01/2027(3)

    440,998  
    2,500,000    

Penn National Gaming, Inc. 5.63%, 01/15/2027(3)

    2,596,875  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    1,000,000    

2.70%, 03/14/2023(3)

    1,036,215  
    4,815,000    

3.38%, 02/01/2022(3)

    4,897,350  
    2,225,000    

3.45%, 07/01/2024(3)

    2,395,806  
    1,083,000    

3.90%, 02/01/2024(3)

    1,166,341  
    1,625,000    

4.25%, 01/17/2023(3)

    1,724,368  
    6,865,000    

PepsiCo, Inc. 2.25%, 03/19/2025

    7,247,215  
    1,375,000    

Performance Food Group, Inc. 5.50%, 10/15/2027(3)

    1,449,030  
   

PetSmart, Inc.

 
    250,000    

4.75%, 02/15/2028(3)

    257,113  
    250,000    

7.75%, 02/15/2029(3)

    271,050  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 15.2% - (continued)  
      United States - 11.0% - (continued)  
$     650,000    

Photo Holdings Merger Sub, Inc. 8.50%, 10/01/2026(3)

  $ 711,750  
    2,230,000    

Presidio Holdings, Inc. 8.25%, 02/01/2028(3)

    2,430,700  
    1,340,000    

PVH Corp. 4.63%, 07/10/2025

    1,489,421  
    865,000    

Radian Group, Inc. 4.50%, 10/01/2024

    910,413  
    450,000    

Range Resources Corp. 8.25%, 01/15/2029(3)

    488,147  
    615,000    

Scripps Escrow, Inc. 3.88%, 01/15/2029(3)

    610,400  
   

Southern Co.

 
    4,400,000    

2.35%, 07/01/2021

    4,407,105  
    2,400,000    

2.95%, 07/01/2023

    2,511,247  
    2,980,000    

Sprint Communications, Inc. 6.00%, 11/15/2022

    3,180,435  
   

Sprint Corp.

 
    11,405,000    

7.25%, 09/15/2021

    11,646,786  
    17,650,000    

7.88%, 09/15/2023

    20,121,000  
   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

 
    3,660,000    

4.74%, 09/20/2029(3)

    3,918,487  
    4,660,000    

5.15%, 09/20/2029(3)

    5,328,151  
    1,425,000    

Standard Industries, Inc. 5.00%, 02/15/2027(3)

    1,471,312  
   

Staples, Inc.

 
    2,950,000    

7.50%, 04/15/2026(3)

    3,053,250  
    450,000    

10.75%, 04/15/2027(3)

    465,615  
    670,000    

Stericycle, Inc. 3.88%, 01/15/2029(3)

    668,325  
    2,010,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(3)

    1,964,172  
   

T-Mobile USA, Inc.

 
    5,600,000    

2.25%, 02/15/2026

    5,635,448  
    4,105,000    

5.13%, 04/15/2025

    4,175,606  
    950,000    

TransDigm, Inc. 5.50%, 11/15/2027

    988,570  
    6,200,000    

Verizon Communications, Inc. 3.38%, 02/15/2025

    6,763,236  
    22,985,000    

Volkswagen Group of America Finance LLC 2.90%, 05/13/2022(3)

    23,562,065  
    865,000    

Xerox Corp. 4.07%, 03/17/2022

    879,679  
     

 

 

 
        472,643,620  
     

 

 

 
   

Total Corporate Bonds
(cost $626,258,342)

  $ 654,559,505  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 61.9%  
      Argentina - 0.0%  
   

Argentine Republic Government International Bond

 
$     850,000    

0.13%, 07/09/2035(6)

  $ 267,759  
    850,000    

0.13%, 07/09/2041(6)

    302,183  
     

 

 

 
        569,942  
     

 

 

 
      Australia - 9.2%  
   

Australia Government Bond

 
AUD     92,098,000    

0.25%, 11/21/2024(11)

    70,825,137  
    40,746,000    

1.75%, 06/21/2051(11)

    25,436,976  
    133,410,000    

2.75%, 11/21/2027(11)

    113,612,293  
    46,264,000    

2.75%, 11/21/2028(11)

    39,398,414  
    43,898,000    

2.75%, 05/21/2041(11)

    35,403,930  
    52,005,000    

3.00%, 03/21/2047(11)

    43,048,249  
    73,792,000    

4.75%, 04/21/2027(11)

    69,402,273  
     

 

 

 
        397,127,272  
     

 

 

 
      Azerbaijan - 0.1%  
$     4,150,000    

Republic of Azerbaijan International Bond 4.75%, 03/18/2024(11)

    4,507,938  
     

 

 

 
 

 

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

 

 

  165  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 61.9% - (continued)  
      Canada - 12.4%  
CAD     51,125,000    

Canada Housing Trust No. 1 1.95%, 12/15/2025(3)

  $ 43,186,785  
   

Canadian Government Bond

 
    52,112,000    

0.25%, 02/01/2023

    42,388,553  
    171,525,000    

1.25%, 03/01/2025

    142,620,076  
    115,002,000    

2.00%, 09/01/2023

    97,133,300  
    9,203,000    

2.00%, 12/01/2051

    7,342,222  
    187,086,000    

2.25%, 03/01/2024

    159,986,041  
    49,801,000    

Province of Ontario Canada 2.65%, 02/05/2025

    43,095,176  
     

 

 

 
        535,752,153  
     

 

 

 
      China - 4.8%  
   

China Development Bank

 
CNY     187,590,000    

3.09%, 06/18/2030

    27,815,729  
    487,610,000    

3.34%, 07/14/2025

    75,525,071  
    670,780,000    

3.70%, 10/20/2030

    104,316,423  
     

 

 

 
        207,657,223  
     

 

 

 
      Croatia - 0.2%  
EUR     8,615,000    

Croatia Government International Bond 1.13%, 06/19/2029(11)

    10,612,949  
     

 

 

 
      Japan - 14.4%  
   

Japan Treasury Discount Bill

 
JPY     17,433,900,000    

0.00%, 05/31/2021(15)

    159,531,988  
    13,898,600,000    

0.00%, 06/10/2021(15)

    127,185,250  
    11,776,900,000    

0.00%, 06/28/2021(15)

    107,775,620  
    12,219,750,000    

0.00%, 07/19/2021(15)

    111,835,566  
    12,414,900,000    

0.00%, 07/26/2021(15)

    113,624,178  
     

 

 

 
        619,952,602  
     

 

 

 
      Mexico - 0.2%  
$     7,155,000    

Mexico Government International Bond 4.28%, 08/14/2041

    7,301,677  
     

 

 

 
      Morocco - 0.1%  
    4,775,000    

Morocco Government International Bond 3.00%, 12/15/2032(3)

    4,534,245  
     

 

 

 
      New Zealand - 2.4%  
   

Housing New Zealand Ltd.

 
NZD     8,200,000    

1.53%, 09/10/2035(11)

    5,073,669  
    26,240,000    

3.36%, 06/12/2025(11)

    20,468,877  
    123,197,000    

New Zealand Government Bond 1.75%, 05/15/2041

    77,763,076  
     

 

 

 
        103,305,622  
     

 

 

 
      Norway - 7.1%  
   

Norway Government Bond

 
NOK     215,395,000    

1.25%, 09/17/2031(3)(11)

    25,203,596  
    117,942,000    

1.38%, 08/19/2030(3)(11)

    14,097,498  
    659,109,000    

1.50%, 02/19/2026(3)(11)

    80,980,773  
    223,886,000    

1.75%, 09/06/2029(3)(11)

    27,715,979  
    1,237,584,000    

3.00%, 03/14/2024(3)(11)

    158,373,285  
     

 

 

 
        306,371,131  
     

 

 

 
      Romania - 0.6%  
   

Romanian Government International Bond

 
EUR     6,235,000    

1.38%, 12/02/2029(3)

    7,462,115  
    5,570,000    

2.00%, 04/14/2033(3)

    6,602,511  
$     10,114,000    

4.88%, 01/22/2024(11)

    11,219,561  
     

 

 

 
        25,284,187  
     

 

 

 
      Saudi Arabia - 0.2%  
    11,325,000    

Saudi Government International Bond 2.25%, 02/02/2033(3)

    10,676,077  
     

 

 

 
      Serbia - 0.2%  
EUR     6,075,000    

Serbia International Bond 1.65%, 03/03/2033(3)

    7,035,987  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 61.9% - (continued)  
      South Korea - 6.8%  
   

Korea Treasury Bond

 
KRW     43,346,120,000    

1.25%, 03/10/2026

  $ 38,233,453  
    94,542,680,000    

1.38%, 09/10/2024

    85,026,914  
    68,977,340,000    

1.50%, 03/10/2025

    62,041,011  
    115,298,380,000    

2.25%, 06/10/2025

    106,535,863  
     

 

 

 
        291,837,241  
     

 

 

 
      Sweden - 3.2%  
SEK     1,126,450,000    

Kommuninvest I Sverige AB 1.00%, 11/13/2023(11)

    136,338,603  
     

 

 

 
   

Total Foreign Government Obligations
(cost $2,576,746,024)

  $ 2,668,864,849  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 3.0%(16)  
      Cayman Islands - 0.0%  
$     1,010,000    

AAdvantage Loyalty IP Ltd. 0.00%, 04/20/2028(17)

  $ 1,037,775  
EUR     302,553    

Diamond (BC) B.V. 3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

    362,551  
     

 

 

 
        1,400,326  
     

 

 

 
      Denmark - 0.2%  
$     1,225,000    

Birkenstock GmbH & Co. KG 0.00%, 04/26/2028(17)

    1,221,178  
EUR     4,632,742    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    5,557,738  
$     1,447,734    

Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    1,449,544  
     

 

 

 
        8,228,460  
     

 

 

 
      France - 0.0%  
    1,974,465    

Numericable Group S.A. 2.94%, 07/31/2025, 3 mo. USD LIBOR + 2.750%

    1,931,678  
     

 

 

 
      Luxembourg - 0.1%  
    1,009,017    

Finastra USA, Inc. 4.50%, 06/13/2024, 6 mo. USD LIBOR + 3.500%

    990,733  
   

Froneri International Ltd.

 
EUR     1,645,000    

2.63%, 01/29/2027, 6 mo. EURIBOR + 2.625%

    1,955,827  
    100,000    

5.75%, 01/31/2028, 6 mo. EURIBOR + 5.750%

    120,977  
$     1,010,000    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    1,009,525  
     

 

 

 
        4,077,062  
     

 

 

 
      Sweden - 0.2%  
   

Verisure Holding AB

 
EUR     2,830,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(17)

    3,389,608  
    2,485,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

    2,978,388  
     

 

 

 
        6,367,996  
     

 

 

 
      United Kingdom - 0.3%  
    1,230,000    

Concorde Midco Ltd. 0.00%, 03/01/2028(17)

    1,478,397  
$     2,575,000    

Crown Finance U.S., Inc. 0.00%, 02/28/2025, 6 mo. USD LIBOR + 2.500%(17)

    2,205,539  
EUR     585,000    

LGC Group Holdings Ltd. 2.75%, 04/21/2027, 1 mo. EURIBOR + 2.750%

    694,089  
$     2,729,427    

Loire Finco Luxembourg S.a.r.l. 3.11%, 04/21/2027, 1 mo. USD LIBOR + 3.000%

    2,686,220  
 

 

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

 

 

  166  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 3.0%(16) - (continued)  
      United Kingdom - 0.3% - (continued)  
EUR     3,890,000    

Lorca Finco plc 4.25%, 09/17/2027, 6 mo. EURIBOR + 4.250%

  $ 4,676,751  
     

 

 

 
        11,740,996  
     

 

 

 
      United States - 2.2%  
$     980,100    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    963,762  
    720,292    

Apex Tool Group LLC 6.75%, 08/01/2024, 1 mo. USD LIBOR + 5.500%

    720,292  
    1,368,090    

APX Group, Inc. 5.11%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    1,368,090  
   

Asurion LLC

 
    1,921,477    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    1,916,270  
    240,924    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    239,155  
    1,930,000    

3.36%, 07/31/2027, 1 mo. USD LIBOR + 3.250%

    1,915,120  
    1,140,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    1,155,675  
   

Blackhawk Network Holdings, Inc.

 
    2,912,638    

3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    2,872,997  
    600,000    

7.13%, 06/15/2026, 1 mo. USD LIBOR + 7.000%

    594,000  
    6,144,709    

Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    5,969,154  
    2,817,649    

Caesars Resort Collection LLC 2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    2,784,879  
    1,602,888    

Cardtronics USA, Inc. 5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

    1,601,285  
    1,910,053    

CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

    1,910,224  
    2,830,152    

Core & Main L.P. 3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

    2,818,605  
    1,625,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    1,620,434  
    1,740,654    

CSC Holdings LLC 2.62%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    1,729,044  
   

DCert Buyer, Inc.

 
    985,000    

0.00%, 02/16/2029(17)

    988,694  
    2,832,846    

4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    2,828,512  
    2,933,906    

Diamond (BC) B.V. 3.19%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    2,919,236  
    3,814,463    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    3,791,805  
    1,045,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    1,033,902  
    2,858,155    

Epicor Software Corp. 4.00%, 07/30/2027, 1 mo. USD LIBOR + 3.250%

    2,852,295  
    3,933,401    

EVO Payments International LLC 3.37%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

    3,917,667  
    2,841,480    

Flex Acquisition Co., Inc. 3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    2,795,675  
   

Froneri International Ltd.

 
    724,525    

2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    713,389  
    500,000    

5.86%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    504,065  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 3.0%(16) - (continued)  
      United States - 2.2% - (continued)  
   

Frontier Communications Corp.

 
$     285,000    

0.00%, 10/08/2027(17)

  $ 283,811  
    1,570,000    

4.50%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    1,563,453  
    3,831,050    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    3,795,919  
    2,915,007    

Hub International Ltd. 3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    2,874,663  
    2,680,955    

Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    2,681,786  
    1,620,000    

Ingram Micro, Inc. 0.00%, 03/31/2028(17)

    1,620,000  
    1,291,763    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    1,288,133  
    1,896,125    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

    1,944,874  
   

LBM Acquisition LLC

 
    294,017    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(17)(18)

    293,200  
    1,323,077    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

    1,319,399  
    1,018,756    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    1,002,201  
    3,725,000    

MH Sub LLC 0.00%, 09/13/2024, 3 mo. USD LIBOR + 3.500%(17)

    3,688,272  
    139,650    

MI Windows and Doors LLC 4.50%, 12/18/2027, 1 mo. USD LIBOR + 3.750%

    139,825  
    1,210,000    

Panther Commercial Holdings L.P. 0.00%, 01/07/2028(17)

    1,207,979  
    1,305,000    

PODS LLC 0.00%, 03/31/2028(17)

    1,298,710  
    2,003,358    

Post Holdings, Inc. 4.75%, 10/21/2024, 1 mo. USD LIBOR + 4.000%

    2,015,879  
    2,005,000    

RealPage, Inc. 0.00%, 04/24/2028(17)

    1,994,734  
    701,006    

Reynolds Group Holdings, Inc. 2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    699,155  
    1,392,821    

Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    1,371,664  
    1,045,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    1,096,863  
    2,444,184    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    2,387,357  
    2,505,000    

Tecta America Corp. 0.00%, 04/01/2028(17)

    2,486,213  
    3,662,175    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    3,620,976  
    1,390,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(17)

    1,388,958  
     

 

 

 
        94,588,250  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $127,346,674)

  $ 128,334,768  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 1.7%  
      United States - 1.7%  
          FHLMC - 1.2%      
$     3,630,000    

0.40%, 01/25/2031(7)(8)

  $ 99,784  
    5,078,414    

0.87%, 12/25/2030(7)(8)

    323,052  
    1,019,499    

0.97%, 11/25/2030(7)(8)

    73,168  
    1,873,831    

1.12%, 10/25/2030(7)(8)

    154,024  
    2,007,870    

1.43%, 06/25/2030(7)(8)

    210,523  
    10,014,888    

1.48%, 01/25/2030(7)(8)

    1,033,381  
    7,404,729    

1.49%, 06/25/2030(7)(8)

    806,827  
 

 

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

 

 

  167  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 1.7% - (continued)  
      United States - 1.7% - (continued)  
          FHLMC - 1.2% - (continued)      
$     2,528,585    

1.51%, 02/25/2049, 1 mo. USD LIBOR + 1.400%(3)(4)

  $ 2,528,585  
    3,622,143    

1.54%, 05/25/2030(7)(8)

    408,303  
    3,261,834    

1.64%, 02/25/2035(7)(8)

    510,866  
    13,660,079    

1.65%, 01/25/2030(7)(8)

    1,569,441  
    8,927,434    

1.71%, 01/25/2030(7)(8)

    1,080,437  
    3,690,853    

1.78%, 09/25/2041(7)(8)

    123,421  
    6,561,614    

1.81%, 03/25/2030(7)(8)

    857,291  
    1,730,000    

1.81%, 01/25/2051, 3 mo. USD SOFR + 1.800%(3)(4)

    1,720,233  
    1,538,211    

1.82%, 04/25/2030(7)(8)

    197,377  
    2,709,712    

1.83%, 01/25/2048(7)(8)

    236,328  
    5,047,170    

1.93%, 11/25/2047(7)(8)

    666,231  
    2,067,395    

1.96%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(3)(4)

    2,080,368  
    825,000    

1.96%, 02/25/2050, 1 mo. USD LIBOR + 1.850%(3)(4)

    832,760  
    6,240,000    

1.99%, 03/25/2048(7)(8)

    883,015  
    1,665,611    

2.01%, 01/25/2050, 1 mo. USD LIBOR + 1.900%(3)(4)

    1,674,693  
    1,410,000    

2.01%, 12/25/2050, 3 mo. USD SOFR + 2.000%(3)(4)

    1,411,697  
    224,170    

2.01%, 01/25/2051, 3 mo. USD SOFR + 2.000%(3)(4)

    225,920  
    5,823,080    

2.02%, 10/25/2047(7)(8)

    803,427  
    1,479,915    

2.09%, 09/25/2046(7)(8)

    211,672  
    79,985    

2.16%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(3)(4)

    80,945  
    1,018,243    

2.16%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(3)(4)

    1,031,548  
    2,075,000    

2.17%, 08/25/2047(7)(8)

    304,897  
    7,245,592    

2.18%, 06/25/2044(7)(8)

    704,314  
    1,465,000    

2.26%, 11/25/2048, 1 mo. USD LIBOR + 2.150%(3)(4)

    1,460,411  
    6,087,872    

2.28%, 01/25/2042(7)(8)

    321,690  
    3,742,315    

2.39%, 12/25/2045(7)(8)

    552,170  
    1,070,000    

2.39%, 01/25/2046(7)(8)

    162,171  
    2,342,243    

2.41%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(4)

    2,365,742  
    579,556    

2.56%, 12/25/2042, 1 mo. USD LIBOR + 2.450%(4)

    576,639  
    1,092,419    

2.56%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(3)(4)

    1,110,922  
    1,591,756    

2.75%, 03/25/2049(7)(8)

    333,532  
    1,671,418    

2.76%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(3)(4)

    1,706,038  
    775,000    

2.79%, 04/25/2031(7)(8)

    173,583  
    1,735,000    

2.81%, 10/25/2050, 3 mo. USD SOFR + 2.800%(3)(4)

    1,763,667  
    6,476,192    

3.00%, 05/15/2034(8)

    529,452  
    2,570,000    

3.06%, 11/25/2049, 1 mo. USD LIBOR + 2.950%(3)(4)

    2,579,643  
    3,624,400    

3.21%, 03/25/2050, 1 mo. USD LIBOR + 3.100%(3)(4)

    3,702,900  
    3,020,653    

3.50%, 01/15/2033(8)

    356,935  
    1,429,943    

3.50%, 05/15/2036(8)

    191,328  
    1,770,494    

3.71%, 07/25/2050, 1 mo. USD LIBOR + 3.600%(3)(4)

    1,791,564  
    1,832,823    

3.95%, 02/25/2041(7)(8)

    32,964  
    2,746,663    

4.01%, 04/25/2029, 1 mo. USD LIBOR + 3.900%(4)

    2,859,967  
    437,347    

4.36%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(4)

    445,527  
    1,095,000    

4.46%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(4)

    1,142,810  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 1.7% - (continued)  
      United States - 1.7% - (continued)  
          FHLMC - 1.2% - (continued)      
$     2,775,000    

4.86%, 12/25/2029, 1 mo. USD LIBOR + 4.750%(4)

  $ 2,973,071  
    1,053,243    

5.00%, 09/15/2036(8)

    189,867  
    681,368    

5.00%, 02/15/2048(8)

    137,399  
     

 

 

 
    50,304,520  
     

 

 

 
      FNMA - 0.1%  
    3,905,927    

3.00%, 01/25/2028(8)

    265,763  
    3,503,712    

3.50%, 04/25/2028(8)

    255,811  
    2,786,684    

4.00%, 01/25/2028(8)

    221,805  
    1,124,167    

4.00%, 04/25/2032(8)

    127,775  
    2,900,912    

4.50%, 03/25/2048(8)

    551,012  
    3,739,025    

4.50%, 05/25/2049(8)

    599,655  
    1,953,055    

5.50%, 09/25/2044(8)

    399,879  
    884,084    

5.50%, 06/25/2048(8)

    167,332  
    2,973,317    

6.50%, 03/25/2045(8)

    746,116  
     

 

 

 
    3,335,148  
     

 

 

 
      GNMA - 0.1%  
    3,117,347    

3.50%, 10/20/2029(8)

    279,070  
    2,890,887    

3.50%, 01/20/2030(8)

    270,618  
    3,224,191    

3.50%, 11/20/2031(8)

    273,854  
    796,086    

4.00%, 01/16/2046(8)

    165,718  
    4,075,209    

4.50%, 12/16/2039(8)

    639,920  
    224,753    

4.50%, 04/20/2045(8)

    35,859  
    3,701,855    

4.50%, 08/20/2045(8)

    722,678  
    1,183,239    

5.00%, 05/16/2044(8)

    190,528  
    355,261    

5.00%, 07/16/2044(8)

    67,715  
    1,103,044    

5.00%, 12/16/2045(8)

    185,141  
    1,829,508    

5.00%, 07/16/2047(8)

    339,390  
    881,130    

5.00%, 09/20/2047(8)

    162,249  
    936,870    

5.00%, 11/16/2047(8)

    170,835  
    1,970,517    

5.00%, 06/20/2048(8)

    317,073  
    3,698,447    

5.50%, 11/16/2046(8)

    773,042  
    771,278    

5.50%, 02/20/2047(8)

    136,953  
    1,326,377    

5.86%, 07/20/2039(7)(8)

    194,677  
    1,577,734    

6.00%, 09/20/2045(8)

    299,508  
     

 

 

 
    5,224,828  
     

 

 

 
      SLC Student Loan Trust - 0.0%  
    720,696    

1.08%, 06/15/2021, 3 mo. USD LIBOR + 0.900%(4)

    709,286  
     

 

 

 
      SLM Student Loan Trust - 0.0%  
    1,385,417    

0.93%, 04/25/2023, 3 mo. USD LIBOR + 0.750%(4)

    1,368,236  
     

 

 

 
      UMBS - 0.3%  
    6,125,000    

2.50%, 05/13/2051(19)

    6,351,816  
    6,125,000    

2.50%, 06/14/2051(19)

    6,337,721  
     

 

 

 
    12,689,537  
     

 

 

 
 

Total U.S. Government Agencies
(cost $75,049,222)

  $ 73,631,555  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 3.9%  
      United States - 3.9%  
      U.S. Treasury Bonds - 1.4%  
$     50,897,000    

0.00%, 11/15/2050(5)

  $ 25,385,606  
    17,332,000    

2.25%, 08/15/2049

    17,149,201  
    18,461,000    

3.00%, 02/15/2047

    21,066,453  
     

 

 

 
    63,601,260  
     

 

 

 
      U.S. Treasury Notes - 2.5%  
    39,617,000    

1.75%, 04/30/2022

    40,276,252  
    62,936,000    

2.25%, 02/15/2027(20)(21)(22)

    67,169,429  
     

 

 

 
    107,445,681  
     

 

 

 
 

Total U.S. Government Securities
(cost $175,405,837)

  $ 171,046,941  
     

 

 

 
 

 

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

 

 

  168  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.4%  
      Auto Manufacturers - 0.1%  
$     1,152,000    

Ford Motor Co. 0.00%, 03/15/2026(3)(5)

  $ 1,137,600  
     

 

 

 
      Healthcare-Products - 0.0%  
    580,000    

NuVasive, Inc. 0.38%, 03/15/2025

    602,112  
     

 

 

 
      Oil & Gas - 0.0%  
    550,000    

Pioneer Natural Resources Co. 0.25%, 05/15/2025(3)

    834,350  
     

 

 

 
      Pharmaceuticals - 0.1%  
    4,555,000    

Teva Pharmaceutical Finance Co. LLC 0.25%, 02/01/2026

    4,545,890  
     

 

 

 
      Telecommunications - 0.2%  
EUR     7,300,000    

Telecom Italia S.p.A. 1.13%, 03/26/2022(11)

    8,790,026  
     

 

 

 
 

Total Convertible Bonds
(cost $15,509,814)

  $ 15,909,978  
     

 

 

 
PREFERRED STOCKS - 0.0%  
      United States - 0.0%  
    21,100    

GMAC Capital Trust Series 2, 5.98%(4)

  $ 541,004  
     

 

 

 
 

Total Preferred Stocks
(cost $552,899)

  $ 541,004  
     

 

 

 
   

Total Long-Term Investments
(cost $3,900,779,967)

  $ 4,018,686,761  
     

 

 

 
SHORT-TERM INVESTMENTS - 4.6%      
          Repurchase Agreements - 4.5%  
    192,417,392    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $192,417,472; collateralized by U.S. Treasury Inflation Index Government Bond at 1.750%, maturing 01/15/2028, with a market value of $196,265,814

    192,417,392  
     

 

 

 
          Securities Lending Collateral - 0.1%  
    737,749    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(23)

    737,749  
    5,174,792    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(23)

    5,174,792  
     

 

 

 
        5,912,541  
     

 

 

 
   

Total Short-Term Investments
(cost $198,329,933)

  $ 198,329,933  
     

 

 

 
                                                                     
   

Total Investments Excluding Purchased Options
(cost $4,099,109,900)

    97.8   $ 4,217,016,694  
   

Total Purchased Options
(cost $1,737,036)

    0.0   $ 868,067  
     

 

 

   

 

 

 
   

Total Investments
(cost $4,100,846,936)

    97.8   $ 4,217,884,761  
   

Other Assets and Liabilities

    2.2     94,208,419  
     

 

 

   

 

 

 
   

Total Net Assets

    100.0   $ 4,312,093,180  
     

 

 

   

 

 

 

 

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)

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, 2021, the aggregate fair value of this security was $19,913, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(2)

Investment valued using significant unobservable inputs.

 

(3) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2021, the aggregate value of these securities was $898,471,000, representing 20.8% of net assets.

 

(4)

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. Base lending rates may be subject to a floor or cap.

 

(5)

Security is a zero-coupon bond.

 

(6)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(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) 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,557,955 at April 30, 2021.

 

(10)

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

 

(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, 2021, the aggregate value of these securities was $978,540,031, representing 22.7% of net assets.

 

(12)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(13)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(14)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(15)

The rate shown represents current yield to maturity.

 

(16)

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

 

 

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

 

 

  169  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021.

 

(17)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(18)

This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2021, the aggregate value of the unfunded commitment was $293,200, which rounds to 0.0% of total net assets.

 

(19)

Represents or includes a TBA transaction.

(20)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $18,677,148.

 

(21)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2021, the market value of securities pledged was $39,115,285.

 

(22) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2021, the market value of securities pledged was $5,524,167.

 

(23) 

Current yield as of period end.

 
OTC Option Contracts Outstanding at April 30, 2021  

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  

EUR Put/USD Call

   JPM    1.17    EUR      05/03/2021        108,454,000      EUR     108,454,000      $ 130      $ 420,202      $ (420,072

USD Put/JPY Call

   BOA    106.00    USD      07/14/2021        160,998,000      USD     160,998,000        388,810        643,992        (255,182

USD Put/JPY Call

   CBK    106.00    USD      07/14/2021        160,998,000      USD     160,998,000        370,296        530,488        (160,192
                   

 

 

    

 

 

    

 

 

 

Total purchased OTC option contracts

 

   $     759,236      $     1,594,682      $     (835,446
  

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2021  

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 03/14/22*

   MSC    1.25%      Pay        10/13/2021      USD     11,209,000        11,209,000      $ 43,290      $ 56,045      $ (12,755
                      

 

 

    

 

 

    

 

 

 
Puts  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   MSC    2.25%      Receive        10/13/2021      USD     11,209,000        11,209,000      $ 65,541      $ 86,309      $ (20,768
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

 

      $     108,831      $     142,354      $     (33,523
                      

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

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

 

 

  170  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2021  

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  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   MSC    1.87%      Pay        04/13/2022      USD     (11,209,000     11,209,000      $ (318,471   $ (332,907   $ 14,436  
                     

 

 

   

 

 

   

 

 

 
Written swaption contracts:  
Puts  

3 Month USD-LIBOR-BBA-
Interest Rate Swap Expiring 03/14/22*

   MSC    1.87%      Receive        04/13/2022      USD     (11,209,000     11,209,000      $ (304,716   $ (332,907   $ 28,191  
                     

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

 

     $     (623,187   $     (665,814   $     42,627  
                     

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

Long position contracts:

 

Canadian Government 5-Year Bond Future

     39        06/21/2021      $ 4,008,673      $ (26,978

U.S. Treasury 2-Year Note Future

     308        06/30/2021            67,993,406        9,503  
           

 

 

 

Total

 

   $     (17,475
           

 

 

 

Short position contracts:

 

Australian 10-Year Bond Future

     1,864        06/15/2021        200,155,000        (1,314,500

Canadian Government 10-Year Bond Future

     128        06/21/2021        14,512,533        18,216  

Euro-BOBL Future

     132        06/08/2021        21,381,241        34,832  

Euro-BUND Future

     298        06/08/2021        60,905,967        491,287  

Euro-BUXL 30-Year Bond Future

     13        06/08/2021        3,155,545        33,457  

Euro-OAT Future

     58        06/08/2021        11,191,045        77,633  

Euro-Schatz Future

     202        06/08/2021        27,219,124        2,284  

Long Gilt Future

     1,313        06/28/2021        231,506,311        909,549  

U.S. Treasury 5-Year Note Future

     1,333        06/30/2021            165,208,688        (225,548

U.S. Treasury 10-Year Note Future

     1,141        06/21/2021        150,647,656        298,131  

U.S. Treasury 10-Year Ultra Future

     631        06/21/2021        91,840,078        (1,072,217

U.S. Treasury Long Bond Future

     202        06/21/2021        31,764,500        (437,151

U.S. Treasury Ultra Bond Future

     265        06/21/2021        49,265,156        98,709  
           

 

 

 

Total

 

   $ (1,085,318
           

 

 

 

Total futures contracts

 

   $     (1,102,793
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2021  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

UMBS, 1.50%

   $ 262,500        05/18/2036      $ (265,617   $ (697

UMBS, 1.50%

         8,050,000        05/13/2051        (7,884,283     (64,463

UMBS, 3.00%

     2,925,000        05/13/2051        (3,063,071     (7,474
        

 

 

   

 

 

 

Total TBA sale commitments (proceeds receivable $11,140,337)

 

      $     (11,212,971   $     (72,634
        

 

 

   

 

 

 

At April 30, 2021, the aggregate market value of TBA Sale Commitments represents (0.3)% of total net assets.

 

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

 

 

  171  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2021  

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.BBB-.12

   MSC      USD       1,290,000      (3.00%)      08/17/2061        Monthly      $ 89,024      $      $ 72,637      $ (16,387

CMBX.NA.BBB-.12

   CBK      USD       2,110,000      (3.00%)      08/17/2061        Monthly        144,775               118,809        (25,966

CMBX.NA.BBB-.13

   MSC      USD       3,250,000      (3.00%)      12/16/2072        Monthly        245,341               201,948        (43,393
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC credit default swap contracts

 

   $     479,140      $     —      $     393,394      $     (85,746
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

(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, 2021  

Reference Entity

   Notional
Amount(a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
   Periodic
Payment
Frequency
     Upfront
Premiums
Paid
(Received)
    Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:  
Buy protection:  

CDX.NA.HY.36.V1

   USD      84,185,000        (5.00 %)    06/20/2026      Quarterly      $ (7,475,507   $ (8,752,258   $     (1,276,751

CDX.NA.IG.36.V1

   USD      206,873,000        (1.00 %)    06/20/2026      Quarterly        (4,985,363     (5,368,522     (383,159

ITRAXX-FINSUBS.35.V1

   EUR      11,985,000        (1.00 %)    06/20/2026      Quarterly        62,092       40,015       (22,077

ITRAXX.EUR.35.V1

   EUR      126,625,000        (1.00 %)    06/20/2026      Quarterly        (3,863,683     (4,093,700     (230,017

ITRAXX.XOVER.35.V1

   EUR      10,650,000        (5.00 %)    06/20/2026      Quarterly        (1,519,419     (1,591,945     (72,526
                

 

 

   

 

 

   

 

 

 

Total

 

   $     (17,781,880   $     (19,766,410   $     (1,984,530
                

 

 

   

 

 

   

 

 

 
Credit default swaps on indices:  
Sell protection:                                                 

ITRAXX-FINSENS.35.V1

   EUR      21,325,000        1.00   06/20/2026      Quarterly      $ 541,761     $ 575,245     $ 33,484  
                

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Buy protection:  

Bouygues S.A.

   EUR      12,125,000        (1.00 %)    06/20/2026      Quarterly      $ (442,060   $ (495,952   $ (53,892

Dillard’s, Inc.

   USD      3,670,000        (5.00 %)    12/20/2024      Quarterly        (405,930     (494,957     (89,027

Jaguar Land Rover Automotive

   EUR      4,250,000        (5.00 %)    12/20/2024      Quarterly        (55,906     (348,359     (292,453

Kohl’s Corp.

   USD      4,080,000        (1.00 %)    12/20/2024      Quarterly        65,049       (32,312     (97,361

Renault S.A.

   EUR      14,790,000        (1.00 %)    06/20/2025      Quarterly        1,478,338       477,990       (1,000,348
                

 

 

   

 

 

   

 

 

 

Total

 

   $ 639,491     $ (893,590   $ (1,533,081
                

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Sell protection:                                                 

Virgin Media Finance plc (B)

   EUR      12,350,000        5.00   12/20/2025      Quarterly      $ 1,383,543     $ 1,793,043       409,500  
                

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

   $ (15,217,085   $ (18,291,712   $ (3,074,627
                

 

 

   

 

 

   

 

 

 

 

(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, 2021  

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)
 

GSC

  

3 Mo. KRW KSDA

  

1.47% Fixed

     KRW       49,763,413,000        06/16/2026        Quarterly      $      $     $ 135,604     $ 135,604  

JPM

  

1 Mo. CNY CNRR

  

2.76% Fixed

     CNY       299,406,000        06/16/2026        Quarterly                     (19,131     (19,131

MSC

  

0.28% Fixed

  

6 Mo. EUR EURIBOR

     EUR       105,166,000        06/21/2025        Annual               (4,360     245,036       249,396  

MSC

  

0.44% Fixed

  

6 Mo. EUR EURIBOR

     EUR       23,750,000        06/16/2026        Annual               (56,336     276,742       333,078  

MSC

  

0.03% Fixed

  

6 Mo. JPY LIBOR

     JPY       2,306,228,000        06/21/2026        Semi-Annual        5,090              42,346       37,256  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC interest rate swap contracts

 

         $     5,090      $     (60,696   $     680,597     $     736,203  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

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

 

 

  172  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2021  

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

  

6.56% Fixed

   MXN     968,679,026        06/04/2031      Lunar    $ 743,520      $     $ 1,487,403     $ 743,883  

12 Mo. SONIA

  

0.63% Fixed

   GBP     31,218,000        06/21/2025      Annual      9,296              (40,239     (49,535

12 Mo. SONIA

  

1.16% Fixed

   GBP     12,879,000        06/17/2031      Annual             (33,712     3,467       37,179  

3 Mo. CAD CDOR

  

1.09% Fixed

   CAD     35,760,000        06/15/2025      Semi-Annual      10,203              (357,682     (367,885

3 Mo. CAD CDOR

  

0.97% Fixed

   CAD     37,998,000        06/16/2026      Semi-Annual      45,672              (709,076     (754,748

3 Mo. CAD CDOR

  

1.34% Fixed

   CAD     8,854,000        06/16/2031      Semi-Annual      21,066              (458,665     (479,731

3 Mo. CAD CDOR

  

2.78% Fixed

   CAD     20,231,000        09/16/2031      Semi-Annual             (2,757     (49,843     (47,086

3 Mo. NZD NZDBBR FRA

  

1.33% Fixed

   NZD     30,095,000        06/21/2025      Semi-Annual                   8,372       8,372  

3 Mo. NZD NZDBBR FRA

  

1.18% Fixed

   NZD     30,740,000        06/21/2025      Semi-Annual                   (56,719     (56,719

3 Mo. NZD NZDBBR FRA

  

1.15% Fixed

   NZD     89,639,000        06/21/2025      Semi-Annual                   (198,168     (198,168

3 Mo. NZD NZDBBR FRA

  

0.69% Fixed

   NZD     32,269,000        03/15/2026      Semi-Annual      13,975              (494,353     (508,328

3 Mo. NZD NZDBBR FRA

  

1.16% Fixed

   NZD     20,787,000        09/15/2026      Semi-Annual      31,405              33,081       1,676  

3 Mo. NZD NZDBBR FRA

  

1.56% Fixed

   NZD     6,345,000        03/17/2031      Semi-Annual                   102,035       102,035  

3 Mo. NZD NZDBBR FRA

  

1.93% Fixed

   NZD     3,225,000        06/16/2031      Semi-Annual                   (14,774     (14,774

3 Mo. NZD NZDBBR FRA

  

1.95% Fixed

   NZD     3,225,000        06/16/2031      Semi-Annual                   (19,642     (19,642

3 Mo. NZD NZDBBR FRA

  

1.96% Fixed

   NZD     3,225,000        06/16/2031      Semi-Annual                   (20,291     (20,291

3 Mo. NZD NZDBBR FRA

  

1.96% Fixed

   NZD     3,225,000        06/16/2031      Semi-Annual                   (21,049     (21,049

3 Mo. NZD NZDBBR FRA

  

1.96% Fixed

   NZD     6,177,000        06/16/2031      Semi-Annual                   (38,658     (38,658

3 Mo. NZD NZDBBR FRA

  

1.96% Fixed

   NZD     6,215,000        06/16/2031      Semi-Annual                   (39,730     (39,730

3 Mo. NZD NZDBBR FRA

  

2.03% Fixed

   NZD     9,772,000        09/15/2031      Semi-Annual      21,127              67,388       46,261  

3 Mo. SEK STIBOR

  

0.34% Fixed

   SEK     245,486,000        09/21/2025      Annual      2,880              68,544       65,664  

3 Mo. SEK STIBOR

  

0.16% Fixed

   SEK     120,082,000        06/16/2026      Annual             (24,786     157,490       182,276  

3 Mo. SEK STIBOR

  

1.28% Fixed

   SEK     755,436,000        06/17/2031      Annual             (17,764     159,355       177,119  

3 Mo. SEK STIBOR

  

0.84% Fixed

   SEK     56,668,000        09/15/2031      Annual             (26,974     22,585       49,559  

3 Mo. USD LIBOR

  

0.40% Fixed

   USD     36,925,000        10/08/2025      Semi-Annual             (15,857     680,229       696,086  

3 Mo. USD LIBOR

  

0.91% Fixed

   USD     21,851,000        06/21/2026      Semi-Annual      36,863              (363,661     (400,524

3 Mo. USD LIBOR

  

1.13% Fixed

   USD     28,712,000        09/15/2026      Semi-Annual      2,499              52,716       50,217  

3 Mo. USD LIBOR

  

1.81% Fixed

   USD     71,447,000        03/18/2031      Semi-Annual             (776,042     (1,800,289     (1,024,247

3 Mo. USD LIBOR

  

2.25% Fixed

   USD     27,620,000        06/17/2031      Semi-Annual      46,924              169,875       122,951  

3 Mo. USD LIBOR

  

1.63% Fixed

   USD     6,825,000        09/15/2031      Semi-Annual             (27,035     (60,082     (33,047

3 Mo. ZAR JIBAR

  

6.87% Fixed

   ZAR     613,438,000        06/16/2031      Quarterly      2,245,298              2,479,537       234,239  

6 Mo. AUD BBSW

  

0.56% Fixed

   AUD     30,466,000        03/15/2026      Semi-Annual      16,368              (465,213     (481,581

6 Mo. AUD BBSW

  

0.50% Fixed

   AUD     37,547,000        06/16/2026      Semi-Annual             (16,091     (584,080     (567,989

6 Mo. AUD BBSW

  

1.81% Fixed

   AUD     59,408,000        06/16/2031      Semi-Annual      58,807              (80,477     (139,284

6 Mo. AUD BBSW

  

1.09% Fixed

   AUD     9,194,000        06/16/2031      Semi-Annual             (5,941     (465,268     (459,327

6 Mo. AUD BBSW

  

1.91% Fixed

   AUD     75,744,000        06/16/2031      Semi-Annual             (26,976     (615,956     (588,980

6 Mo. EUR EURIBOR

  

0.16% Fixed

   EUR     22,018,000        09/21/2025      Annual             (4,419     (52,707     (48,288

6 Mo. EUR EURIBOR

  

0.22% Fixed

   EUR     5,257,000        06/16/2031      Annual             (27,484     238,068       265,552  

6 Mo. EUR EURIBOR

  

0.44% Fixed

   EUR     41,583,000        06/17/2031      Annual      38,740              (293,670     (332,410

6 Mo. EUR EURIBOR

  

0.41% Fixed

   EUR     42,035,000        06/17/2031      Annual             (22,246     (376,817     (354,571

6 Mo. EUR EURIBOR

  

0.47% Fixed

   EUR     91,023,000        06/17/2031      Annual      6,259              (462,769     (469,028

6 Mo. GBP LIBOR

  

0.66% Fixed

   GBP     20,818,000        06/15/2025      Semi-Annual             (7,290     128,380       135,670  

6 Mo. GBP LIBOR

  

0.88% Fixed

   GBP     61,975,000        06/21/2025      Semi-Annual      48,392              (116,463     (164,855

6 Mo. GBP LIBOR

  

0.31% Fixed

   GBP     11,352,000        06/16/2026      Semi-Annual             (31,766     347,168       378,934  

6 Mo. GBP LIBOR

  

0.75% Fixed

   GBP     84,428,000        03/18/2031      Semi-Annual      1,439,282              3,743,391       2,304,109  

6 Mo. GBP LIBOR

  

0.59% Fixed

   GBP     11,752,000        03/18/2031      Semi-Annual      91,249              641,280       550,031  

6 Mo. GBP LIBOR

  

0.56% Fixed

   GBP     5,027,000        06/16/2031      Semi-Annual             (50,827     356,210       407,037  

6 Mo. GBP LIBOR

  

1.40% Fixed

   GBP     25,725,000        06/17/2031      Semi-Annual             (75,183     72,320       147,503  

6 Mo. GBP LIBOR

  

1.31% Fixed

   GBP     6,479,000        06/17/2031      Semi-Annual             (8,992     55,687       64,679  

6 Mo. JPY LIBOR

  

0.19% Fixed

   JPY     705,319,000        09/15/2031      Semi-Annual             (12,380     (23,504     (11,124

6 Mo. NOK NIBOR

  

1.56% Fixed

   NOK     243,849,000        09/15/2026      Annual      130,395              79,571       (50,824

6 Mo. NOK NIBOR

  

1.47% Fixed

   NOK     146,196,000        03/18/2031      Annual      8,434              573,858       565,424  

6 Mo. PLN WIBOR

  

1.81% Fixed

   PLN     148,625,000        06/16/2031      Annual      146,169              (701,572     (847,741
                

 

 

    

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $     5,214,823      $     (1,214,522   $     2,746,593     $     (1,253,708
                

 

 

    

 

 

   

 

 

   

 

 

 

 

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

 

 

  173  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  19,365,000      AUD      14,771,371      USD    SSG      05/06/2021     $ 146,791     $  
  11,280,000      AUD      8,659,995      USD    JPM      05/06/2021       45,411       (15,663
  1,900,000      AUD      1,454,261      USD    CBK      05/06/2021       11,930       (2,493
  1,450,000      AUD      1,126,104      USD    BCLY      05/06/2021             (9,072
  4,725,000      AUD      3,671,183      USD    GSC      05/06/2021             (31,198
  177,621,000      AUD      136,894,322      USD    MSC      05/06/2021       83,179       (144,091
  780,000      AUD      606,458      USD    CBK      06/04/2021             (5,487
  4,030,000      AUD      3,113,494      USD    BCLY      06/04/2021             (8,481
  14,044,000      AUD      10,830,639      USD    MSC      06/04/2021             (10,091
  9,105,000      AUD      7,070,815      USD    JPM      06/04/2021             (55,642
  78,365,000      BRL      14,301,618      USD    MSC      06/02/2021       80,641        
  151,433,000      CAD      120,477,208      USD    CBK      05/06/2021           2,725,052        
  2,915,000      CAD      2,318,250      USD    JPM      05/06/2021       53,325        
  1,190,000      CAD      950,491      USD    BCLY      05/06/2021       17,665        
  1,185,000      CAD      948,530      USD    MSC      05/06/2021       15,557        
  756,519,000      CAD      615,556,550      USD    BNP      05/06/2021             (70,828
  233,477,000      CAD      190,071,069      USD    BNP      06/04/2021             (108,018
  880,000      CHF      946,983      USD    BCLY      05/06/2021       16,753        
  395,000      CHF      418,189      USD    JPM      05/06/2021       14,398        
  2,005,000      CHF      2,182,899      USD    CBK      05/06/2021       13,270       (385
  810,000      CHF      883,665      USD    MSC      05/06/2021       4,097       (686
  12,932,000      CHF      14,237,540      USD    UBS      05/06/2021             (74,997
  2,378,570,000      CLP      3,260,080      USD    CBK      05/06/2021       86,517        
  252,870,000      CLP      356,275      USD    MSC      06/04/2021             (564
  363,251,000      CNH      55,109,924      USD    MSC      05/06/2021       978,985        
  346,818,000      CNH      52,878,751      USD    JPM      05/06/2021       672,769        
  156,416,000      CNH      23,964,893      USD    BCLY      05/06/2021       187,008        
  29,334,000      CNH      4,519,737      USD    UBS      05/06/2021       9,671        
  1,428,538,000      CNH      220,727,253      USD    CBK      05/06/2021       57,198       (206,568
  815,341,000      CNH      125,769,883      USD    CBK      06/04/2021             (124,816
        16,327,405,000      COP      4,362,117      USD    BNP      05/06/2021             (13,218
  56,590,000      CZK      2,648,228      USD    BCLY      05/06/2021             (17,469
  170,246,000      EUR      202,492,223      USD    CBK      05/06/2021       2,219,613       (10,294
  51,888,000      EUR      60,949,046      USD    UBS      05/06/2021       1,440,400        
  36,443,000      EUR      42,939,377      USD    DEUT      05/06/2021       879,205        
  82,559,000      EUR      98,632,933      USD    BCLY      05/06/2021       972,475       (337,557
  72,213,000      EUR      86,437,661      USD    GSC      05/06/2021       390,296        
  1,456,000      EUR      1,735,753      USD    MSC      05/06/2021       14,921        
  640,000      EUR      770,067      USD    CBK      06/04/2021             (89
  356,000      EUR      430,942      USD    JPM      06/04/2021             (2,642
  3,085,000      EUR      3,728,414      USD    UBS      06/04/2021             (16,880
  188,280,000      EUR      227,918,862      USD    BCLY      06/04/2021             (1,401,030
  9,369,000      GBP      12,900,148      USD    JPM      05/06/2021       49,288       (10,224
  2,944,000      GBP      4,056,892      USD    MSC      05/06/2021       16,668       (7,700
  2,739,000      GBP      3,780,467      USD    CBK      05/06/2021       7,430       (5,157
  4,667,000      GBP      6,468,625      USD    BOA      05/06/2021             (23,187
  3,918,000      GBP      5,454,640      USD    DEUT      05/06/2021             (43,620
  4,280,000      GBP      5,955,304      USD    BCLY      05/06/2021       4,910       (49,250
  102,000      GBP      141,537      USD    BCLY      05/28/2021             (661
  432,000      GBP      596,480      USD    MSC      06/04/2021       181        
  994,000      GBP      1,374,983      USD    BCLY      06/04/2021             (2,109
  680,000      GBP      946,011      USD    JPM      06/04/2021             (6,821
  6,327,000      GBP      8,808,994      USD    DEUT      06/04/2021             (70,389
  1,513,100,000      HUF      4,891,919      USD    MSC      05/06/2021       161,142        
  1,513,100,000      HUF      5,090,756      USD    MSC      06/04/2021             (39,895
  46,384,000,000      IDR      3,213,301      USD    BCLY      05/06/2021             (3,938
  81,188,000,000      IDR      5,612,971      USD    GSC      06/04/2021             (10,746
  14,885,000      ILS      4,529,231      USD    GSC      05/06/2021       53,313        
  26,824,000      ILS      8,263,327      USD    BCLY      05/06/2021             (5,204
  11,860,000      ILS      3,664,283      USD    GSC      06/04/2021             (11,961
  512,453,000      INR      6,915,695      USD    MSC      05/06/2021             (5,029
  1,000,047,000      INR      13,575,145      USD    JPM      05/06/2021             (89,049
  257,310,000      INR      3,436,298      USD    CBK      06/04/2021       17,736        
  368,870,000      INR      4,952,605      USD    SCB      06/04/2021             (1,030
  644,600,000      JPY      5,871,597      USD    MSC      05/06/2021       36,968       (10,253
  486,700,000      JPY      4,450,164      USD    JPM      05/06/2021       20,461       (17,154

 

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

 

 

  174  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  94,100,000      JPY      867,713      USD    BCLY      05/06/2021     $     $ (6,665
  2,968,411,000      JPY      27,325,458      USD    CBK      05/06/2021       3,353       (166,827
  258,400,000      JPY      2,366,599      USD    CBK      06/04/2021             (1,617
  94,000,000      JPY      862,747      USD    MSC      06/04/2021             (2,421
  77,221,910,000      KRW      68,103,271      USD    JPM      05/06/2021       1,320,647        
      338,960,125,000      KRW      304,473,319      USD    BNP      05/06/2021       258,070        
  71,746,130,000      KRW      64,451,798      USD    BNP      06/04/2021       48,189        
  116,864,000      MXN      5,698,042      USD    CBK      05/06/2021       67,195        
  36,658,000      MXN      1,815,022      USD    BCLY      05/06/2021             (6,577
  404,040,000      NOK      47,491,176      USD    UBS      05/06/2021           1,048,538        
  204,390,000      NOK      24,248,373      USD    BNP      05/06/2021       306,206        
  27,100,000      NOK      3,188,737      USD    JPM      05/06/2021       66,946        
  23,720,000      NOK      2,785,943      USD    CSFB      05/06/2021       63,681        
  17,193,000      NOK      2,038,234      USD    BCLY      05/06/2021       27,263        
  4,390,000      NOK      517,539      USD    CBK      05/06/2021       9,858        
  3,375,915,000      NOK      407,495,153      USD    MSC      05/06/2021       2,641,830       (4,568,358
  19,140,000      NOK      2,311,794      USD    JPM      06/04/2021             (12,297
  1,249,842,000      NOK      152,363,084      USD    MSC      06/04/2021             (2,205,940
  134,805,000      NZD      94,921,645      USD    JPM      05/06/2021       1,575,538       (34,210
  27,745,000      NZD      19,381,825      USD    TDB      05/06/2021       471,780        
  93,790,000      NZD      66,710,144      USD    CBK      05/06/2021       403,554        
  16,137,000      NZD      11,220,234      USD    WEST      05/06/2021       326,986        
  3,345,000      NZD      2,350,498      USD    BNP      05/06/2021       43,097        
  735,000      NZD      517,955      USD    MSC      05/06/2021       7,993        
  147,028,000      NZD      105,419,076      USD    BCLY      05/06/2021             (209,640
  229,790,000      NZD      164,745,458      USD    BCLY      06/04/2021             (328,906
  1,917,000      PEN      507,411      USD    CBK      05/06/2021             (896
  312,480,000      PHP      6,451,947      USD    JPM      05/06/2021       37,311        
  187,620,000      PHP      3,863,674      USD    SCB      05/06/2021       32,622        
  455,945,000      PHP      9,421,325      USD    JPM      06/04/2021       44,059        
  8,319,000      PLN      2,095,714      USD    BCLY      05/06/2021       98,059        
  8,319,000      PLN      2,205,035      USD    BCLY      06/04/2021             (10,960
  342,610,000      RUB      4,499,929      USD    CBK      05/06/2021       52,099        
  358,630,000      RUB      4,779,821      USD    JPM      05/06/2021             (14,947
  774,985,000      RUB      10,382,972      USD    BOA      05/06/2021             (86,269
  533,710,000      RUB      7,082,703      USD    CBK      06/04/2021             (18,858
  1,359,840,000      SEK      159,044,797      USD    UBS      05/06/2021       1,595,219        
  56,658,000      SEK      6,494,409      USD    DEUT      05/06/2021       198,689        
  23,890,000      SEK      2,771,948      USD    JPM      05/06/2021       54,147       (3,931
  3,690,000      SEK      439,989      USD    MSC      05/06/2021       132       (4,216
  40,320,000      SEK      4,773,345      USD    CBK      05/06/2021       19,786       (30,067
  1,153,301,000      SEK      137,580,031      USD    BCLY      05/06/2021             (1,338,788
  13,740,000      SEK      1,630,812      USD    JPM      06/04/2021             (7,259
  7,940,000      SEK      946,356      USD    MSC      06/04/2021             (8,146
  1,289,988,000      SEK      153,922,888      USD    BCLY      06/04/2021             (1,494,648
  26,374,000      SGD      19,769,033      USD    JPM      05/06/2021       57,673       (8,318
  1,720,000      SGD      1,287,525      USD    MSC      05/06/2021       5,070       (124
  1,431,000      SGD      1,077,598      USD    BNP      05/06/2021             (2,292
  10,036,000      SGD      7,555,522      USD    CBK      05/06/2021             (14,105
  19,148,000      SGD      14,413,823      USD    CBK      06/04/2021             (26,674
  212,427,000      THB      6,815,111      USD    SCB      05/06/2021       6,766        
  101,060,000      THB      3,244,302      USD    SCB      06/04/2021       563        
  405,914,000      TRY      49,321,337      USD    GSC      05/06/2021             (430,417
  17,745,000      TRY      2,115,749      USD    GSC      06/04/2021             (9,727
  373,500,000      TWD      13,343,199      USD    UBS      05/06/2021       49,027       (20,822
  17,330,000      TWD      623,561      USD    CBK      06/04/2021             (3,128
  1,314,094      USD      1,695,000      AUD    CBK      05/06/2021       9,003       (682
  519,644      USD      670,000      AUD    BCLY      05/06/2021       3,498        
  418,500      USD      550,000      AUD    JPM      05/06/2021             (5,201
  5,808,844      USD      7,615,000      AUD    SSG      05/06/2021             (57,503
  156,572,361      USD      205,811,000      AUD    MSC      05/06/2021       16,026       (1,993,727
  275,295,677      USD      362,892,000      AUD    TDB      05/06/2021             (4,264,449
  127,564,907      USD      165,412,000      AUD    MSC      06/04/2021       119,128        
  103,159,479      USD      126,783,000      CAD    BNP      05/06/2021       11,870        
  1,037,659      USD      1,290,000      CAD    BCLY      05/06/2021             (11,854
  3,204,280      USD      4,010,000      CAD    JPM      05/06/2021             (58,160

 

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

 

 

  175  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  4,741,172      USD      5,925,000      CAD    RBC      05/06/2021     $     $ (79,266
  9,541,646      USD      11,865,000      CAD    MSC      05/06/2021             (111,433
  607,383,275      USD      763,369,000      CAD    CBK      05/06/2021       440       (13,675,885
  615,585,601      USD      756,519,000      CAD    BNP      06/04/2021       61,772        
  867,675      USD      1,065,000      CAD    JPM      06/04/2021       1,163        
  781,790      USD      960,000      CAD    BCLY      06/04/2021       708        
  435,379      USD      535,000      CAD    MSC      06/04/2021       89        
  7,967,294      USD      9,873,000      CAD    CBK      06/04/2021       639       (66,279
  1,562,710      USD      1,440,000      CHF    BCLY      05/06/2021             (14,312
  3,475,156      USD      3,205,000      CHF    JPM      05/06/2021       175       (34,992
  3,567,828      USD      3,300,000      CHF    CBK      05/06/2021             (46,181
  4,688,409      USD      4,345,000      CHF    MSC      05/06/2021             (70,040
  5,035,028      USD      4,732,000      CHF    UBS      05/06/2021             (147,245
  14,248,081      USD      12,932,000      CHF    UBS      06/04/2021       74,680        
  952,269      USD      865,000      CHF    MSC      06/04/2021       4,234        
  1,729,226      USD      1,575,000      CHF    JPM      06/04/2021       3,035        
  515,240      USD      470,000      CHF    BCLY      06/04/2021       123        
  3,013,468      USD      2,125,700,000      CLP    BNP      05/06/2021       22,653        
  356,305      USD      252,870,000      CLP    MSC      05/06/2021       523        
  126,018,702      USD      815,341,000      CNH    CBK      05/06/2021       123,421        
  229,000,193      USD      1,509,016,000      CNH    MSC      05/06/2021             (4,004,148
  210,498,859      USD      1,364,622,000      CNH    CBK      06/04/2021       208,902        
  3,216,383      USD      11,811,200,000      COP    BNP      05/06/2021       70,401        
  1,222,248      USD      4,516,205,000      COP    DEUT      05/06/2021       19,330        
  4,355,659      USD      16,327,405,000      COP    BNP      06/04/2021       13,495        
  2,543,508      USD      56,590,000      CZK    MSC      05/06/2021             (87,250
  2,648,247      USD      56,590,000      CZK    BCLY      06/04/2021       17,427        
  227,188,721      USD      187,781,000      EUR    BCLY      05/06/2021       1,403,327        
  4,412,275      USD      3,658,000      EUR    MSC      05/06/2021       21,205       (7,261
  1,038,288      USD      866,000      EUR    CBK      05/06/2021       3,470       (6,449
  18,833,288      USD      15,940,000      EUR    JPM      05/06/2021       6,682       (339,438
        245,630,978      USD      206,560,000      EUR    UBS      05/06/2021             (2,734,037
  216,347,926      USD      178,791,369      EUR    BNP      05/28/2021           1,274,413        
  591,674      USD      490,000      EUR    MSC      05/28/2021       2,238        
  54,679,202      USD      45,169,000      EUR    BCLY      06/04/2021       336,818        
  7,541,371      USD      5,428,000      GBP    JPM      05/06/2021       44,942        
  22,878,343      USD      16,543,000      GBP    DEUT      05/06/2021       70,441       (39,083
  1,356,686      USD      972,000      GBP    BCLY      05/06/2021       14,289        
  1,469,387      USD      1,056,000      GBP    MSC      05/06/2021       10,980        
  5,405,978      USD      3,918,000      GBP    BNP      05/06/2021             (5,041
  3,695,216      USD      2,663,000      GBP    BCLY      05/28/2021       17,258        
  5,454,977      USD      3,918,000      GBP    DEUT      06/04/2021       43,588        
  3,800,966      USD      2,729,000      GBP    JPM      06/04/2021       31,777        
  433,056      USD      310,000      GBP    MSC      06/04/2021       4,896        
  5,092,898      USD      1,513,100,000      HUF    MSC      05/06/2021       39,837        
  3,170,038      USD      46,384,000,000      IDR    JPM      05/06/2021             (39,324
  3,199,779      USD      46,384,000,000      IDR    BCLY      06/04/2021             (861
  12,610,681      USD      41,709,000      ILS    BCLY      05/06/2021             (229,986
  8,265,555      USD      26,824,000      ILS    BCLY      06/04/2021       5,027        
  20,362,485      USD      1,512,500,000      INR    CBK      05/06/2021       47,087       (81,364
  6,883,183      USD      512,453,000      INR    MSC      06/04/2021       4,204        
  21,987,317      USD      2,387,900,000      JPY    MSC      05/06/2021       137,518       (309
  2,583,422      USD      279,100,000      JPY    BNP      05/06/2021       29,561        
  2,347,655      USD      255,000,000      JPY    CBK      05/06/2021       18,356       (4,039
  517,808      USD      56,900,000      JPY    BCLY      05/06/2021             (2,847
  11,055,333      USD      1,214,911,000      JPY    JPM      05/06/2021       17,554       (79,077
  165,136,754      USD      17,433,900,000      JPY    JPM      06/01/2021       5,579,339        
  16,030,360      USD      1,744,911,000      JPY    CBK      06/04/2021       60,796       (574
  948,910      USD      103,300,000      JPY    JPM      06/04/2021       3,466        
  601,187      USD      65,700,000      JPY    MSC      06/04/2021             (127
  133,874,278      USD      13,898,600,000      JPY    BCLY      06/10/2021       6,661,056        
  108,064,188      USD      11,776,900,000      JPY    JPM      06/28/2021       251,542        
  111,921,331      USD      12,219,750,000      JPY    BCLY      07/19/2021       31,955        
  114,192,656      USD      12,414,900,000      JPY    BCLY      07/26/2021       508,763        
  2,313,239      USD      2,573,710,000      KRW    MSC      05/06/2021             (573
  64,452,666      USD      71,746,130,000      KRW    BNP      05/06/2021             (48,425
  37,730,150      USD      42,808,628,000      KRW    CBK      05/06/2021             (755,594
        263,599,442      USD      299,053,567,000      KRW    JPM      05/06/2021             (5,255,217

 

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

 

 

  176  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021 – (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  302,179,114      USD      336,378,235,000      KRW    BNP      06/04/2021     $     $ (225,930
  7,616,290      USD      153,522,000      MXN    CBK      05/06/2021       90,059       (47,451
  1,809,235      USD      36,658,000      MXN    BCLY      06/04/2021       6,607        
  4,982,457      USD      41,410,000      NOK    UBS      05/06/2021       7,629        
  1,041,673      USD      8,810,000      NOK    BCLY      05/06/2021             (16,725
  2,790,501      USD      23,440,000      NOK    JPM      05/06/2021       9,658       (35,142
  4,324,657      USD      36,360,000      NOK    CBK      05/06/2021       11,857       (55,343
  59,333,602      USD      503,070,000      NOK    BNP      05/06/2021             (1,103,171
        408,859,910      USD      3,443,658,000      NOK    MSC      05/06/2021       2,282,632       (7,129,715
  315,306,258      USD      2,586,473,000      NOK    MSC      06/04/2021       4,565,061        
  4,970,702      USD      40,820,000      NOK    CBK      06/04/2021       66,550        
  434,190      USD      3,570,000      NOK    JPM      06/04/2021       5,287        
  165,209,488      USD      230,410,000      NZD    BCLY      05/06/2021       334,049        
  4,849,207      USD      6,740,000      NZD    MSC      05/06/2021       41,102       (14,865
  952,927      USD      1,335,000      NZD    CBK      05/06/2021       640       (3,004
  2,568,520      USD      3,595,000      NZD    DEUT      05/06/2021             (3,969
  6,771,798      USD      9,475,000      NZD    JPM      05/06/2021       13,463       (21,731
  2,783,176      USD      3,995,000      NZD    BNP      05/06/2021             (75,542
  6,236,040      USD      8,865,000      NZD    BOA      05/06/2021             (107,525
  111,191,387      USD      159,170,000      NZD    TDB      05/06/2021             (2,706,550
  105,409,960      USD      147,028,000      NZD    BCLY      06/04/2021       210,270        
  509,062      USD      1,917,000      PEN    DEUT      05/06/2021       2,547        
  507,720      USD      1,917,000      PEN    CBK      06/04/2021       928        
  10,366,672      USD      500,100,000      PHP    JPM      05/06/2021             (18,881
  2,204,766      USD      8,319,000      PLN    BCLY      05/06/2021       10,993        
  2,360,894      USD      181,600,000      RUB    JPM      05/06/2021             (51,902
  4,499,485      USD      349,250,000      RUB    MSC      05/06/2021             (140,764
  12,366,151      USD      945,375,000      RUB    CBK      05/06/2021             (194,410
  10,343,698      USD      774,985,000      RUB    BOA      06/04/2021       86,491        
  155,024,686      USD      1,299,628,000      SEK    BCLY      05/06/2021       1,499,310       (1,702
  5,348,071      USD      44,860,000      SEK    MSC      05/06/2021       52,389       (3,700
  3,661,786      USD      31,160,000      SEK    CBK      05/06/2021       12,209       (31,402
  3,960,512      USD      33,740,000      SEK    JPM      05/06/2021       2,030       (27,276
  140,794,831      USD      1,228,311,000      SEK    DEUT      05/06/2021             (4,307,460
  137,613,234      USD      1,153,301,000      SEK    BCLY      06/04/2021       1,336,276        
  2,802,287      USD      23,460,000      SEK    CBK      06/04/2021       30,194        
  597,730      USD      5,050,000      SEK    JPM      06/04/2021       1,010        
  505,026      USD      680,000      SGD    MSC      05/06/2021             (5,951
  22,903,365      USD      30,571,000      SGD    CBK      05/06/2021       27,429       (96,233
  6,171,190      USD      8,310,000      SGD    JPM      05/06/2021       521       (73,768
  7,554,686      USD      10,036,000      SGD    CBK      06/04/2021       13,981        
  601,279      USD      800,000      SGD    MSC      06/04/2021       187        
  604,849      USD      805,000      SGD    BCLY      06/04/2021              
  6,791,145      USD      212,427,000      THB    SCB      05/06/2021             (30,732
  6,810,086      USD      212,427,000      THB    SCB      06/04/2021             (10,583
  48,833,930      USD      405,914,000      TRY    GSC      05/06/2021       172,568       (229,559
  48,571,806      USD      405,914,000      TRY    GSC      06/04/2021       396,895        
  621,816      USD      17,330,000      TWD    CBK      05/06/2021       1,397        
  12,521,797      USD      356,170,000      TWD    JPM      05/06/2021             (229,188
  38,849,311      USD      563,170,000      ZAR    BOA      05/06/2021       247,089       (197,027
  6,432,880      USD      94,160,000      ZAR    CBK      05/06/2021             (54,215
  57,460,377      USD      856,383,000      ZAR    UBS      05/06/2021       76,815       (1,616,416
  87,855,210      USD      1,269,253,000      ZAR    UBS      06/04/2021       760,411        
  244,460,000      ZAR      16,766,701      USD    BOA      05/06/2021       134,159       (58,939
          1,269,253,000      ZAR      88,211,178      USD    UBS      05/06/2021             (766,776
  127,152,000      ZAR      8,801,213      USD    UBS      06/04/2021             (76,177
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     52,422,983     $     (68,287,643
 

 

 

   

 

 

 

 

 

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.

 

 

  177  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Consumer Services

   $ 562,972     $     562,972     $     $  

Energy

     19,913                   19,913  

Asset & Commercial Mortgage-Backed Securities

     305,215,276             305,215,276        

Corporate Bonds

     654,559,505             654,559,505        

Foreign Government Obligations

     2,668,864,849             2,668,864,849        

Senior Floating Rate Interests

     128,334,768             128,334,768        

U.S. Government Agencies

     73,631,555             73,631,555        

U.S. Government Securities

     171,046,941             171,046,941        

Convertible Bonds

     15,909,978             15,909,978        

Preferred Stocks

     541,004       541,004              

Short-Term Investments

     198,329,933       5,912,541       192,417,392        

Purchased Options

     868,067             868,067        

Foreign Currency Contracts(2)

     52,422,983             52,422,983        

Futures Contracts(2)

     1,973,601       1,973,601              

Swaps - Credit Default(2)

     442,984             442,984        

Swaps - Interest Rate(2)

     8,091,790             8,091,790        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     4,280,816,119     $     8,990,118     $     4,271,806,088     $     19,913  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (68,287,643   $     $ (68,287,643   $  

Futures Contracts(2)

     (3,076,394     (3,076,394            

Swaps - Credit Default(2)

     (3,603,357           (3,603,357      

Swaps - Interest Rate(2)

     (8,609,295           (8,609,295      

TBA Sale Commitments

     (11,212,971           (11,212,971      

Written Options

     (623,187           (623,187      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (95,412,847   $ (3,076,394   $ (92,336,453   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 is not presented.

 

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

 

 

  178  

 


Hartford Fixed Income Funds

GLOSSARY: (abbreviations used in the preceding Schedules of Investments)

 

 

 

Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Bank of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

CSFB

   Credit Suisse First Boston Corp.

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MLI

   Merrill Lynch International

MSC

   Morgan Stanley

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SGG

   Societe Generale Group

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG

WEST

   Westpac International
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

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

HKD

   Hong Kong Dollar

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

KZT

   Kazakhstani Tenge

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RON

   New Romanian Leu

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

TWD

   Taiwanese Dollar

USD

   United States Dollar

UYU

   Uruguayan Peso

ZAR

   South African Rand
Index Abbreviations:

BADLAR

   Buenos Aires Deposits of Large Amount Rate

CAC

   Cotation Assistee en Continu
CMT    Constant Maturity Treasury Index

CPI

   Consumer Price Index

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Index Abbreviations: – (continued)

ICE

   Intercontinental Exchange, Inc.

ITRAXX.EUR

   Markit iTraxx - Europe

ITRAXX.XOV

   Markit iTraxx Index - Europe Crossover

MTA

   Monthly Treasury Average Index

SONIA

   Sterling Overnight Index Average
Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

Facs

   Facilities

GO

   General Obligation

Redev

   Redevelopment

Rev

   Revenue

VA

   Veterans Administration
Other Abbreviations:

AGC

   Assured Guarantee Corp.

AGM

   Assured Guaranty Municipal

AMBAC

   American Municipal Bond Assurance Co.

BAM

   Build America Mutual Assurance Corp.

BBSW

   Bank Bill Swap Reference Rate

BUBOR

   Budapest Interbank Offered Rate

BZDIOVRA

   Brazil Cetip Interbank Deposit Rate

CD

   Certificate of Deposit

CDOR

   Canadian Dollar Offered Rate

CJSC

   Closed Joint Stock Company

CLICP

   Sinacofi Chile Interbank Offered Rate

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

CR

   Custodial Receipts

EM

   Emerging Markets

ETF

   Exchange-Traded Fund

EUAMDB

   Euribor ICE Swap Rate

EURIBOR

   Euro Interbank Offered Rate

FGIC

   Financial Guaranty Insurance Co.

FHA

   Federal Housing Authority

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

GNTH

   Netherlands Government Bond

HUD

   Housing and Urban Development

JIBAR

   Johannesburg Interbank Agreed Rate

KSDA

   Korea Securities Dealers Association

LIBOR

   London Interbank Offered Rate

MBIA

   Municipal Bond Insurance Associaton

MIBOR

   Mumbai Inter-Bank Offered Rate

MSCI

   Morgan Stanley Capital International

MUNIPSA

   Municipal Swap Index Yield

NATL

   National Public Finance Guarantee Corp.

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

PRIBOR

   Prague Interbank Offered Rate

PSF-GTD

   Permanent School Fund Guaranteed

PT

   Perseroan Terbatas

Q-SBLF

   Qualified School Bond Loan Fund

SCH BD

   School Bond Guaranteed

SCP

   State Credit Enhancement Program

SD CRED PROG

   School District Credit Enhancement Program

SOFR

   Secured Overnight Financing Rate

SPDR

   Standard & Poor’s Depositary Receipt

ST APPROP

   State Appropriation

ST GTD

   State Guaranteed

ST INTERCEPT

   State Intercept Program

STIBOR

   Stockholm Interbank Offered Rate

TBA

   To Be Announced

TIIE

   Interbank Equilibrium Interest Rate

UMBS

   Uniform Mortgage-Backed Securities

WIBOR

   Warsaw Interbank Offered Rate
 

 

 

  179  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2021 (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
 

Assets:

        

Investments in securities, at market value

   $ 60,609,119     $ 2,200,023,832     $ 420,013,352     $ 408,749,146  

Repurchase agreements

     2,295,955                   6,741,823  

Cash

     1,275,236                   5,113,945  

Cash collateral due from broker on swap contracts

     500,000                    

Foreign currency

     354,677       118,974,280       31,040,716       56,957  

Unrealized appreciation on OTC swap contracts

     19,868       554,457       42,033        

Unrealized appreciation on foreign currency contracts

     750,078       1,639,221       339,527       180,895  

Receivables:

        

From affiliates

     12,671       812       22,368       11,201  

Investment securities sold

     372,601       83,850,364       21,799,519       497,167  

Fund shares sold

     15,457       14,206,750       578,966       772,839  

Dividends and interest

     838,266       7,168,534       1,345,288       5,358,816  

Securities lending income

     6                    

Variation margin on futures contracts

     88,784                    

Variation margin on centrally cleared swap contracts

     5,330                    

Tax reclaims

     74,884                    

Other assets

     86,641       108,064       62,597       91,706  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total assets

     67,299,573       2,426,526,314       475,244,366       427,574,495  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

        

Unrealized depreciation on foreign currency contracts

     687,014       1,166       1,711       3,638  

Due to custodian

           3,771,159       951,979        

Unrealized depreciation on OTC swap contracts

     32,252       45,116       9,887        

Cash collateral due to broker on swap contracts

           450,000       90,000        

Unfunded loan commitments

           3,448,467       804,280        

Payables:

        

Investment securities purchased

     210,211       458,784,516       101,396,959       3,499,652  

Fund shares redeemed

     11,841       2,242,252       688,527       400,397  

Investment management fees

     41,471       961,413       205,384       171,937  

Transfer agent fees

     12,191       256,141       53,594       76,341  

Accounting services fees

     760       21,562       4,034       4,728  

Board of Directors’ fees

     453       10,697       1,740       1,594  

Foreign taxes

     6,176                    

Distribution fees

     399       43,218       6,616       11,936  

Distributions payable

           890,655       5,124       19,252  

Written options

     58,885                    

Accrued expenses

     30,634       138,921       38,475       34,853  

OTC swap contracts premiums received

           12,471       2,735        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total liabilities

     1,092,287       471,077,754       104,261,045       4,224,328  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 66,207,286     $ 1,955,448,560     $ 370,983,321     $ 423,350,167  
  

 

 

   

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

        

Capital stock and paid-in-capital

   $ 137,526,786     $ 2,446,874,405     $ 429,277,234     $ 424,257,826  

Distributable earnings (loss)

     (71,319,500     (491,425,845     (58,293,913     (907,659
  

 

 

   

 

 

   

 

 

   

 

 

 

Net assets

   $ 66,207,286     $ 1,955,448,560     $ 370,983,321     $ 423,350,167  
  

 

 

   

 

 

   

 

 

   

 

 

 

Shares authorized

         550,000,000           3,200,000,000           550,000,000           485,000,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 5.57     $ 8.40     $ 9.68     $ 7.66  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Maximum offering price per share

   $ 5.83     $ 8.66     $ 9.98     $ 8.02  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     743,039       88,675,273       7,561,174       35,678,416  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 4,140,000     $ 744,970,114     $ 73,220,852     $ 273,465,023  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 5.58     $ 8.48     $ 9.77     $ 7.64  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     341,879       15,439,350       3,064,102       2,447,434  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 1,907,413     $ 130,928,176     $ 29,929,244     $ 18,703,367  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 5.54     $ 8.37     $ 9.63     $ 7.68  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Shares outstanding

     1,933,111       109,008,513       23,340,152       3,782,919  
  

 

 

   

 

 

   

 

 

   

 

 

 

         Net Assets

   $ 10,714,136     $ 912,267,636     $ 224,816,722     $ 29,043,664  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  180  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (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
 

Class R3:  Net asset value per share

   $ 5.56      $ 8.46      $ 9.70      $ 7.67  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,042        555,692        14,255        197,716  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 11,349      $ 4,698,927      $ 138,295      $ 1,515,801  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 5.54      $ 8.40      $ 9.66      $ 7.68  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     8,200        266,320        37,890        148,502  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 45,459      $ 2,236,007      $ 366,152      $ 1,140,356  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 5.31      $ 8.37      $ 9.63      $ 7.64  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,678        135,213        1,216,939        87,810  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 24,857      $ 1,131,550      $ 11,722,543      $ 670,517  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $      $ 7.58  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                          1,330  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $      $ 10,088  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 5.50      $ 8.34      $ 9.64      $ 7.58  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     8,214,183        5,449,593        971,614        132,810  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 45,196,268      $ 45,433,442      $ 9,362,260      $ 1,007,102  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 5.55      $ 8.35      $ 9.65      $ 7.65  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     751,451        13,624,094        2,220,343        12,777,013  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,167,804      $ 113,782,708      $ 21,427,253      $ 97,794,249  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     63,659,465      $     2,221,309,010      $     419,355,450      $     395,960,300  

Cost of foreign currency

   $ 358,077      $ 119,127,711      $ 31,080,735      $ 57,030  

Proceeds of written option contracts

   $ 73,865      $      $      $  

 

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

 

 

  181  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Inflation Plus
Fund
    The Hartford
Municipal
Opportunities
Fund
     Hartford
Municipal Short
Duration Fund
     The Hartford
Short Duration
Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 496,818,933     $ 1,569,750,855      $ 26,466,740      $ 1,870,230,924  

Repurchase agreements

     3,535,400       56,364,735        1,708,274        21,510,085  

Cash

     4,008,339       25,134,152        761,769        43,894,504  

Cash collateral held for securities on loan

                         9,342  

Foreign currency

     1,932,761                     14,508,594  

Unrealized appreciation on OTC swap contracts

     802,217                      

Unrealized appreciation on foreign currency contracts

     305,169                     276,055  

Unrealized appreciation on bond forward contracts

     34,642                      

Receivables:

 

From affiliates

                  7,793         

Investment securities sold

     4,171,891                     2,394,457  

Fund shares sold

     928,226       4,673,684        412,972        6,030,427  

Dividends and interest

     1,049,699       18,165,303        325,901        8,272,607  

Securities lending income

                         982  

Variation margin on futures contracts

                         1,450,641  

Variation margin on centrally cleared swap contracts

     627                      

Other assets

     75,764       130,505        48,564        136,912  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total assets

     513,663,668       1,674,219,234        29,732,013        1,968,715,530  
  

 

 

   

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

     459,342                     130,725  

Obligation to return securities lending collateral

                         186,823  

Unrealized depreciation on OTC swap contracts

     157,308                      

Cash collateral due to broker on swap contracts

     10,000                      

Unfunded loan commitments

     33,726                     347,911  

Payables:

 

Investment securities purchased

     14,723,306       7,459,675        284,045        89,781,367  

Fund shares redeemed

     177,861       1,703,268        8,564        3,187,480  

Investment management fees

     156,696       421,550        8,098        575,901  

Transfer agent fees

     80,927       126,413        2,423        219,700  

Accounting services fees

     5,525       18,623        318        20,921  

Board of Directors’ fees

     2,718       5,494        110        6,458  

Variation margin on futures contracts

     43,667                      

Foreign taxes

     11,257                      

Distribution fees

     12,297       23,182        751        39,673  

Distributions payable

           303,960        341        191,325  

Accrued expenses

     39,322       21,535        17,441        60,017  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total liabilities

     15,913,952       10,083,700        322,091        94,748,301  
  

 

 

   

 

 

    

 

 

    

 

 

 

Net assets

   $ 497,749,716     $ 1,664,135,534      $ 29,409,922      $ 1,873,967,229  
  

 

 

   

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 536,724,820     $ 1,583,779,314      $ 28,799,236      $ 1,846,177,455  

Distributable earnings (loss)

     (38,975,104     80,356,220        610,686        27,789,774  
  

 

 

   

 

 

    

 

 

    

 

 

 

Net assets

   $ 497,749,716     $ 1,664,135,534      $ 29,409,922      $ 1,873,967,229  
  

 

 

   

 

 

    

 

 

    

 

 

 

Shares authorized

         6,190,000,000           670,000,000            300,000,000            635,000,000  
  

 

 

   

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 11.29     $ 9.11      $ 10.25      $ 10.07  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 11.82     $ 9.54      $ 10.73      $ 10.28  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Shares outstanding

     18,988,654       51,600,422        1,966,842        88,945,462  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 214,371,238     $ 470,237,761      $ 20,166,565      $ 895,613,925  
  

 

 

   

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 10.93     $ 9.12      $ 10.25      $ 10.07  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,786,520       5,736,257        128,410        7,386,995  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 19,519,182     $ 52,315,356      $ 1,315,742      $ 74,397,210  
  

 

 

   

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 11.52     $ 9.12      $ 10.24      $ 10.04  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,060,051       92,083,007        436,171        55,666,201  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 46,751,858     $ 839,373,263      $ 4,464,900      $ 558,730,978  
  

 

 

   

 

 

    

 

 

    

 

 

 

 

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

 

 

  182  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Inflation Plus
Fund
     The Hartford
Municipal
Opportunities
Fund
     Hartford
Municipal Short
Duration Fund
     The Hartford
Short Duration
Fund
 

Class R3:  Net asset value per share

   $ 11.07      $      $      $ 10.05  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,056,340                      153,417  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 33,842,549      $      $      $ 1,542,309  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 11.30      $      $      $ 10.05  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     399,833                      462,476  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,519,794      $      $      $ 4,649,060  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 11.47      $      $      $ 10.02  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     169,687                      178,587  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,946,938      $      $      $ 1,789,908  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $      $ 9.98  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                          203,123  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $      $ 2,027,866  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 11.54      $ 9.11      $      $ 10.01  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,703,691        1,702,882               998,081  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 31,191,959      $ 15,513,741      $      $ 9,986,386  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 11.51      $ 9.10      $ 10.25      $ 10.03  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     12,651,283        31,493,327        337,861        32,441,722  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 145,606,198      $ 286,695,413      $ 3,462,715      $ 325,229,587  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     480,557,223      $     1,544,117,061      $     27,559,893      $     1,859,956,169  

Cost of foreign currency

   $ 1,951,101      $      $      $ 14,527,300  

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

   $      $      $      $ 181,256  

 

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

 

 

  183  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Strategic Income
Fund
     Hartford
Sustainable
Municipal
Bond Fund
     The Hartford
Total Return
Bond Fund
     The Hartford
World Bond
Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 2,911,950,469      $ 99,431,558      $ 4,282,131,021      $ 4,025,467,369  

Repurchase agreements

     15,160,801        8,231,881        140,195,574        192,417,392  

Cash

     90,294,580        3,670,821        87,516,073        108,485,988  

Cash collateral held for securities on loan

     288,296               336,360        311,233  

Cash collateral due from broker on swap contracts

                   455,000         

Foreign currency

     13,016,574               4,734,713        21,800,208  

Unrealized appreciation on OTC swap contracts

     1,044,970               4        755,334  

Unrealized appreciation on foreign currency contracts

    
3,729,994
 
            97,096        52,422,983  

Receivables:

 

From affiliates

            9,575                

Investment securities sold

    
79,165,779
 
            489,052,897        30,822,581  

Fund shares sold

     28,584,467        279,528        9,514,223        11,496,457  

Dividends and interest

     20,916,289        1,017,723        18,061,111        22,871,807  

Securities lending income

     4,224               5,023        2,355  

Variation margin on futures contracts

                          77,648  

Variation margin on centrally cleared swap contracts

                   99,547        514,374  

Tax reclaims

     21,020                       

OTC swap contracts premiums paid

     370,718               690,005        484,230  

Other assets

     255,043        52,635        136,226        236,313  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total assets

     3,164,803,224        112,693,721        5,033,024,873        4,468,166,272  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

     3,021,094               725,480        68,287,643  

Obligation to return securities lending collateral

     5,765,087               6,726,249        6,223,774  

Unrealized depreciation on OTC swap contracts

     4,332,634               3,415,623        104,877  

Cash collateral due to broker on swap contracts

                   1,179,000        705,000  

TBA sale commitments, at market value

                   83,408,015        11,212,971  

Unfunded loan commitments

     1,205,268               43,673         

Payables:

 

Investment securities purchased

     406,418,111        5,100,854        1,554,774,575        59,475,042  

Fund shares redeemed

     4,147,129        39,013        5,302,607        6,169,508  

Investment management fees

     1,055,391        30,101        759,006        2,078,306  

Transfer agent fees

     147,470        8,187        281,835        479,096  

Accounting services fees

     29,385        1,183        37,314        48,618  

Board of Directors’ fees

     2,256        273        11,707        24,278  

Variation margin on futures contracts

     113,790               454,658         

Variation margin on centrally cleared swap contracts

     15,630                       

Foreign taxes

     9,323                      2  

Distribution fees

     25,326        2,035        45,791        19,777  

Distributions payable

            321        162,505         

Written options

     1,158,738               2,386,420        623,187  

Accrued expenses

            15,975        92,064        560,317  

OTC swap contracts premiums received

     12,039,348               3,965,203        60,696  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total liabilities

     439,485,980        5,197,942        1,663,771,725        156,073,092  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $     2,725,317,244      $     107,495,779      $     3,369,253,148      $     4,312,093,180  
  

 

 

    

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 2,680,099,360      $ 103,064,137      $ 3,311,806,130      $ 4,250,695,517  

Distributable earnings (loss)

     45,217,884        4,431,642        57,447,018        61,397,663  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net assets

   $ 2,725,317,244      $ 107,495,779      $ 3,369,253,148      $ 4,312,093,180  
  

 

 

    

 

 

    

 

 

    

 

 

 

Shares authorized

     1,100,000,000        300,000,000        1,125,000,000        1,500,000,000  
  

 

 

    

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 9.23      $ 11.08      $ 10.90      $ 10.61  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 9.66      $ 11.60      $ 11.41      $ 11.11  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     41,573,723        3,925,108        114,276,278        35,340,966  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 383,711,997      $ 43,504,717      $ 1,245,205,407      $ 375,083,605  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.30      $ 11.08      $ 11.03      $ 10.36  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     9,365,973        453,138        1,730,659        4,545,096  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 87,126,451      $ 5,020,546      $ 19,081,343      $ 47,089,984  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  184  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Strategic Income
Fund
     Hartford
Sustainable
Municipal
Bond Fund
     The Hartford
Total Return
Bond Fund
     The Hartford
World Bond
Fund
 

Class I:  Net asset value per share

   $ 9.26      $ 11.05      $ 10.86      $ 10.70  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     173,250,354        3,301,686        31,872,006        176,581,244  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $     1,604,279,157      $ 36,482,624      $ 346,185,226      $ 1,889,660,507  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 9.21      $      $ 11.20      $ 10.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     226,168               420,060        103,221  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,083,241      $      $ 4,705,198      $ 1,087,519  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 9.22      $      $ 11.10      $ 10.61  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     727,660               1,381,623        1,263,198  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 6,708,260      $      $ 15,339,152      $ 13,407,503  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 9.22      $      $ 11.04      $ 10.70  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,649,584               211,789        736,956  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 42,853,491      $      $ 2,337,101      $ 7,887,818  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 9.22      $      $ 10.94      $ 10.75  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     5,908,848               18,068,776        11,396,205  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 54,479,542      $      $ 197,742,023      $ 122,454,667  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 9.20      $      $ 10.97      $ 10.73  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     18,812,134               35,387,695        29,898,150  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 173,161,408      $      $ 388,146,294      $ 320,914,886  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.25      $ 11.05      $ 10.79      $ 10.72  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     40,088,745        2,034,608        106,615,572        143,162,047  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 370,913,697      $ 22,487,892      $ 1,150,511,404      $ 1,534,506,691  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 2,901,176,062      $     103,574,318      $     4,380,149,529      $     4,100,846,936  

Cost of foreign currency

   $ 13,130,345      $      $ 4,740,817      $ 21,818,372  

Proceeds of TBA sale commitments

   $      $      $ 82,532,332      $ 11,140,337  

Proceeds of written option contracts

   $ 1,327,650      $      $ 2,800,967      $ 665,814  

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

   $ 5,576,483      $      $ 6,485,416      $ 6,044,733  

 

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

 

 

  185  

 


Hartford Fixed Income Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2021 (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
 

Investment Income:

 

Dividends

   $     $ 904,507     $ 217,231     $  

Interest

     1,517,767       41,627,049       8,139,953       9,966,733  

Securities lending

     87                    

Less: Foreign tax withheld

     (26,300                  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     1,491,554       42,531,556       8,357,184       9,966,733  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     250,249       5,553,576       1,189,994       990,439  

Transfer agent fees

 

Class A

     4,318       339,551       40,318       211,408  

Class C

     2,059       109,333       19,871       18,218  

Class I

     6,014       283,480       94,469       10,720  

Class R3

     12       5,123       131       1,648  

Class R4

     38       1,947       298       878  

Class R5

     20       576       5,878       367  

Class Y

     23,454       21,284       4,322       495  

Class F

     70       852       205       647  

Distribution fees

 

Class A

     5,513       845,809       83,731       318,781  

Class C

     9,635       1,005,902       177,386       131,020  

Class R3

     29       11,718       297       3,815  

Class R4

     57       2,874       445       1,346  

Custodian fees

     7,358       4,170       1,173       2,403  

Registration and filing fees

     52,440       81,747       57,378       65,580  

Accounting services fees

     4,725       128,113       24,076       28,037  

Board of Directors’ fees

     906       23,731       4,390       5,046  

Audit and tax fees

     16,254       20,040       20,001       13,811  

Other expenses

     11,789       149,198       31,833       44,231  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     394,940       8,589,024       1,756,196       1,848,890  

Expense waivers

     (82,711     (50,110     (141,681     (74,122

Distribution fee reimbursements

     (97     (4,259     (73     (2,879
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (82,808     (54,369     (141,754     (77,001
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     312,132       8,534,655       1,614,442       1,771,889  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,179,422       33,996,901       6,742,742       8,194,844  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Investments

     502,831       9,108,824       4,984,282       4,613,452  

Less: Foreign taxes paid on realized capital gains

     (18,996                  

Purchased options contracts

     (62,560                  

Futures contracts

     160,998                    

Written options contracts

     (7,713                  

Swap contracts

     (60,107     5,479,438       1,374,452        

Foreign currency contracts

     759,694       (4,755,490     (1,128,284     (424,018

Other foreign currency transactions

     1,377       183,590       174,950       4,629  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

         1,275,524       10,016,362       5,405,400       4,194,063  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments*

     404,082       66,834,566       11,133,411       15,581,445  

Purchased options contracts

     (15,645                  

Futures contracts

     (7,642                  

Written options contracts

     (84,688                  

Swap contracts

     (8,179     (2,298,343     (713,932      

Foreign currency contracts

     362,755       (2,318,941     (565,607     (187,823

Translation of other assets and liabilities in foreign currencies

     (6,757     (144,692     (133,437     3,612  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     643,926       62,072,590       9,720,435       15,397,234  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,919,450       72,088,952       15,125,835       19,591,297  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 3,098,872     $     106,085,853     $     21,868,577     $     27,786,141  
  

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $ 4,105     $     $     $  

 

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

 

 

  186  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Inflation Plus
Fund
    The Hartford
Municipal
Opportunities
Fund
    Hartford
Municipal
Short Duration
Fund
    The Hartford
Short Duration
Fund
 

Investment Income:

 

Interest

   $ 6,201,770     $ 18,899,354     $ 277,941     $ 21,472,954  

Securities lending

                       5,397  

Less: Foreign tax withheld

     (61,893                  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     6,139,877       18,899,354       277,941       21,478,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     1,007,658       2,447,165       47,076       3,333,897  

Transfer agent fees

 

Class A

     161,835       136,309       4,925       525,473  

Class C

     14,514       19,841       882       42,183  

Class I

     23,419       243,961       1,882       166,745  

Class R3

     38,446                   2,023  

Class R4

     4,421                   1,308  

Class R5

     961                   1,075  

Class R6

                       2  

Class Y

     16,824       7,072             3,732  

Class F

     99       667       50       1,724  

Distribution fees

 

Class A

     255,442       562,905       23,373       1,087,952  

Class C

     103,837       290,594       7,123       433,526  

Class R3

     87,866                   4,937  

Class R4

     6,565                   5,923  

Custodian fees

     4,452       2,618       110       4,353  

Registration and filing fees

     57,369       83,319       30,763       118,847  

Accounting services fees

     36,653       110,975       1,904       124,485  

Board of Directors’ fees

     6,961       19,774       341       22,250  

Audit and tax fees

     16,533       13,828       13,794       16,560  

Other expenses

     38,207       58,358       5,432       105,588  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     1,882,062       3,997,386       137,655       6,002,583  

Expense waivers

                 (48,035      

Transfer agent fee waivers

     (8,571                 (3,256

Distribution fee reimbursements

     (3,902     (1,402     (365     (67,437
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (12,473     (1,402     (48,400     (70,693
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     1,869,589       3,995,984       89,255       5,931,890  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     4,270,288       14,903,370       188,686       15,546,461  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Investments

     1,976,713       366,939       (6,404     5,099,911  

Less: Foreign taxes paid on realized capital gains

     (1,661                  

Purchased options contracts

     (72,770                  

Futures contracts

     760,427                   2,201,166  

Swap contracts

     3,017,422                    

Bond forward contracts

     1,405,394                    

Foreign currency contracts

     (253,944                 (460,887

Other foreign currency transactions

     (9,564                 (51,872
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     6,822,017       366,939       (6,404     6,788,318  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments*

     5,316,955       29,828,161       240,288       3,081,009  

Purchased options contracts

     72,723                    

Futures contracts

     (221,390                 1,402,887  

Swap contracts

     526,414                    

Bond forward contracts

     254,950                    

Foreign currency contracts

     (562,520                 (318,375

Translation of other assets and liabilities in foreign currencies

     (1,236                 (33,793
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     5,385,896       29,828,161       240,288       4,131,728  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     12,207,913       30,195,100       233,884       10,920,046  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     16,478,201     $     45,098,470     $     422,570     $     26,466,507  
  

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $ 847     $     $     $  

 

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

 

 

  187  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Strategic
Income Fund
    Hartford
Sustainable
Municipal Bond
Fund
    The Hartford
Total Return
Bond Fund
    The Hartford
World Bond
Fund
 

Investment Income:

 

Dividends

   $ 293,114     $     $ 8,299     $ 110,915  

Interest

     39,496,006       1,034,199       36,386,830       31,695,084  

Securities lending

     23,208             29,356       13,730  

Less: Foreign tax withheld

     (56,777           (12     (303,251
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     39,755,551       1,034,199       36,424,473       31,516,478  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     5,450,320       165,608       4,503,080       12,773,160  

Transfer agent fees

        

Class A

     186,835       10,832       664,896       252,673  

Class C

     36,966       2,596       24,274       33,560  

Class I

     459,161       16,063       118,698       881,340  

Class R3

     1,744             5,346       1,335  

Class R4

     3,865             11,017       10,870  

Class R5

     9,511             1,411       4,720  

Class R6

     306             925       2,328  

Class Y

     49,824             142,242       175,408  

Class F

     555       76       3,027       29,159  

Distribution fees

        

Class A

     421,496       50,606       1,531,459       480,826  

Class C

     421,332       23,941       147,597       292,728  

Class R3

     4,678             12,227       3,119  

Class R4

     6,919             18,464       19,946  

Custodian fees

     39,557       284       13,476       89,848  

Registration and filing fees

     140,664       40,678       121,556       179,111  

Accounting services fees

     154,785       6,694       227,659       308,247  

Board of Directors’ fees

     24,022       1,146       40,809       58,045  

Audit and tax fees

     21,242       13,795       21,283       20,681  

Other expenses

     72,965       7,269       213,426       545,202  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     7,506,747       339,588       7,822,872       16,162,306  

Expense waivers

           (58,130            

Transfer agent fee waivers

                       (23,685

Distribution fee reimbursements

     (1,044     (130     (11,158     (1,080
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (1,044     (58,260     (11,158     (24,765
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     7,505,703       281,328       7,811,714       16,137,541  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     32,249,848       752,871            28,612,759       15,378,937  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Investments

     21,764,489       370,513       (3,598,750     73,344,602  

Purchased options contracts

     (152,429           (106,983     (11,696,981

Futures contracts

     (8,457,645           18,959,984       40,229,126  

Written options contracts

     16,581,835             6,759,552       4,665,759  

Swap contracts

     (5,471,624           (155,334     (1,981,424

Foreign currency contracts

     (3,853,209           3,464,473       (81,409,699

Other foreign currency transactions

     319,099             (101,593     3,593,516  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     20,730,516       370,513       25,221,349       26,744,899  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments*

     25,468,774       1,695,086       (77,160,877     (6,454,471

Purchased options contracts

     (228,258           (388,246     2,573,042  

Futures contracts

     2,922,139             1,185,721       (2,469,732

Written options contracts

     567,574             931,397       (1,648,414

Swap contracts

     3,742,365             4,135,519       (3,728,590

Foreign currency contracts

     (1,833,123           (1,213,594     7,165,355  

Translation of other assets and liabilities in foreign currencies

     (104,937           (2,505     547,988  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     30,534,534       1,695,086       (72,512,585     (4,014,822
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     51,265,050       2,065,599       (47,291,236     22,730,077  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     83,514,898     $     2,818,470     $ (18,678,477   $      38,109,014  
  

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $ (1,914   $     $     $  

 

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

 

 

  188  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford
Emerging Markets Local
Debt Fund
    The Hartford
Floating Rate Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 1,179,422     $ 4,281,657     $ 33,996,901     $ 85,315,726  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,275,524       (10,031,982     10,016,362       (179,120,064

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     643,926       (3,643,356     62,072,590       29,885,112  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     3,098,872       (9,393,681     106,085,853       (63,919,226
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From distributable earnings:

        

Class A

     (67,164           (10,331,214     (24,453,650

Class C

     (22,896           (2,312,656     (9,949,548

Class I

     (178,252           (14,915,077     (39,342,068

Class R3

     (162           (65,080     (179,234

Class R4

     (719           (34,821     (94,566

Class R5

     (604           (18,666     (42,641

Class Y

     (793,468           (798,102     (2,006,371

Class F

     (66,374           (1,954,428     (9,332,178

From tax return of capital:

        

Class A

           (206,607            

Class C

           (74,958            

Class I

           (992,618            

Class R3

           (466            

Class R4

           (1,856            

Class R5

           (1,784            

Class Y

           (2,882,353            

Class F

           (169,883            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,129,639     (4,330,525     (30,430,044     (85,400,256
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     10,691,581       26,616,670       449,718,328       799,880,095  

Issued on reinvestment of distributions

     1,106,818       4,258,769       23,991,630       64,039,864  

Redeemed

     (10,753,168     (95,080,240     (378,346,439     (1,939,547,666
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     1,045,231       (64,204,801     95,363,519       (1,075,627,707
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     3,014,464       (77,929,007     171,019,328       (1,224,947,189
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     63,192,822           141,121,829           1,784,429,232           3,009,376,421  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     66,207,286     $ 63,192,822     $ 1,955,448,560     $ 1,784,429,232  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  189  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Floating Rate High Income Fund
    The Hartford
High Yield Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 6,742,742     $ 14,597,360     $ 8,194,844     $ 15,958,859  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     5,405,400       (27,625,448     4,194,063       (7,136,191

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     9,720,435       6,653,957       15,397,234       2,010,800  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     21,868,577       (6,374,131     27,786,141       10,833,468  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (1,078,983     (2,847,261     (5,179,891     (10,231,936

Class C

     (442,518     (1,464,610     (434,647     (1,085,876

Class I

     (3,517,827     (8,549,096     (579,848     (923,770

Class R3

     (1,737     (6,253     (28,768     (80,559

Class R4

     (5,743     (13,270     (21,771     (44,563

Class R5

     (198,953     (444,267     (14,845     (33,552

Class R6

                 (70 )(1)       

Class Y

     (157,745     (420,519     (21,372     (342,680

Class F

     (257,204     (670,561     (2,057,797     (3,088,310
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (5,660,710     (14,415,837     (8,339,009     (15,831,246
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     119,595,656       154,359,016       77,395,096       120,102,240  

Issued on reinvestment of distributions

     5,623,666       14,307,557       8,212,631       15,473,341  

Redeemed

     (99,586,989     (231,415,277     (43,993,887     (126,762,424
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     25,632,333       (62,748,704     41,613,840       8,813,157  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     41,840,200       (83,538,672     61,060,972       3,815,379  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     329,143,121       412,681,793       362,289,195       358,473,816  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     370,983,321     $     329,143,121     $     423,350,167     $     362,289,195  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

Commenced operations on March 1, 2021

 

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

 

 

  190  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Inflation Plus Fund
    The Hartford
Municipal Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 4,270,288     $ 6,208,864     $ 14,903,370     $ 26,662,077  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     6,822,017       18,505,277       366,939       2,602,363  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     5,385,896       9,482,777       29,828,161       4,622,938  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     16,478,201       34,196,918       45,098,470       33,887,378  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (3,282,751     (3,116,147     (3,945,543     (8,611,735

Class C

     (158,886     (177,866     (289,004     (842,411

Class I

     (876,287     (1,004,272     (7,875,571     (14,056,299

Class R3

     (484,676     (542,803            

Class R4

     (85,564     (124,519            

Class R5

     (29,976     (30,265            

Class Y

     (564,796     (473,560     (153,084     (344,446

Class F

     (3,479,191     (3,168,242     (2,642,356     (2,928,839
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (8,962,127     (8,637,674     (14,905,558     (26,783,730
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     85,428,550       122,816,206       318,650,118       742,743,519  

Issued on reinvestment of distributions

     8,738,396       8,418,722       13,099,126       23,411,132  

Redeemed

     (127,710,441     (137,359,960     (165,162,194     (396,074,833
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (33,543,495     (6,125,032     166,587,050       370,079,818  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (26,027,421     19,434,212       196,779,962       377,183,466  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     523,777,137       504,342,925       1,467,355,572       1,090,172,106  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $      497,749,716     $      523,777,137     $     1,664,135,534     $     1,467,355,572  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  191  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Municipal Short Duration Fund
    The Hartford
Short Duration Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 188,686     $ 389,588     $ 15,546,461     $ 33,744,343  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (6,404     3,123       6,788,318       (4,469,572

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     240,288       295       4,131,728       10,540,610  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     422,570       393,006       26,466,507       39,815,381  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (131,166     (341,182     (7,236,278     (15,890,843

Class C

     (4,673     (15,127     (401,121     (1,242,314

Class I

     (33,134     (53,178     (5,567,184     (10,500,742

Class R3

                 (14,409     (29,075

Class R4

                 (40,655     (136,354

Class R5

                 (18,714     (40,924

Class R6

                 (11,113     (320

Class Y

                 (82,316     (238,467

Class F

     (23,065     (39,099     (3,306,775     (6,474,377
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (192,038     (448,586     (16,678,565     (34,553,416
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     6,829,918       15,709,425       605,193,790       1,100,570,097  

Issued on reinvestment of distributions

     191,353       447,981       15,263,229       31,656,945  

Redeemed

     (3,726,787     (11,632,817     (418,912,533     (864,409,842
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     3,294,484       4,524,589       201,544,486       267,817,200  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     3,525,016       4,469,009       211,332,428       273,079,165  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     25,884,906       21,415,897       1,662,634,801       1,389,555,636  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     29,409,922     $      25,884,906     $     1,873,967,229     $     1,662,634,801  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  192  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Strategic Income Fund
    Hartford
Sustainable Municipal
Bond Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 32,249,848     $ 32,677,573     $ 752,871     $ 1,074,542  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     20,730,516       34,811,038       370,513       (27,478

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     30,534,534       6,574,831       1,695,086       712,473  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     83,514,898       74,063,442       2,818,470       1,759,537  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (7,685,289     (7,667,575     (302,981     (719,963

Class C

     (1,581,298     (1,525,386     (17,849     (68,864

Class I

     (29,595,370     (17,139,916     (271,751     (359,398

Class R3

     (44,181     (28,423            

Class R4

     (123,261     (46,207            

Class R5

     (667,129     (405,048            

Class R6

     (658,285     (126,449            

Class Y

     (2,982,519     (1,532,416            

Class F

     (7,984,273     (7,044,452     (159,559     (180,768
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (51,321,605     (35,515,872     (752,140     (1,328,993
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     1,553,639,886       1,364,984,101       28,311,017       57,550,170  

Issued on reinvestment of distributions

     51,121,691       35,272,451       750,011       1,325,741  

Redeemed

     (594,721,741     (448,742,996     (6,982,103     (12,194,309
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     1,010,039,836       951,513,556       22,078,925       46,681,602  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,042,233,129       990,061,126       24,145,255       47,112,146  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     1,683,084,115       693,022,989       83,350,524       36,238,378  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     2,725,317,244     $     1,683,084,115     $     107,495,779     $      83,350,524  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  193  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Total Return Bond Fund
    The Hartford
World Bond Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31, 2020
 

Operations:

 

Net investment income (loss)

   $ 28,612,759     $ 57,931,670     $ 15,378,937     $ 43,040,810  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     25,221,349       46,435,924       26,744,899       (117,536,664

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (72,512,585     57,519,243       (4,014,822     109,200,566  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (18,678,477     161,886,837       38,109,014       34,704,712  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

Class A

     (20,238,141     (24,713,615     (1,958,184     (9,714,634

Class C

     (382,616     (403,472     (125,450     (1,530,082

Class I

     (6,185,976     (4,973,747     (12,693,231     (55,886,615

Class R3

     (73,644     (94,664     (4,364     (37,373

Class R4

     (249,816     (248,950     (86,947     (258,182

Class R5

     (44,228     (42,277     (51,892     (159,088

Class R6

     (1,968,367     (1,608,114     (830,713     (699,005

Class Y

     (7,668,885     (10,770,483     (2,267,362     (12,150,614

Class F

     (19,442,676     (22,805,593     (10,378,372     (51,436,468
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (56,254,349     (65,660,915     (28,396,515     (131,872,061
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     903,554,343       1,206,382,514       818,473,182       2,017,345,877  

Issued in merger

           62,746,951              

Issued on reinvestment of distributions

     54,817,871       64,083,599       26,628,519       124,555,264  

Redeemed

     (505,765,857     (622,728,515     (1,015,611,836     (2,882,971,265
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     452,606,357       710,484,549       (170,510,135     (741,070,124
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     377,673,531       806,710,471       (160,797,636     (838,237,473
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     2,991,579,617       2,184,869,146       4,472,890,816       5,311,128,289  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     3,369,253,148     $     2,991,579,617     $      4,312,093,180     $      4,472,890,816  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  194  

 


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, 2021 (Unaudited)

 

A

  $     5.39     $     0.09     $     0.18     $     0.27     $     (0.09   $     —     $     —     $     (0.09   $     5.57       4.96 %(5)    $     4,140       1.48 %(6)      1.18 %(6)      3.29 %(6)      50

C

    5.40       0.07       0.18       0.25       (0.07                 (0.07     5.58       4.56 (5)      1,907       2.24 (6)      1.93 (6)      2.54 (6)      50  

I

    5.37       0.10       0.17       0.27       (0.10                 (0.10     5.54       4.92 (5)      10,714       1.14 (6)      0.93 (6)      3.54 (6)      50  

R3

    5.37       0.09       0.18       0.27       (0.08                 (0.08     5.56       5.01 (5)      11       1.74 (6)      1.14 (6)      3.36 (6)      50  

R4

    5.37       0.09       0.17       0.26       (0.09                 (0.09     5.54       4.79 (5)      45       1.44 (6)      1.18 (6)      3.28 (6)      50  

R5

    5.15       0.10       0.16       0.26       (0.10                 (0.10     5.31       4.96 (5)      25       1.14 (6)      0.88 (6)      3.62 (6)      50  

Y

    5.33       0.10       0.17       0.27       (0.10                 (0.10     5.50       4.98 (5)      45,196       1.13 (6)      0.88 (6)      3.59 (6)      50  

F

    5.37       0.10       0.18       0.28       (0.10                 (0.10     5.55       5.16 (5)      4,168       1.03 (6)      0.83 (6)      3.63 (6)      50  

For the Year Ended October 31, 2020

 

       

A

  $     5.86     $     0.22     $     (0.46   $     (0.24   $     —     $     —     $     (0.23   $     (0.23   $     5.39       (4.02 )%    $     4,441       1.42     1.18     4.08     99

C

    5.86       0.19       (0.46     (0.27                 (0.19     (0.19     5.40       (4.66     1,795       2.18       1.93       3.35       99  

I

    5.84       0.25       (0.47     (0.22                 (0.25     (0.25     5.37       (3.73     10,596       1.07       0.93       4.43       99  

R3

    5.84       0.23       (0.46     (0.23                 (0.24     (0.24     5.37       (3.97     11       1.70       1.06       4.20       99  

R4

    5.83       0.22       (0.45     (0.23                 (0.23     (0.23     5.37       (3.87     43       1.40       1.18       4.07       99  

R5

    5.60       0.22       (0.42     (0.20                 (0.25     (0.25     5.15       (3.52     45       1.10       0.88       4.31       99  

Y

    5.80       0.24       (0.46     (0.22                 (0.25     (0.25     5.33       (3.72     43,062       1.09       0.88       4.43       99  

F

    5.84       0.25       (0.47     (0.22                 (0.25     (0.25     5.37       (3.65     3,201       0.98       0.83       4.46       99  

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  

 

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

 

 

  195  

 


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, 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 Hartford Floating Rate Fund                    

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   8.04     $   0.15     $   0.34     $   0.49     $   (0.13   $   —     $   —     $   (0.13   $   8.40       6.07 %(5)    $   744,970       1.01 %(6)      1.00 %(6)      3.70 %(6)      49

C

    8.12       0.12       0.33       0.45       (0.09                 (0.09     8.48       5.61 (5)      130,928       1.77 (6)      1.75 (6)      2.98 (6)      49  

I

    8.03       0.16       0.34       0.50       (0.16                 (0.16     8.37       6.23 (5)      912,268       0.73 (6)      0.73 (6)      3.96 (6)      49  

R3

    8.10       0.14       0.34       0.48       (0.12                 (0.12     8.46       5.89 (5)      4,699       1.38 (6)      1.25 (6)      3.46 (6)      49  

R4

    8.04       0.15       0.33       0.48       (0.12                 (0.12     8.40       6.05 (5)      2,236       1.08 (6)      1.00 (6)      3.72 (6)      49  

R5

    8.03       0.16       0.33       0.49       (0.15                 (0.15     8.37       6.16 (5)      1,132       0.77 (6)      0.77 (6)      3.96 (6)      49  

Y

    8.01       0.16       0.33       0.49       (0.16                 (0.16     8.34       6.13 (5)      45,433       0.76 (6)      0.75 (6)      3.95 (6)      49  

F

    8.02       0.17       0.33       0.50       (0.17                 (0.17     8.35       6.24 (5)      113,783       0.66 (6)      0.66 (6)      4.03 (6)      49  

For the Year Ended October 31, 2020

 

 

A

  $   8.37     $   0.29     $   (0.33   $   (0.04   $   (0.29   $   —     $   —     $   (0.29   $   8.04       (0.40 )%    $   659,749       1.01     1.00     3.62     86

C

    8.45       0.24       (0.34     (0.10     (0.23                 (0.23     8.12       (1.10     231,747       1.74       1.74       2.91       86  

I

    8.36       0.32       (0.34     (0.02     (0.31                 (0.31     8.03       (0.14     749,601       0.73       0.73       3.93       86  

R3

    8.42       0.27       (0.32     (0.05     (0.27                 (0.27     8.10       (0.51     4,684       1.37       1.25       3.38       86  

R4

    8.36       0.29       (0.32     (0.03     (0.29                 (0.29     8.04       (0.29     2,274       1.07       1.00       3.63       86  

R5

    8.35       0.31       (0.32     (0.01     (0.31                 (0.31     8.03       (0.07     987       0.77       0.77       3.84       86  

Y

    8.33       0.32       (0.33     (0.01     (0.31                 (0.31     8.01       0.00 (9)      42,538       0.71       0.71       3.93       86  

F

    8.36       0.33       (0.35     (0.02     (0.32                 (0.32     8.02       (0.20     92,849       0.65       0.65       4.09       86  

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  

 

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

 

 

  196  

 


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, 2017

 

 

A

  $   8.58     $   0.32     $   0.16     $   0.48     $   (0.31   $   —     $   (0.01   $   (0.32   $   8.74       5.66   $   806,759       0.98     0.98     3.68     62

C

    8.57       0.26       0.15       0.41       (0.24           (0.01     (0.25     8.73       4.89       1,046,990       1.72       1.72       2.95       62  

I

    8.59       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.75       5.95       1,817,213       0.71       0.71       3.94       62  

R3

    8.61       0.30       0.15       0.45       (0.29           (0.01     (0.30     8.76       5.25       9,993       1.37       1.25       3.41       62  

R4

    8.58       0.32       0.15       0.47       (0.31           (0.01     (0.32     8.73       5.52       6,359       1.06       1.00       3.65       62  

R5

    8.58       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.74       5.96       2,200       0.80       0.70       3.96       62  

Y

    8.57       0.35       0.16       0.51       (0.34           (0.01     (0.35     8.73       5.99       374,594       0.67       0.67       3.98       62  

F(7)

    8.74       0.23       0.02       0.25       (0.22           (0.01     (0.23     8.76       2.78 (5)      48,407       0.65 (6)      0.65 (6)      3.95 (6)      62  

For the Year Ended October 31, 2016

 

 

A

  $   8.41     $   0.36     $   0.16     $   0.52     $   (0.35   $   —     $   —     $   (0.35   $   8.58       6.38   $   875,037       1.02     1.01 %(10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      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 (10)      4.73       40  
The Hartford Floating Rate High Income Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   9.23     $   0.18     $   0.42     $   0.60     $   (0.15   $   —     $   —     $   (0.15   $   9.68       6.56 %(5)    $   73,221       1.15 %(6)      1.05 %(6)      3.86 %(6)      69

C

    9.31       0.15       0.43       0.58       (0.12                 (0.12     9.77       6.24 (5)      29,929       1.89 (6)      1.80 (6)      3.13 (6)      69  

I

    9.18       0.19       0.42       0.61       (0.16                 (0.16     9.63       6.72 (5)      224,817       0.88 (6)      0.80 (6)      4.12 (6)      69  

R3

    9.25       0.17       0.42       0.59       (0.14                 (0.14     9.70       6.39 (5)      138       1.50 (6)      1.35 (6)      3.49 (6)      69  

R4

    9.21       0.18       0.42       0.60       (0.15                 (0.15     9.66       6.57 (5)      366       1.20 (6)      1.05 (6)      3.84 (6)      69  

R5

    9.18       0.20       0.42       0.62       (0.17                 (0.17     9.63       6.75 (5)      11,723       0.89 (6)      0.75 (6)      4.16 (6)      69  

Y

    9.19       0.19       0.43       0.62       (0.17                 (0.17     9.64       6.72 (5)      9,362       0.88 (6)      0.78 (6)      4.10 (6)      69  

F

    9.20       0.19       0.43       0.62       (0.17                 (0.17     9.65       6.73 (5)      21,427       0.78 (6)      0.75 (6)      4.11 (6)      69  

For the Year Ended October 31, 2020

 

 

A

  $   9.64     $   0.37     $   (0.42   $   (0.05   $   (0.36   $   —     $   —     $   (0.36   $   9.23       (0.46 )%    $   64,414       1.15     1.05     3.95     120

C

    9.72       0.30       (0.42     (0.12     (0.29                 (0.29     9.31       (1.17     38,246       1.89       1.80       3.21       120  

I

    9.62       0.39       (0.45     (0.06     (0.38                 (0.38     9.18       (0.54     194,107       0.87       0.80       4.18       120  

R3

    9.66       0.34       (0.42     (0.08     (0.33                 (0.33     9.25       (0.75     128       1.50       1.35       3.68       120  

R4

    9.61       0.36       (0.40     (0.04     (0.36                 (0.36     9.21       (0.36     347       1.20       1.05       3.93       120  

R5

    9.58       0.39       (0.41     (0.02     (0.38                 (0.38     9.18       (0.08     10,605       0.90       0.75       4.23       120  

Y

    9.59       0.40       (0.42     (0.02     (0.38                 (0.38     9.19       (0.10     7,422       0.89       0.78       4.25       120  

F

    9.61       0.40       (0.42     (0.02     (0.39                 (0.39     9.20       (0.17     13,874       0.79       0.75       4.28       120  

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  

 

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

 

 

  197  

 


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, 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  

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 %(11)      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 (11)      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 (11)      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 (11)      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 (11)      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 (11)      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 (11)      5.75       75  
The Hartford High Yield Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   7.27     $   0.15     $   0.39     $   0.54     $   (0.15   $   —     $   —     $   (0.15   $   7.66       7.50 %(5)    $   273,465       1.00 %(6)      0.95 %(6)      4.08 %(6)      22

C

    7.25       0.13       0.38       0.51       (0.12                 (0.12     7.64       7.12 (5)      18,703       1.72 (6)      1.70 (6)      3.34 (6)      22  

I

    7.30       0.17       0.38       0.55       (0.17                 (0.17     7.68       7.62 (5)      29,044       0.66 (6)      0.65 (6)      4.38 (6)      22  

R3

    7.28       0.14       0.39       0.53       (0.14                 (0.14     7.67       7.33 (5)      1,516       1.30 (6)      1.26 (6)      3.79 (6)      22  

R4

    7.29       0.15       0.39       0.54       (0.15                 (0.15     7.68       7.48 (5)      1,140       0.99 (6)      0.97 (6)      4.07 (6)      22  

R5

    7.26       0.16       0.39       0.55       (0.17                 (0.17     7.64       7.66 (5)      671       0.69 (6)      0.67 (6)      4.37 (6)      22  

R6(12)

    7.57       0.05       0.01       0.06       (0.05                 (0.05     7.58       0.84 (5)      10       0.58 (6)      0.55 (6)      4.26 (6)      22  

Y

    7.20       0.16       0.38       0.54       (0.16                 (0.16     7.58       7.57 (5)      1,007       0.68 (6)      0.66 (6)      4.37 (6)      22  

F

    7.28       0.17       0.38       0.55       (0.18                 (0.18     7.65       7.64 (5)      97,794       0.58 (6)      0.55 (6)      4.47 (6)      22  

For the Year Ended October 31, 2020

 

 

A

  $   7.36     $   0.33     $   (0.10   $   0.23     $   (0.32   $   —     $   —     $   (0.32   $   7.27       3.31   $   239,310       1.15     1.03     4.54     59

C

    7.33       0.27       (0.08     0.19       (0.27                 (0.27     7.25       2.68       26,125       1.86       1.78       3.81       59  

I

    7.38       0.35       (0.09     0.26       (0.34                 (0.34     7.30       3.74       20,666       0.82       0.77       4.80       59  

R3

    7.36       0.30       (0.08     0.22       (0.30                 (0.30     7.28       3.14       1,866       1.44       1.34       4.25       59  

R4

    7.37       0.33       (0.09     0.24       (0.32                 (0.32     7.29       3.45       997       1.14       1.04       4.54       59  

R5

    7.33       0.35       (0.07     0.28       (0.35                 (0.35     7.26       3.95       614       0.84       0.74       4.86       59  

Y

    7.30       0.35       (0.12     0.23       (0.33                 (0.33     7.20       3.35       849       0.83       0.77       4.84       59  

F

    7.37       0.35       (0.08     0.27       (0.36                 (0.36     7.28       3.78       71,863       0.72       0.67       4.90       59  

 

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

 

 

  198  

 


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, 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  

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 %(13)      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 (13)      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 (13)      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 (13)      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 (13)      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 (13)      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 (13)      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 (13)      5.28       47  
The Hartford Inflation Plus Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

               

A

  $   11.11     $   0.09     $   0.27     $   0.36     $   (0.18   $   —     $   —     $   (0.18   $   11.29       3.26 %(5)    $   214,371       0.86 %(6)      0.85 %(6)      1.57 %(6)      29 %(14) 

C

    10.70       0.05       0.26       0.31       (0.08                 (0.08     10.93       2.92 (5)      19,519       1.59 (6)      1.59 (6)      0.85 (6)      29 (14) 

I

    11.35       0.10       0.28       0.38       (0.21                 (0.21     11.52       3.37 (5)      46,752       0.55 (6)      0.55 (6)      1.82 (6)      29 (14) 

R3

    10.89       0.07       0.26       0.33       (0.15                 (0.15     11.07       3.00 (5)      33,843       1.17 (6)      1.17 (6)      1.22 (6)      29 (14) 

R4

    11.12       0.08       0.27       0.35       (0.17                 (0.17     11.30       3.15 (5)      4,520       0.87 (6)      0.87 (6)      1.41 (6)      29 (14) 

R5

    11.30       0.11       0.27       0.38       (0.21                 (0.21     11.47       3.38 (5)      1,947       0.57 (6)      0.57 (6)      1.90 (6)      29 (14) 

Y

    11.37       0.11       0.27       0.38       (0.21                 (0.21     11.54       3.36 (5)      31,192       0.56 (6)      0.56 (6)      1.85 (6)      29 (14) 

F

    11.34       0.10       0.29       0.39       (0.22                 (0.22     11.51       3.47 (5)      145,606       0.45 (6)      0.45 (6)      1.85 (6)      29 (14) 

 

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

 

 

  199  

 


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, 2020

 

       

A

  $   10.54     $   0.13     $   0.62     $   0.75     $   (0.18   $   —     $   —     $   (0.18   $   11.11       7.23   $   200,745       0.92     0.85     1.17     78 %(14) 

C

    10.11       0.03       0.62       0.65       (0.06                 (0.06     10.70       6.45       20,713       1.65       1.59       0.29       78 (14) 

I

    10.75       0.16       0.65       0.81       (0.21                 (0.21     11.35       7.64       54,119       0.60       0.57       1.49       78 (14) 

R3

    10.33       0.08       0.62       0.70       (0.14                 (0.14     10.89       6.89       35,410       1.21       1.18       0.81       78 (14) 

R4

    10.54       0.11       0.64       0.75       (0.17                 (0.17     11.12       7.24       5,663       0.92       0.89       1.07       78 (14) 

R5

    10.71       0.17       0.63       0.80       (0.21                 (0.21     11.30       7.56       1,650       0.61       0.58       1.57       78 (14) 

Y

    10.77       0.15       0.66       0.81       (0.21                 (0.21     11.37       7.64       30,813       0.60       0.57       1.38       78 (14) 

F

    10.75       0.16       0.64       0.80       (0.21                 (0.21     11.34       7.61       174,665       0.49       0.49       1.49       78 (14) 

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 %(15)      0.87   $   70

B

    10.18       (0.01     0.40       0.39                               10.57       3.83       5,154       1.83       1.62 (15)      (0.07     70  

C

    10.17       0.01       0.38       0.39                               10.56       3.83       146,289       1.69       1.62 (15)      0.10       70  

I

    10.73       0.13       0.39       0.52                               11.25       4.85       62,726       0.76       0.62 (15)      1.16       70  

R3

    10.40       0.06       0.38       0.44                               10.84       4.23       56,150       1.28       1.22 (15)      0.53       70  

R4

    10.56       0.08       0.40       0.48                               11.04       4.55       15,684       0.98       0.92 (15)      0.79       70  

R5

    10.71       0.11       0.40       0.51                               11.22       4.76       2,392       0.70       0.62 (15)      1.03       70  

Y

    10.75       0.11       0.42       0.53                               11.28       4.93       101,942       0.57       0.57 (15)      0.99       70  

 

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

 

 

  200  

 


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  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

       

A

  $   8.93     $   0.08     $   0.18     $   0.26     $   (0.08   $   —     $   —     $   (0.08   $   9.11       2.91 %(5)    $   470,238       0.66 %(6)      0.66 %(6)      1.75 %(6)      3

C

    8.94       0.04       0.18       0.22       (0.04                 (0.04     9.12       2.52 (5)      52,315       1.42 (6)      1.42 (6)      0.99 (6)      3  

I

    8.94       0.09       0.18       0.27       (0.09                 (0.09     9.12       3.03 (5)      839,373       0.41 (6)      0.41 (6)      2.00 (6)      3  

Y

    8.93       0.09       0.18       0.27       (0.09                 (0.09     9.11       3.02 (5)      15,514       0.44 (6)      0.44 (6)      1.97 (6)      3  

F

    8.92       0.09       0.18       0.27       (0.09                 (0.09     9.10       3.07 (5)      286,695       0.35 (6)      0.35 (6)      2.06 (6)      3  

For the Year Ended October 31, 2020

 

       

A

  $   8.88     $   0.18     $   0.05     $   0.23     $   (0.18   $   —     $   —     $   (0.18   $   8.93       2.63   $   437,341       0.68     0.68     2.03     26

C

    8.89       0.11       0.05       0.16       (0.11                 (0.11     8.94       1.86       59,074       1.43       1.43       1.28       26  

I

    8.88       0.20       0.06       0.26       (0.20                 (0.20     8.94       2.99       724,260       0.44       0.44       2.26       26  

Y

    8.88       0.20       0.05       0.25       (0.20                 (0.20     8.93       2.86       15,559       0.45       0.45       2.25       26  

F

    8.87       0.21       0.05       0.26       (0.21                 (0.21     8.92       2.95       231,121       0.37       0.37       2.32       26  

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  

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  
Hartford Municipal Short Duration Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   10.16     $   0.07     $   0.09     $   0.16     $   (0.07   $ (0.00 )(18)    $   —     $   (0.07   $   10.25       1.59 %(5)    $ 20,167       1.04 %(6)      0.69 %(6)      1.38 %(6)      9

C

    10.16       0.03       0.09       0.12       (0.03     (0.00 )(18)            (0.03     10.25       1.21 (5)      1,316       1.86 (6)      1.44 (6)      0.63 (6)      9  

I

    10.15       0.08       0.09       0.17       (0.08     (0.00 )(18)            (0.08     10.24       1.71 (5)      4,465       0.83 (6)      0.46 (6)      1.61 (6)      9  

F

    10.16       0.08       0.10       0.18       (0.09     (0.00 )(18)            (0.09     10.25       1.74 (5)      3,463       0.74 (6)      0.39 (6)      1.66 (6)      9  

For the Year Ended October 31, 2020

 

       

A

  $   10.16     $   0.16     $   0.03     $   0.19     $   (0.16   $   (0.03   $   —     $   (0.19   $   10.16       1.88   $ 18,359       1.10     0.69     1.62     26

C

    10.15       0.09       0.04       0.13       (0.09     (0.03           (0.12     10.16       1.23       1,483       1.94       1.44       0.87       26  

I

    10.15       0.18       0.04       0.22       (0.19     (0.03           (0.22     10.15       2.12       3,879       0.88       0.46       1.83       26  

F

    10.16       0.19       0.03       0.22       (0.19     (0.03           (0.22     10.16       2.19       2,164       0.80       0.39       1.91       26  

 

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

 

 

  201  

 


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 Short Duration Fund – (continued)  

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 %(19)      0.95     12

C

    10.05       0.02       0.03       0.05       (0.02                 (0.02     10.08       0.50       4,067       2.29       1.45 (19)      0.20       12  

I

    10.06       0.12       0.02       0.14       (0.12                 (0.12     10.08       1.40       5,915       1.27       0.45 (19)      1.20       12  
The Hartford Short Duration Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   10.00     $   0.08     $   0.07     $   0.15     $   (0.08   $   —     $   —     $   (0.08   $ 10.07       1.53 %(5)    $   895,614       0.79 %(6)      0.78 %(6)      1.67 %(6)      19 %(20) 

C

    10.00       0.05       0.07       0.12       (0.05                 (0.05     10.07       1.16 (5)      74,397       1.52 (6)      1.52 (6)      0.93 (6)      19 (20) 

I

    9.98       0.10       0.07       0.17       (0.11                 (0.11     10.04       1.71 (5)      558,731       0.49 (6)      0.49 (6)      1.95 (6)      19 (20) 

R3

    9.98       0.07       0.07       0.14       (0.07                 (0.07     10.05       1.42 (5)      1,542       1.13 (6)      1.00 (6)      1.46 (6)      19 (20) 

R4

    9.99       0.09       0.06       0.15       (0.09                 (0.09     10.05       1.46 (5)      4,649       0.73 (6)      0.73 (6)      1.72 (6)      19 (20) 

R5

    9.96       0.10       0.06       0.16       (0.10                 (0.10     10.02       1.63 (5)      1,790       0.54 (6)      0.54 (6)      1.91 (6)      19 (20) 

R6

    9.93       0.10       0.07       0.17       (0.12                 (0.12     9.98       1.71 (5)      2,028       0.42 (6)      0.42 (6)      1.96 (6)      19 (20) 

Y

    9.94       0.10       0.07       0.17       (0.10                 (0.10     10.01       1.73 (5)      9,986       0.52 (6)      0.52 (6)      1.92 (6)      19 (20) 

F

    9.98       0.10       0.07       0.17       (0.12                 (0.12     10.03       1.71 (5)      325,230       0.42 (6)      0.42 (6)      2.01 (6)      19 (20) 

For the Year Ended October 31, 2020

 

       

A

  $   9.92     $   0.22     $   0.08     $   0.30     $   (0.22   $   —     $   —     $   (0.22   $   10.00       3.07   $   847,571       0.84     0.80     2.21     38 %(20) 

C

    9.92       0.15       0.08       0.23       (0.15                 (0.15     10.00       2.31       90,816       1.55       1.55       1.49       38 (20) 

I

    9.92       0.25       0.07       0.32       (0.26                 (0.26     9.98       3.27       452,754       0.53       0.53       2.50       38 (20) 

R3

    9.90       0.19       0.07       0.26       (0.18                 (0.18     9.98       2.71       2,376       1.15       1.15       1.88       38 (20) 

R4

    9.91       0.23       0.08       0.31       (0.23                 (0.23     9.99       3.15       4,777       0.78       0.78       2.29       38 (20) 

R5

    9.89       0.24       0.08       0.32       (0.25                 (0.25     9.96       3.31       2,140       0.56       0.56       2.45       38 (20) 

R6

    9.87       0.25       0.08       0.33       (0.27                 (0.27     9.93       3.40       13       0.45       0.45       2.57       38 (20) 

Y

    9.87       0.25       0.07       0.32       (0.25                 (0.25     9.94       3.33       6,999       0.55       0.55       2.53       38 (20) 

F

    9.91       0.25       0.09       0.34       (0.27                 (0.27     9.98       3.52       255,190       0.44       0.44       2.58       38 (20) 

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(21)

    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  

 

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

 

 

  202  

 


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, 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  

For the Year Ended October 31, 2016

 

       

A

  $   9.80     $   0.17     $   0.08     $   0.25     $   (0.17   $   —     $   —     $   (0.17   $   9.88       2.56   $ 530,178       0.90     0.86 %(22)      1.69     41

B

    9.85       0.16       0.10       0.26       (0.17                 (0.17     9.94       2.66       2,393       1.04       0.86 (22)      1.67       41  

C

    9.80       0.09       0.09       0.18       (0.10                 (0.10     9.88       1.80       125,548       1.61       1.61 (22)      0.94       41  

I

    9.82       0.19       0.09       0.28       (0.20                 (0.20     9.90       2.86       189,645       0.57       0.57 (22)      1.98       41  

R3

    9.78       0.14       0.08       0.22       (0.14                 (0.14     9.86       2.26       1,167       1.24       1.16 (22)      1.38       41  

R4

    9.79       0.17       0.08       0.25       (0.17                 (0.17     9.87       2.56       661       0.94       0.86 (22)      1.68       41  

R5

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.87       209       0.63       0.56 (22)      2.02       41  

Y

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.92       45,768       0.51       0.51 (22)      2.05       41  
The Hartford Strategic Income Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   9.02     $   0.13     $   0.30     $   0.43     $   (0.12   $   (0.10   $   —     $   (0.22   $   9.23       4.73 %(5)    $ 383,712       0.90 %(6)      0.90 %(6)      2.73 %(6)      22 %(23) 

C

    9.08       0.09       0.31       0.40       (0.08     (0.10           (0.18     9.30       4.40 (5)      87,126       1.63 (6)      1.63 (6)      2.00 (6)      22 (23) 

I

    9.04       0.14       0.31       0.45       (0.13     (0.10           (0.23     9.26       4.97 (5)      1,604,279       0.61 (6)      0.61 (6)      3.02 (6)      22 (23) 

R3

    9.00       0.11       0.30       0.41       (0.10     (0.10           (0.20     9.21       4.57 (5)      2,083       1.23 (6)      1.23 (6)      2.42 (6)      22 (23) 

R4

    9.01       0.12       0.31       0.43       (0.12     (0.10           (0.22     9.22       4.72 (5)      6,708       0.93 (6)      0.93 (6)      2.70 (6)      22 (23) 

R5

    9.00       0.14       0.31       0.45       (0.13     (0.10           (0.23     9.22       5.01 (5)      42,853       0.60 (6)      0.60 (6)      3.02 (6)      22 (23) 

R6

    9.01       0.14       0.30       0.44       (0.13     (0.10           (0.23     9.22       4.92 (5)      54,480       0.54 (6)      0.54 (6)      3.08 (6)      22 (23) 

Y

    8.99       0.14       0.30       0.44       (0.13     (0.10           (0.23     9.20       4.89 (5)      173,161       0.61 (6)      0.61 (6)      3.01 (6)      22 (23) 

F

    9.04       0.14       0.30       0.44       (0.13     (0.10           (0.23     9.25       4.91 (5)      370,914       0.54 (6)      0.54 (6)      3.09 (6)      22 (23) 

For the Year Ended October 31, 2020

 

       

A

  $   8.64     $   0.28     $   0.41     $   0.69     $   (0.31   $   —     $   —     $   (0.31   $   9.02       8.21   $ 279,447       0.97     0.95     3.21     69 %(23) 

C

    8.69       0.22       0.41       0.63       (0.24                 (0.24     9.08       7.40       72,030       1.69       1.69       2.47       69 (23) 

I

    8.67       0.30       0.41       0.71       (0.34                 (0.34     9.04       8.41       930,484       0.67       0.67       3.44       69 (23) 

R3

    8.63       0.25       0.40       0.65       (0.28                 (0.28     9.00       7.77       1,502       1.29       1.25       2.87       69 (23) 

R4

    8.64       0.27       0.41       0.68       (0.31                 (0.31     9.01       8.12       4,348       1.00       0.95       2.96       69 (23) 

R5

    8.63       0.30       0.41       0.71       (0.34                 (0.34     9.00       8.46       15,336       0.69       0.65       3.48       69 (23) 

R6

    8.63       0.30       0.43       0.73       (0.35                 (0.35     9.01       8.65       10,360       0.59       0.59       3.45       69 (23) 

Y

    8.63       0.30       0.40       0.70       (0.34                 (0.34     8.99       8.36       95,044       0.64       0.64       3.40       69 (23) 

F

    8.67       0.31       0.41       0.72       (0.35                 (0.35     9.04       8.49       274,532       0.59       0.59       3.58       69 (23) 

 

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

 

 

  203  

 


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, 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  

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 %(24)      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 (24)      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 (24)      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 (24)      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 (24)      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 (24)      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 (24)      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 (24)      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 (24)      4.89       55  
Hartford Sustainable Municipal Bond Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   10.83     $   0.08     $   0.25     $   0.33     $   (0.08   $   —     $   —     $   (0.08   $   11.08       3.07 %(5)    $   43,505       0.80 %(6)      0.69 %(6)      1.50 %(6)      13

C

    10.82       0.04       0.26       0.30       (0.04                 (0.04     11.08       2.78 (5)      5,021       1.61 (6)      1.44 (6)      0.75 (6)      13  

I

    10.79       0.09       0.26       0.35       (0.09                 (0.09     11.05       3.29 (5)      36,483       0.60 (6)      0.46 (6)      1.73 (6)      13  

F

    10.80       0.10       0.25       0.35       (0.10                 (0.10     11.05       3.23 (5)      22,488       0.50 (6)      0.39 (6)      1.79 (6)      13  

For the Year Ended October 31, 2020

 

       

A

  $   10.78     $   0.20     $   0.12     $   0.32     $   (0.20   $   (0.07   $   —     $   (0.27   $   10.83       3.00   $   37,551       0.88     0.69     1.84     16

C

    10.79       0.12       0.10       0.22       (0.12     (0.07           (0.19     10.82       2.05       4,642       1.69       1.44       1.09       16  

I

    10.75       0.21       0.12       0.33       (0.22     (0.07           (0.29     10.79       3.14       26,866       0.68       0.46       2.00       16  

F

    10.75       0.22       0.13       0.35       (0.23     (0.07           (0.30     10.80       3.30       14,292       0.57       0.39       2.04       16  

 

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

 

 

  204  

 


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 Sustainable Municipal Bond Fund – (continued)  

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 %(25)      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 (25)      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 (25)      2.33       13  
The Hartford Total Return Bond Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   11.13     $   0.09     $   (0.14   $   (0.05   $   (0.10   $   (0.08   $   —     $   (0.18   $   10.90       (0.45 )%(5)    $   1,245,205       0.68 %(6)      0.68 %(6)      1.59 %(6)      22 %(26) 

C

    11.26       0.04       (0.13     (0.09     (0.06     (0.08           (0.14     11.03       (0.83 )(5)      19,081       1.48 (6)      1.48 (6)      0.78 (6)      22 (26) 

I

    11.10       0.10       (0.14     (0.04     (0.12     (0.08           (0.20     10.86       (0.40 )(5)      346,185       0.39 (6)      0.39 (6)      1.88 (6)      22 (26) 

R3

    11.44       0.07       (0.14     (0.07     (0.09     (0.08           (0.17     11.20       (0.67 )(5)      4,705       1.03 (6)      1.03 (6)      1.24 (6)      22 (26) 

R4

    11.34       0.09       (0.15     (0.06     (0.10     (0.08           (0.18     11.10       (0.51 )(5)      15,339       0.72 (6)      0.69 (6)      1.58 (6)      22 (26) 

R5

    11.27       0.10       (0.13     (0.03     (0.12     (0.08           (0.20     11.04       (0.31 )(5)      2,337       0.44 (6)      0.44 (6)      1.83 (6)      22 (26) 

R6

    11.19       0.11       (0.15     (0.04     (0.13     (0.08           (0.21     10.94       (0.41 )(5)      197,742       0.32 (6)      0.32 (6)      1.96 (6)      22 (26) 

Y

    11.21       0.10       (0.14     (0.04     (0.12     (0.08           (0.20     10.97       (0.38 )(5)      388,146       0.39 (6)      0.39 (6)      1.87 (6)      22 (26) 

F

    11.03       0.11       (0.15     (0.04     (0.12     (0.08           (0.20     10.79       (0.34 )(5)      1,150,511       0.32 (6)      0.32 (6)      1.94 (6)      22 (26) 

For the Year Ended October 31, 2020

 

                       

A

  $   10.66     $   0.24     $   0.49     $   0.73     $   (0.26   $   —     $   —     $   (0.26   $   11.13       6.88   $ 1,202,398       0.71     0.71     2.17     50 %(26) 

C

    10.77       0.15       0.51       0.66       (0.17                 (0.17     11.26       6.13       32,105       1.51       1.51       1.37       50 (26) 

I

    10.65       0.26       0.51       0.77       (0.32                 (0.32     11.10       7.35       299,511       0.41       0.41       2.43       50 (26) 

R3

    10.95       0.21       0.50       0.71       (0.22                 (0.22     11.44       6.55       5,075       1.06       1.04       1.84       50 (26) 

R4

    10.85       0.24       0.50       0.74       (0.25                 (0.25     11.34       6.90       13,365       0.76       0.76       2.12       50 (26) 

R5

    10.81       0.27       0.50       0.77       (0.31                 (0.31     11.27       7.20       2,651       0.46       0.46       2.40       50 (26) 

R6

    10.74       0.28       0.50       0.78       (0.33                 (0.33     11.19       7.41       63,656       0.34       0.34       2.53       50 (26) 

Y

    10.76       0.27       0.50       0.77       (0.32                 (0.32     11.21       7.27       410,349       0.40       0.40       2.49       50 (26) 

F

    10.59       0.27       0.50       0.77       (0.33                 (0.33     11.03       7.38       962,471       0.34       0.34       2.53       50 (26) 

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  

 

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

 

 

  205  

 


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, 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 %(27)      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 (27)      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 (27)      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 (27)      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 (27)      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 (27)      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 (27)      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 (27)      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 (27)      3.10       41  
The Hartford World Bond Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

       

A

  $   10.59     $   0.02     $   0.05     $   0.07     $   (0.05   $   —     $   —     $   (0.05   $   10.61       0.69 %(5)    $   375,084       1.02 %(6)      1.02 %(6)      0.42 %(6)      61 %(28) 

C

    10.34       (0.02     0.06       0.04       (0.02                 (0.02     10.36       0.40 (5)      47,090       1.76 (6)      1.76 (6)      (0.31 )(6)      61 (28) 

I

    10.68       0.04       0.05       0.09       (0.07                 (0.07     10.70       0.84 (5)      1,889,661       0.73 (6)      0.73 (6)      0.72 (6)      61 (28) 

R3

    10.51       0.00 (18)      0.06       0.06       (0.03                 (0.03     10.54       0.60 (5)      1,088       1.36 (6)      1.35 (6)      0.09 (6)      61 (28) 

R4

    10.59       0.02       0.05       0.07       (0.05                 (0.05     10.61       0.68 (5)      13,408       1.03 (6)      1.03 (6)      0.41 (6)      61 (28) 

R5

    10.68       0.04       0.05       0.09       (0.07                 (0.07     10.70       0.83 (5)      7,888       0.76 (6)      0.76 (6)      0.69 (6)      61 (28) 

R6

    10.72       0.04       0.06       0.10       (0.07                 (0.07     10.75       0.97 (5)      122,455       0.65 (6)      0.65 (6)      0.80 (6)      61 (28) 

Y

    10.71       0.04       0.05       0.09       (0.07                 (0.07     10.73       0.84 (5)      320,915       0.75 (6)      0.73 (6)      0.71 (6)      61 (28) 

F

    10.70       0.04       0.05       0.09       (0.07                 (0.07     10.72       0.88 (5)      1,534,507       0.65 (6)      0.65 (6)      0.80 (6)      61 (28) 

For the Year Ended October 31, 2020

 

       

A

  $   10.75     $   0.06     $   0.02     $   0.08     $   (0.19   $   (0.05   $   —     $   (0.24   $   10.59       0.80   $   414,356       1.02     1.02     0.59     125 %(28) 

C

    10.54       (0.01     0.01       0.00 (18)      (0.15     (0.05           (0.20     10.34       0.00 (9)      64,578       1.75       1.75       (0.14     125 (28) 

I

    10.83       0.09       0.03       0.12       (0.22     (0.05           (0.27     10.68       1.10       2,008,606       0.73       0.73       0.88       125 (28) 

R3

    10.68       0.03       0.02       0.05       (0.17     (0.05           (0.22     10.51       0.44       1,400       1.36       1.36       0.25       125 (28) 

R4

    10.76       0.06       0.02       0.08       (0.20     (0.05           (0.25     10.59       0.74       18,666       1.05       1.05       0.54       125 (28) 

R5

    10.84       0.09       0.01       0.10       (0.21     (0.05           (0.26     10.68       0.99       8,229       0.75       0.75       0.85       125 (28) 

R6

    10.88       0.10       0.01       0.11       (0.22     (0.05           (0.27     10.72       1.08       113,838       0.65       0.65       0.93       125 (28) 

Y

    10.87       0.09       0.02       0.11       (0.22     (0.05           (0.27     10.71       1.02       366,177       0.75       0.72       0.89       125 (28) 

F

    10.85       0.10       0.01       0.12       (0.22     (0.05           (0.27     10.70       1.17       1,477,042       0.64       0.64       0.97       125 (28) 

 

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

 

 

  206  

 


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, 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 )(29)    $   0.09     $   —     $   —     $   —           $   10.45       0.87   $   331,084       1.08     1.05     1.02     100

C

    10.29       0.03       (0.01 )(29)      0.02                               10.31       0.19       101,882       1.78       1.78       0.30       100  

I

    10.39       0.13       (0.02 )(29)      0.11                               10.50       1.16       1,880,345       0.85       0.80       1.26       100  

R3

    10.35       0.07       (0.01 )(29)      0.06                               10.41       0.58       2,139       1.40       1.35       0.70       100  

R4

    10.37       0.11       (0.02 )(29)      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 )(29)      0.13                               10.53       1.25       1,176       0.71       0.69       1.36       100  

Y

    10.40       0.14       (0.01 )(29)      0.13                               10.53       1.25       490,321       0.70       0.70       1.37       100  

F(7)

    10.32       0.08       0.11 (29)      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 %(30)      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 (30)      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 (30)      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 (30)      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 (30)      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 (30)      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 (30)      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 (30)      1.50       122  

 

(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) 

Amount is less than 0.01%.

(10) 

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.

(11) 

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.

 

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

 

 

  207  

 


Hartford Fixed Income Funds

Financial Highlights – (continued)

 

 

 

(12) 

Commenced operations on March 1, 2021

(13) 

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.

(14) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 37% for the six-month period ended April 30, 2021 and 211% for the year ended October 31, 2020.

(15) 

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.

(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) 

Amount is less than $0.01 per share.

(19) 

Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.

(20) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 21% for the six-month period ended April 30, 2021 and 43% for the year ended October 31, 2020, respectively.

(21) 

Commenced operations on February 28, 2019.

(22) 

Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.60%, 0.56%, 1.15%, 0.85%, 0.55% and 0.50% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

(23) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 67% for the six-month period ended April 30, 2021 and 180% for the year ended October 31, 2020, respectively.

(24) 

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.

(25) 

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.

(26) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 237% for the six-month period ended April 30, 2021 and 545% for the year ended October 31, 2020.

(27) 

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.

(28) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 85% for the six-month period ended April 30, 2021 and 168% for the year ended October 31, 2020.

(29) 

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.

(30) 

Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.79%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

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

 

 

  208  

 


Hartford Fixed Income Funds

Notes to Financial Statements

April 30, 2021 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of thirty-six series, as of April 30, 2021. 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”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

Hartford Sustainable Municipal Bond Fund (the “Sustainable Municipal Bond Fund”), (formerly, Hartford Municipal 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 Opportunities Fund, Municipal Short Duration Fund and Sustainable Municipal Bond Fund, offers Class R3, Class R4 and Class R5 shares. Each Fund, except Municipal Short Duration Fund and Sustainable Municipal Bond Fund, has registered for sale Class Y shares. High Yield Fund, 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 April 1, 2021, Class C shares automatically convert to Class A shares of the same Fund after eight years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least eight years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. Class C shares of the Total Return Bond 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 on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that 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 NAV of each class of each Fund’s shares 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 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.

 

 

  209  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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, redeem or exchange 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.

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

 

 

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  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 Value 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.

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 (loss) 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.

 

 

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Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.

 

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, 2021.

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, 2021.

 

  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 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.

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. Unfunded loan commitments, and the obligation to future funding, are recorded as a liability on the Statements of Assets and Liabilities at par value at the time the commitment is entered into.

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, 2021.

 

  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

 

 

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Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021.

 

  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, 2021.

 

  f)

Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Company’s Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund’s Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2021.

 

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, 2021, the 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

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021, 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.

 

  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, 2021, each of Emerging Markets Local Debt Fund, Inflation Plus 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, 2021, 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

 

 

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Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, 2021, 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.

 

 

  215  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, 2021, each of Emerging Markets Local Debt Fund, Inflation Plus 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, 2021, each of Floating Rate Fund, Floating Rate High Income Fund and Strategic Income Fund had used Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the six-month period ended April 30, 2021, the Emerging Markets Local Debt Fund had used Cross Currency Swaps.

 

  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, 2021:

 

    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

  $     $ 18,935     $     $     $     —     $     $ 18,935  

Unrealized appreciation on futures contracts(1)

    21,132                                     21,132  

Unrealized appreciation on foreign currency contracts

          750,078                               750,078  

Unrealized appreciation on swap contracts(2)

    69,123                                     69,123  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     90,255     $     769,013     $     —     $     —     $     $     —     $     859,268  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

             

Unrealized depreciation on futures contracts(1)

  $ 31,452     $     $     $     $     $     $ 31,452  

Unrealized depreciation on foreign currency contracts

          687,014                               687,014  

Written options, market value

          58,885                               58,885  

Unrealized depreciation on swap contracts(2)

    145,354                                     145,354  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 176,806     $ 745,899     $     $     $     $     $ 922,705  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)

Amount represents the cumulative unrealized 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 unrealized 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.

 

 

  216  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $     $ (62,560   $      $      $      $      $ (62,560

Net realized gain (loss) on futures contracts

     160,998                                         160,998  

Net realized gain (loss) on written options contracts

           (7,713                                 (7,713

Net realized gain (loss) on swap contracts

     (60,107                                       (60,107

Net realized gain (loss) on foreign currency contracts

           759,694                                   759,694  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     100,891     $     689,421     $     —      $     —      $     —      $     —      $     790,312  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

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

   $     $ (15,645   $      $      $      $      $ (15,645

Net change in unrealized appreciation (depreciation) of futures contracts

     (7,642                                       (7,642

Net change in unrealized appreciation (depreciation) of written options contracts

           (84,688                                 (84,688

Net change in unrealized appreciation (depreciation) of swap contracts

     (8,179                                       (8,179

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           362,755                                   362,755  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (15,821   $ 262,422     $      $      $      $      $ 246,601  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     6,559,500  

Futures Contracts Long at Number of Contracts

     43  

Futures Contracts Short at Number of Contracts

     (56

Written Options Contracts at Number of Contracts

     (10,562,167

Swap Contracts at Notional Amount

   $     11,559,185,200  

Foreign Currency Contracts Purchased at Contract Amount

   $ 56,359,697  

Foreign Currency Contracts Sold at Contract Amount

   $ 31,203,017  

Floating Rate Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $      $ 1,639,221      $      $      $      $      $ 1,639,221  

Unrealized appreciation on swap contracts(1)

     554,457                                           554,457  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     554,457      $     1,639,221      $     —      $     —      $     —      $     —      $     2,193,678  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 1,166      $      $      $      $      $ 1,166  

Unrealized depreciation on swap contracts(1)

     45,116                                           45,116  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 45,116      $ 1,166      $      $      $      $      $ 46,282  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative unrealized 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.

 

 

  217  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Floating Rate Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $ 5,479,438     $     $      $      $      $      $ 5,479,438  

Net realized gain (loss) on foreign currency contracts

           (4,755,490                                 (4,755,490
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,479,438     $     (4,755,490   $     —      $     —      $     —      $     —      $     723,948  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of swap contracts

   $ (2,298,343   $     $      $      $      $      $ (2,298,343

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (2,318,941                                 (2,318,941
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (2,298,343   $ (2,318,941   $      $      $      $      $     (4,617,284
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

   $ 80,360,000  

Foreign Currency Contracts Purchased at Contract Amount

   $ 7,969,785  

Foreign Currency Contracts Sold at Contract Amount

   $     260,287,172  

Floating Rate High Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $      $ 339,527      $      $      $      $      $ 339,527  

Unrealized appreciation on swap contracts(1)

     42,033                                           42,033  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     42,033      $     339,527      $     —      $     —      $     —      $     —      $     381,560  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 1,711      $      $      $      $      $ 1,711  

Unrealized depreciation on swap contracts(1)

     9,887                                           9,887  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 9,887      $ 1,711      $      $      $      $      $ 11,598  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative unrealized 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.

 

 

  218  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Floating Rate High Income Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $ 1,374,452     $     $      $      $      $      $ 1,374,452  

Net realized gain (loss) on foreign currency contracts

           (1,128,284                                     (1,128,284
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,374,452     $     (1,128,284   $     —      $     —      $     —      $     —      $     246,168  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                  

Net change in unrealized appreciation (depreciation) of swap contracts

   $ (713,932   $     $      $      $      $      $ (713,932

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (565,607                                 (565,607
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (713,932   $ (565,607   $      $      $      $      $ (1,279,539
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

   $     16,175,000  

Foreign Currency Contracts Purchased at Contract Amount

   $ 2,990,223  

Foreign Currency Contracts Sold at Contract Amount

   $ 56,314,333  

High Yield Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $     —      $     180,895      $     —      $     —      $     —      $     —      $     180,895  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 180,895      $      $      $      $      $ 180,895  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 3,638      $      $      $      $      $ 3,638  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 3,638      $      $      $      $      $ 3,638  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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 foreign currency contracts

   $     —      $     (424,018   $     —      $     —      $     —      $     —      $     (424,018
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (424,018   $      $      $      $      $ (424,018
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (187,823   $      $      $      $      $ (187,823
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (187,823   $      $      $      $      $ (187,823
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  219  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

High Yield Fund – (continued)

 

For the period ended April 30, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased at Contract Amount

   $ 120,298  

Foreign Currency Contracts Sold at Contract Amount

   $     26,880,064  

Inflation Plus Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $      $      $      $      $      $      $  

Unrealized appreciation on futures contracts(1)

     629,891                                           629,891  

Unrealized appreciation on bond forward contracts

     34,642                                           34,642  

Unrealized appreciation on foreign currency contracts

            305,169                                    305,169  

Unrealized appreciation on swap contracts(2)

     805,907               134,719                             940,626  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,470,440      $     305,169      $     134,719      $     —      $     —      $     —      $     1,910,328  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 925,504      $      $      $      $      $      $ 925,504  

Unrealized depreciation on bond forward contracts

                                                

Unrealized depreciation on foreign currency contracts

            459,342                                    459,342  

Unrealized depreciation on swap contracts(2)

     742,271                                           742,271  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,667,775      $ 459,342      $      $      $      $      $ 2,127,117  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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 unrealized 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, 2021:

 

     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

   $ (72,770   $     $     $      $      $      $ (72,770

Net realized gain (loss) on futures contracts

     760,427                                        760,427  

Net realized gain (loss) on swap contracts

     1,016,745             2,000,677                            3,017,422  

Net realized gain (loss) on bond forward contracts

     1,405,394                                        1,405,394  

Net realized gain (loss) on foreign currency contracts

           (253,944                                (253,944
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,109,796     $     (253,944   $     2,000,677     $     —      $     —      $     —      $     4,856,529  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ 72,723     $     $     $      $      $      $ 72,723  

Net change in unrealized appreciation (depreciation) of futures contracts

     (221,390                                      (221,390

Net change in unrealized appreciation (depreciation) of swap contracts

     1,123,513             (597,099                          526,414  

Net change in unrealized appreciation (depreciation) of bond forward contracts

     254,950                                        254,950  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (562,520                                (562,520
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,229,796     $ (562,520   $ (597,099   $      $      $      $ 70,177  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  220  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Inflation Plus Fund – (continued)

 

For the period ended April 30, 2021, the average monthly 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

     526  

Futures Contracts Short at Number of Contracts

     (514

Swap Contracts at Notional Amount

   $     165,977,100  

Bond Forward Contracts at Notional Amount

   $ 37,704,125  

Foreign Currency Contracts Purchased at Contract Amount

   $ 17,132,794  

Foreign Currency Contracts Sold at Contract Amount

   $ 44,509,570  

Short Duration Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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)

   $     2,068,129      $      $     —      $     —      $     —      $     —      $     2,068,129  

Unrealized appreciation on foreign currency contracts

                276,055                                    276,055  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,068,129      $ 276,055      $      $      $      $      $ 2,344,184  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 185,919      $      $      $      $      $      $ 185,919  

Unrealized depreciation on foreign currency contracts

            130,725                                    130,725  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 185,919      $ 130,725      $      $      $      $      $ 316,644  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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, 2021:

 

     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

   $     2,201,166      $     $     —      $     —      $     —      $     —      $     2,201,166  

Net realized gain (loss) on foreign currency contracts

            (460,887                                 (460,887
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,201,166      $     (460,887   $      $      $      $      $ 1,740,279  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $ 1,402,887      $     $      $      $      $      $ 1,402,887  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (318,375                                 (318,375
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,402,887      $ (318,375   $      $      $      $      $ 1,084,512  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     1,495  

Futures Contracts Short at Number of Contracts

     (1,755

Foreign Currency Contracts Purchased at Contract Amount

   $ 2,114,131  

Foreign Currency Contracts Sold at Contract Amount

   $     42,196,664  

 

 

  221  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Strategic Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $ 1,922,885      $      $      $      $      $      $ 1,922,885  

Unrealized appreciation on futures contracts(1)

     2,277,789                                           2,277,789  

Unrealized appreciation on foreign currency contracts

            3,729,994                                    3,729,994  

Unrealized appreciation on swap contracts(2)

     1,325,681               3,630,051                             4,955,732  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,526,355      $     3,729,994      $     3,630,051      $     —      $     —      $     —      $     12,886,400  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 2,296,639      $      $      $      $      $      $ 2,296,639  

Unrealized depreciation on foreign currency contracts

            3,021,094                                    3,021,094  

Written options, market value

     1,158,738                                           1,158,738  

Unrealized depreciation on swap contracts(2)

     1,452,731               2,987,891                             4,440,622  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,908,108      $ 3,021,094      $ 2,987,891      $      $      $      $ 10,917,093  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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 unrealized 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, 2021:

 

     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

   $ (152,429   $     $     $      $      $      $ (152,429

Net realized gain (loss) on futures contracts

     (8,457,645                                      (8,457,645

Net realized gain (loss) on written options contracts

     16,581,835                                        16,581,835  

Net realized gain (loss) on swap contracts

     (282,369           (5,189,255                          (5,471,624

Net realized gain (loss) on foreign currency contracts

           (3,853,209                                (3,853,209
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     7,689,392     $     (3,853,209   $ (5,189,255   $     —      $     —      $     —      $ (1,353,072
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ (228,258   $     $     $      $      $      $ (228,258

Net change in unrealized appreciation (depreciation) of futures contracts

     2,922,139                                        2,922,139  

Net change in unrealized appreciation (depreciation) of written options contracts

     567,574                                        567,574  

Net change in unrealized appreciation (depreciation) of swap contracts

     (622,899           4,365,264                                3,742,365  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (1,833,123                                (1,833,123
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,638,556     $ (1,833,123   $     4,365,264     $      $      $      $ 5,170,697  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     44,255,000  

Futures Contracts Long at Number of Contracts

     3,361  

Futures Contracts Short at Number of Contracts

     (862

Written Options Contracts at Number of Contracts

     (251,672,333

Swap Contracts at Notional Amount

   $     5,690,712,953  

Foreign Currency Contracts Purchased at Contract Amount

   $ 22,772,284  

Foreign Currency Contracts Sold at Contract Amount

   $ 424,177,841  

 

 

  222  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Total Return Bond Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $ 3,211,858      $      $      $      $      $      $ 3,211,858  

Unrealized appreciation on futures contracts(1)

     3,627,128                                           3,627,128  

Unrealized appreciation on foreign currency contracts

            97,096                                    97,096  

Unrealized appreciation on swap contracts(2)

     4,887,607               751,448                             5,639,055  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     11,726,593      $ 97,096      $ 751,448      $     —      $     —      $     —      $     12,575,137  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 1,811,855      $      $      $      $      $      $ 1,811,855  

Unrealized depreciation on foreign currency contracts

            725,480                                    725,480  

Written options, market value

     2,386,420                                           2,386,420  

Unrealized depreciation on swap contracts(2)

                   3,415,623                             3,415,623  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,198,275      $     725,480      $     3,415,623      $      $      $      $ 8,339,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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 unrealized 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, 2021:

 

     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

   $ (106,983   $     $      $      $      $      $ (106,983

Net realized gain (loss) on futures contracts

     18,959,984                                         18,959,984  

Net realized gain (loss) on written options contracts

     6,759,552                                         6,759,552  

Net realized gain (loss) on swap contracts

     (417,971           262,637                             (155,334

Net realized gain (loss) on foreign currency contracts

           3,464,473                                   3,464,473  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     25,194,582     $     3,464,473     $ 262,637      $     —      $     —      $     —      $     28,921,692  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ (388,246   $     $      $      $      $      $ (388,246

Net change in unrealized appreciation (depreciation) of futures contracts

     1,185,721                                         1,185,721  

Net change in unrealized appreciation (depreciation) of written options contracts

     931,397                                         931,397  

Net change in unrealized appreciation (depreciation) of swap contracts

     2,189,780             1,945,739                             4,135,519  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (1,213,594                                 (1,213,594
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,918,652     $     (1,213,594   $     1,945,739      $      $      $      $ 4,650,797  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  223  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)

 

For the period ended April 30, 2021, the average monthly 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

     80,418,000  

Futures Contracts Long at Number of Contracts

     1,482  

Futures Contracts Short at Number of Contracts

     (3,087

Written Options Contracts at Number of Contracts

     (634,638,000

Swap Contracts at Notional Amount

   $     9,398,294,617  

Foreign Currency Contracts Purchased at Contract Amount

   $ 2,785,301  

Foreign Currency Contracts Sold at Contract Amount

   $ 108,761,033  

World Bond Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $ 108,831      $ 759,236      $      $      $      $      $ 868,067  

Unrealized appreciation on futures contracts(1)

     1,973,601                                           1,973,601  

Unrealized appreciation on foreign currency contracts

            52,422,983                                    52,422,983  

Unrealized appreciation on swap contracts(2)

     8,091,790               442,984                             8,534,774  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     10,174,222      $     53,182,219      $     442,984      $     —      $     —      $     —      $     63,799,425  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 3,076,394      $      $      $      $      $      $ 3,076,394  

Unrealized depreciation on foreign currency contracts

            68,287,643                                    68,287,643  

Written options, market value

     623,187                                           623,187  

Unrealized depreciation on swap contracts(2)

     8,609,295               3,603,357                             12,212,652  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 12,308,876      $ 68,287,643      $     3,603,357      $      $      $      $ 84,199,876  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1)

Amount represents the cumulative unrealized 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 unrealized 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.

 

 

  224  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

World Bond Fund – (continued)

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2021:

 

     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

   $ (7,311,622   $ (4,385,359   $     $      $      $      $ (11,696,981

Net realized gain (loss) on futures contracts

     40,229,126                                        40,229,126  

Net realized gain (loss) on written options contracts

     2,953,736       1,712,023                                  4,665,759  

Net realized gain (loss) on swap contracts

     7,252,491             (9,233,915                          (1,981,424

Net realized gain (loss) on foreign currency contracts

           (81,409,699                                (81,409,699
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     43,123,731     $     (84,083,035   $     (9,233,915   $     —      $     —      $     —      $     (50,193,219
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

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

   $ 556,079     $ 2,016,963     $     $      $      $      $ 2,573,042  

Net change in unrealized appreciation (depreciation) of futures contracts

     (2,469,732                                      (2,469,732

Net change in unrealized appreciation (depreciation) of written options contracts

     (273,058     (1,375,356                                (1,648,414

Net change in unrealized appreciation (depreciation) of swap contracts

     1,147,620             (4,876,210                          (3,728,590

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           7,165,355                                  7,165,355  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,039,091   $ 7,806,962     $ (4,876,210   $      $      $      $ 1,891,661  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     262,806,699  

Futures Contracts Long at Number of Contracts

     1,527  

Futures Contracts Short at Number of Contracts

     (6,424

Written Options Contracts at Number of Contracts

     (51,665,488

Swap Contracts at Notional Amount

   $     14,453,024,352  

Foreign Currency Contracts Purchased at Contract Amount

   $ 3,217,272,898  

Foreign Currency Contracts Sold at Contract Amount

   $ 5,786,849,725  

 

  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.

 

 

  225  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, 2021:

Emerging Markets Local Debt Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 750,078     $ (687,014

Futures contracts

     21,132       (31,452

Purchased options

     18,935        

Swap contracts

     69,123       (145,354

Written options

           (58,885
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     859,268       (922,705
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (70,599     144,554  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     788,669     $     (778,151
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 878      $     $      $      $ 878  

Bank of America Securities LLC

     6,441        (6,441                    

Barclays

     30,782        (5,669                   25,113  

BNP Paribas Securities Services

     252,285        (72,329                   179,956  

Citibank NA

     61,940        (61,940                    

Credit Suisse First Boston Corp.

     8,308                            8,308  

Deutsche Bank Securities, Inc.

     23,543        (9,809                   13,734  

Goldman Sachs & Co.

     275,075        (271,800                   3,275  

JP Morgan Chase & Co.

     22,651        (22,651                    

Merrill Lynch International

     49,439                            49,439  

Morgan Stanley

     40,910        (40,910                    

RBS Greenwich Capital

     3,936                            3,936  

Standard Chartered Bank

     349        (349                    

Toronto-Dominion Bank

     206        (206                    

UBS AG

     11,754        (11,754                    

Westpac International

     172                            172  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     788,669      $     (503,858   $     —      $     —      $     284,811  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Bank of America Securities LLC

   $ (32,415   $ 6,441      $      $      $ (25,974

Barclays

     (5,669     5,669                       

BNP Paribas Securities Services

     (72,329     72,329                       

Canadian Imperial Bank of Commerce

     (3,079                          (3,079

Citibank NA

     (84,776     61,940                      (22,836

Deutsche Bank Securities, Inc.

     (9,809     9,809                       

Goldman Sachs & Co.

     (271,800     271,800                       

HSBC Bank USA

     (1,426                          (1,426

JP Morgan Chase & Co.

     (123,980     22,651                      (101,329

Morgan Stanley

     (136,361     40,910                      (95,451

RBC Dominion Securities, Inc.

     (1,204                          (1,204

Standard Chartered Bank

     (13,116     349                      (12,767

State Street Global Markets LLC

     (1,817                          (1,817

Toronto-Dominion Bank

     (275     206                      (69

UBS AG

     (20,095     11,754                      (8,341
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (778,151   $     503,858      $     —      $     —      $     (274,293
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  226  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Floating Rate Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 1,639,221      $ (1,166

Swap contracts

     554,457        (45,116
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     2,193,678        (46,282
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,193,678      $     (46,282
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Barclays

   $ 39,492     $ (11,026   $      $     $ 28,466  

BNP Paribas Securities Services

     1,603,469                          1,603,469  

Goldman Sachs & Co.

     230,868       (15,334            (215,534      

Morgan Stanley

     319,849       (14,039            (210,000     95,810  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,193,678     $     (40,399)     $     —      $     (425,534)     $     1,727,745  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
    Net Amount
of Liabilities
 

Barclays

   $ (11,026   $ 11,026     $      $     $  

Goldman Sachs & Co.

     (15,334)       15,334                     

JP Morgan Chase & Co.

     (5,883                        (5,883

Morgan Stanley

     (14,039     14,039                     
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     (46,282)     $     40,399     $     —      $     —     $     (5,883)  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate High Income Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 339,527      $ (1,711

Swap contracts

     42,033        (9,887
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     381,560        (11,598
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     381,560      $     (11,598
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $ 2,727     $ (2,727   $      $      $  

BNP Paribas Securities Services

     333,533                           333,533  

Goldman Sachs & Co.

     7,809                           7,809  

Morgan Stanley

     37,491       (4,666                   32,825  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     381,560     $     (7,393)     $     —      $     —      $     374,167  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (4,986   $ 2,727     $      $      $ (2,259

JP Morgan Chase & Co.

     (1,946                         (1,946

Morgan Stanley

     (4,666     4,666                      
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ (11,598)     $ 7,393     $      $      $ (4,205)  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  227  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

High Yield Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 180,895      $ (3,638
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     180,895        (3,638
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     180,895      $     (3,638
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $ 5,197     $      $      $      $ 5,197  

BNP Paribas Securities Services

     174,100                            174,100  

Morgan Stanley

     1,598                            1,598  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     180,895     $     —      $     —      $     —      $     180,895  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Bank of America Securities LLC

   $ (1,648)     $      $      $      $ (1,648)  

State Street Global Markets LLC

     (1,361)                            (1,361)  

UBS AG

     (629)                            (629)  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (3,638   $      $      $      $ (3,638
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Inflation Plus Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $ 61,597     $ (26,955

Foreign currency contracts

     305,169       (459,342

Futures contracts

     629,891       (925,504

Swap contracts

     940,626       (742,271
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,937,283       (2,154,072
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (768,300     1,510,467  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     1,168,983     $     (643,605
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
     Net Amount
of Assets
 

Bank of America Securities LLC

   $ 957,466     $ (119,525   $     $      $ 837,941  

Barclays

     6,579       (6,579                   

BNP Paribas Securities Services

     114,681       (114,681                   

Citibank NA

     11,145       (11,145                   

Goldman Sachs & Co.

     55,100       (38,723     (16,377           

 

Morgan Stanley

     24,012       (9,275                  14,737  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     1,168,983     $     (299,928   $     (16,377   $     —      $ 852,678  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
    Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Bank of America Securities LLC

   $ (119,525   $ 119,525     $     $      $  

Barclays

     (157,308     6,579                    (150,729

BNP Paribas Securities Services

     (123,201     114,681                    (8,520

Citibank NA

     (137,145     11,145                    (126,000

Goldman Sachs & Co.

     (38,723     38,723                     

JP Morgan Chase & Co.

     (8,838                        (8,838

Morgan Stanley

     (9,275     9,275                     

State Street Global Markets LLC

     (49,590                        (49,590
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (643,605   $ 299,928     $     $      $     (343,677
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  228  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Strategic Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 3,729,994     $ (3,021,094

Futures contracts

     2,277,789       (2,296,639

Purchased options

     1,922,885        

Swap contracts

     4,955,732       (4,440,622

Written options

           (1,158,738
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     12,886,400       (10,917,093
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (6,188,551     2,404,627  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     6,697,849     $     (8,512,466
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 26,496     $ (6,559   $      $      $ 19,937  

Bank of America Securities LLC

     2,577,232       (1,207,965                   1,369,267  

Barclays

     999,788       (999,788                    

BNP Paribas Securities Services

     997,447       (171,612                   825,835  

Citibank NA

     184,786       (184,786                    

Commonwealth Bank of Australia

     34,654       (34,654                    

Deutsche Bank Securities, Inc.

     82,293       (82,293                    

Goldman Sachs & Co.

     1,160,866       (646,014                   514,852  

JP Morgan Chase & Co.

     392,972       (295,554                   97,418  

Morgan Stanley

     139,600       (139,600                    

RBC Dominion Securities, Inc.

     209       (209                    

Standard Chartered Bank

     29,137       (29,137                    

State Street Global Markets LLC

     38,548       (38,548                    

UBS AG

     15,373       (15,373                    

Westpac International

     18,448       (18,448                    
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 6,697,849     $     (3,870,540)     $      $      $ 2,827,309  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (6,559   $ 6,559     $      $      $  

Bank of America Securities LLC

     (1,207,965)       1,207,965                      

Barclays

     (1,304,568)       999,788       304,780                

BNP Paribas Securities Services

     (171,612)       171,612                      

Canadian Imperial Bank of Commerce

     (77,273)                           (77,273

Citibank NA

     (241,216)       184,786                     (56,430

Commonwealth Bank of Australia

     (119,347)       34,654                     (84,693

Credit Agricle

     (21,155)                           (21,155

Credit Suisse First Boston Corp.

     (640,254)                           (640,254

Credit Suisse International

     (349,227)             349,227                

Deutsche Bank Securities, Inc.

     (1,103,110)       82,293       1,020,817                

Goldman Sachs & Co.

     (646,014)       646,014                      

HSBC Bank USA

     (182,515)                           (182,515

JP Morgan Chase & Co.

     (295,554)       295,554                      

Morgan Stanley

     (1,590,971)       139,600       1,338,444               (112,927

RBC Dominion Securities, Inc.

     (74,944     209                     (74,735

Societe Generale Group

     (35,682                         (35,682

Standard Chartered Bank

     (42,299     29,137                     (13,162

State Street Global Markets LLC

     (160,100     38,548                     (121,552

Toronto-Dominion Bank

     (4,203                         (4,203

UBS AG

     (45,422     15,373                     (30,049

Westpac International

     (192,476     18,448                     (174,028
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (8,512,466)     $     3,870,540     $     3,013,268      $     —      $     (1,628,658)  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  229  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Short Duration Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 276,055     $ (130,725

Futures contracts

     2,068,129       (185,919
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     2,344,184       (316,644
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (2,068,129     185,919  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     276,055     $     (130,725
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $ 19,492     $ (19,492   $      $      $  

BNP Paribas Securities Services

     256,563                           256,563  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     276,055     $     (19,492   $     —      $     —      $     256,563  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (19,917   $ 19,492     $      $      $ (425

State Street Global Markets LLC

     (38,244                         (38,244

UBS AG

     (72,564                         (72,564
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (130,725   $     19,492     $     —      $     —      $     (111,233
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  *

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

   $ 97,096     $ (725,480

Futures contracts

     3,627,128       (1,811,855

Purchased options

     3,211,858        

Swap contracts

     5,639,055       (3,415,623

Written options

           (2,386,420
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     12,575,137       (8,339,378
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (9,266,179     1,811,855  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     3,308,958     $     (6,527,523
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Bank of America Securities LLC

   $ 1,592,722      $ (966,029   $      $     —      $ 626,693  

BNP Paribas Securities Services

     89,490                            89,490  

Citibank NA

     1,531,132        (938,883                   592,249  

Credit Suisse International

     4        (4                    

Goldman Sachs & Co.

     7,606        (7,606                    

Morgan Stanley

     88,004        (88,004                    
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      3,308,958      $     (2,000,526)     $     —      $      $     1,308,432  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  230  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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
 

Australia and New Zealand Banking Group

   $ (19,334   $      $      $     —      $ (19,334

Bank of America Securities LLC

     (966,029)       966,029                       

Barclays

     (72,311)                            (72,311

Canadian Imperial Bank of Commerce

     (82,530)                            (82,530

Citibank NA

     (938,883)       938,883                       

Credit Suisse International

     (464,009)       4                      (464,005

Deutsche Bank Securities, Inc.

     (181,304)              181,304                

Goldman Sachs & Co.

     (1,349,399)       7,606        1,341,793                

JP Morgan Chase & Co.

     (12,648                          (12,648

Morgan Stanley

     (2,429,470     88,004        2,341,466                

State Street Global Markets LLC

     (10,700                          (10,700

Toronto-Dominion Bank

     (906                          (906
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (6,527,523)     $     2,000,526      $     3,864,563      $     —      $     (662,434)  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

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

   $ 52,422,983     $ (68,287,643

Futures contracts

     1,973,601       (3,076,394

Purchased options

     868,067        

Swap contracts

     8,534,774       (12,212,652

Written options

           (623,187
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     63,799,425       (84,199,876
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (9,753,041     15,184,169  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     54,046,384     $     (69,015,707
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Bank of America Securities LLC

   $ 856,549      $ (472,947   $      $      $ 383,602  

Barclays

     13,721,887        (5,509,242                   8,212,645  

BNP Paribas Securities Services

     2,139,727        (1,652,465                   487,262  

Citibank NA

     6,792,245        (6,792,245                    

Credit Suisse First Boston Corp.

     63,681                            63,681  

Deutsche Bank Securities, Inc.

     1,213,800        (1,213,800                    

Goldman Sachs & Co.

     1,148,676        (723,608                   425,068  

JP Morgan Chase & Co.

     9,983,747        (6,566,585                   3,417,162  

Morgan Stanley

     12,078,174        (12,078,174                    

Standard Chartered Bank

     39,951        (39,951                    

State Street Global Markets LLC

     146,791        (57,503                   89,288  

Toronto-Dominion Bank

     471,780        (471,780                    

UBS AG

     5,062,390        (5,062,390                    

Westpac International

     326,986                            326,986  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      54,046,384      $     (40,640,690   $     —      $     —      $     13,405,694  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  231  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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
 

Bank of America Securities LLC

   $ (472,947   $ 472,947     $      $      $  

Barclays

     (5,509,242     5,509,242                      

BNP Paribas Securities Services

     (1,652,465     1,652,465                      

Citibank NA

     (15,762,532     6,792,245       383,148               (8,587,139

Deutsche Bank Securities, Inc.

     (4,464,521     1,213,800                     (3,250,721

Goldman Sachs & Co.

     (723,608     723,608                      

JP Morgan Chase & Co.

     (6,566,585     6,566,585                      

Morgan Stanley

     (21,260,344          12,078,174                     (9,182,170

RBC Dominion Securities, Inc.

     (79,266                         (79,266

Standard Chartered Bank

     (42,345     39,951                     (2,394

State Street Global Markets LLC

     (57,503     57,503                      

Toronto-Dominion Bank

     (6,970,999     471,780                     (6,499,219

UBS AG

     (5,453,350     5,062,390                     (390,960
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (69,015,707   $     (40,640,690   $     383,148      $     —      $     (27,991,869
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  *

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.

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. The current ongoing 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 the ongoing COVID-19 pandemic remains unclear. 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. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.

Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.

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

 

 

  232  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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.

A Fund may invest in certain debt securities, derivatives or other financial instruments that utilize one or more London Interbank Offered Rates (collectively, “LIBOR”), as a “benchmark” or “reference rate” for various interest rate calculations. The use of certain LIBORs is expected to be phased out by the end of 2021. However, it is possible that certain LIBORs may continue beyond 2021 and the most widely used LIBORs may continue until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on the Fund or on financial instruments in which a Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to the end of 2021 with respect to certain LIBORs or mid-2023 for the remaining LIBORs.

 

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, 2021. 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)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2021 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

   $ 63,659,465      $ 2,966,770      $ (3,729,668   $ (762,898

Floating Rate Fund

     2,221,309,010        35,391,796        (54,529,578         (19,137,782

Floating Rate High Income Fund

     419,355,450        6,380,793        (5,352,929     1,027,864  

High Yield Fund

     395,960,300        22,380,047        (2,672,121     19,707,926  

Inflation Plus Fund

     480,557,223        25,293,105        (5,712,784     19,580,321  

Municipal Opportunities Fund

     1,544,117,061        86,127,345        (4,128,816     81,998,529  

Municipal Short Duration Fund

     27,559,893        635,480        (20,359     615,121  

Short Duration Fund

     1,859,956,169        38,635,682        (4,823,302     33,812,380  

Strategic Income Fund

     2,901,176,062        78,916,483        (51,607,203     27,309,280  

Sustainable Municipal Bond Fund

     103,574,318        4,250,791        (161,670     4,089,121  

Total Return Bond Fund

     4,380,149,529        110,048,875        (64,922,624     45,126,251  

World Bond Fund

         4,100,846,936            219,747,316            (123,384,829     96,362,487  

 

  c)

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.

 

 

  233  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

At October 31, 2020 (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

   $     18,651,992      $ 52,198,410  

Floating Rate Fund

     46,496,359            422,094,585  

Floating Rate High Income Fund

     5,773,723        55,159,845  

High Yield Fund

     1,018,722        23,414,266  

Inflation Plus Fund

     11,577,143        56,182,436  

Municipal Opportunities Fund(1)

     1,597,170         

Short Duration Fund

     4,201,474        6,830,450  

Strategic Income Fund(1)

     4,153,131        1,289,345  

Sustainable Municipal Bond Fund

     27,478         

World Bond Fund

            7,643,233  

 

  (1) 

Future utilization of losses are subject to limitation under current tax laws.

The Municipal Short Duration Fund and Total Return Bond Fund had no capital loss carryforwards for U.S. federal income tax purposes as of October 31, 2020.

During the year ended October 31, 2020 Inflation Plus Fund utilized $15,911,444, Municipal Opportunities Fund utilized $2,601,021, Strategic Income Fund utilized $11,167,981 and Total Return Bond Fund utilized $18,649,030 of prior capital loss carryforwards respectively.

 

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, 2021; 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

 

0.5000% on first $1 billion and;

 

0.4500% on next $4 billion and;

 

0.4400% on next $5 billion and;

 

0.4350% 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 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

 

 

  234  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fund

 

Management Fee Rates

Municipal Short Duration Fund

 

0.3500% on first $500 million and;

 

0.3000% on next $500 million and;

 

0.2900% on next $1.5 billion and;

 

0.2850% on next $2.5 billion and;

 

0.2800% over $5 billion

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

Sustainable Municipal Bond 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

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

 

  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. As of April 30, 2021, HFMC received the following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services.

 

  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, 2021, 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, 2022 (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

     0.95     1.75     0.69     1.27     0.97     0.67     0.55     0.66     0.55

Inflation Plus Fund(1)

     1.00     1.75     0.75     1.25     1.00     0.85     N/A       0.75     N/A  

Municipal Short Duration Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Short Duration Fund(1)

     1.00     1.75     0.75     N/A       N/A       N/A       N/A       0.75     N/A  

Sustainable Municipal Bond Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

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 arrangements described above for certain classes of shares of each of Floating Rate Fund, Inflation Plus Fund, Short Duration Fund and Total Return Bond Fund extend beyond February 28, 2022. Please see the Funds’ statement of additional information for more information.

 

 

  235  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

From November 1, 2020 through February 28, 2021, HFMC contractually limited the total operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses), as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Strategic Income Fund

     0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.69     0.60

 

  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, 2021, 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     1.14     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       0.75     0.66

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

     0.95     1.70     0.65     1.26     0.97     0.67     0.55     0.66     0.55

Inflation Plus Fund

     0.85     1.59     0.55     1.17     0.87     0.57     N/A       0.56     0.45

Municipal Opportunities Fund

     0.66     1.42     0.41     N/A       N/A       N/A       N/A       0.44     0.35

Municipal Short Duration Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Short Duration Fund

     0.78     1.52     0.49     1.00     0.73     0.54     0.42     0.52     0.42

Strategic Income Fund

     0.90     1.63     0.61     1.23     0.93     0.60     0.54     0.61     0.54

Sustainable Municipal Bond Fund

     0.69     1.44     0.46     N/A       N/A       N/A       N/A       N/A       0.39

Total Return Bond Fund

     0.68     1.48     0.39     1.03     0.69     0.44     0.32     0.39     0.32

World Bond Fund

     1.02     1.76     0.73     1.35     1.03     0.76     0.65     0.73     0.65

 

  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, 2021, 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

   $ 1,756      $ 133  

Floating Rate Fund

     92,266            20,298  

Floating Rate High Income Fund

     24,062        1,954  

High Yield Fund

     223,300        1,205  

Inflation Plus Fund

     123,456        4,279  

Municipal Opportunities Fund

     343,286        13,115  

Municipal Short Duration Fund

     16,132        119  

Short Duration Fund

     635,388        23,769  

Strategic income Fund

     416,886        9,489  

Sustainable Municipal Bond Fund

     60,802        293  

Total Return Bond Fund

         1,171,570        18,404  

World Bond Fund

     218,704        5,607  

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 or all 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 Statements of Operations.

 

 

  236  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021, 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

   $ 32  

Floating Rate Fund

     889  

Floating Rate High Income Fund

     162  

High Yield Fund

     196  

Inflation Plus Fund

     228  

Municipal Opportunities Fund

     771  

Municipal Short Duration Fund

     13  

Short Duration Fund

     868  

Strategic Income Fund

     1,185  

Sustainable Municipal Bond Fund

     48  

Total Return Bond Fund

         1,543  

World Bond Fund

     2,040  

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 March 1, 2021, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for the share classes of the Funds listed below through February 28, 2022, unless the Board of Directors approves its earlier termination as follows:

 

Fund

   Class A  

Inflation Plus Fund

     0.15

Short Duration Fund

     0.12

For the period November 1, 2020 through February 28, 2021, HASCO had contractually agreed to waive and/or reimburse a portion of the transfer agency fees for the share classes of the Fund listed below to the extent necessary to limit the transfer agency fees as follows:

 

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

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.

 

 

  237  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

For the six-month period ended April 30, 2021, 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

     0.20     0.21     0.11     0.21     0.17     0.11     N/A       0.10     0.00 %* 

Floating Rate Fund

     0.10     0.11     0.07     0.22     0.17     0.11     N/A       0.10     0.00 %* 

Floating Rate High Income Fund

     0.12     0.11     0.09     0.22     0.17     0.10     N/A       0.09     0.00 %* 

High Yield Fund

     0.17     0.14     0.08     0.22     0.16     0.11     0.00     0.10     0.00 %* 

Inflation Plus Fund

     0.16     0.14     0.10     0.22     0.17     0.12     N/A       0.11     0.00 %* 

Municipal Opportunities Fund

     0.06     0.07     0.06     N/A       N/A       N/A       N/A       0.09     0.00 %* 

Municipal Short Duration Fund

     0.05     0.12     0.09     N/A       N/A       N/A       N/A       N/A       0.00 %* 

Short Duration Fund

     0.12     0.10     0.07     0.20     0.06     0.12     0.00 %*      0.09     0.00 %* 

Strategic Income Fund

     0.11     0.09     0.07     0.19     0.14     0.06     0.00 %*      0.07     0.00 %* 

Sustainable Municipal Bond Fund

     0.05     0.11     0.10     N/A       N/A       N/A       N/A       N/A       0.00 %* 

Total Return Bond Fund

     0.11     0.16     0.07     0.22     0.15     0.12     0.00 %*      0.07     0.00 %* 

World Bond Fund

     0.13     0.11     0.09     0.21     0.14     0.12     0.00 %*      0.09     0.00 %* 

 

  *

Percentage rounds to zero.

 

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; 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.

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 each Fund’s 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, 2021.

 

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)  

Emerging Markets Local Debt Fund

   $      $     $     —  

Inflation Plus Fund

                   

Municipal Opportunities Fund

                   

Municipal Short Duration Fund

                   

Short Duration Fund

         181,256            (181,256      

Strategic Income Fund

         5,576,483            (5,576,483      

Sustainable Municipal Bond Fund

                   

Total Return Bond Fund

     6,485,416        (6,485,416      

World Bond Fund

     6,044,733        (6,044,733      

 

  (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.

 

 

  238  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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
 

Emerging Markets Local Debt Fund

   $      $  

Inflation Plus Fund

             

Municipal Opportunities Fund

             

Municipal Short Duration Fund

             

Short Duration Fund

         186,823            —  

Strategic Income Fund

     5,765,087         

Sustainable Municipal Bond Fund

             

Total Return Bond Fund

     6,726,249         

World Bond Fund

     6,223,774         

 

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, 2021.

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

   $     186,823      $      $      $      $     186,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 186,823      $      $      $      $ 186,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 186,823  
              

 

 

 
Strategic Income Fund                                   

Securities Lending Transactions(1)

 

Convertible Preferred Stocks

   $ 5,366,131      $      $      $      $ 5,366,131  

Corporate Bonds

     339,322                             339,322  

Municipal Bonds

     59,634                             59,634  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 5,765,087      $      $      $      $ 5,765,087  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,765,087  
              

 

 

 
Total Return Bond Fund                                   

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 2,688,508      $      $      $      $ 2,688,508  

Municipal Bonds

     4,037,741                             4,037,741  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     6,726,249      $     —      $     —      $     —      $     6,726,249  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 6,726,249  
              

 

 

 
World Bond Fund                                   

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 6,223,774      $      $      $      $ 6,223,774  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 6,223,774      $      $      $      $ 6,223,774  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 6,223,774  
              

 

 

 

 

  (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.

 

 

  239  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

10.

Affiliate Holdings:

As of April 30, 2021, 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     46                   

High Yield Fund

                                            100             

Municipal Short Duration Fund

                          N/A       N/A       N/A       N/A       N/A        %* 

Short Duration 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

                          %*      %*      %*                    

High Yield Fund

                                            %*              

Municipal Short Duration Fund

                          N/A       N/A       N/A       N/A       N/A        %* 

Short Duration Fund

                                            %*              

 

  *

Percentage rounds to zero.

As of April 30, 2021, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the “529 plan”) 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 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:

 

Funds

   Percentage
of Fund*
 

High Yield Fund

     2

Inflation Plus Fund

     25

Strategic Income Fund

     4

Total Return Bond Fund

     2

World Bond Fund

     4

 

  *

As of April 30, 2021, affiliated funds of funds and the 529 plan invest in Class F shares.

 

11.

Investment Transactions:

For the six-month period ended April 30, 2021, 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

   $ 28,771,706      $ 32,152,726      $      $      $ 28,771,706      $ 32,152,726  

Floating Rate Fund

         1,187,832,888            1,020,291,501                          1,187,832,888            1,020,291,501  

Floating Rate High Income Fund

     268,796,741        232,582,217                      268,796,741        232,582,217  

High Yield Fund

     126,179,959        82,636,893                      126,179,959        82,636,893  

Inflation Plus Fund

     48,733,975        30,557,402            97,486,162            147,271,783        146,220,137        177,829,185  

Municipal Opportunities Fund

     218,159,201        48,049,268                      218,159,201        48,049,268  

Municipal Short Duration Fund

     4,656,459        2,234,105                      4,656,459        2,234,105  

Short Duration Fund

     520,238,727        313,002,640        28,457,732        26,495,743        548,696,459        339,498,384  

Strategic Income Fund

     1,107,229,990        413,859,075        233,269,059        22,049,838        1,340,499,049        435,908,913  

Sustainable Municipal Bond Fund

     29,605,610        11,438,845                      29,605,610        11,438,845  

Total Return Bond Fund

     829,600,550        424,738,308        411,308,547        244,815,809        1,240,909,097        669,554,117  

World Bond Fund

     1,992,052,880        2,045,539,084        87,767,096        197,098,984        2,079,819,976        2,242,638,068  

 

 

  240  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

12.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2021, and the year ended October 31, 2020:

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Emerging Markets Local Debt Fund  

Class A

                   

Shares Sold

       410,845        $ 2,301,447          134,392        $ 760,164  

Shares Issued for Reinvested Dividends

       11,683          66,520          37,719          204,790  

Shares Redeemed

       (503,089        (2,831,675        (319,756        (1,753,111
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (80,561        (463,708        (147,645        (788,157
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       64,064        $ 368,353          105,544        $ 612,753  

Shares Issued for Reinvested Dividends

       4,020          22,896          13,757          74,858  

Shares Redeemed

       (58,568        (341,738        (212,602        (1,168,974
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,516          49,511          (93,301        (481,363
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       604,470        $ 3,471,028          2,545,777        $ 14,145,120  

Shares Issued for Reinvested Dividends

       29,595          167,459          177,208          978,115  

Shares Redeemed

       (675,656                   (3,828,721        (7,824,110                 (40,873,043
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (41,591        (190,234        (5,101,125        (25,749,808
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

              $          1        $ 4  

Shares Issued for Reinvested Dividends

       29          162          85          462  

Shares Redeemed

                         (184        (1,057
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       29          162          (98        (591
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

              $          68        $ 400  

Shares Issued for Reinvested Dividends

       127          719          343          1,856  

Shares Redeemed

                         (776        (4,628
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       127          719          (365        (2,372
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       120        $ 660          6,390        $ 36,359  

Shares Issued for Reinvested Dividends

       111          604          348          1,784  

Shares Redeemed

       (4,250        (23,751        (68        (350
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,019        (22,487        6,670          37,793  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       634,630        $ 3,594,522          1,750,399        $ 9,515,902  

Shares Issued for Reinvested Dividends

       139,190          782,419          523,951          2,827,886  

Shares Redeemed

       (642,853        (3,591,409        (9,274,328            (49,111,325
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       130,967              785,532          (6,999,978        (36,767,537
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       167,505        $ 955,571          270,149        $ 1,545,968  

Shares Issued for Reinvested Dividends

       11,662          66,039          31,190          169,018  

Shares Redeemed

       (23,869        (135,874        (415,940        (2,167,752
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       155,298          885,736          (114,601        (452,766
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       169,766        $ 1,045,231          (12,450,443      $ (64,204,801
    

 

 

      

 

 

      

 

 

      

 

 

 
Floating Rate Fund                                    

Class A

                   

Shares Sold

       15,346,882        $ 128,557,491          22,715,140        $ 182,043,746  

Shares Issued for Reinvested Dividends

       1,105,414          9,220,935          2,783,969          22,370,965  

Shares Redeemed

       (9,789,770        (81,481,836        (34,530,403        (274,801,624
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,662,526          56,296,590          (9,031,294        (70,386,913
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       896,591        $ 7,568,124          1,913,326        $ 15,459,940  

Shares Issued for Reinvested Dividends

       263,331          2,215,873          1,100,612          8,934,776  

Shares Redeemed

       (14,259,162        (120,405,913        (28,757,381        (231,627,065
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (13,099,240        (110,621,916        (25,743,443        (207,232,349
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  241  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Floating Rate Fund – (continued)                                    

Class I

                   

Shares Sold

       32,060,637        $ 267,251,170          57,805,041        $ 458,641,839  

Shares Issued for Reinvested Dividends

       1,316,005          10,930,955          3,529,631          28,399,544  

Shares Redeemed

       (17,673,948               (146,655,018        (125,477,198            (987,910,277
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       15,702,694          131,527,107          (64,142,526        (500,868,894
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       68,647        $ 577,397          59,902        $ 490,500  

Shares Issued for Reinvested Dividends

       7,612          63,898          21,364          172,803  

Shares Redeemed

       (99,150        (834,872        (299,206        (2,452,297
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (22,891        (193,577        (217,940        (1,788,994
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       12,524        $ 103,845          96,310        $ 794,320  

Shares Issued for Reinvested Dividends

       3,107          25,905          8,674          69,552  

Shares Redeemed

       (32,231        (269,263        (157,920        (1,222,761
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (16,600        (139,513        (52,936        (358,889
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       20,604        $ 171,979          11,035        $ 89,492  

Shares Issued for Reinvested Dividends

       2,056          17,081          4,935          39,528  

Shares Redeemed

       (10,346        (85,396        (35,909        (290,850
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,314          103,664          (19,939        (161,830
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       1,422,464        $ 11,789,895          2,850,842        $ 22,683,282  

Shares Issued for Reinvested Dividends

       93,679          775,150          239,275          1,920,632  

Shares Redeemed

       (1,379,870        (11,359,049        (5,411,327        (42,525,785
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       136,273          1,205,996          (2,321,210        (17,921,871
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       4,048,068        $ 33,698,427          14,960,687        $ 119,676,976  

Shares Issued for Reinvested Dividends

       89,471          741,833          265,700          2,132,064  

Shares Redeemed

       (2,083,888        (17,255,092        (51,269,502        (398,717,007
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,053,651          17,185,168          (36,043,115        (276,907,967
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       11,428,727        $     95,363,519          (137,572,403      $     (1,075,627,707
    

 

 

      

 

 

      

 

 

      

 

 

 
Floating Rate High Income Fund  

Class A

                   

Shares Sold

       1,367,024        $ 13,185,821          1,398,470        $ 12,942,405  

Shares Issued for Reinvested Dividends

       111,364          1,069,569          303,917          2,804,899  

Shares Redeemed

       (893,933        (8,587,165        (3,761,564        (33,422,658
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       584,455          5,668,225          (2,059,177        (17,675,354
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       100,346        $ 977,205          362,804        $ 3,349,789  

Shares Issued for Reinvested Dividends

       45,288          438,454          155,830          1,449,058  

Shares Redeemed

       (1,188,256        (11,537,144        (2,260,595        (20,844,664
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,042,622        (10,121,485        (1,741,961        (16,045,817
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       9,083,067        $ 86,832,749          13,072,588        $ 116,255,880  

Shares Issued for Reinvested Dividends

       366,691          3,502,833          927,364          8,514,869  

Shares Redeemed

       (7,246,424                 (69,297,495        (15,784,908               (140,526,418
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,203,334          21,038,087          (1,784,956        (15,755,669
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       10,144        $ 98,371          3,922        $ 36,154  

Shares Issued for Reinvested Dividends

       74          710          350          3,240  

Shares Redeemed

       (9,824        (95,243        (13,918        (127,740
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       394          3,838          (9,646        (88,346
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       651        $ 6,251          3,403        $ 32,161  

Shares Issued for Reinvested Dividends

       171          1,638          428          3,941  

Shares Redeemed

       (581        (5,511        (2,129        (20,926
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       241          2,378          1,702          15,176  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  242  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Floating Rate High Income Fund – (continued)  

Class R5

                   

Shares Sold

       188,145        $ 1,787,141          124,461        $ 1,145,917  

Shares Issued for Reinvested Dividends

       20,705          197,861          48,510          444,260  

Shares Redeemed

       (146,581        (1,395,557        (167,667        (1,513,716
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       62,269          589,445          5,304          76,461  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       715,673        $ 6,864,596          1,781,345        $ 16,289,241  

Shares Issued for Reinvested Dividends

       16,304          155,961          45,232          419,036  

Shares Redeemed

       (568,217        (5,462,206        (2,559,448        (23,055,578
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       163,760          1,558,351          (732,871        (6,347,301
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       1,022,530        $ 9,843,522          464,170        $ 4,307,469  

Shares Issued for Reinvested Dividends

       26,793          256,640          72,535          668,254  

Shares Redeemed

       (336,757        (3,206,668        (1,307,260        (11,903,577
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       712,566          6,893,494          (770,555        (6,927,854
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,684,397        $     25,632,333          (7,092,160      $     (62,748,704
    

 

 

      

 

 

      

 

 

      

 

 

 
High Yield Fund  

Class A

                   

Shares Sold

       4,972,803        $ 37,960,863          7,982,568        $ 57,178,942  

Shares Issued for Reinvested Dividends

       664,707          5,068,261          1,394,996          9,984,138  

Shares Redeemed

       (2,854,968        (21,769,782        (7,699,857        (54,391,234
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,782,542          21,259,342          1,677,707          12,771,846  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       281,980        $ 2,137,429          720,947        $ 5,165,342  

Shares Issued for Reinvested Dividends

       55,497          421,973          145,751          1,040,364  

Shares Redeemed

       (1,491,569        (11,379,077        (1,730,291        (12,196,760
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,154,092        (8,819,675        (863,593        (5,991,054
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,225,757        $ 9,370,377          1,576,935        $ 10,987,256  

Shares Issued for Reinvested Dividends

       75,651          578,271          127,736          918,879  

Shares Redeemed

       (351,234        (2,683,671        (1,660,866        (11,578,456
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       950,174          7,264,977          43,805          327,679  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       29,895        $ 228,251          112,009        $ 816,725  

Shares Issued for Reinvested Dividends

       3,756          28,641          11,257          80,520  

Shares Redeemed

       (92,265        (703,220        (70,941        (500,399
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (58,614        (446,328        52,325          396,846  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       21,475        $ 164,800          26,012        $ 188,053  

Shares Issued for Reinvested Dividends

       2,849          21,771          6,207          44,493  

Shares Redeemed

       (12,590        (96,744        (32,464        (238,238
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       11,734          89,827          (245        (5,692
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       8,517        $ 64,673          66,470        $ 474,328  

Shares Issued for Reinvested Dividends

       1,953          14,845          4,687          33,480  

Shares Redeemed

       (7,240        (55,076        (94,762        (674,816
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       3,230          24,442          (23,605        (167,008
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6(1)

                   

Shares Sold

       1,321        $ 10,000                 $  

Shares Issued for Reinvested Dividends

       9          70                    
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,330          10,070                    
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       26,878        $     203,105          3,088,142        $ 21,482,670  

Shares Issued for Reinvested Dividends

       2,808          21,188          38,973          283,912  

Shares Redeemed

       (14,823        (112,160        (4,604,281        (32,546,308
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       14,863          112,133          (1,477,166        (10,779,726
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  243  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
High Yield Fund – (continued)  

Class F

                   

Shares Sold

       3,580,288        $ 27,255,598          3,292,512        $ 23,808,924  

Shares Issued for Reinvested Dividends

       269,999          2,057,611          430,586          3,087,555  

Shares Redeemed

       (945,672        (7,194,157        (2,076,306            (14,636,213
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,904,615          22,119,052          1,646,792          12,260,266  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       5,455,782        $ 41,613,840          1,056,020        $ 8,813,157  
    

 

 

      

 

 

      

 

 

      

 

 

 
Inflation Plus Fund                                    

Class A

                   

Shares Sold

       2,216,969        $ 24,908,622          3,416,712        $ 36,760,046  

Shares Issued for Reinvested Dividends

       278,049          3,114,147          284,425          2,969,394  

Shares Redeemed

       (1,570,810        (17,620,321        (3,214,757        (34,234,638
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       924,208          10,402,448          486,380          5,494,802  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       974,713        $ 10,586,584          353,723        $ 3,707,981  

Shares Issued for Reinvested Dividends

       14,563          158,295          16,560          167,587  

Shares Redeemed

       (1,137,966                 (12,383,789        (1,803,410                 (18,549,888
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (148,690        (1,638,910        (1,433,127        (14,674,320
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,146,216        $ 13,114,058          2,020,576        $ 22,374,318  

Shares Issued for Reinvested Dividends

       75,673          864,190          93,581          994,771  

Shares Redeemed

       (1,932,021        (22,128,988        (2,199,103        (23,710,342
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (710,132        (8,150,740        (84,946        (341,253
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       459,828        $ 5,071,163          673,544        $ 7,093,135  

Shares Issued for Reinvested Dividends

       44,053          484,579          52,401          537,110  

Shares Redeemed

       (700,435        (7,714,395        (1,385,375        (14,251,182
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (196,554        (2,158,653        (659,430        (6,620,937
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       59,318        $ 668,929          216,766        $ 2,289,573  

Shares Issued for Reinvested Dividends

       7,111          79,788          11,266          117,726  

Shares Redeemed

       (176,051        (1,979,348        (461,632        (4,923,802
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (109,622        (1,230,631        (233,600        (2,516,503
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       55,473        $ 632,340          133,252        $ 1,474,320  

Shares Issued for Reinvested Dividends

       2,636          29,976          2,858          30,265  

Shares Redeemed

       (34,397        (391,709        (174,426        (1,873,550
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       23,712          270,607          (38,316        (368,965
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       91,573        $ 1,050,827          659,312        $ 7,130,008  

Shares Issued for Reinvested Dividends

       46,174          528,229          40,716          433,627  

Shares Redeemed

       (145,230        (1,666,363        (279,632        (3,063,939
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (7,483        (87,307        420,396          4,499,696  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,571,646        $ 29,396,027          3,855,004        $ 41,986,825  

Shares Issued for Reinvested Dividends

       305,192          3,479,192          298,328          3,168,242  

Shares Redeemed

       (5,624,572            (63,825,528        (3,444,902            (36,752,619
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,747,734        (30,950,309        708,430          8,402,448  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (2,972,295      $ (33,543,495        (834,213      $ (6,125,032
    

 

 

      

 

 

      

 

 

      

 

 

 
Municipal Opportunities Fund  

Class A

                   

Shares Sold

       5,444,815        $ 49,456,104          13,705,812        $ 121,518,705  

Shares Issued for Reinvested Dividends

       415,227          3,768,172          920,975          8,178,106  

Shares Redeemed

       (3,217,295        (29,202,360        (10,088,440        (88,468,489
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,642,747          24,021,916          4,538,347          41,228,322  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  244  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Municipal Opportunities Fund – (continued)  

Class C

                   

Shares Sold

       620,273        $ 5,626,569          1,895,643        $ 16,820,563  

Shares Issued for Reinvested Dividends

       27,933          253,619          80,275          713,061  

Shares Redeemed

       (1,519,788        (13,831,334        (2,880,616        (25,479,837
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (871,582        (7,951,146        (904,698        (7,946,213
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       21,884,032        $ 198,676,381          50,133,652        $ 443,070,863  

Shares Issued for Reinvested Dividends

       693,458          6,296,928          1,269,430          11,279,654  

Shares Redeemed

       (11,550,628               (104,861,388        (28,476,329               (250,888,458
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       11,026,862          100,111,921          22,926,753          203,462,059  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       16,392        $ 148,393          216,487        $ 1,933,106  

Shares Issued for Reinvested Dividends

       15,411          139,807          35,516          315,113  

Shares Redeemed

       (71,207        (644,559        (130,412        (1,148,573
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (39,404        (356,359        121,591          1,099,646  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       7,136,200        $ 64,742,671          17,953,655        $ 159,400,282  

Shares Issued for Reinvested Dividends

       291,278          2,640,600          329,626          2,925,198  

Shares Redeemed

       (1,833,609        (16,622,553        (3,445,684        (30,089,476
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,593,869          50,760,718          14,837,597          132,236,004  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       18,352,492        $ 166,587,050          41,519,590        $ 370,079,818  
    

 

 

      

 

 

      

 

 

      

 

 

 
Municipal Short Duration Fund                                    

Class A

                   

Shares Sold

       321,290        $ 3,292,274          1,145,838        $ 11,586,580  

Shares Issued for Reinvested Dividends

       12,795          130,951          33,692          340,581  

Shares Redeemed

       (173,740        (1,778,075        (962,122        (9,659,221
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       160,345          1,645,150          217,408          2,267,940  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       13,169        $ 134,662          96,134        $ 967,062  

Shares Issued for Reinvested Dividends

       457          4,673          1,497          15,127  

Shares Redeemed

       (31,209        (319,635        (85,818        (861,322
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (17,583        (180,300        11,813          120,867  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       194,699        $ 1,990,789          213,769        $ 2,164,033  

Shares Issued for Reinvested Dividends

       3,196          32,664          5,264          53,174  

Shares Redeemed

       (143,906        (1,471,256        (54,837        (545,570
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       53,989          552,197          164,196          1,671,637  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       137,945        $ 1,412,193          98,768        $ 991,750  

Shares Issued for Reinvested Dividends

       2,254          23,065          3,867          39,099  

Shares Redeemed

       (15,407        (157,821        (56,960        (566,704
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       124,792          1,277,437          45,675          464,145  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       321,543        $ 3,294,484          439,092        $ 4,524,589  
    

 

 

      

 

 

      

 

 

      

 

 

 
Short Duration Fund  

Class A

                   

Shares Sold

       23,335,420        $ 235,252,387          51,243,837        $ 504,354,186  

Shares Issued for Reinvested Dividends

       687,464          6,931,710          1,527,630          15,095,226  

Shares Redeemed

       (19,813,429        (199,807,258        (33,867,669        (331,858,219
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,209,455          42,376,839          18,903,798          187,591,193  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       1,721,676        $ 17,353,959          6,109,317        $ 59,943,618  

Shares Issued for Reinvested Dividends

       38,315          386,338          117,376          1,159,082  

Shares Redeemed

       (3,450,491        (34,767,321        (5,260,757        (51,359,254
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,690,500        (17,027,024        965,936          9,743,446  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       24,109,014        $ 242,360,282          41,547,078        $ 411,117,591  

Shares Issued for Reinvested Dividends

       445,730          4,480,500          860,944          8,498,126  

Shares Redeemed

       (14,239,290               (143,158,646        (37,899,515               (369,038,007
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,315,454          103,682,136          4,508,507          50,577,710  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  245  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Short Duration Fund – (continued)  

Class R3

                   

Shares Sold

       11,899        $ 119,926          144,618        $ 1,438,625  

Shares Issued for Reinvested Dividends

       1,390          13,992          2,937          28,968  

Shares Redeemed

       (97,825        (985,151        (78,871        (755,948
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (84,536        (851,233        68,684          711,645  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       2,843        $ 28,598          109,508        $ 1,087,435  

Shares Issued for Reinvested Dividends

       3,960          39,856          13,530          132,100  

Shares Redeemed

       (22,729        (228,425        (428,264        (4,221,379
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (15,926        (159,971        (305,226        (3,001,844
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       24,493        $ 246,214          105,028        $ 1,042,408  

Shares Issued for Reinvested Dividends

       1,773          17,799          3,785          37,255  

Shares Redeemed

       (62,437        (627,271        (36,827        (360,633
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (36,171        (363,258        71,986          719,030  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       204,885        $ 2,054,901          180        $ 1,768  

Shares Issued for Reinvested Dividends

       1,113          11,113          33          320  

Shares Redeemed

       (4,179        (41,772                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       201,819          2,024,242          213          2,088  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       475,431        $ 4,770,201          1,236,976        $ 12,231,240  

Shares Issued for Reinvested Dividends

       8,029          80,430          23,955          234,836  

Shares Redeemed

       (189,227        (1,894,480        (1,755,749        (16,923,506
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       294,233          2,956,151          (494,818        (4,457,430
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       10,263,934        $ 103,007,322          11,110,634        $ 109,353,226  

Shares Issued for Reinvested Dividends

       328,784          3,301,491          656,086          6,471,032  

Shares Redeemed

       (3,725,182        (37,402,209        (9,197,312        (89,892,896
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,867,536          68,906,604          2,569,408          25,931,362  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       20,061,364        $ 201,544,486          26,288,488        $ 267,817,200  
    

 

 

      

 

 

      

 

 

      

 

 

 
Strategic Income Fund  

Class A

                   

Shares Sold

       14,173,272        $ 131,766,860          13,346,771        $ 118,837,640  

Shares Issued for Reinvested Dividends

       816,619          7,588,780          866,819          7,532,677  

Shares Redeemed

       (4,408,018        (40,885,666        (5,624,519        (48,357,802
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,581,873          98,469,974          8,589,071          78,012,515  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       3,352,065        $ 31,391,190          4,433,541        $ 39,397,046  

Shares Issued for Reinvested Dividends

       167,876          1,572,769          172,344          1,505,044  

Shares Redeemed

       (2,083,674        (19,459,993        (2,518,682        (21,967,538
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,436,267          13,503,966          2,087,203          18,934,552  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       110,979,593        $      1,033,358,941          107,606,359        $         949,984,625  

Shares Issued for Reinvested Dividends

       3,173,080          29,561,973          1,953,846          17,112,338  

Shares Redeemed

       (43,776,133        (406,784,133        (37,195,826        (321,439,864
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       70,376,540          656,136,781          72,364,379          645,657,099  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       148,185        $ 1,373,340          95,140        $ 849,021  

Shares Issued for Reinvested Dividends

       4,759          44,181          3,268          28,423  

Shares Redeemed

       (93,705        (872,780        (5,016        (45,001
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       59,239          544,741          93,392          832,443  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       293,028        $ 2,715,972          491,161        $ 4,299,455  

Shares Issued for Reinvested Dividends

       13,280          123,261          5,175          46,207  

Shares Redeemed

       (61,309        (570,417        (37,816        (337,964
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       244,999          2,268,816          458,520          4,007,698  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  246  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Strategic Income Fund – (continued)  

Class R5

                   

Shares Sold

       3,417,487        $ 31,788,402          1,128,324        $ 9,846,175  

Shares Issued for Reinvested Dividends

       70,247          650,524          41,860          364,909  

Shares Redeemed

       (541,224        (5,028,338        (426,229        (3,659,866
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,946,510          27,410,588          743,955          6,551,218  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       5,253,009        $ 48,671,790          1,095,884        $ 9,817,038  

Shares Issued for Reinvested Dividends

       71,082          658,154          14,400          126,449  

Shares Redeemed

       (565,388        (5,226,048        (153,866        (1,365,949
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,758,703          44,103,896          956,418          8,577,538  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       13,937,871        $ 129,111,191          11,044,742        $ 98,123,559  

Shares Issued for Reinvested Dividends

       320,879          2,969,443          174,069          1,523,119  

Shares Redeemed

       (6,014,616        (55,451,516        (1,209,957        (10,394,818
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       8,244,134          76,629,118          10,008,854          89,251,860  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       15,411,268        $ 143,462,200          14,928,674        $ 133,829,542  

Shares Issued for Reinvested Dividends

       854,076          7,952,606          807,195          7,033,285  

Shares Redeemed

       (6,549,172        (60,442,850        (4,803,713        (41,174,194
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,716,172          90,971,956          10,932,156          99,688,633  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       108,364,437        $ 1,010,039,836          106,233,948        $ 951,513,556  
    

 

 

      

 

 

      

 

 

      

 

 

 
Sustainable Municipal Bond Fund  

Class A

                   

Shares Sold

       687,078        $ 7,582,084          1,810,083        $ 19,362,123  

Shares Issued for Reinvested Dividends

       27,270          300,866          66,661          716,775  

Shares Redeemed

       (258,021        (2,844,652        (514,527        (5,472,708
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       456,327          5,038,298          1,362,217          14,606,190  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       58,935        $ 649,283          273,882        $ 2,935,669  

Shares Issued for Reinvested Dividends

       1,619          17,849          6,407          68,800  

Shares Redeemed

       (36,379        (401,617        (102,934        (1,107,063
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       24,175          265,515          177,355          1,897,406  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,029,853        $ 11,332,936          2,159,787        $ 23,139,936  

Shares Issued for Reinvested Dividends

       24,708          271,751          33,470          359,362  

Shares Redeemed

       (242,284        (2,666,128        (376,105        (3,914,265
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       812,277          8,938,559          1,817,152          19,585,033  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       793,519        $ 8,746,714          1,136,896        $ 12,112,442  

Shares Issued for Reinvested Dividends

       14,501          159,545          16,823          180,804  

Shares Redeemed

       (97,333        (1,069,706        (163,103        (1,700,273
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       710,687          7,836,553          990,616          10,592,973  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       2,003,466        $ 22,078,925          4,347,340        $ 46,681,602  
    

 

 

      

 

 

      

 

 

      

 

 

 
Total Return Bond Fund  

Class A

                   

Shares Sold

       12,500,018        $ 138,479,745          28,885,483        $ 314,770,359  

Issued in Merger

                         2,156,231          24,253,074  

Shares Issued for Reinvested Dividends

       1,809,924          20,111,328          2,247,855          24,550,223  

Shares Redeemed

       (8,032,640        (88,712,117        (13,562,584        (146,714,479
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,277,302          69,878,956          19,726,985          216,859,177  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       87,904        $ 990,678          287,581        $ 3,198,791  

Issued in Merger

                         1,148,560          13,070,389  

Shares Issued for Reinvested Dividends

       32,933          371,243          34,775          384,209  

Shares Redeemed

       (1,240,191        (13,727,496        (1,157,868        (12,799,289
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,119,354        (12,365,575        313,048          3,854,100  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  247  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Total Return Bond Fund – (continued)  

Class I

                   

Shares Sold

       15,535,163        $ 172,183,477          20,059,875        $ 219,445,628  

Issued in Merger

                         2,022,055          22,674,107  

Shares Issued for Reinvested Dividends

       502,522          5,561,460          389,549          4,249,385  

Shares Redeemed

       (11,151,731               (122,430,363        (5,681,806                 (61,207,596
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       4,885,954          55,314,574          16,789,673          185,161,524  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       69,266        $ 793,064          146,280        $ 1,654,997  

Issued in Merger

                         2,655          30,689  

Shares Issued for Reinvested Dividends

       6,424          73,484          8,416          94,367  

Shares Redeemed

       (99,127        (1,136,961        (149,521        (1,646,936
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (23,437        (270,413        7,830          133,117  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       463,497        $ 5,262,517          534,048        $ 5,997,115  

Issued in Merger

                         1,126          12,908  

Shares Issued for Reinvested Dividends

       22,063          249,808          22,339          248,694  

Shares Redeemed

       (282,181        (3,195,186        (436,828        (4,809,979
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       203,379          2,317,139          120,685          1,448,738  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       73,850        $ 824,780          291,949        $ 3,243,533  

Issued in Merger

                         1,516          17,269  

Shares Issued for Reinvested Dividends

       3,926          44,218          3,809          42,181  

Shares Redeemed

       (101,121        (1,139,824        (159,149        (1,748,398
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (23,345        (270,826        138,125          1,554,585  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       13,251,304        $ 147,608,824          3,175,849        $ 34,624,258  

Shares Issued for Reinvested Dividends

       171,705          1,902,807          142,818          1,565,097  

Shares Redeemed

       (1,044,131        (11,553,380        (1,385,972        (15,104,521
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,378,878          137,958,251          1,932,695          21,084,834  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       8,619,406        $ 96,976,157          13,484,725        $ 149,148,655  

Issued in Merger

                         23,303          263,851  

Shares Issued for Reinvested Dividends

       662,137          7,410,809          939,760          10,303,444  

Shares Redeemed

       (10,508,910        (117,732,613        (23,222,388        (249,279,226
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,227,367        (13,345,647        (8,774,600        (89,563,276
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       31,132,176        $ 340,435,101          43,913,726        $ 474,299,178  

Issued in Merger

                         217,574          2,424,664  

Shares Issued for Reinvested Dividends

       1,735,652          19,092,714          2,095,170          22,645,999  

Shares Redeemed

       (13,505,509               (146,137,917        (12,058,383               (129,418,091
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       19,362,319          213,389,898          34,168,087          369,951,750  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       40,714,329        $ 452,606,357          64,422,528        $ 710,484,549  
    

 

 

      

 

 

      

 

 

      

 

 

 
World Bond Fund  

Class A

                   

Shares Sold

       4,864,832        $ 51,579,389          11,853,572        $ 124,563,268  

Shares Issued for Reinvested Dividends

       181,562          1,922,348          916,828          9,618,889  

Shares Redeemed

       (8,830,786        (93,700,198        (12,689,889        (132,649,893
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,784,392        (40,198,461        80,511          1,532,264  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       194,993        $ 2,019,102          1,578,580        $ 16,215,963  

Shares Issued for Reinvested Dividends

       11,650          120,581          131,186          1,353,066  

Shares Redeemed

       (1,904,234        (19,709,979        (3,216,831        (33,065,235
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,697,591        (17,570,296        (1,507,065        (15,496,206
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       36,079,076        $ 385,783,297          91,513,500        $ 970,005,731  

Shares Issued for Reinvested Dividends

       1,071,368          11,431,496          4,663,389          49,256,832  

Shares Redeemed

       (48,674,387        (520,297,265        (113,328,621        (1,193,910,175
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (11,523,943        (123,082,472        (17,151,732        (174,647,612
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  248  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
World Bond Fund – (continued)  

Class R3

                   

Shares Sold

       9,480        $ 99,713          108,636        $ 1,129,269  

Shares Issued for Reinvested Dividends

       412          4,329          3,518          36,727  

Shares Redeemed

       (39,867        (419,594        (161,163        (1,659,947
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (29,975        (315,552        (49,009        (493,951
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       328,234        $ 3,476,443          849,081        $ 8,855,360  

Shares Issued for Reinvested Dividends

       8,211          86,947          24,403          255,884  

Shares Redeemed

       (836,374        (8,865,695        (100,526        (1,053,542
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (499,929        (5,302,305        772,958          8,057,702  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       139,842        $ 1,495,282          465,869        $ 4,906,254  

Shares Issued for Reinvested Dividends

       4,752          50,743          14,524          153,384  

Shares Redeemed

       (178,122        (1,903,572        (300,932        (3,180,962
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (33,528        (357,547        179,461          1,878,676  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       2,295,793        $ 24,641,296          11,886,116        $ 125,598,122  

Shares Issued for Reinvested Dividends

       76,161          816,206          65,574          691,752  

Shares Redeemed

       (1,593,462        (17,108,724        (2,918,313        (30,795,658
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       778,492          8,348,778          9,033,377          95,494,216  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

 

Shares Sold

       9,510,191        $ 101,944,710          18,859,020        $ 200,397,393  

Shares Issued for Reinvested Dividends

       210,075          2,249,332          1,138,357          12,064,039  

Shares Redeemed

       (14,008,080        (150,409,183        (33,849,252        (357,158,394
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,287,814        (46,215,141        (13,851,875        (144,696,962
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

 

Shares Sold

       23,107,147        $ 247,433,950          53,456,392        $ 565,674,517  

Shares Issued for Reinvested Dividends

       930,720          9,946,537          4,833,555          51,124,691  

Shares Redeemed

       (18,977,935            (203,197,626        (107,074,605            (1,129,497,459
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,059,932          54,182,861          (48,784,658        (512,698,251
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (16,018,748      $ (170,510,135        (71,278,032      $ (741,070,124
    

 

 

      

 

 

      

 

 

      

 

 

 

 

  (1)

Class R6 of the High Yield Fund commenced operations on March 1, 2021.

 

13.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. 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 certain fees, such as an upfront fee and a commitment fee. From November 1, 2020 through March 4, 2021, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2021, 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:

In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.

 

 

  249  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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 years 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 period ended April 30, 2021, events and transactions subsequent to April 30, 2021, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between the Company, on behalf of the Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund shall equal the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.

 

 

  250  

 


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 portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year 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.

 

 

  251  

 


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, Mail Drop: T 04.180, 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 February 2021), 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 BDM NV; 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 February 2021


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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-FI21     06/21     223138    Printed in U.S.A.

 

LOGO


LOGO


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Mutual Funds. The following is the Funds’ Semi-Annual Report that covers the period from November 1, 2020 through April 30, 2021.

Market Review

During the six months ended April 30, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 28.85%. The strong returns for the period reflected a growing

 

consensus among investors that a strong economic recovery has finally begun to take hold and that the worst days of the coronavirus (COVID-19) pandemic should soon be behind us.

Optimism was often hard to come by during the difficult months of 2020. The six-month period covered in this report followed many months of high unemployment, business lockdowns, face-mask requirements, and social-distancing measures. Along the way, governments around the world, including here in the U.S., mounted a rescue effort with unprecedented levels of monetary and fiscal support.

November 2020 marked the resolution of a contentious U.S. presidential election, a positive for markets. Then came the pivotal announcements that safe and effective COVID-19 vaccines were ready for federal approval – providing hope that a significant corner in the battle against the virus had been turned.

In late December of 2020, the U.S. Congress passed a $900 billion pandemic relief bill. For its part, the U.S. Federal Reserve (Fed) continued to maintain its ongoing policy of near-zero interest rates.

A winter resurgence of COVID-19 infections touched off a wave of new hospitalizations and deaths – more than 542,000 U.S. lives lost by winter’s end.2 New viral variants took root in the U.S., threatening to prolong the pandemic. A horrific surge of new death counts gripped India.

By the end of the period, over 101.4 million U.S. individuals – 31% of the nation’s population – had been fully vaccinated.3 Meanwhile, in Washington, Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. A proposal for $2.3 trillion in new infrastructure spending soon followed.

As investors digested numerous new policy initiatives, rates on 10-year Treasuries rose to nearly 1.75% in mid-March, triggering a new round of market volatility and a fierce debate over a possible return of inflation. By period’s end, the question of inflation – how much and how persistent – remained unsettled, although the Fed provided assurances of a continued low-rate environment.

As we seek to move past the pandemic, it’s still vitally important to maintain a strong relationship with a financial professional, who can confidently guide you through shifting markets while helping you find a good fit within our family of funds.

Thank you again for investing in Hartford Mutual Funds. For the most up-to-date information on our complete selection of mutual funds and exchange-traded 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.

 

2 

Wall Street Journal, 3/21/2021

 

3 

USAFacts.org, “What’s the nation’s progress on vaccinations?”.


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

     40  

The Hartford Checks and Balances Fund

     50  

The Hartford Conservative Allocation Fund

     51  

The Hartford Global Real Asset Fund (consolidated)

     52  

The Hartford Growth Allocation Fund

     62  

Hartford Moderate Allocation Fund

     63  

Hartford Multi-Asset Income Fund (formerly, Hartford Multi-Asset Income and Growth Fund)

     64  

Glossary

     82  

Statements of Assets and Liabilities

     83  

Statements of Operations

     87  

Statements of Changes in Net Assets

     89  

Financial Highlights

     93  

Notes to Financial Statements

     103  

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

     135  

Quarterly Portfolio Holdings Information

     135  


The Hartford Balanced Income Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     13.12%        19.05%        8.35%        8.01%  

Class A3

     6.90%        12.50%        7.13%        7.40%  

Class C2

     12.78%        18.16%        7.56%        7.22%  

Class C4

     11.78%        17.16%        7.56%        7.22%  

Class I2

     13.33%        19.41%        8.63%        8.29%  

Class R32

     12.93%        18.59%        7.99%        7.68%  

Class R42

     13.16%        19.03%        8.30%        8.00%  

Class R52

     13.31%        19.33%        8.61%        8.29%  

Class R62

     13.28%        19.41%        8.71%        8.42%  

Class Y2

     13.29%        19.37%        8.65%        8.39%  

Class F2

     13.29%        19.41%        8.71%        8.32%  

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

    
15.55%
 
    
23.08%
 
    
8.44%
 
    
8.03%
 

Russell 1000 Value Index

     36.30%        45.92%        12.15%        11.13%  

Bloomberg Barclays Corporate Index

     -0.47%        4.46%        4.85%        4.98%  

JP Morgan Emerging Markets Bond Index

     0.41%        9.89%        3.49%        4.83%  

Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index

    
7.98%
 
    
19.57%
 
    
7.45%
 
    
6.42%
 

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class R6 shares commenced operations on 11/07/2014. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 expense waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Gross      Net  

Class A

     0.89%        0.89%  

Class C

     1.64%        1.64%  

Class I

     0.63%        0.63%  

Class R3

     1.24%        1.24%  

Class R4

     0.95%        0.95%  

Class R5

     0.66%        0.66%  

Class R6

     0.56%        0.56%  

Class Y

     0.67%        0.67%  

Class F

     0.56%        0.56%  

 

*

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 04/30/2021.

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, economic and regulatory developments.

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     48.3

Escrows

     0.0

Preferred Stocks

     0.3  
  

 

 

 

Total

     48.6
  

 

 

 

Fixed Income Securities

 

Convertible Bonds

     0.1

Corporate Bonds

     41.6  

Foreign Government Obligations

     3.8  

Municipal Bonds

     0.2  

Senior Floating Rate Interests

     0.1  

U.S. Government Securities

     0.5  
  

 

 

 

Total

     46.3
  

 

 

 

Short-Term Investments

     4.0  

Other Assets & Liabilities

     1.1  
  

 

 

 

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

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     10.51%        15.04%        6.65%        4.22%  

Class A4

     5.54%        9.87%        5.67%        3.54%  

Class C3

     10.10%        14.23%        5.89%        3.47%  

Class C5

     9.10%        13.23%        5.89%        3.47%  

Class I3

     10.81%        15.46%        6.84%        4.45%  

Class R33

     10.50%        14.83%        6.51%        4.04%  

Class R43

     10.60%        15.16%        6.70%        4.27%  

Class R53

     10.79%        15.51%        6.82%        4.41%  

Class R63

     10.82%        15.63%        6.92%        4.51%  

Class Y3

     10.81%        15.56%        6.89%        4.49%  

Class F3

     10.89%        15.74%        6.94%        4.51%  

70% Bloomberg Barclays U.S. Aggregate Bond Index/ 30% MSCI ACWI Index (Net)6

    
6.81%
 
     12.07%        6.53%        5.47%  

Bloomberg Barclays U.S. Aggregate Bond Index

    
-1.52%
 
    
-0.27%
 
    
3.19%
 
    
3.30%
 

MSCI ACWI Index (Net)

     28.29%        45.75%        13.85%        9.92%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 02/28/2019. 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 07/10/2019 includes the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Performance information may reflect 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%        1.00%  

Class C

     1.87%        1.75%  

Class I

     0.81%        0.70%  

Class R3

     1.44%        1.22%  

Class R4

     1.14%        0.92%  

Class R5

     0.84%        0.59%  

Class R6

     0.73%        0.49%  

Class Y

     0.83%        0.59%  

Class F

     0.73%        0.49%  

 

*

Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2022 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 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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, regulatory 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. The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

 

 

 

  3  

 


Hartford AARP Balanced Retirement Fund

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Affiliated Investment Companies

     24.3

Common Stocks

     35.4  

Convertible Preferred Stocks

     0.2  

Preferred Stocks

     0.0

Warrants

     0.0
  

 

 

 

Total

     59.9
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     11.7

Corporate Bonds

     19.5  

Municipal Bonds

     0.4  

U.S. Government Agencies(2)

     4.3  

U.S. Government Securities

     2.7  
  

 

 

 

Total

     38.6
  

 

 

 

Short-Term Investments

     1.5  

Purchased Options

     0.4  

Other Assets & Liabilities

     (0.4
  

 

 

 

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 04/30/2021.

 

 

  4  

 


The Hartford Checks and Balances Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     20.11%        31.32%        11.66%        9.35%  

Class A3

     13.50%        24.10%        10.40%        8.73%  

Class C2

     19.55%        30.26%        10.80%        8.52%  

Class C4

     18.55%        29.26%        10.80%        8.52%  

Class I2

     20.21%        31.57%        11.92%        9.62%  

Class R32

     19.76%        30.75%        11.23%        8.94%  

Class R42

     20.02%        31.23%        11.58%        9.28%  

Class R52

     20.12%        31.51%        11.85%        9.58%  

Class F2

     20.28%        31.56%        11.99%        9.65%  

33.4% Russell 3000 Index/ 33.3% S&P 500 Index/ 33.3% Bloomberg Barclays U.S. Aggregate Bond Index5

     18.73%        30.45%       
12.88%
 
     10.68%  

Russell 3000 Index

     31.08%        50.92%        17.67%        14.03%  

S&P 500 Index

     28.85%        45.98%        17.42%        14.17%  

Bloomberg Barclays U.S. Aggregate Bond Index

    
-1.52%
 
    
-0.27%
 
     3.19%       
3.39%
 

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     0.93%        0.93%  

Class C

     1.71%        1.71%  

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

     0.59%        0.59%  

 

*

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 04/30/2021.

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, call, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage-related and asset-backed securities, and derivatives.

Asset Allocation(1)

as of 04/30/2021

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     67.1

Taxable Fixed Income Funds

     32.7  

Short-Term Investments

     0.2  

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.

 

 

 

  5  

 


The Hartford Conservative Allocation Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     10.10%        18.05%        6.82%        3.75%  

Class A3

     4.04%        11.55%        5.62%        3.16%  

Class C2

     9.62%        17.15%        6.01%        2.96%  

Class C4

     8.62%        16.15%        6.01%        2.96%  

Class I2

     10.26%        18.32%        7.07%        4.02%  

Class R32

     9.99%        17.70%        6.49%        3.43%  

Class R42

     10.14%        17.97%        6.83%        3.75%  

Class R52

     10.35%        18.39%        7.15%        4.05%  

Class F2

     10.27%        18.43%        7.17%        4.07%  

65% Bloomberg Barclays U.S. Aggregate Bond Index/ 25% Russell 3000 Index/ 10% MSCI ACWI ex USA Index (Net)5

     8.77%        15.06%        7.62%        6.37%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52%        -0.27%        3.19%        3.39%  

Russell 3000 Index

     31.08%        50.92%        17.67%        14.03%  

MSCI ACWI ex USA Index (Net)

     27.40%        42.98%        9.83%        4.73%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 06/04/2012 through 11/30/2015, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 06/04/2012, 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 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%        1.09%  

Class C

     1.88%        1.88%  

Class I

     0.86%        0.86%  

Class R3

     1.45%        1.44%  

Class R4

     1.15%        1.14%  

Class R5

     0.85%        0.84%  

Class F

     0.73%        0.73%  

 

*

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 02/28/2022 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 04/30/2021.

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, call, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage-related and asset-backed securities, and derivatives.

Asset Allocation(1)

as of 04/30/2021

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     26.5

International/Global Equity Funds

     11.0  

Taxable Fixed Income Funds

     62.3  

Short-Term Investments

     0.2  

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, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     27.63%        36.42%        4.96%        -1.26%  

Class A3

     20.61%        28.92%        3.78%        -1.82%  

Class C2

     27.09%        35.28%        4.16%        -2.01%  

Class C4

     26.09%        34.28%        4.16%        -2.01%  

Class I2

     27.82%        36.81%        5.25%        -1.00%  

Class R32

     27.42%        35.96%        4.67%        -1.51%  

Class R42

     27.71%        36.47%        5.02%        -1.22%  

Class R52

     27.80%        36.67%        5.26%        -0.97%  

Class Y2

     27.82%        37.00%        5.31%        -0.91%  

Class F2

     27.69%        36.86%        5.27%        -0.99%  

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)5

     23.53%        26.82%        4.87%        1.42%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     3.38%        7.32%        3.62%        2.56%  

MSCI ACWI Commodity Producers Index (Net)

     53.18%        47.02%        5.21%        -1.91%  

Bloomberg Commodity Index Total Return

     25.81%        48.52%        2.26%        -5.85%  

MSCI World IMI Core Real Estate Index (Net)

     30.35%        32.49%        5.58%        6.49%  

MSCI ACWI Infrastructure Index (Net)

     16.84%        21.86%        5.41%        4.67%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 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

     1.55%        1.27%  

Class C

     2.34%        2.02%  

Class I

     1.16%        1.02%  

Class R3

     1.81%        1.52%  

Class R4

     1.50%        1.22%  

Class R5

     1.21%        0.97%  

Class Y

     1.16%        0.92%  

Class F

     1.09%        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 02/28/2022 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, The Hartford Cayman Global Real Asset Fund, Ltd. (“Cayman Subsidiary”). Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 04/30/2021.

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, economic and regulatory developments. These risks may be greater, and include additional risks, 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, regulatory 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 the Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non-U.S. subsidiary and its investments. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.

 

 

 

  7  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     53.0

Exchange-Traded Funds

     3.4  
  

 

 

 

Total

     56.4
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage-Backed Securities

     0.2

Convertible Bonds

     0.0

Corporate Bonds

     0.2  

Foreign Government Obligations

     2.1  

U.S. Government Agencies(2)

     0.1  

U.S. Government Securities

     27.9  
  

 

 

 

Total

     30.5
  

 

 

 

Short-Term Investments

     13.0  

Purchased Options

     0.0

Other Assets & Liabilities

     0.1  
  

 

 

 

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, 2021.

 

 

 

  8  

 


The Hartford Growth Allocation Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     23.59%        39.32%        11.57%        7.62%  

Class A3

     16.79%        31.66%        10.32%        7.01%  

Class C2

     23.07%        38.28%        10.73%        6.82%  

Class C4

     22.07%        37.28%        10.73%        6.82%  

Class I2

     23.72%        39.80%        11.91%        7.96%  

Class R32

     23.34%        38.85%        11.22%        7.29%  

Class R42

     23.58%        39.40%        11.55%        7.61%  

Class R52

     23.76%        39.85%        11.90%        7.94%  

Class F2

     23.80%        39.88%        11.99%        8.00%  

55% Russell 3000 Index/ 25% MSCI ACWI ex USA Index (Net)/ 20% Bloomberg Barclays U.S. Aggregate Bond Index5

     23.11%        37.40%        12.93%        9.71%  

Russell 3000 Index

     31.08%        50.92%        17.67%        14.03%  

MSCI ACWI ex USA Index (Net)

     27.40%        42.98%        9.83%        4.73%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52%        -0.27%        3.19%        3.39%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 06/04/2012 through 05/31/2014, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 06/04/2012, 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.11%        1.11%  

Class C

     1.90%        1.90%  

Class I

     0.80%        0.80%  

Class R3

     1.42%        1.42%  

Class R4

     1.11%        1.11%  

Class R5

     0.82%        0.82%  

Class F

     0.71%        0.71%  

 

*

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 04/30/2021.

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, call, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage-related and asset-backed securities, and derivatives.

Asset Allocation(1)

as of 04/30/2021

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     58.5

International/Global Equity Funds

     26.3  

Taxable Fixed Income Funds

     15.0  

Short-Term Investments

     0.2  

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.

 

 

 

  9  

 


Hartford Moderate Allocation Fund

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     17.32%        29.26%        9.35%        5.70%  

Class A3

     10.87%        22.15%        8.12%        5.11%  

Class C2

     16.81%        28.25%        8.53%        4.92%  

Class C4

     15.81%        27.25%        8.53%        4.92%  

Class I2

     17.45%        29.57%        9.66%        6.01%  

Class R32

     17.09%        28.85%        8.99%        5.35%  

Class R42

     17.24%        29.26%        9.30%        5.66%  

Class R52

     17.50%        29.74%        9.64%        5.99%  

Class F2

     17.53%        29.77%        9.75%        6.05%  

40% Bloomberg Barclays U.S. Aggregate Bond Index/ 40% Russell 3000 Index/ 20% MSCI ACWI ex USA Index (Net)5

     16.52%        26.95%        10.48%        8.12%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52%        -0.27%        3.19%        3.39%  

Russell 3000 Index

     31.08%        50.92%        17.67%        14.03%  

MSCI ACWI ex USA Index (Net)

     27.40%        42.98%        9.83%        4.73%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class F shares commenced operations on 02/28/2017. 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 06/04/2012 through 11/30/2015, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 06/04/2012, 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 expense waivers/reimbursements without which performance would have been lower.

Operating Expenses*    Gross      Net  

Class A

     1.07%        1.07%  

Class C

     1.86%        1.86%  

Class I

     0.78%        0.78%  

Class R3

     1.40%        1.40%  

Class R4

     1.06%        1.06%  

Class R5

     0.81%        0.81%  

Class F

     0.70%        0.70%  

 

*

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 04/30/2021.

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, call, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage-related and asset-backed securities, and derivatives.

Asset Allocation(1)

as of 04/30/2021

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     42.4

International/Global Equity Funds

     21.5  

Taxable Fixed Income Funds

     35.9  

Short-Term Investments

     0.2  

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.

 

 

 

  10  

 


Hartford Multi-Asset Income Fund (formerly, Hartford Multi-Asset Income and Growth Fund)

Fund Overview

April 30, 2021 (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 04/30/2021

 

      Six Months1      1 Year      5 Years      10 Years  

Class A2

     11.36%        18.68%        7.38%        7.33%  

Class A3

     5.24%        12.15%        6.17%        6.72%  

Class C2

     10.97%        17.81%        6.62%        6.56%  

Class C4

     9.97%        16.81%        6.62%        6.56%  

Class I2

     11.57%        19.07%        7.70%        7.53%  

Class R32

     11.24%        18.46%        7.09%        7.05%  

Class R42

     11.35%        18.64%        7.38%        7.35%  

Class R52

     11.53%        18.96%        7.69%        7.67%  

Class R62

     11.60%        19.18%        7.79%        7.76%  

Class Y2

     11.53%        19.06%        7.75%        7.74%  

Class F2

     11.57%        19.11%        7.77%        7.56%  

55% Bloomberg Barclays U.S. Aggregate Bond Index/ 45% S&P 500 Index5

     11.38%        18.80%        9.70%        8.39%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.52%        -0.27%        3.19%        3.39%  

S&P 500 Index

     28.85%        45.98%        17.42%        14.17%  

 

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 04/30/2021, 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 total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.

Class I shares commenced operations on 03/31/2015. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 02/28/2018. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017. Performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares from 03/31/2015 through 02/28/2017 and Class A shares (excluding sales charges) prior to 03/31/2015.

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 05/01/2019 includes the Fund’s performance when the Fund pursued a different investment objective and principal investment strategy.

You cannot invest directly in an index. See “Benchmark Glossary” for benchmark descriptions.

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

 

Operating Expenses*    Gross      Net  

Class A

     1.03%        1.03%  

Class C

     1.74%        1.74%  

Class I

     0.70%        0.70%  

Class R3

     1.35%        1.35%  

Class R4

     1.05%        1.05%  

Class R5

     0.75%        0.75%  

Class R6

     0.63%        0.63%  

Class Y

     0.73%        0.73%  

Class F

     0.63%        0.63%  

 

*

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 04/30/2021.

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, economic and regulatory 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, regulatory 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 Fund (formerly, Hartford Multi-Asset Income and Growth Fund)

Fund Overview – (continued)

April 30, 2021 (Unaudited)

 

 

 

Composition by Security Type(1)

as of 04/30/2021

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     36.2

Convertible Preferred Stocks

     0.4  

Equity Linked Securities

     12.2  
  

 

 

 

Total

     48.8
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage-Backed Securities

     16.0

Convertible Bonds

     0.7  

Corporate Bonds

     13.9  

Foreign Government Obligations

     1.4  

Municipal Bonds

     0.6  

Senior Floating Rate Interests

     8.7  

U.S. Government Agencies(2)

     1.5  

U.S. Government Securities

     6.5  
  

 

 

 

Total

     49.3
  

 

 

 

Short-Term Investments

     4.9  

Purchased Options

     0.2  

Other Assets & Liabilities

     (3.2
  

 

 

 

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, 2021.

 

 

 

  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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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. Effective August 24, 2021, “Barclays” will be removed from the index’s name.

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.

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 ACWI (All Country World) 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 ACWI (All Country World) 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 ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI ACWI (All Country World) 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, 2020 through April 30, 2021. 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 181/365 (to reflect the one-half year period).

 

     Actual Return      Hypothetical (5% return before expenses)  
      Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Annualized
expense
ratio
 

The Hartford Balanced Income Fund

 

Class A

   $     1,000.00      $     1,131.20      $     4.54      $     1,000.00      $     1,020.53      $     4.31        0.86

Class C

   $ 1,000.00      $ 1,127.80      $ 8.55      $ 1,000.00      $ 1,016.76      $ 8.10        1.62

Class I

   $ 1,000.00      $ 1,132.60      $ 3.23      $ 1,000.00      $ 1,021.77      $ 3.06        0.61

Class R3

   $ 1,000.00      $ 1,129.30      $ 6.60      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class R4

   $ 1,000.00      $ 1,131.60      $ 4.97      $ 1,000.00      $ 1,020.13      $ 4.71        0.94

Class R5

   $ 1,000.00      $ 1,133.10      $ 3.38      $ 1,000.00      $ 1,021.62      $ 3.21        0.64

Class R6

   $ 1,000.00      $ 1,132.80      $ 2.86      $ 1,000.00      $ 1,022.12      $ 2.71        0.54

Class Y

   $ 1,000.00      $ 1,132.90      $ 3.38      $ 1,000.00      $ 1,021.62      $ 3.21        0.64

Class F

   $ 1,000.00      $ 1,132.90      $ 2.86      $ 1,000.00      $ 1,022.12      $ 2.71        0.54

Hartford AARP Balanced Retirement Fund

 

                 

Class A

   $ 1,000.00      $ 1,105.10      $ 4.23      $ 1,000.00      $ 1,020.78      $ 4.06        0.81

Class C

   $ 1,000.00      $ 1,101.00      $ 8.18      $ 1,000.00      $ 1,017.01      $ 7.85        1.57

Class I

   $ 1,000.00      $ 1,108.10      $ 2.67      $ 1,000.00      $ 1,022.27      $ 2.56        0.51

Class R3

   $ 1,000.00      $ 1,105.00      $ 5.58      $ 1,000.00      $ 1,019.49      $ 5.36        1.07

Class R4

   $ 1,000.00      $ 1,106.00      $ 4.02      $ 1,000.00      $ 1,020.98      $ 3.86        0.77

Class R5

   $ 1,000.00      $ 1,107.90      $ 2.35      $ 1,000.00      $ 1,022.56      $ 2.26        0.45

Class R6

   $ 1,000.00      $ 1,108.20      $ 1.83      $ 1,000.00      $ 1,023.06      $ 1.76        0.35

Class Y

   $ 1,000.00      $ 1,108.10      $ 2.35      $ 1,000.00      $ 1,022.56      $ 2.26        0.45

Class F

   $ 1,000.00      $ 1,108.90      $ 1.88      $ 1,000.00      $ 1,023.01      $ 1.81        0.36

The Hartford Checks and Balances Fund

 

                 

Class A

   $ 1,000.00      $ 1,201.10      $ 2.02      $ 1,000.00      $ 1,022.96      $ 1.86        0.37

Class C

   $ 1,000.00      $ 1,195.50      $ 6.31      $ 1,000.00      $ 1,019.04      $ 5.81        1.16

Class I

   $ 1,000.00      $ 1,202.10      $ 0.66      $ 1,000.00      $ 1,024.20      $ 0.60        0.12

Class R3

   $ 1,000.00      $ 1,197.60      $ 4.09      $ 1,000.00      $ 1,021.08      $ 3.76        0.75

Class R4

   $ 1,000.00      $ 1,200.20      $ 2.45      $ 1,000.00      $ 1,022.56      $ 2.26        0.45

Class R5

   $ 1,000.00      $ 1,201.20      $ 0.82      $ 1,000.00      $ 1,024.05      $ 0.75        0.15

Class F

   $ 1,000.00      $ 1,202.80      $ 0.22      $ 1,000.00      $ 1,024.60      $ 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, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Beginning
Account Value
November 1, 2020
     Ending
Account Value
April 30, 2021
     Expenses paid
during the period
November 1, 2020
through
April 30, 2021
     Annualized
expense
ratio
 

The Hartford Conservative Allocation Fund

 

                 

Class A

   $     1,000.00      $     1,101.00      $     3.02      $     1,000.00      $     1,021.92      $     2.91        0.58

Class C

   $ 1,000.00      $ 1,096.20      $ 7.12      $ 1,000.00      $ 1,018.00      $ 6.85        1.37

Class I

   $ 1,000.00      $ 1,102.60      $ 1.72      $ 1,000.00      $ 1,023.16      $ 1.66        0.33

Class R3

   $ 1,000.00      $ 1,099.90      $ 4.89      $ 1,000.00      $ 1,020.13      $ 4.71        0.94

Class R4

   $ 1,000.00      $ 1,101.40      $ 3.33      $ 1,000.00      $ 1,021.62      $ 3.21        0.64

Class R5

   $ 1,000.00      $ 1,103.50      $ 1.77      $ 1,000.00      $ 1,023.11      $ 1.71        0.34

Class F

   $ 1,000.00      $ 1,102.70      $ 1.20      $ 1,000.00      $ 1,023.65      $ 1.15        0.23

The Hartford Global Real Asset Fund (consolidated)

 

                 

Class A

   $ 1,000.00      $ 1,276.30      $ 7.05      $ 1,000.00      $ 1,018.60      $ 6.26        1.25

Class C

   $ 1,000.00      $ 1,270.90      $ 11.26      $ 1,000.00      $ 1,014.88      $ 9.99        2.00

Class I

   $ 1,000.00      $ 1,278.20      $ 5.54      $ 1,000.00      $ 1,019.94      $ 4.91        0.98

Class R3

   $ 1,000.00      $ 1,274.20      $ 8.46      $ 1,000.00      $ 1,017.36      $ 7.50        1.50

Class R4

   $ 1,000.00      $ 1,277.10      $ 6.78      $ 1,000.00      $ 1,018.84      $ 6.01        1.20

Class R5

   $ 1,000.00      $ 1,278.00      $ 5.37      $ 1,000.00      $ 1,020.08      $ 4.76        0.95

Class Y

   $ 1,000.00      $ 1,278.20      $ 5.08      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

Class F

   $ 1,000.00      $ 1,276.90      $ 5.08      $ 1,000.00      $ 1,020.33      $ 4.51        0.90

The Hartford Growth Allocation Fund

 

                 

Class A

   $ 1,000.00      $ 1,235.90      $ 2.94      $ 1,000.00      $ 1,022.17      $ 2.66        0.53

Class C

   $ 1,000.00      $ 1,230.70      $ 7.36      $ 1,000.00      $ 1,018.20      $ 6.66        1.33

Class I

   $ 1,000.00      $ 1,237.20      $ 1.61      $ 1,000.00      $ 1,023.36      $ 1.45        0.29

Class R3

   $ 1,000.00      $ 1,233.40      $ 4.76      $ 1,000.00      $ 1,020.53      $ 4.31        0.86

Class R4

   $ 1,000.00      $ 1,235.80      $ 3.10      $ 1,000.00      $ 1,022.02      $ 2.81        0.56

Class R5

   $ 1,000.00      $ 1,237.60      $ 1.44      $ 1,000.00      $ 1,023.51      $ 1.30        0.26

Class F

   $ 1,000.00      $ 1,238.00      $ 0.83      $ 1,000.00      $ 1,024.05      $ 0.75        0.15

Hartford Moderate Allocation Fund

 

                 

Class A

   $ 1,000.00      $ 1,173.20      $ 2.80      $ 1,000.00      $ 1,022.22      $ 2.61        0.52

Class C

   $ 1,000.00      $ 1,168.10      $ 7.10      $ 1,000.00      $ 1,018.25      $ 6.61        1.32

Class I

   $ 1,000.00      $ 1,174.50      $ 1.51      $ 1,000.00      $ 1,023.41      $ 1.40        0.28

Class R3

   $ 1,000.00      $ 1,170.90      $ 4.68      $ 1,000.00      $ 1,020.48      $ 4.36        0.87

Class R4

   $ 1,000.00      $ 1,172.40      $ 3.12      $ 1,000.00      $ 1,021.92      $ 2.91        0.58

Class R5

   $ 1,000.00      $ 1,175.00      $ 1.46      $ 1,000.00      $ 1,023.46      $ 1.35        0.27

Class F

   $ 1,000.00      $ 1,175.30      $ 0.92      $ 1,000.00      $ 1,023.95      $ 0.85        0.17

Hartford Multi-Asset Income Fund (formerly, Hartford Multi-Asset Income and Growth Fund)

 

        

Class A

   $ 1,000.00      $ 1,113.60      $ 5.29      $ 1,000.00      $ 1,019.79      $ 5.06        1.01

Class C

   $ 1,000.00      $ 1,109.70      $ 9.10      $ 1,000.00      $ 1,016.17      $ 8.70        1.74

Class I

   $ 1,000.00      $ 1,115.70      $ 3.67      $ 1,000.00      $ 1,021.32      $ 3.51        0.70

Class R3

   $ 1,000.00      $ 1,112.40      $ 6.44      $ 1,000.00      $ 1,018.70      $ 6.16        1.23

Class R4

   $ 1,000.00      $ 1,113.50      $ 5.35      $ 1,000.00      $ 1,019.74      $ 5.11        1.02

Class R5

   $ 1,000.00      $ 1,115.30      $ 3.88      $ 1,000.00      $ 1,021.13      $ 3.71        0.74

Class R6

   $ 1,000.00      $ 1,115.50      $ 3.30      $ 1,000.00      $ 1,021.67      $ 3.16        0.63

Class Y

   $ 1,000.00      $ 1,115.30      $ 3.78      $ 1,000.00      $ 1,021.22      $ 3.61        0.72

Class F

   $ 1,000.00      $ 1,115.70      $ 3.25      $ 1,000.00      $ 1,021.72      $ 3.11        0.62

 

 

  15  

 


The Hartford Balanced Income Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 48.3%  
          Banks - 4.8%      
    7,135,004    

Bank of America Corp.

  $ 289,181,712  
    1,465,744    

JP Morgan Chase & Co.

    225,446,085  
    509,785    

PNC Financial Services Group, Inc.

    95,304,306  
    2,110,488    

Truist Financial Corp.

    125,173,043  
     

 

 

 
        735,105,146  
     

 

 

 
      Capital Goods - 6.5%  
    479,290    

Caterpillar, Inc.

    109,330,842  
    1,215,261    

Eaton Corp. plc

    173,697,255  
    928,084    

Emerson Electric Co.

    83,982,321  
    685,475    

General Dynamics Corp.

    130,397,909  
    530,865    

Honeywell International, Inc.

    118,404,130  
    1,496,156    

Johnson Controls International plc

    93,270,365  
    402,584    

Lockheed Martin Corp.

    153,207,367  
    1,518,205    

Raytheon Technologies Corp.

    126,375,384  
     

 

 

 
        988,665,573  
     

 

 

 
      Commercial & Professional Services - 0.3%  
    296,508    

Waste Management, Inc.

    40,909,209  
     

 

 

 
      Consumer Durables & Apparel - 0.2%  
    340,104    

VF Corp.

    29,813,516  
     

 

 

 
      Consumer Services - 0.5%  
    338,863    

McDonald’s Corp.

    79,998,777  
    490,000    

Meritage Homes Corp.(1)

    503,725  
     

 

 

 
        80,502,502  
     

 

 

 
      Diversified Financials - 2.5%  
    172,313    

BlackRock, Inc.

    141,176,041  
    944,920    

Blackstone Group, Inc. Class A

    83,615,971  
    1,800,801    

Morgan Stanley

    148,656,122  
     

 

 

 
        373,448,134  
     

 

 

 
      Energy - 2.4%  
    2,038,520    

ConocoPhillips

    104,249,913  
    3,816    

Foresight Energy LLC*(2)(3)

    33,489  
    1,037,130    

Phillips 66

    83,914,188  
    553,285    

Pioneer Natural Resources Co.

    85,111,832  
    1,783,625    

TC Energy Corp.

    88,241,660  
     

 

 

 
        361,551,082  
     

 

 

 
      Food, Beverage & Tobacco - 4.2%  
    1,603,188    

Archer-Daniels-Midland Co.

    101,209,258  
    1,026,075    

Kellogg Co.

    64,047,602  
    2,247,213    

Mondelez International, Inc. Class A

    136,653,023  
    538,750    

Nestle S.A. ADR

    64,396,787  
    579,713    

PepsiCo., Inc.

    83,571,426  
    2,059,976    

Philip Morris International, Inc.

    195,697,720  
     

 

 

 
        645,575,816  
     

 

 

 
      Health Care Equipment & Services - 2.5%  
    972,894    

CVS Health Corp.

    74,329,102  
    1,237,500    

Koninklijke Philips N.V. ADR*

    70,092,000  
    1,762,448    

Medtronic plc

    230,739,692  
     

 

 

 
        375,160,794  
     

 

 

 
      Household & Personal Products - 1.9%  
    536,514    

Kimberly-Clark Corp.

    71,528,046  
    1,091,994    

Procter & Gamble Co.

    145,693,840  
    1,317,031    

Unilever plc ADR

    77,336,060  
     

 

 

 
        294,557,946  
     

 

 

 
      Insurance - 3.3%  
    1,031,611    

Chubb Ltd.

    177,014,131  
    3,163,104    

MetLife, Inc.

    201,268,308  
    1,248,277    

Progressive Corp.

    125,751,425  
     

 

 

 
        504,033,864  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 48.3% - (continued)  
      Materials - 0.8%  
    730,389    

LyondellBasell Industries N.V. Class A

  $ 75,770,555  
    605,267    

Rio Tinto plc ADR

    51,484,011  
     

 

 

 
        127,254,566  
     

 

 

 
      Media & Entertainment - 1.5%  
    4,033,738    

Comcast Corp. Class A

    226,494,389  
     

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 4.7%  
    1,553,432    

AstraZeneca plc ADR(4)

    82,440,636  
    477,188    

Eli Lilly & Co.

    87,215,651  
    1,480,426    

Johnson & Johnson

    240,909,723  
    943,268    

Merck & Co., Inc.

    70,273,466  
    683,217    

Novartis AG

    58,303,240  
    4,360,133    

Pfizer, Inc.

    168,519,140  
     

 

 

 
        707,661,856  
     

 

 

 
      Real Estate - 1.7%  
    1,192,665    

Crown Castle International Corp. REIT

    225,485,245  
    831,910    

Gaming and Leisure Properties, Inc. REIT

    38,675,496  
     

 

 

 
        264,160,741  
     

 

 

 
      Retailing - 1.5%  
    703,065    

Home Depot, Inc.

    227,561,048  
     

 

 

 
      Semiconductors & Semiconductor Equipment - 0.6%  
    602,622    

Analog Devices, Inc.

    92,297,585  
     

 

 

 
      Software & Services - 0.6%  
    475,629    

Automatic Data Processing, Inc.

    88,937,867  
     

 

 

 
      Technology Hardware & Equipment - 2.3%  
    4,531,156    

Cisco Systems, Inc.

    230,681,152  
    2,769,785    

Corning, Inc.

    122,452,195  
     

 

 

 
        353,133,347  
     

 

 

 
      Telecommunication Services - 0.6%  
    1,520,906    

Verizon Communications, Inc.

    87,893,158  
     

 

 

 
      Transportation - 1.0%  
    668,208    

Union Pacific Corp.

    148,402,315  
     

 

 

 
      Utilities - 3.9%  
    858,128    

American Electric Power Co., Inc.

    76,124,535  
    1,608,455    

Dominion Energy, Inc.

    128,515,554  
    304,859    

DTE Energy Co.

    42,686,357  
    888,362    

Duke Energy Corp.

    89,449,170  
    502,147    

Entergy Corp.

    54,879,646  
    2,066,413    

Exelon Corp.

    92,864,600  
    731,468    

Sempra Energy

    100,628,053  
     

 

 

 
        585,147,915  
     

 

 

 
   

Total Common Stocks
(cost $5,258,598,568)

  $ 7,338,268,369  
     

 

 

 
PREFERRED STOCKS - 0.3%      
          Banks - 0.1%  
    770,000    

Bank of America Corp. Series PP,
4.13%(4)(5)

  $ 19,465,600  
     

 

 

 
      Diversified Financials - 0.2%      
    900,000    

Charles Schwab Corp. Series J, 4.45%(5)

    22,905,000  
    29,500    

GMAC Capital Trust Series 2, 5.98%(6)

    756,380  
     

 

 

 
        23,661,380  
     

 

 

 
   

Total Preferred Stocks
(cost $42,523,012)

  $ 43,126,980  
     

 

 

 
CORPORATE BONDS - 41.6%      
          Advertising - 0.0%  
$     2,985,000    

Lamar Media Corp. 3.75%, 02/15/2028

  $ 3,011,447  
     

 

 

 
 

 

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

 

 

  16  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Aerospace/Defense - 1.3%  
$     2,455,000    

BAE Systems plc 3.40%, 04/15/2030(1)

  $ 2,620,853  
   

Boeing Co.

 

    15,140,000    

1.17%, 02/04/2023

    15,200,341  
    7,000,000    

3.25%, 02/01/2035

    6,894,358  
    13,025,000    

5.04%, 05/01/2027

    14,952,619  
    3,415,000    

5.71%, 05/01/2040

    4,231,298  
   

DAE Funding LLC

 

    670,000    

4.50%, 08/01/2022(1)

    671,675  
    1,365,000    

5.00%, 08/01/2024(1)

    1,400,831  
    515,000    

Embraer Netherlands Finance B.V.
5.40%, 02/01/2027

    541,510  
   

L3Harris Technologies, Inc.

 

    1,900,000    

2.90%, 12/15/2029

    1,972,176  
    29,890,000    

3.85%, 06/15/2023

    31,837,642  
    7,545,000    

4.40%, 06/15/2028

    8,639,781  
   

Lockheed Martin Corp.

 

    35,000    

3.60%, 03/01/2035

    39,369  
    6,025,000    

4.50%, 05/15/2036

    7,347,449  
   

Northrop Grumman Corp.

 

    10,830,000    

2.93%, 01/15/2025

    11,589,165  
    3,200,000    

3.25%, 01/15/2028

    3,461,244  
    4,000,000    

4.03%, 10/15/2047

    4,495,381  
   

Raytheon Technologies Corp.

 

    3,425,000    

4.63%, 11/16/2048

    4,173,781  
    335,000    

4.88%, 10/15/2040

    413,493  
    7,960,000    

5.70%, 04/15/2040

    10,676,564  
   

Teledyne Technologies, Inc.

 

    23,140,000    

0.95%, 04/01/2024

    23,144,628  
    2,270,000    

1.60%, 04/01/2026

    2,276,210  
    17,800,000    

2.75%, 04/01/2031

    17,952,698  
   

TransDigm, Inc.

 

    2,700,000    

5.50%, 11/15/2027

    2,809,620  
    4,970,000    

6.25%, 03/15/2026(1)

    5,261,988  
    505,000    

8.00%, 12/15/2025(1)

    548,556  
   

United Technologies Corp.

 

    5,000,000    

3.75%, 11/01/2046

    5,372,240  
    8,945,000    

3.95%, 08/16/2025

    9,972,167  
    1,925,000    

4.50%, 06/01/2042

    2,306,117  
    1,890,000    

6.13%, 07/15/2038

    2,618,783  
     

 

 

 
        203,422,537  
     

 

 

 
          Agriculture - 0.7%  
   

Altria Group, Inc.

 

    5,990,000    

2.45%, 02/04/2032

    5,631,188  
    8,645,000    

3.88%, 09/16/2046

    8,182,667  
    11,655,000    

5.38%, 01/31/2044

    13,430,926  
   

BAT Capital Corp.

 

    35,610,000    

2.26%, 03/25/2028

    34,900,118  
    8,515,000    

3.22%, 09/06/2026

    9,006,792  
    16,380,000    

3.22%, 08/15/2024

    17,450,361  
    5,395,000    

3.46%, 09/06/2029

    5,597,489  
   

Imperial Brands Finance plc

 

    6,455,000    

3.50%, 02/11/2023(1)

    6,695,857  
    5,360,000    

3.75%, 07/21/2022(1)

    5,522,407  
     

 

 

 
      106,417,805  
     

 

 

 
          Airlines - 0.0%  
    428    

Continental Airlines, Inc. 6.90%, 10/19/2023

    427  
   

United Airlines, Inc.

 
    840,000    

4.38%, 04/15/2026(1)

    871,685  
    490,000    

4.63%, 04/15/2029(1)

    509,208  
     

 

 

 
      1,381,320  
     

 

 

 
          Apparel - 0.1%  
    2,120,000    

G-III Apparel Group Ltd. 7.88%, 08/15/2025(1)

    2,289,600  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Apparel - 0.1% - (continued)  
$     4,675,000    

NIKE, Inc. 3.25%, 03/27/2040

  $ 4,959,079  
    2,120,000    

PVH Corp.4.63%, 07/10/2025

    2,356,397  
    2,865,000    

William Carter Co. 5.50%, 05/15/2025(1)

    3,027,818  
     

 

 

 
      12,632,894  
     

 

 

 
          Auto Manufacturers - 0.3%  
    2,560,000    

Ford Motor Co. 8.50%, 04/21/2023

    2,867,200  
   

Ford Motor Credit Co. LLC

 
    420,000    

3.34%, 03/28/2022

    425,796  
    2,040,000    

3.35%, 11/01/2022

    2,086,441  
    1,940,000    

3.37%, 11/17/2023

    1,998,200  
    3,200,000    

4.54%, 08/01/2026

    3,436,000  
    1,500,000    

5.13%, 06/16/2025

    1,638,600  
   

General Motors Co.

 
    9,235,000    

5.15%, 04/01/2038

    10,837,215  
    4,917,000    

5.20%, 04/01/2045

    5,763,140  
    2,745,000    

6.13%, 10/01/2025

    3,256,544  
    1,325,000    

6.25%, 10/02/2043

    1,740,756  
    385,000    

6.80%, 10/01/2027

    483,812  
   

General Motors Financial Co., Inc.

 
    4,650,000    

1.25%, 01/08/2026

    4,590,228  
    5,985,000    

3.50%, 11/07/2024

    6,437,074  
    4,245,000    

4.35%, 01/17/2027

    4,745,474  
    500,000    

Goodyear Tire and Rubber Co. 5.25%, 04/30/2031

    503,850  
     

 

 

 
      50,810,330  
     

 

 

 
          Auto Parts & Equipment - 0.1%  
   

Adient Global Holdings Ltd.

 
EUR     1, 930,000    

3.50%, 08/15/2024(7)

    2,392,718  
$     3,665,000    

4.88%, 08/15/2026(1)

    3,761,206  
    1,375,000    

Clarios Global L.P. / Clarios U.S. Finance Co. 8.50%, 05/15/2027(1)

    1,485,000  
    3,080,000    

Meritor, Inc.4.50%, 12/15/2028(1)

    3,118,500  
     

 

 

 
      10,757,424  
     

 

 

 
          Beverages - 1.4%  
   

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

 
    9,405,000    

3.65%, 02/01/2026

    10,405,790  
    15,055,000    

4.70%, 02/01/2036

    17,807,971  
    11,111,000    

4.90%, 02/01/2046

    13,259,808  
   

Anheuser-Busch InBev Worldwide, Inc.

 
    9,174,000    

3.75%, 07/15/2042

    9,559,187  
    5,985,000    

4.15%, 01/23/2025

    6,672,890  
    3,440,000    

4.38%, 04/15/2038

    3,911,867  
    7,750,000    

4.60%, 04/15/2048

    8,874,690  
    6,130,000    

4.75%, 04/15/2058

    7,173,842  
   

Bacardi Ltd.

 

    6,215,000    

2.75%, 07/15/2026(1)

    6,483,975  
    7,960,000    

4.45%, 05/15/2025(1)

    8,880,502  
    5,365,000    

5.15%, 05/15/2038(1)

    6,436,345  
   

Coca-Cola Co.

 

    11,690,000    

1.50%, 03/05/2028(4)

    11,547,002  
    10,520,000    

2.25%, 01/05/2032

    10,515,510  
    15,000,000    

2.50%, 06/01/2040

    14,222,089  
    2,270,000    

3.00%, 03/05/2051

    2,218,818  
    11,720,000    

Coca-Cola European Partners plc 0.50%, 05/05/2023(1)

    11,713,906  
   

Constellation Brands, Inc.

 

    1,585,000    

3.15%, 08/01/2029

    1,670,777  
    7,893,000    

3.60%, 02/15/2028

    8,624,786  
    15,297,000    

Diageo Capital plc 2.00%, 04/29/2030

    15,014,821  
    6,500,000    

PepsiCo, Inc. 3.38%, 07/29/2049

    6,838,756  
 

 

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

 

 

  17  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Beverages - 1.4% - (continued)  
   

Pernod Ricard International Finance LLC

 

$     18,810,000    

1.25%, 04/01/2028(1)

  $ 17,832,949  
    12,840,000    

1.63%, 04/01/2031(1)

    11,872,954  
     

 

 

 
        211,539,235  
     

 

 

 
          Biotechnology - 0.5%  
   

Amgen, Inc.

 

    2,400,000    

1.90%, 02/21/2025

    2,481,260  
    7,105,000    

2.20%, 02/21/2027

    7,363,470  
    23,790,000    

3.15%, 02/21/2040

    23,822,738  
    1,895,000    

4.40%, 05/01/2045

    2,202,514  
   

Gilead Sciences, Inc.

 

    7,060,000    

1.20%, 10/01/2027

    6,833,215  
    3,965,000    

2.60%, 10/01/2040

    3,642,023  
    9,665,000    

2.80%, 10/01/2050

    8,612,492  
    530,000    

Regeneron Pharmaceuticals, Inc.
1.75%, 09/15/2030

    493,278  
   

Royalty Pharma plc

 

    8,060,000    

1.75%, 09/02/2027(1)

    7,936,212  
    16,060,000    

2.20%, 09/02/2030(1)

    15,333,953  
    1,570,000    

3.55%, 09/02/2050(1)

    1,484,468  
     

 

 

 
        80,205,623  
     

 

 

 
          Chemicals - 0.5%  
   

Air Products and Chemicals, Inc.

 

    2,560,000    

1.50%, 10/15/2025

    2,614,406  
    4,840,000    

1.85%, 05/15/2027

    4,940,195  
    600,000    

Braskem Netherlands Finance B.V.
4.50%, 01/10/2028(7)

    624,000  
   

Dow Chemical Co.

 

    990,000    

3.60%, 11/15/2050

    1,008,793  
    9,415,000    

4.55%, 11/30/2025

    10,706,147  
    6,360,000    

EI du Pont de Nemours and Co.
1.70%, 07/15/2025

    6,535,334  
    865,000    

Linde, Inc. 2.00%, 08/10/2050

    712,213  
   

LYB International Finance LLC

 

    7,745,000    

2.88%, 05/01/2025

    8,243,211  
    3,740,000    

3.38%, 10/01/2040

    3,758,548  
    15,680,000    

Nutrition & Biosciences, Inc. 1.83%, 10/15/2027(1)

    15,481,648  
   

OCP S.A.

 

    3,919,000    

4.50%, 10/22/2025(7)

    4,178,916  
    340,000    

6.88%, 04/25/2044(7)

    409,278  
   

Sherwin-Williams Co.

 

    11,335,000    

2.95%, 08/15/2029

    11,930,069  
    1,740,000    

4.50%, 06/01/2047

    2,070,904  
    950,000    

4.55%, 08/01/2045

    1,119,108  
    1,020,000    

TPC Group, Inc. 10.50%, 08/01/2024(1)

    953,700  
    485,000    

Valvoline, Inc. 4.25%, 02/15/2030(1)

    497,125  
     

 

 

 
        75,783,595  
     

 

 

 
          Commercial Banks - 7.5%  
   

Banco de Credito del Peru

 

    1,350,000    

3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(1)(8)

    1,326,456  
    1,005,000    

3.13%, 07/01/2030, (3.13% fixed rate until 07/01/2025; 5 year USD CMT + 3.000% thereafter)(7)(8)

    987,473  
    795,000    

3.25%, 09/30/2031, (3.25% fixed rate until 09/30/2026; 5 year USD CMT + 2.450% thereafter)(1)(8)

    781,087  
   

Banco do Brasil S.A.

 

    845,000    

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(1)

    901,826  
    475,000    

4.63%, 01/15/2025(7)

    506,944  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Commercial Banks - 7.5% - (continued)  
$     1,680,000    

4.75%, 03/20/2024(1)

  $ 1,785,840  
    210,000    

4.88%, 04/19/2023(1)

    223,232  
   

Bancolombia S.A.

 

    1,380,000    

3.00%, 01/29/2025

    1,414,514  
    835,000    

4.63%, 12/18/2029, (4.63% fixed rate until 12/18/2024; 5 year USD CMT + 2.944% thereafter)(8)

    841,788  
    1,410,000    

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)(1)(7)(8)

    1,452,300  
   

Bank of America Corp.

 

    40,135,000    

2.50%, 02/13/2031, (2.50% fixed rate until 02/13/2030; 3 mo. USD LIBOR + 0.990% thereafter)(8)

    40,228,793  
    15,400,000    

2.65%, 03/11/2032, (2.65% fixed rate until 03/11/2031; 3 mo. USD SOFR + 1.220% thereafter)(8)

    15,519,791  
    8,800,000    

2.68%, 06/19/2041, (2.68% fixed rate until 06/19/2040; 3 mo. USD SOFR + 1.930% thereafter)(8)

    8,262,686  
    5,690,000    

2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.320% thereafter)(8)

    5,749,343  
    1,600,000    

2.88%, 10/22/2030, (2.88% fixed rate until 10/22/2029; 3 mo. USD LIBOR + 1.190% thereafter)(8)

    1,660,699  
    3,733,000    

3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(8)

    3,880,386  
    15,270,000    

3.09%, 10/01/2025, (3.09% fixed rate until 10/01/2024; 3 mo. USD LIBOR + 1.090% thereafter)(8)

    16,329,812  
    7,500,000    

3.12%, 01/20/2023, (3.12% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.160% thereafter)(8)

    7,648,895  
    7,740,000    

3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8)

    7,897,103  
    6,550,000    

3.82%, 01/20/2028, (3.82% fixed rate until 01/20/2027; 3 mo. USD LIBOR + 1.575% thereafter)(8)

    7,256,358  
    5,015,000    

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(8)

    5,360,223  
    15,235,000    

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8)

    17,038,520  
    3,225,000    

4.24%, 04/24/2038, (4.24% fixed rate until 04/24/2037; 3 mo. USD LIBOR + 1.814% thereafter)(8)

    3,726,012  
    13,375,000    

4.33%, 03/15/2050, (4.33% fixed rate until 03/15/2049; 3 mo. USD LIBOR + 1.520% thereafter)(8)

    15,485,537  
    1,760,000    

5.00%, 01/21/2044

    2,235,622  
    9,525,000    

7.75%, 05/14/2038

    14,709,628  
   

BNP Paribas S.A.

 

    2,365,000    

1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(8)

    2,328,349  
    20,555,000    

1.90%, 09/30/2028, (1.90% fixed rate until 09/30/2027; 3 mo. USD SOFR + 1.609% thereafter)(1)(8)

    20,281,574  
 

 

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

 

 

  18  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Commercial Banks - 7.5% - (continued)  
$     9,125,000    

2.87%, 04/19/2032, (2.87% fixed rate until 04/19/2031; 3 mo. USD SOFR + 1.387% thereafter)(1)(8)

  $ 9,171,501  
    525,000    

4.63%, 02/25/2031, (4.63% fixed rate until 02/25/2031; 5 year USD CMT + 3.340% thereafter)(1)(4)(5)(8)

    532,875  
    17,135,000    

BPCE S.A. 1.00%, 01/20/2026(1)

    16,791,602  
   

Citigroup, Inc.

 

    8,335,000    

0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(8)

    8,359,088  
    38,630,000    

1.12%, 01/28/2027, (1.12% fixed rate until 01/28/2026; 3 mo. USD SOFR + 0.765% thereafter)(8)

    37,982,811  
    2,005,000    

2.56%, 05/01/2032, (2.56% fixed rate until 05/01/2031; 3 mo. USD SOFR + 1.167% thereafter)(8)

    2,001,393  
    3,930,000    

2.67%, 01/29/2031, (2.67% fixed rate until 01/29/2030; 3 mo. USD SOFR + 1.146% thereafter)(8)

    3,982,758  
    3,770,000    

3.20%, 10/21/2026

    4,077,425  
    24,410,000    

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(8)

    26,183,145  
    5,350,000    

3.67%, 07/24/2028, (3.67% fixed rate until 07/24/2027; 3 mo. USD LIBOR + 1.390% thereafter)(8)

    5,893,288  
    2,000,000    

3.88%, 01/24/2039, (3.88% fixed rate until 01/24/2038; 3 mo. USD LIBOR + 1.168% thereafter)(8)

    2,195,387  
    18,095,000    

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(8)

    20,171,599  
    7,325,000    

4.30%, 11/20/2026

    8,237,368  
    5,180,000    

4.45%, 09/29/2027

    5,878,913  
    2,350,000    

4.60%, 03/09/2026

    2,683,650  
    7,931,000    

Credit Agricole S.A. 1.91%, 06/16/2026, (1.91% fixed rate until 06/16/2025; 3 mo. USD SOFR + 1.676% thereafter)(1)(8)

    8,079,787  
   

Credit Suisse Group AG

 

    6,795,000    

1.31%, 02/02/2027, (1.31% fixed rate until 02/02/2026; 3 mo. USD SOFR + 0.980% thereafter)(1)(8)

    6,615,068  
    9,725,000    

4.21%, 06/12/2024, (4.21% fixed rate until 06/12/2023; 3 mo. USD LIBOR + 1.240% thereafter)(1)(8)

    10,380,660  
    4,160,000    

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(5)(7)(8)

    4,491,918  
    3,080,000    

Credit Suisse Group Funding Guernsey Ltd. 3.80%, 09/15/2022

    3,210,181  
   

Danske Bank AS

 

    6,504,000    

1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(8)

    6,466,043  
    587,000    

4.38%, 06/12/2028(1)

    648,923  
   

Discover Bank

 

    1,470,000    

3.35%, 02/06/2023

    1,538,090  
    5,855,000    

4.20%, 08/08/2023

    6,333,278  
    19,000,000    

Fifth Third Bank NA 3.95%, 07/28/2025(4)

    21,211,120  
   

Goldman Sachs Group, Inc.

 

    30,010,000    

1.09%, 12/09/2026, (1.09% fixed rate until 12/09/2025; 3 mo. USD SOFR + 0.789% thereafter)(8)

    29,570,106  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Commercial Banks - 7.5% - (continued)  
$     8,120,000    

1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(8)

  $ 8,084,602  
    22,365,000    

1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 3 mo. USD SOFR + 1.090% thereafter)(8)

    21,229,560  
    9,325,000    

2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8)

    9,362,744  
    14,115,000    

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8)

    14,530,532  
    28,540,000    

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(8)

    30,647,302  
    6,345,000    

3.50%, 01/23/2025

    6,884,687  
    4,345,000    

4.00%, 03/03/2024

    4,747,032  
    23,347,000    

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(8)

    26,366,247  
    6,355,000    

4.80%, 07/08/2044

    7,924,447  
    1,835,000    

5.15%, 05/22/2045

    2,356,293  
    2,015,000    

Grupo Aval Ltd.4.75%, 09/26/2022(7)

    2,095,620  
   

HSBC Holdings plc

 

    11,240,000    

1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8)

    11,153,022  
    4,695,000    

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(8)

    4,806,729  
    13,270,000    

3.60%, 05/25/2023

    14,130,485  
    4,780,000    

3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(8)

    5,231,518  
    7,245,000    

4.25%, 03/14/2024

    7,908,388  
    6,755,000    

4.30%, 03/08/2026

    7,605,763  
    18,695,000    

4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(8)

    21,225,982  
    990,000    

4.70%, 03/09/2031, (4.70% fixed rate until 03/09/2031; 5 year USD CMT + 3.250% thereafter)(5)(8)

    993,049  
    4,440,000    

6.80%, 06/01/2038

    6,215,203  
    1,205,000    

Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(7)

    1,343,153  
    7,315,000    

ING Groep N.V. 1.73%, 04/01/2027, (1.73% fixed rate until 04/01/2026; 3 mo. USD SOFR + 1.005% thereafter)(8)

    7,377,019  
    2,985,000    

Itau Unibanco Holding S.A. 2.90%, 01/24/2023(1)

    3,047,715  
   

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)(8)

    16,044,686  
    5,855,000    

2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8)

    5,874,603  
    11,585,000    

2.74%, 10/15/2030, (2.74% fixed rate until 10/15/2029; 3 mo. USD SOFR + 1.510% thereafter)(8)

    11,878,793  
    2,725,000    

2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8)

    2,798,972  
    22,475,000    

2.97%, 01/15/2023

    22,890,766  
 

 

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

 

 

  19  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Commercial Banks - 7.5% - (continued)  
$     6,860,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8)

  $ 6,836,080  
    6,500,000    

3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(8)

    6,508,625  
    9,440,000    

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(8)

    10,075,904  
    19,950,000    

3.30%, 04/01/2026

    21,765,385  
    27,970,000    

3.33%, 04/22/2052, (3.33% fixed rate until 04/22/2051; 3 mo. USD SOFR + 1.580% thereafter)(8)

    27,968,168  
    6,290,000    

3.88%, 07/24/2038, (3.88% fixed rate until 07/24/2037; 3 mo. USD LIBOR + 1.360% thereafter)(8)

    6,970,804  
    15,520,000    

3.96%, 11/15/2048, (3.96% fixed rate until 11/15/2047; 3 mo. USD LIBOR + 1.380% thereafter)(8)

    17,240,358  
    2,251,000    

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(8)

    2,437,146  
    4,055,000    

4.26%, 02/22/2048, (4.26% fixed rate until 02/22/2047; 3 mo. USD LIBOR + 1.580% thereafter)(8)

    4,686,786  
    6,000,000    

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(8)

    6,960,552  
    1,200,000    

Mizrahi Tefahot Bank Ltd. 3.08%, 04/07/2031, (3.08% fixed rate until 04/07/2026; 5 year USD CMT + 2.250% thereafter)(1)(7)(8)

    1,218,000  
   

Morgan Stanley

 

    11,420,000    

0.71%, 01/20/2023, 3 mo. USD SOFR + 0.700%(6)

    11,442,620  
    21,340,000    

0.99%, 12/10/2026, (0.99% fixed rate until 12/10/2025; 3 mo. USD SOFR + 0.720% thereafter)(8)

    20,934,251  
    12,820,000    

1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(8)

    12,013,039  
    7,800,000    

1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(8)

    7,383,694  
    7,795,000    

2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(8)

    8,230,572  
    8,665,000    

3.13%, 07/27/2026

    9,385,581  
    5,000,000    

3.62%, 04/01/2031, (3.62% fixed rate until 04/01/2030; 3 mo. USD SOFR + 3.120% thereafter)(8)

    5,472,422  
    2,935,000    

3.70%, 10/23/2024

    3,209,854  
    6,880,000    

3.74%, 04/24/2024, (3.74% fixed rate until 04/24/2023; 3 mo. USD LIBOR + 0.847% thereafter)(8)

    7,304,031  
    9,690,000    

4.00%, 07/23/2025

    10,801,380  
    16,825,000    

4.46%, 04/22/2039, (4.46% fixed rate until 04/22/2038; 3 mo. USD LIBOR + 1.431% thereafter)(8)

    19,977,977  
    3,600,000    

PNC Bank NA 2.70%, 10/22/2029

    3,715,642  
   

PNC Financial Services Group, Inc.

 
    16,530,000    

3.45%, 04/23/2029

    18,232,801  
    9,310,000    

3.90%, 04/29/2024

    10,165,321  
   

QNB Finance Ltd.

 
    600,000    

1.63%, 09/22/2025(7)

    599,298  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Commercial Banks - 7.5% - (continued)  
$     970,000    

2.63%, 05/12/2025(7)

  $ 1,008,839  
    1,885,000    

3.50%, 03/28/2024(7)

    2,007,902  
   

Santander Holdings USA, Inc.

 
    6,970,000    

3.40%, 01/18/2023

    7,268,730  
    6,145,000    

3.70%, 03/28/2022

    6,303,224  
    14,530,000    

Santander UK Group Holdings plc
3.57%, 01/10/2023

    14,827,526  
    7,165,000    

Standard Chartered plc 1.46%, 01/14/2027, (1.46% fixed rate until 01/14/2026; 12 mo. USD CMT + 1.000% thereafter)(1)(8)

    7,029,708  
    735,000    

State Street Corp. 2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(8)

    785,203  
    3,180,000    

Truist Bank 2.25%, 03/11/2030

    3,137,168  
    15,195,000    

Truist Financial Corp. 2.50%, 08/01/2024

    16,048,672  
    2,655,000    

Wachovia Corp. 5.50%, 08/01/2035

    3,344,886  
   

Wells Fargo & Co.

 

    19,030,000    

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(8)

    19,899,714  
    6,250,000    

3.07%, 04/30/2041, (3.07% fixed rate until 04/30/2040; 3 mo. USD SOFR + 2.530% thereafter)(8)

    6,165,040  
    9,965,000    

3.45%, 02/13/2023

    10,507,643  
    6,500,000    

3.58%, 05/22/2028, (3.58% fixed rate until 05/22/2027; 3 mo. USD LIBOR + 1.310% thereafter)(8)

    7,125,269  
    11,840,000    

3.75%, 01/24/2024

    12,809,039  
    880,000    

4.40%, 06/14/2046

    997,742  
    3,690,000    

4.65%, 11/04/2044

    4,304,554  
    2,655,000    

4.75%, 12/07/2046

    3,163,791  
    3,026,000    

4.90%, 11/17/2045

    3,664,828  
    1,475,000    

5.38%, 11/02/2043

    1,871,328  
    4,408,000    

5.61%, 01/15/2044

    5,744,628  
     

 

 

 
        1,142,815,405  
     

 

 

 
          Commercial Services - 0.8%  
    708,582    

Aeropuerto Internacional de Tocumen S.A. 6.00%, 11/18/2048(1)

    759,359  
   

APX Group, Inc.

 

    4,340,000    

7.63%, 09/01/2023(4)

    4,453,925  
    1,523,000    

7.88%, 12/01/2022

    1,533,478  
    2,620,000    

Ashtead Capital, Inc. 4.00%, 05/01/2028(1)

    2,747,725  
    190,000    

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(1)

    195,225  
    4,495,000    

Duke University 2.83%, 10/01/2055

    4,438,210  
    19,085,000    

Equifax, Inc. 2.60%, 12/01/2024

    20,197,787  
   

Global Payments, Inc.

 

    23,405,000    

1.20%, 03/01/2026

    23,142,004  
    7,750,000    

2.65%, 02/15/2025

    8,175,028  
    8,555,000    

2.90%, 05/15/2030

    8,770,447  
    255,000    

4.15%, 08/15/2049

    282,867  
    7,075,000    

4.45%, 06/01/2028

    8,077,328  
    2,570,000    

Herc Holdings, Inc. 5.50%, 07/15/2027(1)

    2,717,775  
   

IHS Markit Ltd.

 
    11,565,000    

4.13%, 08/01/2023

    12,383,802  
    8,075,000    

4.25%, 05/01/2029

    9,148,167  
    9,500,000    

4.75%, 08/01/2028

    10,992,117  
    380,000    

Jaguar Holding Co. 5.00%, 06/15/2028(1)

    414,390  
    860,000    

Moody’s Corp. 2.55%, 08/18/2060

    702,514  
    875,000    

S&P Global, Inc. 2.30%, 08/15/2060

    718,672  
   

Service Corp. International

 
    500,000    

3.38%, 08/15/2030

    483,750  
    775,000    

4.63%, 12/15/2027

    823,438  
 

 

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

 

 

  20  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Commercial Services - 0.8% - (continued)  
$     550,000    

5.13%, 06/01/2029

  $ 593,775  
    2,530,000    

Signal Parent, Inc. 6.13%, 04/01/2029(1)

    2,510,317  
    2,035,000    

United Rentals North America, Inc.
5.88%, 09/15/2026

    2,124,031  
     

 

 

 
        126,386,131  
     

 

 

 
          Construction Materials - 0.2%  
    2,880,000    

Builders FirstSource, Inc. 5.00%, 03/01/2030(1)

    3,056,400  
    13,585,000    

Carrier Global Corp. 2.49%, 02/15/2027

    14,244,815  
    990,000    

CP Atlas Buyer, Inc. 7.00%, 12/01/2028(1)

    1,026,739  
   

Johnson Controls International plc

 
    985,000    

4.50%, 02/15/2047

    1,171,582  
    2,971,000    

4.63%, 07/02/2044

    3,564,057  
    2,869,000    

4.95%, 07/02/2064(9)

    3,613,740  
    4,285,000    

Lennox International, Inc. 1.70%, 08/01/2027

    4,256,977  
    1,280,000    

Norbord, Inc. 5.75%, 07/15/2027(1)

    1,394,816  
    1,045,000    

Standard Industries, Inc. 3.38%, 01/15/2031(1)

    976,709  
     

 

 

 
        33,305,835  
     

 

 

 
          Distribution/Wholesale - 0.1%      
    1,145,000    

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1)

    1,165,038  
    2,750,000    

Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%, 09/15/2024(1)(10)

    2,801,562  
    2,690,000    

Performance Food Group, Inc.
5.50%, 10/15/2027(1)

    2,834,830  
     

 

 

 
        6,801,430  
     

 

 

 
          Diversified Financial Services - 1.3%      
    1,835,000    

AGFC Capital Trust I 1.93%, 01/15/2067, 3 mo. USD LIBOR + 1.750%(1)(6)

    1,020,645  
    1,005,000    

Avolon Holdings Funding Ltd.
2.13%, 02/21/2026(1)

    982,128  
    1,060,000    

BOC Aviation USA Corp. 1.63%, 04/29/2024(1)

    1,063,996  
   

Capital One Financial Corp.

 

    27,550,000    

3.65%, 05/11/2027

    30,483,082  
    2,675,000    

3.80%, 01/31/2028

    2,974,777  
    200,000    

CDBL Funding 2.00%, 03/04/2026(7)

    197,549  
   

Charles Schwab Corp.

 

    925,000    

2.00%, 03/20/2028

    933,963  
    470,000    

4.00%, 12/01/2030, (4.00% fixed rate until 12/01/2030; 10 year USD CMT + 3.079% thereafter)(5)(8)

    476,087  
    545,000    

China Cinda Management Ltd.
2.50%, 01/20/2028(7)

    524,600  
   

Credit Acceptance Corp.

 

    1,585,000    

5.13%, 12/31/2024(1)

    1,634,531  
    1,325,000    

6.63%, 03/15/2026

    1,399,465  
    390,000    

CSN Inova Ventures
6.75%, 01/28/2028(1)

    423,638  
    1,300,000    

Fly Leasing Ltd. 5.25%, 10/15/2024(4)

    1,326,000  
   

GE Capital Funding LLC

 

    12,240,000    

4.40%, 05/15/2030(1)

    13,913,796  
    3,000,000    

4.55%, 05/15/2032(1)

    3,484,402  
    14,244,000    

GE Capital International Funding Co.
4.42%, 11/15/2035

    16,371,537  
    3,470,000    

Genworth Mortgage Holdings, Inc.
6.50%, 08/15/2025(1)

    3,768,108  
   

goeasy Ltd.

 

    520,000    

4.38%, 05/01/2026(1)

    525,850  
    3,675,000    

5.38%, 12/01/2024(1)

    3,808,219  
    1,300,000    

Gtlk Europe Capital DAC 4.80%, 02/26/2028(7)

    1,339,650  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Diversified Financial Services - 1.3% - (continued)  
$     3,405,000    

Home Point Capital, Inc. 5.00%,
02/01/2026(1)

  $ 3,352,903  
   

Intercontinental Exchange, Inc.

 

    15,660,000    

1.85%, 09/15/2032

    14,506,232  
    3,470,000    

2.65%, 09/15/2040

    3,211,815  
   

LD Holdings Group LLC

 

    1,000,000    

6.13%, 04/01/2028(1)

    1,002,500  
    3,740,000    

6.50%, 11/01/2025(1)

    3,936,350  
   

LSEGA Financing plc

 

    6,950,000    

1.38%, 04/06/2026(1)

    6,927,004  
    5,685,000    

2.00%, 04/06/2028(1)

    5,669,396  
    9,615,000    

2.50%, 04/06/2031(1)

    9,588,581  
    4,270,000    

Mastercard, Inc. 2.95%, 03/15/2051

    4,224,618  
    1,040,000    

Midcap Financial Issuer Trust
6.50%, 05/01/2028(1)

    1,077,658  
    1,600,000    

Minejesa Capital B.V. 5.63%, 08/10/2037(7)

    1,696,000  
   

Nasdaq, Inc.

 

    530,000    

1.65%, 01/15/2031

    490,641  
    1,805,000    

3.85%, 06/30/2026

    2,015,139  
    16,765,000    

4.25%, 06/01/2024

    18,430,514  
    2,350,000    

Nationstar Mortgage Holdings, Inc.
5.13%, 12/15/2030(1)

    2,325,701  
   

Navient Corp.

 

    500,000    

4.88%, 03/15/2028

    489,690  
    1,666,000    

6.50%, 06/15/2022

    1,745,135  
   

OneMain Finance Corp.

 

    2,825,000    

4.00%, 09/15/2030

    2,733,188  
    5,045,000    

5.38%, 11/15/2029

    5,435,987  
    575,000    

6.13%, 03/15/2024

    621,000  
    980,000    

6.88%, 03/15/2025

    1,113,525  
    490,000    

7.13%, 03/15/2026

    572,688  
   

PennyMac Financial Services, Inc.

 

    1,585,000    

4.25%, 02/15/2029(1)

    1,517,558  
    3,245,000    

5.38%, 10/15/2025(1)

    3,419,419  
    975,000    

Power Finance Corp. Ltd. 3.95%, 04/23/2030(7)

    981,523  
    3,205,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

    3,264,164  
    3,705,000    

United Wholesale Mortgage LLC
5.50%, 04/15/2029(1)

    3,641,200  
     

 

 

 
        190,642,152  
     

 

 

 
          Electric - 3.3%  
    11,685,000    

AES Corp. 3.30%, 07/15/2025(1)

    12,454,340  
    9,630,000    

Appalachian Power Co. 4.50%, 03/01/2049

    11,221,366  
    7,650,000    

Berkshire Hathaway Energy Co.
2.85%, 05/15/2051

    7,059,891  
    1,020,000    

Calpine Corp. 3.75%, 03/01/2031(1)

    973,947  
   

Centrais Eletricas Brasileiras S.A.

 

    945,000    

3.63%, 02/04/2025(1)

    957,701  
    595,000    

4.63%, 02/04/2030(1)

    600,718  
    1,810,000    

4.63%, 02/04/2030(7)

    1,827,394  
    1,155,000    

5.75%, 10/27/2021(7)

    1,178,677  
   

Clearway Energy Operating LLC

 

    2,245,000    

3.75%, 02/15/2031(1)

    2,212,874  
    1,235,000    

4.75%, 03/15/2028(1)

    1,293,218  
   

Cleco Corporate Holdings LLC

 

    5,340,000    

3.38%, 09/15/2029

    5,409,694  
    7,195,000    

4.97%, 05/01/2046

    8,200,676  
   

Comision Federal de Electricidad

 

    1,550,000    

3.35%, 02/09/2031(1)

    1,490,728  
    660,000    

4.68%, 02/09/2051(1)

    613,470  
    1,120,000    

Commonwealth Edison Co. 4.35%, 11/15/2045

    1,333,578  
 

 

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

 

 

  21  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Electric - 3.3% - (continued)  
$     5,050,000    

Consolidated Edison Co. of New York, Inc. 4.50%, 05/15/2058

  $ 5,981,928  
    6,500,000    

Consumers Energy Co. 3.95%, 07/15/2047

    7,495,281  
   

Dominion Energy, Inc.

 

    4,735,000    

3.30%, 04/15/2041

    4,789,203  
    11,710,000    

3.90%, 10/01/2025

    12,956,738  
    3,390,000    

7.00%, 06/15/2038

    4,915,756  
    450,000    

DPL, Inc. 4.13%, 07/01/2025

    484,110  
   

Duke Energy Carolinas LLC

 

    6,965,000    

3.20%, 08/15/2049

    7,019,571  
    960,000    

3.45%, 04/15/2051

    1,001,905  
    3,270,000    

3.75%, 06/01/2045

    3,587,865  
    3,305,000    

3.88%, 03/15/2046

    3,666,416  
    3,000,000    

5.30%, 02/15/2040

    3,981,179  
   

Duke Energy Progress LLC

 

    2,060,000    

4.10%, 05/15/2042

    2,373,376  
    1,940,000    

4.15%, 12/01/2044

    2,228,439  
    6,845,000    

4.20%, 08/15/2045

    7,898,274  
    2,730,000    

4.38%, 03/30/2044

    3,227,851  
    3,755,000    

Duquesne Light Holdings, Inc. 2.53%, 10/01/2030(1)

    3,649,030  
    5,285,000    

Edison International 3.13%, 11/15/2022

    5,463,671  
    1,755,000    

Emera U.S. Finance L.P. 4.75%, 06/15/2046

    2,004,094  
    560,000    

Engie Energia Chile S.A. 4.50%, 01/29/2025(7)

    613,865  
   

Evergy, Inc.

 

    5,000,000    

2.45%, 09/15/2024

    5,241,861  
    14,501,000    

2.90%, 09/15/2029

    14,900,110  
   

Eversource Energy

 

    2,775,000    

2.80%, 05/01/2023

    2,882,707  
    9,905,000    

3.80%, 12/01/2023

    10,670,118  
   

Exelon Corp.

 

    2,245,000    

4.05%, 04/15/2030

    2,521,341  
    5,557,000    

4.70%, 04/15/2050

    6,733,640  
   

FirstEnergy Corp.

 

    900,000    

4.40%, 07/15/2027

    985,687  
    4,525,000    

7.38%, 11/15/2031

    6,122,511  
   

FirstEnergy Transmission LLC

 

    7,260,000    

4.35%, 01/15/2025(1)

    7,914,929  
    2,790,000    

5.45%, 07/15/2044(1)

    3,377,091  
    4,372,000    

Fortis, Inc. 3.06%, 10/04/2026

    4,682,729  
   

Georgia Power Co.

 

    7,610,000    

2.65%, 09/15/2029

    7,861,910  
    1,955,000    

3.70%, 01/30/2050

    2,058,879  
    835,000    

Instituto Costarricense de Electricidad
6.95%, 11/10/2021(7)

    848,360  
    7,155,000    

IPALCO Enterprises, Inc. 3.70%, 09/01/2024

    7,722,143  
   

Israel Electric Corp. Ltd.

 

    5,685,000    

4.25%, 08/14/2028(1)(7)

    6,310,350  
    1,195,000    

5.00%, 11/12/2024(1)(7)

    1,341,567  
    6,355,000    

ITC Holdings Corp. 3.25%, 06/30/2026

    6,859,962  
    1,220,000    

Kallpa Generacion S.A. 4.88%,
05/24/2026(7)

    1,280,268  
    485,000    

Lamar Funding Ltd. 3.96%, 05/07/2025(7)

    489,850  
    4,308,000    

Metropolitan Edison Co.
4.30%, 01/15/2029(1)

    4,764,560  
    6,590,000    

Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028(1)

    7,187,653  
    2,598,000    

MidAmerican Energy Co. 4.40%, 10/15/2044

    3,121,470  
    1,555,000    

Minejesa Capital B.V. 4.63%,
08/10/2030(7)

    1,640,369  
   

Mong Duong Finance Holdings B.V.

 
    500,000    

5.13%, 05/07/2029(7)

    503,750  
    765,000    

5.13%, 05/07/2029(1)

    770,738  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Electric - 3.3% - (continued)  
$     14,365,000    

NextEra Energy Capital Holdings, Inc.
0.65%, 03/01/2023

  $ 14,409,188  
    450,000    

NextEra Energy Operating Partners L.P.
4.25%, 07/15/2024(1)

    477,383  
   

NRG Energy, Inc.

 

    17,435,000    

2.00%, 12/02/2025(1)

    17,548,927  
    7,800,000    

2.45%, 12/02/2027(1)

    7,840,658  
   

Pacific Gas and Electric Co.

 

    23,305,000    

1.37%, 03/10/2023

    23,312,530  
    1,505,000    

2.10%, 08/01/2027

    1,466,326  
    8,225,000    

2.50%, 02/01/2031

    7,738,324  
    6,900,000    

3.50%, 08/01/2050

    5,994,467  
    2,875,000    

3.95%, 12/01/2047

    2,641,468  
    6,000,000    

4.25%, 08/01/2023

    6,401,840  
    2,395,000    

4.50%, 07/01/2040

    2,406,670  
   

PacifiCorp

 

    3,500,000    

4.10%, 02/01/2042

    4,012,450  
    9,280,000    

4.15%, 02/15/2050

    10,799,805  
    475,000    

Pattern Energy Operations L.P. / Pattern Energy Operations, Inc. 4.50%, 08/15/2028(1)

    480,938  
    9,625,000    

PECO Energy Co. 3.90%, 03/01/2048

    10,934,142  
    7,975,000    

Pennsylvania Electric Co. 3.25%, 03/15/2028(1)

    8,234,542  
   

Perusahaan Listrik Negara PT

 
    605,000    

3.88%, 07/17/2029(7)

    634,645  
    3,525,000    

6.15%, 05/21/2048(7)

    4,340,156  
    2,700,000    

Potomac Electric Power Co. 4.15%, 03/15/2043

    3,124,604  
    870,000    

Public Service Electric and Gas Co. 2.05%, 08/01/2050

    708,953  
    8,830,000    

Public Service Enterprise Group, Inc. 2.88%, 06/15/2024

    9,345,175  
    9,894,000    

Puget Energy, Inc. 4.10%, 06/15/2030

    10,865,708  
    5,110,000    

Puget Sound Energy, Inc. 3.25%, 09/15/2049

    5,192,267  
    6,140,000    

Rochester Gas and Electric Corp. 1.85%, 12/01/2030(1)

    5,865,083  
    2,155,000    

San Diego Gas & Electric Co. 3.32%, 04/15/2050

    2,199,218  
    3,480,000    

Sempra Energy 4.00%, 02/01/2048

    3,755,225  
    9,647,000    

Sierra Pacific Power Co. 2.60%, 05/01/2026

    10,233,970  
   

Southern California Edison Co.

 
    11,085,000    

0.45%, 12/03/2021, 3 mo. USD LIBOR + 0.270%(6)

    11,084,368  
    4,565,000    

3.65%, 02/01/2050

    4,546,158  
    4,585,000    

4.00%, 04/01/2047

    4,771,612  
    580,000    

4.65%, 10/01/2043

    668,431  
    595,000    

5.63%, 02/01/2036

    756,198  
    1,775,000    

5.95%, 02/01/2038

    2,300,965  
   

Southern Co.

 
    3,000,000    

3.25%, 07/01/2026

    3,238,046  
    17,255,000    

3.70%, 04/30/2030

    18,826,701  
    5,345,000    

4.40%, 07/01/2046

    6,066,870  
    780,000    

Star Energy Geothermal Darajat / Star Energy Geothermal Salak 4.85%, 10/14/2038(1)

    862,290  
    532,020    

Star Energy Geothermal Wayang Windu Ltd. 6.75%, 04/24/2033(1)

    605,173  
    716,875    

Termocandelaria Power Ltd.
7.88%, 01/30/2029(1)

    778,347  
    3,690,000    

Virginia Electric and Power Co.
2.45%, 12/15/2050

    3,233,251  
 

 

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

 

 

  22  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Electric - 3.3% - (continued)  
$     460,000    

Vistra Operations Co. LLC 3.55%, 07/15/2024(1)

  $ 477,659  
     

 

 

 
        498,142,108  
     

 

 

 
          Electronics - 0.2%  
    20,386,000    

Fortive Corp. 3.15%, 06/15/2026

    22,096,413  
    4,040,000    

Imola Merger Corp. 4.75%, 05/15/2029(1)

    4,195,378  
     

 

 

 
        26,291,791  
     

 

 

 
          Energy-Alternate Sources - 0.0%  
    800,000    

Azure Power Energy Ltd. 5.50%, 11/03/2022(7)

    814,288  
    870,000    

Greenko Dutch B.V. 3.85%, 03/29/2026(1)

    883,485  
     

 

 

 
        1,697,773  
     

 

 

 
          Engineering & Construction - 0.0%  
    2,799,696    

Bioceanico Sovereign Certificate Ltd.
0.00%, 06/05/2034(1)(11)

    2,050,777  
    485,000    

Hacienda Investments Ltd. Via DME Airport DAC 5.35%, 02/08/2028(1)

    501,936  
    2,580,000    

Mexico City Airport Trust 4.25%, 10/31/2026(7)

    2,776,106  
    590,000    

TopBuild Corp. 3.63%, 03/15/2029(1)

    584,100  
     

 

 

 
        5,912,919  
     

 

 

 
          Entertainment - 0.3%  
   

Caesars Entertainment, Inc.

 

    2,345,000    

6.25%, 07/01/2025(1)

    2,493,204  
    1,685,000    

8.13%, 07/01/2027(1)

    1,872,338  
   

Caesars Resort Collection LLC / CRC Finco, Inc.

 
    3,900,000    

5.25%, 10/15/2025(1)

    3,931,736  
    775,000    

5.75%, 07/01/2025(1)

    815,897  
   

Cinemark USA, Inc.

 
    1,674,000    

4.88%, 06/01/2023

    1,671,824  
    1,285,000    

5.88%, 03/15/2026(1)

    1,331,581  
    4,750,000    

GLP Capital L.P. / GLP Financing II, Inc.
5.30%, 01/15/2029

    5,398,138  
    4,110,000    

Jacobs Entertainment, Inc. 7.88%, 02/01/2024(1)

    4,284,675  
    5,775,000    

Penn National Gaming, Inc. 5.63%, 01/15/2027(1)

    5,998,781  
    698,000    

Speedway Motorsports LLC / Speedway Funding II, Inc. 4.88%, 11/01/2027(1)

    695,383  
    520,000    

WMG Acquisition Corp. 3.00%,
02/15/2031(1 )

    488,150  
    7,270,000    

Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. 5.13%,
10/01/2029(1)

    7,515,362  
     

 

 

 
        36,497,069  
     

 

 

 
          Environmental Control - 0.2%      
    2,042,000    

Clean Harbors, Inc. 4.88%, 07/15/2027(1)

    2,126,232  
    495,000    

GFL Environmental, Inc. 3.50%, 09/01/2028(1)

    476,561  
   

Republic Services, Inc.

 
    4,515,000    

0.88%, 11/15/2025

    4,464,999  
    19,005,000    

2.50%, 08/15/2024

    20,061,320  
   

Stericycle, Inc.

 
    590,000    

3.88%, 01/15/2029(1)

    588,525  
    1,535,000    

5.38%, 07/15/2024(1)

    1,590,644  
    5,620,000    

Waste Management, Inc. 2.00%, 06/01/2029

    5,622,021  
     

 

 

 
        34,930,302  
     

 

 

 
          Food - 0.8%  
    2,900,000    

B&G Foods, Inc. 5.25%, 09/15/2027

    3,001,152  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Food - 0.8% - (continued)  
   

BRF S.A.

 
$     2,075,000    

4.88%, 01/24/2030(7)

  $ 2,130,735  
    1,030,000    

4.88%, 01/24/2030(1)

    1,057,666  
   

Conagra Brands, Inc.

 
    7,570,000    

1.38%, 11/01/2027

    7,364,125  
    20,425,000    

4.60%, 11/01/2025

    23,349,788  
    8,410,000    

5.30%, 11/01/2038

    10,432,381  
    1,545,000    

5.40%, 11/01/2048

    1,992,594  
    6,705,000    

Danone S.A. 2.59%, 11/02/2023(1)

    7,000,491  
   

General Mills, Inc.

 
    7,650,000    

2.88%, 04/15/2030

    7,939,929  
    7,710,000    

4.20%, 04/17/2028

    8,782,070  
    4,720,000    

Hershey Co. 3.13%, 11/15/2049

    4,824,833  
   

Kraft Heinz Foods Co.

 
    3,500,000    

4.63%, 10/01/2039

    3,906,170  
    1,870,000    

5.00%, 07/15/2035

    2,182,410  
    2,025,000    

MARB BondCo plc 3.95%, 01/29/2031(1)

    1,924,094  
    480,000    

Minerva Luxembourg S.A. 5.88%, 01/19/2028(7)

    510,240  
    5,020,000    

Mondelez International Holdings Netherlands B.V. 2.13%, 09/19/2022(1)

    5,138,859  
    520,000    

Mondelez International, Inc. 1.88%, 10/15/2032

    489,881  
    5,000,000    

Nestle Holdings, Inc. 4.00%, 09/24/2048(1)

    5,926,902  
   

Post Holdings, Inc.

 
    2,495,000    

5.63%, 01/15/2028(1)

    2,629,106  
    2,865,000    

5.75%, 03/01/2027(1)

    3,001,087  
   

Sysco Corp.

 
    89,000    

4.45%, 03/15/2048

    102,017  
    155,000    

6.60%, 04/01/2050

    230,315  
    1,670,000    

TreeHouse Foods, Inc. 4.00%, 09/01/2028

    1,659,563  
    9,005,000    

Tyson Foods, Inc. 4.00%, 03/01/2026

    10,078,005  
     

 

 

 
        115,654,413  
     

 

 

 
          Forest Products & Paper - 0.0%  
   

Celulosa Arauco y Constitucion S.A.

 
    335,000    

4.20%, 01/29/2030(1)

    361,800  
    870,000    

4.50%, 08/01/2024

    946,134  
    350,000    

5.15%, 01/29/2050(1)

    394,053  
    610,000    

5.15%, 01/29/2050(7)

    686,778  
    505,000    

5.50%, 04/30/2049(1)

    596,354  
   

Inversiones CMPC S.A.

 
    370,000    

3.85%, 01/13/2030(1)

    393,865  
    560,000    

3.85%, 01/13/2030(7)

    596,120  
     

 

 

 
        3,975,104  
     

 

 

 
          Gas - 0.4%  
   

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 
    692,000    

5.50%, 05/20/2025

    768,985  
    830,000    

5.75%, 05/20/2027

    928,106  
    2,738,000    

5.88%, 08/20/2026

    3,063,138  
    11,000,000    

Brooklyn Union Gas Co. 3.87%,
03/04/2029(1)

    12,111,058  
    7,180,000    

Dominion Energy Gas Holdings LLC 3.00%, 11/15/2029

    7,519,332  
   

NiSource, Inc.

 
    9,340,000    

0.95%, 08/15/2025

    9,226,563  
    7,305,000    

1.70%, 02/15/2031

    6,792,667  
    2,260,000    

3.49%, 05/15/2027

    2,465,215  
    4,910,000    

4.38%, 05/15/2047

    5,647,579  
   

Sempra Energy

 
    3,938,000    

3.40%, 02/01/2028

    4,267,484  
    5,300,000    

3.80%, 02/01/2038

    5,817,107  
    7,505,000    

Southern Co. Gas Capital Corp. 1.75%, 01/15/2031

    6,993,535  
     

 

 

 
        65,600,769  
     

 

 

 
 

 

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

 

 

  23  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Healthcare-Products - 0.4%  
$     6,550,000    

Abbott Laboratories 4.75%, 11/30/2036

  $ 8,192,882  
   

Alcon Finance Corp.

 
    4,300,000    

2.60%, 05/27/2030(1)

    4,333,450  
    2,670,000    

3.00%, 09/23/2029(1)

    2,777,696  
    2,785,000    

3.80%, 09/23/2049(1)

    2,943,470  
    3,090,000    

Avantor Funding, Inc. 4.63%, 07/15/2028(1)

    3,236,775  
    1,655,000    

Baxter International, Inc. 3.50%, 08/15/2046

    1,772,009  
    16,390,000    

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

    17,648,028  
    10,830,000    

Boston Scientific Corp. 2.65%, 06/01/2030

    10,968,769  
    1,640,000    

Hill-Rom Holdings, Inc. 4.38%,
09/15/2027(1)

    1,697,400  
     

 

 

 
        53,570,479  
     

 

 

 
          Healthcare-Services - 1.1%  
    715,000    

Acadia Healthcare Co., Inc. 5.00%, 04/15/2029(1)

    739,131  
    10,065,000    

Aetna, Inc. 2.80%, 06/15/2023

    10,511,477  
   

Anthem, Inc.

 
    2,115,000    

1.50%, 03/15/2026

    2,132,875  
    3,145,000    

2.38%, 01/15/2025

    3,298,753  
    11,270,000    

2.55%, 03/15/2031

    11,355,228  
    3,235,000    

3.30%, 01/15/2023

    3,392,759  
    3,175,000    

3.50%, 08/15/2024

    3,437,344  
    14,000,000    

3.65%, 12/01/2027

    15,540,938  
    3,315,000    

4.63%, 05/15/2042

    3,938,501  
   

Catalent Pharma Solutions, Inc.

 
    700,000    

3.13%, 02/15/2029(1)

    677,250  
    415,000    

5.00%, 07/15/2027(1)

    434,194  
   

Centene Corp.

 
    185,000    

3.00%, 10/15/2030

    183,542  
    755,000    

4.25%, 12/15/2027

    791,323  
    790,000    

4.63%, 12/15/2029

    857,020  
   

CHS/Community Health Systems, Inc.

 
    3,100,000    

4.75%, 02/15/2031(1)

    3,076,750  
    1,235,000    

5.63%, 03/15/2027(1)

    1,309,100  
    3,255,000    

6.63%, 02/15/2025(1)

    3,429,956  
    2,840,000    

CommonSpirit Health 2.76%, 10/01/2024

    3,005,528  
   

HCA, Inc.

 
    2,950,000    

5.13%, 06/15/2039

    3,574,715  
    7,585,000    

5.38%, 02/01/2025

    8,452,952  
    1,500,000    

5.38%, 09/01/2026

    1,703,040  
    115,000    

5.63%, 09/01/2028

    134,119  
    90,000    

5.88%, 02/01/2029

    106,200  
    1,627,000    

7.50%, 11/15/2095

    2,226,956  
   

Humana, Inc.

 
    3,555,000    

3.85%, 10/01/2024

    3,878,791  
    6,000,000    

3.95%, 03/15/2027

    6,713,458  
    14,225,000    

Laboratory Corp. of America Holdings
2.30%, 12/01/2024

    14,835,934  
    10,660,000    

Partners Healthcare System, Inc.
3.19%, 07/01/2049

    10,753,311  
    1,340,000    

Rede D’or Finance S.a.r.l.
4.50%, 01/22/2030(1)

    1,316,215  
   

Sutter Health

 
    3,150,000    

1.32%, 08/15/2025

    3,158,829  
    3,645,000    

3.16%, 08/15/2040

    3,677,695  
   

UnitedHealth Group, Inc.

 
    3,065,000    

2.75%, 05/15/2040

    2,987,081  
    1,200,000    

3.50%, 08/15/2039

    1,296,068  
    6,925,000    

3.75%, 07/15/2025

    7,709,067  
    13,530,000    

5.80%, 03/15/2036

    18,399,132  
    1,981,000    

6.88%, 02/15/2038

    2,994,691  
     

 

 

 
    162,029,923  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
      Home Builders - 0.1%  
$     455,000    

Adams Homes, Inc. 7.50%,
02/15/2025(1)

  $ 476,613  
    2,990,000    

Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028(1)

    3,206,775  
    1,770,000    

Empire Communities Corp. 7.00%, 12/15/2025(1)

    1,893,900  
    640,000    

KB Home 4.80%, 11/15/2029

    689,600  
 

M/I Homes, Inc.

 

    1,325,000    

4.95%, 02/01/2028

    1,393,304  
    1,255,000    

5.63%, 08/01/2025

    1,295,788  
    2,230,000    

STL Holding Co. LLC 7.50%,
02/15/2026(1)

    2,333,137  
 

Taylor Morrison Communities, Inc.

 

    1,055,000    

5.13%, 08/01/2030(1)

    1,162,040  
    2,735,000    

5.75%, 01/15/2028(1)

    3,087,131  
    630,000    

Williams Scotsman International, Inc.
4.63%, 08/15/2028(1)

    642,707  
     

 

 

 
    16,180,995  
     

 

 

 
      Household Products/Wares - 0.1%  
EUR     3,980,000    

Diamond (BC) B.V. 5.63%, 08/15/2025(7)

    4,888,213  
$     1,035,000    

Prestige Brands, Inc. 5.13%,
01/15/2028(1)

    1,084,162  
 

S.C. Johnson & Son, Inc.

 

    2,520,000    

4.00%, 05/15/2043(1)

    2,818,303  
    1,840,000    

4.75%, 10/15/2046(1)

    2,314,048  
     

 

 

 
    11,104,726  
     

 

 

 
      Insurance - 1.9%  
    1,470,000    

ACE Capital Trust II 9.70%, 04/01/2030

    2,205,778  
 

Acrisure LLC / Acrisure Finance, Inc.

 

    4,280,000    

7.00%, 11/15/2025(1)

    4,397,700  
    1,335,000    

10.13%, 08/01/2026(1)

    1,523,569  
    1,615,000    

AIA Group Ltd. 3.20%, 09/16/2040(1)

    1,606,876  
    13,575,000    

Allstate Corp. 0.75%, 12/15/2025

    13,450,579  
 

American International Group, Inc.

 

    7,510,000    

2.50%, 06/30/2025

    7,913,022  
    5,225,000    

4.38%, 06/30/2050

    6,017,677  
    5,348,000    

4.70%, 07/10/2035

    6,285,148  
 

Aon plc

 

    4,775,000    

3.50%, 06/14/2024

    5,133,562  
    3,480,000    

3.88%, 12/15/2025

    3,864,408  
    2,300,000    

4.25%, 12/12/2042

    2,563,839  
    1,200,000    

AssuredPartners, Inc. 5.63%, 01/15/2029(1)

    1,216,476  
    3,460,000    

Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042

    4,202,482  
    1,185,000    

Brighthouse Financial Global Funding
1.00%, 04/12/2024(1)

    1,186,737  
 

Brighthouse Financial, Inc.

 

    734,000    

4.70%, 06/22/2047

    762,797  
    22,925,000    

5.63%, 05/15/2030

    27,371,587  
    840,000    

CNO Financial Group, Inc. 5.25%, 05/30/2029

    982,899  
    6,100,000    

Equitable Financial Life Global Funding
1.80%, 03/08/2028(1)

    5,995,755  
    21,555,000    

Equitable Holdings, Inc. 4.35%, 04/20/2028

    24,293,879  
   

Genworth Holdings, Inc.

 
    710,000    

4.80%, 02/15/2024

    694,025  
    1,480,000    

4.90%, 08/15/2023

    1,461,500  
    1,200,000    

6.50%, 06/15/2034

    1,195,236  
    1,250,000    

7.63%, 09/24/2021(4)

    1,271,875  
    15,255,000    

Liberty Mutual Group, Inc. 4.30%, 02/01/2061(1)

    13,993,733  
   

Marsh & McLennan Cos., Inc.

 
    12,690,000    

3.88%, 03/15/2024

    13,825,386  
    3,900,000    

4.05%, 10/15/2023

    4,197,033  
    7,455,000    

4.75%, 03/15/2039

    9,339,347  
    1,625,000    

Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070(1)

    1,637,996  
 

 

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

 

 

  24  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
      Insurance - 1.9% - (continued)  
$     10,000,000    

MassMutual Global Funding II 2.35%, 01/14/2027(1)

  $ 10,413,237  
    13,735,000    

Metropolitan Life Global Funding I
3.00%, 09/19/2027(1)

    14,843,457  
    2,795,000    

MGIC Investment Corp. 5.25%, 08/15/2028

    2,948,725  
    4,940,000    

Nationwide Mutual Insurance Co.
9.38%, 08/15/2039(1)

    8,293,255  
    14,205,000    

New York Life Global Funding 3.00%, 01/10/2028(1)

    15,258,494  
    2,775,000    

New York Life Insurance Co. 3.75%, 05/15/2050(1)

    2,986,411  
    1,170,000    

NMI Holdings, Inc. 7.38%, 06/01/2025(1)

    1,345,500  
    6,320,000    

Pacific Life Global Funding 1.38%, 04/14/2026(1)

    6,312,783  
    10,250,000    

Protective Life Global Funding 1.62%, 04/15/2026(1)

    10,339,611  
    1,970,000    

Prudential Financial, Inc. 4.35%, 02/25/2050

    2,336,518  
    465,000    

Radian Group, Inc. 4.88%, 03/15/2027

    492,900  
    4,715,000    

Trinity Acquisition plc 4.40%, 03/15/2026

    5,326,538  
   

Unum Group

 
    2,875,000    

4.00%, 06/15/2029

    3,146,626  
    5,465,000    

4.50%, 03/15/2025

    6,120,142  
    4,665,000    

4.50%, 12/15/2049

    4,769,528  
    165,000    

Voya Financial, Inc. 4.80%, 06/15/2046

    201,358  
   

Willis North America, Inc.

 
    11,435,000    

3.60%, 05/15/2024

    12,323,711  
    6,752,000    

4.50%, 09/15/2028

    7,741,739  
     

 

 

 
        283,791,434  
     

 

 

 
          Internet - 0.7%  
    9,179,000    

Alibaba Group Holding Ltd. 4.00%, 12/06/2037

    9,916,022  
   

Alphabet, Inc.

 
    7,925,000    

1.90%, 08/15/2040

    6,979,742  
    10,300,000    

2.05%, 08/15/2050

    8,626,593  
    6,500,000    

2.25%, 08/15/2060

    5,394,760  
   

Amazon.com, Inc.

 
    12,955,000    

2.50%, 06/03/2050

    11,626,932  
    13,385,000    

3.88%, 08/22/2037

    15,422,450  
    4,320,000    

4.25%, 08/22/2057

    5,242,255  
    5,535,000    

4.95%, 12/05/2044

    7,275,091  
   

Arches Buyer, Inc.

 
    1,030,000    

4.25%, 06/01/2028(1)

    1,026,137  
    565,000    

6.13%, 12/01/2028(1)

    579,125  
    1,650,000    

Endure Digital, Inc. 6.00%, 02/15/2029(1)

    1,579,875  
    2,590,000    

Go Daddy Operating Co. LLC 3.50%, 03/01/2029(1)

    2,522,194  
   

Meituan

 
    335,000    

2.13%, 10/28/2025(1)

    330,796  
    1,569,000    

3.05%, 10/28/2030(1)

    1,519,625  
    1,740,000    

3.05%, 10/28/2030(7)

    1,685,244  
    230,000    

MercadoLibre, Inc. 3.13%, 01/14/2031

    219,995  
   

Prosus N.V.

 
    820,000    

3.83%, 02/08/2051(1)

    748,086  
    312,000    

4.03%, 08/03/2050(1)

    290,956  
   

Tencent Holdings Ltd.

 
    1,305,000    

2.39%, 06/03/2030(1)

    1,277,633  
    2,310,000    

2.88%, 04/22/2031(1)

    2,339,263  
    975,000    

3.24%, 06/03/2050(1)

    886,814  
    15,410,000    

3.60%, 01/19/2028(1)

    16,542,533  
    285,000    

3.68%, 04/22/2041(1)

    289,017  
    1,535,000    

3.84%, 04/22/2051(1)

    1,550,565  
    255,000    

3.93%, 01/19/2038(1)

    268,408  
    2,490,000    

3.98%, 04/11/2029(1)

    2,712,457  
     

 

 

 
        106,852,568  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Investment Company Security - 0.0%  
$     1,670,000    

Compass Group Diversified Holdings LLC
5.25%, 04/15/2029(1)

  $ 1,764,305  
   

Huarong Finance 2019 Co., Ltd.

 
    280,000    

3.38%, 02/24/2030(7)

    207,200  
    1,685,000    

3.63%, 09/30/2030(7)

    1,234,262  
     

 

 

 
        3,205,767  
     

 

 

 
          Iron/Steel - 0.1%  
    480,000    

ABJA Investment Co. Pte Ltd. 4.45%, 07/24/2023(7)

    493,128  
    1,025,000    

CSN Resources S.A. 7.63%,
04/17/2026(1)

    1,102,080  
    1,545,000    

Nucor Corp. 2.00%, 06/01/2025

    1,598,078  
   

Steel Dynamics, Inc.

 
    1,375,000    

2.40%, 06/15/2025

    1,437,937  
    4,159,000    

2.80%, 12/15/2024

    4,400,155  
    9,420,000    

Vale Overseas Ltd. 3.75%, 07/08/2030

    9,909,840  
     

 

 

 
        18,941,218  
     

 

 

 
          IT Services - 1.3%  
   

Apple, Inc.

 
    7,000,000    

1.13%, 05/11/2025

    7,081,223  
    13,900,000    

1.20%, 02/08/2028

    13,517,186  
    10,895,000    

2.38%, 02/08/2041

    10,262,495  
    2,125,000    

2.65%, 05/11/2050

    1,970,082  
    13,645,000    

2.65%, 02/08/2051

    12,634,827  
    4,545,000    

2.95%, 09/11/2049

    4,474,577  
    2,600,000    

3.75%, 11/13/2047

    2,940,680  
    1,300,000    

3.85%, 05/04/2043

    1,494,685  
    6,520,000    

3.85%, 08/04/2046

    7,476,633  
    2,895,000    

4.25%, 02/09/2047

    3,505,106  
    4,420,000    

4.38%, 05/13/2045

    5,411,719  
    1,120,000    

4.45%, 05/06/2044

    1,394,732  
    10,000,000    

4.65%, 02/23/2046

    12,758,525  
   

HP, Inc.

 
    9,370,000    

2.20%, 06/17/2025

    9,743,084  
    9,370,000    

3.00%, 06/17/2027

    10,017,471  
   

International Business Machines Corp.

 
    8,545,000    

1.70%, 05/15/2027

    8,640,230  
    2,745,000    

2.85%, 05/15/2040

    2,670,780  
    15,235,000    

3.00%, 05/15/2024

    16,370,827  
    16,120,000    

3.50%, 05/15/2029

    17,714,007  
    12,435,000    

4.15%, 05/15/2039

    14,375,546  
    7,880,000    

4.25%, 05/15/2049

    9,231,663  
    20,570,000    

Leidos, Inc. 2.30%, 02/15/2031(1)

    19,572,695  
 

Presidio Holdings, Inc.

 

    2,641,000    

4.88%, 02/01/2027(1)

    2,720,230  
    1,375,000    

8.25%, 02/01/2028(1)

    1,498,750  
     

 

 

 
    197,477,753  
     

 

 

 
      Leisure Time - 0.0%  
 

Carnival Corp.

 

    570,000    

7.63%, 03/01/2026(1)

    624,150  
EUR     425,000    

7.63%, 03/01/2026(1)

    565,766  
$     4,260,000    

11.50%, 04/01/2023(1)

    4,895,592  
     

 

 

 
    6,085,508  
     

 

 

 
      Lodging - 0.2%  
 

Boyd Gaming Corp.

 

    525,000    

4.75%, 12/01/2027

    538,230  
    3,455,000    

6.38%, 04/01/2026

    3,567,287  
    3,045,000    

FelCor Lodging L.P. 6.00%, 06/01/2025

    3,113,513  
    10,405,000    

Las Vegas Sands Corp. 3.50%, 08/18/2026

    10,922,710  
    460,000    

Sands China Ltd. 3.80%, 01/08/2026

    487,057  
    2,805,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(1)

    2,741,046  
 

 

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

 

 

  25  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
      Lodging - 0.2% - (continued)  
 

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

 

$     1,700,000    

5.25%, 05/15/2027(1)

  $ 1,795,625  
    10,940,000    

5.50%, 03/01/2025(1)

    11,678,450  
     

 

 

 
    34,843,918  
     

 

 

 
      Machinery - Construction & Mining - 0.1%  
    8,220,000    

Caterpillar, Inc. 1.90%, 03/12/2031

    8,014,028  
     

 

 

 
      Machinery-Diversified - 0.3%  
    21,890,000    

Otis Worldwide Corp. 2.29%, 04/05/2027

    22,602,974  
    14,610,000    

Stanley Black & Decker, Inc. 3.40%, 03/01/2026

    16,103,051  
    2,205,000    

Westinghouse Air Brake Technologies Corp. 3.20%, 06/15/2025

    2,351,201  
     

 

 

 
    41,057,226  
     

 

 

 
      Media - 1.8%  
 

Altice Financing S.A.

 

    2,285,000    

5.00%, 01/15/2028(1)

    2,253,581  
    2,380,000    

7.50%, 05/15/2026(1)

    2,472,701  
    200,000    

Cable Onda S.A. 4.50%, 01/30/2030(1)

    212,000  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    13,200,000    

4.25%, 02/01/2031(1)

    13,183,500  
    1,270,000    

4.50%, 08/15/2030(1)

    1,292,085  
    2,842,000    

5.75%, 02/15/2026(1)

    2,941,470  
 

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    1,050,000    

2.30%, 02/01/2032

    981,429  
    10,428,000    

4.80%, 03/01/2050

    11,470,952  
    8,240,000    

4.91%, 07/23/2025

    9,367,370  
    6,230,000    

5.13%, 07/01/2049

    7,117,221  
    10,990,000    

5.38%, 05/01/2047

    12,925,251  
    4,595,000    

5.75%, 04/01/2048

    5,625,955  
    6,903,000    

6.48%, 10/23/2045

    9,122,482  
   

Comcast Corp.

 

    10,280,000    

3.20%, 07/15/2036

    10,774,294  
    2,810,000    

3.25%, 11/01/2039

    2,906,972  
    6,640,000    

3.40%, 07/15/2046

    6,887,662  
    1,925,000    

3.75%, 04/01/2040

    2,122,729  
    2,520,000    

3.97%, 11/01/2047

    2,835,549  
    10,468,000    

4.05%, 11/01/2052

    11,977,035  
    4,530,000    

4.40%, 08/15/2035

    5,358,662  
    6,230,000    

4.60%, 10/15/2038

    7,570,017  
    5,000,000    

4.60%, 08/15/2045

    6,121,811  
    1,095,000    

4.75%, 03/01/2044

    1,357,555  
   

Cox Communications, Inc.

 

    13,234,000    

3.15%, 08/15/2024(1)

    14,168,376  
    8,763,000    

4.50%, 06/30/2043(1)

    10,038,354  
    2,604,000    

6.45%, 12/01/2036(1)

    3,448,684  
   

CSC Holdings LLC

 

    495,000    

3.38%, 02/15/2031(1)

    463,691  
    5,360,000    

5.50%, 04/15/2027(1)

    5,620,330  
    3,480,000    

6.50%, 02/01/2029(1)

    3,845,400  
   

Discovery Communications LLC

 

    2,965,000    

2.95%, 03/20/2023

    3,091,465  
    855,000    

3.90%, 11/15/2024

    932,301  
    6,110,000    

3.95%, 06/15/2025

    6,690,005  
    13,920,000    

5.20%, 09/20/2047

    16,337,153  
    5,395,000    

5.30%, 05/15/2049

    6,452,317  
   

DISH DBS Corp.

 

    1,645,000    

5.00%, 03/15/2023

    1,721,692  
    1,525,000    

5.88%, 07/15/2022

    1,596,675  
    2,170,000    

5.88%, 11/15/2024

    2,348,083  
    1,795,000    

6.75%, 06/01/2021

    1,797,244  
    2,210,000    

7.38%, 07/01/2028

    2,381,131  
    830,000    

7.75%, 07/01/2026

    956,575  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
      Media - 1.8% - (continued)  
   

Gray Television, Inc.

 

$     1,510,000    

4.75%, 10/15/2030(1)

  $ 1,510,000  
    630,000    

5.88%, 07/15/2026(1)

    653,625  
    335,000    

Quebecor Media, Inc. 5.75%, 01/15/2023

    358,031  
    390,000    

Scripps Escrow, Inc. 3.88%, 01/15/2029(1)

    387,083  
    1,005,000    

Sinclair Television Group, Inc. 4.13%, 12/01/2030(1)

    979,875  
    2,920,000    

Sirius XM Radio, Inc. 4.63%, 07/15/2024(1)

    2,996,650  
   

Time Warner Cable LLC

 
    295,000    

4.00%, 09/01/2021

    295,811  
    10,340,000    

5.88%, 11/15/2040

    12,922,492  
    2,825,000    

6.75%, 06/15/2039

    3,846,812  
    1,565,000    

Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033

    2,310,862  
    1,470,000    

Vertical U.S Newco, Inc. 5.25%,
07/15/2027(1)

    1,538,914  
   

ViacomCBS, Inc.

 
    7,947,000    

4.38%, 03/15/2043

    8,594,759  
    1,970,000    

4.95%, 05/19/2050(4)

    2,299,188  
    2,520,000    

Videotron Ltd. 5.00%, 07/15/2022

    2,627,100  
    4,470,000    

Virgin Media Secured Finance plc 4.50%, 08/15/2030(1)

    4,490,221  
   

Walt Disney Co.

 
    1,177,000    

5.40%, 10/01/2043

    1,586,785  
    2,440,000    

6.40%, 12/15/2035

    3,486,602  
   

Ziggo B.V.

 

    1,380,000    

4.88%, 01/15/2030(1)

    1,418,254  
    3,493,000    

5.50%, 01/15/2027(1)

    3,633,000  
     

 

 

 
        274,703,823  
     

 

 

 
          Metal Fabricate/Hardware - 0.0%  
    470,000    

Advanced Drainage Systems, Inc.
5.00%, 09/30/2027(1)

    491,916  
   

Novelis Corp.

 

    3,230,000    

4.75%, 01/30/2030(1)

    3,359,200  
    1,045,000    

5.88%, 09/30/2026(1)

    1,090,134  
     

 

 

 
        4,941,250  
     

 

 

 
          Mining - 0.1%  
   

Anglo American Capital plc

 

    740,000    

4.75%, 04/10/2027(1)

    851,053  
    4,100,000    

4.88%, 05/14/2025(1)

    4,624,145  
    6,485,000    

5.63%, 04/01/2030(1)

    7,789,537  
    730,000    

AngloGold Ashanti Holdings plc 3.75%, 10/01/2030

    754,586  
    375,000    

Century Aluminum Co. 7.50%, 04/01/2028(1)

    395,235  
   

Constellium SE

 

    1,185,000    

3.75%, 04/15/2029(1)

    1,159,819  
    1,716,000    

5.63%, 06/15/2028(1)

    1,818,960  
    2,640,000    

5.88%, 02/15/2026(1)

    2,719,200  
    480,000    

FMG Resources August Pty Ltd. 4.38%, 04/01/2031(1)

    498,600  
     

 

 

 
        20,611,135  
     

 

 

 
          Miscellaneous Manufacturing - 0.3%  
   

General Electric Co.

 

    5,655,000    

3.45%, 05/01/2027

    6,175,840  
    770,000    

3.63%, 05/01/2030

    836,124  
    2,845,000    

4.25%, 05/01/2040

    3,175,305  
    1,615,000    

4.35%, 05/01/2050

    1,796,944  
    8,506,000    

Ingersoll-Rand Luxembourg Finance S.A.
4.50%, 03/21/2049

    10,191,265  
   

Siemens Financieringsmaatschappij N.V.

 

    11,475,000    

1.20%, 03/11/2026(1)

    11,449,171  
    8,365,000    

1.70%, 03/11/2028(1)

    8,299,126  
     

 

 

 
        41,923,775  
     

 

 

 
 

 

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

 

 

  26  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Office/Business Equipment - 0.1%  
   

CDW LLC / CDW Finance Corp.

 

$     730,000    

4.13%, 05/01/2025

  $ 761,777  
    1,050,000    

4.25%, 04/01/2028

    1,094,625  
   

Xerox Corp.

 

    4,050,000    

4.38%, 03/15/2023

    4,244,400  
    145,000    

4.80%, 03/01/2035

    143,550  
    1,525,000    

Xerox Holdings Corp. 5.00%, 08/15/2025(1)

    1,601,250  
     

 

 

 
        7,845,602  
     

 

 

 
          Oil & Gas - 1.2%  
   

Aker BP ASA

 

    7,045,000    

2.88%, 01/15/2026(1)

    7,311,560  
    6,015,000    

4.00%, 01/15/2031(1)

    6,368,738  
   

Apache Corp.

 

    1,975,000    

4.38%, 10/15/2028

    2,014,441  
    2,880,000    

4.63%, 11/15/2025

    3,042,000  
    982,000    

4.75%, 04/15/2043

    975,126  
    1,163,000    

5.10%, 09/01/2040

    1,192,220  
   

BP Capital Markets America, Inc.

 

    800,000    

2.77%, 11/10/2050

    707,421  
    3,360,000    

2.94%, 06/04/2051

    3,050,074  
    7,040,000    

3.38%, 02/08/2061

    6,665,833  
    3,945,000    

3.63%, 04/06/2030

    4,343,407  
    1,389,000    

Canadian Natural Resources Ltd.
3.90%, 02/01/2025

    1,505,599  
    4,155,000    

Chevron USA, Inc. 6.00%, 03/01/2041

    5,850,251  
    4,100,000    

Cimarex Energy Co. 3.90%, 05/15/2027

    4,481,015  
   

Continental Resources, Inc.

 

    3,470,000    

4.38%, 01/15/2028(4)

    3,773,625  
    875,000    

4.90%, 06/01/2044(4)

    911,067  
    785,000    

5.75%, 01/15/2031(1)

    910,600  
    915,000    

Delek & Avner Tamar Bond Ltd.
5.41%, 12/30/2025(1)

    935,195  
    3,345,000    

Devon Financing Co. LLC 7.88%, 09/30/2031

    4,543,873  
   

Empresa Nacional del Petroleo

 

    200,000    

4.50%, 09/14/2047(7)

    198,322  
    630,000    

5.25%, 11/06/2029(7)

    704,340  
   

Energean Israel Finance Ltd.

 

    835,000    

4.50%, 03/30/2024(1)(7)

    855,641  
    795,000    

4.88%, 03/30/2026(1)(7)

    819,844  
    490,000    

5.88%, 03/30/2031(1)(7)

    505,357  
    1,650,000    

EQT Corp. 3.90%, 10/01/2027

    1,720,273  
   

Equinor ASA

 

    3,685,000    

2.38%, 05/22/2030

    3,724,793  
    3,365,000    

3.63%, 04/06/2040

    3,677,179  
    2,055,000    

3.70%, 04/06/2050

    2,221,225  
   

Hess Corp.

 

    2,980,000    

7.13%, 03/15/2033

    3,898,473  
    10,742,000    

7.30%, 08/15/2031

    14,134,140  
    515,000    

Kosmos Energy Ltd. 7.50%, 03/01/2028(1)

    490,538  
   

Leviathan Bond Ltd.

 

    810,000    

6.13%, 06/30/2025(1)(7)

    885,937  
    1,165,000    

6.50%, 06/30/2027(1)(7)

    1,292,731  
    715,000    

6.75%, 06/30/2030(1)(7)

    801,143  
    14,745,000    

Marathon Petroleum Corp. 4.70%, 05/01/2025

    16,617,805  
   

NAK Naftogaz Ukraine via Kondor Finance plc

 
    299,000    

7.63%, 11/08/2026(1)

    298,285  
    400,000    

7.63%, 11/08/2026(7)

    399,044  
   

Occidental Petroleum Corp.

 

    360,000    

2.90%, 08/15/2024

    359,100  
    2,070,000    

3.00%, 02/15/2027

    1,975,546  
    515,000    

3.20%, 08/15/2026

    500,838  
    720,000    

3.40%, 04/15/2026

    712,037  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Oil & Gas - 1.2% - (continued)  
$     6,972,000    

4.20%, 03/15/2048

  $ 5,875,374  
    1,098,000    

4.40%, 04/15/2046

    966,240  
    1,285,000    

5.50%, 12/01/2025

    1,381,375  
    640,000    

6.13%, 01/01/2031

    712,000  
    324,000    

6.38%, 09/01/2028

    362,880  
   

Ovintiv Exploration, Inc.

 

    1,310,000    

5.38%, 01/01/2026

    1,467,105  
    2,180,000    

5.63%, 07/01/2024

    2,431,249  
   

Petrobras Global Finance B.V.

 

    770,000    

5.60%, 01/03/2031

    831,215  
    2,365,000    

6.75%, 06/03/2050

    2,587,807  
   

Petroleos de Venezuela S.A.

 

    435,000    

6.00%, 05/16/2024(7)(12)

    18,923  
    190,000    

9.00%, 11/17/2021(7)(12)

    8,265  
   

Petroleos Mexicanos

 

    500,000    

5.35%, 02/12/2028

    491,200  
    75,000    

5.95%, 01/28/2031

    72,405  
    300,000    

6.38%, 01/23/2045

    258,750  
    50,000    

6.75%, 09/21/2047

    44,200  
    4,415,000    

7.69%, 01/23/2050

    4,249,879  
    880,000    

Range Resources Corp. 8.25%, 01/15/2029(1)

    954,598  
   

Saudi Arabian Oil Co.

 

    2,625,000    

1.63%, 11/24/2025(1)

    2,658,186  
    2,975,000    

2.25%, 11/24/2030(1)

    2,875,013  
    6,174,000    

2.88%, 04/16/2024(1)

    6,518,210  
   

Shell International Finance B.V.

 

    4,199,000    

4.00%, 05/10/2046

    4,699,971  
    1,056,000    

4.38%, 05/11/2045

    1,249,093  
    2,320,000    

4.55%, 08/12/2043

    2,782,678  
    1,735,000    

Sinopec Group Overseas Development Ltd. 2.70%, 05/13/2030(1)

    1,735,797  
   

State Oil Co. of the Azerbaijan Republic

 

    725,000    

4.75%, 03/13/2023(7)

    766,542  
    495,000    

6.95%, 03/18/2030(7)

    612,622  
   

Suncor Energy, Inc.

 

    3,605,000    

3.75%, 03/04/2051

    3,600,811  
    3,955,000    

4.00%, 11/15/2047

    4,118,721  
   

Sunoco L.P. / Sunoco Finance Corp.

 

    490,000    

4.50%, 05/15/2029(1)

    494,900  
    1,425,000    

5.50%, 02/15/2026

    1,469,959  
    820,000    

6.00%, 04/15/2027

    862,271  
    4,290,000    

Transocean, Inc. 6.80%, 03/15/2038(4)

    2,048,003  
   

Valero Energy Corp.

 

    3,570,000    

2.15%, 09/15/2027

    3,550,169  
    3,130,000    

4.00%, 04/01/2029

    3,414,442  
    3,460,000    

4.35%, 06/01/2028

    3,857,866  
   

YPF S.A.

 

    823,000    

8.50%, 03/23/2025(1)

    678,152  
    2,020,000    

8.50%, 03/23/2025(7)

    1,664,480  
     

 

 

 
        187,745,987  
     

 

 

 
          Oil & Gas Services - 0.1%  
    885,000    

Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc .4.49%, 05/01/2030

    1,019,777  
    475,000    

Borets Finance DAC 6.00%, 09/17/2026(7)

    486,400  
    7,675,000    

Halliburton Co. 4.85%, 11/15/2035

    8,669,280  
    6,865,000    

Schlumberger Investment S.A.
2.65%, 06/26/2030

    7,017,974  
     

 

 

 
        17,193,431  
     

 

 

 
          Packaging & Containers - 0.3%  
    4,700,000    

ARD Finance S.A. (6.50% Cash, 7.25% PIK) 6.50%, 06/30/2027(1)(10)

    4,917,375  
 

 

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

 

 

  27  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Packaging & Containers - 0.3% - (continued)  
$    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
    1,040,000    

4.13%, 08/15/2026(1)

  $ 1,069,900  
    870,000    

5.25%, 04/30/2025(1)

    912,413  
    4,595,000    

5.25%, 08/15/2027(1)

    4,696,484  
    200,000    

6.00%, 02/15/2025(1)

    206,354  
    490,000    

Ball Corp. 2.88%, 08/15/2030

    473,178  
    2,510,000    

Berry Global, Inc. 5.63%, 07/15/2027(1)

    2,673,150  
    2,283,000    

Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026

    2,369,754  
    5,230,000    

Flex Acquisition Co., Inc. 6.88%, 01/15/2025(1)

    5,314,987  
    995,000    

Graphic Packaging International LLC
3.50%, 03/01/2029(1)

    982,563  
    1,725,000    

Mauser Packaging Solutions Holding Co.
7.25%, 04/15/2025(1)

    1,677,563  
    390,000    

OI European Group B.V. 4.00%, 03/15/2023(1)

    400,725  
 

Owens-Brockway Glass Container, Inc.

 

    2,960,000    

5.88%, 08/15/2023(1)

    3,204,200  
    2,710,000    

6.38%, 08/15/2025(1)

    3,004,712  
EUR     2,830,000    

Silgan Holdings, Inc. 2.25%, 06/01/2028

    3,415,227  
$     1,590,000    

Trivium Packaging Finance B.V.
5.50%, 08/15/2026(1)

    1,663,538  
     

 

 

 
        36,982,123  
     

 

 

 
          Pharmaceuticals - 2.0%  
 

AbbVie, Inc.

 

    7,100,000    

2.30%, 11/21/2022

    7,305,451  
    15,320,000    

2.95%, 11/21/2026

    16,399,477  
    6,455,000    

4.05%, 11/21/2039

    7,218,527  
    7,950,000    

4.25%, 11/21/2049

    9,032,026  
    7,590,000    

4.45%, 05/14/2046

    8,787,213  
    2,840,000    

4.63%, 10/01/2042

    3,340,293  
    1,118,000    

4.70%, 05/14/2045

    1,330,302  
    3,702,000    

4.85%, 06/15/2044

    4,511,607  
    17,470,000    

AmerisourceBergen Corp. 2.70%, 03/15/2031

    17,579,019  
    11,865,000    

AstraZeneca plc 3.38%, 11/16/2025

    12,999,477  
 

Bausch Health Cos., Inc.

 

    4,635,000    

5.00%, 01/30/2028(1)

    4,704,108  
    3,240,000    

5.00%, 02/15/2029(1)

    3,244,990  
    2,050,000    

5.25%, 01/30/2030(1)

    2,060,250  
    490,000    

5.25%, 02/15/2031(1)

    490,666  
    1,970,000    

6.13%, 04/15/2025(1)

    2,014,325  
    2,550,000    

7.00%, 01/15/2028(1)

    2,776,312  
    360,000    

9.00%, 12/15/2025(1)

    390,150  
 

Bayer U.S. Finance LLC

 

    2,900,000    

4.20%, 07/15/2034(1)

    3,156,790  
    7,820,000    

4.25%, 12/15/2025(1)

    8,724,604  
 

Bristol-Myers Squibb Co.

 

    4,125,000    

1.13%, 11/13/2027

    4,039,845  
    5,000,000    

1.45%, 11/13/2030(4)

    4,710,429  
    5,935,000    

2.35%, 11/13/2040

    5,490,000  
    5,110,000    

2.55%, 11/13/2050

    4,577,536  
    10,000,000    

3.20%, 06/15/2026

    10,952,147  
    2,000,000    

3.25%, 08/01/2042

    2,104,433  
    4,384,000    

3.88%, 08/15/2025

    4,893,449  
    4,655,000    

4.25%, 10/26/2049

    5,517,027  
    555,000    

4.35%, 11/15/2047

    665,320  
    90,000    

4.55%, 02/20/2048

    110,660  
 

Cigna Corp.

 

    7,085,000    

1.25%, 03/15/2026

    7,070,519  
    2,095,000    

2.38%, 03/15/2031

    2,067,490  
    1,655,000    

3.20%, 03/15/2040

    1,671,940  
    4,305,000    

3.25%, 04/15/2025

    4,642,519  
    13,680,000    

4.13%, 11/15/2025

    15,372,434  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Pharmaceuticals - 2.0% - (continued)  
 

CVS Health Corp.

 

$     3,280,000    

3.00%, 08/15/2026

  $ 3,519,898  
    4,605,000    

4.13%, 04/01/2040

    5,084,766  
    14,295,000    

4.78%, 03/25/2038

    17,023,487  
    3,455,000    

5.13%, 07/20/2045

    4,302,771  
 

Eli Lilly and Co.

 

    3,655,000    

2.50%, 09/15/2060

    3,128,155  
    4,200,000    

4.15%, 03/15/2059

    5,015,209  
    1,000,000    

Endo Luxembourg Finance Co. S.a.r.l. / Endo US, Inc. 6.13%, 04/01/2029(1)

    990,000  
    8,110,000    

GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025

    8,964,572  
    590,000    

Jazz Securities DAC 4.38%, 01/15/2029(1)

    603,275  
   

Johnson & Johnson

 

    2,790,000    

2.10%, 09/01/2040

    2,543,027  
    6,420,000    

3.63%, 03/03/2037

    7,242,330  
    9,185,000    

Merck & Co., Inc. 3.90%, 03/07/2039

    10,506,816  
    1,025,000    

Par Pharmaceutical, Inc. 7.50%, 04/01/2027(1)

    1,078,813  
    910,000    

Perrigo Finance Unlimited Co. 3.90%,
12/15/2024

    972,722  
   

Pfizer, Inc.

 

    8,535,000    

2.63%, 04/01/2030

    8,931,370  
    4,525,000    

4.00%, 12/15/2036

    5,298,955  
    2,725,000    

4.00%, 03/15/2049

    3,156,768  
   

Teva Pharmaceutical Finance Netherlands B.V.

 
    1,765,000    

2.80%, 07/21/2023

    1,747,579  
    18,360,000    

3.15%, 10/01/2026

    17,258,400  
    1,735,000    

6.75%, 03/01/2028(4)

    1,891,150  
     

 

 

 
        299,211,398  
     

 

 

 
          Pipelines - 1.5%  
    3,100,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(1)

    3,158,931  
   

Buckeye Partners L.P.

 

    837,000    

3.95%, 12/01/2026

    837,000  
    1,005,000    

4.13%, 03/01/2025(1)

    1,030,125  
    1,030,000    

4.50%, 03/01/2028(1)

    1,031,288  
    1,154,000    

Cheniere Energy Partners L.P.
4.50%, 10/01/2029

    1,204,487  
    1,265,000    

Cheniere Energy, Inc.
4.63%, 10/15/2028(1)

    1,318,952  
    5,510,000    

DCP Midstream Operating L.P.
5.38%, 07/15/2025

    6,047,225  
   

Energy Transfer Operating L.P.

 

    8,950,000    

3.75%, 05/15/2030

    9,308,659  
    2,275,000    

4.90%, 03/15/2035

    2,486,861  
    1,190,000    

5.15%, 03/15/2045

    1,258,580  
    9,000,000    

5.25%, 04/15/2029

    10,317,800  
    4,958,000    

5.30%, 04/15/2047

    5,266,931  
    940,000    

6.05%, 06/01/2041

    1,096,999  
    4,045,000    

6.13%, 12/15/2045

    4,709,427  
    3,910,000    

6.25%, 04/15/2049

    4,663,669  
    2,935,000    

EnLink Midstream LLC 5.63%, 01/15/2028(1)

    3,034,056  
   

Enterprise Products Operating LLC

 

    1,430,000    

4.20%, 01/31/2050

    1,531,980  
    4,115,000    

4.80%, 02/01/2049

    4,791,178  
    1,516,000    

4.85%, 08/15/2042

    1,774,729  
    1,200,000    

5.10%, 02/15/2045

    1,435,657  
   

EQM Midstream Partners L.P.

 

    1,505,000    

4.50%, 01/15/2029(1)

    1,493,712  
    1,150,000    

4.75%, 01/15/2031(1)

    1,138,374  
    795,000    

6.00%, 07/01/2025(1)

    868,538  
 

 

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

 

 

  28  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Pipelines - 1.5% - (continued)  
$     805,000    

6.50%, 07/01/2027(1)

  $ 888,908  
    1,500,000    

6.50%, 07/15/2048

    1,521,975  
   

Galaxy Pipeline Assets Bidco Ltd.

 

    1,680,000    

1.75%, 09/30/2027(1)

    1,687,881  
    15,455,000    

2.16%, 03/31/2034(1)

    15,156,324  
    1,585,000    

2.63%, 03/31/2036(1)

    1,535,541  
    920,000    

2.94%, 09/30/2040(1)

    899,428  
    790,000    

3.25%, 09/30/2040(1)

    769,304  
    2,730,000    

Gray Oak Pipeline LLC 2.00%,
09/15/2023(1)

    2,783,185  
   

MPLX L.P.

 

    3,750,000    

4.00%, 02/15/2025

    4,097,018  
    6,490,000    

4.25%, 12/01/2027

    7,281,089  
    6,900,000    

4.90%, 04/15/2058

    7,679,761  
    2,450,000    

5.20%, 03/01/2047

    2,863,808  
    4,780,000    

5.20%, 12/01/2047

    5,539,146  
   

ONEOK, Inc.

 

    810,000    

3.10%, 03/15/2030

    821,407  
    7,835,000    

3.40%, 09/01/2029

    8,166,114  
    11,350,000    

6.35%, 01/15/2031

    14,311,298  
    8,305,000    

Phillips 66 Partners L.P. 3.15%, 12/15/2029

    8,497,092  
   

Sabine Pass Liquefaction LLC

 

    1,345,000    

5.00%, 03/15/2027

    1,545,803  
    4,000,000    

5.88%, 06/30/2026

    4,733,935  
    5,065,000    

Southern Natural Gas Co. LLC 0.63%, 04/28/2023(1)

    5,063,499  
   

Sunoco Logistics Partners Operations L.P.

 

    5,100,000    

5.30%, 04/01/2044

    5,389,817  
    1,065,000    

5.35%, 05/15/2045

    1,136,802  
    2,770,000    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp. 6.00%, 03/01/2027(1)

    2,810,719  
   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

 
    470,000    

4.88%, 02/01/2031(1)

    490,426  
    5,175,000    

6.50%, 07/15/2027

    5,627,812  
   

TransCanada PipeLines Ltd.

 

    6,160,000    

4.10%, 04/15/2030

    6,910,981  
    5,840,000    

4.63%, 03/01/2034

    6,708,472  
    1,195,000    

5.10%, 03/15/2049

    1,489,828  
    2,870,000    

Valero Energy Partners L.P. 4.50%, 03/15/2028

    3,199,511  
   

Western Midstream Operating L.P.

 

    5,200,000    

5.30%, 02/01/2030

    5,674,500  
    1,675,000    

6.50%, 02/01/2050

    1,895,246  
   

Williams Cos., Inc.

 

    371,000    

4.90%, 01/15/2045

    414,522  
    4,145,000    

5.10%, 09/15/2045

    4,772,390  
    4,100,000    

5.40%, 03/04/2044

    4,839,677  
    3,734,000    

6.30%, 04/15/2040

    4,868,510  
     

 

 

 
        221,876,887  
     

 

 

 
          Real Estate - 0.1%  
   

CIFI Holdings Group Co., Ltd.

 

    520,000    

4.38%, 04/12/2027(7)

    507,968  
    1,035,000    

5.25%, 05/13/2026(7)

    1,056,032  
    200,000    

6.00%, 07/16/2025(7)

    211,100  
   

Country Garden Holdings Co., Ltd.

 

    480,000    

3.13%, 10/22/2025(7)

    482,400  
    525,000    

3.30%, 01/12/2031(7)

    497,704  
    200,000    

4.20%, 02/06/2026(7)

    208,313  
    200,000    

5.40%, 05/27/2025(7)

    213,806  
    860,000    

5.63%, 01/14/2030(7)

    930,825  
    225,000    

6.15%, 09/17/2025(7)

    247,185  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Real Estate - 0.1% - (continued)  
$     8,745,000    

Crown Castle International Corp.
3.20%, 09/01/2024

  $ 9,379,244  
   

Times China Holdings Ltd.

 

    530,000    

5.75%, 01/14/2027(7)

    503,810  
    1,135,000    

6.20%, 03/22/2026(7)

    1,117,757  
    575,000    

6.75%, 07/08/2025(7)

    585,697  
   

Yuzhou Group Holdings Co., Ltd.

 
    1,015,000    

6.35%, 01/13/2027(7)

    841,110  
    1,525,000    

7.70%, 02/20/2025(7)

    1,338,922  
     

 

 

 
        18,121,873  
     

 

 

 
          Real Estate Investment Trusts - 1.0%  
   

American Tower Corp.

 

    3,020,000    

1.50%, 01/31/2028

    2,916,898  
    34,495,000    

1.60%, 04/15/2026

    34,650,587  
    5,795,000    

2.95%, 01/15/2051

    5,302,815  
   

Brixmor Operating Partnership L.P.

 

    3,165,000    

2.25%, 04/01/2028

    3,130,275  
    2,240,000    

4.05%, 07/01/2030

    2,457,951  
    14,470,000    

4.13%, 05/15/2029

    15,894,669  
   

Equinix, Inc.

 

    2,645,000    

1.80%, 07/15/2027

    2,620,862  
    7,655,000    

2.15%, 07/15/2030

    7,359,640  
    825,000    

Essex Portfolio L.P.
2.65%, 09/01/2050

    703,663  
   

GLP Capital L.P. / GLP Financing II, Inc.

 

    158,000    

4.00%, 01/15/2030

    167,243  
    7,675,000    

4.00%, 01/15/2031

    8,109,021  
    4,815,000    

5.75%, 06/01/2028

    5,605,688  
    490,000    

Iron Mountain, Inc.
4.50%, 02/15/2031(1)

    488,667  
   

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.

 
    3,075,000    

4.25%, 02/01/2027(1)

    3,018,943  
    365,000    

5.25%, 10/01/2025(1)

    368,650  
    11,200,000    

National Retail Properties, Inc.
2.50%, 04/15/2030

    11,200,994  
    860,000    

Prologis L.P.
2.13%, 10/15/2050

    710,026  
    515,000    

SBA Communications Corp.
3.13%, 02/01/2029(1)

    493,356  
    3,885,000    

Simon Property Group L.P.
3.25%, 09/13/2049

    3,737,436  
    5,605,000    

UDR, Inc.
2.10%, 08/01/2032

    5,289,612  
   

VEREIT Operating Partnership L.P.

 

    1,115,000    

2.20%, 06/15/2028

    1,121,932  
    1,350,000    

2.85%, 12/15/2032

    1,393,658  
    3,675,000    

3.40%, 01/15/2028

    3,970,338  
   

VICI Properties L.P. / VICI Note Co., Inc.

 
    285,000    

3.50%, 02/15/2025(1)

    291,056  
    185,000    

3.75%, 02/15/2027(1)

    186,486  
    1,200,000    

4.25%, 12/01/2026(1)

    1,237,500  
    1,000,000    

4.63%, 12/01/2029(1)

    1,038,410  
   

Welltower, Inc.

 

    18,460,000    

3.63%, 03/15/2024

    19,930,593  
    2,620,000    

4.00%, 06/01/2025

    2,903,266  
     

 

 

 
              146,300,235  
     

 

 

 
          Retail - 1.0%  
   

1011778 BC ULC / New Red Finance, Inc.

 

    3,330,000    

3.50%, 02/15/2029(1)

    3,246,750  
    1,780,000    

3.88%, 01/15/2028(1)

    1,802,250  
    840,000    

4.00%, 10/15/2030(1)

    819,000  
    4,020,000    

4.38%, 01/15/2028(1)

    4,070,250  
 

 

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

 

 

  29  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Retail - 1.0% - (continued)  
$     1,340,000    

Bloomin’ Brands, Inc. / OSI Restaurant Partners LLC 5.13%, 04/15/2029(1)
5.13%, 04/15/2029(1)

  $ 1,365,527  
    1,515,000    

CEC Entertainment LLC 6.75%, 05/01/2026(1)

    1,504,092  
    3,407,000    

CVS Health Corp. 2.88%, 06/01/2026

    3,632,576  
   

CVS Pass-Through Trust

 

    9,977    

6.04%, 12/10/2028

    11,538  
    23,235    

6.94%, 01/10/2030

    28,282  
    2,125,000    

FirstCash, Inc. 4.63%, 09/01/2028(1)

    2,183,437  
    1,180,000    

Group 1 Automotive, Inc. 4.00%, 08/15/2028(1)

    1,178,525  
   

Home Depot, Inc.

 

    6,340,000    

0.90%, 03/15/2028(4)

    6,101,187  
    1,010,000    

3.30%, 04/15/2040

    1,071,634  
    3,627,000    

3.50%, 09/15/2056

    3,897,409  
    5,710,000    

4.50%, 12/06/2048

    7,140,648  
    5,215,000    

5.88%, 12/16/2036

    7,225,361  
    475,000    

Jollibee Worldwide Pte Ltd. 4.75%, 06/24/2030(7)

    488,300  
   

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

 
    1,275,000    

4.75%, 06/01/2027(1)

    1,340,344  
    1,600,000    

5.25%, 06/01/2026(1)

    1,644,816  
   

L Brands, Inc.

 

    2,295,000    

5.25%, 02/01/2028

    2,515,894  
    2,190,000    

6.63%, 10/01/2030(1)

    2,523,887  
    3,190,000    

LBM Acquisition LLC
6.25%, 01/15/2029(1)

    3,269,750  
   

Lithia Motors, Inc.

 

    735,000    

4.63%, 12/15/2027(1)

    771,750  
    1,315,000    

5.25%, 08/01/2025(1)

    1,357,738  
   

Lowe’s Cos., Inc.

 

    11,540,000    

3.38%, 09/15/2025

    12,625,283  
    7,370,000    

3.70%, 04/15/2046

    7,795,366  
    222,000    

4.25%, 09/15/2044

    243,178  
   

Macy’s Retail Holdings LLC

 

    75,000    

2.88%, 02/15/2023

    75,102  
    599,000    

3.63%, 06/01/2024(4)

    605,709  
    410,000    

4.30%, 02/15/2043

    321,645  
    185,000    

4.50%, 12/15/2034

    166,038  
    92,000    

5.13%, 01/15/2042

    79,120  
    1,607,000    

5.88%, 04/01/2029(1)(4)

    1,649,103  
   

Magic Mergeco, Inc.

 

    2,890,000    

5.25%, 05/01/2028(1)

    2,926,125  
    1,305,000    

7.88%, 05/01/2029(1)

    1,341,031  
   

McDonald’s Corp.

 

    9,130,000    

1.45%, 09/01/2025

    9,278,030  
    5,262,000    

3.38%, 05/26/2025

    5,733,347  
    7,670,000    

3.63%, 09/01/2049

    8,066,542  
    550,000    

4.20%, 04/01/2050

    633,426  
    3,615,000    

4.60%, 05/26/2045

    4,278,205  
    5,000,000    

6.30%, 10/15/2037

    7,025,720  
    2,030,000    

NMG Holding Co., Inc. / Neiman Marcus Group LLC 7.13%, 04/01/2026(1)

    2,076,446  
    7,340,000    

O’Reilly Automotive, Inc. 3.90%, 06/01/2029

    8,115,054  
   

PetSmart, Inc.

 

    1,685,000    

4.75%, 02/15/2028(1)

    1,732,938  
    425,000    

7.75%, 02/15/2029(1)

    460,785  
    4,818,000    

Specialty Building Products Holdings LLC / SBP Finance Corp. 6.38%,
09/30/2026(1)

    5,076,967  
    6,485,000    

Staples, Inc. 7.50%, 04/15/2026(1)

    6,711,975  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Retail - 1.0% - (continued)  
$     4,915,000    

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

  $ 5,203,756  
    2,600,000    

Walmart, Inc.
3.95%, 06/28/2038

    3,030,602  
   

Yum! Brands, Inc.

 

    500,000    

3.63%, 03/15/2031

    493,505  
    690,000    

4.75%, 01/15/2030(1)

    738,300  
    220,000    

7.75%, 04/01/2025(1)

    240,627  
     

 

 

 
        155,914,870  
     

 

 

 
          Semiconductors - 1.4%  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

    3,545,000    

3.50%, 01/15/2028

    3,795,450  
    3,171,000    

3.88%, 01/15/2027

    3,472,450  
   

Broadcom, Inc.

 

    1,015,000    

2.45%, 02/15/2031(1)

    967,533  
    5,600,000    

2.60%, 02/15/2033(1)

    5,284,149  
    3,639,000    

3.15%, 11/15/2025

    3,895,992  
    17,971,000    

3.42%, 04/15/2033(1)

    18,207,604  
    5,034,000    

3.47%, 04/15/2034(1)

    5,085,797  
    5,255,000    

3.50%, 02/15/2041(1)

    5,055,361  
    13,370,000    

4.11%, 09/15/2028

    14,761,060  
    11,030,000    

4.15%, 11/15/2030

    12,050,474  
    6,700,000    

4.30%, 11/15/2032

    7,390,185  
    2,960,000    

Entegris, Inc.
4.63%, 02/10/2026(1)

    3,062,682  
   

Intel Corp.

 

    4,860,000    

3.10%, 02/15/2060

    4,644,696  
    5,035,000    

3.25%, 11/15/2049

    5,078,093  
    1,700,000    

4.10%, 05/19/2046

    1,943,932  
    4,930,000    

4.60%, 03/25/2040

    5,997,706  
   

Marvell Technology, Inc.

 

    21,675,000    

1.65%, 04/15/2026(1)

    21,601,289  
    10,375,000    

2.45%, 04/15/2028(1)

    10,419,750  
   

Microchip Technology, Inc.

 

    15,455,000    

0.97%, 02/15/2024(1)

    15,434,819  
    15,755,000    

2.67%, 09/01/2023(1)

    16,429,637  
   

Micron Technology, Inc.

 

    435,000    

4.19%, 02/15/2027

    488,706  
    5,930,000    

4.98%, 02/06/2026

    6,844,733  
   

NVIDIA Corp.

 

    990,000    

3.50%, 04/01/2040

    1,082,476  
    4,740,000    

3.50%, 04/01/2050

    5,099,724  
    1,180,000    

3.70%, 04/01/2060

    1,300,719  
   

NXP B.V. / NXP Funding LLC

 

    10,000,000    

3.88%, 09/01/2022(1)

    10,421,610  
    9,163,000    

4.88%, 03/01/2024(1)

    10,166,956  
   

QUALCOMM, Inc.

 

    8,000,000    

1.65%, 05/20/2032

    7,463,301  
    3,676,000    

4.80%, 05/20/2045

    4,668,302  
   

Sensata Technologies B.V.

 

    1,020,000    

5.00%, 10/01/2025(1)

    1,132,200  
    1,475,000    

5.63%, 11/01/2024(1)

    1,644,625  
     

 

 

 
        214,892,011  
     

 

 

 
          Software - 1.4%  
   

Activision Blizzard, Inc.

 

    540,000    

1.35%, 09/15/2030

    493,933  
    595,000    

2.50%, 09/15/2050

    510,968  
    2,225,000    

Black Knight InfoServ LLC 3.63%, 09/01/2028(1)

    2,190,001  
    995,000    

BY Crown Parent LLC / BY Bond Finance, Inc.4.25%, 01/31/2026(1)

    1,042,262  
    1,215,000    

CDK Global, Inc.
5.25%, 05/15/2029(1)

    1,303,087  
 

 

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

 

 

  30  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
          Software - 1.4% - (continued)  
$     1,675,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

  $ 1,702,219  
    3,780,000    

Fidelity National Information Services, Inc.
3.10%, 03/01/2041

    3,745,820  
   

Fiserv, Inc.

 

    13,810,000    

2.25%, 06/01/2027

    14,256,808  
    11,730,000    

3.20%, 07/01/2026

    12,718,816  
    3,300,000    

4.40%, 07/01/2049

    3,852,954  
 

IQVIA, Inc.

 

EUR     820,000    

2.25%, 01/15/2028(1)

    995,703  
$     1,390,000    

5.00%, 05/15/2027(1)

    1,454,287  
 

Microsoft Corp.

 

    13,045,000    

2.53%, 06/01/2050

    12,130,605  
    1,040,000    

2.68%, 06/01/2060

    959,107  
    16,040,000    

2.92%, 03/17/2052

    15,981,323  
    4,915,000    

3.04%, 03/17/2062

    4,897,437  
    3,045,000    

3.45%, 08/08/2036

    3,391,916  
    3,805,000    

3.50%, 02/12/2035

    4,298,348  
    460,000    

MSCI, Inc.
3.63%, 09/01/2030(1)

    467,328  
    2,370,000    

Open Text Corp.
3.88%, 02/15/2028(1)

    2,399,625  
    1,625,000    

Open Text Holdings, Inc.
4.13%, 02/15/2030(1)

    1,643,249  
 

Oracle Corp.

 

    21,965,000    

2.30%, 03/25/2028

    22,309,218  
    6,000,000    

2.65%, 07/15/2026

    6,323,400  
    15,065,000    

2.88%, 03/25/2031

    15,306,429  
    16,315,000    

3.60%, 04/01/2040

    16,686,016  
    7,785,000    

3.60%, 04/01/2050

    7,667,455  
    2,100,000    

3.85%, 07/15/2036

    2,251,457  
    12,610,000    

3.85%, 04/01/2060

    12,629,309  
    14,500,000    

3.90%, 05/15/2035

    15,728,299  
    4,685,000    

3.95%, 03/25/2051

    4,861,651  
    3,385,000    

4.00%, 11/15/2047

    3,528,756  
    5,000,000    

4.10%, 03/25/2061

    5,212,181  
    4,300,000    

6.50%, 04/15/2038

    5,939,557  
   

PTC, Inc.

 
    400,000    

3.63%, 02/15/2025(1)

    410,380  
    440,000    

4.00%, 02/15/2028(1)

    451,647  
    4,095,000    

SS&C Technologies, Inc.
5.50%, 09/30/2027(1)

    4,350,426  
    1,293,000    

Western Digital Corp.
4.75%, 02/15/2026

    1,432,806  
     

 

 

 
    215,524,783  
     

 

 

 
      Telecommunications - 2.5%  
EUR     1,330,000    

Altice France Holding S.A.
8.00%, 05/15/2027(1)

    1,739,064  
 

Altice France S.A.

 

$     2,825,000    

5.13%, 07/15/2029(1)

    2,828,842  
    660,000    

5.50%, 01/15/2028(1)

    679,932  
    4,020,000    

7.38%, 05/01/2026(1)

    4,167,936  
    4,075,000    

8.13%, 02/01/2027(1)

    4,462,125  
   

AT&T, Inc.

 
    14,370,000    

1.70%, 03/25/2026

    14,434,527  
    49,013,000    

2.55%, 12/01/2033(1)

    46,678,515  
    4,450,000    

3.30%, 02/01/2052

    4,044,608  
    4,855,000    

3.50%, 06/01/2041

    4,776,113  
    17,619,000    

3.50%, 09/15/2053(1)

    16,186,590  
    9,502,000    

3.55%, 09/15/2055(1)

    8,740,446  
    5,295,000    

3.65%, 06/01/2051

    5,090,142  
    17,067,000    

3.65%, 09/15/2059(1)

    15,715,379  
    13,720,000    

3.80%, 12/01/2057(1)

    13,047,579  
    10,395,000    

4.30%, 02/15/2030

    11,721,178  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
      Telecommunications - 2.5% - (continued)  
$     870,000    

4.35%, 03/01/2029

  $ 987,026  
    905,000    

4.50%, 05/15/2035

    1,025,383  
    1,085,000    

Bharti Airtel International Netherlands B.V.
5.35%, 05/20/2024(7)

    1,193,717  
   

Bharti Airtel Ltd.

 

    510,000    

3.25%, 06/03/2031(1)

    497,174  
    2,185,000    

4.38%, 06/10/2025(7)

    2,353,668  
    1,835,000    

Embarq Corp. 8.00%, 06/01/2036

    2,136,656  
   

Frontier Communications Corp.

 

    1,720,000    

5.00%, 05/01/2028(1)

    1,756,550  
    1,850,000    

5.88%, 10/15/2027(1)

    1,965,625  
    2,985,000    

6.75%, 05/01/2029(1)

    3,154,772  
    1,955,000    

6.88%, 01/15/2025(12)

    1,388,050  
    1,190,000    

10.50%, 09/15/2022(12)

    904,400  
    485,000    

Level 3 Financing, Inc. 3.75%, 07/15/2029(1)

    472,875  
    500,000    

Ligado Networks LLC
(15.50% Cash, 15.50% PIK)
15.50%,
11/01/2023(1)(10)

    492,500  
   

Millicom International Cellular S.A.

 

    295,000    

4.50%, 04/27/2031(1)

    313,438  
    603,000    

6.25%, 03/25/2029(1)

    673,852  
    435,000    

Nokia Oyj 4.38%, 06/12/2027

    475,509  
    1,290,000    

Ooredoo International Finance Ltd.
2.63%, 04/08/2031(1)

    1,301,713  
    465,000    

Oztel Holdings SPC Ltd. 5.63%,
10/24/2023(7)

    495,923  
   

Sprint Corp.

 

    3,253,000    

7.13%, 06/15/2024

    3,756,792  
    3,725,000    

7.88%, 09/15/2023

    4,246,500  
    12,555,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 09/20/2029(1)

    14,355,136  
   

T-Mobile USA, Inc.

 

    2,160,000    

2.05%, 02/15/2028(1)

    2,144,016  
    1,330,000    

2.25%, 02/15/2026

    1,338,419  
    3,175,000    

2.63%, 04/15/2026

    3,229,610  
    15,175,000    

3.88%, 04/15/2030(1)

    16,530,127  
    13,135,000    

4.38%, 04/15/2040(1)

    14,575,384  
    3,215,000    

4.50%, 04/15/2050(1)

    3,625,909  
    670,000    

Telecom Italia Capital S.A. 7.20%, 07/18/2036

    832,810  
    570,000    

Telecom Italia S.p.A. 5.30%, 05/30/2024(1)

    622,554  
    500,000    

Telefonica Celular del Paraguay S.A.
5.88%, 04/15/2027(1)

    532,055  
   

Telefonica Emisiones S.A.

 

    2,510,000    

4.67%, 03/06/2038

    2,853,299  
    10,820,000    

5.21%, 03/08/2047

    12,804,324  
    465,000    

Tower Bersama Infrastructure Tbk PT
4.25%, 01/21/2025(7)

    488,826  
   

VEON Holdings B.V.

 

    10,220,000    

3.38%, 11/25/2027(1)

    10,293,788  
    1,850,000    

3.38%, 11/25/2027(7)

    1,863,357  
    1,555,000    

4.00%, 04/09/2025(7)

    1,633,216  
   

Verizon Communications, Inc.

 

    1,465,000    

1.45%, 03/20/2026

    1,471,661  
    525,000    

1.75%, 01/20/2031

    493,055  
    970,000    

2.10%, 03/22/2028

    976,843  
    2,805,000    

2.55%, 03/21/2031

    2,814,023  
    10,683,000    

2.99%, 10/30/2056

    10,979,464  
    10,683,000    

2.99%, 10/30/2056(1)

    9,531,096  
    12,025,000    

3.40%, 03/22/2041

    12,301,257  
    7,915,000    

3.55%, 03/22/2051

    8,025,580  
    9,585,000    

4.13%, 08/15/2046

    10,714,969  
    13,115,000    

4.50%, 08/10/2033

    15,449,268  
    11,923,000    

4.52%, 09/15/2048

    14,080,069  
    4,790,000    

4.81%, 03/15/2039

    5,805,437  
 

 

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

 

 

  31  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 41.6% - (continued)      
      Telecommunications - 2.5% - (continued)  
   

Vodafone Group plc

 

$     6,500,000    

4.13%, 05/30/2025

  $ 7,271,906  
    6,355,000    

5.25%, 05/30/2048

    8,018,120  
    1,402,000    

VTR Comunicaciones S.p.A. 5.13%, 01/15/2028(1)

    1,468,595  
     

 

 

 
        381,029,272  
     

 

 

 
          Toys/Games/Hobbies - 0.0%  
   

Mattel, Inc.

 

    1,045,000    

3.38%, 04/01/2026(1)

    1,081,575  
    1,040,000    

5.88%, 12/15/2027(1)

    1,142,700  
    494,000    

6.75%, 12/31/2025(1)

    518,947  
     
        2,743,222  
     

 

 

 
          Transportation - 0.4%  
    8,215,000    

Burlington Northern Santa Fe LLC
4.55%, 09/01/2044

    10,016,886  
   

CSX Corp.

 

    1,000,000    

4.50%, 03/15/2049

    1,179,977  
    565,000    

6.00%, 10/01/2036

    764,844  
   

FedEx Corp.

 

    10,520,000    

4.05%, 02/15/2048

    11,446,853  
    4,000,000    

4.10%, 02/01/2045

    4,324,317  
    3,734,000    

Norfolk Southern Corp.
4.65%, 01/15/2046

    4,481,502  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 

    10,395,000    

1.70%, 06/15/2026(1)

    10,448,467  
    4,520,000    

3.45%, 07/01/2024(1)

    4,866,985  
    9,895,000    

4.88%, 07/11/2022(1)

    10,393,184  
   

Rumo Luxembourg S.a.r.l.

 

    465,000    

5.25%, 01/10/2028(1)

    494,295  
    566,000    

5.88%, 01/18/2025(1)

    596,847  
    800,000    

5.88%, 01/18/2025(7)

    843,600  
   

Russian Railways Via RZD Capital plc

 

    200,000    

4.38%, 03/01/2024(7)

    213,240  
    675,000    

5.70%, 04/05/2022(7)

    701,865  
    4,175,000    

Union Pacific Corp.
3.80%, 04/06/2071(1)

    4,324,868  
     

 

 

 
        65,097,730  
     

 

 

 
          Trucking & Leasing - 0.1%  
    14,425,000    

NTT Finance Corp.
1.16%, 04/03/2026(1)

    14,291,424  
     

 

 

 
          Water - 0.0%  
   

American Water Capital Corp.

 

    3,365,000    

3.45%, 05/01/2050

    3,482,453  
    1,195,000    

3.75%, 09/01/2047

    1,304,764  
     

 

 

 
        4,787,217  
     

 

 

 
   

Total Corporate Bonds
(cost $6,029,618,086)

  $ 6,319,509,002  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 3.8%      
          Angola - 0.0%  
   

Angolan Government International Bond

 

$     1,455,000    

8.00%, 11/26/2029(7)

  $ 1,464,094  
    1,495,000    

9.38%, 05/08/2048(7)

    1,537,263  
     

 

 

 
        3,001,357  
     

 

 

 
          Argentina - 0.3%  
   

Argentine Republic Government International Bond

 

    30,620,922    

0.13%, 07/09/2030(9)

    11,022,613  
    61,012,751    

0.13%, 07/09/2035(9)

    19,219,627  
    4,797,161    

0.13%, 01/09/2038(9)

    1,806,179  
    32,080,000    

0.13%, 07/09/2041(9)

    11,404,761  
    3,299,015    

1.00%, 07/09/2029

    1,242,805  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)      
          Argentina - 0.3% - (continued)  
 

Provincia de Cordoba

 

$     432,603    

3.00%, 12/10/2025(1)(9)

  $ 295,597  
    1,695,104    

3.00%, 06/01/2027(7)(9)

    991,653  
    1,348,426    

6.88%, 02/01/2029(7)

    765,232  
     

 

 

 
    46,748,467  
     

 

 

 
      Armenia - 0.0%  
 

Republic of Armenia International Bond

 

    2,370,000    

3.60%, 02/02/2031(1)

    2,167,839  
    940,000    

3.95%, 09/26/2029(7)

    899,063  
     

 

 

 
    3,066,902  
     

 

 

 
      Azerbaijan - 0.1%  
 

Republic of Azerbaijan International Bond

 

    2,055,000    

3.50%, 09/01/2032(7)

    2,072,139  
    1,315,000    

4.75%, 03/18/2024(7)

    1,428,419  
    565,000    

5.13%, 09/01/2029(7)

    627,071  
 

Southern Gas Corridor CJSC

 

    1,394,000    

6.88%, 03/24/2026(1)

    1,672,884  
    3,210,000    

6.88%, 03/24/2026(7)

    3,852,192  
     

 

 

 
    9,652,705  
     

 

 

 
      Bermuda - 0.0%  
 

Bermuda Government International Bond

 

    325,000    

3.38%, 08/20/2050(1)

    318,825  
    1,525,000    

4.75%, 02/15/2029(1)

    1,763,815  
     

 

 

 
    2,082,640  
     

 

 

 
      Brazil - 0.1%  
 

Brazilian Government International Bond

 

    2,610,000    

3.88%, 06/12/2030

    2,589,799  
    4,080,000    

4.75%, 01/14/2050

    3,829,080  
    11,904,000    

5.00%, 01/27/2045

    11,715,798  
    1,520,000    

5.63%, 02/21/2047

    1,601,791  
     

 

 

 
    19,736,468  
     

 

 

 
      Bulgaria - 0.0%  
EUR     1,485,000    

Bulgaria Government International Bond
1.38%, 09/23/2050(7)

    1,701,430  
     

 

 

 
      China - 0.0%  
CNY     28,380,000    

China Government Bond
2.68%, 05/21/2030

    4,202,512  
     

 

 

 
      Colombia - 0.2%  
 

Colombia Government International Bond

 

$     7,805,000    

3.00%, 01/30/2030

    7,648,900  
    9,500,000    

3.13%, 04/15/2031

    9,300,025  
    2,185,000    

3.25%, 04/22/2032

    2,142,261  
    4,190,000    

4.13%, 05/15/2051

    3,947,441  
    12,495,000    

5.00%, 06/15/2045

    13,280,936  
     

 

 

 
    36,319,563  
     

 

 

 
      Croatia - 0.1%  
 

Croatia Government International Bond

 

EUR     9,430,000    

1.13%, 06/19/2029(7)

    11,616,960  
    3,595,000    

1.50%, 06/17/2031(7)

    4,507,376  
    2,165,000    

1.75%, 03/04/2041(7)

    2,624,526  
    182,000    

2.75%, 01/27/2030(7)

    253,180  
     

 

 

 
    19,002,042  
     

 

 

 
      Dominican Republic - 0.1%  
 

Dominican Republic International Bond

 

$     791,000    

4.88%, 09/23/2032(1)

    827,782  
    2,995,000    

5.30%, 01/21/2041(1)

    3,044,417  
    424,000    

6.00%, 07/19/2028(7)

    483,894  
    2,160,000    

6.40%, 06/05/2049(7)

    2,354,400  
 

 

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

 

 

  32  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)      
      Dominican Republic - 0.1% - (continued)  
$     410,000    

6.40%, 06/05/2049(1)

  $ 446,900  
     

 

 

 
    7,157,393  
     

 

 

 
      Ecuador - 0.0%  
    1,226,000    

Ecuador Government International Bond
0.50%, 07/31/2035(7)(9)

    833,692  
     

 

 

 
      Egypt - 0.1%  
 

Egypt Government International Bond

 

    1,750,000    

3.88%, 02/16/2026(1)

    1,705,270  
EUR     240,000    

5.63%, 04/16/2030(7)

    289,371  
    250,000    

5.63%, 04/16/2030(1)

    301,428  
    145,000    

6.38%, 04/11/2031(7)

    181,665  
$     1,955,000    

7.50%, 02/16/2061(1)

    1,810,819  
    210,000    

7.90%, 02/21/2048(7)

    206,245  
    2,030,000    

8.50%, 01/31/2047(7)

    2,092,443  
     

 

 

 
    6,587,241  
     

 

 

 
      Ethiopia - 0.0%  
    1,543,000    

Ethiopia International Bond
6.63%, 12/11/2024(7)

    1,473,565  
     

 

 

 
      Gabon - 0.0%  
 

Gabon Government International Bond

 

    1,323,480    

6.38%, 12/12/2024(7)

    1,396,271  
    515,000    

6.63%, 02/06/2031(1)(4)

    517,245  
    750,000    

6.63%, 02/06/2031(7)

    753,270  
    1,955,000    

6.95%, 06/16/2025(7)

    2,079,182  
     

 

 

 
    4,745,968  
     

 

 

 
      Ghana - 0.0%  
 

Ghana Government International Bond

 

    1,190,000    

7.75%, 04/07/2029(1)

    1,215,883  
    740,000    

7.88%, 02/11/2035(7)

    727,834  
     

 

 

 
    1,943,717  
     

 

 

 
      Honduras - 0.0%  
 

Honduras Government International Bond

 

    1,225,000    

5.63%, 06/24/2030(1)

    1,286,250  
    230,000    

5.63%, 06/24/2030(7)

    241,500  
    1,527,750  
     

 

 

 
      Hungary - 0.1%  
 

Hungary Government International Bond

 

EUR     315,000    

1.50%, 11/17/2050(7)

    354,699  
    7,364,000    

1.63%, 04/28/2032(7)

    9,446,896  
    1,330,000    

1.75%, 06/05/2035(7)

    1,692,469  
$     372,000    

5.38%, 02/21/2023

    404,999  
     

 

 

 
    11,899,063  
     

 

 

 
      Indonesia - 0.2%  
 

Indonesia Government International Bond

 

EUR     460,000    

1.10%, 03/12/2033

    539,861  
$     7,195,000    

4.63%, 04/15/2043(7)

    8,090,308  
    980,000    

4.75%, 07/18/2047(7)

    1,126,339  
    7,714,000    

5.13%, 01/15/2045(7)

    9,283,455  
    1,411,000    

5.25%, 01/08/2047(7)

    1,735,706  
 

Perusahaan Penerbit SBSN Indonesia III

 

    1,910,000    

4.15%, 03/29/2027(7)

    2,125,391  
    1,380,000    

4.45%, 02/20/2029(7)

    1,571,792  
     

 

 

 
    24,472,852  
     

 

 

 
      Ivory Coast - 0.0%  
 

Ivory Coast Government International Bond

 

EUR     1,540,000    

4.88%, 01/30/2032(7)

    1,858,241  
    250,000    

5.25%, 03/22/2030(7)

    315,410  
    356,000    

5.25%, 03/22/2030(1)

    449,144  
    975,000    

5.88%, 10/17/2031(7)

    1,267,645  
    295,000    

6.63%, 03/22/2048(7)

    369,992  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)      
      Ivory Coast - 0.0% - (continued)  
EUR     395,000    

6.88%, 10/17/2040(7)

  $ 513,127  
     

 

 

 
    4,773,559  
     

 

 

 
      Jordan - 0.1%  
 

Jordan Government International Bond

 

$     1,235,000    

4.95%, 07/07/2025(1)

    1,276,990  
    2,695,000    

5.75%, 01/31/2027(7)

    2,856,969  
    1,345,000    

5.85%, 07/07/2030(7)

    1,393,140  
    2,425,000    

6.13%, 01/29/2026(7)

    2,619,485  
    492,000    

7.38%, 10/10/2047(7)

    515,631  
     

 

 

 
    8,662,215  
     

 

 

 
      Macedonia - 0.1%  
 

North Macedonia Government International Bond

 
EUR     1,480,000    

1.63%, 03/10/2028(1)

    1,719,900  
    200,000    

2.75%, 01/18/2025(7)

    250,049  
    2,045,000    

3.68%, 06/03/2026(1)

    2,675,346  
    3,465,000    

3.98%, 07/24/2021(7)

    4,197,038  
     

 

 

 
    8,842,333  
     

 

 

 
      Mexico - 0.4%  
 

Mexico Government International Bond

 

    730,000    

1.45%, 10/25/2033

    819,411  
    955,000    

2.13%, 10/25/2051

    940,310  
$     200,000    

4.35%, 01/15/2047

    199,566  
    30,708,000    

4.50%, 01/31/2050

    31,290,224  
    4,417,000    

4.60%, 01/23/2046

    4,553,220  
    9,125,000    

4.75%, 04/27/2032

    10,256,500  
    72,000    

4.75%, 03/08/2044

    76,617  
    15,625,000    

5.00%, 04/27/2051

    17,030,625  
     

 

 

 
    65,166,473  
     

 

 

 
      Mongolia - 0.0%  
 

Mongolia Government International Bond

 

    1,409,000    

5.13%, 12/05/2022(7)

    1,459,019  
    756,000    

5.13%, 04/07/2026(1)

    810,000  
     

 

 

 
    2,269,019  
     

 

 

 
      Morocco - 0.0%  
 

Morocco Government International Bond

 

EUR     420,000    

1.38%, 03/30/2026(7)

    506,460  
    2,288,000    

1.50%, 11/27/2031(7)

    2,580,696  
    910,000    

2.00%, 09/30/2030(7)

    1,081,247  
     

 

 

 
    4,168,403  
     

 

 

 
      Oman - 0.0%  
 

Oman Government International Bond

 

$     640,000    

6.25%, 01/25/2031(1)

    688,000  
    200,000    

6.25%, 01/25/2031(7)

    215,000  
    400,000    

7.00%, 01/25/2051(1)

    407,945  
     

 

 

 
    1,310,945  
     

 

 

 
      Pakistan - 0.0%  
 

Pakistan Government International Bond

 

    700,000    

6.00%, 04/08/2026(1)

    719,152  
    2,530,000    

6.88%, 12/05/2027(7)

    2,643,850  
    1,605,000    

7.38%, 04/08/2031(1)

    1,685,250  
     

 

 

 
    5,048,252  
     

 

 

 
      Panama - 0.1%  
 

Panama Government International Bond

 

    1,570,000    

3.16%, 01/23/2030

    1,640,650  
    1,830,000    

3.87%, 07/23/2060

    1,829,195  
    2,243,000    

4.30%, 04/29/2053

    2,404,227  
    475,000    

4.50%, 04/16/2050

    524,714  
    6,150,000    

4.50%, 04/01/2056

    6,768,075  
    4,365,000    

Panama Notas del Tesoro 3.75%, 04/17/2026

    4,694,557  
     

 

 

 
    17,861,418  
     

 

 

 
 

 

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

 

 

  33  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)      
      Paraguay - 0.0%  
$     410,000    

Paraguay Government International Bond
4.70%, 03/27/2027(7)

  $ 455,920  
     

 

 

 
      Peru - 0.0%  
 

Peruvian Government International Bond

 

    1,150,000    

2.78%, 01/23/2031

    1,150,000  
    820,000    

3.23%, 07/28/2121

    690,760  
    1,165,000    

3.55%, 03/10/2051

    1,148,736  
     

 

 

 
    2,989,496  
     

 

 

 
      Philippines - 0.1%  
 

Philippine Government International Bond

 

    1,820,000    

3.70%, 03/01/2041

    1,928,985  
    560,000    

3.70%, 02/02/2042

    593,334  
    7,100,000    

3.95%, 01/20/2040

    7,748,154  
     

 

 

 
    10,270,473  
     

 

 

 
      Qatar - 0.0%  
 

Qatar Government International Bond

 

    790,000    

4.40%, 04/16/2050(7)

    918,470  
    750,000    

4.82%, 03/14/2049(1)

    920,745  
    750,000    

5.10%, 04/23/2048(1)

    950,427  
     

 

 

 
    2,789,642  
     

 

 

 
      Romania - 0.2%  
 

Romanian Government International Bond

 

EUR     1,165,000    

1.38%, 12/02/2029(1)

    1,394,284  
    1,470,000    

1.38%, 12/02/2029(7)

    1,759,312  
    445,000    

2.00%, 01/28/2032(1)

    537,676  
    3,585,000    

2.00%, 01/28/2032(7)

    4,331,615  
    1,365,000    

2.00%, 04/14/2033(1)

    1,618,030  
    2,393,000    

2.12%, 07/16/2031(7)

    2,946,606  
    2,235,000    

2.12%, 07/16/2031(1)

    2,752,054  
    855,000    

2.63%, 12/02/2040(1)

    1,006,944  
    430,000    

2.63%, 12/02/2040(7)

    506,416  
    2,175,000    

2.75%, 04/14/2041(1)

    2,568,086  
    450,000    

2.88%, 03/11/2029(7)

    597,765  
    1,400,000    

3.38%, 02/08/2038(7)

    1,819,316  
    160,000    

3.38%, 01/28/2050(7)

    200,732  
    591,000    

3.62%, 05/26/2030(1)

    818,781  
    1,761,000    

3.88%, 10/29/2035(7)

    2,453,367  
     

 

 

 
    25,310,984  
     

 

 

 
      Russia - 0.4%  
 

Russian Foreign Bond - Eurobond

 

    1,100,000    

1.85%, 11/20/2032(7)

    1,295,840  
$     4,600,000    

4.25%, 06/23/2027(7)

    5,091,078  
    6,200,000    

4.38%, 03/21/2029(7)

    6,939,722  
    3,400,000    

4.38%, 03/21/2029(1)

    3,805,654  
    4,600,000    

4.75%, 05/27/2026(7)

    5,189,444  
    28,000,000    

5.10%, 03/28/2035(7)

    32,947,880  
    1,200,000    

5.25%, 06/23/2047(7)

    1,476,000  
    3,800,000    

5.63%, 04/04/2042(7)

    4,787,240  
     

 

 

 
    61,532,858  
     

 

 

 
      Saudi Arabia - 0.1%  
 

Saudi Government International Bond

 

    8,959,000    

2.25%, 02/02/2033(1)

    8,445,649  
    450,000    

2.90%, 10/22/2025(1)

    478,116  
     

 

 

 
    8,923,765  
     

 

 

 
      Senegal - 0.0%  
 

Senegal Government International Bond

 

    965,000    

6.25%, 05/23/2033(7)

    1,010,838  
    218,000    

6.75%, 03/13/2048(1)

    219,107  
    2,465,000    

6.75%, 03/13/2048(7)

    2,477,522  
    1,460,000    

8.75%, 05/13/2021(7)

    1,456,467  
     

 

 

 
    5,163,934  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)      
      Serbia - 0.1%  
 

Serbia International Bond

 

EUR     586,000    

1.50%, 06/26/2029(1)

  $ 697,332  
    3,640,000    

1.50%, 06/26/2029(7)

    4,331,552  
    655,000    

1.65%, 03/03/2033(1)

    758,613  
    1,776,000    

3.13%, 05/15/2027(1)

    2,347,113  
    3,373,000    

3.13%, 05/15/2027(7)

    4,457,665  
     

 

 

 
    12,592,275  
     

 

 

 
      South Africa - 0.1%  
$     6,435,000    

Republic of South Africa Government International Bond
5.75%, 09/30/2049

    6,201,731  
     

 

 

 
      Supranational - 0.0%  
MXN     154,000,000    

International Finance Corp.
0.00%, 02/22/2038(11)

    1,954,554  
     

 

 

 
      Tunisia - 0.0%  
 

Banque Centrale de Tunisie International Bond

 
EUR     100,000    

5.63%, 02/17/2024(7)

    114,091  
$     1,670,000    

5.75%, 01/30/2025(7)

    1,563,788  
EUR     863,000    

6.38%, 07/15/2026(7)

    976,223  
     

 

 

 
    2,654,102  
     

 

 

 
      Turkey - 0.5%  
 

Turkey Government International Bond

 

$     450,000    

3.25%, 03/23/2023

    441,490  
    2,175,000    

4.75%, 01/26/2026

    2,091,950  
    12,060,000    

4.88%, 10/09/2026

    11,517,300  
    9,000,000    

4.88%, 04/16/2043

    6,930,720  
    13,425,000    

5.13%, 02/17/2028

    12,618,157  
    25,245,000    

5.75%, 05/11/2047

    20,768,254  
    2,230,000    

5.88%, 06/26/2031

    2,088,462  
    3,175,000    

5.95%, 01/15/2031

    2,994,533  
    9,855,000    

6.00%, 01/14/2041

    8,622,731  
     

 

 

 
    68,073,597  
     

 

 

 
      Ukraine - 0.3%  
 

Ukraine Government International Bond

 

    7,455,000    

6.88%, 05/21/2029(1)

    7,457,982  
    6,430,000    

7.25%, 03/15/2033(1)

    6,430,000  
    4,330,000    

7.38%, 09/25/2032(7)

    4,373,300  
    4,500,000    

7.75%, 09/01/2022(7)

    4,702,500  
    5,755,000    

7.75%, 09/01/2026(7)

    6,196,408  
    620,000    

7.75%, 09/01/2026(1)

    667,554  
    10,530,000    

7.75%, 09/01/2027(7)

    11,288,371  
     

 

 

 
    41,116,115  
     

 

 

 
      United Arab Emirates - 0.0%  
 

Abu Dhabi Government International Bond

 

    920,000    

2.70%, 09/02/2070(1)

    794,052  
    225,000    

3.13%, 09/30/2049(7)

    218,894  
    4,215,000    

Emirate of Dubai Government International Bonds 3.90%, 09/09/2050(7)

    3,882,984  
 

Finance Department Government of Sharjah

 
    200,000    

3.63%, 03/10/2033(1)

    197,000  
    1,065,000    

4.38%, 03/10/2051(1)

    974,901  
     

 

 

 
        6,067,831  
     

 

 

 
          Venezuela - 0.0%  
   

Venezuela Government International Bond

 

    345,000    

6.00%, 12/09/2020(7)(12)

    34,328  
    1,015,000    

7.00%, 12/01/2018(7)(12)

    98,963  
    3,170,000    

7.00%, 03/31/2038(7)(12)

    324,925  
    4,085,000    

7.65%, 04/21/2025(7)(12)

    412,585  
    4,765,000    

7.75%, 10/13/2019(7)(12)

    464,587  
    11,205,000    

8.25%, 10/13/2024(7)(12)

    1,148,512  
 

 

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

 

 

  34  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)      
          Venezuela - 0.0% - (continued)  
$     11,937,200    

9.00%, 05/07/2023(7)(12)

  $ 1,223,563  
    12,825,000    

9.25%, 05/07/2028(7)(12)

    1,308,150  
     

 

 

 
        5,015,613  
     

 

 

 
   

Total Foreign Government Obligations
(cost $608,188,805)

  $ 585,370,834  
     

 

 

 
MUNICIPAL BONDS - 0.2%      
          General Obligation - 0.0%  
$     850,000    

State of Connecticut, GO 3.00%, 07/01/2021

  $ 853,921  
     

 

 

 
          Higher Education - 0.1%  
    12,000,000    

Rutgers The State University of New Jersey 3.92%, 05/01/2119

    12,906,481  
    5,660,000    

University of California 1.32%, 05/15/2027

    5,634,522  
     

 

 

 
        18,541,003  
     

 

 

 
          Transportation - 0.1%  
    5,015,000    

New York State Thruway Auth Rev
2.90%, 01/01/2035

    5,272,545  
    1,510,000    

Port Auth of New York & New Jersey Rev 4.46%, 10/01/2062

    1,918,822  
     

 

 

 
        7,191,367  
     

 

 

 
   

Total Municipal Bonds
(cost $25,318,195)

  $ 26,586,291  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 0.1%(13)      
          Auto Parts & Equipment - 0.0%  
$     1,542,714    

Clarios Global L.P. 3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

  $ 1,525,744  
     

 

 

 
          Commercial Services - 0.0%  
    3,151,842    

Dun & Bradstreet Corp.
3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    3,133,120  
     

 

 

 
          Diversified Financial Services - 0.1%  
    5,900,000    

Crown Finance U.S., Inc. 0.00%, 02/28/2025, 6 mo. USD LIBOR + 2.500%(14)

    5,053,468  
     

 

 

 
          Food - 0.0%  
    125,000    

Froneri International Ltd. 5.86%, 01/31/2028, 1 mo. USD LIBOR + 5.750%

    126,016  
     

 

 

 
          Household Products - 0.0%  
    832,050    

Diamond (BC) B.V. 3.15%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    827,890  
     

 

 

 
          Insurance - 0.0%  
    2,744,750    

Asurion LLC 3.11%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

    2,727,595  
    1,658,113    

Hub International Ltd. 3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    1,635,164  
     

 

 

 
        4,362,759  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $15,076,042)

  $ 15,028,997  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 0.5%      
      U.S. Treasury Securities - 0.5%  
      U.S. Treasury Bonds - 0.1%  
$     4,055,000    

1.13%, 08/15/2040

  $ 3,377,055  
    2,085,000    

1.25%, 05/15/2050

    1,614,897  
    5,890,000    

4.25%, 11/15/2040(15)

    7,919,289  
    5,800,000    

4.38%, 02/15/2038(16)

    7,772,680  
     

 

 

 
    20,683,921  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 0.5%      
      U.S. Treasury Notes - 0.4%  
$     3,905,000    

0.13%, 07/15/2023(16)

  $ 3,898,594  
    11,110,000    

0.25%, 09/30/2025(17)

    10,883,026  
    1,495,000    

0.75%, 01/31/2028

    1,444,018  
    39,750,000    

2.38%, 03/15/2022(17)

    40,548,105  
     

 

 

 
    56,773,743  
     

 

 

 
   

Total U.S. Government Securities
(cost $76,232,360)

  $ 77,457,664  
     

 

 

 
CONVERTIBLE BONDS - 0.1%      
      Airlines - 0.0%  
$     999,000    

JetBlue Airways Corp. 0.50%, 04/01/2026(1)

  $ 1,091,408  
     

 

 

 
      Auto Manufacturers - 0.0%  
    2,654,000    

Ford Motor Co. 0.00%,
03/15/2026(1)(11)

    2,620,825  
     

 

 

 
      Engineering & Construction - 0.0%  
EUR     900,000    

Cellnex Telecom S.A. 1.50%, 01/16/2026(7)

    1,775,300  
     

 

 

 
      Entertainment - 0.0%  
$     1,804,000    

DraftKings, Inc. 0.00%,
03/15/2028(1)(11)

    1,721,918  
     

 

 

 
      Healthcare-Products - 0.0%  
    1,275,000    

NuVasive, Inc. 0.38%, 03/15/2025

    1,323,609  
     

 

 

 
      Machinery-Diversified - 0.0%  
    1,451,000    

Middleby Corp. 1.00%, 09/01/2025(1)

    2,173,598  
     

 

 

 
      Media - 0.1%  
    3,800,000    

Scripps Escrow, Inc. 5.88%, 07/15/2027(1)

    3,998,436  
     

 

 

 
      Oil & Gas - 0.0%  
    1,200,000    

Pioneer Natural Resources Co. 0.25%, 05/15/2025(1)

    1,820,400  
     

 

 

 
      REITS - 0.0%  
    800,000    

Pebblebrook Hotel Trust 1.75%, 12/15/2026

    913,600  
     

 

 

 
      Software - 0.0%  
    2,226,000    

Western Digital Corp. 1.50%, 02/01/2024

    2,305,301  
     

 

 

 
 

Total Convertible Bonds
(cost $17,647,223)

  $ 19,744,395  
     

 

 

 
ESCROWS - 0.0%(19)      
      Media & Entertainment - 0.0%  
$     2,930,000    

Nexstar Broadcasting, Inc.(1)

  $ 3,094,813  
     

 

 

 
 

Total Escrows
(cost $2,979,654)

  $ 3,094,813  
     

 

 

 
   

Total Long-Term Investments
(cost $12,076,181,945)

  $ 14,428,187,345  
     

 

 

 
SHORT-TERM INVESTMENTS - 4.0%      
          Repurchase Agreements - 3.3%  
    500,270,944    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $500,271,152; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $510,276,413

  $ 500,270,944  
     

 

 

 
          Securities Lending Collateral - 0.7%      
    13,219,542    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(18)

    13,219,542  
 

 

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

 

 

  35  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.0%      
          Securities Lending Collateral - 0.7% - (continued)  
    92,725,856    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(18)

  $ 92,725,856  
     

 

 

 
        105,945,398  
     

 

 

 
   

Total Short-Term Investments
(cost $606,216,342)

  $ 606,216,342  
     

 

 

 
                            

Total Investments
(cost $12,682,398,287)

    98.9   $ 15,034,403,687  
   

Other Assets and Liabilities

    1.1     163,776,980  
     

 

 

   

 

 

 
   

Total Net Assets

    100.0   $ 15,198,180,667  
     

 

 

   

 

 

 

 

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, 2021, the aggregate value of these securities was $1,557,579,532, representing 10.2% of net assets.

 

(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, 2021, the aggregate fair value of this security was $33,489, 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 valued using significant unobservable inputs.

 

(4) 

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

(5)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(6) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. Base lending rates may be subject to a floor or cap.

 

(7) 

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, 2021, the aggregate value of these securities was $329,207,401, representing 2.2% of net assets.

 

(8) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(9) 

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(10) 

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(11) 

Security is a zero-coupon bond.

 

(12) 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(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, 2021.

 

(14) 

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(15) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $7,394,922.

 

(16)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2021, the market value of securities pledged was $8,970,711.

 

(17) 

All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of April 30, 2021, the market value of securities pledged was $287,216.

 

(18)

Current yield as of period end.

 

(19) 

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

 

 

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

 

 

  36  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

U.S. Treasury 2-Year Note Future

     1,584        06/30/2021      $     349,680,374      $ (196,010

U.S. Treasury 5-Year Note Future

     3,632        06/30/2021        450,141,000        (2,527,881

U.S. Treasury Long Bond Future

     1,157        06/21/2021        181,938,250        (1,437,069

U.S. Treasury Ultra Bond Future

     346        06/21/2021        64,323,563        87,429  
           

 

 

 

Total

            $ (4,073,531
           

 

 

 
Short position contracts:  

Euro-BOBL Future

     17        06/08/2021      $ 2,290,410      $ 3,456  

Euro-BUND Future

     323        06/08/2021        54,910,000        421,325  

Euro-BUXL 30-Year Bond Future

     50        06/08/2021        10,095,000        296,703  

U.S. Treasury 10-Year Note Future

     3,810        06/21/2021        503,039,063        4,661,973  

U.S. Treasury 10-Year Ultra Future

     297        06/21/2021        43,227,422        482,052  
           

 

 

 

Total

            $     5,865,509  
           

 

 

 

Total futures contracts

            $ 1,791,978  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2021  

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        430,000        5.00%        06/20/2025        Quarterly      $ 29,979      $      $ 53,894     $ 23,915  
                    

 

 

    

 

 

    

 

 

   

 

 

 
Credit default swaps on single-name issues:  
Buy protection:  

Deutsche Bank AG

   MSC      EUR        5,400,000        (1.00%)        06/20/2024        Quarterly      $ 159,470      $      $ (100,212   $ (259,682

Deutsche Bank AG

   CBK      EUR        9,000,000        (1.00%)        06/20/2024        Quarterly        271,546               (167,021     (438,567

Deutsche Bank AG

   HSBC      EUR        5,600,000        (1.00%)        06/20/2024        Quarterly        544,940               (11,595     (556,535
                    

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $ 975,956      $      $ (278,828   $ (1,254,784
                    

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC credit default swap contracts

 

      $     1,005,935      $     —      $     (224,934   $     (1,230,869
                    

 

 

    

 

 

    

 

 

   

 

 

 

 

(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, 2021  

Reference Entity

   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
(Received)
     Value     Unrealized
Appreciation/
(Depreciation)
 
Credit default swaps on indices:                                                     
Buy protection:                                                     

CDX.EM.35.V1 1

     USD        20,300,000       (1.00 %)      06/20/2026        Quarterly      $ 803,594      $ 639,185     $ (164,409
               

 

 

    

 

 

   

 

 

 
Credit default swaps on indices:                                                     
Sell protection:                                                     

CDX.NA.HY.33.V12

     USD        65,116,850       5.00     12/20/2024        Quarterly      $     1,359,536      $ 6,894,352     $ 5,534,816  

CDX.NA.HY.35.V1

     USD        445,000       5.00     12/20/2025        Quarterly        34,179        46,528       12,349  

CDX.NA.IG.35.V1

     USD        117,725,000       1.00     12/20/2025        Quarterly        2,616,186        3,065,302       449,116  
               

 

 

    

 

 

   

 

 

 

Total

                $ 4,009,901      $     10,006,182     $     5,996,281  
               

 

 

    

 

 

   

 

 

 
Credit default swaps on single-name issues:                                                     
Buy protection:                                                     

United Mexican States

     USD        12,955,000       (1.00 %)      06/20/2026        Quarterly      $ 115,399      $ (84,858   $ (200,257
               

 

 

    

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

                $ 4,928,894      $ 10,560,509     $ 5,631,615  
               

 

 

    

 

 

   

 

 

 

 

(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.

 

 

  37  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  2,685,000      AUD      2,076,284      USD    SSG      06/16/2021     $     $ (7,441
  8,788,000      BRL      1,548,245      USD    MSC      06/02/2021       64,609        
  8,823,000      BRL      1,562,416      USD    GSC      06/02/2021       56,862        
  7,520,000      BRL      1,328,857      USD    JPM      06/02/2021       51,282        
  2,560,000      CAD      2,052,738      USD    JPM      06/16/2021       30,220        
  952,500,000      CLP      1,339,474      USD    BOA      06/16/2021       323        
  4,891,200,000      COP      1,339,321      USD    BNP      06/16/2021             (39,208
  5,293,229,000      COP      1,485,819      USD    JPM      06/16/2021             (78,844
  31,640,000      CZK      1,434,144      USD    BNP      06/16/2021       36,802        
  29,240,000      CZK      1,338,981      USD    BCLY      06/16/2021       20,389        
  14,900,000      EGP      906,326      USD    GSC      05/10/2021       43,087        
  14,900,000      EGP      941,548      USD    GSC      06/16/2021       117        
  2,388,000      EUR      2,854,393      USD    GSC      06/16/2021       19,379        
  394,000      EUR      466,851      USD    BOA      06/16/2021       7,298        
  482,000      EUR      576,161      USD    CBK      06/16/2021       3,888        
  372,000      EUR      446,231      USD    BCLY      06/16/2021       1,442        
  4,000      EUR      4,764      USD    SSG      06/16/2021       50        
  2,000      EUR      2,385      USD    UBS      06/16/2021       22        
  436,000,000      HUF      1,413,245      USD    BNP      06/16/2021       41,887        
  405,700,000      HUF      1,349,387      USD    MSC      06/16/2021       4,620        
  19,577,000,000      IDR      1,329,508      USD    JPM      06/16/2021       19,802        
  107,000,000      INR      1,444,696      USD    CBK      06/16/2021             (10,851
  3,141,810,000      KRW      2,784,283      USD    BNP      06/16/2021       40,264        
  2,875,000      NZD      2,066,435      USD    JPM      06/16/2021             (9,453
  5,390,000      PEN      1,461,061      USD    GSC      06/16/2021             (36,135
  4,845,000      PEN      1,335,079      USD    CBK      06/16/2021             (54,232
  71,820,000      PHP      1,465,415      USD    GSC      06/16/2021       25,216        
  103,280,000      RUB      1,324,952      USD    JPM      06/16/2021       39,576        
  109,432,000      RUB      1,463,934      USD    GSC      06/16/2021             (18,126
  1,950,000      SGD      1,449,056      USD    BNP      06/16/2021       16,041        
  1,805,000      SGD      1,346,030      USD    JPM      06/16/2021       10,123        
  44,520,000      THB      1,444,798      USD    JPM      06/16/2021             (15,419
  10,700,000      TRY      1,342,787      USD    GSC      06/16/2021             (81,340
  2,068,376      USD      2,685,000      AUD    TDB      06/16/2021             (467
  1,135,217      USD      6,185,000      BRL    GSC      06/02/2021       89        
  2,046,610      USD      11,426,000      BRL    CBK      06/02/2021             (50,393
  2,027,129      USD      2,560,000      CAD    MSC      06/16/2021             (55,829
  1,473,517      USD      5,293,229,000      COP    BNP      06/16/2021       66,542        
  1,439,752      USD      31,640,000      CZK    GSC      06/16/2021             (31,194
  949,649      USD      14,900,000      EGP    GSC      05/10/2021       236        
  15,626,689      USD      12,914,000      EUR    BNP      05/28/2021       92,050        
  12,095      USD      10,000      EUR    UBS      06/16/2021       60        
  3,627      USD      3,000      EUR    BOA      06/16/2021       16        
  234,603      USD      198,000      EUR    CIBC      06/16/2021             (3,675
  795,543      USD      667,000      EUR    CBK      06/16/2021             (7,140
  848,200      USD      721,000      EUR    GSC      06/16/2021             (19,467
  2,857,160      USD      2,394,000      EUR    RBC      06/16/2021             (23,833
  6,791,585      USD      5,701,000      EUR    BCLY      06/16/2021       1       (69,127
  87,204,130      USD      73,116,000      EUR    MSC      06/16/2021       23       (785,309
  22,202      USD      16,000      GBP    BCLY      05/28/2021       104        
  1,412,123      USD      436,000,000      HUF    GSC      06/16/2021             (43,009
  1,455,228      USD      107,000,000      INR    BNP      06/16/2021       21,383        
  1,443,790      USD      1,636,680,000      KRW    GSC      06/16/2021             (27,617
  534,489      USD      11,334,000      MXN    CBK      06/16/2021             (22,058
  1,625,958      USD      33,950,000      MXN    UBS      06/16/2021             (41,129
  2,069,664      USD      2,875,000      NZD    MSC      06/16/2021       12,682        
  781,623      USD      2,911,000      PEN    DEUT      06/16/2021       12,058        
  665,468      USD      2,479,000      PEN    CBK      06/16/2021       10,108        
  1,465,714      USD      71,820,000      PHP    JPM      06/16/2021             (24,917
  1,479,811      USD      109,432,000      RUB    GSC      06/16/2021       34,003        
  1,448,683      USD      1,950,000      SGD    JPM      06/16/2021             (16,414
  1,444,610      USD      44,520,000      THB    JPM      06/16/2021       15,232        
  1,359,853      USD      10,700,000      TRY    GSC      06/16/2021       98,406        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     896,292     $     (1,572,627
 

 

 

   

 

 

 

 

 

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, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 735,105,146     $ 735,105,146     $     $  

Capital Goods

     988,665,573       988,665,573              

Commercial & Professional Services

     40,909,209       40,909,209              

Consumer Durables & Apparel

     29,813,516       29,813,516              

Consumer Services

     80,502,502       79,998,777       503,725        

Diversified Financials

     373,448,134       373,448,134              

Energy

     361,551,082       361,517,593             33,489  

Food, Beverage & Tobacco

     645,575,816       645,575,816              

Health Care Equipment & Services

     375,160,794       375,160,794              

Household & Personal Products

     294,557,946       294,557,946              

Insurance

     504,033,864       504,033,864              

Materials

     127,254,566       127,254,566              

Media & Entertainment

     226,494,389       226,494,389              

Pharmaceuticals, Biotechnology & Life Sciences

     707,661,856       649,358,616       58,303,240        

Real Estate

     264,160,741       264,160,741              

Retailing

     227,561,048       227,561,048              

Semiconductors & Semiconductor Equipment

     92,297,585       92,297,585              

Software & Services

     88,937,867       88,937,867              

Technology Hardware & Equipment

     353,133,347       353,133,347              

Telecommunication Services

     87,893,158       87,893,158              

Transportation

     148,402,315       148,402,315              

Utilities

     585,147,915       585,147,915              

Preferred Stocks

     43,126,980       43,126,980              

Corporate Bonds

     6,319,509,002             6,319,509,002        

Foreign Government Obligations

     585,370,834             585,370,834        

Municipal Bonds

     26,586,291             26,586,291        

Senior Floating Rate Interests

     15,028,997             15,028,997        

U.S. Government Securities

     77,457,664             77,457,664        

Convertible Bonds

     19,744,395             19,744,395        

Escrows

     3,094,813             3,094,813        

Short-Term Investments

     606,216,342       105,945,398       500,270,944        

Foreign Currency Contracts(2)

     896,292             896,292        

Futures Contracts(2)

     5,952,938       5,952,938              

Swaps - Credit Default(2)

     6,020,196             6,020,196        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 15,047,273,113     $ 7,434,453,231     $ 7,612,786,393     $ 33,489  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,572,627   $     $ (1,572,627   $  

Futures Contracts(2)

     (4,160,960     (4,160,960            

Swaps - Credit Default(2)

     (1,619,450           (1,619,450      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (7,353,037   $ (4,160,960   $ (3,192,077   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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, 2021 is not presented.

 

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

 

 

  39  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 35.4%  
          Banks - 1.2%  
    8,562    

Bank of Nova Scotia

  $ 545,314  
    4,027    

PNC Financial Services Group, Inc.

    752,848  
     

 

 

 
        1,298,162  
     

 

 

 
          Capital Goods - 2.9%  
    311    

AGCO Corp.

    45,381  
    12,583    

Assa Abloy AB Class B

    358,736  
    44,524    

BAE Systems plc

    311,010  
    362    

Deere & Co.

    134,248  
    4,195    

Fortive Corp.

    297,090  
    4,351    

Kubota Corp.

    102,361  
    1,226    

Lockheed Martin Corp.

    466,566  
    2,372    

Otis Worldwide Corp.

    184,708  
    6,502    

Raytheon Technologies Corp.

    541,226  
    6,200    

Vinci S.A.

    680,324  
     

 

 

 
        3,121,650  
     

 

 

 
          Commercial & Professional Services - 0.3%  
    7,012    

Experian plc

    270,323  
     

 

 

 
          Consumer Durables & Apparel - 0.6%  
    20,696    

Glenveagh Properties plc*(1)

    22,692  
    949    

Kaufman & Broad S.A.

    43,145  
    4,095    

NIKE, Inc. Class B

    543,079  
    757    

Open House Co., Ltd.

    31,435  
    11,366    

Taylor Wimpey plc

    28,196  
     

 

 

 
        668,547  
     

 

 

 
          Consumer Services - 1.5%  
    334    

Caesars Entertainment, Inc.*

    32,679  
    29,270    

Compass Group plc*

    636,747  
    267    

Hyatt Hotels Corp. Class A*

    21,982  
    3,473    

McDonald’s Corp.

    819,906  
    4,504    

Melia Hotels International S.A.*

    36,790  
    4,501    

Playa Hotels & Resorts N.V.*

    33,127  
     

 

 

 
        1,581,231  
     

 

 

 
          Diversified Financials - 0.0%  
    1,045    

Brookfield Asset Management, Inc. Class A

    47,631  
     

 

 

 
          Energy - 1.7%  
    44,900    

Ascent Resources - Marcellus LLC Class A*(8)(9)

    28,511  
    26,998    

BP plc

    113,023  
    2,433    

ConocoPhillips

    124,424  
    2,001    

Enbridge, Inc.

    77,181  
    829    

EOG Resources, Inc.

    61,048  
    3,683    

Equinor ASA

    74,370  
    287    

Exxon Mobil Corp.

    16,428  
    2,468    

Galp Energia SGPS S.A.

    28,419  
    859    

Hess Corp.

    64,004  
    980    

LUKOIL PJSC ADR

    75,007  
    2,142    

Marathon Petroleum Corp.

    119,202  
    7,950    

Petroleo Brasileiro S.A.

    33,808  
    683    

Pioneer Natural Resources Co.

    105,066  
    7,821    

Royal Dutch Shell plc Class A

    147,162  
    739    

Royal Dutch Shell plc Class B

    13,223  
    1,073    

TC Energy Corp.

    53,085  
    3,807    

Tenaris S.A.

    40,872  
    13,903    

Total SE

    614,481  
    1,783    

Williams Cos., Inc.

    43,434  
     

 

 

 
        1,832,748  
     

 

 

 
          Food, Beverage & Tobacco - 3.4%  
    1,856    

Archer-Daniels-Midland Co.

    117,169  
    22,803    

Astra Agro Lestari Tbk PT

    14,701  
    257    

Beyond Meat, Inc.*(10)

    33,842  
    590    

Bunge Ltd.

    49,808  
    422    

Cal-Maine Foods, Inc.

    15,766  
    8,751    

Coca-Cola Co.

    472,379  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 35.4% - (continued)  
          Food, Beverage & Tobacco - 3.4% - (continued)  
    668    

Darling Ingredients, Inc.*

  $ 46,393  
    16,275    

Diageo plc

    730,607  
    1,343    

Glanbia plc

    19,757  
    103,384    

Golden Agri-Resources Ltd.

    19,391  
    5,889    

Heineken N.V.

    683,121  
    293    

Ingredion, Inc.

    27,369  
    28,136    

IOI Corp. Bhd

    28,092  
    4,599    

Kuala Lumpur Kepong Bhd

    24,699  
    584    

Lamb Weston Holdings, Inc.

    47,012  
    4,269    

Nestle S.A.

    509,423  
    409    

NH Foods Ltd.

    18,268  
    3,169    

PepsiCo., Inc.

    456,843  
    1,080    

Pilgrim’s Pride Corp.*

    25,877  
    515    

Prima Meat Packers Ltd.

    16,270  
    101    

Sanderson Farms, Inc.

    16,617  
    2,104    

Tate & Lyle plc

    23,276  
    1,112    

Tiger Brands Ltd.

    14,952  
    1,023    

Tyson Foods, Inc. Class A

    79,231  
    21,060    

Wilmar International Ltd.

    82,421  
     

 

 

 
        3,573,284  
     

 

 

 
          Health Care Equipment & Services - 2.7%  
    6,456    

Baxter International, Inc.

    553,215  
    3,390    

Brookdale Senior Living, Inc.*

    22,171  
    3,936    

Extendicare, Inc.

    25,009  
    11,466    

Koninklijke Philips N.V.*

    648,323  
    5,502    

Medtronic plc

    720,322  
    2,337    

UnitedHealth Group, Inc.

    931,995  
     

 

 

 
        2,901,035  
     

 

 

 
          Household & Personal Products - 1.8%  
    7,328    

Colgate-Palmolive Co.

    591,369  
    4,766    

Procter & Gamble Co.

    635,880  
    7,148    

Reckitt Benckiser Group plc

    636,441  
     

 

 

 
        1,863,690  
     

 

 

 
          Insurance - 2.0%  
    53,669    

AIA Group Ltd.

    681,198  
    16,509    

AXA S.A.(10)

    466,297  
    3,543    

Chubb Ltd.

    607,943  
    2,600    

Marsh & McLennan Cos., Inc.

    352,820  
     

 

 

 
        2,108,258  
     

 

 

 
          Materials - 6.5%  
    7,301    

Anglo American plc

    309,566  
    15,032    

B2Gold Corp.

    72,399  
    10,511    

Barrick Gold Corp.

    223,359  
    32,273    

BHP Group plc

    971,894  
    47,817    

Centamin plc

    70,905  
    9,282    

Centerra Gold, Inc.

    85,635  
    911    

CF Industries Holdings, Inc.

    44,302  
    15,966    

Cia Siderurgica Nacional S.A.

    144,580  
    2,644    

Corteva, Inc.

    128,922  
    8,225    

Dundee Precious Metals, Inc.

    59,221  
    8,248    

Endeavour Mining Corp.

    171,717  
    53,693    

Eregli Demir ve Celik Fabrikalari T.A.S.

    123,487  
    17,364    

Evolution Mining Ltd.

    61,483  
    12,932    

Evraz plc

    114,685  
    531    

FMC Corp.

    62,785  
    14,359    

Fortescue Metals Group Ltd.

    248,430  
    635    

Franco-Nevada Corp.

    88,460  
    29,503    

Grupo Mexico S.A.B. de C.V. Class B

    133,817  
    12,657    

Harmony Gold Mining Co., Ltd.

    57,044  
    16,173    

Hochschild Mining plc

    41,485  
    13,011    

IAMGOLD Corp.*

    40,648  
    5,534    

Israel Chemicals Ltd.

    35,410  
    2,519    

KGHM Polska Miedz S.A.*

    128,920  
 

 

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

 

 

  40  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 35.4% - (continued)  
          Materials - 6.5% - (continued)  
    11,656    

Kinross Gold Corp.

  $ 82,028  
    1,960    

Kirkland Lake Gold Ltd.

    72,825  
    272    

Korea Zinc Co., Ltd.

    108,804  
    1,297    

Koza Altin Isletmeleri A.S.*

    17,615  
    2,343    

Kumba Iron Ore Ltd.

    106,178  
    2,342    

Linde plc

    669,437  
    5,541    

MMC Norilsk Nickel PJSC ADR

    187,898  
    1,567    

Mosaic Co.

    55,127  
    1,655    

Newmont Corp.

    103,289  
    3,223    

Novolipetsk Steel PJSC GDR

    113,225  
    2,007    

Nucor Corp.

    165,096  
    1,989    

Nutrien Ltd.

    109,794  
    1,686    

PhosAgro PJSC GDR

    30,972  
    576    

POSCO

    188,245  
    5,017    

Pretium Resources, Inc.*

    52,695  
    62,014    

Ramelius Resources Ltd.

    80,402  
    51,173    

Regis Resources Ltd.

    102,017  
    9,651    

Rio Tinto plc

    808,340  
    5,180    

Severstal PAO GDR

    121,914  
    54,812    

Silver Lake Resources Ltd.*

    72,945  
    5,808    

Torex Gold Resources, Inc.*

    70,311  
    34,106    

Vedanta Ltd.

    118,164  
    8,151    

Yamana Gold, Inc.

    37,335  
    1,111    

Yara International ASA

    57,952  
     

 

 

 
        6,951,762  
     

 

 

 
          Pharmaceuticals, Biotechnology & Life Sciences - 2.7%  
    6,848    

AstraZeneca plc ADR(10)

    363,424  
    269    

Genus plc

    18,892  
    4,649    

Johnson & Johnson

    756,532  
    4,530    

Merck & Co., Inc.

    337,485  
    6,256    

Novartis AG

    533,864  
    9,714    

Pfizer, Inc.

    375,446  
    1,492    

Roche Holding AG

    486,624  
     

 

 

 
        2,872,267  
     

 

 

 
          Real Estate - 2.6%  
    1,405    

American Homes 4 Rent Class A, REIT

    52,041  
    1,163    

American Tower Corp. REIT

    296,298  
    331    

Americold Realty Trust REIT

    13,369  
    4,969    

Brixmor Property Group, Inc. REIT

    111,007  
    504    

Camden Property Trust REIT

    60,722  
    837    

Catena AB

    40,557  
    569    

CBRE Group, Inc. Class A*

    48,479  
    37,585    

CIFI Holdings Group Co., Ltd.

    33,580  
    8,445    

CK Asset Holdings Ltd.

    52,871  
    24,500    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

    47,967  
    1,155    

Deutsche Wohnen SE

    62,484  
    1,607    

Douglas Emmett, Inc. REIT

    53,899  
    66    

Equinix, Inc. REIT

    47,570  
    330    

Extra Space Storage, Inc. REIT

    49,068  
    643    

Fastighets AB Balder Class B*

    37,048  
    5    

Frontier Real Estate Investment Corp. REIT

    21,846  
    3,415    

Goodman Group REIT

    49,799  
    2,334    

Healthpeak Properties, Inc. REIT

    80,150  
    4    

Hoshino Resorts REIT, Inc. REIT

    23,478  
    2,463    

Independence Realty Trust, Inc. REIT

    41,477  
    1,425    

Kojamo Oyj

    30,860  
    6,289    

Link REIT

    59,325  
    16,175    

Mirvac Group REIT

    33,515  
    3,330    

Mitsui Fudosan Co., Ltd. REIT

    72,392  
    6,400    

New World Development Co., Ltd.

    33,867  
    453    

Pebblebrook Hotel Trust REIT

    10,818  
    780    

PotlatchDeltic Corp. REIT

    46,301  
    1,090    

Prologis, Inc. REIT

    127,018  
    2,213    

Public Storage REIT

    622,207  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 35.4% - (continued)  
          Real Estate - 2.6% - (continued)  
    1,028    

Rexford Industrial Realty, Inc. REIT

  $ 57,105  
    230    

Ryman Hospitality Properties, Inc. REIT

    18,089  
    241    

Simon Property Group, Inc. REIT

    29,339  
    10,402    

Sino Land Co., Ltd.

    15,448  
    683    

SL Green Realty Corp. REIT

    50,549  
    428    

Sun Communities, Inc. REIT

    71,403  
    3,040    

Tokyo Tatemono Co., Ltd.

    45,008  
    901    

UDR, Inc. REIT

    41,851  
    3,129    

UNITE Group plc

    50,343  
    2,153    

VICI Properties, Inc. REIT

    68,250  
    304    

Welltower, Inc. REIT

    22,809  
    2,688    

Workspace Group plc REIT

    30,441  
     

 

 

 
        2,760,648  
     

 

 

 
          Retailing - 0.4%  
    5,533    

TJX Cos., Inc.

    392,843  
    427    

Tractor Supply Co.

    80,532  
     

 

 

 
        473,375  
     

 

 

 
          Software & Services - 2.6%  
    2,062    

Accenture plc Class A

    597,918  
    2,013    

Automatic Data Processing, Inc.

    376,411  
    3,548    

Capgemini SE

    650,160  
    3,008    

Microsoft Corp.

    758,557  
    1,616    

Visa, Inc. Class A

    377,433  
     

 

 

 
        2,760,479  
     

 

 

 
          Telecommunication Services - 0.6%  
    1,784    

Cellnex Telecom S.A.(1)

    100,910  
    17,357    

KDDI Corp.

    524,693  
     

 

 

 
        625,603  
     

 

 

 
          Transportation - 1.1%  
    6,250    

Canadian National Railway Co.

    672,874  
    2,675    

United Parcel Service, Inc. Class B

    545,325  
     

 

 

 
        1,218,199  
     

 

 

 
          Utilities - 0.8%  
    137    

American Electric Power Co., Inc.

    12,153  
    127    

Avangrid, Inc.

    6,464  
    285    

CenterPoint Energy, Inc.

    6,980  
    400    

China Gas Holdings Ltd.

    1,442  
    236    

China Yangtze Power Co., Ltd. GDR*(1)

    7,788  
    209    

Duke Energy Corp.

    21,044  
    205    

Edison International

    12,187  
    1,848    

Enel S.p.A.

    18,349  
    922    

Engie S.A.*

    13,734  
    300    

ENN Energy Holdings Ltd.

    5,119  
    326    

Exelon Corp.

    14,651  
    404    

FirstEnergy Corp.

    15,320  
    1,320    

Iberdrola S.A.

    17,838  
    46,800    

National Grid plc

    589,939  
    240    

NextEra Energy, Inc.

    18,602  
    92    

Pinnacle West Capital Corp.

    7,788  
    3,319    

Power Grid Corp. of India Ltd.

    9,848  
    216    

RWE AG

    8,202  
    84    

Sempra Energy

    11,556  
    243    

Southern Co.

    16,079  
    94    

UGI Corp.

    4,109  
     

 

 

 
        819,192  
     

 

 

 
   

Total Common Stocks
(cost $28,367,365)

  $ 37,748,084  
     

 

 

 
 

 

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

 

 

  41  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 11.7%  
          Asset-Backed - Finance & Insurance - 1.0%  
$     250,000    

Bain Capital Credit CLO Ltd. 2.77%, 10/23/2032, 3 mo. USD LIBOR + 2.600%(1)(2)

  $ 250,244  
    250,000    

Carlyle Global Market Strategies CLO Ltd.
1.99%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(2)

    247,306  
    250,000    

CIFC Funding Ltd. 2.64%, 04/23/2029, 3 mo. USD LIBOR + 2.450%(1)(2)

    250,220  
    280,000    

Madison Park Funding Ltd. 2.68%, 04/15/2029, 3 mo. USD LIBOR + 2.500%(1)(2)

    275,998  
     

 

 

 
        1,023,768  
     

 

 

 
          Asset-Backed - Home Equity - 0.3%  
   

FirstKey Homes Trust

 

    120,000    

1.67%, 10/19/2037(1)

    118,736  
    210,000    

3.02%, 10/19/2037(1)

    214,324  
     

 

 

 
        333,060  
     

 

 

 
          Commercial Mortgage-Backed Securities - 3.4%  
    165,000    

BAMLL Commercial Mortgage Securities Trust
2.87%, 11/15/2030, 1 mo. USD LIBOR + 2.750%(1)(2)

    166,444  
   

Benchmark Mortgage Trust

 

    941,021    

0.67%, 07/15/2051(3)(4)

    25,084  
    3,183,525    

1.39%, 03/15/2062(3)(4)

    244,462  
    99,930    

1.92%, 07/15/2053(3)(4)

    11,387  
    90,000    

3.21%, 09/15/2053

    89,892  
    40,000    

BFLD Trust 2.17%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(2)

    40,501  
   

BX Commercial Mortgage Trust

 

    169,292    

1.57%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(2)

    169,292  
    98,241    

1.67%, 11/15/2032, 1 mo. USD LIBOR + 1.550%(1)(2)

    98,549  
    141,077    

2.12%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(2)

    141,076  
    2,922,084    

CD Mortgage Trust 1.16%, 02/10/2050(3)(4)

    133,743  
    89,976    

Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(5)

    90,397  
    100,000    

Commercial Mortgage Trust 1.02%, 10/15/2034, 1 mo. USD LIBOR + 0.900%(1)(2)

    100,031  
    200,000    

CSMC Trust 3.78%, 11/13/2039(1)(3)

    162,700  
    1,587,822    

DBGS Mortgage Trust 0.33%, 10/15/2051(3)(4)

    21,450  
   

DBJPM Mortgage Trust

 
    1,756,832    

1.61%, 08/10/2049(3)(4)

    109,892  
    1,851,283    

1.83%, 09/15/2053(3)(4)

    191,699  
    210,000    

Hudson Yards Mortgage Trust
3.56%, 07/10/2039(1)(3)

    216,607  
    15,000    

JP Morgan Chase Commercial Mortgage Securities Trust 2.81%, 01/16/2037(1)

    15,474  
    2,943,235    

JPMDB Commercial Mortgage Securities Trust
0.80%, 06/15/2051(3)(4)

    93,775  
   

Morgan Stanley Capital Trust

 
    984,302    

0.99%, 07/15/2051(3)(4)

    44,864  
    304,497    

1.57%, 06/15/2050(3)(4)

    17,237  
    136,000    

1.52%, 11/15/2034, 1 mo. USD LIBOR + 1.400%(1)(2)

    136,043  
    255,000    

One Market Plaza Trust 4.15%, 02/10/2032(1)

    261,317  
    60,000    

SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)

    62,085  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.28%, 05/15/2048(3)

    15,334  
   

Wells Fargo N.A.

 
    944,729    

0.65%, 08/15/2061(3)(4)

    25,761  
    2,937,434    

1.05%, 05/15/2062(3)(4)

    180,789  
    2,743,966    

1.09%, 08/15/2061(3)(4)

    181,453  
    2,670,238    

1.35%, 03/15/2063(3)(4)

    233,010  
    1,746,599    

1.90%, 03/15/2063(3)(4)

    241,071  
    65,000    

2.34%, 03/15/2063

    63,279  
     

 

 

 
        3,584,698  
     

 

 

 
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 11.7% - (continued)  
          Other Asset-Backed Securities - 5.1%  
   

AMMC CLO Ltd.

 

$     250,000    

1.79%, 05/26/2031, 3 mo. USD LIBOR + 1.600%(1)(2)

  $ 249,066  
    250,000    

1.98%, 10/16/2028, 3 mo. USD LIBOR + 1.800%(1)(2)

    250,130  
    250,000    

Bain Capital Credit CLO Ltd. 2.18%, 01/15/2029, 3 mo. USD LIBOR + 2.000%(1)(2)

    249,232  
    250,000    

Carlyle U.S. CLO Ltd. 3.20%, 04/20/2034, 3 mo. USD LIBOR + 2.950%(1)(2)

    249,974  
   

Domino’s Pizza Master Issuer LLC

 

    85,000    

2.66%, 04/25/2051(1)

    88,124  
    146,250    

4.12%, 07/25/2048(1)

    153,267  
    250,000    

Dryden 80 CLO Ltd. 2.09%, 01/17/2033, 3 mo. USD LIBOR + 1.900%(1)(2)

    250,361  
    250,000    

LCM XXIII Ltd. 3.49%, 10/20/2029, 3 mo. USD LIBOR + 3.300%(1)(2)

    244,298  
   

Madison Park Funding Ltd.

 

    250,000    

1.87%, 01/23/2031, 3 mo. USD LIBOR + 1.700%(1)(2)

    250,063  
    250,000    

1.88%, 10/22/2030, 3 mo. USD LIBOR + 1.700%(1)(2)

    250,057  
    250,000    

2.03%, 01/15/2033, 3 mo. USD LIBOR + 1.850%(1)(2)

    250,307  
   

Mill City Mortgage Loan Trust

 

    36,568    

2.75%, 01/25/2061(1)(3)

    37,272  
    59,849    

3.50%, 08/25/2058(1)(3)

    62,549  
    250,000    

Niagara Park CLO Ltd. 1.99%, 07/17/2032, 3 mo. USD LIBOR + 1.800%(1)(2)

    250,428  
   

Octagon Investment Partners Ltd.

 

    250,000    

1.93%, 07/25/2030, 3 mo. USD LIBOR + 1.750%(1)(2)

    247,621  
    250,000    

2.24%, 07/20/2030, 3 mo. USD LIBOR + 2.050%(1)(2)

    249,740  
    275,000    

2.74%, 10/20/2031, 3 mo. USD LIBOR + 2.550%(1)(2)

    275,287  
    250,000    

4.19%, 10/20/2031, 3 mo. USD LIBOR + 4.000%(1)(2)

    250,143  
    250,000    

OHA Loan Funding Ltd. 2.09%, 11/15/2032, 3 mo. USD LIBOR + 1.900%(1)(2)

    250,191  
    250,000    

Race Point CLO Ltd. 2.23%, 02/20/2030, 3 mo. USD LIBOR + 2.050%(1)(2)

    245,012  
    250,000    

RR 7 Ltd. 2.18%, 01/15/2033, 3 mo. USD LIBOR + 2.000%(1)(2)

    250,433  
    250,000    

Shackleton CLO Ltd. 1.92%, 07/17/2028, 3 mo. USD LIBOR + 1.730%(1)(2)

    249,660  
   

Stack Infrastructure Issuer LLC

 

    100,000    

1.88%, 03/26/2046(1)

    99,905  
    30,000    

1.89%, 08/25/2045(1)

    29,941  
    250,000    

Stratus CLO Ltd. 3.83%, 10/15/2028, 3 mo. USD LIBOR + 3.650%(1)(2)

    250,464  
   

Towd Point Mortgage Trust

 

    28,610    

2.75%, 10/25/2056(1)(3)

    29,095  
    74,025    

2.90%, 10/25/2059(1)(3)

    77,515  
   

Vantage Data Centers Issuer LLC

 

    130,000    

1.65%, 09/15/2045(1)

    129,460  
    24,583    

3.19%, 07/15/2044(1)

    25,522  
     

 

 

 
        5,495,117  
     

 

 

 
          Whole Loan Collateral CMO - 1.9%  
    35,077    

Angel Oak Mortgage Trust 2.59%, 10/25/2049(1)(3)

    35,483  
    14,480    

Angel Oak Mortgage Trust LLC 3.65%, 09/25/2048(1)(3)

    14,601  
    54,045    

Arroyo Mortgage Trust 2.96%, 10/25/2048(1)(3)

    55,067  
    26,407    

Bunker Hill Loan Depositary Trust 2.88%, 07/25/2049(1)(5)

    27,003  
 

 

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

 

 

  42  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 11.7% - (continued)  
          Whole Loan Collateral CMO - 1.9% - (continued)  
   

Fannie Mae Connecticut Avenue Securities

 

$     82,767    

2.31%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(2)

  $ 83,836  
    116,684    

3.11%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(2)

    119,908  
    23,158    

5.11%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(2)

    23,759  
    32,263    

5.66%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)

    34,029  
    48,290    

GCAT LLC 2.99%, 02/25/2059(1)(5)

    48,505  
    74,290    

GCAT Trust 2.65%, 10/25/2068(1)(3)

    76,724  
   

GS Mortgage-Backed Securities Corp. Trust

 

    99,397    

2.80%, 06/25/2051(1)(3)

    89,185  
    456,494    

2.83%, 05/25/2051(1)(3)

    450,148  
    197,892    

3.40%, 03/27/2051(3)

    195,403  
    324,720    

JP Morgan Mortgage Trust 4.21%, 11/25/2050(1)(3)

    345,833  
    70,534    

Mill City Mortgage Loan Trust 3.25%, 10/25/2069(1)(3)

    74,639  
   

New Residential Mortgage Loan Trust

 

    50,467    

3.25%, 09/25/2056(1)(3)

    53,292  
    55,887    

3.50%, 12/25/2057(1)(3)

    58,519  
    42,315    

3.75%, 11/25/2056(1)(3)

    45,047  
   

Seasoned Credit Risk Transfer Trust

 

    27,148    

2.50%, 08/25/2059

    28,279  
    9,369    

3.50%, 10/25/2058

    10,317  
    49,154    

Verus Securitization Trust 3.14%, 11/25/2059(1)(3)

    50,297  
    116,991    

Wells Fargo Mortgage Backed Securities Trust
3.00%, 07/25/2050(1)(3)

    118,878  
     

 

 

 
        2,038,752  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $12,366,795)

  $ 12,475,395  
     

 

 

 
CORPORATE BONDS - 19.5%  
          Advertising - 0.1%  
$     125,000    

Lamar Media Corp. 4.88%, 01/15/2029

  $ 131,563  
     

 

 

 
          Aerospace/Defense - 0.6%  
   

Boeing Co.

 

    10,000    

3.25%, 02/01/2035

    9,849  
    160,000    

5.04%, 05/01/2027

    183,679  
    130,000    

Moog, Inc. 4.25%, 12/15/2027(1)

    133,575  
    100,000    

Northrop Grumman Corp. 4.75%, 06/01/2043

    123,561  
    75,000    

Raytheon Technologies Corp. 5.70%, 04/15/2040

    100,596  
    20,000    

TransDigm, Inc. 6.25%, 03/15/2026(1)

    21,175  
    25,000    

United Technologies Corp. 4.45%, 11/16/2038

    29,399  
     

 

 

 
        601,834  
     

 

 

 
          Agriculture - 0.3%  
   

Altria Group, Inc.

 

    10,000    

3.40%, 05/06/2030

    10,408  
    35,000    

3.88%, 09/16/2046

    33,128  
    90,000    

4.80%, 02/14/2029

    102,330  
    130,000    

BAT Capital Corp. 4.91%, 04/02/2030

    146,531  
     

 

 

 
        292,397  
     

 

 

 
          Apparel - 0.3%  
    125,000    

Hanesbrands, Inc. 4.63%, 05/15/2024(1)

    131,597  
    125,000    

William Carter Co. 5.50%, 05/15/2025(1)

    132,104  
     

 

 

 
        263,701  
     

 

 

 
          Auto Manufacturers - 0.2%  
   

General Motors Co.

 

    5,000    

6.13%, 10/01/2025

    5,932  
    120,000    

6.75%, 04/01/2046

    165,153  
     

 

 

 
        171,085  
     

 

 

 
          Auto Parts & Equipment - 0.4%  
    115,000    

Adient U.S. LLC 9.00%, 04/15/2025(1)

    127,449  
    125,000    

Clarios Global L.P. / Clarios U.S. Finance Co.
6.25%, 05/15/2026(1)

    132,586  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.5% - (continued)  
          Auto Parts & Equipment - 0.4% - (continued)  
$     125,000    

Dana, Inc. 5.63%, 06/15/2028

  $ 134,687  
     

 

 

 
        394,722  
     

 

 

 
          Beverages - 0.4%  
    93,000    

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

    96,905  
    155,000    

Coca-Cola Femsa S.A.B. de C.V. 1.85%, 09/01/2032

    143,941  
   

Constellation Brands, Inc.

 

    100,000    

2.88%, 05/01/2030

    103,338  
    30,000    

3.60%, 02/15/2028

    32,781  
     

 

 

 
        376,965  
     

 

 

 
          Biotechnology - 0.1%  
   

Amgen, Inc.

 

    51,000    

2.77%, 09/01/2053(1)

    44,493  
    38,000    

5.15%, 11/15/2041

    48,578  
    5,000    

Royalty Pharma plc 1.75%, 09/02/2027(1)

    4,923  
     

 

 

 
        97,994  
     

 

 

 
          Chemicals - 1.2%  
    5,000    

Dow Chemical Co. 4.80%, 05/15/2049

    6,123  
    115,000    

DuPont de Nemours, Inc. 5.32%, 11/15/2038

    145,593  
    145,000    

Huntsman International LLC 4.50%, 05/01/2029

    162,603  
    130,000    

NOVA Chemicals Corp. 5.25%, 08/01/2023(1)

    131,300  
   

Nutrien Ltd.

 

    135,000    

2.95%, 05/13/2030

    140,942  
    10,000    

3.95%, 05/13/2050

    11,078  
    105,000    

Rohm and Haas Co. 7.85%, 07/15/2029

    141,890  
   

Sherwin-Williams Co.

 

    10,000    

3.30%, 05/15/2050

    9,999  
    85,000    

4.50%, 06/01/2047

    101,165  
    125,000    

Tronox, Inc. 6.50%, 05/01/2025(1)

    133,515  
    145,000    

Westlake Chemical Corp. 3.60%, 08/15/2026

    157,630  
    145,000    

Yara International ASA 3.15%, 06/04/2030(1)

    151,467  
     

 

 

 
        1,293,305  
     

 

 

 
          Commercial Banks - 0.6%  
    250,000    

Bank of America Corp. 6.11%, 01/29/2037

    335,485  
    60,000    

Citigroup, Inc. 3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6)

    66,886  
   

Wells Fargo & Co.

 

    20,000    

4.75%, 12/07/2046

    23,833  
    180,000    

4.90%, 11/17/2045

    218,000  
     

 

 

 
        644,204  
     

 

 

 
          Commercial Services - 0.3%  
    5,000    

Equifax, Inc. 3.10%, 05/15/2030

    5,250  
    10,000    

ERAC USA Finance LLC 7.00%, 10/15/2037(1)

    14,620  
    15,000    

Gartner, Inc. 3.75%, 10/01/2030(1)

    15,075  
   

Global Payments, Inc.

 

    15,000    

2.90%, 05/15/2030

    15,378  
    10,000    

3.20%, 08/15/2029

    10,538  
    125,000    

Service Corp. International 4.63%, 12/15/2027

    132,812  
    120,000    

United Rentals North America, Inc. 5.25%, 01/15/2030

    131,250  
     

 

 

 
        324,923  
     

 

 

 
          Construction Materials - 0.5%  
    55,000    

Boise Cascade Co. 4.88%, 07/01/2030(1)

    58,300  
    107,000    

Builders FirstSource, Inc. 6.75%, 06/01/2027(1)

    115,068  
   

Carrier Global Corp.

 

    10,000    

2.70%, 02/15/2031

    10,101  
    100,000    

2.72%, 02/15/2030

    101,760  
    130,000    

Jeld-Wen, Inc. 4.88%, 12/15/2027(1)

    135,525  
    125,000    

Standard Industries, Inc. 4.75%, 01/15/2028(1)

    128,906  
     

 

 

 
        549,660  
     

 

 

 
 

 

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

 

 

  43  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.5% - (continued)  
          Distribution/Wholesale - 0.1%  
$     125,000    

American Builders & Contractors Supply Co., Inc.
4.00%, 01/15/2028(1)

  $ 127,188  
     

 

 

 
          Diversified Financial Services - 0.1%  
    100,000    

Brookfield Finance LLC 3.45%, 04/15/2050

    97,829  
    40,000    

Genworth Mortgage Holdings, Inc. 6.50%, 08/15/2025(1)

    43,436  
     

 

 

 
        141,265  
     

 

 

 
          Electric - 1.0%      
    135,000    

Ameren Corp. 3.50%, 01/15/2031

    145,687  
    130,000    

CenterPoint Energy, Inc. 4.25%, 11/01/2028

    146,953  
    120,000    

Clearway Energy Operating LLC 4.75%, 03/15/2028(1)

    125,657  
    10,000    

Cleco Corporate Holdings LLC 3.74%, 05/01/2026

    10,979  
    85,000    

Emera U.S. Finance L.P. 4.75%, 06/15/2046

    97,064  
    115,000    

Exelon Corp. 5.10%, 06/15/2045

    144,774  
    5,000    

FirstEnergy Corp. 1.60%, 01/15/2026

    4,863  
    5,000    

FirstEnergy Corp. 2.25%, 09/01/2030

    4,713  
    20,000    

ITC Holdings Corp. 2.95%, 05/14/2030(1)

    20,683  
    120,000    

NextEra Energy Operating Partners L.P. 4.50%, 09/15/2027(1)

    129,542  
    30,000    

Oglethorpe Power Corp. 5.05%, 10/01/2048

    36,249  
   

Puget Energy, Inc.

 
    40,000    

3.65%, 05/15/2025

    43,141  
    15,000    

4.10%, 06/15/2030

    16,473  
    5,000    

Sempra Energy 4.00%, 02/01/2048

    5,396  
    125,000    

Southern Co. 4.40%, 07/01/2046

    141,882  
     

 

 

 
        1,074,056  
     

 

 

 
          Electrical Components & Equipment - 0.1%  
    120,000    

WESCO Distribution, Inc. 7.25%, 06/15/2028(1)

    133,200  
     

 

 

 
          Electronics - 0.3%  
    150,000    

Jabil, Inc. 3.60%, 01/15/2030

    161,917  
    135,000    

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

    155,549  
     

 

 

 
        317,466  
     

 

 

 
          Food - 0.6%  
    100,000    

Conagra Brands, Inc. 5.30%, 11/01/2038

    124,047  
    75,000    

Kellogg Co. 4.50%, 04/01/2046

    88,388  
    100,000    

Kraft Heinz Foods Co. 6.50%, 02/09/2040

    132,048  
    120,000    

Post Holdings, Inc. 4.63%, 04/15/2030(1)

    121,248  
    120,000    

Sysco Corp. 6.60%, 04/01/2040

    170,090  
    25,000    

TreeHouse Foods, Inc. 4.00%, 09/01/2028

    24,844  
     

 

 

 
        660,665  
     

 

 

 
          Food Service - 0.1%  
    100,000    

Arcos Dorados Holdings, Inc. 5.88%, 04/04/2027(1)

    105,376  
     

 

 

 
          Gas - 0.1%  
    85,000    

NiSource, Inc. 5.65%, 02/01/2045

    112,135  
     

 

 

 
          Healthcare-Products - 0.4%  
    75,000    

Boston Scientific Corp. 4.70%, 03/01/2049

    92,422  
    125,000    

Hologic, Inc. 4.63%, 02/01/2028(1)

    131,875  
    125,000    

Teleflex, Inc. 4.25%, 06/01/2028(1)

    129,063  
    110,000    

Zimmer Biomet Holdings, Inc. 3.55%, 03/20/2030

    118,842  
     

 

 

 
        472,202  
     

 

 

 
          Healthcare-Services - 0.6%  
    125,000    

Charles River Laboratories International, Inc. 4.25%, 05/01/2028(1)

    130,165  
    95,000    

CommonSpirit Health 1.55%, 10/01/2025

    95,781  
   

HCA, Inc.

 

    120,000    

5.13%, 06/15/2039

    145,412  
    115,000    

5.88%, 02/01/2029

    135,700  
    125,000    

Tenet Healthcare Corp. 4.63%, 09/01/2024(1)

    128,750  
     

 

 

 
        635,808  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.5% - (continued)  
          Home Builders - 0.4%  
$     20,000    

Lennar Corp. 4.75%, 11/29/2027

  $ 23,142  
    130,000    

M/I Homes, Inc. 4.95%, 02/01/2028

    136,701  
    120,000    

Taylor Morrison Communities, Inc. 5.88%, 06/15/2027(1)

    136,200  
    120,000    

Toll Brothers Finance Corp. 4.35%, 02/15/2028

    132,000  
     

 

 

 
        428,043  
     

 

 

 
          Insurance - 0.6%  
    110,000    

American International Group, Inc. 6.25%, 05/01/2036

    148,618  
    85,000    

Equitable Holdings, Inc. 5.00%, 04/20/2048

    103,645  
    135,000    

Globe Life, Inc. 4.55%, 09/15/2028

    156,456  
    125,000    

Radian Group, Inc. 6.63%, 03/15/2025

    141,406  
    100,000    

Unum Group 5.75%, 08/15/2042

    118,143  
    20,000    

Willis North America, Inc. 2.95%, 09/15/2029

    20,922  
     

 

 

 
        689,190  
     

 

 

 
          Internet - 0.1%  
    125,000    

Go Daddy Operating Co. LLC 5.25%, 12/01/2027(1)

    130,781  
     

 

 

 
          Iron/Steel - 0.2%  
    145,000    

Steel Dynamics, Inc. 3.25%, 01/15/2031

    154,016  
    25,000    

Vale Overseas Ltd. 3.75%, 07/08/2030

    26,300  
     

 

 

 
        180,316  
     

 

 

 
          IT Services - 0.2%  
    125,000    

Leidos, Inc. 4.38%, 05/15/2030(1)

    139,451  
   

Presidio Holdings, Inc.

 

    49,000    

4.88%, 02/01/2027(1)

    50,470  
    20,000    

8.25%, 02/01/2028(1)

    21,800  
     

 

 

 
        211,721  
     

 

 

 
          Lodging - 0.2%  
    35,000    

Boyd Gaming Corp. 8.63%, 06/01/2025(1)

    38,752  
    125,000    

Hilton Domestic Operating Co., Inc. 5.38%, 05/01/2025(1)

    131,644  
     

 

 

 
        170,396  
     

 

 

 
          Machinery-Diversified - 0.3%  
    120,000    

Stevens Holding Co., Inc. 6.13%, 10/01/2026(1)

    129,000  
    155,000    

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

    165,277  
     

 

 

 
        294,277  
     

 

 

 
          Media - 1.3%  
    125,000    

CCO Holdings LLC / CCO Holdings Capital Corp.
4.75%, 03/01/2030(1)

    130,469  
    110,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
6.48%, 10/23/2045

    145,368  
   

Cox Communications, Inc.

 
    6,000    

4.50%, 06/30/2043(1)

    6,873  
    65,000    

4.60%, 08/15/2047(1)

    76,347  
   

Discovery Communications LLC

 
    152,000    

4.00%, 09/15/2055(1)

    148,724  
    15,000    

5.30%, 05/15/2049

    17,940  
    140,000    

Fox Corp. 3.50%, 04/08/2030

    150,170  
    120,000    

Gray Television, Inc. 7.00%, 05/15/2027(1)

    130,950  
    120,000    

Sirius XM Radio, Inc. 5.50%, 07/01/2029(1)

    129,892  
    130,000    

TEGNA, Inc. 4.63%, 03/15/2028

    132,762  
    120,000    

ViacomCBS, Inc. 5.85%, 09/01/2043

    153,551  
    150,000    

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

    156,012  
     

 

 

 
        1,379,058  
     

 

 

 
          Office/Business Equipment - 0.1%  
    55,000    

Xerox Holdings Corp. 5.50%, 08/15/2028(1)

    57,475  
     

 

 

 
          Oil & Gas - 0.9%  
    135,000    

Apache Corp. 4.25%, 01/15/2030

    134,662  
    10,000    

Canadian Natural Resources Ltd. 6.50%, 02/15/2037

    12,992  
 

 

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

 

 

  44  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.5% - (continued)  
          Oil & Gas - 0.9% - (continued)  
   

Diamondback Energy, Inc.

 

$     160,000    

3.50%, 12/01/2029

  $ 167,443  
    5,000    

4.75%, 05/31/2025

    5,619  
    140,000    

EQT Corp. 3.90%, 10/01/2027

    145,963  
   

Hess Corp.

 

    135,000    

5.60%, 02/15/2041

    158,899  
    5,000    

7.30%, 08/15/2031

    6,579  
    135,000    

Valero Energy Corp. 4.00%, 04/01/2029

    147,268  
    85,000    

Viper Energy Partners L.P. 5.38%, 11/01/2027(1)

    88,821  
    91,000    

WPX Energy, Inc. 4.50%, 01/15/2030

    98,052  
     

 

 

 
        966,298  
     

 

 

 
          Packaging & Containers - 0.6%  
    125,000    

Berry Global, Inc. 5.63%, 07/15/2027(1)

    133,125  
    110,000    

Crown Cork & Seal Co., Inc. 7.38%, 12/15/2026

    133,650  
    70,000    

Graphic Packaging International LLC 3.50%, 03/01/2029(1)

    69,125  
    120,000    

Owens-Brockway Glass Container, Inc. 6.63%, 05/13/2027(1)

    129,600  
    125,000    

Silgan Holdings, Inc. 4.13%, 02/01/2028

    129,344  
     

 

 

 
        594,844  
     

 

 

 
          Pharmaceuticals - 0.6%  
   

AbbVie, Inc.

 

    5,000    

4.55%, 03/15/2035

    5,916  
    115,000    

4.75%, 03/15/2045

    137,153  
    120,000    

Bausch Health Cos., Inc. 5.75%, 08/15/2027(1)

    128,700  
    125,000    

Becton Dickinson and Co. 2.82%, 05/20/2030

    129,167  
   

CVS Health Corp.

 

    100,000    

3.75%, 04/01/2030

    109,964  
    35,000    

5.13%, 07/20/2045

    43,588  
    100,000    

Zoetis, Inc. 4.70%, 02/01/2043

    122,622  
     

 

 

 
        677,110  
     

 

 

 
          Pipelines - 1.4%  
    140,000    

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

    161,324  
    125,000    

Cheniere Energy Partners L.P. 4.50%, 10/01/2029

    130,469  
    125,000    

Energy Transfer Operating L.P. 5.25%, 04/15/2029

    143,303  
    40,000    

EnLink Midstream LLC 5.38%, 06/01/2029

    40,000  
    60,000    

EnLink Midstream Partners L.P. 4.85%, 07/15/2026

    60,600  
   

MPLX L.P.

 

    20,000    

4.00%, 03/15/2028

    22,072  
    15,000    

4.13%, 03/01/2027

    16,691  
    90,000    

4.80%, 02/15/2029

    103,682  
    5,000    

5.20%, 03/01/2047

    5,845  
    5,000    

5.20%, 12/01/2047

    5,794  
    5,000    

5.50%, 02/15/2049

    6,071  
   

ONEOK, Inc.

 

    5,000    

4.00%, 07/13/2027

    5,472  
    110,000    

4.35%, 03/15/2029

    121,321  
    10,000    

5.85%, 01/15/2026

    11,775  
    125,000    

Rattler Midstream L.P. 5.63%, 07/15/2025(1)

    131,719  
   

Sunoco Logistics Partners Operations L.P.

 

    10,000    

5.30%, 04/01/2044

    10,568  
    10,000    

5.35%, 05/15/2045

    10,674  
    125,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.50%, 07/15/2027

    135,937  
    150,000    

Tennessee Gas Pipeline Co. LLC 2.90%, 03/01/2030(1)

    152,168  
    25,000    

TransCanada PipeLines Ltd. 4.75%, 05/15/2038

    28,929  
    145,000    

Williams Cos., Inc. 3.75%, 06/15/2027

    159,368  
     

 

 

 
        1,463,782  
     

 

 

 
          Real Estate - 0.1%  
    140,000    

Crown Castle International Corp. 3.30%, 07/01/2030

    148,379  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.5% - (continued)  
          Real Estate Investment Trusts - 0.9%  
$     135,000    

American Tower Corp. 3.80%, 08/15/2029

  $ 148,510  
    150,000    

Brixmor Operating Partnership L.P. 4.05%, 07/01/2030

    164,595  
    155,000    

Equinix, Inc. 2.15%, 07/15/2030

    149,019  
    140,000    

GLP Capital L.P. / GLP Financing II, Inc. 5.75%, 06/01/2028

    162,990  
    25,000    

SBA Tower Trust 2.84%, 01/15/2050(1)

    26,344  
   

VEREIT Operating Partnership L.P.

 

    5,000    

3.40%, 01/15/2028

    5,402  
    140,000    

3.95%, 08/15/2027

    155,630  
    125,000    

VICI Properties L.P. / VICI Note Co., Inc. 4.63%, 12/01/2029(1)

    129,801  
     

 

 

 
        942,291  
     

 

 

 
          Retail - 1.2%  
    125,000    

1011778 BC ULC / New Red Finance, Inc.
4.38%, 01/15/2028(1)

    126,562  
   

Alimentation Couche-Tard, Inc.

 

    140,000    

2.95%, 01/25/2030(1)

    143,664  
    5,000    

3.80%, 01/25/2050(1)

    5,184  
    135,000    

Dollar General Corp. 3.50%, 04/03/2030

    145,749  
    35,000    

FirstCash, Inc. 4.63%, 09/01/2028(1)

    35,962  
    90,000    

Group 1 Automotive, Inc. 4.00%, 08/15/2028(1)

    89,887  
   

Lowe’s Cos., Inc.

 

    10,000    

3.70%, 04/15/2046

    10,577  
    100,000    

4.38%, 09/15/2045

    114,925  
   

McDonald’s Corp.

 

    15,000    

3.63%, 09/01/2049

    15,776  
    7,000    

3.70%, 02/15/2042

    7,500  
    15,000    

4.20%, 04/01/2050

    17,275  
    65,000    

4.45%, 09/01/2048

    77,004  
    130,000    

O’Reilly Automotive, Inc. 4.20%, 04/01/2030

    147,119  
    100,000    

Starbucks Corp. 4.45%, 08/15/2049

    117,826  
    125,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027

    130,156  
   

Yum! Brands, Inc.

 

    35,000    

4.75%, 01/15/2030(1)

    37,450  
    35,000    

7.75%, 04/01/2025(1)

    38,282  
     

 

 

 
        1,260,898  
     

 

 

 
          Semiconductors - 0.4%  
    40,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

    43,803  
   

Broadcom, Inc.

 

    25,000    

4.30%, 11/15/2032

    27,575  
    65,000    

5.00%, 04/15/2030

    74,843  
    20,000    

Microchip Technology, Inc. 2.67%, 09/01/2023(1)

    20,856  
    124,000    

Micron Technology, Inc. 5.33%, 02/06/2029

    147,665  
   

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

    5,000    

3.15%, 05/01/2027(1)

    5,356  
    100,000    

4.30%, 06/18/2029(1)

    113,256  
     

 

 

 
        433,354  
     

 

 

 
          Software - 0.4%  
    35,000    

Black Knight InfoServ LLC 3.63%, 09/01/2028(1)

    34,449  
    12,000    

Dun & Bradstreet Corp. 10.25%, 02/15/2027(1)

    13,305  
    115,000    

Fair Isaac Corp. 5.25%, 05/15/2026(1)

    127,650  
    20,000    

MSCI, Inc. 3.88%, 02/15/2031(1)

    20,523  
    125,000    

PTC, Inc. 4.00%, 02/15/2028(1)

    128,309  
    120,000    

SS&C Technologies, Inc. 5.50%, 09/30/2027(1)

    127,485  
     

 

 

 
        451,721  
     

 

 

 
          Telecommunications - 1.0%  
   

AT&T, Inc.

 

    40,000    

3.50%, 02/01/2061

    36,360  
    35,000    

4.35%, 06/15/2045

    38,113  
    10,000    

4.50%, 03/09/2048

    10,956  
 

 

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

 

 

  45  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.5% - (continued)  
          Telecommunications - 1.0% - (continued)  
$     100,000    

Deutsche Telekom International Finance B.V.
8.75%, 06/15/2030

  $ 148,787  
    160,000    

Motorola Solutions, Inc. 2.30%, 11/15/2030

    154,532  
    160,000    

Nokia Oyj 6.63%, 05/15/2039

    205,045  
    100,000    

Sprint Capital Corp. 6.88%, 11/15/2028

    126,003  
   

T-Mobile USA, Inc.

 

    50,000    

2.88%, 02/15/2031

    48,813  
    105,000    

4.38%, 04/15/2040(1)

    116,514  
    3,000    

4.50%, 04/15/2050(1)

    3,383  
   

Verizon Communications, Inc.

 

    5,000    

4.00%, 03/22/2050

    5,450  
    65,000    

4.13%, 08/15/2046

    72,663  
   

Vodafone Group plc

 

    5,000    

4.25%, 09/17/2050

    5,565  
    6,000    

4.38%, 02/19/2043

    6,807  
    100,000    

5.25%, 05/30/2048

    126,170  
     

 

 

 
        1,105,161  
     

 

 

 
          Transportation - 0.2%  
    120,000    

FedEx Corp. 5.10%, 01/15/2044

    148,756  
    120,000    

Union Pacific Corp. 2.97%, 09/16/2062(1)

    108,707  
     

 

 

 
        257,463  
     

 

 

 
   

Total Corporate Bonds
(cost $21,067,227)

  $ 20,764,272  
     

 

 

 
MUNICIPAL BONDS - 0.4%  
          Airport - 0.0%  
$     25,000    

Chicago, IL, O’Hare International Airport
3.01%, 01/01/2038

  $ 25,617  
     

 

 

 
          Development - 0.0%  
    15,000    

New York City Industrial Dev Agency, (AGM Insured)
3.19%, 03/01/2040

    14,786  
     

 

 

 
          General - 0.1%  
    80,000    

Dist of Columbia Rev 3.43%, 04/01/2042

    80,020  
    40,000    

Philadelphia, PA, Auth Industrial Dev, (NATL Insured)
6.55%, 10/15/2028

    49,343  
     

 

 

 
        129,363  
     

 

 

 
          Transportation - 0.3%  
    235,000    

Chicago, IL, Transit Auth 3.40%, 12/01/2032

    243,234  
    30,000    

Metropolitan Transportation Auth, NY, Rev
5.18%, 11/15/2049

    37,853  
     

 

 

 
        281,087  
     

 

 

 
   

Total Municipal Bonds
(cost $434,438)

  $ 450,853  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 4.3%  
          FHLMC - 0.7%  
$     4,267,944    

0.19%, 10/25/2026(3)(4)

  $ 20,743  
    1,381,189    

0.38%, 11/25/2023(3)(4)

    7,697  
    740,511    

0.74%, 03/25/2027(3)(4)

    23,946  
    2,127,940    

1.21%, 06/25/2030(3)(4)

    189,554  
    119,801    

1.25%, 01/25/2030(3)(4)

    10,161  
    550,406    

1.43%, 06/25/2030(3)(4)

    57,709  
    1,790,000    

1.48%, 06/25/2030(3)(4)

    190,405  
    15,657    

1.50%, 10/15/2042

    15,729  
    1,054,122    

1.53%, 07/25/2030(3)(4)

    116,880  
    20,449    

1.70%, 10/15/2039

    20,778  
    36,772    

2.50%, 12/15/2042

    38,248  
     

 

 

 
        691,850  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 4.3% - (continued)  
          FNMA - 1.7%  
$     367,843    

1.33%, 06/25/2034(3)(4)

  $ 36,970  
    25,153    

1.50%, 08/25/2041

    25,678  
    9,802    

1.50%, 11/25/2042

    9,833  
    19,268    

1.70%, 06/25/2043

    19,601  
    19,643    

1.75%, 01/25/2040

    19,931  
    19,406    

2.00%, 06/25/2043

    19,879  
    34,874    

2.50%, 09/25/2049

    36,651  
    17,295    

2.50%, 03/25/2053

    17,880  
    450,000    

3.50%, 08/25/2048

    489,628  
    63,876    

3.50%, 04/25/2053

    65,947  
    425,000    

4.00%, 01/25/2042

    481,503  
    450,000    

4.00%, 06/25/2042

    506,496  
    107,688    

4.00%, 08/01/2049

    115,686  
     

 

 

 
        1,845,683  
     

 

 

 
          GNMA - 1.9%  
    27,219    

1.50%, 04/16/2040

    27,507  
    500,000    

3.00%, 09/20/2045

    520,547  
    480,000    

3.00%, 04/20/2046

    498,976  
    496,759    

3.00%, 08/20/2047

    528,449  
    450,000    

3.50%, 02/20/2049

    498,583  
     

 

 

 
        2,074,062  
     

 

 

 
   

Total U.S. Government Agencies
(cost $4,715,084)

  $ 4,611,595  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 2.7%  
          U.S. Treasury Securities - 2.7%  
          U.S. Treasury Bonds - 2.7%  
$     140,000    

3.13%, 08/15/2044(7)

  $ 162,444  
    40,000    

3.13%, 05/15/2048

    46,809  
    475,000    

3.63%, 08/15/2043

    594,047  
    1,360,000    

3.63%, 02/15/2044

    1,703,400  
    260,000    

3.75%, 11/15/2043

    331,256  
     

 

 

 
        2,837,956  
     

 

 

 
   

Total U.S. Government Securities
(cost $3,137,073)

  $ 2,837,956  
     

 

 

 
PREFERRED STOCKS - 0.0%  
          Materials - 0.0%  
    525    

Sociedad Quimica y Minera de Chile S.A. Series B

  $ 27,663  
     

 

 

 
   

Total Preferred Stocks
(cost $11,008)

  $ 27,663  
     

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.2%  
          Consumer Services - 0.2%  
    1,310    

Airbnb, Inc. Series E*(9)(11)

  $ 223,895  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $60,977)

  $ 223,895  
     

 

 

 
WARRANTS - 0.0%  
          Energy - 0.0%  
    11,625    

Ascent Resources - Marcellus LLC Expires 03/30/2023*(8)(9)

  $ 116  
     

 

 

 
   

Total Warrants
(cost $930)

  $ 116  
     

 

 

 
AFFILIATED INVESTMENT COMPANIES - 24.3%  
          Domestic Equity Funds - 3.2%  
    85,616    

Hartford Multifactor US Equity ETF

  $ 3,364,709  
     

 

 

 
   

Total Domestic Equity Funds
(cost $2,665,793)

  $ 3,364,709  
     

 

 

 
 

 

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

 

 

  46  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 24.3% - (continued)  
          International/Global Equity Funds - 10.3%  
    182,010    

Hartford Multifactor Developed Markets (ex-US) ETF

  $ 5,540,384  
    223,294    

Hartford Multifactor Emerging Markets ETF

    5,503,438  
     

 

 

 
   

Total International/Global Equity Funds
(cost $9,518,867)

    11,043,822  
     

 

 

 
          Taxable Fixed Income Funds - 10.8%  
    1,080,176    

The Hartford World Bond Fund, Class F

    11,579,486  
     

 

 

 
   

Total Taxable Fixed Income Funds
(cost $11,573,603)

    11,579,486  
     

 

 

 
   

Total Affiliated Investment Companies
(cost $23,758,263)

  $ 25,988,017  
     

 

 

 
   

Total Long-Term Investments
(cost $93,919,160)

  $ 105,127,846  
     

 

 

 
SHORT-TERM INVESTMENTS - 1.5%  
          Repurchase Agreements - 0.7%  
    767,377    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $767,377; collateralized by U.S. Treasury Note at 0.625%, maturing 12/31/2027, with a market value of $782,812

  $ 767,377  
     

 

 

 
          Securities Lending Collateral - 0.8%  
    104,078    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(12)

    104,078  
    730,032    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(12)

    730,032  
     

 

 

 
        834,110  
     

 

 

 
   

Total Short-Term Investments
(cost $1,601,487)

  $ 1,601,487  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $95,520,647)

    100.0    $ 106,729,333  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $918,948)

    0.4    $ 399,790  
     

 

 

    

 

 

 
   

Total Investments
(cost $96,439,595)

    100.4    $ 107,129,123  
   

Other Assets and Liabilities

    (0.4 )%       (379,081
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 106,750,042  
     

 

 

    

 

 

 

 

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, 2021, the aggregate value of these securities was $17,025,960, representing 15.9% of net assets.

 

(2) 

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. 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) 

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(7) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $156,642.

 

(8) 

Investment valued using significant unobservable inputs.

 

(9) 

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, 2021, the aggregate fair value of these securities was $252,522, 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.

 

(10) 

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

 

(11) 

Investment is temporarily subject to certain trading restrictions. At April 30, 2021, the value of such restricted securities amounted to $223,895 or 0.2% of net assets.

 

Period
Acquired
    

Security Name

   Shares/Par
Value
     Total Cost      Market Value  
  06/2015      Airbnb, Inc. Series E Convertible Preferred      1,310      $     60,977      $     223,895  

 

(12) 

Current yield as of period end.

 

 

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

 

 

  47  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2021  

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

     3,050.00    USD        09/17/2021        10        USD       3,050,000      $ 23,100      $ 224,803      $ (201,703

iShares MSCI Emerging Markets Option

     40.00    USD        09/17/2021        170        USD       680,000        5,780        50,781        (45,001

iShares MSCI EAFE ETF Option

     57.00    USD        09/17/2021        243        USD       1,385,100        17,132        78,485        (61,353

S&P 500 Index Option

     3,150.00    USD        12/17/2021        10        USD       3,150,000        52,300        166,963        (114,663

iShares MSCI Emerging Markets Option

     42.00    USD        12/17/2021        170        USD       714,000        15,555        36,185        (20,630

iShares MSCI EAFE ETF Option

     60.00    USD        12/17/2021        243        USD       1,458,000        18,468        58,913        (40,445

S&P 500 Index Option

     3,675.00    USD        03/18/2022        10        USD       3,675,000        157,650        182,059        (24,409

iShares MSCI Emerging Markets Option

     50.00    USD        03/18/2022        170        USD       850,000        51,850        52,397        (547

iShares MSCI EAFE ETF Option

     69.00    USD        03/18/2022        243        USD       1,676,700        57,955        68,362        (10,407
                

 

 

    

 

 

    

 

 

 

Total purchased exchange-traded option contracts

 

   $     399,790      $     918,948      $     (519,158
                

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

U.S. Treasury 10-Year Note Future

     55        06/21/2021      $     7,261,719      $     (126,664
           

 

 

 

Total futures contracts

 

   $ (126,664
           

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  6,188,236      USD      5,114,000      EUR    BNP      05/28/2021     $ 36,452     $  
  4,024,080      USD      2,900,000      GBP    BCLY      05/28/2021       18,794        
  5,009,336      USD      541,000,000      JPY    BOA      05/28/2021       58,157        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     113,403     $     —  
 

 

 

   

 

 

 

 

 

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.

 

 

  48  

 


Hartford AARP Balanced Retirement Fund

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2      Level 3(1)  

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 12,475,395     $     $ 12,475,395      $  

Corporate Bonds

     20,764,272             20,764,272         

Municipal Bonds

     450,853             450,853         

U.S. Government Agencies

     4,611,595             4,611,595         

U.S. Government Securities

     2,837,956             2,837,956         

Common Stocks

 

Banks

     1,298,162       1,298,162               

Capital Goods

     3,121,650       1,669,219       1,452,431         

Commercial & Professional Services

     270,323             270,323         

Consumer Durables & Apparel

     668,547       565,771       102,776         

Consumer Services

     1,581,231       907,694       673,537         

Diversified Financials

     47,631       47,631               

Energy

     1,832,748       738,552       1,065,685        28,511  

Food, Beverage & Tobacco

     3,573,284       1,456,049       2,117,235         

Health Care Equipment & Services

     2,901,035       2,252,712       648,323         

Household & Personal Products

     1,863,690       1,227,249       636,441         

Insurance

     2,108,258       960,763       1,147,495         

Materials

     6,951,762       2,828,241       4,123,521         

Pharmaceuticals, Biotechnology & Life Sciences

     2,872,267       1,832,887       1,039,380         

Real Estate

     2,760,648       2,189,127       571,521         

Retailing

     473,375       473,375               

Software & Services

     2,760,479       2,110,319       650,160         

Telecommunication Services

     625,603             625,603         

Transportation

     1,218,199       1,218,199               

Utilities

     819,192       154,721       664,471         

Preferred Stocks

     27,663       27,663               

Convertible Preferred Stocks

     223,895             223,895         

Warrants

     116                    116  

Affiliated Investment Companies

     25,988,017       25,988,017               

Short-Term Investments

     1,601,487       834,110       767,377         

Purchased Options

     399,790       399,790               

Foreign Currency Contracts(2)

     113,403             113,403         
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     107,242,526     $     49,180,251     $     58,033,648      $     28,627  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (126,664   $ (126,664   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (126,664   $ (126,664   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, investments valued at $258,914 were transferred out of Level 3 due to the the corroboration of significant inputs with quoted market prices or observable market data 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, 2021 is not presented.

 

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

 

 

  49  

 


The Hartford Checks and Balances Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8%  
      Domestic Equity Funds - 67.1%      
  11,961,272    

The Hartford Capital Appreciation Fund, Class F

  $ 566,725,052  
  18,105,282    

The Hartford Dividend and Growth Fund, Class F

    570,859,527  
   

 

 

 
 

Total Domestic Equity Funds
(cost $864,242,670)

    1,137,584,579  
   

 

 

 
      Taxable Fixed Income Funds - 32.7%      
  13,664,735    

Hartford Total Return Bond ETF

    553,831,710  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $534,775,380)

    553,831,710  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $1,399,018,050)

  $ 1,691,416,289  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.2%  
      Other Investment Pools & Funds - 0.2%  
  3,296,467    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.03%(1)

  $ 3,296,467  
   

 

 

 
 

Total Short-Term Investments
(cost $3,296,467)

  $ 3,296,467  
   

 

 

 
 

Total Investments
(cost $1,402,314,517)

    100.0    $ 1,694,712,756  
 

Other Assets and Liabilities

    0.0      818,120  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,695,530,876  
   

 

 

    

 

 

 
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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 1,691,416,289      $ 1,691,416,289      $      $  

Short-Term Investments

     3,296,467        3,296,467                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,694,712,756      $     1,694,712,756      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  50  

 


The Hartford Conservative Allocation Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8%  
      Domestic Equity Funds - 26.5%  
  267,601    

Hartford Core Equity Fund, Class F

  $ 12,135,710  
  158,963    

Hartford Multifactor US Equity ETF

    6,247,246  
  239,018    

Hartford Small Cap Value Fund, Class F

    3,260,209  
  322,445    

The Hartford Equity Income Fund, Class F

    7,196,974  
  49,096    

The Hartford Growth Opportunities Fund, Class F

    3,150,966  
  53,405    

The Hartford MidCap Fund, Class F

    2,079,052  
  71,479    

The Hartford Small Company Fund, Class F

    2,389,555  
   

 

 

 
 

Total Domestic Equity Funds
(cost $26,408,880)

    36,459,712  
   

 

 

 
      International/Global Equity Funds - 11.0%  
  164,918    

Hartford Multifactor Developed Markets (ex-US) ETF

    5,020,104  
  49,359    

Hartford Schroders Emerging Markets Equity Fund, Class F

    1,047,401  
  204,147    

Hartford Schroders International Multi-Cap Value Fund, Class F

    2,110,875  
  127,132    

The Hartford International Growth Fund, Class F

    2,448,557  
  224,281    

The Hartford International Opportunities Fund, Class F

    4,559,634  
   

 

 

 
 

Total International/Global Equity Funds
(cost $13,097,154)

    15,186,571  
   

 

 

 
      Taxable Fixed Income Funds - 62.3%  
  729,243    

Hartford Core Bond ETF

    29,754,354  
  310,376    

Hartford Short Duration ETF

    12,750,215  
  580,892    

The Hartford Inflation Plus Fund, Class F

    6,686,066  
  1,209,183    

The Hartford Strategic Income Fund, Class F

    11,184,939  
  2,378,941    

The Hartford World Bond Fund, Class F

    25,502,250  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $85,013,334)

    85,877,824  
   

 

 

 
 

Total Affiliated Investment Companies (cost $124,519,368)

  $ 137,524,107  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 0.2%  
      Other Investment Pools & Funds - 0.2%  
  270,805    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.03%(1)

  $ 270,805  
   

 

 

 
 

Total Short-Term Investments
(cost $270,805)

  $ 270,805  
   

 

 

 
 

Total Investments
(cost $124,790,173)

    100.0    $ 137,794,912  
 

Other Assets and Liabilities

    0.0      61,723  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 137,856,635  
   

 

 

    

 

 

 

 

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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $     137,524,107      $     137,524,107      $     —      $     —  

Short-Term Investments

     270,805        270,805                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 137,794,912      $ 137,794,912      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  51  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0%      
          Automobiles & Components - 0.2%  
    610    

Aptiv plc

  $ 87,773  
    6,562    

Ford Motor Co.

    75,725  
    5,800    

NOK Corp.

    74,750  
    96    

Volkswagen AG

    24,995  
     

 

 

 
        263,243  
     

 

 

 
          Banks - 1.0%      
    7,408    

ABN Amro Bank N.V.(1)

    95,653  
    38,706    

AIB Group plc

    113,078  
    24,695    

Bank of Ireland Group plc

    144,708  
    26,400    

BPER Banca

    60,153  
    42,180    

CaixaBank S.A.

    134,932  
    3,114    

KB Financial Group, Inc.

    153,298  
    25,426    

Mitsubishi UFJ Financial Group, Inc.

    135,269  
    26,397    

Resona Holdings, Inc.

    108,667  
    3,484    

Shinhan Financial Group Co., Ltd.

    125,199  
    740    

Silvergate Capital Corp. Class A

    79,343  
    3,831    

Societe Generale S.A.

    108,981  
    16,225    

Standard Chartered plc

    116,397  
    3,567    

Sumitomo Mitsui Financial Group, Inc.

    125,304  
    2,866    

Sumitomo Mitsui Trust Holdings, Inc.

    97,681  
    55,646    

Unicaja Banco S.A.(1)

    54,840  
    10,511    

UniCredit S.p.A.

    107,969  
     

 

 

 
        1,761,472  
     

 

 

 
          Capital Goods - 2.5%      
    4,639    

ABB Ltd.

    150,685  
    532    

Acuity Brands, Inc.

    98,697  
    1,988    

AECOM

    132,063  
    184    

Altra Industrial Motion Corp.

    10,858  
    61    

American Woodmark Corp.

    6,067  
    4,912    

Builders FirstSource, Inc.

    239,067  
    6,019    

Chiyoda Corp.

    28,002  
    5,804    

Cie de Saint-Gobain

    366,204  
    665    

Daikin Industries Ltd.

    134,140  
    500    

Deere & Co.

    185,425  
    689    

Eaton Corp. plc

    98,479  
    4,327    

Fluor Corp.

    99,434  
    1,789    

Fortune Brands Home & Security, Inc.

    187,809  
    940    

Helios Technologies, Inc.

    67,943  
    466    

Hubbell, Inc.

    89,477  
    1,140    

Ingersoll Rand, Inc.

    56,327  
    8,968    

JELD-WEN Holding, Inc.

    261,597  
    9,598    

JGC Holdings Corp.

    109,720  
    1,339    

Kennametal, Inc.

    53,774  
    1,111    

Meritor, Inc.

    30,030  
    1,333    

Middleby Corp.

    241,700  
    6,059    

PGT Innovations, Inc.

    159,533  
    1,110    

Siemens AG

    185,187  
    1,500    

Vestas Wind Systems A/S

    62,615  
    8,581    

Vinci S.A.

    941,590  
    2,879    

Westinghouse Air Brake Technologies Corp.

    236,280  
    960    

Xylem, Inc.

    106,224  
     

 

 

 
        4,338,927  
     

 

 

 
          Commercial & Professional Services - 0.6%      
    2,632    

Adecco Group AG

    178,396  
    3,412    

Clean Harbors, Inc.

    303,531  
    38,196    

Hays plc

    86,194  
    10,507    

Pagegroup plc

    81,295  
    858    

Verisk Analytics, Inc.

    161,476  
    1,306    

Waste Management, Inc.

    180,189  
     

 

 

 
        991,081  
     

 

 

 
          Consumer Durables & Apparel - 1.0%      
    752    

Cavco Industries, Inc.

    157,491  
    2,048    

Century Communities, Inc.

    151,429  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0% - (continued)      
          Consumer Durables & Apparel - 1.0% - (continued)  
    1,219    

D.R. Horton, Inc.

  $ 119,816  
    176,067    

Glenveagh Properties plc(1)

    193,049  
    2,996    

Kaufman & Broad S.A.

    136,208  
    2,114    

Lennar Corp. Class A

    219,010  
    3,020    

Open House Co., Ltd.

    125,410  
    4,123    

Persimmon plc

    178,363  
    5,450    

Sekisui Chemical Co., Ltd.

    95,023  
    4,947    

Skyline Champion Corp.

    219,795  
    1,060    

Smith & Wesson Brands, Inc.

    18,444  
    236    

Sturm Ruger & Co., Inc.

    15,326  
    51,564    

Taylor Wimpey plc

    127,914  
    253    

Toll Brothers, Inc.

    15,863  
     

 

 

 
        1,773,141  
     

 

 

 
          Consumer Services - 0.3%      
    1,411    

Caesars Entertainment, Inc.

    138,052  
    21,328    

Melia Hotels International S.A.

    174,212  
    22,280    

Playa Hotels & Resorts N.V.

    163,981  
     

 

 

 
        476,245  
     

 

 

 
          Diversified Financials - 1.4%      
    2,844    

Berkshire Hathaway, Inc. Class B

    781,958  
    4,646    

Brookfield Asset Management, Inc. Class A

    211,765  
    2,782    

Coinbase Global, Inc. Class A(2)

    828,034  
    2,189    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    114,703  
    736    

Julius Baer Group Ltd.

    46,322  
    391    

Moody’s Corp.

    127,744  
    430    

S&P Global, Inc.

    167,868  
    11,804    

UBS Group AG

    180,254  
    8,534    

Uranium Participation Corp.

    37,284  
     

 

 

 
        2,495,932  
     

 

 

 
          Energy - 12.1%      
    14,015    

Advantage Oil & Gas Ltd.

    37,171  
    12,486    

Ampol Ltd.

    246,122  
    4,342    

APA Corp.

    86,840  
    23,961    

ARC Resources Ltd.

    150,688  
    8,513    

BP plc ADR

    214,187  
    284,715    

BP plc

    1,191,915  
    3,530    

Brigham Minerals, Inc. Class A

    60,504  
    15,311    

Cabot Oil & Gas Corp.

    255,234  
    9,284    

Cactus, Inc. Class A

    276,756  
    10,410    

Cameco Corp.

    174,975  
    695    

Chesapeake Energy Corp.

    31,671  
    4,450    

Chevron Corp.

    458,661  
    247,440    

China Oilfield Services Ltd. Class H

    226,084  
    468,000    

China Petroleum & Chemical Corp. Class H

    230,820  
    4,536    

Cimarex Energy Co.

    300,283  
    6,456    

ConocoPhillips

    330,160  
    1,877    

Diamondback Energy, Inc.

    153,407  
    201    

Drilling Co.

    8,411  
    33,076    

Enbridge, Inc.

    1,275,786  
    47,171    

Eni S.p.A.

    561,849  
    7,713    

EOG Resources, Inc.

    567,985  
    2,809    

EQT Corp.

    53,652  
    12,180    

Equinor ASA ADR

    246,889  
    10,789    

Exxon Mobil Corp.

    617,562  
    61,000    

Formosa Petrochemical Corp.

    225,460  
    3,552    

Fugro N.V.(2)

    36,977  
    17,763    

Galp Energia SGPS S.A.

    204,537  
    85,771    

Gazprom PJSC ADR

    520,093  
    11,563    

Headwater Exploration, Inc.

    42,239  
    2,680    

Idemitsu Kosan Co., Ltd.

    64,095  
    48,578    

Inpex Corp.

    330,573  
    1,384    

Japan Petroleum Exploration Co., Ltd.

    25,658  
 

 

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

 

 

  52  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0% - (continued)      
          Energy - 12.1% - (continued)      
    79,940    

JXTG Holdings, Inc.

  $ 343,815  
    8,583    

LUKOIL PJSC ADR

    656,920  
    8,901    

Lundin Energy AB

    283,924  
    3,424    

Magnolia Oil & Gas Corp. Class A

    38,554  
    5,412    

Marathon Petroleum Corp.

    301,178  
    2,990    

Neste Oyj

    180,808  
    432    

Oasis Petroleum, Inc.

    33,532  
    53,491    

Oil & Natural Gas Corp. Ltd.

    77,717  
    10,431    

OMV AG

    512,772  
    67,065    

Origin Energy Ltd.

    214,920  
    2,909    

Ovintiv, Inc.

    69,557  
    5,242    

Parex Resources, Inc.

    98,729  
    860    

PDC Energy, Inc.

    31,399  
    8,040    

Pembina Pipeline Corp.

    248,170  
    620,000    

PetroChina Co., Ltd. Class H

    224,296  
    72,903    

Petroleo Brasileiro S.A.

    310,023  
    1,873    

Phillips 66

    151,544  
    1,913    

Pioneer Natural Resources Co.

    294,277  
    11,792    

Polski Koncern Naftowy ORLEN S.A.

    207,166  
    56,700    

PTT Exploration & Production PCL

    216,694  
    193,700    

PTT PCL

    248,832  
    3,282    

Reliance Industries Ltd.

    88,175  
    20,512    

Repsol S.A.

    244,837  
    66,610    

Rosneft Oil Co. PJSC GDR

    459,478  
    982    

Royal Dutch Shell plc Class B ADR

    35,165  
    5,834    

Royal Dutch Shell plc Class A ADR

    221,692  
    29,949    

Royal Dutch Shell plc Class A

    563,528  
    58,207    

Royal Dutch Shell plc Class B

    1,041,536  
    16,889    

Saipem S.p.A.(2)

    38,941  
    41,467    

Santos Ltd.

    220,124  
    15,614    

Southwestern Energy Co.

    66,672  
    20,919    

Surgutneftegas PJSC ADR

    93,649  
    25,376    

TC Energy Corp.

    1,255,416  
    18,708    

Tenaris S.A.

    200,605  
    6,014    

Total SE ADR

    266,300  
    37,434    

Total SE

    1,654,499  
    5,989    

Tourmaline Oil Corp.

    129,218  
    19,061    

Trican Well Service Ltd.(2)

    32,721  
    3,551    

Viper Energy Partners L.P.

    63,954  
    1,596    

Whiting Petroleum Corp.

    63,952  
    13,991    

Woodside Petroleum Ltd.

    244,012  
    5,075    

YPF S.A. ADR

    19,183  
     

 

 

 
        20,955,728  
     

 

 

 
          Food & Staples Retailing - 0.1%      
    41,177    

J Sainsbury plc

    135,246  
     

 

 

 
          Food, Beverage & Tobacco - 0.1%      
    1,931    

Darling Ingredients, Inc.

    134,108  
    207,627    

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

    18,727  
     

 

 

 
        152,835  
     

 

 

 
          Health Care Equipment & Services - 0.0%      
    10,831    

Brookdale Senior Living, Inc.

    70,835  
     

 

 

 
          Insurance - 0.4%      
    5,337    

Assicurazioni Generali S.p.A.

    106,828  
    4,721    

Dai-ichi Life Holdings, Inc.

    85,247  
    665    

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    192,141  
    82,166    

Old Mutual Ltd.

    71,521  
    111,585    

Shin Kong Financial Holding Co., Ltd.

    40,220  
    10,937    

T&D Holdings, Inc.

    134,222  
    6,588    

Tongyang Life Insurance Co., Ltd.

    28,160  
     

 

 

 
        658,339  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0% - (continued)      
          Materials - 11.2%      
    2,788    

Alcoa Corp.

  $ 102,152  
    40,419    

Alrosa PJSC

    58,516  
    28,317    

Anglo American plc

    1,200,653  
    3,305    

ArcelorMittal S.A.(2)

    96,803  
    17,942    

ArcelorMittal S.A.

    521,585  
    835    

Arconic Corp.

    23,881  
    35,720    

B2Gold Corp.

    172,040  
    35,203    

Barrick Gold Corp.

    750,085  
    4,605    

BHP Group Ltd. ADR(2)

    335,060  
    3,560    

BHP Group plc ADR(2)

    215,380  
    79,158    

BHP Group plc

    2,383,826  
    12,626    

BlueScope Steel Ltd.

    208,729  
    109,543    

Centamin plc

    162,435  
    25,899    

Centerra Gold, Inc.

    238,941  
    150,613    

China BlueChemical Ltd. Class H

    42,583  
    35,200    

Cia Siderurgica Nacional S.A.

    318,754  
    18,650    

Dundee Precious Metals, Inc.

    134,282  
    15,255    

Eldorado Gold Corp.

    150,644  
    20,950    

Endeavour Mining Corp.

    436,164  
    130,030    

Eregli Demir ve Celik Fabrikalari T.A.S.

    299,051  
    35,436    

Evraz plc

    314,258  
    1,495    

First Quantum Minerals Ltd.

    34,457  
    1,317    

FMC Corp.

    155,722  
    35,005    

Fortescue Metals Group Ltd.

    605,632  
    1,170    

Franco-Nevada Corp.

    162,990  
    4,775    

Freeport-McMoRan, Inc.

    180,065  
    9,470    

Gerdau S.A. ADR

    58,146  
    8,727    

Gold Fields Ltd.

    81,893  
    99,500    

Grupo Mexico S.A.B. de C.V. Class B

    451,304  
    38,533    

Harmony Gold Mining Co., Ltd.

    173,665  
    36,241    

Hochschild Mining plc

    92,962  
    36,341    

IAMGOLD Corp.

    113,567  
    1,267    

Imerys S.A.

    65,859  
    3,342    

Impala Platinum Holdings Ltd.

    62,449  
    3,561    

Johnson Matthey plc

    159,798  
    40,075    

Kinross Gold Corp.

    282,058  
    4,610    

Kirkland Lake Gold Ltd.

    171,288  
    751    

Korea Zinc Co., Ltd.

    300,412  
    7,444    

Koza Altin Isletmeleri A.S.

    101,099  
    6,472    

Kumba Iron Ore Ltd.

    293,293  
    3,663    

Kyoei Steel Ltd.

    51,253  
    2,717    

LafargeHolcim Ltd.

    167,660  
    5,505    

Lundin Mining Corp.

    66,509  
    2,450    

Maruichi Steel Tube Ltd.

    61,326  
    15,147    

MMC Norilsk Nickel PJSC ADR

    513,643  
    3,839    

Newmont Corp.

    239,592  
    27,434    

Norsk Hydro ASA

    174,694  
    8,800    

Novolipetsk Steel PJSC GDR

    309,147  
    8,870    

Nucor Corp.

    729,646  
    21,241    

OceanaGold Corp.

    35,426  
    1,508    

Pacific Metals Co., Ltd.

    29,942  
    1,628    

POSCO

    532,054  
    11,630    

Pretium Resources, Inc.

    122,152  
    151,173    

Ramelius Resources Ltd.

    195,998  
    120,700    

Regis Resources Ltd.

    240,623  
    36,420    

Resolute Mining Ltd.(2)

    13,543  
    21,380    

Rio Tinto plc

    1,790,728  
    5,155    

Rio Tinto plc ADR(2)

    438,484  
    1,297    

Salzgitter AG

    41,253  
    13,447    

Severstal PAO GDR

    316,482  
    132,406    

Silver Lake Resources Ltd.

    176,208  
    2,557    

Southern Copper Corp.

    177,481  
    1,270    

Steel Dynamics, Inc.

    68,859  
    2,470    

Taiheiyo Cement Corp.

    62,014  
    13,368    

Torex Gold Resources, Inc.

    161,832  
 

 

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

 

 

  53  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0% - (continued)      
          Materials - 11.2% - (continued)      
    10,220    

Vale S.A. ADR

  $ 205,626  
    100,281    

Vedanta Ltd.

    347,435  
    1,060    

Vicat S.A.

    53,278  
    2,210    

Warrior Met Coal, Inc.

    35,029  
    425    

West Fraser Timber Co., Ltd.

    32,813  
    25,192    

Western Areas Ltd.

    44,570  
    19,010    

Yamana Gold, Inc.

    87,073  
    2,494    

Yamato Kogyo Co., Ltd.

    75,045  
     

 

 

 
        19,309,899  
     

 

 

 
          Media & Entertainment - 1.1%      
    1,377    

Charter Communications, Inc. Class A

    927,341  
    17,817    

Comcast Corp. Class A

    1,000,424  
     

 

 

 
        1,927,765  
     

 

 

 
          Real Estate - 8.1%      
    3,319    

American Tower Corp. REIT

    845,582  
    943    

Americold Realty Trust REIT

    38,088  
    6,541    

British Land Co. plc REIT

    46,874  
    20,708    

Brixmor Property Group, Inc. REIT

    462,617  
    2,105    

Camden Property Trust REIT

    253,610  
    120,690    

CapitaLand Mall Trust REIT

    194,717  
    2,858    

Catena AB

    138,485  
    3,190    

CBRE Group, Inc. Class A

    271,788  
    116,000    

CIFI Holdings Group Co., Ltd.

    103,639  
    55,627    

CK Asset Holdings Ltd.

    348,259  
    43    

Comforia Residential REIT, Inc. REIT

    137,793  
    61,100    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

    119,624  
    1,184    

Crown Castle International Corp. REIT

    223,847  
    5,971    

Deutsche Wohnen SE

    323,023  
    4,963    

Douglas Emmett, Inc. REIT

    166,459  
    387    

Equinix, Inc. REIT

    278,934  
    1,734    

Extra Space Storage, Inc. REIT

    257,828  
    2,636    

Fastighets AB Balder Class B

    151,881  
    5,931    

Five Point Holdings LLC Class A

    42,585  
    23    

Frontier Real Estate Investment Corp. REIT

    100,490  
    15,476    

Goodman Group REIT

    225,680  
    8,131    

Healthpeak Properties, Inc. REIT

    279,218  
    2,982    

Heiwa Real Estate Co., Ltd.

    101,547  
    84    

Heiwa Real Estate REIT, Inc. REIT

    126,575  
    19    

Hoshino Resorts REIT, Inc. REIT(2)

    111,521  
    1,019    

Howard Hughes Corp.

    109,991  
    14,276    

Independence Realty Trust, Inc. REIT

    240,408  
    9,337    

Invitation Homes, Inc. REIT

    327,355  
    1,916    

Kilroy Realty Corp. REIT

    131,323  
    5,864    

Kojamo Oyj

    126,991  
    4,304    

Land Securities Group plc REIT

    42,890  
    2,265    

Life Storage, Inc. REIT

    217,576  
    31,552    

Link REIT

    297,632  
    34,177    

Longfor Properties Co., Ltd.(1)

    212,289  
    45,406    

Medical Properties Trust, Inc. REIT

    1,001,202  
    8,592    

Mercialys S.A. REIT(2)

    109,942  
    98,646    

Mirvac Group REIT

    204,396  
    5,282    

Mitsubishi Estate Co., Ltd.

    86,936  
    19,491    

Mitsui Fudosan Co., Ltd. REIT

    423,720  
    38,483    

New World Development Co., Ltd.

    203,639  
    3,366    

Nexity S.A.

    182,416  
    4,096    

Pebblebrook Hotel Trust REIT

    97,812  
    3,393    

PotlatchDeltic Corp. REIT

    201,408  
    5,792    

Prologis, Inc. REIT

    674,942  
    13,173    

Retail Opportunity Investments Corp. REIT

    231,845  
    4,505    

Rexford Industrial Realty, Inc. REIT

    250,253  
    1,325    

Ryman Hospitality Properties, Inc. REIT

    104,211  
    9,471    

Safestore Holdings plc REIT

    111,375  
    11,226    

Savills plc

    184,980  
    1,784    

Simon Property Group, Inc. REIT

    217,184  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0% - (continued)      
          Real Estate - 8.1% - (continued)      
    63,753    

Sino Land Co., Ltd.

  $ 94,682  
    3,623    

SL Green Realty Corp. REIT

    268,138  
    1,549    

Sun Communities, Inc. REIT

    258,420  
    17,700    

Tokyo Tatemono Co., Ltd.

    262,054  
    8,028    

UDR, Inc. REIT

    372,901  
    18,710    

UNITE Group plc

    301,029  
    11,494    

VICI Properties, Inc. REIT

    364,360  
    4,065    

Welltower, Inc. REIT

    304,997  
    3,402    

Weyerhaeuser Co., REIT

    131,896  
    17,769    

Workspace Group plc REIT

    201,227  
     

 

 

 
        13,903,084  
     

 

 

 
          Retailing - 0.1%      
    33,124    

Petrobras Distribuidora S.A.

    137,263  
    4,406    

Xebio Holdings Co., Ltd.

    34,918  
     

 

 

 
        172,181  
     

 

 

 
          Semiconductors & Semiconductor Equipment - 0.1%  
    1,463    

First Solar, Inc.

    111,963  
     

 

 

 
          Software & Services - 0.4%      
    1,114    

Aspen Technology, Inc.

    145,756  
    30,230    

Hive Blockchain Technologies Ltd.

    116,331  
    16,330    

Hut Mining Corp.

    90,740  
    2,650    

Marathon Digital Holdings, Inc.

    97,467  
    280    

MicroStrategy, Inc. Class A

    184,005  
     

 

 

 
        634,299  
     

 

 

 
          Technology Hardware & Equipment - 0.2%      
    1,830    

Hexagon AB Class B

    174,800  
    395    

Itron, Inc.

    35,526  
    1,559    

Trimble, Inc.

    127,838  
     

 

 

 
        338,164  
     

 

 

 
          Telecommunication Services - 2.1%      
    6,583    

America Movil S.A.B. de C.V. Class L, ADR

    91,767  
    36,176    

BT Group plc

    82,515  
    26,453    

Cellnex Telecom S.A.(1)

    1,496,289  
    25,600    

KDDI Corp.

    773,874  
    2,671    

KT Corp.

    67,974  
    4,073    

KT Corp. ADR

    51,320  
    7,168    

MTN Group Ltd.

    45,350  
    7,285    

Orange S.A.

    90,722  
    3,054    

SK Telecom Co., Ltd.

    831,830  
    53,253    

Turk Telekomunikasyon AS

    40,975  
    18,677    

Turkcell Iletisim Hizmetleri AS

    33,479  
     

 

 

 
        3,606,095  
     

 

 

 
          Transportation - 1.2%      
    32    

AP Moller - Maersk A/S Class B

    79,604  
    7,178    

Canadian National Railway Co.

    772,782  
    3,152    

D/S Norden A/S

    81,278  
    2,737    

East Japan Railway Co.

    187,451  
    91    

FedEx Corp.

    26,418  
    306,472    

Pacific Basin Shipping Ltd.

    107,391  
    11,339    

PostNL N.V.

    59,228  
    777    

Ryanair Holdings plc ADR

    90,792  
    91,970    

Shanghai International Airport Co., Ltd. Class A

    696,845  
    3,720    

Yellow Corp.

    34,112  
     

 

 

 
        2,135,901  
     

 

 

 
          Utilities - 8.8%      
    919    

Acciona S.A.

    159,761  
    9,545    

American Electric Power Co., Inc.

    846,737  
    3,422    

Atlantica Sustainable Infrastructure plc

    131,918  
    15,728    

Avangrid, Inc.

    800,555  
    106,277    

Beijing Enterprises Holdings Ltd.

    346,675  
    5,255    

CenterPoint Energy, Inc.

    128,695  
 

 

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

 

 

  54  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 53.0% - (continued)      
          Utilities - 8.8% - (continued)      
    53,005    

Centrica plc

  $ 41,489  
    1,015,441    

China Longyuan Power Group Corp. Ltd. Class H

    1,493,237  
    46,996    

Cia de Saneamento Basico do Estado de Sao Paulo

    370,116  
    1,929    

Consolidated Edison, Inc.

    149,324  
    7,701    

Duke Energy Corp.

    775,414  
    65,605    

E.ON SE

    791,054  
    12,493    

Edison International

    742,709  
    87,144    

Enel S.p.A.

    865,281  
    71,990    

Engie S.A.

    1,072,323  
    44,299    

ENN Energy Holdings Ltd.

    755,943  
    1,961    

Eversource Energy

    169,077  
    18,835    

Exelon Corp.

    846,445  
    18,856    

FirstEnergy Corp.

    715,020  
    31,445    

Guangdong Investment Ltd.

    48,414  
    63,186    

Iberdrola S.A.

    853,892  
    80,012    

National Grid plc

    1,008,594  
    6,674    

Pinnacle West Capital Corp.

    564,954  
    4,947    

Sempra Energy

    680,559  
    1,711    

Sunnova Energy International, Inc.

    60,433  
    12,248    

UGI Corp.

    535,360  
    6,215    

Veolia Environnement S.A.(2)

    198,227  
     

 

 

 
        15,152,206  
     

 

 

 
   

Total Common Stocks
(cost $70,380,439)

  $ 91,364,581  
     

 

 

 
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.2%  
          Whole Loan Collateral CMO - 0.2%      
   

Connecticut Avenue Securities Trust

 
$     31,867    

2.21%, 10/25/2039, 1 mo. USD LIBOR + 2.100%(1)(3)

  $ 32,051  
    27,630    

2.26%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(3)

    27,760  
    28,575    

2.41%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(3)

    28,783  
   

Fannie Mae Connecticut Avenue Securities

 
    79,168    

2.31%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(3)

    80,191  
    98,733    

3.11%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(3)

    101,461  
     

 

 

 
   

Total Asset & Commercial Mortgage-Backed Securities
(cost $245,915)

  $ 270,246  
     

 

 

 
CORPORATE BONDS - 0.2%  
          Airlines - 0.0%      
$     20,000    

JetBlue Airways Corp. 4.00%, 05/15/2034

  $ 21,678  
     

 

 

 
          Construction Materials - 0.0%      
    57,000    

Eagle Materials, Inc. 4.50%, 08/01/2026

    58,689  
     

 

 

 
          Diversified Financial Services - 0.0%      
    30,000    

Home Point Capital, Inc. 5.00%, 02/01/2026(1)

    29,541  
     

 

 

 
          Engineering & Construction - 0.0%      
    5,000    

TopBuild Corp. 3.63%, 03/15/2029(1)

    4,950  
     

 

 

 
          Machinery-Diversified - 0.0%      
    10,000    

Westinghouse Air Brake Technologies Corp. 3.20%, 06/15/2025

    10,663  
     

 

 

 
          Oil & Gas - 0.1%      
    115,000    

Centennial Resource Production LLC 5.38%, 01/15/2026(1)

    107,669  
    5,000    

Diamondback Energy, Inc. 4.75%, 05/31/2025

    5,618  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 0.2% - (continued)  
          Oil & Gas - 0.1% - (continued)      
$     50,000    

Occidental Petroleum Corp. 4.40%, 04/15/2046

  $ 44,000  
     

 

 

 
        157,287  
     

 

 

 
          Pipelines - 0.1%      
    50,000    

Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.38%, 09/15/2024

    50,813  
    45,000    

EnLink Midstream Partners L.P. 4.85%, 07/15/2026

    45,450  
    30,000    

Gray Oak Pipeline LLC 3.45%, 10/15/2027(1)

    31,105  
     

 

 

 
        127,368  
     

 

 

 
   

Total Corporate Bonds
(cost $406,823)

  $ 410,176  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 2.1%  
          Argentina - 0.1%      
ARS     6,668,633    

Argentina Treasury Bond 1.20%, 03/18/2022(4)

  $ 70,495  
$     123,741    

Argentine Republic Government International Bond 0.13%, 07/09/2035(5)(6)

    38,980  
     

 

 

 
        109,475  
     

 

 

 
          Canada - 0.2%      
CAD     253,005    

Canadian Government Real Return Bond 4.25%, 12/01/2026(4)

    266,760  
     

 

 

 
          Germany - 0.4%      
   

Deutsche Bundesrepublik Inflation Linked Bond

 
EUR     317,121    

0.10%, 04/15/2026(4)(7)

    420,223  
    121,885    

0.50%, 04/15/2030(4)(7)

    176,993  
     

 

 

 
        597,216  
     

 

 

 
          Greece - 0.1%      
    41,225,000    

Hellenic Republic Government Bond 0.00%, 10/15/2042(6)

    148,688  
     

 

 

 
          Hungary - 0.0%      
    30,000    

Hungary Government International Bond 1.63%, 04/28/2032(7)

    38,485  
     

 

 

 
          Indonesia - 0.2%      
IDR     4,542,000,000    

Indonesia Treasury Bond 8.38%, 03/15/2034

    347,717  
     

 

 

 
          Japan - 0.6%      
   

Japanese Government CPI Linked Bond

 
JPY     84,039,875    

0.10%, 03/10/2026(4)

    776,114  
    35,669,748    

0.10%, 03/10/2028(4)

    330,881  
     

 

 

 
        1,106,995  
     

 

 

 
          Mexico - 0.1%      
MXN     1,321,900    

Mexican Bonos 8.00%, 11/07/2047

    66,126  
    2,540,707    

Mexican Udibonos 4.00%, 11/08/2046(4)

    133,325  
     

 

 

 
        199,451  
     

 

 

 
          Russia - 0.2%      
   

Russian Federal Bond - OFZ

 
RUB     5,730,000    

7.05%, 01/19/2028

    77,559  
    5,700,000    

7.65%, 04/10/2030

    79,504  
    13,529,998    

Russian Federal Inflation Linked Bond - OFZ 2.50%, 02/02/2028(4)

    177,744  
     

 

 

 
        334,807  
     

 

 

 
          South Korea - 0.2%      
KRW     345,765,127    

Inflation Linked Korea Treasury Bond 1.75%, 06/10/2028(4)

    334,270  
     

 

 

 
          Thailand - 0.0%      
THB     1,499,996    

Thailand Government Bond 1.25%, 03/12/2028(4)(7)

    47,137  
     

 

 

 
   

Total Foreign Government Obligations
(cost $3,691,648)

  $ 3,531,001  
     

 

 

 
 

 

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

 

 

  55  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 0.1%  
          Mortgage-Backed Agencies - 0.1%  
          FHLMC - 0.1%  
$     49,514    

2.16%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(3)

  $ 50,109  
    44,243    

2.16%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(3)

    44,821  
    48,503    

2.46%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(3)

    49,053  
    50,542    

2.76%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(3)

    51,588  
     

 

 

 
   

Total U.S. Government Agencies
(cost $189,193)

  $ 195,571  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 27.9%  
          U.S. Treasury Securities - 27.9%  
          U.S. Treasury Bonds - 5.6%  
$     2,810,822    

0.13%, 01/15/2030(4)

  $ 3,078,765  
    306,852    

0.25%, 02/15/2050(4)

    326,570  
    84,871    

0.75%, 02/15/2045(4)

    99,831  
    206,980    

0.88%, 02/15/2047(4)

    253,244  
    99,884    

1.00%, 02/15/2046(4)

    124,256  
    307,531    

1.75%, 01/15/2028(4)

    373,559  
    3,199,724    

2.00%, 01/15/2026(4)

    3,807,713  
    560,818    

2.38%, 01/15/2025(4)

    659,849  
    339,035    

2.38%, 01/15/2027(4)

    418,933  
    415,570    

3.63%, 04/15/2028(4)

    564,030  
     

 

 

 
        9,706,750  
     

 

 

 
          U.S. Treasury Notes - 22.3%  
    3,905,223    

0.13%, 07/15/2022(4)

    4,054,415  
    3,549,580    

0.13%, 07/15/2024(4)

    3,856,979  
    1,047,724    

0.13%, 07/15/2026(4)

    1,156,657  
    1,217,299    

0.13%, 01/15/2031(4)

    1,328,140  
    2,570,243    

0.25%, 01/15/2025(4)

    2,808,994  
    1,485,557    

0.25%, 07/15/2029(4)

    1,653,824  
    3,936,612    

0.38%, 07/15/2023(4)(8)

    4,216,071  
    2,805,570    

0.38%, 07/15/2025(4)(8)

    3,110,822  
    2,188,189    

0.38%, 01/15/2027(4)

    2,439,916  
    1,435,179    

0.38%, 07/15/2027(4)

    1,610,858  
    826,232    

0.50%, 01/15/2028(4)

    930,404  
    3,258,160    

0.63%, 01/15/2024(4)

    3,539,176  
    1,632,439    

0.63%, 01/15/2026(4)

    1,830,968  
    1,152,610    

0.75%, 07/15/2028(4)

    1,328,503  
    3,912,555    

0.88%, 01/15/2029(4)(8)

    4,539,685  
     

 

 

 
        38,405,412  
     

 

 

 
   

Total U.S. Government Securities
(cost $45,945,895)

  $ 48,112,162  
     

 

 

 
CONVERTIBLE BONDS - 0.0%  
          Oil & Gas - 0.0%  
$     55,000    

PDC Energy, Inc. 1.13%, 09/15/2021

  $ 54,520  
     

 

 

 
          REITS - 0.0%  
    6,000    

Pebblebrook Hotel Trust 1.75%, 12/15/2026

    6,852  
     

 

 

 
   

Total Convertible Bonds
(cost $57,707)

  $ 61,372  
     

 

 

 
EXCHANGE-TRADED FUNDS - 3.4%  
          Other Investment Pools & Funds - 3.4%  
    72,465    

Energy Select Sector SPDR Fund

  $ 3,579,046  
    73    

iShares Silver Trust

    1,753  
    976    

SPDR Gold Shares

    161,684  
Shares or Principal Amount   Market Value  
EXCHANGE-TRADED FUNDS - 3.4% - (continued)  
          Other Investment Pools & Funds - 3.4% - (continued)  
    6,730    

SPDR S&P Oil & Gas Exploration & Production ETF

  $ 539,746  
    7,360    

VanEck Vectors Agribusiness ETF

    672,778  
    28,585    

VanEck Vectors Gold Miners ETF

    982,180  
     

 

 

 
   

Total Exchange-Traded Funds
(cost $5,604,634)

  $ 5,937,187  
     

 

 

 
   

Total Long-Term Investments
(cost $126,522,254)

  $ 149,882,296  
     

 

 

 
SHORT-TERM INVESTMENTS - 13.0%  
          Other Investment Pools & Funds - 9.8%      
    16,995,634    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.03%(9)

  $ 16,995,634  
     

 

 

 
          Repurchase Agreements - 2.2%      
    3,801,242    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $3,801,244; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $3,877,312

    3,801,242  
     

 

 

 
          Securities Lending Collateral - 1.0%      
    215,634    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(9)

    215,634  
    1,512,521    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(9)

    1,512,521  
     

 

 

 
        1,728,155  
     

 

 

 
   

Total Short-Term Investments
(cost $22,525,031)

  $ 22,525,031  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $149,047,285)

    99.9    $ 172,407,327  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $17,921)

    0.0    $ 3,110  
     

 

 

    

 

 

 
   

Total Investments
(cost $149,065,206)

    99.9    $ 172,410,437  
   

Other Assets and Liabilities

    0.1      133,917  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 172,544,354  
     

 

 

    

 

 

 

 

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 accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

    

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, 2021, the Fund invested 19.5% 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, 2021, the aggregate value of these securities was $2,509,550, representing 1.5% 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, 2021. 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 a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(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) 

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, 2021, the aggregate value of these securities was $682,838, representing 0.4% of net assets.

 

(8) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $2,456,073.

 

(9) 

Current yield as of period end.

 

 

OTC Option Contracts Outstanding at April 30, 2021  

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                                                    

Bloomberg Commodity Index Option

   GSC    70.00 USD      05/11/2021        3,488     USD     3,488     $     $ 2,954$      $ (2,954

Bloomberg Commodity Index Option

   JPM    73.00 USD      06/21/2021        4,246     USD     4,246       1       5,046       (5,045

Bloomberg Commodity Index Option

   JPM    79.00 USD      08/09/2021        3,085     USD     3,085       89       5,967       (5,878
                 

 

 

   

 

 

   

 

 

 

Total purchased OTC option contracts

            $     90     $     13,967     $     (13,877
                 

 

 

   

 

 

   

 

 

 
Written option contracts:  
Puts                                                    

Bloomberg Commodity Index Option

   GSC    63.00 USD      05/11/2021        (3,488   USD     (3,488   $     $ (484   $ 484  

Bloomberg Commodity Index Option

   JPM    65.00 USD      06/21/2021        (3,639   USD     (3,639           (656     656  

Bloomberg Commodity Index Option

   JPM    71.00 USD      08/09/2021        (3,330   USD     (3,330     (7     (1,299     1,292  
                 

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

            $ (7   $ (2,439   $ 2,432  
                 

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2021  

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                                                

Silver Option

   35.00 USD    11/23/2021      1        USD       5,000      $3,020   $ 3,954      $ (934
                

 

 

 

 

    

 

 

 

Total purchased exchange-traded option contracts

                 $3,020   $ 3,954      $ (934
                

 

 

 

 

    

 

 

 

 

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, 2021 (Unaudited)

 

 

 

Exchange-Traded Options Contracts Outstanding at April 30, 2021  

Description

  

Exercise Price/
FX Rate/ Rate

  

Expiration
Date

   Number of
Contracts
    

Notional
Amount

  Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 
Written option contracts:                                              
Calls                                              

LME Nickel Future Option

   20,000.00 USD    12/01/2021      (1     USD      (6)   $ (4,473   $ (2,637   $ (1,836

Silver Option

   55.00 USD    11/23/2021      (1     USD      (5,000)     (765     (845     80  
               

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

                $ (5,238   $ (3,482   $ (1,756
               

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

Brent Crude Oil Future

     8        05/28/2021      $ 534,080      $ 20,801  

Brent Crude Oil Future

     2        06/25/2021        2,620        (449

Brent Crude Oil Future

     27        09/30/2021        1,750,140        85,985  

Copper Future

     11        09/28/2021        1,228,700        104,288  

Corn Future

     58        07/14/2021        1,952,425        251,574  

Corn Future

     2        12/14/2021        56,375        868  

Cotton No. 2 Future

     4        07/08/2021        176,160        9,161  

Cotton No. 2 Future

     15        12/08/2021        637,950        8,630  

Gasoline RBOB Future

     5        05/28/2021        436,023        55,314  

Gasoline RBOB Future

     9        08/31/2021        760,914        30,899  

Gold 100oz Future

     2        06/28/2021        353,540        17,410  

Gold 100oz Future

     14        12/29/2021        2,483,040        15,159  

Ice ECX Emission

     19        12/20/2021        1,115,640        403,287  

LME Copper Future

     3        06/16/2021        737,156        104,869  

LME Nickel Future

     15        05/17/2021        1,588,500        165,299  

LME Nickel Future

     5        06/14/2021        529,875        1,901  

LME Nickel Future

     8        07/19/2021        848,400        1,895  

LME Nickel Future

     9        09/13/2021        955,179        72,339  

LME Zinc Future

     22        05/17/2021        1,604,075        141,968  

LME Zinc Future

     11        07/19/2021        804,856        37,690  

LME Zinc Future

     10        09/13/2021        733,625        32,343  

Live Cattle Future

     7        10/29/2021        344,120        (11,154

NY Harbor ULSD Future

     9        08/31/2021        729,691        14,072  

Natural Gas Future

     3        05/26/2021        87,930        7,597  

Natural Gas Future

     5        07/28/2021        149,450        9,740  

Platinum Future

     7        07/28/2021        421,820        542  

Primary Aluminum Future

     2        06/16/2021        119,475        9,019  

Silver Future

     7        07/28/2021        905,555        1,966  

Soybean Future

     12        07/14/2021        920,550        68,229  

Soybean Future

     11        11/12/2021        736,863        50,439  

Soybean Meal Future

     6        07/14/2021        255,660        13,649  

Soybean Meal Future

     20        12/14/2021        802,000        42,238  

WTI Crude Future

     13        06/22/2021        825,240        (10,340

WTI Crude Future

     14        09/21/2021        869,400        (11,003

WTI Crude Future

     40        11/19/2021        2,441,200        811,858  
           

 

 

 

Total

 

   $ 2,558,083  
           

 

 

 

 

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, 2021 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2021 – (continued)  

Description

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

Brent Crude Oil Future

     2        06/25/2021      $ 980      $ 100  

Brent Crude Oil Future

     1        10/31/2024        57,860        (572

Euro-OAT Future

     1        06/08/2021        192,949        1,610  

Japan 10-Year Mini Bond Future

     1        06/11/2021        138,430        (199

LME Copper Future

     1        06/16/2021        245,719        (8

LME Nickel Future

     15        05/17/2021        1,588,500        (58,970

LME Nickel Future

     2        06/14/2021        211,950        (9,108

LME Nickel Future

     8        07/19/2021        848,400        (46,506

LME Nickel Future

     1        09/13/2021        106,131        (9,167

LME Zinc Future

     22        05/17/2021        1,604,075        (65,660

LME Zinc Future

     11        07/19/2021        804,856        (35,377

Natural Gas Future

     1        03/29/2023        24,190        (843

Natural Gas Future

     1        04/26/2023        23,890        (434

Primary Aluminum Future

     1        06/16/2021        59,738        (8

U.S. Treasury 10-Year Note Future

     76        06/21/2021        10,034,375        172,841  

U.S. Treasury Ultra Bond Future

     4        06/21/2021        743,625        15,516  
           

 

 

 

Total

            $ (36,785
           

 

 

 

Total futures contracts

 

   $ 2,521,298  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2021  

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

     GSC        USD       320,000        (0.50 %)      11/17/2059        Monthly      $      $ (3,688   $ (3,169   $ 519  

CMBX.NA.AAA.10

     MSC        USD       125,000        (0.50 %)      11/17/2059        Monthly               (6     (1,236     (1,230

CMBX.NA.AAA.11

     MSC        USD       320,000        (0.50 %)      11/18/2054        Monthly               (2,664     (3,043     (379

CMBX.NA.AAA.11

     MSC        USD       125,000        (0.50 %)      11/18/2054        Monthly        615              (1,187     (1,802

CMBX.NA.AAA.12

     MSC        USD       320,000        (0.50 %)      08/17/2061        Monthly               (244     (2,564     (2,320

CMBX.NA.AAA.12

     MSC        USD       130,000        (0.50 %)      08/17/2061        Monthly        1,881              (1,040     (2,921

CMBX.NA.AAA.13

     MSC        USD       125,000        (0.50 %)      12/16/2072        Monthly        3,028              (675     (3,703

CMBX.NA.AAA.13

     MSC        USD       330,000        (0.50 %)      12/16/2072        Monthly        2,314              (1,785     (4,099
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

     $ 7,838      $ (6,602   $ (14,699   $ (15,935
                  

 

 

    

 

 

   

 

 

   

 

 

 

 

(a) 

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2021  

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)
 

MXN-TIIE-Banxico-Bloomberg

  

7.13% Fixed

  

MXN

    3,553,400        06/04/2031        Lunar      $     1,890      $     —      $     2,022      $     132  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2021  

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

   JPM      USD       745,000      (1.00%)      09/20/2021        At Maturity      $      $ (297   $ 1,310     $ 1,607  

Markit iBoxx USD Liquid

   MSC      USD       415,000      (1.00%)      09/20/2021        At Maturity               (165     (1,555     (1,390
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC total return swap contracts

 

      $     —      $     (462   $     (245   $     217  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

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, 2021 (Unaudited)

 

 

 

Bond Forward Contracts Outstanding at April 30, 2021  

Counterparty

    

Reference Obligation

     Notional Amount        Expiration Date        Unrealized
Appreciation/
(Depreciation)
 

BOA

     U.S. Treasury Bonds, 0.75%, 07/15/2028        USD       6,789,434          05/28/2021        $ (7,055
                     

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty   Settlement
Date
    Appreciation     Depreciation  
  1,755,000      AUD      1,363,481      USD    MSC     05/28/2021     $     $ (11,337
  565,000      BRL      98,799      USD    DEUT     05/04/2021       5,176        
  565,000      BRL      104,560      USD    MSC     05/04/2021             (585
  565,000      BRL      103,112      USD    MSC     06/02/2021       581        
  6,685,000      BRL      1,229,764      USD    DEUT     06/02/2021             (2,872
  45,000      CAD      36,275      USD    GSC     05/28/2021       338        
  571,400,000      CLP      807,907      USD    BNP     05/28/2021             (4,091
  8,535,000      CNH      1,313,419      USD    BOA     05/28/2021       2,395        
  588,000      GBP      817,374      USD    UBS     05/28/2021             (5,268
  22,377,000,000      IDR      1,541,116      USD    MSC     05/28/2021       3,865        
  61,395,000      JPY      568,481      USD    BOA     05/28/2021             (6,600
  18,868,000      MXN      940,719      USD    CBK     05/28/2021             (12,246
  12,390,000      NOK      1,495,145      USD    CBK     05/28/2021             (6,611
  26,000      NZD      18,751      USD    MSC     05/28/2021             (147
  180,320,000      RUB      2,400,410      USD    BOA     05/28/2021             (11,750
  7,500,000      SEK      895,772      USD    BOA     05/28/2021             (9,609
  567,240      USD      730,000      AUD    WEST     05/28/2021       4,810        
  104,560      USD      565,000      BRL    DEUT     05/04/2021       585        
  103,338      USD      565,000      BRL    MSC     05/04/2021             (637
  260,372      USD      323,000      CAD    GSC     05/28/2021             (2,425
  1,165,709      USD      1,065,000      CHF    GSC     05/28/2021             (1,325
  822,298      USD      577,500,000      CLP    GSC     05/28/2021       9,901        
  5,906,293      USD      4,881,000      EUR    BNP     05/28/2021       34,791        
  4,641,569      USD      3,345,000      GBP    BCLY     05/28/2021       21,678        
  122,059      USD      1,772,296,000      IDR    MSC     05/28/2021             (306
  1,234,000      USD      133,270,000      JPY    BOA     05/28/2021       14,326        
  325,953      USD      361,756,000      KRW    GSC     05/28/2021       735        
  78,277      USD      1,570,000      MXN    CBK     05/28/2021       1,019        
  653,038      USD      5,410,000      NOK    BOA     05/28/2021       3,081        
  1,226      USD      5,000      RON    SG     05/28/2021       7        
  205,004      USD      15,400,000      RUB    BOA     05/28/2021       1,004        
  48,317      USD      1,517,000      THB    JPM     05/28/2021             (393
  1,137,660      USD      16,260,000      ZAR    CBK     05/28/2021       20,945        
               

 

 

   

 

 

 
 

Total Foreign Currency Contracts

    $     125,237     $     (76,202
               

 

 

   

 

 

 

 

 

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

 

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

 

 

  60  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 263,243     $ 163,498     $ 99,745     $  

Banks

     1,761,472       79,343       1,682,129        

Capital Goods

     4,338,927       2,423,399       1,915,528        

Commercial & Professional Services

     991,081       731,390       259,691        

Consumer Durables & Apparel

     1,773,141       1,110,223       662,918        

Consumer Services

     476,245       302,033       174,212        

Diversified Financials

     2,495,932       2,269,356       226,576        

Energy

     20,955,728       9,746,332       11,209,396        

Food & Staples Retailing

     135,246             135,246        

Food, Beverage & Tobacco

     152,835       134,108       18,727        

Health Care Equipment & Services

     70,835       70,835              

Insurance

     658,339             658,339        

Materials

     19,309,899       7,283,356       12,026,543        

Media & Entertainment

     1,927,765       1,927,765              

Real Estate

     13,903,084       9,498,518       4,404,566        

Retailing

     172,181       137,263       34,918        

Semiconductors & Semiconductor Equipment

     111,963       111,963              

Software & Services

     634,299       634,299              

Technology Hardware & Equipment

     338,164       163,364       174,800        

Telecommunication Services

     3,606,095       217,541       3,388,554        

Transportation

     2,135,901       924,104       1,211,797        

Utilities

     15,152,206       7,517,316       7,634,890        

Asset & Commercial Mortgage-Backed Securities

     270,246             270,246        

Corporate Bonds

     410,176             410,176        

Foreign Government Obligations

     3,531,001             3,531,001        

U.S. Government Agencies

     195,571             195,571        

U.S. Government Securities

     48,112,162             48,112,162        

Convertible Bonds

     61,372             61,372        

Exchange-Traded Funds

     5,937,187       5,937,187              

Short-Term Investments

     22,525,031       18,723,789       3,801,242        

Purchased Options

     3,110       3,020       90        

Foreign Currency Contracts(2)

     125,237             125,237        

Futures Contracts(2)

     2,781,096       2,780,996       100        

Swaps - Credit Default(2)

     519             519        

Swaps - Interest Rate(2)

     132             132        

Swaps - Total Return(2)

     1,607             1,607        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     175,319,028     $     72,890,998     $     102,428,030     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (7,055   $     $ (7,055   $  

Foreign Currency Contracts(2)

     (76,202           (76,202      

Futures Contracts(2)

     (259,798     (259,349     (449      

Swaps - Credit Default(2)

     (16,454           (16,454      

Swaps - Total Return(2)

     (1,390           (1,390      

Written Options

     (5,245     (5,238     (7      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (366,144   $ (264,587   $ (101,557   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, 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.

 

 

  61  

 


The Hartford Growth Allocation Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8%  
      Domestic Equity Funds - 58.5%  
  2,797,288    

Hartford Core Equity Fund, Class F

  $ 126,856,991  
  1,525,275    

Hartford Multifactor US Equity ETF

    59,943,307  
  2,365,102    

Hartford Small Cap Value Fund, Class F

    32,259,998  
  3,309,907    

The Hartford Equity Income Fund, Class F

    73,877,117  
  497,985    

The Hartford Growth Opportunities Fund, Class F

    31,960,703  
  674,998    

The Hartford MidCap Fund, Class F

    26,277,691  
  838,079    

The Hartford Small Company Fund, Class F

    28,016,975  
   

 

 

 
 

Total Domestic Equity Funds
(cost $268,571,868)

  $ 379,192,782  
   

 

 

 
      International/Global Equity Funds - 26.3%  
  1,958,588    

Hartford Multifactor Developed Markets (ex-US) ETF

    59,619,419  
  600,500    

Hartford Schroders Emerging Markets Equity Fund, Class F

    12,742,600  
  2,189,520    

Hartford Schroders International Multi-Cap Value Fund, Class F

    22,639,642  
  1,285,082    

The Hartford International Growth Fund, Class F

    24,750,671  
  2,518,620    

The Hartford International Opportunities Fund, Class F

    51,203,546  
   

 

 

 
 

Total International/Global Equity Funds
(cost $150,317,019)

  $ 170,955,878  
   

 

 

 
      Taxable Fixed Income Funds - 15.0%  
  962,258    

Hartford Core Bond ETF

    39,261,762  
  289,354    

Hartford Short Duration ETF

    11,886,633  
  654,982    

The Hartford Inflation Plus Fund, Class F

    7,538,847  
  1,300,459    

The Hartford Strategic Income Fund, Class F

    12,029,244  
  2,468,445    

The Hartford World Bond Fund, Class F

    26,461,733  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $96,540,774)

  $ 97,178,219  
   

 

 

 
Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8% - (continued)  
      Taxable Fixed Income Funds - 15.0% - (continued)  
 

Total Affiliated Investment Companies
(cost $515,429,661)

  $ 647,326,879  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.2%  
      Other Investment Pools & Funds - 0.2%  
  1,259,986    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.03%(1)

  $ 1,259,986  
   

 

 

 
 

Total Short-Term Investments
(cost $1,259,986)

  $ 1,259,986  
   

 

 

 
 

Total Investments
(cost $516,689,647)

    100    $ 648,586,865  
 

Other Assets and Liabilities

    0.0      (129,940
   

 

 

    

 

 

 
 

Total Net Assets

    100    $ 648,456,925  
   

 

 

    

 

 

 

 

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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 647,326,879      $ 647,326,879      $      $  

Short-Term Investments

     1,259,986        1,259,986                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     648,586,865      $     648,586,865      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  62  

 


Hartford Moderate Allocation Fund

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8%  
      Domestic Equity Funds - 42.4%  
  1,339,670    

Hartford Core Equity Fund, Class F

  $ 60,754,024  
  714,546    

Hartford Multifactor US Equity ETF

    28,081,658  
  1,103,100    

Hartford Small Cap Value Fund, Class F

    15,046,285  
  1,603,548    

The Hartford Equity Income Fund, Class F

    35,791,189  
  237,059    

The Hartford Growth Opportunities Fund, Class F

    15,214,469  
  271,459    

The Hartford MidCap Fund, Class F

    10,567,880  
  391,826    

The Hartford Small Company Fund, Class F

    13,098,754  
   

 

 

 
 

Total Domestic Equity Funds
(cost $125,975,818)

  $ 178,554,259  
   

 

 

 
      International/Global Equity Funds - 21.5%  
  996,329    

Hartford Multifactor Developed Markets (ex-US) ETF

    30,328,255  
  363,381    

Hartford Schroders Emerging Markets Equity Fund, Class F

    7,710,939  
  1,144,927    

Hartford Schroders International Multi-Cap Value Fund, Class F

    11,838,544  
  692,139    

The Hartford International Growth Fund, Class F

    13,330,599  
  1,342,941    

The Hartford International Opportunities Fund, Class F

    27,301,996  
   

 

 

 
 

Total International/Global Equity Funds
(cost $79,257,184)

  $ 90,510,333  
   

 

 

 
      Taxable Fixed Income Funds - 35.9%  
  1,513,033    

Hartford Core Bond ETF

    61,734,319  
  496,261    

Hartford Short Duration ETF

    20,386,352  
  991,432    

The Hartford Inflation Plus Fund, Class F

    11,411,382  
  2,007,560    

The Hartford Strategic Income Fund, Class F

    18,569,927  
  3,655,971    

The Hartford World Bond Fund, Class F

    39,192,014  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $150,113,599)

  $ 151,293,994  
   

 

 

 
Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.8% - (continued)  
      Taxable Fixed Income Funds - 35.9% - (continued)  
 

Total Affiliated Investment Companies
(cost $355,346,601)

  $ 420,358,586  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.2%  
      Other Investment Pools & Funds - 0.2%  
  823,432    

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 0.03%(1)

  $ 823,432  
   

 

 

 
 

Total Short-Term Investments
(cost $823,432)

  $ 823,432  
   

 

 

 
 

Total Investments
(cost $356,170,033)

    100.0    $ 421,182,018  
 

Other Assets and Liabilities

    0.0      77,446  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 421,259,464  
   

 

 

    

 

 

 

 

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 Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total      Level 1      Level 2      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 420,358,586      $ 420,358,586      $      $  

Short-Term Investments

     823,432        823,432                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     421,182,018      $     421,182,018      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the six-month period ended April 30, 2021, there were no transfers in and out of Level 3.

 

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

 

 

  63  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 36.2%  
          Automobiles & Components - 0.4%  
    355    

Tesla, Inc.*

  $ 251,851  
    13,205    

Volkswagen AG

    3,438,047  
     

 

 

 
        3,689,898  
     

 

 

 
      Banks - 2.7%  
    156,007    

Abu Dhabi Islamic Bank PJSC

    204,500  
    127,000    

Agricultural Bank of China Ltd. Class H

    49,202  
    36,910    

Ameris Bancorp

    1,996,462  
    3,279,000    

Bank of China Ltd. Class H

    1,300,937  
    460,822    

Bank of Communications Co., Ltd. Class H

    294,231  
    31,154    

Bank of Nova Scotia

    1,984,198  
    34,768    

BAWAG Group AG*(1)

    1,875,478  
    574,000    

China CITIC Bank Corp. Ltd. Class H

    299,649  
    124,033    

Credit Agricole S.A.*

    1,918,568  
    25,294    

KBC Group N.V.*

    1,962,524  
    14,653    

PNC Financial Services Group, Inc.

    2,739,379  
    26,310    

Popular, Inc.

    1,945,888  
    165,578    

Svenska Handelsbanken AB Class A

    1,917,437  
    40,840    

Synovus Financial Corp.

    1,913,763  
    181,600    

Tisco Financial Group PCL

    539,478  
    53,560    

United Community Banks, Inc.

    1,752,483  
    19,390    

Western Alliance Bancorp

    2,037,307  
     

 

 

 
        24,731,484  
     

 

 

 
      Capital Goods - 5.2%  
    19,770    

American Woodmark Corp.*

    1,966,324  
    45,787    

Assa Abloy AB Class B

    1,305,368  
    162,002    

BAE Systems plc

    1,131,621  
    44,824    

Builders FirstSource, Inc.*

    2,181,584  
    53,421    

Cie de Saint-Gobain*

    3,370,605  
    140,500    

CK Hutchison Holdings Ltd.

    1,148,321  
    15,266    

Fortive Corp.

    1,081,138  
    20,364    

Fortune Brands Home & Security, Inc.

    2,137,813  
    12,400    

ITOCHU Corp.

    387,112  
    64,460    

JELD-WEN Holding, Inc.*

    1,880,298  
    6,080    

Lennox International, Inc.

    2,038,867  
    4,463    

Lockheed Martin Corp.

    1,698,439  
    58,769    

Marubeni Corp.

    489,501  
    17,230    

Masonite International Corp.*

    2,175,977  
    10,100    

Mitsubishi Corp.

    279,272  
    55,965    

Mitsui & Co., Ltd.

    1,181,065  
    3,057    

MSC Industrial Direct Co., Inc. Class A

    275,619  
    41,768    

Nexans S.A.*

    3,430,298  
    50,736    

OC Oerlikon Corp. AG

    593,352  
    8,629    

Otis Worldwide Corp.

    671,940  
    22,140    

Owens Corning

    2,143,373  
    23,657    

Raytheon Technologies Corp.

    1,969,209  
    5,175    

Rockwool International A/S Class B(2)

    2,314,765  
    16,602    

Schneider Electric SE

    2,648,944  
    56,096    

Signify N.V.*(1)

    3,185,640  
    5,200    

Sumitomo Corp.

    70,663  
    58,475    

Vestas Wind Systems A/S

    2,440,949  
    22,559    

Vinci S.A.

    2,475,392  
    242,000    

Xinyi Glass Holdings Ltd.

    857,407  
     

 

 

 
        47,530,856  
     

 

 

 
      Commercial & Professional Services - 0.7%  
    1,429,283    

Aker Carbon Capture AS*

    2,902,776  
    89,690    

Bureau Veritas S.A.*

    2,682,375  
    25,514    

Experian plc

    983,604  
     

 

 

 
        6,568,755  
     

 

 

 
      Consumer Durables & Apparel - 3.8%  
    94,000    

ANTA Sports Products Ltd.

    1,676,810  
    9,660    

Cavco Industries, Inc.*

    2,023,094  
    35,010    

Century Communities, Inc.*

    2,588,639  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 36.2% - (continued)  
      Consumer Durables & Apparel - 3.8% - (continued)  
    22,527    

D.R. Horton, Inc.

  $ 2,214,179  
    201,100    

Gree Electric Appliances, Inc. of Zhuhai Class A

    1,856,052  
    16,380    

Installed Building Products, Inc.

    2,205,567  
    40,333    

KB Home

    1,945,261  
    20,183    

Lennar Corp. Class A

    2,090,959  
    320,000    

Li Ning Co., Ltd.

    2,597,018  
    14,901    

NIKE, Inc. Class B

    1,976,171  
    385    

NVR, Inc.*

    1,931,968  
    3,214    

Pandora A/S

    363,982  
    36,218    

PulteGroup, Inc.

    2,141,208  
    21,400    

Sekisui House Ltd.

    433,406  
    91,600    

Shenzhou International Group Holdings Ltd.

    2,015,108  
    32,147    

Toll Brothers, Inc.

    2,015,617  
    8,755    

TopBuild Corp.*

    1,946,937  
    81,803    

TRI Pointe Group, Inc.*

    1,948,547  
     

 

 

 
        33,970,523  
     

 

 

 
      Consumer Services - 0.7%  
    106,506    

Compass Group plc*

    2,316,960  
    12,639    

McDonald’s Corp.

    2,983,815  
    7,900    

McDonald’s Holdings Co. Japan Ltd.

    360,699  
    480,000    

Meritage Homes Corp.(1)

    493,445  
     

 

 

 
        6,154,919  
     

 

 

 
      Diversified Financials - 0.6%  
    75,200    

Bursa Malaysia Bhd

    154,739  
    46,290    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    2,425,596  
    47,621    

M&G plc

    142,940  
    22,100    

Morgan Stanley

    1,824,355  
    23,621    

OneMain Holdings, Inc.

    1,343,326  
     

 

 

 
        5,890,956  
     

 

 

 
      Energy - 0.4%  
    786,000    

China Petroleum & Chemical Corp. Class H

    387,660  
    623,301    

China Shenhua Energy Co., Ltd. Class H

    1,298,269  
    193,953    

Coal India Ltd.

    347,643  
    38,416    

Total SE

    1,697,901  
     

 

 

 
        3,731,473  
     

 

 

 
      Food & Staples Retailing - 0.7%  
    64,340    

Kesko Oyj Class B

    1,959,111  
    39,444    

Koninklijke Ahold Delhaize N.V.

    1,061,513  
    13,302    

Kroger Co.

    486,055  
    85,042    

Magnit PJSC GDR

    1,197,817  
    33,400    

Seven & i Holdings Co., Ltd.

    1,442,082  
     

 

 

 
        6,146,578  
     

 

 

 
      Food, Beverage & Tobacco - 2.5%  
    42,734    

Altria Group, Inc.

    2,040,548  
    1,255    

British American Tobacco plc

    46,565  
    31,843    

Coca-Cola Co.

    1,718,885  
    12,134    

Conagra Brands, Inc.

    450,050  
    59,218    

Diageo plc

    2,658,377  
    21,429    

Heineken N.V.

    2,485,752  
    81,141    

Imperial Brands plc

    1,691,264  
    278,370    

Inner Mongolia Yili Industrial Group Co., Ltd. Class A

    1,754,630  
    11,100    

Japan Tobacco, Inc.

    208,221  
    3,206    

JM Smucker Co.

    419,954  
    2,656    

KT&G Corp.

    196,544  
    6,442    

Kweichow Moutai Co., Ltd. Class A

    1,990,201  
    15,534    

Nestle S.A.

    1,853,683  
    11,531    

PepsiCo., Inc.

    1,662,309  
    11,758    

Philip Morris International, Inc.

    1,117,010  
    111,500    

WH Group Ltd.(1)

    97,150  
    48,595    

Wuliangye Yibin Co., Ltd. Class A

    2,129,496  
     

 

 

 
        22,520,639  
     

 

 

 
 

 

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

 

 

  64  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 36.2% - (continued)  
      Health Care Equipment & Services - 1.4%  
    23,488    

Baxter International, Inc.

  $ 2,012,687  
    6,062    

CVS Health Corp.

    463,137  
    41,719    

Koninklijke Philips N.V.*

    2,358,922  
    20,021    

Medtronic plc

    2,621,149  
    11,100    

Miraca Holdings, Inc.

    363,112  
    60,300    

Supermax Corp. Bhd

    88,508  
    11,153    

Telefonica Celular del Paraguay S.A.

    672,972  
    272,700    

Top Glove Corp. Bhd

    375,355  
    8,504    

UnitedHealth Group, Inc.

    3,391,395  
     

 

 

 
        12,347,237  
     

 

 

 
      Household & Personal Products - 0.8%  
    26,664    

Colgate-Palmolive Co.

    2,151,785  
    6,257    

Nu Skin Enterprises, Inc. Class A

    330,745  
    17,341    

Procter & Gamble Co.

    2,313,636  
    26,009    

Reckitt Benckiser Group plc

    2,315,779  
    1,795    

Spectrum Brands Holdings, Inc.

    158,211  
     

 

 

 
        7,270,156  
     

 

 

 
      Insurance - 1.1%  
    195,239    

AIA Group Ltd.

    2,478,085  
    60,069    

AXA S.A.(2)

    1,696,650  
    12,890    

Chubb Ltd.

    2,211,795  
    8,389    

Fidelity National Financial, Inc.

    382,706  
    9,459    

Marsh & McLennan Cos., Inc.

    1,283,586  
    154,000    

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

    1,678,949  
     

 

 

 
        9,731,771  
     

 

 

 
      Materials - 1.4%  
    154,000    

Asia Cement Corp.

    273,940  
    3,068    

BASF SE

    247,254  
    16,946    

Dow, Inc.

    1,059,125  
    995,410    

Elkem ASA*(1)

    3,652,773  
    68,864    

Evraz plc

    610,708  
    47,749    

Fortescue Metals Group Ltd.

    826,120  
    7,433    

LafargeHolcim Ltd.*

    458,673  
    8,520    

Linde plc

    2,435,357  
    44,130    

Louisiana-Pacific Corp.

    2,907,284  
    1,662    

Rio Tinto Ltd.

    154,475  
     

 

 

 
        12,625,709  
     

 

 

 
      Media & Entertainment - 0.8%  
    6,800    

Capcom Co., Ltd.

    220,613  
    90,465    

Eutelsat Communications S.A.

    1,144,721  
    38,008    

Interpublic Group of Cos., Inc.

    1,206,754  
    50,114    

News Corp. Class A

    1,312,736  
    1,000    

Nintendo Co., Ltd.

    573,653  
    5,054    

Take-Two Interactive Software, Inc.*

    886,370  
    1,780    

Telenet Group Holding N.V.

    76,115  
    23,100    

Tencent Holdings Ltd.

    1,842,733  
     

 

 

 
        7,263,695  
     

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 2.6%  
    13,625    

AbbVie, Inc.

    1,519,187  
    2,190    

Amgen, Inc.

    524,812  
    24,917    

AstraZeneca plc ADR(2)

    1,322,345  
    10,024    

Avantor, Inc.*

    321,169  
    22,166    

Bristol-Myers Squibb Co.

    1,383,602  
    1,259,520    

CSPC Pharmaceutical Group Ltd.

    1,554,674  
    29,855    

Gilead Sciences, Inc.

    1,894,897  
    28,074    

Johnson & Johnson

    4,568,482  
    27,932    

Merck & Co., Inc.

    2,080,934  
    2,424    

Moderna, Inc.*

    433,460  
    35,855    

Novartis AG

    3,059,734  
    68,399    

Pfizer, Inc.

    2,643,621  
    6,132    

QIAGEN N.V.*

    295,133  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 36.2% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 2.6% -
(continued)
 
    5,430    

Roche Holding AG

  $ 1,771,025  
    1,712    

Sanofi(2)

    179,490  
     

 

 

 
        23,552,565  
     

 

 

 
      Real Estate - 1.7%  
    78,586    

Aldar Properties PJSC

    74,892  
    3,157    

American Tower Corp. REIT

    804,309  
    297,088    

Barwa Real Estate Co.

    263,611  
    158,200    

China Fortune Land Development Co., Ltd. Class A

    136,109  
    115,784    

Douglas Emmett, Inc. REIT

    3,883,395  
    28,964    

Equity Commonwealth REIT

    834,163  
    80,781    

Equity LifeStyle Properties, Inc. REIT

    5,606,201  
    102,148    

Henderson Land Development Co., Ltd.

    454,020  
    32,800    

Hongkong Land Holdings Ltd.

    162,203  
    117,500    

Kerry Properties Ltd.

    395,894  
    8,051    

Public Storage REIT

    2,263,619  
    5,310    

WP Carey, Inc. REIT

    397,666  
     

 

 

 
        15,276,082  
     

 

 

 
      Retailing - 1.1%  
    41,800    

Alibaba Group Holding Ltd.*

    1,208,342  
    2,006,600    

Allstar Co.(3)(4)

    2,458,085  
    6,225    

Home Depot, Inc.

    2,014,846  
    13,270    

K’s Holdings Corp.

    181,033  
    1,899    

L Brands, Inc.*

    125,144  
    10,130    

Lowe’s Cos., Inc.

    1,988,012  
    33,746    

Qurate Retail, Inc.

    401,577  
    700    

Shimamura Co., Ltd.

    69,251  
    20,133    

TJX Cos., Inc.

    1,429,443  
     

 

 

 
        9,875,733  
     

 

 

 
      Semiconductors & Semiconductor Equipment - 0.7%  
    219    

Broadcom, Inc.

    99,908  
    21,380    

First Solar, Inc.*

    1,636,211  
    7,876    

Intel Corp.

    453,106  
    947    

NXP Semiconductors N.V.

    182,307  
    106,650    

Radiant Opto-Electronics Corp.

    488,677  
    4,611    

Silicon Motion Technology Corp. ADR

    331,162  
    65,305    

STMicroelectronics N.V.

    2,439,223  
    151,468    

United Microelectronics Corp.

    302,104  
     

 

 

 
        5,932,698  
     

 

 

 
      Software & Services - 2.1%  
    7,924    

Accenture plc Class A

    2,297,722  
    401    

Alliance Data Systems Corp.

    47,258  
    10,342    

Amdocs Ltd.

    793,645  
    7,324    

Automatic Data Processing, Inc.

    1,369,515  
    12,909    

Capgemini SE

    2,365,534  
    852    

CGI, Inc.*

    75,381  
    4,505    

Cognizant Technology Solutions Corp. Class A

    362,202  
    259    

Constellation Software, Inc.

    380,115  
    787    

Crowdstrike Holdings, Inc. Class A*

    164,097  
    6,780    

Dropbox, Inc. Class A*

    174,246  
    2,400    

Fujitsu Ltd.

    381,259  
    451    

HubSpot, Inc.*

    237,429  
    11,394    

International Business Machines Corp.

    1,616,581  
    18,034    

Microsoft Corp.

    4,547,814  
    8,858    

Nortonlifelock, Inc.

    191,421  
    16,964    

Oracle Corp.

    1,285,702  
    1,709    

Palo Alto Networks, Inc.*

    603,944  
    8,308    

SS&C Technologies Holdings, Inc.

    616,620  
    5,881    

Visa, Inc. Class A

    1,373,566  
    17,453    

Western Union Co.

    449,589  
     

 

 

 
        19,333,640  
     

 

 

 
 

 

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

 

 

  65  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 36.2% - (continued)  
      Technology Hardware & Equipment - 0.4%  
    98,000    

Asustek Computer, Inc.

  $ 1,312,577  
    5,725    

Dell Technologies, Inc.*

    562,939  
    9,899    

Hewlett Packard Enterprise Co.

    158,582  
    6,597    

Logitech International S.A.

    734,275  
    55,500    

VTech Holdings Ltd.

    507,917  
     

 

 

 
        3,276,290  
     

 

 

 
      Telecommunication Services - 1.0%  
    66,237    

AT&T, Inc.

    2,080,504  
    63,160    

KDDI Corp.

    1,909,291  
    2,183    

KT Corp.

    55,555  
    70,226    

Lumen Technologies, Inc.

    901,000  
    77,383    

Orange S.A.

    963,667  
    11,325    

Proximus S.A.(2)

    241,279  
    390,889    

Telefonica Deutschland Holding AG

    1,135,990  
    6,855    

United States Cellular Corp.*

    233,961  
    34,232    

Verizon Communications, Inc.

    1,978,267  
     

 

 

 
        9,499,514  
     

 

 

 
      Transportation - 0.8%  
    22,744    

Canadian National Railway Co.

    2,448,614  
    1,121,500    

Daqin Railway Co., Ltd. Class A

    1,191,348  
    1,690    

Ryder System, Inc.

    134,930  
    20,023    

Schneider National, Inc. Class B

    485,157  
    229,000    

SITC International Holdings Co., Ltd.

    872,586  
    9,735    

United Parcel Service, Inc. Class B

    1,984,577  
     

 

 

 
        7,117,212  
     

 

 

 
      Utilities - 2.6%  
    2,276,000    

China Longyuan Power Group Corp. Ltd. Class H

    3,346,928  
    35,230    

Edison International

    2,094,423  
    107,618    

EDP Renovaveis S.A.

    2,564,385  
    103,308    

Encavis AG(2)

    1,984,020  
    45,558    

Endesa S.A.

    1,198,253  
    244,754    

Enel S.p.A.

    2,430,242  
    167,159    

Engie S.A.*

    2,489,908  
    148,100    

ENN Energy Holdings Ltd.

    2,527,263  
    2,298    

Exelon Corp.

    103,272  
    168,966    

Iberdrola S.A.

    2,283,398  
    166,757    

National Grid plc

    2,102,062  
    1,697    

OGE Energy Corp.

    56,951  
     

 

 

 
        23,181,105  
     

 

 

 
   

Total Common Stocks
(cost $264,728,117)

  $ 327,219,488  
     

 

 

 
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0%  
          Asset-Backed - Automobile - 0.7%  
$     66,743    

ARI Fleet Lease Trust 3.22%, 08/16/2027(1)

  $ 67,048  
    250,000    

Atrium IX 3.79%, 05/28/2030, 3 mo. USD LIBOR + 3.600%(1)(5)

    250,271  
    965,000    

Broad River BSL Funding CLO 2.57%, 04/20/2029, 3 mo. USD LIBOR + 2.380%(1)(5)

    964,513  
    16,469    

Canadian Pacer Auto Receivables Trust
3.27%, 12/19/2022(1)

    16,621  
    227,966    

Chesapeake Funding LLC 0.87%, 08/16/2032(1)

    229,228  
   

Enterprise Fleet Financing LLC

 

    212,557    

2.06%, 05/20/2025(1)

    215,535  
    73,336    

2.98%, 10/20/2024(1)

    74,052  
    121,429    

3.38%, 05/20/2024(1)

    122,266  
    160,000    

Ford Credit Auto Lease Trust 0.78%, 09/15/2025

    159,546  
   

Ford Credit Auto Owner Trust

 

    100,000    

1.61%, 10/17/2033(1)

    100,280  
    100,000    

1.91%, 10/17/2033(1)

    100,288  
   

Magnetite Ltd.

 

    250,000    

1.50%, 01/15/2034, 3 mo. USD LIBOR + 1.400%(1)(5)

    249,546  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
          Asset-Backed - Automobile - 0.7% - (continued)  
$     400,000    

2.53%, 10/25/2031, 3 mo. USD LIBOR + 2.350%(1)(5)

  $ 401,040  
    350,000    

3.68%, 10/25/2031, 3 mo. USD LIBOR + 3.500%(1)(5)

    351,145  
    870,000    

6.61%, 01/25/2032, 3 mo. USD LIBOR + 6.350%(1)(5)

    871,414  
    400,000    

Palmer Square Loan Funding Ltd.
0.00%, 10/24/2027

    402,989  
   

Symphony CLO Ltd.

 

    540,000    

2.68%, 01/15/2034, 3 mo. USD LIBOR + 2.500%(1)(5)

    541,870  
    645,000    

7.23%, 01/23/2032, 3 mo. USD LIBOR + 7.000%(1)(5)

    636,032  
    500,000    

Venture 35 CLO Ltd. 0.00%, 10/22/2031

    496,253  
     

 

 

 
        6,249,937  
     

 

 

 
          Asset-Backed - Credit Card - 0.0%  
    165,000    

Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1)

    165,434  
     

 

 

 
          Asset-Backed - Finance & Insurance - 6.4%  
   

Apidos CLO

 

    520,000    

2.54%, 01/20/2033, 3 mo. USD LIBOR + 2.300%(1)(5)

    524,449  
    270,000    

2.88%, 07/24/2031, 3 mo. USD LIBOR + 2.700%(1)(5)

    270,403  
    1,250,000    

Babson CLO Ltd. 2.82%, 10/15/2033, 3 mo. USD LIBOR + 2.600%(1)(5)

    1,253,060  
   

Bain Capital Credit CLO Ltd.

 

    290,000    

1.35%, 07/24/2034, 3 mo. USD LIBOR + 1.160%(1)(5)

    290,000  
    925,000    

2.77%, 10/23/2032, 3 mo. USD LIBOR + 2.600%(1)(5)

    925,903  
    970,000    

3.92%, 10/23/2032, 3 mo. USD LIBOR + 3.750%(1)(5)

    969,924  
    260,000    

Ballyrock CLO Ltd. 2.74%, 10/20/2031, 3 mo. USD LIBOR + 2.550%(1)(5)

    260,171  
   

Barings CLO Ltd.

 

    1,000,000    

2.09%, 07/20/2029, 3 mo. USD LIBOR + 1.900%(1)(5)

    995,963  
    1,250,000    

2.73%, 10/15/2032, 3 mo. USD LIBOR + 2.550%(1)(5)

    1,260,310  
    1,110,000    

3.93%, 10/15/2032, 3 mo. USD LIBOR + 3.750%(1)(5)

    1,119,415  
    500,000    

Battalion CLO Ltd. 1.84%, 07/15/2034, 3 mo. USD LIBOR + 1.750%(1)(5)

    500,000  
   

Bayview Koitere Fund Trust

 

    245,055    

3.50%, 07/28/2057(1)(6)

    251,566  
    113,205    

4.00%, 11/28/2053(1)(6)

    115,797  
   

Benefit Street Partners CLO Ltd.

 

    605,000    

7.19%, 01/20/2032, 3 mo. USD LIBOR + 7.000%(1)(5)

    605,842  
   

BlueMountain CLO Ltd.

 

    1,400,000    

1.68%, 07/15/2031, 3 mo. USD LIBOR + 1.500%(1)(5)

    1,400,442  
    2,000,000    

1.89%, 07/30/2030, 3 mo. USD LIBOR + 1.700%(1)(5)

    2,001,136  
    1,200,000    

1.89%, 08/15/2031, 3 mo. USD LIBOR + 1.700%(1)(5)

    1,199,614  
    490,000    

2.04%, 04/20/2027, 3 mo. USD LIBOR + 1.850%(1)(5)

    487,335  
   

Carlyle Global Market Strategies CLO Ltd.

 

    825,000    

0.00%, 01/18/2029

    804,060  
    560,000    

1.99%, 07/20/2032, 3 mo. USD LIBOR + 1.800%(1)(5)

    558,948  
 

 

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

 

 

  66  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
          Asset-Backed - Finance & Insurance - 6.4% - (continued)  
$     1,000,000    

1.99%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(5)

  $ 989,226  
    1,500,000    

Carlyle U.S. CLO Ltd. 6.45%, 04/20/2034, 3 mo. USD LIBOR + 6.250%(1)(5)

    1,499,727  
    1,255,000    

Cayuga Park CLO Ltd. 4.19%, 07/17/2031, 3 mo. USD LIBOR + 4.000%(1)(5)

    1,258,146  
    489,596    

CF Hippolyta LLC 1.69%, 07/15/2060(1)

    496,225  
   

CIFC Funding Ltd.

 

    1,200,000    

1.98%, 10/22/2031, 3 mo. USD LIBOR + 1.800%(1)(5)

    1,194,064  
    785,000    

2.08%, 01/16/2033, 3 mo. USD LIBOR + 1.900%(1)(5)

    787,295  
    835,000    

2.59%, 10/20/2031, 3 mo. USD LIBOR + 2.400%(1)(5)

    837,028  
    640,000    

3.18%, 04/17/2034, 3 mo. USD LIBOR + 3.000%(1)(5)

    640,063  
    1,250,000    

4.09%, 10/20/2031, 3 mo. USD LIBOR + 3.900%(1)(5)

    1,255,691  
    530,000    

Credit Acceptance Auto Loan Trust 1.24%, 10/15/2029(1)

    535,188  
   

DB Master Finance LLC

 

    137,900    

3.79%, 05/20/2049(1)

    140,290  
    123,125    

4.02%, 05/20/2049(1)

    130,203  
    245,000    

Domino’s Pizza Master Issuer LLC 3.15%, 04/25/2051(1)

    249,563  
   

Dryden CLO Ltd.

 

    1,215,000    

2.68%, 10/15/2032, 3 mo. USD LIBOR + 2.500%(1)(5)

    1,217,807  
    1,300,000    

4.08%, 10/15/2032, 3 mo. USD LIBOR + 3.900%(1)(5)

    1,305,444  
   

Dryden Senior Loan Fund

 

    1,200,000    

1.63%, 04/15/2029, 3 mo. USD LIBOR + 1.450%(1)(5)

    1,196,784  
    500,000    

2.03%, 10/15/2027, 3 mo. USD LIBOR + 1.850%(1)(5)

    500,167  
    100,894    

GreatAmerica Leasing Receivables Funding LLC 2.83%, 06/17/2024(1)

    101,661  
    238,370    

Horizon Aircraft Finance Ltd. 3.43%, 11/15/2039(1)

    236,050  
    250,000    

LCM L.P. 2.14%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(5)

    250,106  
    1,200,000    

LCM XIV L.P. 1.77%, 07/20/2031, 3 mo. USD LIBOR + 1.580%(1)(5)

    1,190,510  
   

LCM XXV Ltd.

 

    1,473,000    

1.84%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(5)

    1,467,023  
    931,334    

2.49%, 07/20/2030, 3 mo. USD LIBOR + 2.300%(1)(5)

    926,513  
   

Madison Park Funding Ltd.

 

    355,000    

0.93%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(1)(5)

    354,053  
    1,200,000    

1.69%, 04/19/2030, 3 mo. USD LIBOR + 1.500%(1)(5)

    1,193,797  
    850,000    

2.68%, 04/15/2029, 3 mo. USD LIBOR + 2.500%(1)(5)

    837,850  
    1,082,220    

Magnetite VII Ltd. 0.98%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(5)

    1,083,087  
    715,000    

Magnetite XVIII Ltd. 1.69%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(1)(5)

    711,748  
   

MMAF Equipment Finance LLC

 

    18,501    

2.21%, 10/17/2022(1)

    18,531  
    295,000    

2.21%, 12/15/2032(1)

    301,450  
   

Neuberger Berman CLO Ltd.

 

    930,000    

1.00%, 07/15/2034

    930,000  
    700,000    

2.10%, 04/15/2034, 3 mo. USD LIBOR + 1.900%(1)(5)

    699,644  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
          Asset-Backed - Finance & Insurance - 6.4% - (continued)  
   

Neuberger Berman Loan Advisers CLO Ltd.

 

$     1,250,000    

1.74%, 04/20/2031, 3 mo. USD LIBOR + 1.550%(1)(5)

  $ 1,250,137  
    990,000    

2.54%, 10/20/2032, 3 mo. USD LIBOR + 2.350%(1)(5)

    992,405  
    1,250,000    

3.94%, 10/20/2032, 3 mo. USD LIBOR + 3.750%(1)(5)

    1,255,099  
   

Oaktree CLO Ltd.

 

    250,000    

0.00%, 07/20/2031

    248,516  
    1,250,000    

2.77%, 07/15/2029, 3 mo. USD LIBOR + 2.590%(1)(5)

    1,252,185  
   

OHA Credit Funding Ltd.

 

    1,215,000    

2.59%, 10/19/2032, 3 mo. USD LIBOR + 2.400%(1)(5)

    1,218,623  
    250,000    

3.84%, 10/19/2032, 3 mo. USD LIBOR + 3.650%(1)(5)

    250,908  
    7,021    

OneMain Financial Issuance Trust 2.37%, 09/14/2032(1)

    7,028  
    260,000    

RR Ltd. 1.00%, 07/15/2036

    260,000  
    1,250,000    

Shackleton CLO Ltd. 3,488.00%, 04/20/2029

    1,230,425  
   

Sound Point CLO Ltd.

 

    1,200,000    

1.99%, 10/20/2031, 3 mo. USD LIBOR + 1.800%(1)(5)

    1,209,422  
    2,340,000    

2.62%, 07/20/2030, 3 mo. USD LIBOR + 2.400%(1)(5)

    2,344,645  
    37,779    

Springleaf Funding Trust 3.48%, 05/15/2028(1)

    37,842  
    893,647    

Treman Park CLO Ltd. 1.26%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(5)

    896,637  
   

Voya CLO Ltd.

 

    1,200,000    

1.49%, 01/20/2031, 3 mo. USD LIBOR + 1.300%(1)(5)

    1,198,234  
    990,000    

2.08%, 10/15/2030, 3 mo. USD LIBOR + 1.900%(1)(5)

    979,347  
    1,200,000    

2.28%, 07/14/2031, 3 mo. USD LIBOR + 2.090%(1)(5)

    1,191,880  
    800,000    

2.39%, 10/18/2031, 3 mo. USD LIBOR + 2.200%(1)(5)

    792,937  
    1,000,000    

2.93%, 10/15/2030, 3 mo. USD LIBOR + 2.750%(1)(5)

    1,000,307  
     

 

 

 
        57,945,849  
     

 

 

 
          Asset-Backed - Home Equity - 0.3%  
   

FirstKey Homes Trust

 

    650,000    

1.67%, 10/19/2037(1)

    643,155  
    1,305,000    

3.02%, 10/19/2037(1)

    1,331,870  
   

Progress Residential Trust

 

    205,000    

1.50%, 10/17/2027(1)

    203,283  
    820,000    

1.81%, 04/17/2038(1)

    809,775  
    305,000    

Tricon American Homes Trust 2.03%, 11/17/2039(1)

    300,124  
     

 

 

 
        3,288,207  
     

 

 

 
          Commercial Mortgage-Backed Securities - 5.0%  
    1,125,000    

1211 Avenue of the Americas Trust 4.28%, 08/10/2035(1)(6)

    1,195,706  
   

280 Park Avenue Mortgage Trust

 
    1,250,000    

1.65%, 09/15/2034, 1 mo. USD LIBOR + 1.537%(1)(5)

    1,248,421  
   

BAMLL Commercial Mortgage Securities Trust

 

    905,000    

2.87%, 11/15/2030, 1 mo. USD LIBOR + 2.750%(1)(5)

    912,919  
    365,000    

4.23%, 08/10/2038(1)(6)

    415,325  
   

Benchmark Mortgage Trust

 

    30,220,049    

0.64%, 07/15/2051(6)(7)

    836,038  
    22,926,135    

0.83%, 01/15/2052(6)(7)

    927,335  
 

 

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

 

 

  67  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
          Commercial Mortgage-Backed Securities - 5.0% - (continued)  
$     2,947,912    

1.20%, 05/15/2052(6)(7)

  $ 193,483  
    14,912,824    

1.39%, 03/15/2062(6)(7)

    1,145,151  
    470,000    

3.21%, 09/15/2053

    469,434  
    325,000    

3.84%, 12/15/2072(6)

    336,002  
    1,210,000    

BF NYT Mortgage Trust 1.82%, 12/15/2035, 1 mo. USD LIBOR + 1.700%(1)(5)

    1,211,170  
    330,000    

BFLD Trust 2.17%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(5)

    334,138  
   

BX Commercial Mortgage Trust

 

    827,650    

1.57%, 10/15/2036, 1 mo. USD LIBOR + 1.450%(1)(5)

    827,650  
    235,779    

1.67%, 11/15/2032, 1 mo. USD LIBOR + 1.550%(1)(5)

    236,518  
    1,062,778    

2.12%, 10/15/2036, 1 mo. USD LIBOR + 2.000%(1)(5)

    1,062,777  
    860,000    

BX Trust 1.57%, 11/15/2032, 1 mo. USD LIBOR + 1.450%(1)(5)

    858,653  
   

CAMB Commercial Mortgage Trust

 
    1,190,000    

1.87%, 12/15/2037, 1 mo. USD LIBOR + 1.750%(1)(5)

    1,190,698  
    19,480,562    

CD Mortgage Trust 1.16%, 02/10/2050(6)(7)

    891,623  
   

Commercial Mortgage Trust

 

    175,000    

2.77%, 11/10/2046(1)(6)

    170,509  
    944,000    

4.46%, 12/10/2045(1)(6)

    942,071  
   

CSAIL Commercial Mortgage Trust

 

    20,312,734    

0.76%, 08/15/2051(6)(7)

    720,379  
    24,368,008    

0.85%, 11/15/2050(6)(7)

    882,085  
    1,000,000    

CSMC Trust 3.78%, 11/13/2039(1)(6)

    813,500  
   

DBJPM Mortgage Trust

 
    9,193,482    

1.61%, 08/10/2049(6)(7)

    575,061  
    3,370,873    

1.83%, 09/15/2053(6)(7)

    349,051  
    335,000    

DC Office Trust 3.17%, 09/15/2045(1)(6)

    326,693  
    350,000    

ExteNet LLC 3.20%, 07/26/2049(1)

    361,775  
   

FREMF Mortgage Trust

 

    75,000    

3.63%, 11/25/2045(1)(6)

    77,831  
    370,000    

3.66%, 02/25/2052(1)(6)

    393,066  
    390,000    

3.77%, 10/25/2052(1)(6)

    422,688  
    135,000    

3.81%, 01/25/2048(1)(6)

    146,342  
    75,000    

3.82%, 04/25/2048(1)(6)

    80,955  
    95,000    

3.91%, 10/25/2048(1)(6)

    102,889  
    80,000    

4.01%, 02/25/2050(1)(6)

    85,777  
    460,000    

4.22%, 09/25/2025(1)(6)

    502,370  
    120,000    

4.30%, 04/25/2049(1)(6)

    132,928  
   

GS Mortgage Securities Corp. Trust

 
    1,190,000    

1.72%, 06/15/2036, 1 mo. USD LIBOR + 1.600%(1)(5)

    1,186,281  
   

GS Mortgage Securities Trust

 

    35,024,227    

0.58%, 03/10/2051(6)(7)

    895,107  
    15,221,310    

1.23%, 07/10/2052(6)(7)

    1,036,489  
    5,811,957    

1.29%, 05/10/2052(6)(7)

    393,059  
    469,000    

3.97%, 05/10/2052

    507,498  
    494,731    

GS Mortgage-Backed Securities Corp. Trust
3.40%, 03/27/2051(6)

    506,062  
   

Hudson Yards Mortgage Trust

 

    500,000    

3.08%, 08/10/2038(1)(6)

    505,241  
    1,240,000    

3.56%, 07/10/2039(1)(6)

    1,279,012  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 

    1,195,000    

3.62%, 01/16/2037(1)

    1,215,628  
    1,190,000    

3.75%, 06/05/2039(1)(6)

    1,280,988  
    1,066,232    

JP Morgan Mortgage Trust 4.21%, 11/25/2050(1)(6)

    1,154,185  
    920,000    

KNDL Mortgage Trust 1.47%, 05/15/2036, 1 mo. USD LIBOR + 1.350%(1)(5)

    919,994  
    100,000    

Life Mortgage Trust 0.82%, 03/15/2038, 1 mo. USD LIBOR + 0.700%(1)(5)

    99,859  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
          Commercial Mortgage-Backed Securities - 5.0% - (continued)  
   

Morgan Stanley Capital Trust

 

$     660,000    

1.52%, 11/15/2034, 1 mo. USD LIBOR + 1.400%(1)(5)

  $ 660,208  
    1,250,000    

1.77%, 10/15/2037, 1 mo. USD LIBOR + 1.650%(1)(5)

    1,246,850  
    275,000    

3.30%, 12/15/2036, 1 mo. USD LIBOR + 1.800%(1)(5)

    276,143  
    1,250,000    

One Market Plaza Trust
4.15%, 02/10/2032(1)

    1,280,967  
    400,000    

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(1)(6)

    393,318  
   

Wells Fargo N.A.

 

    12,479,277    

0.82%, 12/15/2052(6)(7)

    638,337  
    30,082,004    

0.87%, 11/15/2050(6)(7)

    1,193,630  
    12,224,091    

1.05%, 05/15/2062(6)(7)

    752,350  
    31,697,026    

1.09%, 08/15/2061(6)(7)

    2,096,061  
    14,191,543    

1.35%, 03/15/2063(6)(7)

    1,238,380  
    8,857,750    

1.90%, 03/15/2063(6)(7)

    1,222,574  
   

WF-RBS Commercial Mortgage Trust

 

    915,000    

5.32%, 06/15/2044(1)(6)

    911,506  
    665,000    

5.85%, 11/15/2044(1)(6)

    671,263  
     

 

 

 
    44,940,001  
 

 

 

 
      Other Asset-Backed Securities - 1.5%  
    206,898    

Aaset Trust 3.84%, 05/15/2039(1)

    202,768  
   

Affirm Asset Securitization Trust

 

    180,000    

0.88%, 08/15/2025(1)

    180,289  
    145,123    

3.46%, 10/15/2024(1)

    147,048  
    650,000    

Atlas Senior Loan Fund Ltd. 1.68%, 01/15/2031, 3 mo. USD LIBOR + 1.500%(1)(5)

    643,371  
   

Bayview Opportunity Master Fund Trust

 

    116,697    

3.50%, 01/28/2055(1)(6)

    119,738  
    162,784    

3.50%, 06/28/2057(1)(6)

    166,622  
    147,741    

4.00%, 10/28/2064(1)(6)

    150,981  
    545,000    

BlueMountain CLO Ltd. 1.63%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(1)(5)

    545,729  
    645,000    

Carlyle U.S. CLO Ltd. 3.20%, 04/20/2034, 3 mo. USD LIBOR + 2.950%(1)(5)

    644,934  
    217,228    

Castlelake Aircraft Structured Trust 3.97%, 04/15/2039(1)

    217,050  
   

CF Hippolyta LLC

 

    100,000    

1.53%, 03/15/2061(1)

    100,053  
    250,000    

1.98%, 03/15/2061(1)

    250,501  
    65,855    

Cloud Pass-Through Trust 3.55%, 12/05/2022(1)(6)

    66,416  
    400,000    

Dewolf Park CLO Ltd. 2.33%, 10/15/2030, 3 mo. USD LIBOR + 2.150%(1)(5)

    399,800  
    175,000    

Domino’s Pizza Master Issuer LLC 2.66%, 04/25/2051(1)

    181,431  
    750,000    

LCM XXIII Ltd. 3.49%, 10/20/2029, 3 mo. USD LIBOR + 3.300%(1)(5)

    732,894  
    1,750,000    

Long Point Park CLO Ltd. 1.89%, 01/17/2030, 3 mo. USD LIBOR + 1.700%(1)(5)

    1,736,161  
   

Mill City Mortgage Loan Trust

 

    24,797    

2.50%, 04/25/2057(1)(6)

    24,979  
    159,072    

2.75%, 01/25/2061(1)(6)

    162,134  
   

Octagon Investment Partners Ltd.

 

    250,000    

1.58%, 01/25/2031, 3 mo. USD LIBOR + 1.400%(1)(5)

    247,826  
    750,000    

2.24%, 07/20/2030, 3 mo. USD LIBOR + 2.050%(1)(5)

    749,221  
    690,000    

4.19%, 10/20/2031, 3 mo. USD LIBOR + 4.000%(1)(5)

    690,395  
    1,250,000    

Race Point CLO Ltd. 2.23%, 02/20/2030, 3 mo. USD LIBOR + 2.050%(1)(5)

    1,225,057  
    303,116    

Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1)

    301,761  
 

 

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

 

 

  68  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
      Other Asset-Backed Securities - 1.5% - (continued)  
$     585,000    

SCF Equipment Leasing 0.83%, 08/21/2028(1)

  $ 581,500  
   

Stack Infrastructure Issuer LLC

 

    625,000    

1.88%, 03/26/2046(1)

    624,406  
    100,000    

1.89%, 08/25/2045(1)

    99,803  
    340,000    

3.08%, 10/25/2044(1)

    350,950  
   

Start Ltd.

 

    52,004    

3.54%, 11/15/2044(1)

    51,450  
    152,217    

4.09%, 03/15/2044(1)

    152,253  
    535,000    

Stratus CLO Ltd. 3.83%, 10/15/2028, 3 mo. USD LIBOR + 3.650%(1)(5)

    535,993  
   

Towd Point Mortgage Trust

 

    59,917    

2.25%, 04/25/2056(1)(6)

    60,330  
    150,201    

2.75%, 10/25/2056(1)(6)

    152,749  
    53,085    

2.75%, 04/25/2057(1)(6)

    53,855  
    229,796    

2.75%, 06/25/2057(1)(6)

    237,316  
    87,450    

3.00%, 01/25/2058(1)(6)

    90,167  
   

Vantage Data Centers Issuer LLC

 

    495,000    

1.65%, 09/15/2045(1)

    492,943  
    162,250    

3.19%, 07/15/2044(1)

    168,446  
     

 

 

 
    13,539,320  
 

 

 

 
      Whole Loan Collateral CMO - 2.1%  
    150,030    

Angel Oak Mortgage Trust 2.62%, 11/25/2059(1)(6)

    152,682  
    68,753    

Bravo Residential Funding Trust 2.41%, 05/25/2060(1)(6)

    69,893  
   

Chase Mortgage Reference Notes

 
    815,755    

2.61%, 10/25/2057, 1 mo. USD LIBOR + 2.500%(1)(5)

    833,625  
   

Deephaven Residential Mortgage Trust

 

    25,616    

2.45%, 06/25/2047(1)(6)

    25,688  
    5,068    

2.73%, 12/26/2046(1)(6)

    5,067  
    499,571    

3.05%, 10/25/2059(1)(6)

    502,906  
    46,907    

3.56%, 04/25/2059(1)(6)

    47,073  
   

Fannie Mae Connecticut Avenue Securities

 

    365,537    

2.26%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(5)

    369,647  
    165,534    

2.31%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(5)

    167,673  
    323,050    

2.31%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(5)

    326,846  
    360,283    

2.36%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(5)

    363,900  
    362,885    

2.66%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(5)

    370,286  
    808,644    

2.76%, 02/25/2030, 1 mo. USD LIBOR + 2.650%(5)

    823,577  
    759,093    

3.66%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(5)

    784,879  
    1,114,099    

4.36%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(5)

    1,167,884  
    679,602    

4.41%, 02/25/2025, 1 mo. USD LIBOR + 4.300%(5)

    695,812  
    604,613    

4.46%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(5)

    630,172  
    656,543    

4.56%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(5)

    684,573  
    96,587    

5.01%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(5)

    99,869  
    984,524    

5.11%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(5)

    1,004,461  
    1,008,790    

5.41%, 10/25/2028, 1 mo. USD LIBOR + 5.300%(5)

    1,059,458  
    638,924    

5.81%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(5)

    677,395  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 16.0% - (continued)  
      Whole Loan Collateral CMO - 2.1% - (continued)  
$     687,040    

6.01%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(5)

  $ 727,176  
    1,006,994    

6.11%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(5)

    1,062,741  
    591,005    

6.86%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(5)

    628,854  
   

GS Mortgage-Backed Securities Corp. Trust

 

    323,040    

2.80%, 06/25/2051(1)(6)

    289,851  
    893,140    

2.83%, 05/25/2051(1)(6)

    879,795  
    702,518    

3.40%, 03/27/2051(6)

    692,928  
    2,559,154    

JP Morgan Mortgage Trust 4.21%, 11/25/2050(1)(6)

    2,728,489  
    161,352    

MetLife Securitization Trust 3.00%, 04/25/2055(1)(6)

    167,423  
    216,693    

New Residential Mortgage Loan Trust 4.00%, 04/25/2057(1)(6)

    230,496  
    362,034    

Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058

    389,803  
    142,991    

Verus Securitization Trust 3.21%, 05/25/2059(1)(6)

    143,264  
     

 

 

 
    18,804,186  
 

 

 

 
 

Total Asset & Commercial Mortgage-Backed Securities
(cost $144,728,965)

  $ 144,932,934  
     

 

 

 
CORPORATE BONDS - 13.9%  
      Aerospace/Defense - 0.4%  
   

Boeing Co.

 

$     450,000    

1.43%, 02/04/2024

  $ 451,288  
    180,000    

2.20%, 02/04/2026

    180,184  
    603,000    

3.25%, 03/01/2028(2)

    624,118  
    170,000    

3.45%, 11/01/2028

    178,426  
    685,000    

5.15%, 05/01/2030

    796,292  
    135,000    

Lockheed Martin Corp. 4.85%, 09/15/2041

    167,221  
    900,000    

United Technologies Corp. 4.13%, 11/16/2028

    1,021,244  
     

 

 

 
    3,418,773  
 

 

 

 
      Agriculture - 0.3%  
   

Altria Group, Inc.

 

    140,000    

4.50%, 05/02/2043

    146,024  
    180,000    

5.80%, 02/14/2039

    217,605  
    990,000    

BAT Capital Corp. 3.56%, 08/15/2027

    1,054,138  
    1,250,000    

Imperial Brands Finance plc 3.75%, 07/21/2022(1)

    1,287,875  
    80,000    

Philip Morris International, Inc. 4.88%, 11/15/2043

    96,218  
     

 

 

 
    2,801,860  
 

 

 

 
      Airlines - 0.1%  
    270,958    

Continental Airlines, Inc. 5.98%, 10/19/2023

    278,649  
    149,555    

Southwest Airlines Co. 6.15%, 02/01/2024

    155,816  
    54,306    

United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027

    55,278  
     

 

 

 
    489,743  
 

 

 

 
      Apparel - 0.1%  
    640,000    

G-III Apparel Group Ltd. 7.88%, 08/15/2025(1)

    691,200  
     

 

 

 
          Auto Manufacturers - 0.1%  
    460,000    

Hyundai Capital America 0.80%, 04/03/2023(1)

    459,741  
    485,000    

Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(1)

    524,769  
     

 

 

 
    984,510  
 

 

 

 
      Auto Parts & Equipment - 0.1%  
    675,000    

Clarios Global L.P. / Clarios U.S. Finance Co. 6.25%, 05/15/2026(1)

    715,964  
     

 

 

 
          Beverages - 0.2%  
    105,000    

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 4.70%, 02/01/2036

    124,200  
 

 

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

 

 

  69  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
          Beverages - 0.2% - (continued)  
   

Anheuser-Busch InBev Worldwide, Inc.

 

$     115,000    

3.75%, 07/15/2042

  $ 119,829  
    240,000    

4.00%, 04/13/2028

    269,375  
    105,000    

4.38%, 04/15/2038

    119,403  
    15,000    

4.50%, 06/01/2050

    17,238  
    380,000    

4.60%, 04/15/2048

    435,146  
    575,000    

5.55%, 01/23/2049

    742,591  
    410,000    

Pernod Ricard International Finance LLC 1.63%, 04/01/2031(1)

    379,121  
     

 

 

 
    2,206,903  
 

 

 

 
      Biotechnology - 0.1%  
    315,000    

Amgen, Inc. 2.30%, 02/25/2031

    311,187  
    450,000    

Gilead Sciences, Inc. 2.80%, 10/01/2050

    400,996  
    430,000    

Royalty Pharma plc 3.55%, 09/02/2050(1)

    406,574  
     

 

 

 
    1,118,757  
 

 

 

 
      Chemicals - 0.2%  
    575,000    

DuPont de Nemours, Inc. 5.42%, 11/15/2048

    759,641  
    785,000    

NOVA Chemicals Corp. 4.25%,
05/15/2029(1)

    780,855  
     

 

 

 
    1,540,496  
 

 

 

 
      Commercial Banks - 3.1%  
   

Bank of America Corp.

 

    430,000    

1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(8)

    433,772  
    380,000    

2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.320% thereafter)(8)

    383,963  
    75,000    

3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8)

    76,522  
    1,381,000    

3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(8)

    1,494,850  
    450,000    

3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(8)

    491,861  
    200,000    

Bank of New York Mellon Corp. 3.00%, 02/24/2025

    215,255  
   

Barclays plc

 

    460,000    

2.67%, 03/10/2032, (2.67% fixed rate until 03/10/2031; 12 mo. USD CMT + 1.200% thereafter)(8)

    453,748  
    815,000    

3.20%, 08/10/2021

    821,267  
    720,000    

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(8)

    777,684  
    390,000    

4.34%, 01/10/2028

    435,931  
    390,000    

BNP Paribas S.A. 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(8)

    410,857  
   

BPCE S.A.

 

    425,000    

5.15%, 07/21/2024(1)

    476,250  
    1,200,000    

5.70%, 10/22/2023(1)

    1,336,592  
   

Citigroup, Inc.

 

    500,000    

4.45%, 09/29/2027

    567,463  
    1,400,000    

5.30%, 05/06/2044

    1,798,313  
    715,000    

Commonwealth Bank of Australia 2.69%, 03/11/2031(1)

    698,663  
    320,000    

Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 12 mo. USD CMT + 0.550% thereafter)(1)(8)

    315,331  
    360,000    

Credit Agricole S.A. 3.25%, 10/04/2024(1)

    387,227  
    850,000    

Credit Suisse Group AG 3.57%,
01/09/2023(1)

    865,833  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
      Commercial Banks - 3.1% - (continued)  
   

Danske Bank A/S

 

$     805,000    

1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(8)

  $ 800,302  
    200,000    

5.00%, 01/12/2022(1)

    205,904  
    250,000    

5.38%, 01/12/2024(1)

    278,451  
    670,000    

Deutsche Bank AG 4.25%, 10/14/2021

    681,336  
   

Goldman Sachs Group, Inc.

 

    495,000    

1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(8)

    492,842  
    135,000    

2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8)

    135,546  
    530,000    

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(8)

    569,134  
    1,000,000    

4.25%, 10/21/2025

    1,119,825  
    650,000    

HSBC Holdings plc 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8)

    644,970  
   

JP Morgan Chase & Co.

 

    535,000    

2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD SOFR + 2.040% thereafter)(8)

    540,213  
    500,000    

2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8)

    501,674  
    105,000    

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8)

    104,634  
    180,000    

3.38%, 05/01/2023

    190,288  
    125,000    

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD SOFR + 1.422% thereafter)(8)

    137,455  
    575,000    

Morgan Stanley 4.10%, 05/22/2023

    615,334  
    1,090,000    

National Australia Bank Ltd. 2.33%, 08/21/2030(1)

    1,032,881  
    1,795,000    

NBK SPC Ltd. 2.75%, 05/30/2022(1)

    1,834,131  
   

Santander Holdings USA, Inc.

 

    205,000    

3.40%, 01/18/2023

    213,786  
    1,095,000    

3.70%, 03/28/2022

    1,123,195  
    330,000    

Standard Chartered plc 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 12 mo. USD CMT + 0.780% thereafter)(1)(8)

    328,671  
    165,000    

U.S. Bancorp 3.70%, 01/30/2024

    179,037  
   

Wells Fargo & Co.

 

    1,794,000    

4.48%, 01/16/2024

    1,978,049  
    1,420,000    

5.38%, 11/02/2043

    1,801,549  
     

 

 

 
    27,950,589  
 

 

 

 
      Commercial Services - 0.2%  
    260,000    

Ashtead Capital, Inc. 4.25%, 11/01/2029(1)

    278,200  
   

ERAC USA Finance LLC

 

    510,000    

4.50%, 08/16/2021(1)

    515,996  
    205,000    

5.63%, 03/15/2042(1)

    269,650  
    85,000    

Gartner, Inc. 3.75%, 10/01/2030(1)

    85,425  
    540,000    

TriNet Group, Inc. 3.50%, 03/01/2029(1)

    527,175  
     

 

 

 
    1,676,446  
 

 

 

 
      Construction Materials - 0.3%  
    956,000    

Jeld-Wen, Inc. 4.88%, 12/15/2027(1)

    996,630  
    290,000    

Norbord, Inc. 5.75%, 07/15/2027(1)

    316,013  
    1,045,000    

Standard Industries, Inc. 3.38%,
01/15/2031(1)

    976,709  
     

 

 

 
    2,289,352  
 

 

 

 
 

 

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

 

 

  70  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
      Diversified Financial Services - 0.5%  
$     941,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.88%, 01/23/2028(2)

  $ 996,094  
   

Avolon Holdings Funding Ltd.

 

    323,000    

2.13%, 02/21/2026(1)

    315,649  
    875,000    

2.75%, 02/21/2028(1)

    850,696  
    210,000    

BOC Aviation USA Corp.
1.63%, 04/29/2024(1)

    210,792  
    775,000    

Brookfield Finance LLC 3.45%, 04/15/2050

    758,174  
    195,000    

Genworth Mortgage Holdings, Inc. 6.50%, 08/15/2025(1)

    211,752  
    500,000    

Intercontinental Exchange, Inc. 1.85%, 09/15/2032

    463,162  
    415,000    

Societe Generale S.A. 3.25%, 01/12/2022(1)(2)

    423,043  
     

 

 

 
    4,229,362  
 

 

 

 
      Electric - 0.7%  
   

Cleco Corporate Holdings LLC

 

    275,000    

3.38%, 09/15/2029

    278,589  
    473,000    

3.74%, 05/01/2026

    519,313  
    205,000    

4.97%, 05/01/2046

    233,654  
   

Dominion Energy South Carolina, Inc.

 

    105,000    

4.60%, 06/15/2043

    129,759  
    156,000    

6.63%, 02/01/2032

    215,551  
    135,000    

Dominion Energy, Inc. 2.72%, 08/15/2021(6)(9)

    135,879  
   

Duke Energy Corp.

 

    105,000    

2.65%, 09/01/2026

    110,566  
    120,000    

3.40%, 06/15/2029

    129,237  
    600,000    

Emera U.S. Finance L.P. 4.75%, 06/15/2046

    685,160  
    575,000    

Exelon Corp. 5.10%, 06/15/2045

    723,871  
    165,000    

Georgia Power Co. 3.70%, 01/30/2050

    173,767  
    425,000    

Indianapolis Power and Light Co.(AMBAC Insured)
6.60%, 06/01/2037(1)

    577,489  
    645,000    

ITC Holdings Corp. 2.95%, 05/14/2030(1)

    667,023  
    160,000    

Niagara Mohawk Power Corp. 3.03%, 06/27/2050(1)

    149,524  
    215,000    

Oglethorpe Power Corp. 5.25%, 09/01/2050

    258,687  
    85,000    

PacifiCorp 4.13%, 01/15/2049

    98,180  
   

San Diego Gas & Electric Co.

 

    480,000    

1.70%, 10/01/2030

    458,069  
    40,000    

3.75%, 06/01/2047

    43,867  
    10,000    

4.15%, 05/15/2048

    11,637  
   

SCE Recovery Funding LLC

 

    150,000    

0.86%, 11/15/2031

    145,137  
    65,000    

1.94%, 05/15/2038

    61,655  
    35,000    

2.51%, 11/15/2043

    32,568  
    245,000    

Southern Co. 4.40%, 07/01/2046

    278,088  
    90,000    

Tucson Electric Power Co. 4.00%, 06/15/2050

    100,227  
    106,000    

Union Electric Co. 4.00%, 04/01/2048

    120,880  
     

 

 

 
    6,338,377  
 

 

 

 
      Electrical Components & Equipment - 0.1%  
    955,000    

WESCO Distribution, Inc. 7.25%,
06/15/2028(1)

    1,060,050  
     

 

 

 
          Engineering & Construction - 0.1%  
    320,000    

TopBuild Corp. 3.63%, 03/15/2029(1)

    316,800  
    155,000    

United Rentals North America, Inc. 3.88%, 02/15/2031

    155,989  
     

 

 

 
    472,789  
 

 

 

 
      Environmental Control - 0.1%  
    445,000    

Republic Services, Inc. 2.30%, 03/01/2030

    443,896  
    180,000    

Stericycle, Inc. 3.88%, 01/15/2029(1)

    179,550  
     

 

 

 
    623,446  
 

 

 

 
      Food - 0.2%  
    200,000    

Conagra Brands, Inc. 4.60%, 11/01/2025

    228,639  
    150,000    

McCormick & Co., Inc. 2.50%, 04/15/2030

    151,373  
    510,000    

Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(1)

    552,840  
    550,000    

Sysco Corp. 6.60%, 04/01/2050

    817,247  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
      Food - 0.2% - (continued)  
$     153,000    

TreeHouse Foods, Inc. 4.00%, 09/01/2028

  $ 152,044  
     

 

 

 
    1,902,143  
 

 

 

 
      Gas - 0.1%  
    125,000    

Boston Gas Co. 3.15%, 08/01/2027(1)

    133,769  
    1,075,000    

Sempra Energy 3.25%, 06/15/2027

    1,161,874  
     

 

 

 
    1,295,643  
 

 

 

 
      Healthcare-Products - 0.2%  
    805,000    

Alcon Finance Corp. 3.00%, 09/23/2029(1)

    837,470  
   

Boston Scientific Corp.

 

    660,000    

2.65%, 06/01/2030

    668,457  
    60,000    

4.00%, 03/01/2029

    67,189  
     

 

 

 
    1,573,116  
 

 

 

 
      Healthcare-Services - 0.6%  
    245,000    

Centene Corp. 4.25%, 12/15/2027

    256,787  
    105,000    

Children’s Hospital 2.93%, 07/15/2050

    98,700  
   

CommonSpirit Health

 

    80,000    

2.78%, 10/01/2030

    81,707  
    305,000    

4.20%, 08/01/2023

    329,325  
    55,000    

Cottage Health Obligated Group 3.30%, 11/01/2049

    56,707  
   

Dignity Health

 

    214,000    

3.81%, 11/01/2024

    232,213  
    352,000    

4.50%, 11/01/2042

    405,916  
    1,000,000    

HCA, Inc. 5.50%, 06/15/2047

    1,252,694  
    80,000    

Memorial Sloan-Kettering Cancer Center 2.96%, 01/01/2050

    78,666  
   

Mercy Health

 

    565,000    

3.56%, 08/01/2027

    615,435  
    245,000    

4.30%, 07/01/2028

    281,052  
    260,000    

Sutter Health 2.29%, 08/15/2030

    257,692  
   

Toledo Hospital (AGM Insured)

 

    400,000    

5.33%, 11/15/2028

    462,937  
    150,000    

5.75%, 11/15/2038

    177,040  
   

UnitedHealth Group, Inc.

 

    55,000    

2.90%, 05/15/2050

    52,615  
    340,000    

3.75%, 07/15/2025

    378,496  
    5,000    

3.85%, 06/15/2028

    5,653  
     

 

 

 
    5,023,635  
 

 

 

 
      Insurance - 0.6%  
    99,000    

American International Group, Inc. 4.50%, 07/16/2044

    113,714  
    800,000    

Athene Global Funding 2.50%, 03/24/2028(1)

    805,876  
    185,000    

Chubb INA Holdings, Inc. 3.35%, 05/15/2024

    200,810  
    350,000    

Equitable Financial Life Global Funding 1.40%, 08/27/2027(1)

    339,984  
    1,100,000    

Equitable Holdings, Inc. 5.00%, 04/20/2048

    1,341,288  
    115,000    

Five Corners Funding Trust 4.42%, 11/15/2023(1)

    125,807  
    77,000    

Liberty Mutual Group, Inc. 4.57%, 02/01/2029(1)

    89,275  
    485,000    

MetLife, Inc. 3.60%, 04/10/2024

    527,723  
    490,000    

Nationwide Mutual Insurance Co. 4.35%, 04/30/2050(1)

    525,243  
    100,000    

Teachers Insurance & Annuity Association of America 4.90%, 09/15/2044(1)

    124,423  
    675,000    

Unum Group 5.75%, 08/15/2042

    797,466  
     

 

 

 
    4,991,609  
 

 

 

 
      Internet - 0.0%  
    200,000    

Tencent Holdings Ltd. 3.84%, 04/22/2051(1)

    202,028  
     

 

 

 
          IT Services - 0.0%      
   

Apple, Inc.

 
         170,000    

3.25%, 02/23/2026

    186,792  
    35,000    

4.45%, 05/06/2044

    43,585  
     

 

 

 
    230,377  
     

 

 

 
 

 

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

 

 

  71  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
      Lodging - 0.1%  
$     800,000    

Genting New York LLC 3.30%, 02/15/2026(1)

  $ 797,263  
     

 

 

 
          Machinery-Diversified - 0.0%      
   

Otis Worldwide Corp.

 
    70,000    

2.57%, 02/15/2030

    71,194  
    130,000    

3.11%, 02/15/2040

    130,159  
     

 

 

 
    201,353  
     

 

 

 
      Media - 0.9%  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    650,000    

2.30%, 02/01/2032

    607,552  
    25,000    

3.70%, 04/01/2051

    23,490  
    85,000    

4.80%, 03/01/2050

    93,501  
    63,000    

5.13%, 07/01/2049

    71,972  
    950,000    

6.48%, 10/23/2045

    1,255,448  
   

Comcast Corp.

 
    100,000    

4.05%, 11/01/2052

    114,416  
    575,000    

4.40%, 08/15/2035

    680,183  
    34,000    

6.40%, 05/15/2038

    49,002  
    505,000    

Cox Communications, Inc. 4.80%, 02/01/2035(1)

    601,468  
   

Discovery Communications LLC

 
    260,000    

4.65%, 05/15/2050

    287,644  
    1,000,000    

5.20%, 09/20/2047

    1,173,646  
    920,000    

Sky Ltd. 3.75%, 09/16/2024(1)

    1,009,945  
    245,000    

TEGNA, Inc. 4.75%, 03/15/2026(1)

    260,558  
   

Time Warner Cable LLC

 
    80,000    

6.55%, 05/01/2037

    106,177  
    60,000    

7.30%, 07/01/2038

    85,065  
    30,000    

Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023

    34,239  
    1,000,000    

ViacomCBS, Inc. 5.85%, 09/01/2043

    1,279,589  
    180,000    

Walt Disney Co. 4.00%, 10/01/2023

    194,644  
     

 

 

 
    7,928,539  
     

 

 

 
      Office/Business Equipment - 0.0%  
    275,000    

Xerox Holdings Corp. 5.50%, 08/15/2028(1)

    287,375  
     

 

 

 
          Oil & Gas - 0.7%      
   

Aker BP ASA

 
    1,760,000    

3.75%, 01/15/2030(1)

    1,831,081  
    665,000    

4.00%, 01/15/2031(1)

    704,108  
    450,000    

BG Energy Capital plc 4.00%, 10/15/2021(1)

    457,172  
    750,000    

Diamondback Energy, Inc. 3.50%, 12/01/2029

    784,889  
   

Equinor ASA

 
    30,000    

2.65%, 01/15/2024

    31,710  
    35,000    

2.88%, 04/06/2025

    37,527  
    560,000    

3.00%, 04/06/2027

    604,506  
    5,000    

3.70%, 03/01/2024

    5,428  
    725,000    

Hess Corp. 7.30%, 08/15/2031

    953,943  
    355,000    

Saudi Arabian Oil Co. 3.50%, 04/16/2029(1)

    380,565  
    406,000    

WPX Energy, Inc. 5.88%, 06/15/2028

    447,956  
     

 

 

 
    6,238,885  
     

 

 

 
          Packaging & Containers - 0.0%      
    340,000    

Graphic Packaging International LLC 3.50%, 03/01/2029(1)

    335,750  
     

 

 

 
          Pharmaceuticals - 0.4%      
   

AbbVie, Inc.

 
    450,000    

3.45%, 03/15/2022

    459,626  
    525,000    

3.80%, 03/15/2025

    574,892  
    270,000    

4.45%, 05/14/2046

    312,589  
    600,000    

4.75%, 03/15/2045

    715,578  
    275,000    

4.85%, 06/15/2044

    335,141  
    225,000    

5.00%, 12/15/2021

    229,017  
    705,000    

EMD Finance LLC 2.95%, 03/19/2022(1)

    718,088  
    465,000    

Organon Finance LLC 4.13%, 04/30/2028(1)

    476,388  
     

 

 

 
    3,821,319  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
      Pipelines - 0.9%  
$     1,200,000    

Enable Midstream Partners L.P. 4.40%, 03/15/2027

  $ 1,312,736  
   

Energy Transfer Operating L.P.

 
    1,125,000    

4.75%, 01/15/2026

    1,257,208  
    155,000    

4.95%, 06/15/2028

    174,326  
    1,100,000    

5.25%, 04/15/2029

    1,261,064  
    214,000    

7.60%, 02/01/2024

    243,592  
    65,000    

Enterprise Products Operating LLC 3.95%, 01/31/2060

    65,095  
    900,000    

Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1)

    882,607  
   

Gray Oak Pipeline LLC

 
    258,000    

2.60%, 10/15/2025(1)

    264,609  
    40,000    

3.45%, 10/15/2027(1)

    41,473  
    1,175,000    

ONEOK, Inc. 4.00%, 07/13/2027

    1,285,939  
    230,000    

Sunoco Logistics Partners Operations L.P. 5.35%, 05/15/2045

    245,507  
    675,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 5.88%, 04/15/2026

    707,062  
    780,000    

Western Midstream Operating L.P. 4.00%, 07/01/2022

    798,525  
     

 

 

 
    8,539,743  
     

 

 

 
      Real Estate Investment Trusts - 0.6%  
   

American Tower Corp.

 
    150,000    

4.40%, 02/15/2026

    169,158  
    85,000    

5.00%, 02/15/2024

    94,460  
   

Brixmor Operating Partnership L.P.

 
    360,000    

2.25%, 04/01/2028

    356,050  
    285,000    

4.05%, 07/01/2030

    312,730  
    440,000    

4.13%, 05/15/2029

    483,321  
    730,000    

Crown Castle International Corp. 2.10%, 04/01/2031

    696,427  
    240,000    

Equinix, Inc. 3.00%, 07/15/2050

    219,641  
    750,000    

GLP Capital L.P. / GLP Financing II, Inc. 4.00%, 01/15/2030

    793,875  
   

SBA Tower Trust

 
    100,000    

1.63%, 11/15/2026

    100,000  
    100,000    

1.88%, 07/15/2050(1)

    101,579  
    215,000    

2.84%, 01/15/2050(1)

    226,557  
    300,000    

3.45%, 03/15/2048(1)

    316,157  
    504,000    

Scentre Group Trust 1 / Scentre Group Trust 2 3.63%, 01/28/2026(1)

    548,420  
   

VEREIT Operating Partnership L.P.

 

    170,000    

2.20%, 06/15/2028

    171,057  
    70,000    

2.85%, 12/15/2032

    72,264  
    500,000    

3.10%, 12/15/2029

    525,954  
    335,000    

3.40%, 01/15/2028

    361,922  
     

 

 

 
    5,549,572  
     

 

 

 
      Retail - 0.2%  
    825,000    

AutoZone, Inc. 3.13%, 04/21/2026

    895,846  
    160,000    

CVS Health Corp. 4.88%, 07/20/2035

    190,575  
    575,000    

Lowe’s Cos., Inc. 1.30%, 04/15/2028

    550,993  
     

 

 

 
    1,637,414  
     

 

 

 
      Semiconductors - 0.1%  
    225,000    

Broadcom, Inc. 3.50%, 02/15/2041(1)

    216,452  
    375,000    

Marvell Technology, Inc. 2.95%,
04/15/2031(1)

    375,295  
    675,000    

Microchip Technology, Inc. 0.97%, 02/15/2024(1)

    674,119  
     

 

 

 
        1,265,866  
     

 

 

 
          Software - 0.3%  
    170,000    

Black Knight InfoServ LLC 3.63%, 09/01/2028(1)

    167,326  
   

Microsoft Corp.

 

    475,000    

2.40%, 08/08/2026

    505,530  
    200,000    

2.92%, 03/17/2052

    199,268  
 

 

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

 

 

  72  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 13.9% - (continued)  
          Software - 0.3% - (continued)  
   

Oracle Corp.

 

$     110,000    

3.65%, 03/25/2041

  $ 112,201  
    580,000    

3.60%, 04/01/2050

    571,243  
    175,000    

3.95%, 03/25/2051

    181,598  
    825,000    

Western Digital Corp. 4.75%, 02/15/2026

    914,203  
     

 

 

 
    2,651,369  
     

 

 

 
      Telecommunications - 0.9%  
   

AT&T, Inc.

 

    578,000    

2.55%, 12/01/2033(1)

    550,470  
    300,000    

3.10%, 02/01/2043

    277,213  
    531,000    

3.50%, 09/15/2053(1)

    487,830  
    460,000    

4.45%, 04/01/2024

    506,004  
    575,000    

5.65%, 02/15/2047

    739,959  
    200,000    

British Telecommunications plc 3.25%, 11/08/2029(1)

    210,813  
    835,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(1)

    893,972  
   

T-Mobile USA, Inc.

 

    600,000    

2.05%, 02/15/2028(1)

    595,560  
    625,000    

2.25%, 02/15/2026

    628,956  
    290,000    

2.88%, 02/15/2031

    283,113  
    395,000    

3.30%, 02/15/2051(1)

    368,507  
    95,000    

4.38%, 04/15/2040(1)

    105,418  
    775,000    

4.50%, 04/15/2050(1)

    874,053  
   

Verizon Communications, Inc.

 

    230,000    

2.99%, 10/30/2056

    227,341  
    230,000    

2.99%, 10/30/2056(1)

    205,200  
    406,000    

4.52%, 09/15/2048

    479,452  
    130,000    

4.75%, 11/01/2041

    156,759  
    93,000    

4.81%, 03/15/2039

    112,715  
    575,000    

Vodafone Group plc 5.25%, 05/30/2048

    725,479  
     

 

 

 
    8,428,814  
     

 

 

 
      Toys/Games/Hobbies - 0.0%  
    112,000    

Mattel, Inc. 6.75%, 12/31/2025(1)

    117,656  
     

 

 

 
          Transportation - 0.2%  
    600,000    

FedEx Corp. 5.25%, 05/15/2050

    777,489  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 

    90,000    

2.70%, 11/01/2024(1)

    94,997  
    745,000    

3.95%, 03/10/2025(1)

    815,209  
    140,000    

Union Pacific Corp. 3.75%, 02/05/2070

    145,083  
     

 

 

 
    1,832,778  
     

 

 

 
      Trucking & Leasing - 0.2%  
    1,250,000    

Aviation Capital Group LLC 3.50%, 11/01/2027(1)

    1,293,397  
    197,000    

Avolon Holdings Funding Ltd. 4.38%, 05/01/2026(1)

    210,641  
    485,000    

NTT Finance Corp. 1.16%, 04/03/2026(1)

    480,509  
     

 

 

 
        1,984,547  
     

 

 

 
   

Total Corporate Bonds
(cost $122,375,136)

  $ 125,445,411  
     

 

 

 
EQUITY LINKED SECURITIES - 12.2%      
      Banks - 8.8%  
$     128,318    

Ally Financial, Inc. (Bank of Montreal) 12.00%, 05/26/2021

  $ 6,243,545  
    2,463    

Alphabet, Inc. (Societe Generale S.A.) 12.00%, 05/26/2021

    5,731,230  
    14,107    

Anthem, Inc. (Royal Bank of Canada) 12.00%, 06/23/2021

    5,296,585  
    89,339    

Archer Daniels Midland Co,. Ltd (Royal Bank of Canada) 12.00%, 06/23/2021

    5,337,727  
Shares or Principal Amount   Market Value  
EQUITY LINKED SECURITIES - 12.2% - (continued)      
      Banks - 8.8% - (continued)  
$     41,008    

Capital One Financial Corp. (Societe Generale S.A.) 12.00%, 05/26/2021

  $ 5,728,510  
    13,764    

Deere & Co., Ltd (Royal Bank of Canada) 12.00%, 06/23/2021

    5,107,905  
    72,885    

Fortive Corp. (BNP Paribas Issuance B.V.) 12.00%, 06/23/2021

    5,171,846  
    25,609    

HCA Healthcare, Inc. (Barclays Bank plc) 12.00%, 07/21/2021

    5,150,482  
    77,091    

Intel Corp. (Royal Bank of Canada) 12.00%, 06/23/2021

    4,499,038  
    61,800    

Morgan Stanley (BNP Paribas Issuance B.V.) 12.00%, 06/23/2021

    5,116,177  
    61,622    

Owens Corning (Societe Generale S.A.) 12.00%, 05/26/2021

    5,988,897  
    54,429    

Paccar, Inc. (Merrill Lynch International & Co. C.V.) 12.00%, 05/26/2021

    4,926,032  
    149,668    

Pfizer, Inc. (Bank of Montreal) 12.00%, 05/26/2021

    5,460,516  
    31,075    

United Parcel Service (Bank of Montreal) 12.00%, 05/26/2021

    5,782,501  
    211,300    

Vistra Corp. (Canadian Imperial Bank of Commerce) 12.00%, 05/26/2021

    3,617,727  
     

 

 

 
    79,158,718  
     

 

 

 
      Diversified Financials - 3.4%  
    17,512    

Accenture plc (BNP Paribas Issuance B.V.) 12.00%, 07/21/2021

    5,104,801  
    49,506    

AutoNation, Inc. (BNP Paribas Issuance B.V) 12.00%, 07/21/2021

    5,111,509  
    16,552    

Facebook, Inc. (Canadian Imperial Bank of Commerce) 12.00%, 07/21/2021

    5,400,032  
    17,687    

FedEx Corp. (BNP Paribas Issuance B.V) 12.00%, 07/21/2021

    5,164,570  
    19,969    

Microsoft Corp. (Canadian Imperial Bank of Commerce) 12.00%, 07/21/2021

    5,013,559  
    14,602    

The Goldman Sachs Group, Inc. (BNP Paribas Issuance B.V.) 12.00%, 07/21/2021

    5,097,326  
     

 

 

 
    30,891,797  
     

 

 

 
 

Total Equity Linked Securities
(cost $108,083,986)

  $ 110,050,515  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 1.4%      
      Indonesia - 0.6%  
IDR     75,000,000,000    

Indonesia Treasury Bond 7.00%, 09/15/2030

    5,353,427  
     

 

 

 
      Mexico - 0.4%  
MXN     57,500,000    

Mexican Bonos 8.50%, 05/31/2029

    3,161,947  
$     550,000    

Mexico Government International Bond 4.28%, 08/14/2041

    561,275  
     

 

 

 
    3,723,222  
     

 

 

 
      Panama - 0.0%  
    395,000    

Panama Government International Bond 2.25%, 09/29/2032

    377,130  
     

 

 

 
      Qatar - 0.3%  
 

Qatar Government International Bond

 

    2,320,000    

2.38%, 06/02/2021(1)

    2,323,480  
    250,000    

3.38%, 03/14/2024(1)

    268,425  
    315,000    

3.88%, 04/23/2023(1)

    335,475  
     

 

 

 
    2,927,380  
     

 

 

 
      Saudi Arabia - 0.1%  
    460,000    

Saudi Government International Bond 2.88%, 03/04/2023(1)

    478,354  
     

 

 

 
 

Total Foreign Government Obligations
(cost $13,038,100)

  $ 12,859,513  
     

 

 

 
 

 

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

 

 

  73  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 0.6%      
      Airport - 0.0%  
$     90,000    

Broward County, FL, Airport System Rev 3.48%, 10/01/2043

  $ 93,022  
    55,000    

Dallas-Fort Worth, TX, International Airport Rev 3.09%, 11/01/2040

    56,038  
     

 

 

 
    149,060  
     

 

 

 
      Education - 0.0%  
    150,000    

Massachusetts School Building Auth 3.40%, 10/15/2040

    157,835  
     

 

 

 
      General - 0.3%  
 

Chicago, IL, Transit Auth

 

    130,000    

6.30%, 12/01/2021

    134,193  
    320,000    

6.90%, 12/01/2040

    442,785  
    140,000    

City of Sacramento, CA, (AGM Insured) 6.42%, 08/01/2023

    158,133  
    220,000    

Kansas, Dev Finance Auth, (AGM Insured) 5.37%, 05/01/2026

    243,787  
    65,000    

Metropolitan Transportation Auth, NY, Rev 6.67%, 11/15/2039

    89,151  
    265,000    

New York State Urban Dev Corp. Rev 2.10%, 03/15/2022

    268,890  
    575,000    

Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028

    709,302  
    350,000    

Sales Tax Securitization Corp., IL 4.79%, 01/01/2048

    426,120  
     

 

 

 
    2,472,361  
     

 

 

 
      General Obligation - 0.1%  
    550,000    

State of Illinois, GO 5.10%, 06/01/2033

    627,361  
     

 

 

 
      Power - 0.0%  
    100,000    

New York Utility Debt Securitization Auth 3.44%, 12/15/2025

    103,400  
     

 

 

 
      Transportation - 0.1%  
 

Foothill-Eastern Transportation Corridor Agency, CA, (AGM Insured)

 

    335,000    

3.92%, 01/15/2053

    349,850  
    45,000    

4.09%, 01/15/2049

    46,972  
    150,000    

Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034

    203,907  
   

Metropolitan Transportation Auth, NY, Rev

 

    165,000    

5.18%, 11/15/2049

    208,193  
    20,000    

6.20%, 11/15/2026

    22,984  
    275,000    

New York and New Jersey Port Auth, Taxable Rev 3.18%, 07/15/2060

    270,988  
    40,000    

Port Auth of New York & New Jersey Rev 5.86%, 12/01/2024

    47,340  
     

 

 

 
    1,150,234  
     

 

 

 
      Utility - Electric - 0.1%  
    375,000    

Illinois Municipal Electric Agency 6.83%, 02/01/2035

    487,543  
 

Municipal Electric Auth, GA

 

    229,000    

6.64%, 04/01/2057

    332,812  
    32,000    

6.66%, 04/01/2057

    47,123  
     

 

 

 
    867,478  
     

 

 

 
 

Total Municipal Bonds
(cost $4,988,847)

  $ 5,527,729  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 8.7%(10)      
      Advertising - 0.1%  
$     412,339    

Clear Channel Outdoor Holdings, Inc. 3.69%, 08/21/2026, 3 mo. USD LIBOR + 3.500%

  $ 399,053  
    315,000    

E2open LLC 4.00%, 10/29/2027, 3 mo. USD LIBOR + 3.500%

    314,115  
     

 

 

 
    713,168  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Aerospace/Defense - 0.2%  
$     513,713    

Great Outdoors Group LLC 5.00%, 03/06/2028, 6 mo. USD LIBOR + 4.250%

  $ 515,480  
    99,750    

Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250%

    100,498  
    882,017    

TransDigm, Inc. 2.36%, 12/09/2025, 1 mo. USD LIBOR + 2.250%

    870,595  
    403,329    

Tronox Finance LLC 2.66%, 03/13/2028, 3 mo. USD LIBOR + 2.250%

    399,368  
     

 

 

 
    1,885,941  
     

 

 

 
      Airlines - 0.1%  
    285,000    

AAdvantage Loyalty IP Ltd. 0.00%,
04/20/2028(11)

    292,837  
    96,250    

JetBlue Airways Corp. 6.25%, 06/17/2024, 3 mo. USD LIBOR + 5.250%

    98,724  
    370,313    

Kestrel Bidco, Inc. 4.00%, 12/11/2026, 6 mo. USD LIBOR + 3.000%

    357,700  
    230,000    

Mileage Plus Holdings LLC 6.25%, 06/21/2027, 3 mo. USD LIBOR + 5.250%

    245,279  
    295,000    

SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%

    309,641  
     

 

 

 
    1,304,181  
     

 

 

 
      Apparel - 0.0%  
    275,000    

Birkenstock GmbH & Co. KG
0.00%, 04/26/2028(11)

    274,142  
     

 

 

 
          Asset-Backed - Finance & Insurance - 0.1%      
    310,000    

Fleetcor Technologies Operating Co. LLC 0.00%, 04/21/2028(11)

    308,450  
    350,000    

Jazz Financing Lux S.a.r.l. 0.00%,
04/22/2028(11)

    350,728  
    195,000    

PAI Holdco, Inc. 4.50%, 10/28/2027, 3 mo. USD LIBOR + 3.750%

    194,635  
     

 

 

 
    853,813  
     

 

 

 
      Auto Manufacturers - 0.1%  
    491,117    

Navistar International Corp. 3.61%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

    490,503  
     

 

 

 
          Auto Parts & Equipment - 0.2%      
    210,000    

Adient U.S. LLC 0.00%, 04/08/2028, 1 mo. USD LIBOR + 3.500%(11)

    209,685  
    385,356    

Altra Industrial Motion Corp. 2.11%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

    382,828  
    727,857    

Clarios Global L.P. 3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

    719,850  
    226,004    

First Brands 6.00%, 03/30/2027, 3 mo. USD LIBOR + 5.000%

    226,947  
     

 

 

 
    1,539,310  
     

 

 

 
      Beverages - 0.1%  
    122,500    

Sunshine Investments B.V. 3.20%, 03/28/2025, 3 mo. USD LIBOR + 3.000%

    121,836  
    803,400    

Sunshine Luxembourg S.a.r.l. 4.50%, 10/01/2026, 3 mo. USD LIBOR + 3.750%

    803,022  
     

 

 

 
    924,858  
     

 

 

 
      Chemicals - 0.2%  
    427,547    

Axalta Coating Systems U.S. Holdings, Inc. 1.95%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

    424,610  
    235,800    

Hexion, Inc. 3.71%, 07/01/2026, 3 mo. USD LIBOR + 3.500%

    235,310  
    110,000    

INEOS Styrolution U.S. Holding LLC 3.25%, 01/29/2026, 3 mo. USD LIBOR + 2.750%

    109,450  
    651,415    

Starfruit Finco B.V 2.87%, 10/01/2025, 1 mo. USD LIBOR + 2.750%

    643,273  
    98,750    

Univar, Inc. 2.11%, 07/01/2026, 1 mo. USD LIBOR + 2.000%

    98,238  
     

 

 

 
    1,510,881  
     

 

 

 
 

 

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

 

 

  74  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Commercial Services - 0.9%  
$     640,000    

AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%

  $ 636,902  
    374,053    

Allied Universal Holdco LLC 4.36%, 07/10/2026, 1 mo. USD LIBOR + 4.250%

    373,077  
   

Amentum Government Services Holdings LLC

 
    153,838    

3.61%, 01/29/2027, 1 mo. USD LIBOR + 3.500%

    152,607  
    400,000    

5.50%, 01/29/2027, 3 mo. USD LIBOR + 4.750%

    400,668  
    497,487    

APX Group, Inc. 5.11%, 12/31/2025, 1 mo. USD LIBOR + 5.000%

    497,487  
    475,207    

AVSC Holding Corp. 6.50%, 10/15/2026, 3 mo. USD LIBOR + 5.500%

    436,397  
    98,750    

Belron Finance U.S. LLC 2.44%, 10/30/2026, 1 mo. USD LIBOR + 2.250%

    97,825  
EUR     465,000    

Biogroup-LCD 0.00%, 01/28/2028, 3 mo. EURIBOR + 3.500%(11)

    555,507  
$     979,849    

Blackhawk Network Holdings, Inc. 3.11%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

    966,513  
    247,455    

BrightView Landscapes LLC 2.63%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

    246,218  
    655,349    

Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750%

    656,168  
    922,401    

Dun & Bradstreet Corp. 3.36%, 02/06/2026, 1 mo. USD LIBOR + 3.250%

    916,922  
    424,375    

Gainwell Acquisition Corp. 4.75%, 10/01/2027, 3 mo. USD LIBOR + 4.000%

    424,375  
    187,150    

KAR Auction Services, Inc. 2.38%, 09/19/2026, 1 mo. USD LIBOR + 2.250%

    184,343  
    642,994    

Quikrete Holdings, Inc. 2.61%, 02/01/2027, 1 mo. USD LIBOR + 2.500%

    636,294  
    158,000    

U.S. Ecology Holdings, Inc. 2.61%, 11/01/2026, 1 mo. USD LIBOR + 2.500%

    157,902  
   

Verisure Holding AB

 
EUR     430,000    

0.00%, 01/15/2028, 3 mo. EURIBOR + 3.500%(11)

    515,029  
    575,000    

3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500%

    689,164  
     

 

 

 
    8,543,398  
     

 

 

 
      Construction Materials - 0.1%  
   

Cornerstone Building Brands, Inc.

 
$     208,753    

0.00%, 04/12/2028(11)

    206,666  
    489,924    

3.86%, 04/12/2025, 1 mo. USD LIBOR + 3.750%

    485,025  
     

 

 

 
    691,691  
     

 

 

 
          Distribution/Wholesale - 0.1%      
    738,750    

American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000%

    732,101  
    245,581    

SRS Distribution, Inc. 3.11%, 05/23/2025, 1 mo. USD LIBOR + 3.250%

    241,863  
     

 

 

 
    973,964  
     

 

 

 
      Diversified Financial Services - 0.2%  
    671,266    

Aretec Group, Inc. 4.36%, 10/01/2025, 1 mo. USD LIBOR + 4.250%

    668,191  
    768,298    

Crown Finance U.S., Inc. 3.50%, 02/28/2025, 6 mo. USD LIBOR + 2.500%

    658,063  
EUR     500,000    

Nets Holding A/S 3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

    599,832  
     

 

 

 
    1,926,086  
     

 

 

 
      Electric - 0.0%  
$     244,388    

ExGen Renewables LLC 3.75%, 12/15/2027, 3 mo. USD LIBOR + 2.750%

    244,326  
     

 

 

 
          Electrical Components & Equipment - 0.0%  
    195,787    

Brookfield WEC Holdings, Inc. 3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750%

    193,438  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
          Energy-Alternate Sources - 0.1%      
$     587,848    

Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

  $ 581,552  
     

 

 

 
          Engineering & Construction - 0.1%      
    345,000    

ADMI Corp. 3.25%, 12/23/2027, 1 mo. USD LIBOR + 2.750%

    341,909  
    489,822    

Brand Energy & Infrastructure Services, Inc.
5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

    475,827  
     

 

 

 
    817,736  
     

 

 

 
          Entertainment - 0.1%      
    134,325    

Banijay Entertainment S.A.S 3.86%, 03/01/2025, 1 mo. USD LIBOR + 3.750%

    133,374  
    143,363    

Crown Finance U.S., Inc. 0.00%, 05/23/2024, 1 mo. USD LIBOR + 7.000%(11)

    179,614  
    493,038    

Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750%

    485,549  
    489,796    

SeaWorld Parks & Entertainment, Inc. 3.75%, 03/31/2024, 1 mo. USD LIBOR + 3.000%

    483,673  
     

 

 

 
    1,282,210  
     

 

 

 
      Food - 0.3%  
    315,617    

B&G Foods, Inc. 2.61%, 10/10/2026, 1 mo. USD LIBOR + 2.500%

    314,960  
    496,996    

Froneri International Ltd. 2.36%, 01/29/2027, 1 mo. USD LIBOR + 2.250%

    489,357  
    735,009    

Hostess Brands LLC 3.00%, 08/03/2025, 3 mo. USD LIBOR + 2.250%

    731,335  
    127,346    

Simply Good Foods USA, Inc. 4.75%, 07/07/2024, 1 mo. USD LIBOR + 3.750%

    127,568  
   

U.S. Foods, Inc.

 
    591,061    

1.86%, 06/27/2023, 1 mo. USD LIBOR + 1.750%

    583,992  
    290,575    

2.11%, 09/13/2026, 1 mo. USD LIBOR + 2.000%

    284,642  
     

 

 

 
    2,531,854  
     

 

 

 
      Food Service - 0.0%  
    188,100    

Aramark Services, Inc. 1.86%, 01/15/2027, 1 mo. USD LIBOR + 1.750%

    185,162  
     

 

 

 
          Gas - 0.1%      
    574,517    

Messer Industries GmbH 2.70%, 03/01/2026, 3 mo. USD LIBOR + 2.250%

    568,197  
     

 

 

 
          Hand/Machine Tools - 0.0%      
    268,650    

White Cap Buyer LLC 4.50%, 10/19/2027, 3 mo. USD LIBOR + 4.000%

    268,454  
     

 

 

 
          Healthcare-Products - 0.1%      
    683,288    

Avantor Funding, Inc. 3.25%, 11/08/2027, 1 mo. USD LIBOR + 2.250%

    683,117  
    200,000    

WW International, Inc. 0.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500%(11)

    199,850  
     

 

 

 
    882,967  
     

 

 

 
      Healthcare-Services - 0.4%  
    314,400    

Catalent Pharma Solutions, Inc. 2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000%

    314,268  
    267,600    

Emerald TopCo, Inc. 3.61%, 07/24/2026, 3 mo. USD LIBOR + 3.500%

    264,991  
    233,158    

Ensemble RCM LLC 3.94%, 08/03/2026, 3 mo. USD LIBOR + 3.750%

    232,449  
    99,749    

eResearchTechnology, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 4.500%(11)

    99,915  
    146,664    

Gentiva Health Services, Inc. 2.88%, 07/02/2025, 1 mo. USD LIBOR + 2.750%

    146,235  
    431,919    

MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

    429,492  
    405,000    

Organon & Co. 0.00%, 04/07/2028, 1 mo. USD LIBOR + 3.000%(11)

    403,817  
 

 

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

 

 

  75  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Healthcare-Services - 0.4% - (continued)  
$     495,196    

Pathway Vet Alliance LLC 3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%

  $ 491,893  
    475,000    

PPD, Inc. 2.75%, 01/13/2028, 1 mo. USD LIBOR + 2.250%

    473,813  
   

Surgery Center Holdings, Inc.

 
    190,000    

0.00%, 08/31/2026(11)

    190,000  
    497,423    

4.25%, 09/03/2024, 1 mo. USD LIBOR + 3.750%

    495,324  
     

 

 

 
    3,542,197  
     

 

 

 
      Household Products - 0.1%  
    671,530    

Diamond (BC) B.V. 3.19%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

    668,172  
    99,911    

Reynolds Consumer Products LLC 1.86%, 02/04/2027, 1 mo. USD LIBOR + 1.750%

    99,311  
     

 

 

 
    767,483  
     

 

 

 
      Housewares - 0.0%  
    427,958    

Hayward Industries, Inc. 3.61%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

    427,290  
     

 

 

 
          Insurance - 0.5%      
    687,723    

Acrisure LLC 3.70%, 02/15/2027, 3 mo. USD LIBOR + 3.500%

    676,259  
    125,000    

Alliant Holdings Intermediate LLC 0.00%, 10/08/2027(11)

    124,861  
   

Asurion LLC

 
    331,141    

3.11%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

    330,244  
    599,921    

3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%

    595,517  
    145,000    

5.36%, 01/31/2028, 1 mo. USD LIBOR + 5.250%

    146,994  
    881,864    

Hub International Ltd. 3.18%, 04/25/2025, 3 mo. USD LIBOR + 3.000%

    869,659  
    149,455    

Hyperion Insurance Group Ltd. 4.75%, 11/12/2027, 1 mo. USD LIBOR + 3.750%

    149,268  
    491,202    

NFP Corp. 3.36%, 02/15/2027, 1 mo. USD LIBOR + 3.250%

    483,903  
   

Sedgwick Claims Management Services, Inc.

 
    881,955    

3.36%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

    868,840  
    99,250    

5.25%, 09/03/2026, 1 mo. USD LIBOR + 4.250%

    99,271  
     

 

 

 
    4,344,816  
     

 

 

 
      IT Services - 0.1%  
    365,000    

Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500%

    361,124  
    646,943    

Tempo Acquisition LLC 3.75%, 11/02/2026, 1 mo. USD LIBOR + 3.250%

    645,862  
     

 

 

 
    1,006,986  
     

 

 

 
      Leisure Time - 0.4%  
   

Caesars Resort Collection LLC

 
    734,810    

2.86%, 12/23/2024, 1 mo. USD LIBOR + 2.750%

    726,264  
    373,125    

4.61%, 07/21/2025, 1 mo. USD LIBOR + 4.500%

    373,979  
    277,900    

Carnival Corp. 8.50%, 06/30/2025, 1 mo. USD LIBOR + 7.500%

    285,890  
    900,000    

Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

    893,889  
    850,000    

Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

    842,206  
    239,400    

IRB Holding Corp. 4.25%, 12/15/2027, 3 mo. USD LIBOR + 3.250%

    238,727  
    126,988    

SRAM LLC 3.75%, 03/15/2024, 3 mo. USD LIBOR + 2.750%

    126,751  
    112,943    

UFC Holdings LLC 3.75%, 04/29/2026, 6 mo. USD LIBOR + 3.000%

    112,467  
     

 

 

 
    3,600,173  
     

 

 

 
      Lodging - 0.1%  
    332,671    

Boyd Gaming Corp. 2.34%, 09/15/2023, 1 mo. USD LIBOR + 2.250%

    331,943  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Lodging - 0.1% - (continued)  
$     489,822    

CityCenter Holdings LLC 3.00%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

  $ 483,944  
     

 

 

 
    815,887  
     

 

 

 
      Machinery-Construction & Mining - 0.1%  
EUR     210,000    

Concorde Midco Ltd. 0.00%, 03/01/2028(11)

    252,409  
    203,716    

Pro Mach Group, Inc. 4.50%, 03/07/2025, 3 mo. USD LIBOR + 3.500%

    203,207  
     

 

 

 
    455,616  
     

 

 

 
      Machinery-Diversified - 0.1%  
$     253,725    

Filtration Group Corp. 4.50%, 03/29/2025, 1 mo. USD LIBOR + 3.750%

    253,408  
    178,650    

Gardner Denver, Inc. 2.86%, 03/01/2027, 1 mo. USD LIBOR + 2.750%

    178,241  
EUR     100,000    

Vertical Midco GmbH 4.25%, 07/29/2027, 6 mo. EURIBOR + 4.250%

    120,713  
     

 

 

 
    552,362  
     

 

 

 
      Media - 0.8%  
$     204,488    

Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500%

    204,338  
    380,000    

Cable One, Inc. 0.00%, 04/30/2028(11)

    379,525  
   

CSC Holdings LLC

 
    489,796    

2.37%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

    483,688  
    360,438    

2.62%, 04/15/2027, 1 mo. USD LIBOR + 2.500%

    358,033  
    497,475    

E.W. Scripps Co. 3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563%

    494,286  
    425,886    

Gray Television, Inc. 2.62%, 01/02/2026, 1 mo. USD LIBOR + 2.500%

    422,752  
    164,063    

Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250%

    163,769  
    592,268    

MH Sub LLC 4.75%, 09/13/2024, 1 mo. USD LIBOR + 3.750%

    591,527  
    737,110    

MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

    735,879  
    595,295    

Nexstar Broadcasting, Inc. 2.62%, 09/18/2026, 1 mo. USD LIBOR + 2.750%

    592,247  
    281,429    

Sinclair Television Group, Inc. 2.62%, 09/30/2026, 1 mo. USD LIBOR + 2.500%

    277,472  
    301,195    

Terrier Media Buyer, Inc. 3.61%, 12/17/2026, 1 mo. USD LIBOR + 3.500%

    298,653  
   

UPC Broadband Holding B.V.

 
EUR     165,000    

3.50%, 01/31/2029, 6 mo. EURIBOR + 3.500%

    197,854  
$     492,308    

3.61%, 01/31/2029, 1 mo. USD LIBOR + 3.500%

    487,848  
    595,000    

UPC Financing Partnership 0.00%, 01/31/2029, 1 mo. USD LIBOR + 3.000%(11)

    589,609  
    527,353    

Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250%

    528,012  
    410,000    

Virgin Media Bristol LLC 0.00%, 01/31/2029, 3 mo. EURIBOR + 3.250%(11)

    409,077  
    500,000    

Ziggo Financing Partnership 2.62%, 04/30/2028, 1 mo. USD LIBOR + 2.500%

    494,515  
     

 

 

 
    7,709,084  
     

 

 

 
      Metal Fabricate/Hardware - 0.1%  
    322,563    

Cardtronics USA, Inc. 5.00%, 06/29/2027, 1 mo. USD LIBOR + 4.000%

    322,240  
    428,056    

Circor International, Inc. 4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250%

    425,701  
     

 

 

 
    747,941  
     

 

 

 
      Miscellaneous Manufacturing - 0.2%  
    688,292    

Core & Main L.P. 3.75%, 08/01/2024, 3 mo. USD LIBOR + 2.750%

    685,484  
    178,200    

Ingersoll-Rand Services Co. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750%

    175,750  
 

 

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

 

 

  76  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Miscellaneous Manufacturing - 0.2% - (continued)  
$     280,725    

Tamko Building Products LLC 3.11%, 06/01/2026, 1 mo. USD LIBOR + 3.000%

  $ 278,269  
    489,848    

USI, Inc. 3.20%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

    484,337  
     

 

 

 
    1,623,840  
     

 

 

 
      Oil & Gas - 0.1%  
    489,950    

NorthRiver Midstream Finance L.P. 3.45%, 10/01/2025, 3 mo. USD LIBOR + 3.250%

    481,782  
    467,753    

Traverse Midstream Partners LLC 6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500%

    467,314  
     

 

 

 
    949,096  
     

 

 

 
      Oil & Gas Services - 0.1%  
    476,504    

Lower Cadence Holdings LLC 4.11%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

    468,761  
    820,388    

UGI Energy Services LLC 3.86%, 08/13/2026, 1 mo. USD LIBOR + 3.750%

    817,311  
     

 

 

 
    1,286,072  
     

 

 

 
      Packaging & Containers - 0.3%  
    615,056    

Berlin Packaging LLC 3.12%, 11/07/2025, 3 mo. USD LIBOR + 3.000%

    605,928  
   

Flex Acquisition Co., Inc.

 
    491,456    

3.45%, 06/29/2025, 3 mo. USD LIBOR + 3.250%

    483,534  
    321,260    

4.00%, 02/23/2028, 3 mo. USD LIBOR + 3.500%

    317,601  
    138,250    

Pregis TopCo Corp. 3.86%, 07/31/2026, 1 mo. USD LIBOR + 3.750%

    137,646  
    635,000    

Proampac PG Borrower LLC 5.00%, 11/03/2025, 3 mo. USD LIBOR + 4.000%

    635,934  
    261,650    

Reynolds Group Holdings, Inc. 2.86%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

    260,960  
     

 

 

 
    2,441,603  
     

 

 

 
      Pharmaceuticals - 0.1%  
    390,501    

Bausch Health Cos., Inc. 3.11%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

    389,743  
    446,614    

Elanco Animal Health, Inc. 1.87%, 08/02/2027, 1 mo. USD LIBOR + 1.750%

    440,156  
    310,000    

Horizon Therapeutics USA, Inc. 2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000%

    308,837  
     

 

 

 
    1,138,736  
     

 

 

 
      Real Estate - 0.1%  
    244,987    

Belron Finance U.S. LLC 2.50%, 11/13/2025, 3 mo. USD LIBOR + 2.250%

    243,456  
EUR     260,000    

Boels Topholding B.V. 4.00%, 02/06/2027, 3 mo. EURIBOR + 4.000%

    313,117  
$     650,000    

VICI Properties LLC 1.86%, 12/20/2024, 1 mo. USD LIBOR + 1.750%

    642,889  
     

 

 

 
    1,199,462  
     

 

 

 
      Retail - 0.5%  
    450,429    

B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%

    443,037  
    430,699    

Beacon Roofing Supply, Inc. 2.36%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

    428,726  
    290,000    

EG Group Ltd. 0.00%, 03/10/2026(11)

    287,825  
    360,000    

Foundation Building Materials Holding Co. LLC 3.75%, 02/03/2028, 3 mo. USD LIBOR + 3.250%

    356,774  
    712,972    

Harbor Freight Tools USA, Inc. 3.75%, 10/19/2027, 1 mo. USD LIBOR + 3.000%

    712,152  
    246,193    

IRB Holding Corp. 3.75%, 02/05/2025, 6 mo. USD LIBOR + 2.750%

    244,218  
   

LBM Acquisition LLC

 
    54,701    

0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(11)(12)

    54,549  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Retail - 0.5% - (continued)  
$     246,154    

4.50%, 12/17/2027, 3 mo. USD LIBOR + 3.750%

  $ 245,470  
    428,925    

Les Schwab Tire Centers 4.25%, 11/02/2027, 6 mo. USD LIBOR + 3.500%

    428,569  
    380,000    

Michaels Cos., Inc. 0.00%, 04/15/2028(11)

    378,180  
    270,000    

Petco Health and Wellness Co., Inc. 4.00%, 03/03/2028, 3 mo. USD LIBOR + 3.250%

    268,275  
    180,000    

PetSmart, Inc. 4.50%, 02/12/2028, 3 mo. USD LIBOR + 3.750%

    180,360  
    491,250    

Staples, Inc. 5.21%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

    479,828  
     

 

 

 
    4,507,963  
     

 

 

 
      Software - 0.9%  
    120,000    

Athenahealth, Inc. 4.45%, 02/11/2026, 3 mo. USD LIBOR + 4.250%

    120,300  
    489,822    

CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 3.000%

    489,866  
    369,186    

CDW LLC 1.87%, 10/13/2026, 1 mo. USD LIBOR + 1.750%

    369,570  
    589,117    

Change Healthcare Holdings LLC 3.50%, 03/01/2024, 3 mo. USD LIBOR + 2.500%

    588,181  
    650,919    

DCert Buyer, Inc. 4.11%, 10/16/2026, 1 mo. USD LIBOR + 4.000%

    649,923  
    406,191    

Epicor Software Corp. 4.00%, 07/30/2027, 1 mo. USD LIBOR + 3.250%

    405,358  
    457,908    

Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500%

    458,049  
    275,000    

Ingram Micro, Inc. 0.00%, 03/31/2028(11)

    275,000  
    222,706    

McAfee LLC 3.86%, 09/30/2024, 1 mo. USD LIBOR + 3.750%

    222,539  
    485,599    

Navicure, Inc. 4.11%, 10/22/2026, 1 mo. USD LIBOR + 4.000%

    483,171  
    223,184    

Peraton Holding Corp. 4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%(12)

    222,905  
    126,816    

Peraton Holding Corp. 4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750%

    126,657  
    110,000    

Press Ganey Holdings, Inc. 0.00%, 07/24/2026(11)

    109,450  
    385,000    

RealPage, Inc. 0.00%, 04/24/2028(11)

    383,029  
    300,000    

Signal Parent, Inc. 0.00%, 03/25/2028(11)

    296,814  
    234,423    

SS&C European Holdings S.a.r.l. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    231,516  
    316,092    

SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750%

    312,172  
    512,678    

Ultimate Software Group, Inc. 4.00%, 05/04/2026, 3 mo. USD LIBOR + 3.250%

    512,837  
    151,271    

Western Digital Corp. 1.86%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

    151,001  
    630,000    

WEX, Inc. 0.00%, 03/31/2028, 1 mo. USD LIBOR + 2.250%(11)

    627,146  
    765,332    

Zelis Healthcare Corp. 3.62%, 09/30/2026, 1 mo. USD LIBOR + 3.500%

    760,549  
     

 

 

 
    7,796,033  
     

 

 

 
      Telecommunications - 0.3%  
    489,848    

Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688%

    485,439  
   

Frontier Communications Corp.

 
    100,000    

0.00%, 10/08/2027(11)

    99,583  
    25,000    

0.00%, 10/08/2027(11)(12)

    24,896  
    285,000    

4.50%, 10/08/2021, 1 mo. USD LIBOR + 3.750%

    283,812  
EUR     1,048,617    

Lorca Finco plc 4.25%, 09/17/2027, 6 mo. EURIBOR + 4.250%

    1,260,699  
$     750,000    

Telenet Financing USD LLC 2.12%, 04/30/2028, 1 mo. USD LIBOR + 2.000%

    739,688  
    298,414    

Zayo Group Holdings, Inc. 3.11%, 03/09/2027, 1 mo. USD LIBOR + 3.000%

    295,230  
     

 

 

 
    3,189,347  
     

 

 

 
 

 

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

 

 

  77  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 8.7%(10) - (continued)      
      Textiles - 0.0%  
$     244,987    

ASP Unifrax Holdings, Inc. 3.95%, 12/12/2025, 3 mo. USD LIBOR + 3.750%

  $ 231,908  
     

 

 

 
          Transportation - 0.2%      
    265,000    

CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 3 mo. USD LIBOR + 3.750%

    264,255  
    1,039,500    

Genesee & Wyoming, Inc. 2.20%, 12/30/2026, 3 mo. USD LIBOR + 2.000%

    1,035,134  
    305,000    

United Airlines, Inc. 0.00%, 04/13/2028(11)

    308,377  
     

 

 

 
      1,607,766  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $78,941,516)

  $ 79,129,493  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 1.5%  
          Mortgage-Backed Agencies - 1.5%      
          FHLMC - 1.3%      
$     195,000    

0.66%, 01/25/2051, SOFR30A +
0.650%(1)(5)

  $ 195,000  
    235,000    

0.81%, 08/25/2033, SOFR30A +
0.800%(1)(5)

    235,130  
    2,970,133    

1.43%, 06/25/2030(6)(7)

    311,415  
    5,585,347    

1.53%, 07/25/2030(6)(7)

    619,300  
    1,740,000    

2.61%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(5)

    1,779,456  
    320,836    

2.76%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(5)

    328,080  
    1,089,431    

3.56%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(5)

    1,131,341  
    420,805    

3.66%, 08/25/2029, 1 mo. USD LIBOR + 3.550%(5)

    434,791  
    501,161    

3.71%, 07/25/2050, 1 mo. USD LIBOR + 3.600%(1)(5)

    507,125  
    14,254    

4.00%, 03/01/2041

    15,659  
    256,531    

4.66%, 10/25/2024, 1 mo. USD LIBOR + 4.550%(5)

    262,834  
    792,491    

4.81%, 03/25/2028, 1 mo. USD LIBOR + 4.700%(5)

    820,130  
    1,379,220    

4.81%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(5)

    1,428,869  
    158,213    

4.86%, 10/25/2024, 1 mo. USD LIBOR + 4.750%(5)

    159,796  
    196,941    

5.11%, 12/25/2028, 1 mo. USD LIBOR + 5.000%(5)

    208,657  
    1,009,821    

5.26%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(5)

    1,055,901  
    979,963    

5.66%, 07/25/2028, 1 mo. USD LIBOR + 5.550%(5)

    1,030,776  
    1,246,495    

6.46%, 09/25/2028, 1 mo. USD LIBOR + 6.350%(5)

    1,332,043  
     

 

 

 
    11,856,303  
     

 

 

 
      FNMA - 0.1%  
    87,170    

0.51%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(5)

    87,153  
    1,046,842    

3.00%, 03/25/2053

    1,094,337  
    150,000    

3.07%, 02/01/2025

    161,645  
    6,774    

4.50%, 04/01/2041

    7,604  
     

 

 

 
    1,350,739  
     

 

 

 
      GNMA - 0.1%  
    240    

6.00%, 11/20/2023

    265  
    305    

6.00%, 12/20/2023

    337  
    27    

6.00%, 01/20/2024

    30  
    97    

6.00%, 02/20/2024

    107  
    84    

6.00%, 02/20/2026

    93  
    472    

6.00%, 02/20/2027

    523  
    133    

6.00%, 01/20/2028

    147  
    2,902    

6.00%, 02/20/2028

    3,222  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 1.5% - (continued)  
      GNMA - 0.1% - (continued)  
$     4,933    

6.00%, 04/20/2028

  $ 5,590  
    1,750    

6.00%, 06/15/2028

    1,978  
    11,641    

6.00%, 07/20/2028

    13,195  
    11,401    

6.00%, 08/20/2028

    12,930  
    4,153    

6.00%, 10/15/2028

    4,665  
    12,348    

6.00%, 11/15/2028

    13,907  
    11,406    

6.00%, 03/20/2029

    12,931  
    12,073    

6.00%, 09/20/2029

    13,543  
    18,445    

6.00%, 04/20/2030

    20,460  
    2,395    

6.00%, 06/20/2030

    2,656  
    1,670    

6.00%, 08/15/2034

    1,919  
    19,964    

6.50%, 03/15/2028

    22,334  
    2,548    

6.50%, 05/15/2028

    2,850  
    3,655    

6.50%, 07/15/2028

    4,089  
    5,963    

6.50%, 10/15/2028

    6,675  
    539    

6.50%, 12/15/2028

    604  
    10,056    

6.50%, 01/15/2029

    11,249  
    8,065    

6.50%, 02/15/2029

    9,022  
    36,367    

6.50%, 03/15/2029

    40,684  
    8,227    

6.50%, 04/15/2029

    9,204  
    5,810    

6.50%, 05/15/2029

    6,522  
    5,514    

6.50%, 06/15/2029

    6,168  
    8,061    

6.50%, 02/15/2035

    9,324  
    14,278    

7.00%, 11/15/2031

    15,921  
    9,474    

7.00%, 03/15/2032

    10,593  
    104,997    

7.00%, 11/15/2032

    125,407  
    2,563    

7.00%, 01/15/2033

    2,991  
    9,390    

7.00%, 05/15/2033

    10,947  
    15,290    

7.00%, 07/15/2033

    17,590  
    25,355    

7.00%, 11/15/2033

    29,650  
    1,485    

8.00%, 12/15/2029

    1,499  
    1,365    

8.00%, 04/15/2030

    1,420  
    6,080    

8.00%, 05/15/2030

    6,162  
    182    

8.00%, 07/15/2030

    187  
    5,055    

8.00%, 08/15/2030

    5,300  
    6,524    

8.00%, 11/15/2030

    6,700  
    64,718    

8.00%, 02/15/2031

    70,753  
     

 

 

 
        542,343  
     

 

 

 
   

Total U.S. Government Agencies
(cost $14,033,441)

  $ 13,749,385  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 6.5%  
          U.S. Treasury Securities - 6.5%  
          U.S. Treasury Bonds - 2.5%  
$     350,000    

1.38%, 08/15/2050

  $ 280,164  
    1,160,000    

1.63%, 11/15/2050

    990,713  
    365,000    

1.88%, 02/15/2041

    346,978  
    3,295,000    

1.88%, 02/15/2051

    2,992,787  
    86,000    

2.00%, 02/15/2050

    80,524  
    3,805,000    

2.88%, 05/15/2043

    4,242,724  
    11,655,000    

3.00%, 08/15/2048(13)

    13,345,430  
     

 

 

 
    22,279,320  
     

 

 

 
          U.S. Treasury Notes - 4.0%      
    100,000    

0.13%, 06/30/2022

    100,047  
    1,000,000    

0.13%, 01/31/2023

    999,609  
    425,000    

0.13%, 02/28/2023

    424,784  
    1,380,000    

0.13%, 03/31/2023

    1,379,138  
    405,000    

0.13%, 05/15/2023

    404,557  
    1,415,000    

0.13%, 10/15/2023

    1,411,186  
    155,000    

0.13%, 02/15/2024

    154,286  
    3,800,000    

0.25%, 03/15/2024

    3,793,172  
    2,345,000    

0.25%, 05/31/2025

    2,308,543  
    1,300,000    

0.25%, 06/30/2025

    1,278,367  
    1,070,000    

0.25%, 07/31/2025

    1,050,690  
 

 

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

 

 

  78  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 6.5% - (continued)  
          U.S. Treasury Notes - 4.0% - (continued)      
$     4,780,000    

0.25%, 08/31/2025

  $ 4,687,201  
    6,340,000    

0.25%, 09/30/2025

    6,210,476  
    610,000    

0.38%, 11/30/2025

    599,277  
    1,020,000    

0.38%, 12/31/2025

    1,000,755  
    2,680,000    

0.38%, 01/31/2026

    2,625,772  
    2,555,000    

0.75%, 03/31/2026

    2,543,822  
    605,000    

0.88%, 11/15/2030

    565,391  
    1,645,000    

1.13%, 02/15/2031

    1,569,947  
    1,465,000    

1.25%, 03/31/2028

    1,459,735  
    1,580,000    

2.13%, 03/31/2024

    1,662,209  
     

 

 

 
      36,228,964  
     

 

 

 
 

Total U.S. Government Securities
(cost $55,489,373)

  $ 58,508,284  
     

 

 

 
CONVERTIBLE BONDS - 0.7%  
      Energy-Alternate Sources - 0.4%  
$     3,259,000    

Atlantica Sustainable Infrastructure Jersey Ltd. 4.00%, 07/15/2025(1)

    4,002,378  
     

 

 

 
          Internet - 0.3%  
    2,164,000    

Booking Holdings, Inc. 0.90%, 09/15/2021

    2,634,670  
     

 

 

 
 

Total Convertible Bonds
(cost $5,465,413)

  $ 6,637,048  
     

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.4%  
      Diversified Financials - 0.4%  
    1,297    

Mandatory Exchangeable Trust , 6.50%(1)

  $ 2,377,741  
    18,485    

KKR & Co., Inc. Series C, 6.00%

    1,386,005  
     

 

 

 
 

Total Convertible Preferred Stocks
(cost $2,221,250)

  $ 3,763,746  
     

 

 

 
 

Total Long-Term Investments
(cost $814,094,144)

  $ 887,823,546  
     

 

 

 
SHORT-TERM INVESTMENTS - 4.9%  
          Repurchase Agreements - 4.4%  
    40,063,898    

Fixed Income Clearing Corp. Repurchase Agreement dated 04/30/2021 at 0.005%, due on 05/03/2021 with a maturity value of $40,063,915; collateralized by U.S. Treasury Note at 1.250%, maturing 03/31/2028, with a market value of $40,865,230

  $ 40,063,898  
     

 

 

 
          Securities Lending Collateral - 0.5%  
    611,982    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(14)

    611,982  
    4,292,630    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.04%(14)

    4,292,630  
     

 

 

 
    4,904,612  
     

 

 

 
 

Total Short-Term Investments
(cost $44,968,510)

  $ 44,968,510  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $859,062,654)

    103.0    $ 932,792,056  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $1,637,890)

    0.2    $ 1,348,100  
     

 

 

    

 

 

 
   

Total Investments
(cost $860,700,544)

    103.2    $ 934,140,156  
   

Other Assets and Liabilities

    (3.2 )%       (28,934,037
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 905,206,119  
     

 

 

    

 

 

 
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, 2021, the aggregate value of these securities was $175,756,276, representing 19.4% 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)

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 $2,458,085 or 0.3% of net assets.

 

Period
Acquired
    

Security Name

   Shares/
Par Value
     Total Cost      Market Value  
  08/2011      Allstar Co.      2,006,600      $      $ 2,458,085  

 

(4)

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2021, the aggregate fair value of this security was $2,458,085, 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.

 

(5)

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2021. Base lending rates may be subject to a floor or cap.

 

(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)

Securities disclosed are interest-only strips.

 

(8)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

 

(9)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(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

 

 

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

 

 

  79  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021.

 

(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, 2021, the aggregate value of the unfunded commitment was $302,350, which rounds to 0.0% of total net assets.

 

(13)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2021, the market value of securities pledged was $847,329.

 

(14)

Current yield as of period end.

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2021  

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

     4,125.00    USD        05/21/2021        340       USD       34,000     $ 1,348,100     $ 1,637,890     $ (289,790
              

 

 

   

 

 

   

 

 

 

Total purchased exchange-traded option contracts

               $ 1,348,100     $ 1,637,890     $ (289,790
              

 

 

   

 

 

   

 

 

 
Written option contracts:                                                   
Puts                                                   

S&P 500 Index Option

     3,875.00    USD        05/21/2021        (340     USD       (34,000   $ (321,300   $ (499,690   $ 178,390  
              

 

 

   

 

 

   

 

 

 

Total written OTC option contracts

               $     (321,300   $     (499,690   $     178,390  
              

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2021  

Description

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

U.S. Treasury 5-Year Note Future

     155        06/30/2021      $ 19,210,312      $ (117,425

U.S. Treasury 10-Year Ultra Future

     111        06/21/2021        16,155,703        (234,086
           

 

 

 

Total

 

      $ (351,511
           

 

 

 
Short position contracts:  

U.S. Treasury 10-Year Note Future

     557        06/21/2021      $     73,541,406      $     186,483  
           

 

 

 

Total futures contracts

 

      $ (165,028
           

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2021  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
  Appreciation     Depreciation  
  32,000      GBP      44,403      USD    BCLY    05/28/2021   $     $ (207
  42,335,089      USD      34,986,000      EUR    BNP    05/28/2021     249,378        
                

 

 

   

 

 

 
 

Total Foreign Currency Contracts

  $     249,378     $     (207
 

 

 

   

 

 

 

 

 

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.

 

 

  80  

 


Hartford Multi-Asset Income Fund (Formerly, Hartford Multi-Asset Income and Growth Fund)

Schedule of Investments – (continued)

April 30, 2021 (Unaudited)

 

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2021 in valuing the Fund’s investments.

 

Description

   Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 3,689,898     $ 251,851     $ 3,438,047     $  

Banks

     24,731,484       14,908,958       9,822,526        

Capital Goods

     47,530,856       22,661,530       24,869,326        

Commercial & Professional Services

     6,568,755             6,568,755        

Consumer Durables & Apparel

     33,970,523       25,028,147       8,942,376        

Consumer Services

     6,154,919       2,983,815       3,171,104        

Diversified Financials

     5,890,956       5,593,277       297,679        

Energy

     3,731,473             3,731,473        

Food & Staples Retailing

     6,146,578       1,683,872       4,462,706        

Food, Beverage & Tobacco

     22,520,639       7,408,756       15,111,883        

Health Care Equipment & Services

     12,347,237       9,161,340       3,185,897        

Household & Personal Products

     7,270,156       4,954,377       2,315,779        

Insurance

     9,731,771       3,878,087       5,853,684        

Materials

     12,625,709       6,401,766       6,223,943        

Media & Entertainment

     7,263,695       3,405,860       3,857,835        

Pharmaceuticals, Biotechnology & Life Sciences

     23,552,565       16,987,642       6,564,923        

Real Estate

     15,276,082       13,789,353       1,486,729        

Retailing

     9,875,733       5,959,022       3,916,711        

Semiconductors & Semiconductor Equipment

     5,932,698       2,702,694       3,230,004        

Software & Services

     19,333,640       16,586,847       2,746,793        

Technology Hardware & Equipment

     3,276,290       721,521       2,554,769        

Telecommunication Services

     9,499,514       5,193,732       4,305,782        

Transportation

     7,117,212       5,053,278       2,063,934        

Utilities

     23,181,105       4,819,031       18,362,074        

Asset & Commercial Mortgage-Backed Securities

     144,932,934             144,932,934        

Corporate Bonds

     125,445,411             125,445,411        

Equity Linked Securities

     110,050,515             110,050,515        

Foreign Government Obligations

     12,859,513             12,859,513        

Municipal Bonds

     5,527,729             5,527,729        

Senior Floating Rate Interests

     79,129,493             79,129,493        

U.S. Government Agencies

     13,749,385             13,749,385        

U.S. Government Securities

     58,508,284             58,508,284        

Convertible Bonds

     6,637,048             6,637,048        

Convertible Preferred Stocks

     3,763,746       3,763,746              

Short-Term Investments

     44,968,510       4,904,612       40,063,898        

Purchased Options

     1,348,100       1,348,100              

Foreign Currency Contracts(2)

     249,378             249,378        

Futures Contracts(2)

     186,483       186,483              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     934,576,017     $     190,337,697     $     744,238,320     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (207   $     $ (207   $  

Futures Contracts(2)

     (351,511     (351,511            

Written Options

     (321,300     (321,300            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (673,018   $     (672,811   $     (207   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the six-month period ended April 30, 2021, investments valued at $1,259,980 were transferred out of Level 3 due to the initiation of a vendor price 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.

 

 

  81  

 


Hartford Multi-Strategy Funds

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

 

 

Counterparty Abbreviations:

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Bank of America Securities LLC

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

RBC

   RBC Dominion Securities, Inc.

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG

WEST

   Westpac International
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

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PHP

   Philippine Peso

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.EM

   Credit Derivatives Emerging Markets

CDX.NA.HY

   Credit Derivatives North American High Yield

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMT

   Constant Maturity Treasury Index

CPI

   Consumer Price Index

EAFE

   Europe, Australasia and Far East

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets

S&P

   Standard & Poor’s
Other Abbreviations:

ADR

   American Depositary Receipt

AGM

   Assured Guaranty Municipal Corp.

AMBAC

   American Municipal Bond Assurance Corp.

CD

   Certificate of Deposit

CJSC

   Closed Joint Stock Company

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

CR

   Custody Receipts

EM

   Emerging Markets
Other Abbreviations: – (continued)

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

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

TIIE

   Interbank Equilibrium Interest Rate
Municipal Abbreviations:

Auth

   Authority

Dev

   Development

Dist

   District

GO

   General Obligation

Rev

   Revenue
 

 

 

  82  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
     Hartford AARP
Balanced
Retirement Fund
    The Hartford
Checks and
Balances Fund
     The Hartford
Conservative
Allocation Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     14,534,132,743      $     80,373,729     $     3,296,467      $     270,805  

Repurchase agreements

     500,270,944        767,377               

Investments in affiliated investment companies, at market value

            25,988,017       1,691,416,289        137,524,107  

Cash

     237,249,414        338,776               

Cash collateral held for securities on loan

     5,576,912        43,907               

Cash collateral due from broker on swap contracts

            10               

Foreign currency

     1,334,093        3,943               

Unrealized appreciation on OTC swap contracts

     23,915                      

Unrealized appreciation on foreign currency contracts

     896,292        113,403               

Receivables:

 

From affiliates

            1,433               

Investment securities sold

     23,687,955        51,873       383,057        40,601  

Fund shares sold

     21,371,710        1,610       765,020        28,975  

Dividends and interest

     65,985,241        385,896       1,034,839        47,384  

Securities lending income

     44,388        85               

Variation margin on futures contracts

     278,288        2,653               

Tax reclaims

     3,157,170        95,897               

OTC swap contracts premiums paid

     1,005,935                      

Other assets

     215,306        88,871       76,056        64,451  
  

 

 

    

 

 

   

 

 

    

 

 

 

Total assets

     15,395,230,306        108,257,480       1,696,971,728        137,976,323  
  

 

 

    

 

 

   

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

     1,572,627                      

Obligation to return securities lending collateral

     111,522,310        878,017               

Unrealized depreciation on OTC swap contracts

     1,254,784                      

Payables:

 

Investment securities purchased

     61,263,659        250,000               

Fund shares redeemed

     12,393,280        234,343       1,049,835        61,311  

Investment management fees

     6,247,248        26,339              11,286  

Transfer agent fees

     1,454,574        26,960       236,693        24,448  

Accounting services fees

     170,051        1,216       19,004        1,552  

Board of Directors’ fees

     63,139        672       7,271        625  

Variation margin on centrally cleared swap contracts

     90,556                      

Foreign taxes

            4,952               

Distribution fees

     569,817        4,060       67,325        5,482  

Accrued expenses

     447,594        80,879       60,724        14,984  
  

 

 

    

 

 

   

 

 

    

 

 

 

Total liabilities

     197,049,639        1,507,438       1,440,852        119,688  
  

 

 

    

 

 

   

 

 

    

 

 

 

Net assets

   $ 15,198,180,667      $ 106,750,042     $ 1,695,530,876      $ 137,856,635  
  

 

 

    

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 12,500,810,384      $ 124,920,481     $ 1,369,986,954      $ 123,128,660  

Distributable earnings (loss)

     2,697,370,283        (18,170,439     325,543,922        14,727,975  
  

 

 

    

 

 

   

 

 

    

 

 

 

Net assets

   $ 15,198,180,667      $ 106,750,042     $ 1,695,530,876      $ 137,856,635  
  

 

 

    

 

 

   

 

 

    

 

 

 

Shares authorized

     1,950,000,000        560,000,000       850,000,000        400,000,000  
  

 

 

    

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

    

 

 

   

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 16.18      $ 9.85     $ 10.89      $ 11.92  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Maximum offering price per share

   $ 17.12      $ 10.31     $ 11.52      $ 12.61  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Shares outstanding

     274,497,691        8,123,364       136,409,321        10,255,980  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 4,441,527,068      $ 80,053,991     $ 1,485,125,553      $ 122,292,547  
  

 

 

    

 

 

   

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 15.92      $ 9.87     $ 10.81      $ 11.86  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Shares outstanding

     185,485,241        1,094,108       10,527,743        731,329  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 2,952,411,777      $ 10,802,956     $ 113,813,585      $ 8,676,134  
  

 

 

    

 

 

   

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 16.18      $ 9.84     $ 10.91      $ 11.93  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Shares outstanding

     283,156,648        1,216,683       7,057,611        158,065  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 4,582,886,109      $ 11,973,806     $ 76,986,996      $ 1,886,242  
  

 

 

    

 

 

   

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 16.25      $ 9.86     $ 10.83      $ 11.95  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Shares outstanding

     9,749,958        77,117       1,228,187        211,715  
  

 

 

    

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 158,418,776      $ 760,472     $ 13,306,274      $ 2,529,869  
  

 

 

    

 

 

   

 

 

    

 

 

 

 

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

 

 

  83  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
     Hartford AARP
Balanced
Retirement Fund
     The Hartford
Checks and
Balances Fund
     The Hartford
Conservative
Allocation Fund
 

Class R4:  Net asset value per share

   $ 16.26      $ 9.81      $ 10.85      $ 11.93  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     5,869,397        24,951        300,365        64,318  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 95,407,873      $ 244,773      $ 3,258,049      $ 767,265  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 16.28      $ 9.81      $ 10.71      $ 11.96  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,736,928        63,888        47,324        128,599  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 44,545,799      $ 627,029      $ 507,008      $ 1,537,671  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 16.37      $ 9.83      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     16,389,792        1,235                
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 268,374,651      $ 12,138      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 16.38      $ 9.79      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     7,920,790        216,730                
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 129,708,590      $ 2,121,304      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 16.19      $ 9.77      $ 10.90      $ 11.94  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     155,931,532        15,720        232,365        13,979  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,524,900,024      $ 153,573      $ 2,533,411      $ 166,907  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     12,682,398,287      $     72,681,332      $     3,296,467      $     270,805  

Cost of investments in affiliated investment companies

   $      $ 23,758,263      $ 1,399,018,050      $ 124,519,368  

Cost of foreign currency

   $ 1,334,840      $ 3,952      $      $  

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

   $ 111,529,822      $ 854,816      $      $  

 

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

 

 

  84  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
     Hartford
Moderate
Allocation Fund
     Hartford Multi-
Asset
Income Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     168,609,195     $     1,259,986      $     823,432      $     894,076,258  

Repurchase agreements

     3,801,242                     40,063,898  

Investments in affiliated investment companies, at market value

           647,326,879        420,358,586         

Cash

     1,715,001                     24,631,462  

Cash collateral held for securities on loan

     90,969                     258,176  

Cash collateral due from broker on swap contracts

     25,000                      

Foreign currency

     62,984                     1,642,202  

Unrealized appreciation on OTC swap contracts

     2,126                      

Unrealized appreciation on foreign currency contracts

     125,237                     249,378  

Receivables:

 

From affiliates

     29,558                      

Investment securities sold

     3,276,100       74,291        176,777        5,485,713  

Fund shares sold

     57,715       167,877        147,215        482,108  

Dividends and interest

     242,498       54,728        88,707        2,786,862  

Securities lending income

     630                     3,232  

Variation margin on futures contracts

     448,301                      

Tax reclaims

     62,240                     320,771  

OTC swap contracts premiums paid

     7,838                      

Other assets

     67,303       70,919        69,245        81,396  
  

 

 

   

 

 

    

 

 

    

 

 

 

Total assets

     178,623,937       648,954,680        421,663,962        970,081,456  
  

 

 

   

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

     76,202                     207  

Unrealized depreciation on bond forward contracts

     7,055                      

Obligation to return securities lending collateral

     1,819,124                     5,162,788  

Unrealized depreciation on OTC swap contracts

     17,844                      

Unfunded loan commitments

                         468  

Payables:

          

Investment securities purchased

     3,900,110                     57,883,805  

Fund shares redeemed

     32,429       244,835        245,170        786,547  

Investment management fees

     128,796       52,364        34,472        418,688  

Transfer agent fees

     15,190       133,700        77,217        171,148  

Accounting services fees

     1,921       7,282        4,740        10,214  

Board of Directors’ fees

     847       2,611        1,789        4,562  

Variation margin on futures contracts

                         6,700  

Variation margin on centrally cleared swap contracts

     1,273                      

Foreign taxes

     32,320                     9,035  

Distribution fees

     610       24,768        16,086        30,829  

Distributions payable

                         102  

Written options

     5,245                     321,300  

Accrued expenses

     33,553       32,195        25,024        68,944  

OTC swap contracts premiums received

     7,064                      
  

 

 

   

 

 

    

 

 

    

 

 

 

Total liabilities

     6,079,583       497,755        404,498        64,875,337  
  

 

 

   

 

 

    

 

 

    

 

 

 

Net assets

   $ 172,544,354     $ 648,456,925      $ 421,259,464      $ 905,206,119  
  

 

 

   

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

          

Capital stock and paid-in-capital

   $ 260,334,030     $ 494,017,477      $ 344,934,187      $ 815,801,785  

Distributable earnings (loss)

     (87,789,676     154,439,448        76,325,277        89,404,334  
  

 

 

   

 

 

    

 

 

    

 

 

 

Net assets

   $ 172,544,354     $ 648,456,925      $ 421,259,464      $ 905,206,119  
  

 

 

   

 

 

    

 

 

    

 

 

 

Shares authorized

     700,000,000       400,000,000        400,000,000        845,000,000  
  

 

 

   

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 9.64     $ 15.14      $ 13.47      $ 21.59  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.20     $ 16.02      $ 14.25      $ 22.85  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,580,565       39,045,837        27,126,057        29,297,015  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 15,230,468     $ 591,163,423      $ 365,475,796      $ 632,479,839  
  

 

 

   

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.47     $ 15.07      $ 13.36      $ 21.65  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Shares outstanding

     64,389       2,102,395        1,478,622        3,177,414  
  

 

 

   

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 610,015     $ 31,684,091      $ 19,756,909      $ 68,793,148  
  

 

 

   

 

 

    

 

 

    

 

 

 

 

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

 

 

  85  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
     The Hartford
Growth
Allocation Fund
     Hartford
Moderate
Allocation Fund
     Hartford Multi-
Asset
Income Fund
 

Class I:  Net asset value per share

   $ 9.63      $ 15.04      $ 13.52      $ 21.56  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,550,701        712,959        745,962        5,013,117  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 14,931,653      $ 10,722,606      $ 10,088,457      $ 108,068,047  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 9.70      $ 14.77      $ 13.27      $ 21.91  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     11,280        435,879        1,162,466        45,553  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 109,404      $ 6,439,095      $ 15,424,515      $ 998,071  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 9.68      $ 15.08      $ 13.50      $ 21.97  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,093        197,598        242,625        32,818  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 29,935      $ 2,978,900      $ 3,276,429      $ 720,893  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 9.56      $ 15.16      $ 13.54      $ 21.96  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     20,723        311,008        495,327        6,567  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 198,130      $ 4,713,911      $ 6,704,573      $ 144,213  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $      $ 21.96  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

                          15,086  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $      $ 331,353  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 9.62      $      $      $ 21.98  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     6,012,067                      341,192  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 57,819,315      $      $      $ 7,498,288  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.61      $ 15.05      $ 13.53      $ 21.54  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Shares outstanding

     8,696,859        50,150        39,389        3,999,863  
  

 

 

    

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 83,615,434      $ 754,899      $ 532,785      $ 86,172,267  
  

 

 

    

 

 

    

 

 

    

 

 

 

Cost of investments

   $     149,065,206      $     1,259,986      $     823,432      $     860,700,544  

Cost of investments in affiliated investment companies

   $      $ 515,429,661      $ 355,346,601      $  

Cost of foreign currency

   $ 66,547      $      $      $ 1,644,652  

Proceeds of written option contracts

   $ 5,921      $      $      $ 499,690  

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

   $ 2,021,156      $      $      $ 6,828,404  

 

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

 

 

  86  

 


Hartford Multi-Strategy Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Balanced
Income Fund
    Hartford AARP
Balanced
Retirement
Fund
    The Hartford
Checks and
Balances
Fund
    The Hartford
Conservative
Allocation
Fund
 

Investment Income:

 

Dividends

   $ 106,753,128     $ 477,917     $     $  

Dividends from affiliated investment companies

           283,094       15,466,182       1,388,510  

Interest

     118,553,119       610,911       574       40  

Securities lending

     122,075       887              

Less: Foreign tax withheld

     (953,726     (29,969            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     224,474,596       1,342,840       15,466,756       1,388,550  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     36,848,139       166,246             67,209  

Transfer agent fees

 

Class A

     1,470,576       52,964       611,714       61,567  

Class C

     1,215,703       16,881       78,447       8,298  

Class I

     1,571,124       6,974       31,812       1,029  

Class R3

     163,532       882       14,037       2,823  

Class R4

     71,388       215       2,671       872  

Class R5

     23,231       373       240       888  

Class R6

     4,910                    

Class Y

     72,052       1,163              

Class F

     13,404       4       48       2  

Distribution fees

 

Class A

     5,055,185       91,628       1,738,940       145,231  

Class C

     15,436,808       100,783       642,843       55,215  

Class R3

     395,146       2,022       32,235       6,419  

Class R4

     115,995       329       3,972       1,339  

Custodian fees

     80,807       1,979       752       144  

Registration and filing fees

     187,490       58,697       59,272       49,629  

Accounting services fees

     1,025,871       7,805       114,052       9,517  

Board of Directors’ fees

     187,316       1,489       20,577       1,759  

Audit and tax fees

     18,299       23,905       9,618       9,581  

Other expenses

     709,676       19,744       90,720       13,101  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     64,666,652       554,083       3,451,950       434,623  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

           (55,105            

Transfer agent fee waivers

     (4,679                  

Distribution fee reimbursements

     (8,379     (609     (7,527     (1,956

Commission recapture

     (19,674     (53            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (32,732     (55,767     (7,527     (1,956
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     64,633,920       498,316       3,444,424       432,667  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     159,840,676       844,524       12,022,333       955,883  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Capital gain distributions received from underlying funds

                 34,902,792       1,267,345  

Investments

     313,402,574       1,770,177              

Less: Foreign taxes paid on realized capital gains

           (4,995            

Investments in affiliated investment companies

           493,731       15,261,571       2,217,897  

Purchased options contracts

           (588,929            

Futures contracts

     6,657,598       (160,871            

Swap contracts

     829,595                    

Foreign currency contracts

     (397,397     (186,601            

Other foreign currency transactions

     (31,497     7,503              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     320,460,873       1,330,015       50,164,363       3,485,242  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments*

     1,290,042,249       6,325,300              

Investments in affiliated investment companies

           3,069,014       227,863,323       8,441,993  

Purchased options contracts

           (248,009            

Futures contracts

     408,292       (82,656            

Swap contracts

     3,295,416                    

Foreign currency contracts

     (1,964,682     4,682              

Translation of other assets and liabilities in foreign currencies

     27,074       1,658              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     1,291,808,349       9,069,989       227,863,323       8,441,993  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,612,269,222       10,400,004       278,027,686       11,927,235  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 1,772,109,898     $ 11,244,528     $ 290,050,019     $ 12,883,118  
  

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $     $ 98     $     $  

 

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

 

 

  87  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    The Hartford
Growth
Allocation
Fund
    Hartford
Moderate
Allocation
Fund
    Hartford
Multi-Asset
Income
Fund
 

Investment Income:

 

Dividends

   $ 1,648,965     $     $     $ 8,831,354  

Dividends from affiliated investment companies

           5,350,664       3,834,656        

Interest

     469,270       172       121       6,885,924  

Securities lending

     8,836                   17,316  

Less: Foreign tax withheld

     (93,191                 (191,297
  

 

 

   

 

 

   

 

 

   

 

 

 

Total investment income, net

     2,033,880       5,350,836       3,834,777       15,543,297  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expenses:

        

Investment management fees

     739,917       305,285       202,437       2,521,486  

Transfer agent fees

        

Class A

     12,724       366,861       194,505       435,655  

Class C

     1,930       36,059       21,067       45,189  

Class I

     6,658       7,333       5,755       38,765  

Class R3

     99       6,570       14,668       1,338  

Class R4

     20       2,309       2,695       487  

Class R5

     83       2,886       3,162       87  

Class R6

                       7  

Class Y

     23,240                   4,061  

Class F

     78       8       9       819  

Distribution fees

 

Class A

     15,976       690,600       429,725       770,638  

Class C

     7,718       196,700       136,880       383,240  

Class R3

     243       15,419       35,169       3,079  

Class R4

     34       3,530       4,088       803  

Custodian fees

     26,253       271       230       18,105  

Registration and filing fees

     51,700       51,705       52,061       67,445  

Accounting services fees

     11,401       43,647       28,662       63,345  

Board of Directors’ fees

     2,065       7,855       5,213       11,851  

Audit and tax fees

     26,336       9,593       11,323       22,055  

Other expenses

     14,123       43,771       28,980       78,704  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses (before waivers, reimbursements and fees paid indirectly)

     940,598       1,790,402       1,176,629       4,467,159  
  

 

 

   

 

 

   

 

 

   

 

 

 

Expense waivers

     (78,443                  

Management fee waivers

     (99,607                  

Transfer agent fee waivers

                       (433

Distribution fee reimbursements

     (107     (11,590     (7,742     (17,504

Commission recapture

     (247                 (161
  

 

 

   

 

 

   

 

 

   

 

 

 

Total waivers, reimbursements and fees paid indirectly

     (178,404     (11,590     (7,742     (18,098
  

 

 

   

 

 

   

 

 

   

 

 

 

Total expenses, net

     762,194       1,778,812       1,168,887       4,449,061  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,271,686       3,572,024       2,665,890       11,094,236  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:

        

Capital gain distributions received from underlying funds

           11,586,202       5,867,269        

Investments

     15,056,889                   37,354,658  

Less: Foreign taxes paid on realized capital gains

     (21,777                  

Investments in affiliated investment companies

           11,086,590       7,402,370        

Purchased options contracts

     (40,249                 (9,155,258

Futures contracts

     5,381,801                   119,184  

Written options contracts

     7,613                   2,728,202  

Swap contracts

     46,049                    

Bond forward contracts

     168,704                    

Foreign currency contracts

     28,202                   (944,599

Other foreign currency transactions

     (7,843                 (41,527
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     20,619,389       22,672,792       13,269,639       30,060,660  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:

        

Investments*

     14,647,401                   55,392,590  

Investments in affiliated investment companies

           101,638,685       47,585,864        

Purchased options contracts

     (14,172                 (289,790

Futures contracts

     2,533,801                   (83,269

Written options contracts

     (1,545                 178,390  

Swap contracts

     (13,577                  

Bond forward contracts

     54,123                    

Foreign currency contracts

     (139,355                 (140,865

Translation of other assets and liabilities in foreign currencies

     (3,378                 548  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     17,063,298       101,638,685       47,585,864       55,057,604  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     37,682,687       124,311,477       60,855,503       85,118,264  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 38,954,373     $ 127,883,501     $ 63,521,393     $ 96,212,500  
  

 

 

   

 

 

   

 

 

   

 

 

 

*Includes change in unrealized appreciation (depreciation) on deferred capital gains tax

   $ (30,726   $     $     $ (630

 

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

 

 

  88  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford
Balanced Income Fund
    Hartford AARP
Balanced Retirement Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 159,840,676     $ 317,362,177     $ 844,524     $ 2,051,486  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     320,460,873       42,028,944       1,330,015       (1,933,787

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     1,291,808,349       (199,710,522     9,069,989       (626,616
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,772,109,898       159,680,599       11,244,528       (508,917
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (64,061,964     (116,699,873     (809,475     (1,512,068

Class C

     (38,509,613     (83,323,496     (145,507     (418,764

Class I

     (74,317,280     (132,837,623     (158,049     (441,202

Class R3

     (2,230,958     (5,044,990     (7,945     (14,895

Class R4

     (1,439,233     (3,067,138     (2,731     (7,433

Class R5

     (740,750     (1,539,667     (8,089     (15,695

Class R6

     (4,410,953     (5,772,348     (154     (261

Class Y

     (2,206,382     (5,334,841     (28,462     (54,939

Class F

     (41,013,939     (69,891,681     (2,885     (22,042
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (228,931,072     (423,511,657     (1,163,297     (2,487,299
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     1,684,010,414       3,479,475,130       12,854,198       10,485,934  

Issued on reinvestment of distributions

     213,855,869       394,527,278       1,099,816       2,364,504  

Redeemed

     (1,757,244,677     (3,145,641,592     (28,081,080     (57,327,491)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     140,621,606       728,360,816       (14,127,066     (44,477,053
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,683,800,432       464,529,758       (4,045,835)       (47,473,269
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     13,514,380,235       13,049,850,477       110,795,877       158,269,146  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     15,198,180,667     $     13,514,380,235     $ 106,750,042     $ 110,795,877  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  89  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Checks and Balances Fund
    The Hartford
Conservative Allocation Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 12,022,333     $ 22,132,042     $ 955,883     $ 1,902,082  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     50,164,363       51,093,339       3,485,242       3,266,509  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     227,863,323       (4,311,369     8,441,993       (439,470
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     290,050,019       68,914,012       12,883,118       4,729,121  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (52,785,813     (93,188,691     (1,732,352     (2,715,202

Class C

     (4,603,811     (10,606,943     (84,524     (207,113

Class I

     (2,832,722     (4,737,593     (33,672     (35,559

Class R3

     (486,577     (1,069,179     (31,199     (65,407

Class R4

     (121,002     (409,168     (17,999     (51,541

Class R5

     (16,707     (24,460     (27,577     (55,546

Class F

     (95,920     (424,135     (2,956     (329
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (60,942,552     (110,460,169     (1,930,279     (3,130,697
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     87,443,161       140,829,650       10,287,533       25,005,752  

Issued on reinvestment of distributions

     60,567,359       109,729,534       1,903,333       3,084,773  

Redeemed

     (148,775,875     (315,401,639     (14,043,760     (30,300,277)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (765,355     (64,842,455     (1,852,894     (2,209,752
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     228,342,112       (106,388,612     9,099,945       (611,328
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     1,467,188,764       1,573,577,376       128,756,690       129,368,018  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,695,530,876     $     1,467,188,764     $     137,856,635     $     128,756,690  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  90  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Global Real Asset Fund
(consolidated)
    The Hartford
Growth Allocation Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 1,271,686     $ 3,874,063     $ 3,572,024     $ 6,569,271  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     20,619,389       (32,055,945     22,672,792       16,164,245  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     17,063,298       3,636,228       101,638,685       (2,612,332
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     38,954,373       (24,545,654     127,883,501       20,121,184  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (329,819     (392,987     (21,810,766     (22,821,778

Class C

     (36,155     (54,081     (1,290,134     (1,733,204

Class I

     (412,806     (1,091,737     (431,330     (509,475

Class R3

     (2,264     (1,984     (237,006     (270,958

Class R4

     (701     (1,562     (108,753     (249,170

Class R5

     (4,816     (1,553     (226,949     (246,703

Class Y

     (1,507,488     (2,745,947            

Class F

     (2,428,791     (3,429,830     (18,333     (11,831
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (4,722,840     (7,719,681     (24,123,271     (25,843,119
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     11,620,929       34,439,424       25,112,725       38,392,636  

Issued on reinvestment of distributions

     4,696,558       7,528,291       23,792,428       25,480,822  

Redeemed

     (24,242,581     (126,702,200     (56,037,490     (108,823,696)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (7,925,094     (84,734,485     (7,132,337     (44,950,238
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     26,306,439       (116,999,820     96,627,893       (50,672,173
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     146,237,915       263,237,735       551,829,032       602,501,205  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     172,544,354     $     146,237,915     $     648,456,925     $     551,829,032  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  91  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford
Moderate Allocation Fund
    Hartford
Multi-Asset Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
    For the
Six-Month
Period Ended
April 30, 2021
(Unaudited)
    For the
Year Ended
October 31,
2020
 

Operations:

 

Net investment income (loss)

   $ 2,665,890     $ 5,107,074     $ 11,094,236     $ 30,231,847  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     13,269,639       9,048,656       30,060,660       (15,437,754

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     47,585,864       (393,878     55,057,604       (16,192,062
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     63,521,393       13,761,852       96,212,500       (1,397,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

Class A

     (12,523,725     (11,455,327     (7,094,993     (107,059,343

Class C

     (816,679     (907,187     (540,358     (15,955,771

Class I

     (385,847     (372,728     (1,416,868     (16,840,972

Class R3

     (449,855     (458,385     (11,732     (263,604

Class R4

     (120,555     (106,871     (7,262     (194,734

Class R5

     (225,988     (222,154     (1,843     (55,804

Class R6

                 (4,419     (26,195

Class Y

                 (94,440     (2,154,579

Class F

     (18,539     (10,148     (1,166,739     (16,129,608
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (14,541,188     (13,532,800     (10,338,654     (158,680,610
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     25,314,168       33,178,241       70,197,110       143,867,680  

Issued on reinvestment of distributions

     14,383,698       13,378,851       10,178,484       155,816,239  

Redeemed

     (40,238,232     (72,121,441     (123,369,531     (269,458,658)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (540,366     (25,564,349     (42,993,937     30,225,261  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     48,439,839       (25,335,297     42,879,909       (129,853,318
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     372,819,625       398,154,922       862,326,210       992,179,528  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 421,259,464     $ 372,819,625     $ 905,206,119     $ 862,326,210  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  92  

 


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, 2021 (Unaudited)

 

A

  $   14.53     $   0.17     $   1.73     $   1.90     $   (0.18   $   (0.07   $   —     $   (0.25   $   16.18       13.12 %(5)    $   4,441,527       0.86 %(6)      0.86 %(6)      2.23 %(6)      24

C

    14.29       0.11       1.71       1.82       (0.12     (0.07           (0.19     15.92       12.78 (5)      2,952,412       1.62 (6)      1.62 (6)      1.49 (6)      24  

I

    14.53       0.19       1.72       1.91       (0.19     (0.07           (0.26     16.18       13.26 (5)      4,582,886       0.61 (6)      0.61 (6)      2.49 (6)      24  

R3

    14.59       0.14       1.74       1.88       (0.15     (0.07           (0.22     16.25       12.93 (5)      158,419       1.25 (6)      1.25 (6)      1.86 (6)      24  

R4

    14.59       0.17       1.74       1.91       (0.17     (0.07           (0.24     16.26       13.16 (5)      95,408       0.94 (6)      0.94 (6)      2.16 (6)      24  

R5

    14.61       0.19       1.74       1.93       (0.19     (0.07           (0.26     16.28       13.31 (5)      44,546       0.64 (6)      0.64 (6)      2.46 (6)      24  

R6

    14.70       0.20       1.74       1.94       (0.20     (0.07           (0.27     16.37       13.28 (5)      268,375       0.54 (6)      0.54 (6)      2.56 (6)      24  

Y

    14.70       0.19       1.75       1.94       (0.19     (0.07           (0.26     16.38       13.29 (5)      129,709       0.65 (6)      0.64 (6)      2.46 (6)      24  

F

    14.54       0.20       1.72       1.92       (0.20     (0.07           (0.27     16.19       13.29 (5)      2,524,900       0.54 (6)      0.54 (6)      2.56 (6)      24  

For the Year Ended October 31, 2020

 

A

  $   14.76     $   0.35     $   (0.10   $   0.25     $   (0.35   $   (0.13   $   —     $   (0.48   $   14.53       1.75   $   3,747,275       0.89     0.89     2.44     63

C

    14.53       0.24       (0.11     0.13       (0.24     (0.13           (0.37     14.29       0.92       2,994,151       1.64       1.64       1.70       63  

I

    14.77       0.39       (0.12     0.27       (0.38     (0.13           (0.51     14.53       1.94       3,960,448       0.63       0.63       2.69       63  

R3

    14.82       0.31       (0.12     0.19       (0.29     (0.13           (0.42     14.59       1.36       154,953       1.24       1.24       2.10       63  

R4

    14.83       0.35       (0.12     0.23       (0.34     (0.13           (0.47     14.59       1.60       88,942       0.95       0.95       2.38       63  

R5

    14.85       0.39       (0.12     0.27       (0.38     (0.13           (0.51     14.61       1.90       42,220       0.66       0.66       2.67       63  

R6

    14.93       0.40       (0.11     0.29       (0.39     (0.13           (0.52     14.70       2.06       240,876       0.56       0.56       2.74       63  

Y

    14.93       0.39       (0.11     0.28       (0.38     (0.13           (0.51     14.70       1.96       154,356       0.67       0.66       2.67       63  

F

    14.77       0.40       (0.10     0.30       (0.40     (0.13           (0.53     14.54       2.08       2,131,158       0.56       0.56       2.76       63  

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  

 

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

 

 

  93  

 


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, 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  
Hartford AARP Balanced Retirement Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   9.01     $   0.08     $   0.86     $   0.94     $   (0.10   $   —     $   —     $   (0.10   $   9.85       10.51 %(5)    $   80,054       0.90 %(6)      0.81 %(6)      1.63 (6)      15

C

    9.03       0.04       0.87       0.91       (0.07                 (0.07     9.87       10.10 (5)      10,803       1.68 (6)      1.57 (6)      0.87 (6)      15  

I

    8.99       0.09       0.88       0.97       (0.12                 (0.12     9.84       10.81 (5)      11,974       0.62 (6)      0.51 (6)      1.93 (6)      15  

R3

    9.01       0.07       0.87       0.94       (0.09                 (0.09     9.86       10.50 (5)      760       1.23 (6)      1.07 (6)      1.37 (6)      15  

R4

    8.97       0.08       0.87       0.95       (0.11                 (0.11     9.81       10.60 (5)      245       0.92 (6)      0.77 (6)      1.59 (6)      15  

R5

    8.97       0.09       0.87       0.96       (0.12                 (0.12     9.81       10.79 (5)      627       0.63 (6)      0.45 (6)      1.98 (6)      15  

R6

    8.99       0.10       0.87       0.97       (0.13                 (0.13     9.83       10.82 (5)      12       0.51 (6)      0.35 (6)      2.10 (6)      15  

Y

    8.95       0.09       0.87       0.96       (0.12                 (0.12     9.79       10.81 (5)      2,121       0.61 (6)      0.45 (6)      1.98 (6)      15  

F

    8.93       0.10       0.87       0.97       (0.13                 (0.13     9.77       10.89 (5)      154       0.51 (6)      0.36 (6)      2.12 (6)      15  

For the Year Ended October 31, 2020

 

A

  $   9.20     $   0.15     $   (0.15   $   0.00 (9)    $   (0.19   $   —     $   —     $   (0.19   $   9.01       (0.05 )%    $   70,601       1.01     0.77     1.70     104 %(21) 

C

    9.21       0.09       (0.16     (0.07     (0.11                 (0.11     9.03       (0.80     23,512       1.75       1.51       0.99       104 (21) 

I

    9.20       0.19       (0.18     0.01       (0.22                 (0.22     8.99       0.09       12,661       0.69       0.46       2.07       104 (21) 

R3

    9.21       0.13       (0.18     (0.05     (0.15                 (0.15     9.01       (0.54     785       1.33       1.08       1.39       104 (21) 

R4

    9.16       0.15       (0.16     (0.01     (0.18                 (0.18     8.97       (0.09     386       1.03       0.78       1.66       104 (21) 

R5

    9.17       0.18       (0.17     0.01       (0.21                 (0.21     8.97       0.10       605       0.73       0.47       2.01       104 (21) 

R6

    9.19       0.19       (0.16     0.03       (0.23                 (0.23     8.99       0.27       11       0.61       0.37       2.10       104 (21) 

Y

    9.14       0.18       (0.16     0.02       (0.21                 (0.21     8.95       0.18       2,030       0.71       0.47       2.04       104 (21) 

F

    9.13       0.20       (0.17     0.03       (0.23                 (0.23     8.93       0.30       206       0.61       0.37       2.23       104 (21) 

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  

 

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

 

 

  94  

 


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, 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  

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  
The Hartford Checks and Balances Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   9.42     $   0.07     $   1.80     $   1.87     $   (0.14   $   (0.26   $   —     $   (0.40   $   10.89       20.11 %(5)    $   1,485,126       0.37 %(6)      0.37 %(6)      1.38 %(6)      7

C

    9.36       0.03       1.78       1.81       (0.10     (0.26           (0.36     10.81       19.55 (5)      113,814       1.16 (6)      1.16 (6)      0.59 (6)      7  

I

    9.44       0.08       1.80       1.88       (0.15     (0.26           (0.41     10.91       20.21 (5)      76,987       0.12 (6)      0.12 (6)      1.63 (6)      7  

R3

    9.38       0.05       1.78       1.83       (0.12     (0.26           (0.38     10.83       19.76 (5)      13,306       0.75 (6)      0.75 (6)      1.03 (6)      7  

R4

    9.39       0.07       1.78       1.85       (0.13     (0.26           (0.39     10.85       20.02 (5)      3,258       0.45 (6)      0.45 (6)      1.29 (6)      7  

R5

    9.28       0.08       1.76       1.84       (0.15     (0.26           (0.41     10.71       20.12 (5)      507       0.15 (6)      0.15 (6)      1.59 (6)      7  

F

    9.43       0.09       1.80       1.89       (0.16     (0.26           (0.42     10.90       20.28 (5)      2,533       0.04 (6)      0.04 (6)      1.71 (6)      7  

For the Year Ended October 31, 2020

 

A

  $   9.64     $   0.14     $   0.32     $   0.46     $   (0.22   $   (0.46   $   —     $   (0.68   $   9.42       4.98   $   1,258,232       0.39     0.39     1.53     14

C

    9.57       0.07       0.33       0.40       (0.15     (0.46           (0.61     9.36       4.27       127,228       1.17       1.17       0.77       14  

I

    9.66       0.16       0.32       0.48       (0.24     (0.46           (0.70     9.44       5.25       64,175       0.13       0.13       1.76       14  

R3

    9.60       0.11       0.32       0.43       (0.19     (0.46           (0.65     9.38       4.62       12,010       0.75       0.75       1.22       14  

R4

    9.61       0.15       0.31       0.46       (0.22     (0.46           (0.68     9.39       4.94       3,093       0.43       0.43       1.65       14  

R5

    9.50       0.16       0.32       0.48       (0.24     (0.46           (0.70     9.28       5.31       369       0.16       0.16       1.71       14  

F

    9.66       0.16       0.32       0.48       (0.25     (0.46           (0.71     9.43       5.23       2,083       0.05       0.05       1.77       14  

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  

 

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

 

 

  95  

 


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, 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  

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  
The Hartford Conservative Allocation Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   10.99     $   0.09     $   1.01     $   1.10     $   (0.17   $   —     $   —     $   (0.17   $   11.92       10.10 %(5)    $   122,293       0.58 %(6)      0.58 %(6)      1.54 %(6)      8

C

    10.90       0.02       1.03       1.05       (0.09                 (0.09     11.86       9.62 (5)      8,676       1.37 (6)      1.37 (6)      0.36 (6)      8  

I

    11.01       0.08       1.04       1.12       (0.20                 (0.20     11.93       10.26 (5)      1,886       0.33 (6)      0.33 (6)      1.42 (6)      8  

R3

    11.00       0.04       1.05       1.09       (0.14                 (0.14     11.95       9.99 (5)      2,530       0.94 (6)      0.94 (6)      0.77 (6)      8  

R4

    11.00       0.06       1.05       1.11       (0.18                 (0.18     11.93       10.14 (5)      767       0.64 (6)      0.64 (6)      1.09 (6)      8  

R5

    11.04       0.08       1.06       1.14       (0.22                 (0.22     11.96       10.35 (5)      1,538       0.34 (6)      0.34 (6)      1.40 (6)      8  

F

    11.03       0.10       1.03       1.13       (0.22                 (0.22     11.94       10.27 (5)      167       0.23 (6)      0.23 (6)      1.70 (6)      8  

For the Year Ended October 31, 2020

 

A

  $   10.83     $   0.17     $   0.26     $   0.43     $   (0.27   $   —     $   —     $   (0.27   $   10.99       4.04   $   110,425       0.59     0.59     1.55     45

C

    10.71       0.09       0.26       0.35       (0.16                 (0.16     10.90       3.25       11,131       1.38       1.38       0.83       45  

I

    10.85       0.18       0.28       0.46       (0.30                 (0.30     11.01       4.28       1,862       0.36       0.36       1.66       45  

R3

    10.83       0.13       0.26       0.39       (0.22                 (0.22     11.00       3.61       2,742       0.95       0.94       1.25       45  

R4

    10.84       0.19       0.23       0.42       (0.26                 (0.26     11.00       3.95       1,108       0.65       0.64       1.75       45  

R5

    10.88       0.21       0.25       0.46       (0.30                 (0.30     11.04       4.27       1,477       0.35       0.34       1.91       45  

F

    10.86       0.20       0.28       0.48       (0.31                 (0.31     11.03       4.47       12       0.23       0.23       1.89       45  

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  

 

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

 

 

  96  

 


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, 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 %(20) 

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 (20) 

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 (20) 

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 (20) 

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 (20) 

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 (20) 

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 (20) 

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  
The Hartford Global Real Asset Fund (consolidated)  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   7.76     $   0.06     $   2.06     $   2.12     $   (0.24   $   —     $   —     $   (0.24   $   9.64       27.63 %(5)    $   15,230       1.53 %(6)      1.25 %(6)      1.29 %(6)      115 %(12) 

C

    7.60       0.02       2.02       2.04       (0.17                 (0.17     9.47       27.09 (5)      610       2.33 (6)      2.00 (6)      0.45 (6)      115 (12) 

I

    7.76       0.07       2.06       2.13       (0.26                 (0.26     9.63       27.82 (5)      14,932       1.18 (6)      0.98 (6)      1.52 (6)      115 (12) 

R3

    7.80       0.05       2.06       2.11       (0.21                 (0.21     9.70       27.42 (5)      109       1.78 (6)      1.50 (6)      1.03 (6)      115 (12) 

R4

    7.79       0.06       2.07       2.13       (0.24                 (0.24     9.68       27.71 (5)      30       1.49 (6)      1.20 (6)      1.37 (6)      115 (12) 

R5

    7.71       0.07       2.04       2.11       (0.26                 (0.26     9.56       27.80 (5)      198       1.19 (6)      0.95 (6)      1.62 (6)      115 (12) 

Y

    7.76       0.07       2.06       2.13       (0.27                 (0.27     9.62       27.82 (5)      57,819       1.17 (6)      0.90 (6)      1.64 (6)      115 (12) 

F

    7.76       0.07       2.05       2.12       (0.27                 (0.27     9.61       27.69 (5)      83,615       1.08 (6)      0.90 (6)      1.62 (6)      115 (12) 

For the Year Ended October 31, 2020

 

A

  $   8.84     $   0.13     $   (0.97   $   (0.84   $   (0.24   $   —     $   —     $   (0.24   $   7.76       (9.85 )%    $   11,732       1.54     1.25     1.58     316 %(12) 

C

    8.64       0.07       (0.95     (0.88     (0.16                 (0.16     7.60       (10.44     1,732       2.32       2.00       0.84       316 (12) 

I

    8.83       0.16       (0.96     (0.80     (0.27                 (0.27     7.76       (9.50     13,318       1.15       0.98       1.92       316 (12) 

R3

    8.88       0.11       (0.97     (0.86     (0.22                 (0.22     7.80       (10.03     82       1.79       1.50       1.31       316 (12) 

R4

    8.86       0.14       (0.98     (0.84     (0.23                 (0.23     7.79       (9.82     22       1.48       1.20       1.70       316 (12) 

R5

    8.78       0.14       (0.95     (0.81     (0.26                 (0.26     7.71       (9.59     115       1.19       0.95       1.85       316 (12) 

Y

    8.84       0.16       (0.96     (0.80     (0.28                 (0.28     7.76       (9.48     46,915       1.14       0.90       1.95       316 (12) 

F

    8.83       0.16       (0.95     (0.79     (0.28                 (0.28     7.76       (9.43     72,321       1.07       0.90       1.99       316 (12) 

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  

 

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

 

 

  97  

 


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, 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  

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  
The Hartford Growth Allocation Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   12.75     $   0.08     $   2.87     $   2.95     $   (0.19   $   (0.37   $   —     $   (0.56   $   15.14       23.59 %(5)    $   591,163       0.53 %(6)      0.53 %(6)      1.10 %(6)      10

C

    12.64       0.02       2.86       2.88       (0.08     (0.37           (0.45     15.07       23.07 (5)      31,684       1.33 (6)      1.33 (6)      0.33 (6)      10  

I

    12.69       0.09       2.86       2.95       (0.23     (0.37           (0.60     15.04       23.72 (5)      10,723       0.29 (6)      0.29 (6)      1.33 (6)      10  

R3

    12.44       0.05       2.80       2.85       (0.15     (0.37           (0.52     14.77       23.34 (5)      6,439       0.86 (6)      0.86 (6)      0.79 (6)      10  

R4

    12.69       0.07       2.87       2.94       (0.18     (0.37           (0.55     15.08       23.58 (5)      2,979       0.56 (6)      0.56 (6)      1.06 (6)      10  

R5

    12.78       0.10       2.88       2.98       (0.23     (0.37           (0.60     15.16       23.76 (5)      4,714       0.26 (6)      0.26 (6)      1.37 (6)      10  

F

    12.70       0.10       2.86       2.96       (0.24     (0.37           (0.61     15.05       23.80 (5)      755       0.15 (6)      0.15 (6)      1.38 (6)      10  

For the Year Ended October 31, 2020

 

A

  $   12.81     $   0.15     $   0.35     $   0.50     $   (0.19   $   (0.37   $   —     $   (0.56   $   12.75       3.90   $   491,747       0.56     0.56     1.21     19

C

    12.69       0.06       0.34       0.40       (0.08     (0.37           (0.45     12.64       3.10       37,446       1.35       1.35       0.47       19  

I

    12.75       0.19       0.35       0.54       (0.23     (0.37           (0.60     12.69       4.23       9,024       0.25       0.25       1.56       19  

R3

    12.48       0.12       0.34       0.46       (0.13     (0.37           (0.50     12.44       3.64       5,649       0.87       0.87       0.96       19  

R4

    12.74       0.20       0.30       0.50       (0.18     (0.37           (0.55     12.69       3.92       2,563       0.55       0.55       1.62       19  

R5

    12.83       0.19       0.36       0.55       (0.23     (0.37           (0.60     12.78       4.26       5,067       0.27       0.27       1.51       19  

F

    12.76       0.19       0.36       0.55       (0.24     (0.37           (0.61     12.70       4.31       334       0.16       0.16       1.53       19  

 

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

 

 

  98  

 


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, 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  

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 (14) 

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 (14) 

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 (14) 

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 (14) 

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 (14) 

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 (14) 

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  
Hartford Moderate Allocation Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   11.91     $   0.07     $   1.97     $   2.04     $   (0.19   $   (0.29   $   —     $   (0.48   $   13.47       17.32 %(5)    $   365,476       0.53 %(6)      0.52 %(6)      1.16 %(6)      10

C

    11.77       0.02       1.94       1.96       (0.08     (0.29           (0.37     13.36       16.81 (5)      19,757       1.32 (6)      1.32 (6)      0.39 (6)      10  

I

    11.97       0.09       1.97       2.06       (0.22     (0.29           (0.51     13.52       17.45 (5)      10,088       0.28 (6)      0.28 (6)      1.41 (6)      10  

R3

    11.72       0.05       1.93       1.98       (0.14     (0.29           (0.43     13.27       17.09 (5)      15,425       0.87 (6)      0.87 (6)      0.77 (6)      10  

R4

    11.94       0.07       1.96       2.03       (0.18     (0.29           (0.47     13.50       17.24 (5)      3,276       0.58 (6)      0.58 (6)      1.11 (6)      10  

R5

    11.98       0.09       1.98       2.07       (0.22     (0.29           (0.51     13.54       17.50 (5)      6,705       0.27 (6)      0.27 (6)      1.38 (6)      10  

F

    11.98       0.10       1.97       2.07       (0.23     (0.29           (0.52     13.53       17.53 (5)      533       0.17 (6)      0.17 (6)      1.49 (6)      10  

For the Year Ended October 31, 2020

 

A

  $   11.87     $   0.16     $   0.30     $   0.46     $   (0.24   $   (0.18   $   —     $   (0.42   $   11.91       3.87   $   314,358       0.54     0.54     1.41     27

C

    11.72       0.08       0.28       0.36       (0.13     (0.18           (0.31     11.77       3.08       26,485       1.33       1.33       0.69       27  

I

    11.93       0.20       0.29       0.49       (0.27     (0.18           (0.45     11.97       4.15       9,115       0.25       0.25       1.70       27  

R3

    11.67       0.12       0.30       0.42       (0.19     (0.18           (0.37     11.72       3.58       13,491       0.87       0.87       1.08       27  

R4

    11.86       0.16       0.30       0.46       (0.20     (0.18           (0.38     11.94       3.90       3,503       0.53       0.53       1.38       27  

R5

    11.94       0.20       0.29       0.49       (0.27     (0.18           (0.45     11.98       4.14       5,520       0.28       0.28       1.74       27  

F

    11.93       0.20       0.31       0.51       (0.28     (0.18           (0.46     11.98       4.32       347       0.17       0.17       1.75       27  

 

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

 

 

  99  

 


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, 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  

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 (15) 

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 (15) 

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 (15) 

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 (15) 

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 (15) 

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 (15) 

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  
Hartford Multi-Asset Income Fund  

For the Six-Month Period Ended April 30, 2021 (Unaudited)

 

A

  $   19.61     $   0.26     $   1.96     $   2.22     $   (0.24   $   —     $   —     $   (0.24   $   21.59       11.36 %(5)    $   632,480       1.01 %(6)      1.01 %(6)      2.47 %(6)      38 %(16) 

C

    19.65       0.18       1.97       2.15       (0.15                 (0.15     21.65       10.97 (5)      68,793       1.74 (6)      1.74 (6)      1.71 (6)      38 (16) 

I

    19.58       0.29       1.97       2.26       (0.28                 (0.28     21.56       11.57 (5)      108,068       0.70 (6)      0.70 (6)      2.79 (6)      38 (16) 

R3

    19.89       0.23       2.00       2.23       (0.21                 (0.21     21.91       11.24 (5)      998       1.34 (6)      1.23 (6)      2.22 (6)      38 (16) 

R4

    19.95       0.26       2.00       2.26       (0.24                 (0.24     21.97       11.35 (5)      721       1.02 (6)      1.02 (6)      2.47 (6)      38 (16) 

R5

    19.94       0.29       2.00       2.29       (0.27                 (0.27     21.96       11.53 (5)      144       0.74 (6)      0.74 (6)      2.73 (6)      38 (16) 

R6

    19.95       0.30       2.00       2.30       (0.29                 (0.29     21.96       11.55 (5)      331       0.63 (6)      0.63 (6)      2.85 (6)      38 (16) 

Y

    19.96       0.29       2.00       2.29       (0.27                 (0.27     21.98       11.53 (5)      7,498       0.73 (6)      0.72 (6)      2.73 (6)      38 (16) 

F

    19.57       0.30       1.96       2.26       (0.29                 (0.29     21.54       11.57 (5)      86,172       0.62 (6)      0.62 (6)      2.85 (6)      38 (16) 

For the Year Ended October 31, 2020

 

A

  $   23.33     $   0.67     $   (0.66   $   0.01     $   (0.74   $   (2.99   $   —     $   (3.73   $   19.61       (0.04 )%    $   589,745       1.03     1.03     3.35     86 %(16) 

C

    23.36       0.53       (0.67     (0.14     (0.58     (2.99           (3.57     19.65       (0.83     77,719       1.75       1.75       2.63       86 (16) 

I

    23.32       0.74       (0.67     0.07       (0.82     (2.99           (3.81     19.58       0.19       98,762       0.70       0.70       3.67       86 (16) 

R3

    23.61       4.32       (4.37     (0.05     (0.68     (2.99           (3.67     19.89       (0.36     1,203       1.35       1.27       3.13       86 (16) 

R4

    23.67       0.38       (0.38     0.00 (9)      (0.73     (2.99           (3.72     19.95       (0.13     527       1.05       1.05       3.37       86 (16) 

R5

    23.67       0.26       (0.20     0.06       (0.80     (2.99           (3.79     19.94       0.18       141       0.75       0.75       3.66       86 (16) 

R6

    23.68       0.59       (0.50     0.09       (0.83     (2.99           (3.82     19.95       0.33       306       0.64       0.64       3.70       86 (16) 

Y

    23.69       0.75       (0.67     0.08       (0.82     (2.99           (3.81     19.96       0.23       10,812       0.74       0.70       3.66       86 (16) 

F

    23.31       0.75       (0.67     0.08       (0.83     (2.99           (3.82     19.57       0.26       83,111       0.64       0.64       3.74       86 (16) 

 

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
 
Hartford Multi-Asset Income Fund – (continued)  

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  

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(17)

    24.62       0.27       (0.62 )(18)      (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 )(18)    $   0.29     $   (0.40   $   —     $   —     $   (0.40   $   20.76       1.43   $   601,415       1.15     1.15 %(19)      1.43     26

B

    20.78       0.12       (0.02 )(18)      0.10       (0.20                 (0.20     20.68       0.50       2,228       2.39       2.05 (19)      0.59       26  

C

    20.87       0.15       0.00 (9)      0.15       (0.26                 (0.26     20.76       0.74       161,160       1.85       1.85 (19)      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 (19)      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 (19)      1.13       26  

R4

    21.13       0.31       0.00 (9)      0.31       (0.42                 (0.42     21.02       1.47       683       1.18       1.11 (19)      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 (19)      1.74       26  

Y

    21.15       0.39       0.00 (9)      0.39       (0.49                 (0.49     21.05       1.87       7,044       0.75       0.75 (19)      1.87       26  

 

(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)

Per share amount is less than $0.005.

(10)

Commenced operations on February 28, 2019.

(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)

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 115% for the six-month period ended April 30, 2021 and 319% for the fiscal year ended October 31, 2020.

 

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

 

 

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Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

(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) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 38% for the six-month period ended April 30, 2021 and 91% for the year ended October 31, 2020.

(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 1.14%, 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.

(20) 

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.

(21) 

Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 204%.

 

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, 2021 (Unaudited)

 

 

 

1.

Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of thirty-six series, as of April 30, 2021. 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”)

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 Fund (the “Multi-Asset Income Fund”) (formerly, Hartford Multi-Asset Income and Growth 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 U.S. 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 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 April 1, 2021, Class C shares automatically convert to Class A shares of the same Fund after eight years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least eight years. Classes I, R3, R4, R5, R6, Y and F shares do not have a sales charge. For more information, please see the Funds’ prospectus.

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, 2021.

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 on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that 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 NAV of each class of each Fund’s shares 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.

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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.

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, redeem or exchange 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.

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

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

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 Value 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 (loss) 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.

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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 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 Fund’s 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, 2021.

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, 2021.

 

  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

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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 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.

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. Unfunded loan commitments, and the obligation to future funding, are recorded as a liability on the Statements of Assets and Liabilities at par value at the time the commitment is entered into.

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, 2021.

 

  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, 2021.

 

  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, 2021.

 

  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, 2021.

 

  g)

Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Company’s Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund’s Schedule of Investments, if applicable, for repurchase agreements as of April 30, 2021.

 

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, 2021, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income 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, 2021, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income 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.

 

 

  108  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  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, 2021, each of Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income Fund had used Options Contracts.

 

  d)

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued 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

 

 

  109  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, 2021, each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2021, each of Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income 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, 2021, the Global Real Asset Fund had used Total Return Swap Contracts.

 

 

  110  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  e)

Additional Derivative Instrument Information:

Balanced Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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)

   $ 5,952,938      $      $      $      $      $      $ 5,952,938  

Unrealized appreciation on foreign currency contracts

            896,292                                    896,292  

Unrealized appreciation on swap contracts(2)

                   6,020,196                             6,020,196  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,952,938      $ 896,292      $     6,020,196      $     —      $     —      $      $     12,869,426  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 4,160,960      $      $      $      $      $      $ 4,160,960  

Unrealized depreciation on foreign currency contracts

            1,572,627                                    1,572,627  

Unrealized depreciation on swap contracts(2)

                   1,619,450                             1,619,450  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,160,960      $     1,572,627      $     1,619,450      $      $      $     —      $ 7,353,037  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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 unrealized appreciation 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, 2021:

 

     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

   $     6,657,598      $     $      $      $     —      $     —      $ 6,657,598  

Net realized gain (loss) on swap contracts

                  829,595                             829,595  

Net realized gain (loss) on foreign currency contracts

            (397,397                                 (397,397
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     6,657,598      $ (397,397   $ 829,595      $     —      $      $      $     7,089,796  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

                   

Net change in unrealized appreciation (depreciation) of futures contracts

   $ 408,292      $     $      $      $      $      $ 408,292  

Net change in unrealized appreciation (depreciation) of swap contracts

                  3,295,416                             3,295,416  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (1,964,682                                 (1,964,682
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 408,292      $     (1,964,682   $     3,295,416      $      $      $      $ 1,739,026  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly 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

     6,754  

Futures Contracts Short at Number of Contracts

     (4,443

Swap Contracts at Notional Amount

   $ 174,790,183  

Foreign Currency Contracts Purchased at Contract Amount

   $ 43,148,310  

Foreign Currency Contracts Sold at Contract Amount

   $     134,227,399  

 

 

  111  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Balanced Retirement Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $      $      $     —      $     399,790      $     —      $     —      $     399,790  

Unrealized appreciation on foreign currency contracts

            113,403                                    113,403  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     113,403      $      $ 399,790      $      $      $ 513,193  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $     126,664      $      $      $      $      $      $ 126,664  

Unrealized depreciation on foreign currency contracts

                                                
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 126,664      $      $      $      $      $      $ 126,664  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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, 2021:

 

     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

   $     $     $     —      $     (588,929   $     —      $     —      $     (588,929

Net realized gain (loss) on futures contracts

     (160,871                                      (160,871

Net realized gain (loss) on foreign currency contracts

           (186,601                                (186,601
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (160,871   $     (186,601   $      $ (588,929   $      $      $ (936,401
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

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

   $     $     $      $ (248,009   $      $      $ (248,009

Net change in unrealized appreciation (depreciation) of futures contracts

     (82,656                                      (82,656

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           4,682                                  4,682  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ (82,656   $ 4,682     $      $ (248,009   $      $      $ (325,983
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     1,269  

Futures Contracts Long at Number of Contracts

     55  

Foreign Currency Contracts Sold at Contract Amount

   $     15,344,372  

 

 

  112  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated)

The Effect of Derivative Instruments on the (consolidated)Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $      $      $      $      $ 3,110      $      $ 3,110  

Unrealized appreciation on futures contracts(1)

         189,967                             2,591,129               2,781,096  

Unrealized appreciation on foreign currency contracts

            125,237                                    125,237  

Unrealized appreciation on swap contracts(2)

     132               2,126                             2,258  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 190,099      $     125,237      $ 2,126      $      $     2,594,239      $     —      $     2,911,701  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 199      $      $      $     —      $ 259,599      $      $ 259,798  

Unrealized depreciation on bond forward contracts

     7,055                                           7,055  

Unrealized depreciation on foreign currency contracts

            76,203                                    76,203  

Written options, market value

                                 5,245               5,245  

Unrealized depreciation on swap contracts(2)

                   17,844                             17,844  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 7,254      $ 76,203      $     17,844      $      $ 264,844      $      $ 366,145  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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 unrealized 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 (consolidated) Statement of Operations for the period ended April 30, 2021:

 

     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

   $      $     $     $     —      $ (40,249   $      $ (40,249

Net realized gain (loss) on futures contracts

     374,392                           5,007,409              5,381,801  

Net realized gain (loss) on written options contracts

                               7,613              7,613  

Net realized gain (loss) on swap contracts

     33,207              12,842                           46,049  

Net realized gain (loss) on bond forward contracts

     168,704                                        168,704  

Net realized gain (loss) on foreign currency contracts

            28,202                                 28,202  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $     576,303      $ 28,202     $ 12,842     $      $     4,974,773     $      $     5,592,120  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

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

   $      $     $     $      $ (14,172   $     —      $ (14,172

Net change in unrealized appreciation (depreciation) of futures contracts

     92,258                           2,441,543              2,533,801  

Net change in unrealized appreciation (depreciation) of written options contracts

                               (1,545            (1,545

Net change in unrealized appreciation (depreciation) of swap contracts

     10,370              (23,947                         (13,577

Net change in unrealized appreciation (depreciation) of bond forward contracts

     54,123                                        54,123  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (139,355                               (139,355
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $     156,751      $     (139,355   $ (23,947   $      $     2,425,826     $      $     2,419,275  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

 

 

  113  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)

 

For the period ended April 30, 2021, the average monthly 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

     9,663  

Futures Contracts Long at Number of Contracts

     456  

Futures Contracts Short at Number of Contracts

     (161

Written Options Contracts at Number of Contracts

     (9,525

Swap Contracts at Notional Amount

   $ 3,878,900  

Bond Forward Contracts at Notional Amount

   $ 6,925,736  

Foreign Currency Contracts Purchased at Contract Amount

   $ 9,786,166  

Foreign Currency Contracts Sold at Contract Amount

   $     15,579,271  

Multi-Asset Income Fund

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2021:

 

     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

   $      $      $      $ 1,348,100      $      $      $ 1,348,100  

Unrealized appreciation on futures contracts(1)

     186,483                                           186,483  

Unrealized appreciation on foreign currency contracts

            249,378                                    249,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 186,483      $     249,378      $      $     1,348,100      $      $      $     1,783,961  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 351,511      $      $      $      $      $      $ 351,511  

Unrealized depreciation on foreign currency contracts

            207                                    207  

Written options, market value

                          321,300                      321,300  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     351,511      $ 207      $     —      $ 321,300      $     —      $     —      $ 673,018  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

Amount represents the cumulative unrealized 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, 2021:

 

     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

   $     $     $      $     (9,155,258   $     —      $     —      $     (9,155,258

Net realized gain (loss) on futures contracts

     (469,675                  588,859                     119,184  

Net realized gain (loss) on written options contracts

                        2,728,202                     2,728,202  

Net realized gain (loss) on foreign currency contracts

           (944,599                                (944,599
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (469,675   $     (944,599   $     —      $ (5,838,197   $      $      $ (7,252,471
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

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

   $     $     $      $ (289,790   $      $      $ (289,790

Net change in unrealized appreciation (depreciation) of futures contracts

     (83,269                                      (83,269

Net change in unrealized appreciation (depreciation) of written options contracts

                        178,390                     178,390  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (140,865                                (140,865
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ (83,269   $ (140,865   $      $ (111,400   $      $      $ (335,534
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  114  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Multi-Asset Income Fund – (continued)

 

For the period ended April 30, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     1,532  

Futures Contracts Long at Number of Contracts

     206  

Futures Contracts Short at Number of Contracts

     (112

Written Options Contracts at Number of Contracts

     (313

Foreign Currency Contracts Purchased at Contract Amount

   $ 14,750  

Foreign Currency Contracts Sold at Contract Amount

   $     41,513,850  

 

  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 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, 2021:

Balanced Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 896,292     $ (1,572,627

Futures contracts

     5,952,938       (4,160,960

Swap contracts

     6,020,196       (1,619,450
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     12,869,426       (7,353,037
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (11,949,219     4,525,626  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 920,207     $ (2,827,411
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Bank of America Securities LLC

   $ 7,637     $     $      $      $ 7,637  

Barclays

     21,936       (21,936                    

BNP Paribas Securities Services

     314,969       (39,208                   275,761  

Citibank NA

     13,996       (13,996                    

Deutsche Bank Securities, Inc.

     12,058                           12,058  

Goldman Sachs & Co.

     301,310       (256,888                   44,422  

JP Morgan Chase & Co.

     166,235       (145,047                   21,188  

Morgan Stanley

     81,934       (81,934                    

State Street Global Markets LLC

     50       (50                    

UBS AG

     82       (82                    
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 920,207     $ (559,141   $      $      $ 361,066  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (69,127   $ 21,936     $      $      $ (47,191

BNP Paribas Securities Services

     (39,208     39,208                      

Canadian Imperial Bank of Commerce

     (3,675                         (3,675

Citibank NA

     (583,241     13,996       265,220               (304,025

Goldman Sachs & Co.

     (256,888     256,888                      

HSBC Bank USA

     (556,535                         (556,535

 

 

  115  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Balanced 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
 

JP Morgan Chase & Co.

   $ (145,047   $ 145,047      $      $      $  

Morgan Stanley

     (1,100,820     81,934        21,996               (996,890

RBC Dominion Securities, Inc.

     (23,833                          (23,833

State Street Global Markets LLC

     (7,441     50                      (7,391

Toronto-Dominion Bank

     (467                          (467

UBS AG

     (41,129     82                      (41,047
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (2,827,411   $ 559,141      $ 287,216      $     —      $ (1,981,054
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Balanced Retirement Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     113,403     $  

Futures contracts

               (126,664

Purchased options

     399,790        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     513,193       (126,664
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (399,790     126,664  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 113,403     $  
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Bank of America Securities LLC

   $ 58,157      $      $      $      $ 58,157  

Barclays

     18,794                             18,794  

BNP Paribas Securities Services

     36,452                             36,452  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     113,403      $     —      $     —      $     —      $     113,403  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Global Real Asset Fund (consolidated)

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $     $ (7,055

Foreign currency contracts

     125,237       (76,203

Futures contracts

     2,781,096       (259,798

Purchased options

     3,110        

Swap contracts

     2,258       (17,844

Written options

           (5,245
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     2,911,701       (366,145
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (2,784,248     265,036  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 127,453     $     (101,109
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Bank of America Securities LLC

   $ 20,806      $ (20,806   $      $      $  

Barclays

     21,678                            21,678  

BNP Paribas Securities Services

     34,791        (4,091                   30,700  

Citibank NA

     21,964        (18,857                   3,107  

Deutsche Bank Securities, Inc.

     5,761        (2,872                   2,889  

Goldman Sachs & Co.

     11,493        (3,750                   7,743  

JP Morgan Chase & Co.

     1,697        (400                   1,297  

Morgan Stanley

     4,446        (4,446                    

Societe Generale

     7                            7  

Westpac International

     4,810                            4,810  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     127,453      $     (55,222   $     —      $     —      $     72,231  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  116  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Bank of America Securities LLC

   $ (35,015   $ 20,806      $      $      $ (14,209

BNP Paribas Securities Services

     (4,091     4,091                       

Citibank NA

     (18,857     18,857                       

Deutsche Bank Securities, Inc.

     (2,872     2,872                       

Goldman Sachs & Co.

     (3,750     3,750                       

JP Morgan Chase & Co.

     (400     400                       

Morgan Stanley

     (30,856     4,446                      (26,410

UBS AG

     (5,268                          (5,268
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (101,109   $     55,222      $     —      $     —      $     (45,887
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Multi-Asset Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 249,378     $ (207

Futures contracts

     186,483       (351,511

Purchased options

     1,348,100        

Written options

           (321,300
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,783,961           (673,018
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,534,583     672,811  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 249,378     $ (207
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

BNP Paribas Securities Services

   $     249,378     $     —      $     —      $     —      $     249,378  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (207   $      $      $      $ (207
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  *

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. The current ongoing 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 the ongoing COVID-19 pandemic remains unclear. 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

 

 

  117  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.

Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.

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.

The Funds may invest in certain debt securities, derivatives or other financial instruments that utilize the London Interbank Offered Rate (“LIBOR”) as a “benchmark” or “reference rate” for various interest rate calculations. The use of certain LIBORs are expected to be phased out by the end of 2021. However, it is possible that certain LIBORs may continue beyond 2021 and the most widely used LIBORs may continue until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on a Fund or on financial instruments in which the Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to the end of 2021 with respect to certain LIBORs or mid-2023 for the remaining LIBORs.

 

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, 2021. 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.

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

  b)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2021 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

   $     12,682,398,287      $     2,477,975,778      $     (120,453,989   $     2,357,521,789  

Balanced Retirement Fund

     96,439,595        12,832,025        (2,155,758     10,676,267  

Checks and Balances Fund

     1,402,314,517        292,398,239              292,398,239  

Conservative Allocation Fund

     124,790,173        13,679,537        (674,798     13,004,739  

Global Real Asset Fund (consolidated)

     149,065,206        27,164,671        (1,271,072     25,893,599  

Growth Allocation Fund

     516,689,647        132,794,656        (897,438     131,897,218  

Moderate Allocation Fund

     356,170,033        66,401,139        (1,389,154     65,011,985  

Multi-Asset Income Fund

     860,700,544        83,185,027        (9,482,882     73,702,145  

 

  c)

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, 2020 (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(1)

   $     21,652,094      $ 6,382,761  

Conservative Allocation Fund

            713,854  

Global Real Asset Fund (consolidated)

     22,334,435            99,749,784  

Multi-Asset Income Fund

     14,314,981         

 

  (1) 

Future utilization of losses are subject to limitation under current tax laws.

The Balanced Income Fund, Checks and Balances Fund, Growth Allocation Fund, and Moderate Allocation Fund had no capital loss carryforwards for U.S. income tax purposes at October 31, 2020.

During the year ended October 31, 2020 Conservative Allocation Fund utilized $3,245,671 of prior capital loss carryforwards.

 

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 Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, in accordance with the Fund’s investment objective and policies. Each Fund, except Checks and Balances Fund, pays a fee to HFMC under the Investment Management Agreement. With respect to each of Balanced Income Fund, Balanced Retirement Fund, Global Real Asset Fund and Multi-Asset Income Fund, HFMC pays a sub-advisory fee to Wellington Management out of its advisory fee. HFMC is responsible for the day-to-day management of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2021; 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

 

 

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Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (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 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

HFMC has contractually agreed to waive the management fee it receives from the Global Real Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Global Real Asset Fund remains invested in the 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 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. As of April 30, 2021, HFMC received the following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services.

 

  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, 2021, HFMC contractually limited the total operating expenses of each of the following Funds through February 28, 2022 (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  

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.

  (2)

HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions and extraordinary expenses.

  (3)

HFMC has contractually agreed to reimburse expenses excluding taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses.

 

  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, 2021, these amounts, if any, are included in the Statements of Operations.

 

 

  120  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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

     0.86     1.62     0.61     1.25     0.94     0.64     0.54     0.64     0.54

Balanced Retirement Fund

     0.81     1.56     0.51     1.07     0.77     0.45     0.32     0.45     0.36

Checks and Balances Fund

     0.37     1.16     0.12     0.75     0.45     0.15     N/A       N/A       0.04

Conservative Allocation Fund

     0.58     1.37     0.33     0.94     0.64     0.34     N/A       N/A       0.23

Global Real Asset Fund (consolidated)

     1.25     2.00     0.98     1.50     1.20     0.95     N/A       0.90     0.90

Growth Allocation Fund

     0.53     1.33     0.29     0.86     0.56     0.26     N/A       N/A       0.15

Moderate Allocation Fund

     0.52     1.32     0.28     0.87     0.58     0.27     N/A       N/A       0.17

Multi-Asset Income Fund

     1.01     1.74     0.70     1.23     1.02     0.74     0.63     0.72     0.62

 

  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, 2021, 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

   $     3,735,693      $     109,085  

Balanced Retirement Fund

     5,015        362  

Checks and Balances Fund

     714,653        6,787  

Conservative Allocation Fund

     59,564        (73

Global Real Asset Fund (consolidated)

     50,959        33  

Growth Allocation Fund

     200,621        2,644  

Moderate Allocation Fund

     175,343        1,641  

Multi-Asset Income Fund

     203,982        2,744  

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 or all 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 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, 2021, 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

   $     6,976  

Balanced Retirement Fund

     51  

Checks and Balances Fund

     776  

Conservative Allocation Fund

     64  

Global Real Asset Fund (consolidated)

     78  

Growth Allocation Fund

     297  

Moderate Allocation Fund

     195  

Multi-Asset Income Fund

     421  

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

 

 

  121  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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

From November 1, 2020 through February 28, 2021, 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  

Balanced Income Fund

     0.10

Multi-Asset Income Fund

     0.09

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, 2021, 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

     0.07     0.08     0.07     0.21     0.15     0.11     0.00 %*      0.10     0.00 %* 

Balanced Retirement Fund

     0.14     0.17     0.11     0.22     0.16     0.12     0.00 %*      0.11     0.00 %* 

Checks and Balances Fund

     0.09     0.12     0.09     0.22     0.17     0.11     N/A       N/A       0.00 %* 

Conservative Allocation Fund

     0.11     0.15     0.11     0.22     0.16     0.12     N/A       N/A       0.00 %* 

Global Real Asset Fund (consolidated)

     0.20     0.25     0.10     0.20     0.15     0.10     N/A       0.09     0.00 %* 

Growth Allocation Fund

     0.13     0.18     0.14     0.21     0.16     0.11     N/A       N/A       0.00 %* 

Moderate Allocation Fund

     0.11     0.15     0.12     0.21     0.16     0.10     N/A       N/A       0.00 %* 

Multi-Asset Income Fund

     0.14     0.12     0.07     0.22     0.15     0.12     0.00 %*      0.10     0.00 %* 

 

  *

Amount rounds to 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; 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 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.

 

 

  122  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

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, 2021.

 

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

   $     111,529,822      $     (111,529,822   $     —  

Balanced Retirement Fund

     854,816        (854,816      

Global Real Asset Fund (consolidated)

     2,021,156        (2,021,156      

Multi-Asset Income Fund

     6,828,404        (6,828,404      

 

  (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
 

Balanced Income Fund

   $     111,522,310      $ 1  

Balanced Retirement Fund

     878,017         

Global Real Asset Fund (consolidated)

     1,819,124        301,816  

Multi-Asset Income Fund

     5,162,788            1,962,047  

 

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, 2021.

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)

 

Common Stocks

   $     103,364,598      $     —      $      $        103,364,598  

Corporate Bonds

     435,978                             435,978  

Foreign Government Obligations

     5,048                             5,048  

Preferred Stocks

     7,716,686                             7,716,686  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 111,522,310      $      $     —      $     —      $ 111,522,310  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     111,522,310  
              

 

 

 
Balanced Retirement Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 878,017      $      $      $        878,017  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 878,017      $      $      $      $ 878,017  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 878,017  
              

 

 

 
Global Real Asset Fund (consolidated)                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 1,819,124      $      $      $        1,819,124  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,819,124      $      $      $      $ 1,819,124  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,819,124  
              

 

 

 

 

 

  123  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
Multi-Asset Income Fund                                   

Securities Lending Transactions(1)

 

Common Stocks

   $ 5,145,980      $      $      $      $ 5,145,980  

Corporate Bonds

     16,808                             16,808  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $         5,162,788      $     —      $     —      $     —      $         5,162,788  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,162,788  
              

 

 

 

 

  (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, 2021, 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

                                       %*      97             

Conservative Allocation Fund

                                             N/A       N/A        8

Global Real Asset Fund (consolidated)

                                 4     5     N/A               

Moderate Allocation Fund

                                             N/A       N/A         

Multi-Asset Income 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 (consolidated)

                                 %*      %*      N/A               

Moderate Allocation Fund

                                             N/A       N/A         

Multi-Asset Income Fund

                                                           

 

  *

Percentage rounds to zero.

As of April 30, 2021, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the “529 plan”) 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 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:

 

Fund

   Percentage
of Fund(1)
 

Balanced Income Fund

     %* 

Global Real Asset Fund (consolidated)

     48

 

  (1)

As of April 30, 2021, the affiliated funds of funds and the 529 plan 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, 2021 is as follows:

 

Affiliated Investment
Companies

  Beginning
Value as of
November 1, 2020
    Purchases at
Cost
    Proceeds
from Sales
    Net Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2021
    Shares as of
April 30, 2021
    Dividend
Income
    Capital Gain
Distributions
 
Balanced Retirement Fund                                      

Hartford Multifactor Developed Markets (ex-US) ETF

  $ 5,567,000     $     $ 1,159,290     $ 27,943     $ 1,104,731     $ 5,540,384       182,010     $ 77,449     $  

Hartford Multifactor Emerging Markets ETF

    4,645,995       1,092,428       1,361,147       27,288       1,098,874       5,503,438       223,294       83,222        

Hartford Multifactor US Equity ETF

    5,682,523             3,590,992       444,705       828,473       3,364,709       85,616       61,531        

 

 

  124  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Affiliated Investment
Companies

  Beginning
Value as of
November 1, 2020
    Purchases at
Cost
    Proceeds
from Sales
    Net Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2021
    Shares as of
April 30, 2021
    Dividend
Income
    Capital Gain
Distributions
 
Balanced Retirement Fund – (continued)                                      

The Hartford World Bond Fund, Class F

  $ 8,981,083     $ 3,867,971     $ 1,300,299     $ (6,205   $ 36,936     $ 11,579,486       1,080,176     $ 60,892     $  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     24,876,601     $     4,960,399     $     7,411,728     $     493,731     $     3,069,014     $     25,988,017       1,571,096     $     283,094     $     —  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Checks and Balances Fund                                      

Hartford Total Return Bond ETF

  $ 504,816,492     $ 57,353,501     $     $     $ (8,338,283   $ 553,831,710       13,664,735     $ 7,056,156     $  

The Hartford Capital Appreciation Fund, Class F

    476,230,437       31,746,120       48,777,092       6,550,664       100,974,923       566,725,052       11,961,272       3,614,135       24,024,846  

The Hartford Dividend and Growth Fund, Class F

    482,551,309       16,336,893       71,966,265       8,710,907       135,226,683       570,859,527       18,105,282       4,795,891       10,877,946  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $   1,463,598,238     $   105,436,514     $ 120,743,357     $   15,261,571     $   227,863,323     $   1,691,416,289       43,731,289     $   15,466,182     $   34,902,792  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Conservative Allocation Fund                                

Hartford Core Bond ETF

  $ 27,852,061     $ 2,666,490     $     $     $ (764,197   $ 29,754,354       729,243     $ 376,305     $  

Hartford Core Equity Fund, Class F

    10,659,674       172,520       1,346,931       532,677       2,117,770       12,135,710       267,601       97,972        

Hartford Emerging Markets Equity Fund, Class F

    992,582             1,059,856       93,062       (25,788                        

Hartford Multifactor Developed Markets (ex-US) ETF

    3,514,134       713,639                   792,331       5,020,104       164,918       54,688        

Hartford Multifactor US Equity ETF

    5,168,676             276,069       40,794       1,313,845       6,247,246       158,963       64,745        

Hartford Schroders Emerging Markets Equity Fund, Class F

          1,073,352       152,876       11,971       114,954       1,047,401       49,359       10,188        

Hartford Schroders International Multi-Cap Value Fund, Class F

    1,629,945       209,887       249,865       19,484       501,424       2,110,875       204,147       24,480        

Hartford Short Duration ETF

    12,697,482                         52,733       12,750,215       310,376       146,941        

Hartford Small Cap Value Fund, Class F

    2,197,699       285,903       490,546       184       1,266,969       3,260,209       239,018       32,897        

The Hartford Equity Income Fund, Class F

    6,128,690       410,908       994,579       53,157       1,598,798       7,196,974       322,445       79,914       68,969  

The Hartford Growth Opportunities Fund, Class F

    3,408,915       617,125       1,222,612       519,978       (172,440     3,150,966       49,096             457,899  

The Hartford Inflation Plus Fund, Class F

    6,604,939       215,245       233,722       7,040       92,564       6,686,066       580,892       128,937        

The Hartford International Growth Fund, Class F

    1,619,699       711,950       215,705       25,137       307,476       2,448,557       127,132       5,656       57,626  

The Hartford International Opportunities Fund, Class F

    2,942,389       1,281,979       344,656       74,704       605,218       4,559,634       224,281       24,012        

The Hartford MidCap Fund, Class F

    2,510,642       308,126       1,263,138       234,941       288,481       2,079,052       53,405             291,544  

The Hartford Small Company Fund, Class F

    2,839,671       358,035       1,459,464       499,403       151,910       2,389,555       71,479             270,182  

The Hartford Strategic Income Fund, Class F

    10,896,884       317,167       282,743       15,870       237,761       11,184,939       1,209,183       160,485       121,125  

The Hartford World Bond Fund, Class F

    26,522,531       1,456,025       2,527,985       89,495       (37,816     25,502,250       2,378,941       181,290        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $   128,186,613     $   10,798,351     $   12,120,747     $   2,217,897     $   8,441,993     $   137,524,107       7,140,479     $   1,388,510     $   1,267,345  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Growth Allocation Fund                                      

Hartford Core Bond ETF

  $ 40,287,337     $     $     $     $ (1,025,575   $ 39,261,762       962,258     $ 531,577     $  

Hartford Core Equity Fund, Class F

    102,508,093       956,784       2,635,035       1,113,087       24,914,062       126,856,991       2,797,288       956,784        

Hartford Emerging Markets Equity Fund, Class F

    11,268,832             12,032,608       1,187,277       (423,501                        

 

 

  125  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Affiliated Investment
Companies

  Beginning
Value as of
November 1, 2020
    Purchases at
Cost
    Proceeds
from Sales
    Net Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2021
    Shares as of
April 30, 2021
    Dividend
Income
    Capital Gain
Distributions
 
Growth Allocation Fund – (continued)                                      

Hartford Multifactor Developed Markets (ex-US) ETF

  $ 39,151,871     $ 11,486,557     $     $     $ 8,980,991     $ 59,619,419       1,958,588     $ 609,297     $  

Hartford Multifactor US Equity ETF

    50,464,789             3,680,920       479,919       12,679,519       59,943,307       1,525,275       628,455        

Hartford Schroders Emerging Markets Equity Fund, Class F

          12,191,418       971,929       124,445       1,398,666       12,742,600       600,500       121,246        

Hartford Schroders International Multi-Cap Value Fund, Class F

    18,717,025       1,899,799       3,929,746       94,575       5,857,989       22,639,642       2,189,520       280,614        

Hartford Short Duration ETF

    17,973,972             6,179,864       170,620       (78,095     11,886,633       289,354       176,335        

Hartford Small Cap Value Fund, Class F

    23,106,271       1,686,365       6,108,235       (1,117,861     14,693,458       32,259,998       2,365,102       360,692        

The Hartford Equity Income Fund, Class F

    58,280,383       1,453,425       2,109,695       125,301       16,127,703       73,877,117       3,309,907       793,753       658,922  

The Hartford Growth Opportunities Fund, Class F

    31,136,442       4,189,564       6,559,742       1,932,728       1,261,711       31,960,703       497,985             4,189,565  

The Hartford Inflation Plus Fund, Class F

    8,438,177       597,560       1,622,633       79,658       46,085       7,538,847       654,982       164,344        

The Hartford International Growth Fund, Class F

    16,560,817       4,796,488                   3,393,366       24,750,671       1,285,082       60,464       602,420  

The Hartford International Opportunities Fund, Class F

    34,515,631       10,261,289       1,502,594       306,493       7,622,727       51,203,546       2,518,620       293,219        

The Hartford MidCap Fund, Class F

    26,270,528       3,152,980       8,925,208       2,506,713       3,272,678       26,277,691       674,998             3,152,980  

The Hartford Small Company Fund, Class F

    29,006,089       2,869,277       10,579,796       3,768,721       2,952,684       28,016,975       838,079             2,869,277  

The Hartford Strategic Income Fund, Class F

    10,069,134       1,741,860                   218,250       12,029,244       1,300,459       161,271       113,038  

The Hartford World Bond Fund, Class F

    32,790,952       2,522,610       8,912,710       314,914       (254,033     26,461,733       2,468,445       212,613        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 550,546,343     $ 59,805,976     $ 75,750,715     $ 11,086,590     $ 101,638,685     $ 647,326,879       26,236,442     $ 5,350,664     $ 11,586,202  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Moderate Allocation Fund                                            

Hartford Core Bond ETF

  $ 55,559,554     $ 7,742,511     $     $     $ (1,567,746   $ 61,734,319       1,513,033     $ 758,244     $  

Hartford Core Equity Fund, Class F

    50,417,978       469,462       2,822,708       1,136,537       11,552,755       60,754,024       1,339,670       469,462        

Hartford Emerging Markets Equity Fund, Class F

    6,764,123             7,222,580       722,478       (264,021                        

Hartford Multifactor Developed Markets (ex-US) ETF

    21,631,266       3,843,705                   4,853,284       30,328,255       996,329       336,634        

Hartford Multifactor US Equity ETF

    22,730,028             644,161       95,186       5,900,605       28,081,658       714,546       286,861        

Hartford Schroders Emerging Markets Equity Fund, Class F

          7,317,361       508,900       56,041       846,437       7,710,939       363,381       72,234        

Hartford Schroders International Multi-Cap Value Fund, Class F

    9,465,921       891,374       1,582,602       (29,567     3,093,418       11,838,544       1,144,927       145,125        

Hartford Short Duration ETF

    20,302,038                         84,314       20,386,352       496,261       234,944        

Hartford Small Cap Value Fund, Class F

    10,565,923       349,377       2,006,271       (621,861     6,759,117       15,046,285       1,103,100       165,395        

The Hartford Equity Income Fund, Class F

    30,564,060       1,148,972       4,113,283       207,088       7,984,352       35,791,189       1,603,548       397,720       340,015  

The Hartford Growth Opportunities Fund, Class F

    15,494,172       2,081,685       3,919,695       1,593,229       (34,922     15,214,469       237,059             2,081,685  

The Hartford Inflation Plus Fund, Class F

    10,687,691       729,459       169,415       5,732       157,915       11,411,382       991,432       215,537        

 

 

  126  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

Affiliated Investment
Companies

  Beginning
Value as of
November 1, 2020
    Purchases at
Cost
    Proceeds
from Sales
    Net Realized
Gain/(Loss)
on Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending
Value as of
April 30, 2021
    Shares as of
April 30, 2021
    Dividend
Income
    Capital Gain
Distributions
 
Moderate Allocation Fund – (continued)                                            

The Hartford International Growth Fund, Class F

  $ 9,147,986     $ 2,305,400     $     $     $ 1,877,213     $ 13,330,599       692,139     $ 33,398     $ 332,770  

The Hartford International Opportunities Fund, Class F

    19,290,492       5,631,903       1,927,655       346,741       3,960,515       27,301,996       1,342,941       155,328        

The Hartford MidCap Fund, Class F

    13,052,732       1,545,692       6,682,320       1,785,758       866,018       10,567,880       271,459             1,545,692  

The Hartford Small Company Fund, Class F

    13,895,862       1,367,952       5,293,630       1,825,280       1,303,290       13,098,754       391,826             1,367,953  

The Hartford Strategic Income Fund, Class F

    17,757,936       905,594       504,046       29,270       381,173       18,569,927       2,007,560       265,262       199,154  

The Hartford World Bond Fund, Class F

    44,286,532       1,922,346       7,099,469       250,458       (167,853     39,192,014       3,655,971       298,512        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 371,614,294     $ 38,252,793     $ 44,496,735     $ 7,402,370     $ 47,585,864     $ 420,358,586       18,865,182     $ 3,834,656     $ 5,867,269  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

12.

Investment Transactions:

For the six-month period ended April 30, 2021, 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

   $     3,093,443,194      $     2,965,307,379      $     248,888,783      $     256,209,962      $     3,342,331,977      $     3,221,517,341  

Balanced Retirement Fund

     15,556,091        24,675,527               4,142,911        15,556,091        28,818,438  

Checks and Balances Fund

     105,436,514        120,743,357                      105,436,514        120,743,357  

Conservative Allocation Fund

     10,798,351        12,120,747                      10,798,351        12,120,747  

Global Real Asset Fund (consolidated)

     106,238,022        129,660,375        52,158,418        38,775,902        158,396,440        168,436,277  

Growth Allocation Fund

     59,805,976        75,750,715                      59,805,975        75,750,715  

Moderate Allocation Fund

     38,252,793        44,496,735                      38,252,793        44,496,735  

Multi-Asset Income Fund

     256,417,746        259,375,763        33,477,339        60,174,277        289,895,085        319,550,040  

 

13.

Capital Share Transactions:

The following information is for the six-month period ended April 30, 2021, and the year ended October 31, 2020:

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Balanced Income Fund                                    

Class A

                   

Shares Sold

       33,147,814        $      523,898,189          55,154,686        $        805,163,802  

Shares Issued for Reinvested Dividends

       3,907,090          61,107,510          7,936,617          113,564,659  

Shares Redeemed

       (20,540,386        (320,937,571        (43,400,316        (620,795,570
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       16,514,518          264,068,128          19,690,987          297,932,891  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       10,341,245        $ 159,291,969          32,640,521        $ 469,055,916  

Shares Issued for Reinvested Dividends

       2,386,671          36,702,939          5,488,230          77,575,527  

Shares Redeemed

       (36,735,886        (570,449,186        (60,265,630        (854,563,325
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (24,007,970        (374,454,278        (22,136,879        (307,931,882
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       40,269,904        $      628,966,913          92,488,693        $        1,341,737,959  

Shares Issued for Reinvested Dividends

       4,124,953          64,546,420          7,950,893          113,702,614  

Shares Redeemed

       (33,830,980        (528,614,559        (76,433,649        (1,077,602,824
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,563,877          164,898,774          24,005,937          377,837,749  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       545,820        $ 8,596,295          1,268,147        $ 18,504,352  

Shares Issued for Reinvested Dividends

       141,623          2,223,210          348,715          5,023,457  

Shares Redeemed

       (1,561,201        (24,513,576        (3,872,565        (55,251,531
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (873,758        (13,694,071        (2,255,703        (31,723,722
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  127  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Balanced Income Fund – (continued)                                    

Class R4

                   

Shares Sold

       532,326        $ 8,387,536          1,364,794        $ 19,757,615  

Shares Issued for Reinvested Dividends

       90,180          1,416,866          208,288          2,998,525  

Shares Redeemed

       (848,700              (13,267,452        (2,445,432                 (35,519,890
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (226,194        (3,463,050        (872,350        (12,763,750
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       310,389        $ 4,893,553          959,413        $ 14,271,312  

Shares Issued for Reinvested Dividends

       40,806          641,852          81,136          1,163,782  

Shares Redeemed

       (504,247        (7,936,660        (1,098,983        (15,820,053
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (153,052        (2,401,255        (58,434        (384,959
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       1,910,188        $ 30,232,556          10,859,156        $ 158,149,459  

Shares Issued for Reinvested Dividends

       265,326          4,199,692          384,810          5,565,783  

Shares Redeemed

       (2,176,261        (34,362,831        (7,732,607        (115,016,307
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (747        69,417          3,511,359          48,698,935  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       886,537        $ 14,007,473          3,162,755        $ 46,541,926  

Shares Issued for Reinvested Dividends

       138,840          2,197,087          367,928          5,319,103  

Shares Redeemed

       (3,607,206        (56,401,605        (3,116,033        (45,084,145
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (2,581,829        (40,197,045        414,650          6,776,884  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       19,515,697        $ 305,735,930          41,616,883        $ 606,292,789  

Shares Issued for Reinvested Dividends

       2,607,902          40,820,293          4,870,726          69,613,828  

Shares Redeemed

       (12,810,635        (200,761,237        (22,742,871        (325,987,947
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       9,312,964          145,794,986          23,744,738          349,918,670  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       8,547,809        $ 140,621,606          46,044,305        $ 728,360,816  
    

 

 

      

 

 

      

 

 

      

 

 

 
Balanced Retirement Fund                                    

Class A

                   

Shares Sold

       1,177,864        $ 11,491,127          829,270        $ 7,602,976  

Shares Issued for Reinvested Dividends

       79,036          761,242          162,227          1,478,434  

Shares Redeemed

       (972,638        (9,345,644        (2,278,169        (20,637,828
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       284,262          2,906,725          (1,286,672        (11,556,418
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       17,139        $ 165,177          78,083        $ 722,298  

Shares Issued for Reinvested Dividends

       14,891          143,407          40,417          370,718  

Shares Redeemed

       (1,542,304        (15,025,107        (1,828,624        (16,709,913
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (1,510,274        (14,716,523        (1,710,124        (15,616,897
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       52,547        $ 504,031          182,682        $ 1,637,754  

Shares Issued for Reinvested Dividends

       15,936          153,219          45,459          414,252  

Shares Redeemed

       (259,454        (2,499,282        (1,694,859        (15,377,224
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (190,971        (1,842,032        (1,466,718        (13,325,218
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       2,878        $ 27,688          9,782        $ 88,977  

Shares Issued for Reinvested Dividends

       825          7,945          1,630          14,895  

Shares Redeemed

       (13,669        (131,778        (63,318        (580,754
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (9,966        (96,145        (51,906        (476,882
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       1,125        $ 10,715          4,368        $ 39,430  

Shares Issued for Reinvested Dividends

       237          2,274          736          6,666  

Shares Redeemed

       (19,414        (184,355        (232        (2,082
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (18,052        (171,366        4,872          44,014  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       4,071        $ 39,083          4,185        $ 37,826  

Shares Issued for Reinvested Dividends

       844          8,089          1,727          15,682  

Shares Redeemed

       (8,404        (80,798        (26,426        (242,776
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,489        (33,626        (20,514        (189,268
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  128  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Balanced Retirement Fund – (continued)                                    

Class R6

                   

Shares Sold

       43        $ 416                 $  

Shares Issued for Reinvested Dividends

       16          154          29          261  

Shares Redeemed

                                   
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       59          570          29          261  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       62,300        $ 590,868          28,372        $ 261,410  

Shares Issued for Reinvested Dividends

       2,154          20,601          4,584          41,554  

Shares Redeemed

       (74,614        (714,575        (215,860        (1,978,491
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (10,160        (103,106        (182,904        (1,675,527
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       2,677        $ 25,092          10,728        $ 95,263  

Shares Issued for Reinvested Dividends

       303          2,885          2,445          22,042  

Shares Redeemed

       (10,329        (99,540        (196,982        (1,798,423
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (7,349        (71,563        (183,809        (1,681,118
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (1,465,940      $       (14,127,066        (4,897,746      $          (44,477,053
    

 

 

      

 

 

      

 

 

      

 

 

 
Checks and Balances Fund                                    

Class A

                   

Shares Sold

       6,307,914        $ 65,944,214          10,156,353        $ 92,300,349  

Shares Issued for Reinvested Dividends

       5,135,304          52,444,023          9,873,823          92,559,754  

Shares Redeemed

       (8,584,421        (88,901,027        (22,587,605        (205,625,638
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       2,858,797          29,487,210          (2,557,429        (20,765,535
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       777,758        $ 8,029,178          2,105,788        $ 19,175,545  

Shares Issued for Reinvested Dividends

       452,569          4,582,397          1,125,820          10,530,364  

Shares Redeemed

       (4,299,759        (44,837,002        (7,044,277        (64,072,525
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (3,069,432        (32,225,427        (3,812,669        (34,366,616
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,126,657        $ 11,776,923          2,679,014        $ 25,021,261  

Shares Issued for Reinvested Dividends

       275,754          2,822,815          502,985          4,714,597  

Shares Redeemed

       (1,143,744        (11,986,912        (3,278,078        (29,498,058
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       258,667          2,612,826          (96,079        237,800  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       128,908        $ 1,318,828          205,061        $ 1,897,830  

Shares Issued for Reinvested Dividends

       47,909          486,577          114,350          1,069,179  

Shares Redeemed

       (229,321        (2,341,832        (678,196        (6,002,020
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (52,504        (536,427        (358,785        (3,035,011
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       12,779        $ 131,202          34,552        $ 312,513  

Shares Issued for Reinvested Dividends

       11,898          121,002          43,768          409,168  

Shares Redeemed

       (53,733        (541,438        (357,476        (3,067,692
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (29,056        (289,234        (279,156        (2,346,011
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       6,240        $ 63,703          9,953        $ 87,599  

Shares Issued for Reinvested Dividends

       1,661          16,708          2,656          24,459  

Shares Redeemed

       (343        (3,487        (8,150        (76,799
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       7,558          76,924          4,459          35,259  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       17,894        $ 179,113          234,727        $ 2,034,553  

Shares Issued for Reinvested Dividends

       9,169          93,837          45,118          422,013  

Shares Redeemed

       (15,541        (164,177        (728,964        (7,058,907
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       11,522          108,773          (449,119        (4,602,341
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (14,448      $ (765,355        (7,548,778      $          (64,842,455
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  129  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Conservative Allocation Fund                                    

Class A

                   

Shares Sold

       746,928        $ 8,762,908          1,927,539        $ 20,597,317  

Shares Issued for Reinvested Dividends

       147,813          1,707,235          247,687          2,675,018  

Shares Redeemed

       (687,563                (8,010,244        (1,877,308        (19,807,169
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       207,178          2,459,899          297,918          3,465,166  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       66,726        $ 772,154          209,412        $ 2,213,734  

Shares Issued for Reinvested Dividends

       7,232          83,318          18,786          202,330  

Shares Redeemed

       (364,274        (4,272,563        (602,780        (6,406,625
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (290,316        (3,417,091        (374,582        (3,990,561
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       25,069        $ 290,093          88,733        $ 945,899  

Shares Issued for Reinvested Dividends

       2,902          33,517          3,272          35,338  

Shares Redeemed

       (39,015        (453,333        (38,336        (406,988
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (11,044        (129,723        53,669          574,249  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       17,482        $ 204,580          43,777        $ 470,582  

Shares Issued for Reinvested Dividends

       2,692          31,199          6,034          65,407  

Shares Redeemed

       (57,642        (666,071        (122,210        (1,330,140
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (37,468        (430,292        (72,399        (794,151
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       5,188        $ 60,665          54,323        $ 583,081  

Shares Issued for Reinvested Dividends

       1,517          17,531          4,695          50,805  

Shares Redeemed

       (43,047        (503,198        (151,530        (1,543,673
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (36,342        (425,002        (92,512        (909,787
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       4,427        $ 51,881          18,006        $ 195,139  

Shares Issued for Reinvested Dividends

       2,384          27,577          5,129          55,546  

Shares Redeemed

       (11,945        (138,026        (74,415        (805,682
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (5,134        (58,568        (51,280        (554,997
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       12,653        $ 145,252                 $  

Shares Issued for Reinvested Dividends

       256          2,956          31          329  

Shares Redeemed

       (28        (325                  
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       12,881          147,883          31          329  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (160,245      $ (1,852,894        (239,155      $ (2,209,752
    

 

 

      

 

 

      

 

 

      

 

 

 
Global Real Asset Fund (consolidated)                                    

Class A

                   

Shares Sold

       297,488        $ 2,770,112          252,055        $ 1,992,769  

Shares Issued for Reinvested Dividends

       37,483          323,853          43,022          388,488  

Shares Redeemed

       (266,394        (2,307,888        (408,300        (3,196,028
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       68,577          786,077          (113,223        (814,771
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       4,685        $ 42,657          5,809        $ 45,323  

Shares Issued for Reinvested Dividends

       4,242          36,145          5,829          51,874  

Shares Redeemed

       (172,470        (1,567,378        (135,100        (1,065,726
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (163,543        (1,488,576        (123,462        (968,529
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       215,113        $ 1,956,853          796,224        $ 6,104,654  

Shares Issued for Reinvested Dividends

       47,677          411,455          121,069          1,089,622  

Shares Redeemed

       (427,735        (3,755,856        (3,529,140        (26,279,225
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (164,945                (1,387,548        (2,611,847                 (19,084,949
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       506        $ 4,732          2,403        $ 19,783  

Shares Issued for Reinvested Dividends

       260          2,264          218          1,983  

Shares Redeemed

       (8        (72        (13        (92
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       758          6,924          2,608          21,674  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  130  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Global Real Asset Fund (consolidated) – (continued)                                    

Class R4

                   

Shares Sold

       190        $ 1,703          396        $ 3,188  

Shares Issued for Reinvested Dividends

       52          448          146          1,324  

Shares Redeemed

       (2        (20        (4,349        (29,596
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       240          2,131          (3,807        (25,084
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       5,712        $ 51,245          13,903        $ 110,089  

Shares Issued for Reinvested Dividends

       562          4,816          174          1,553  

Shares Redeemed

       (465        (4,143        (3,561        (28,525
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       5,809          51,918          10,516          83,117  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       530,888        $ 4,834,089          813,785        $ 6,350,078  

Shares Issued for Reinvested Dividends

       172,713          1,488,786          284,846          2,563,617  

Shares Redeemed

       (738,515        (6,426,563        (5,965,482        (47,653,015
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (34,914        (103,688        (4,866,851        (38,739,320
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       226,404        $ 1,959,538          2,727,251        $ 19,813,540  

Shares Issued for Reinvested Dividends

       281,762          2,428,791          381,092          3,429,830  

Shares Redeemed

       (1,135,606        (10,180,661        (6,350,386        (48,449,993
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (627,440        (5,792,332        (3,242,043        (25,206,623
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (915,458      $ (7,925,094        (10,948,109      $ (84,734,485
    

 

 

      

 

 

      

 

 

      

 

 

 
Growth Allocation Fund                                    

Class A

                   

Shares Sold

       1,485,631        $ 21,801,868          2,605,135        $ 31,316,296  

Shares Issued for Reinvested Dividends

       1,530,770          21,488,138          1,739,403          22,480,250  

Shares Redeemed

       (2,540,772        (36,496,850        (6,553,260        (80,282,451
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       475,629          6,793,156          (2,208,722        (26,485,905
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       84,778        $ 1,208,583          258,776        $ 3,095,460  

Shares Issued for Reinvested Dividends

       92,142          1,284,917          133,984          1,718,571  

Shares Redeemed

       (1,037,523        (15,216,666        (1,406,749        (17,134,642
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (860,603        (12,723,166        (1,013,989        (12,320,611
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       78,636        $ 1,129,864          210,536        $ 2,637,036  

Shares Issued for Reinvested Dividends

       30,751          429,140          39,326          505,226  

Shares Redeemed

       (107,654        (1,546,777        (420,882        (5,034,993
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       1,733          12,227          (171,020        (1,892,731
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       19,251        $ 273,053          34,446        $ 416,310  

Shares Issued for Reinvested Dividends

       17,304          237,006          21,335          269,072  

Shares Redeemed

       (54,893        (763,465        (156,043        (1,866,269
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (18,338        (253,406        (100,262        (1,180,887
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       10,146        $ 144,165          27,491        $ 332,935  

Shares Issued for Reinvested Dividends

       7,781          108,753          19,377          249,170  

Shares Redeemed

       (22,326        (311,465        (288,874        (3,155,199
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (4,399        (58,547        (242,006        (2,573,094
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       11,127        $ 159,936          36,125        $ 448,386  

Shares Issued for Reinvested Dividends

       16,140          226,949          19,070          246,703  

Shares Redeemed

       (112,778        (1,634,368        (102,221        (1,280,880
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (85,511        (1,247,483        (47,026        (585,791
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       27,370        $ 395,256          11,277        $ 146,213  

Shares Issued for Reinvested Dividends

       1,255          17,525          920          11,830  

Shares Redeemed

       (4,744        (67,899        (5,650        (69,262
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       23,881          344,882          6,547          88,781  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (467,608      $         (7,132,337        (3,776,478      $          (44,950,238
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  131  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Moderate Allocation Fund                                    

Class A

                   

Shares Sold

       1,578,524        $ 20,761,055          2,213,094        $ 25,119,083  

Shares Issued for Reinvested Dividends

       966,671          12,373,470          946,724          11,319,607  

Shares Redeemed

       (1,806,700        (23,378,870        (4,455,322        (51,125,001
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       738,495          9,755,655          (1,295,504        (14,686,311
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       88,264        $ 1,132,714          218,756        $ 2,466,597  

Shares Issued for Reinvested Dividends

       64,013          811,133          75,547          895,700  

Shares Redeemed

       (924,696        (12,191,684        (1,069,017        (12,186,501
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (772,419        (10,247,837        (774,714        (8,824,204
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       39,529        $ 517,901          191,976        $ 2,197,635  

Shares Issued for Reinvested Dividends

       29,926          384,587          30,578          366,848  

Shares Redeemed

       (84,850        (1,110,077        (284,155        (3,265,648
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (15,395        (207,589        (61,601        (701,165
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       132,304        $ 1,711,793          164,710        $ 1,872,373  

Shares Issued for Reinvested Dividends

       35,693          449,855          38,859          457,905  

Shares Redeemed

       (157,053        (1,953,629        (327,044        (3,696,079
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,944          208,019          (123,475        (1,365,801
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R4

                   

Shares Sold

       13,180        $ 171,260          47,208        $ 517,301  

Shares Issued for Reinvested Dividends

       9,396          120,555          8,928          106,871  

Shares Redeemed

       (73,374        (939,042        (43,047        (506,036
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (50,798        (647,227        13,089          118,136  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       65,718        $ 869,928          73,474        $ 874,480  

Shares Issued for Reinvested Dividends

       17,571          225,988          18,509          222,154  

Shares Redeemed

       (48,711        (631,138        (116,121        (1,298,307
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       34,578          464,778          (24,138        (201,673
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       11,593        $ 149,517          10,903        $ 130,772  

Shares Issued for Reinvested Dividends

       1,409          18,110          814          9,766  

Shares Redeemed

       (2,563        (33,792        (3,870        (43,869
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       10,439          133,835          7,847          96,669  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (44,156      $ (540,366        (2,258,496      $ (25,564,349
    

 

 

      

 

 

      

 

 

      

 

 

 
Multi-Asset Income Fund                                    

Class A

                   

Shares Sold

       1,124,917        $ 23,782,569          2,309,231        $ 45,748,122  

Shares Issued for Reinvested Dividends

       329,869          6,951,220          5,162,076          105,163,342  

Shares Redeemed

       (2,237,485        (46,994,514        (5,962,080        (119,878,398
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (782,699        (16,260,725        1,509,227          31,033,066  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class C

                   

Shares Sold

       102,076        $ 2,153,126          558,821        $ 11,029,593  

Shares Issued for Reinvested Dividends

       25,210          532,089          749,180          15,305,211  

Shares Redeemed

       (905,133              (19,253,656        (1,928,016                 (38,667,340
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (777,847        (16,568,441        (620,015        (12,332,536
    

 

 

      

 

 

      

 

 

      

 

 

 

Class I

                   

Shares Sold

       1,690,854        $ 35,453,254          3,343,049        $ 65,779,871  

Shares Issued for Reinvested Dividends

       67,171          1,413,374          823,015          16,753,953  

Shares Redeemed

       (1,788,424        (37,488,152        (3,594,786        (71,808,671
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (30,399        (621,524        571,278          10,725,153  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R3

                   

Shares Sold

       6,565        $ 139,244          12,295        $ 247,049  

Shares Issued for Reinvested Dividends

       550          11,732          12,405          256,187  

Shares Redeemed

       (22,044        (479,437        (42,290        (880,822
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (14,929        (328,461        (17,590        (377,586
    

 

 

      

 

 

      

 

 

      

 

 

 

 

 

  132  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

       For the Six-Month Period Ended
April 30, 2021
       For the Year Ended
October 31, 2020
 
       Shares        Amount        Shares        Amount  
Multi-Asset Income Fund – (continued)                                    

Class R4

                   

Shares Sold

       6,701        $ 143,170          7,784        $ 154,029  

Shares Issued for Reinvested Dividends

       323          6,937          9,038          187,742  

Shares Redeemed

       (636        (13,634        (45,347        (848,704
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       6,388          136,473          (28,525        (506,933
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R5

                   

Shares Sold

       269        $ 5,747          652        $ 13,298  

Shares Issued for Reinvested Dividends

       86          1,843          2,694          55,805  

Shares Redeemed

       (847        (18,489        (11,045        (220,418
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (492        (10,899        (7,699        (151,315
    

 

 

      

 

 

      

 

 

      

 

 

 

Class R6

                   

Shares Sold

       344        $ 7,421          9,119        $ 175,383  

Shares Issued for Reinvested Dividends

       206          4,419          1,274          26,195  

Shares Redeemed

       (824        (17,924        (563        (10,960
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (274        (6,084        9,830          190,618  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class Y

                   

Shares Sold

       59,792        $ 1,279,081          297,672        $ 5,965,954  

Shares Issued for Reinvested Dividends

       4,349          93,287          95,278          1,976,308  

Shares Redeemed

       (264,691        (5,502,129        (407,803        (7,910,063
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (200,550        (4,129,761        (14,853        32,199  
    

 

 

      

 

 

      

 

 

      

 

 

 

Class F

                   

Shares Sold

       344,017        $ 7,233,498          742,416        $ 14,754,381  

Shares Issued for Reinvested Dividends

       55,333          1,163,583          791,234          16,091,496  

Shares Redeemed

       (646,215        (13,601,596        (1,471,329                 (29,233,282
    

 

 

      

 

 

      

 

 

      

 

 

 

Net Increase (Decrease)

       (246,865        (5,204,515        62,321          1,612,595  
    

 

 

      

 

 

      

 

 

      

 

 

 

Total Net Increase (Decrease)

       (2,047,667      $       (42,993,937        1,463,974        $ 30,225,261  
    

 

 

      

 

 

      

 

 

      

 

 

 

 

14.

Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. 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 certain fees, such as an upfront fee and a commitment fee. From November 1, 2020 through March 4, 2021, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended April 30, 2021, 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:

In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.

 

17.

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,

 

 

  133  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2021 (Unaudited)

 

 

 

2019. EY’s report on the Funds’ financial statements for the fiscal years 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).

 

18.

Subsequent Events:

In connection with the preparation of the financial statements of each Fund as of and for the period ended April 30, 2021, events and transactions subsequent to April 30, 2021, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.

Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between the Company, on behalf of the Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund shall equal the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.

 

 

  134  

 


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 portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year 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.

 

 

  135  

 


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, Mail Drop: T 04.180, 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 February 2021), 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 BDM NV; 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 February 2021


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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, The Hartford Global Real Asset Fund and Hartford Multi-Asset Income Fund (formerly, Hartford Multi-Asset Income and Growth Fund) are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFSAR-MS21    06/21    223140    Printed in U.S.A.

LOGO


  (b)

Not applicable.

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 to this semi-annual filing.

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 the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.


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.

 

(a)(1)   Not applicable
(a)(2)   Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
(a)(3)   Not applicable.
(a)(4)   Not applicable.
(b)   Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

      THE HARTFORD MUTUAL FUNDS, INC.

Date: July 8, 2021

     

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 8, 2021

     

By: /s/ James E. Davey

     

       James E. Davey

     

       President and Chief Executive Officer

Date: July 8, 2021

     

By: /s/ David A. Naab

     

       David A. Naab

     

       Treasurer

     

(Principal Financial Officer and Principal Accounting Officer)